Pages that link to "Item:Q894801"

The following pages link to A probabilistic interpretation of the parametrix method (Q894801):

Displaying 20 items.

• The parametrix method for skew diffusions (Q309004) (← links)
• Fundamental solution for Cauchy initial value problem for parabolic PDEs with discontinuous unbounded first-order coefficient at the origin. Extension of the classical parametrix method (Q829571) (← links)
• Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise (Q1635962) (← links)
• Convergence in distribution norms in the CLT for non identical distributed random variables (Q1663863) (← links)
• Nash estimates and upper bounds for non-homogeneous Kolmogorov equations (Q1681863) (← links)
• Towards the exact simulation using hyperbolic Brownian motion (Q1684776) (← links)
• Unbiased simulation of stochastic differential equations (Q1704137) (← links)
• On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (Q1713464) (← links)
• A generic construction for high order approximation schemes of semigroups using random grids (Q2049919) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
• Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations (Q2196378) (← links)
• Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
• Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (Q2300965) (← links)
• Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
• Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
• Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients (Q2830711) (← links)
• Stochastic formulations of the parametrix method (Q4615435) (← links)
• Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839) (← links)
• Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift (Q5096633) (← links)
• Unbiased Monte Carlo estimate of stochastic differential equations expectations (Q5350276) (← links)