Pages that link to "Item:Q3477238"
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The following pages link to Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus (Q3477238):
Displayed 5 items.
- Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications (Q5746487) (← links)
- Large-maturity regimes of the Heston forward smile (Q5965371) (← links)
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
- Small-time expansion for the density of a planar (quadratic) Langevin diffusion (Q6115730) (← links)
- Logarithmic heat kernel estimates without curvature restrictions (Q6160456) (← links)