Pages that link to "Item:Q2485752"
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The following pages link to A representation formula for transition probability densities of diffusions and applications (Q2485752):
Displaying 18 items.
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues (Q473169) (← links)
- The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
- On local linear approximations to diffusion processes (Q642240) (← links)
- Averaging dynamics driven by fractional Brownian motion (Q782404) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- Bounds for the transition density of time-homogeneous diffusion processes (Q1009726) (← links)
- McKean-Vlasov type stochastic differential equations arising from the random vortex method (Q2077120) (← links)
- Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (Q2105171) (← links)
- Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- Reconstructing the drift of a diffusion from partially observed transition probabilities (Q2567228) (← links)
- Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions (Q2634903) (← links)
- Nonparametric trend coefficient estimation for multidimensional diffusions (Q2643494) (← links)
- A formula for transition density function under Girsanov transform (Q2643749) (← links)
- Stochastic formulations of the parametrix method (Q4615435) (← links)
- Convergence of Langevin-simulated annealing algorithms with multiplicative noise. II: Total variation (Q6073725) (← links)
- Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient (Q6154556) (← links)
- Probability bounds for reflecting diffusion processes (Q6170515) (← links)
