Pages that link to "Item:Q2485752"
From MaRDI portal
The following pages link to A representation formula for transition probability densities of diffusions and applications (Q2485752):
Displayed 10 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)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- Bounds for the transition density of time-homogeneous diffusion processes (Q1009726) (← 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)