Pages that link to "Item:Q3405554"

The following pages link to On the Moments of the Modulus of Continuity of Itô Processes (Q3405554):

Displaying 29 items.

• On the pathwise approximation of stochastic differential equations (Q329029) (← links)
• Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
• On the form of the large deviation rate function for the empirical measures of weakly interacting systems (Q470049) (← links)
• Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
• Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
• Functional approximations via Stein's method of exchangeable pairs (Q2028947) (← links)
• Stein's method of exchangeable pairs in multivariate functional approximations (Q2042859) (← links)
• Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (Q2045167) (← links)
• Occupation density estimation for noisy high-frequency data (Q2116333) (← links)
• Stein's method for multivariate Brownian approximations of sums under dependence (Q2186656) (← links)
• Cone points of Brownian motion in arbitrary dimension (Q2280553) (← links)
• Semi-implicit Milstein approximation scheme for non-colliding particle systems (Q2323707) (← links)
• Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
• Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
• Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (Q2633871) (← links)
• Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier (Q2657918) (← links)
• A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA (Q2808183) (← links)
• Optimal Switching in Finite Horizon under State Constraints (Q2818218) (← links)
• Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
• Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets (Q4635245) (← links)
• Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients (Q5085216) (← links)
• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445) (← links)
• Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis (Q5156802) (← links)
• Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
• A class of dimension-free metrics for the convergence of empirical measures (Q6072907) (← links)
• Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem (Q6103969) (← links)
• Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
• Multilevel Monte Carlo simulation for the Heston stochastic volatility model (Q6144993) (← links)