Pages that link to "Item:Q730785"
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The following pages link to Stochastic analysis in discrete and continuous settings. With normal martingales. (Q730785):
Displaying 50 items.
- Normal approximation of Poisson functionals in Kolmogorov distance (Q270201) (← links)
- Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886) (← links)
- Stein estimation of the intensity of a spatial homogeneous Poisson point process (Q303954) (← links)
- Gaussian density estimates for the solution of singular stochastic Riccati equations. (Q331328) (← links)
- Second order Riesz transforms on multiply-connected Lie groups and processes with jumps (Q345043) (← links)
- Girsanov identities for Poisson measures under quasi-nilpotent transformations (Q428138) (← links)
- Gaussian estimates for the solutions of some one-dimensional stochastic equations (Q494710) (← links)
- Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization (Q737315) (← links)
- Martingale representations for functionals of Lévy processes (Q746050) (← links)
- Moment identities for Poisson-Skorohod integrals and application to measure invariance (Q841296) (← links)
- Quasi-invariance and integration by parts for determinantal and permanental processes (Q982499) (← links)
- Distribution of the integral of maximum processes and applications (Q1633562) (← links)
- Discretizing Malliavin calculus (Q1639664) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Fourth moment theorems on the Poisson space: analytic statements via product formulae (Q1725482) (← links)
- On high-frequency limits of \(U\)-statistics in Besov spaces over compact manifolds (Q1746518) (← links)
- Stein approximation for functionals of independent random sequences (Q1748905) (← links)
- Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces (Q1762333) (← links)
- Invariance of Poisson measures under random transformations (Q1930650) (← links)
- Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos (Q1958464) (← links)
- Berry-Esseen bounds for functionals of independent random variables (Q2149935) (← links)
- Stein's method for diffusive limits of queueing processes (Q2210668) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- Infinite divisibility of interpolated gamma powers (Q2257130) (← links)
- Normal approximations for wavelet coefficients on spherical Poisson fields (Q2258959) (← links)
- Malliavin and Dirichlet structures for independent random variables (Q2274276) (← links)
- Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates (Q2274303) (← links)
- Normal approximation for sums of weighted \(U\)-statistics -- application to Kolmogorov bounds in random subgraph counting (Q2278673) (← links)
- Functional inequalities for marked point processes (Q2279309) (← links)
- Dyson type formula for pure jump Lévy processes with some applications to finance (Q2289812) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Bounds in total variation distance for discrete-time processes on the sequence space (Q2297544) (← links)
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals (Q2346981) (← links)
- Determinantal martingales and correlations of noncolliding random walks (Q2351784) (← links)
- Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101) (← links)
- A discrete-time Clark-Ocone formula and its application to an error analysis (Q2412512) (← links)
- Universal Gaussian fluctuations on the discrete Poisson chaos (Q2448709) (← links)
- A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
- Malliavin calculus for marked binomial processes and applications (Q2679546) (← links)
- An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications (Q2697420) (← links)
- On the fourth moment theorem for complex multiple Wiener–Itô integrals (Q2974265) (← links)
- Lévy Systems and Moment Formulas for Mixed Poisson Integrals (Q3119738) (← links)
- Some results on Parisian walks (Q3121369) (← links)
- De Rham–Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space (Q3186062) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- Concentration inequalities for measures of a Boolean model (Q4603439) (← links)
- Various Sharp Estimates for Semi-discrete Riesz Transforms of the Second Order (Q4612130) (← links)
- Malliavin calculus in a binomial framework (Q4627094) (← links)
- On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
- Discrete Hilbert transform à la Gundy–Varopoulos (Q4959721) (← links)
