The following pages link to (Q4842684):
Displaying 50 items.
- On Malliavin's proof of Hörmander's theorem (Q645942) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Pathwise definition of second-order SDEs (Q665435) (← links)
- Representation of Itô integrals by Lebesgue/Bochner integrals (Q690836) (← links)
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise (Q691820) (← links)
- Quasi-sure limit theorem of parabolic stochastic partial differential equations (Q705108) (← links)
- Liouville theorems for non-local operators (Q705981) (← links)
- An asymptotic expansion for a Black--Scholes type model (Q707247) (← links)
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- An integral inequality for the invariant measure of some finite dimensional stochastic differential equation (Q727468) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
- Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
- Quasi-linear stochastic partial differential equations with irregular coefficients: Malliavin regularity of the solutions (Q744879) (← links)
- Stein's method for rough paths (Q778786) (← links)
- Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
- A fractional calculus interpretation of the fractional volatility model (Q840298) (← links)
- Anticipating stochastic differential systems with memory (Q841479) (← links)
- Annihilation-derivative, creation-derivative and representation of quantum martingales (Q842414) (← links)
- Stationary distributions for diffusions with inert drift (Q843701) (← links)
- Risk sharing and counter-cyclical variation in market correlations (Q844776) (← links)
- A functional extension of the Ito formula (Q847101) (← links)
- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\) (Q850730) (← links)
- Estimates for the density of a nonlinear Landau process (Q852598) (← links)
- Fractional smoothness for the generalized local time of the indefinite Skorokhod integral (Q852612) (← links)
- Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652) (← links)
- A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
- Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps (Q860698) (← links)
- Backward stochastic differential equations with singular terminal condition (Q860713) (← links)
- When and how an error yields a Dirichlet form (Q860788) (← links)
- Malliavin calculus of Bismut type without probability (Q861777) (← links)
- A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
- Random rewards, fractional Brownian local times and stable self-similar processes (Q862213) (← links)
- Canonical Lévy process and Malliavin calculus (Q867845) (← links)
- Interpolation and approximation in \(L_{2}(\gamma )\) (Q868825) (← links)
- Local asymptotic mixed normality of transformed Gaussian models for random fields (Q869103) (← links)
- Efficient stochastic sensitivity analysis of discrete event systems (Q870582) (← links)
- When is a linear combination of independent fBm's equivalent to a single fBm? (Q873606) (← links)
- Lower bounds for the density of locally elliptic Itô processes (Q874742) (← links)
- Optimal portfolio choice in the bond market (Q881421) (← links)
- Exponential mixing for the 3D stochastic Navier-Stokes equations (Q883037) (← links)
- Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
- Quasi-sure \(p\)-variation of fractional Brownian motion (Q886328) (← links)
- Complete and incomplete financial markets in multi-good economies (Q893422) (← links)
- On an extension of the Hilbertian central limit theorem to Dirichlet forms (Q935576) (← links)
- Stable convergence of multiple Wiener--Itô integrals (Q939135) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- Welfare effects of controlling labor supply: An application of the stochastic Ramsey model (Q951466) (← links)
- Optimal consumption-portfolio choices and retirement planning (Q951521) (← links)
