Pages that link to "Item:Q1872216"
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The following pages link to On the Poisson equation and diffusion approximation. I (Q1872216):
Displaying 50 items.
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- On large deviations of coupled diffusions with time scale separation (Q317501) (← links)
- Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
- Optimal control with random parameters: a multiscale approach (Q431771) (← links)
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues (Q473169) (← links)
- Nonequilibrium statistical mechanics of a solid immersed in a continuum (Q521542) (← links)
- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
- Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
- Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
- Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (Q902882) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes (Q1009672) (← links)
- Characterizations of overtaking optimality for controlled diffusion processes (Q1021252) (← links)
- Homogenization of periodic semilinear parabolic degenerate PDEs (Q1030150) (← links)
- On Poisson equation and diffusion approximation. II. (Q1431482) (← links)
- Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain (Q1612753) (← links)
- Curl flux induced drift in stochastic differential equations in the zero-mass limit (Q1619928) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
- A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations (Q1659690) (← links)
- The Poisson equation and estimates for distances between stationary distributions of diffusions (Q1661605) (← links)
- Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves (Q1681856) (← links)
- Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control (Q1688366) (← links)
- Algorithm for constructing the efficient frontier of an investment portfolio (Q1745856) (← links)
- Non-parametric estimation of the diffusion coefficient from noisy data (Q1757892) (← links)
- Limit behavior of two-time-scale diffusions revisited (Q1775576) (← links)
- On the Poisson equation and diffusion approximation. III (Q1781177) (← links)
- Limits of noise for autoregulated gene expression (Q1784428) (← links)
- Averaging principle of SDE with small diffusion: Moderate deviations (Q1872335) (← links)
- Homogenization of random parabolic operator with large potential. (Q1888748) (← links)
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
- Diffusion approximation for multi-scale stochastic reaction-diffusion equations (Q1981725) (← links)
- Online drift estimation for jump-diffusion processes (Q1983620) (← links)
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations (Q1984651) (← links)
- Scaling limits of processes with fast nonlinear mean reversion (Q1986011) (← links)
- Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion (Q1986017) (← links)
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
- Homogenization of random parabolic operators. Diffusion approximation (Q2018565) (← links)
- Drift estimation on non compact support for diffusion models (Q2021393) (← links)
- Averaging principle and normal deviations for multiscale stochastic systems (Q2021633) (← links)
- Diffusion approximation for fully coupled stochastic differential equations (Q2039430) (← links)
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations (Q2041807) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
- Martingale structure for general thermodynamic functionals of diffusion processes under second-order averaging (Q2046521) (← links)
