Pages that link to "Item:Q746199"
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The following pages link to Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199):
Displaying 3 items.
- An approximation of small-time probability density functions in a general jump diffusion model (Q668543) (← links)
- Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data (Q2058882) (← links)
- Parameter estimation for multivariate diffusion systems (Q2359498) (← links)
