The following pages link to (Q3719555):
Displaying 13 items.
- Asymptotic expansions for Markov processes with Lévy generators (Q750015) (← links)
- Refined large deviation asymptotics for the classical occupancy problem (Q861544) (← links)
- Sharp large deviation estimates for a certain class of sets on the Wiener space (Q1591578) (← links)
- Sharp asymptotics for the multidimensional KPP equation (Q1613638) (← links)
- Geometric singular perturbation theory for stochastic differential equations. (Q1874495) (← links)
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM (Q2127587) (← links)
- Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
- Laplace asymptotics for generalized K.P.P. equation (Q4386048) (← links)
- LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS (Q5050854) (← links)
- Short-time near-the-money skew in rough fractional volatility models (Q5234338) (← links)
- Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations (Q5746482) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
- Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise (Q6202051) (← links)