Pages that link to "Item:Q3817369"

The following pages link to Methods de laplace et de la phase stationnaire sur l'espace de wiener (Q3817369):

Displaying 47 items.

• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (Q544488) (← links)
• A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals (Q556248) (← links)
• Décroissance exponentielle du noyau de la chaleur sur la diagonale. I. (Exponential decay of the heat kernel over the diagonal. I) (Q810999) (← links)
• Exponential decay of the heat kernel over the diagonal. II (Q811000) (← links)
• Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths (Q868933) (← links)
• Regularity of the Itô-Lyons map (Q887818) (← links)
• Intégration dans la fibre associée a une diffusion dégénérée. (Integration in a fiber associated to a degenerated diffusion) (Q1087231) (← links)
• Asymptotic expansion of the hypoelliptic heat kernel on the diagonal (Q1112241) (← links)
• Precise asymptotics of certain Wiener functionals (Q1178826) (← links)
• Differentiable measures and the Malliavin calculus (Q1288049) (← links)
• Laplace asymptotics for reaction-diffusion equations (Q1326251) (← links)
• Semiclassical limit of the lowest eigenvalue of a Schrödinger operator on a Wiener space. (Q1413978) (← links)
• Sharp asymptotics for the multidimensional KPP equation (Q1613638) (← links)
• On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics (Q1772562) (← links)
• Stationary phase method in infinite dimensions by finite dimensional approximations: Applications to the Schrödinger equation (Q1904126) (← links)
• Estimation of the density of the solution of the robust Zakaï equation (Q1904129) (← links)
• Gaussian measures on linear spaces (Q1920991) (← links)
• Laplace approximation for rough differential equation driven by fractional Brownian motion (Q1942114) (← links)
• A stochastic Taylor-like expansion in the rough path theory (Q1960239) (← links)
• Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM (Q2127587) (← links)
• Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
• Semiclassical limit of Liouville field theory (Q2357083) (← links)
• Laplace's method for the laws of heat processes on loop spaces (Q2368788) (← links)
• Asymptotic expansions for Laplace transforms of Markov processes (Q2405392) (← links)
• Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables (Q2497216) (← links)
• Symmetries and zero modes in sample path large deviations (Q2679555) (← links)
• A moment estimate of the derivative process in rough path theory (Q2884438) (← links)
• Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion (Q2962132) (← links)
• FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES (Q2986668) (← links)
• Laplace asymptotics for generalized K.P.P. equation (Q4386048) (← links)
• On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions (Q4560339) (← links)
• On the Probability Density Function of Baskets (Q4560341) (← links)
• Rough path theory and stochastic calculus (Q4629170) (← links)
• The Trace Formula for Schrödinger Operators from Infinite Dimensional Oscillatory Integrals (Q4715526) (← links)
• ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I (Q4810357) (← links)
• Uniform convergence for complex diffusion equation via a probabilistic approach and application (Q4933244) (← links)
• Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces (Q4955493) (← links)
• Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the regime (Q5014187) (← links)
• Asymptotics of Gaussian integrals in infinite dimensions (Q5222883) (← links)
• Asymptotic behaviour of randomised fractional volatility models (Q5226253) (← links)
• Short-time near-the-money skew in rough fractional volatility models (Q5234338) (← links)
• Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations (Q5746482) (← links)
• Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications (Q5746487) (← links)
• Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems (Q6089193) (← links)
• A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus (Q6106934) (← links)
• Precise Laplace approximation for mixed rough differential equation (Q6644197) (← links)