Pages that link to "Item:Q5720511"
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The following pages link to On Convergence of Stochastic Processes (Q5720511):
Displaying 45 items.
- Rough path recursions and diffusion approximations (Q259589) (← links)
- Invariance principles in Besov spaces, Gaussian processes and long-range dependence (Q384773) (← links)
- An invariance principle of Donsker type in the class of Besov-Orlicz spaces (Q443810) (← links)
- Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator (Q471411) (← links)
- On the Lamperti transform of the fractional Brownian sheet (Q501525) (← links)
- Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
- Foliations, the ergodic theorem and Brownian motion (Q584802) (← links)
- Bifurcations in stochastic dynamical systems with simple singularities (Q751063) (← links)
- Asymptotics of an estimate of the spectral function of a stationary sequence (Q751142) (← links)
- Tightness conditions for a family of measures in a certain space of two- parameter functions of Lipschitz type (Q753984) (← links)
- Stein's method for rough paths (Q778786) (← links)
- On weak convergence of stochastic processes with Lusin path spaces (Q788370) (← links)
- Limit theorems in stochastic biochemical modelling (Q789339) (← links)
- Functional central limit theorem for double-indexed summation process (Q852289) (← links)
- Convergence in law of partial sum processes in \(p\)-variation norm (Q946145) (← links)
- Harmonic analysis and spectral estimation (Q1051383) (← links)
- Estimation of Markov processes (Q1162978) (← links)
- Semi-classical quantum mechanics and stochastic calculus of variations (Q1169765) (← links)
- Construction of ergodic transformations (Q1171161) (← links)
- Strengthening the weak convergence of random processes (Q1233676) (← links)
- Asymptotes of estimates of spectral functions of stationary Gaussian sequences (Q1236862) (← links)
- Multiple time scale analysis of interacting diffusions (Q1326341) (← links)
- Weak convergence of smoothed empirical process in Hölder spaces (Q1382212) (← links)
- Invariance principles for adaptive self-normalized partial sums processes. (Q1765994) (← links)
- Convergence in law for certain additive functionals of symmetric stable processes under strong topology (Q1773344) (← links)
- Quantum stochastic optimization (Q1825139) (← links)
- Hölder norm test statistics for epidemic change (Q1888308) (← links)
- Testing mean changes by maximal ratio statistics (Q2135581) (← links)
- Transition dynamics in a network game with heterogeneous agents: the stochastic case (Q2139505) (← links)
- Adjustment dynamics in a network game with stochastic parameters (Q2171736) (← links)
- Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients (Q2251852) (← links)
- A Hölderian functional central limit theorem for a multi-indexed summation process (Q2372470) (← links)
- Weak convergence to fractional Brownian motion in some anisotropic Besov space (Q2566579) (← links)
- From random walks to rough paths (Q3182587) (← links)
- On the invariance principle for signed-rank statistics (Q3883222) (← links)
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)
- An invariance principle for the law of the iterated logarithm (Q5341296) (← links)
- Self-Similarity and Lamperti Transformation for Random Fields (Q5421582) (← links)
- On the weak convergence of stochastic processes without discontinuities of the second kind (Q5554738) (← links)
- Stochastic Abelian and Tauberian theorems (Q5653397) (← links)
- Hölderian invariance principle for Hilbertian linear processes (Q5851021) (← links)
- On asymptotically optimal tests (Q5906255) (← links)
- Singular integrals and Feller semigroups with jump phenomena (Q6144971) (← links)
- Functional central limit theorems for rough volatility (Q6565557) (← links)
- Reflected stochastic differential equations driven by standard and fractional Brownian motion (Q6586426) (← links)
