Pages that link to "Item:Q5219672"

The following pages link to Liquidity, Risk Measures, and Concentration of Measure (Q5219672):

Displaying 21 items.

• Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise (Q829549) (← links)
• Concentration of dynamic risk measures in a Brownian filtration (Q1999909) (← links)
• Nonparametric estimation for interacting particle systems: McKean-Vlasov models (Q2073184) (← links)
• Star-shaped deviations (Q2084035) (← links)
• Transportation inequalities for stochastic heat equation with rough dependence in space (Q2106857) (← links)
• Functional inequalities for forward and backward diffusions (Q2201508) (← links)
• Transportation cost inequality for backward stochastic differential equations with mean reflection (Q2244581) (← links)
• Transportation cost inequality for backward stochastic differential equations (Q2273740) (← links)
• Talagrand concentration inequalities for stochastic heat-type equations under uniform distance (Q2279324) (← links)
• Law invariant risk measures and information divergences (Q2283649) (← links)
• Talagrand concentration inequalities for stochastic partial differential equations (Q2303976) (← links)
• Minkowski deviation measures (Q2679207) (← links)
• A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration (Q2686620) (← links)
• A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
• Quadratic transportation inequalities for SDEs with measurable drift (Q4992940) (← links)
• Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
• Talagrand's transportation inequality for SPDEs with locally monotone drifts (Q6067030) (← links)
• A class of dimension-free metrics for the convergence of empirical measures (Q6072907) (← links)
• Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs (Q6095835) (← links)
• Well-posedness and stationary solutions of McKean-Vlasov (S)PDEs (Q6110830) (← links)
• Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent \(\varphi\)-subgaussian random variables (Q6152239) (← links)