Pages that link to "Item:Q1878983"

The following pages link to The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983):

Displaying 42 items.

• Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
• Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
• Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
• Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
• Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
• Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction (Q627246) (← links)
• How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
• Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
• On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
• Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
• Euler scheme and tempered distributions (Q850027) (← links)
• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
• Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
• Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
• Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
• Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
• Numerical methods for Lévy processes (Q964687) (← links)
• Transportation inequalities for stochastic differential equations of pure jumps (Q985330) (← links)
• Existence, uniqueness and approximation of the jump-type stochastic Schrödinger equation for two-level systems (Q988680) (← links)
• Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise (Q2004820) (← links)
• Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
• Central limit theorem for the antithetic multilevel Monte Carlo method (Q2170368) (← links)
• A dynamics stochastic model with HIV infection of CD4\(^+\) T-cells driven by Lévy noise (Q2213481) (← links)
• Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
• Estimating functions for SDE driven by stable Lévy processes (Q2337827) (← links)
• Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396) (← links)
• Discretization error of irregular sampling approximations of stochastic integrals (Q2362940) (← links)
• Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
• Power variation from second order differences for pure jump semimartingales (Q2447655) (← links)
• Activity signature functions for high-frequency data analysis (Q2630154) (← links)
• Approximation of jump diffusions in finance and economics (Q2642601) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
• A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes (Q2801791) (← links)
• A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs (Q4629952) (← links)
• LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (Q4967796) (← links)
• Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
• Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)
• Hellinger and total variation distance in approximating Lévy driven SDEs (Q6104024) (← links)
• Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
• Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures (Q6204777) (← links)