Rough path recursions and diffusion approximations (Q259589): Difference between revisions

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+.3188
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+Decay of correlations and invariance principles for dispersing billiards with cusps, and related planar billiard flows
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+From random walks to rough paths
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+Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
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+The martingale approach after Varadhan and Dolgopyat
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+Weak Backward Error Analysis for SDEs
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+A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
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+Limit theorems for partially hyperbolic systems
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+From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup>
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+Nonlinear time series. Nonparametric and parametric methods
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+A course on rough paths. With an introduction to regularity structures
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+Convergence rates for the full Gaussian rough paths
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+Euler estimates for rough differential equations
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+Multidimensional Stochastic Processes as Rough Paths
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+Homogenization for deterministic maps and multiplicative noise
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+Controlling rough paths
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+Ramification of rough paths
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+Diffusion approximations to linear stochastic difference equations with stationary coefficients
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+Central limit theorems and invariance principles for Lorenz attractors
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+Deterministic homogenization for fast-slow systems with chaotic noise
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+Smooth approximation of stochastic differential equations
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+Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
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+Q4004325
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+On the Weak Convergence of a Sequence of General Stochastic Difference Equations to a Diffusion
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+On Convergence of Stochastic Processes
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+Q3392345
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+On \((p,q)\)-rough paths
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+Differential equations driven by rough signals
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+A mathematical framework for stochastic climate models
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+Dependent central limit theorems and invariance principles
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+A vector-valued almost sure invariance principle for hyperbolic dynamical systems
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+Markovian Learning Processes
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+On modelling physical systems with stochastic models: diffusion versus Lévy processes
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Forward, backward and symmetric stochastic integration
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+Multidimensional diffusion processes.
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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+The application of diffusion theory to two population genetic models of Moran
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+Statistical properties of dynamical systems with some hyperbolicity
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+On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
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