Pages that link to "Item:Q1099492"

The following pages link to Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\) (Q1099492):

Displayed 44 items.

• Convergence in various topologies for stochastic integrals driven by semimartingales (Q674524) ‎ (← links)
• On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients (Q805070) ‎ (← links)
• When and how an error yields a Dirichlet form (Q860788) ‎ (← links)
• Estimation in a model of competing risks possibly depending on the presence of censorships (Q877990) ‎ (← links)
• A large deviation principle for stochastic integrals (Q927258) ‎ (← links)
• On the convergence of stochastic integrals with respect to \(p\)-semimartingales (Q951213) ‎ (← links)
• On weak approximations of integrals with respect to fractional Brownian motion (Q1004279) ‎ (← links)
• On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales (Q1033571) ‎ (← links)
• Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) ‎ (← links)
• Stability of strong solutions of stochastic differential equations (Q1120904) ‎ (← links)
• Limit theorems for trimmed sums (Q1200242) ‎ (← links)
• Stability of a class of transformations of distribution-valued processes and stochastic evolution equations (Q1200244) ‎ (← links)
• When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes (Q1208945) ‎ (← links)
• Regularization of the Stratonovich equations with jumps between manifolds (Q1275257) ‎ (← links)
• Cointegrated processes with infinite variance innovations (Q1296604) ‎ (← links)
• On approximation of stochastic differential equations with coefficients depending on the past (Q1324861) ‎ (← links)
• Asymptotic inference for semimartingale models with singular parameter points (Q1330191) ‎ (← links)
• Vague convergence of locally integrable martingale measures (Q1338745) ‎ (← links)
• The Einstein relation for the displacement of a test particle in a random environment (Q1344946) ‎ (← links)
• Functional asymptotic behavior of some random multilinear forms (Q1382549) ‎ (← links)
• Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes (Q1593612) ‎ (← links)
• Statistical inference in regression with heavy-tailed integrated variables (Q1600535) ‎ (← links)
• Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration'' (Q1613620) ‎ (← links)
• BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. (Q1766037) ‎ (← links)
• Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration (Q1805768) ‎ (← links)
• The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) ‎ (← links)
• Stability of Doob-Meyer decomposition under extended convergence (Q1879125) ‎ (← links)
• A new method for proving weak convergence results applied to nonparametric estimators in survival analysis. (Q1879498) ‎ (← links)
• Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) ‎ (← links)
• Local asymptotic quadraticity of stochastic process models based on stopping times (Q1893865) ‎ (← links)
• Wong-Zakai approximations for stochastic differential equations (Q1914901) ‎ (← links)
• On a decomposition of symmetric diffusions with reflecting boundary conditions. (Q2574535) ‎ (← links)
• Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545) ‎ (← links)
• Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) ‎ (← links)
• On the -distance between semimartingales reflecting in different domains> (Q2706907) ‎ (← links)
• Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS^* (Q2746376) ‎ (← links)
• Vague Convergence of Semimartingale Random Measures (Q3158139) ‎ (← links)
• Second Order Stochastic Inclusion (Q3158165) ‎ (← links)
• REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) ‎ (← links)
• Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹ (Q4345879) ‎ (← links)
• From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process¹ (Q4345920) ‎ (← links)
• On Modeling Questions In Security Valuation (Q4345921) ‎ (← links)
• From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) ‎ (← links)
• Nonparametric estimation from proportional hazards competing risks data under selection bias (Q5712072) ‎ (← links)