The following pages link to (Q3996311):
Displaying 50 items.
- Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients (Q281856) (← links)
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- Strong Feller properties for degenerate SDEs with jumps (Q297467) (← links)
- Functionals of a Lévy process on canonical and generic probability spaces (Q300280) (← links)
- Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
- Absolute continuity for some one-dimensional processes (Q453264) (← links)
- Lévy flights in evolutionary ecology (Q455776) (← links)
- Densities for SDEs driven by degenerate \(\alpha\)-stable processes (Q465466) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Coefficients of asymptotic expansions of SDE with jumps (Q607565) (← links)
- Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure (Q633146) (← links)
- The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups (Q644790) (← links)
- Integration by parts formula and applications to equations with jumps (Q662819) (← links)
- Regularization properties of the 2D homogeneous Boltzmann equation without cutoff (Q662820) (← links)
- Application of the lent particle method to Poisson-driven SDEs (Q662825) (← links)
- Smooth measures and nonlinear equations of mathematical physics (Q676788) (← links)
- Time reversal of infinite-dimensional point processes (Q685729) (← links)
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise (Q744875) (← links)
- Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory (Q762961) (← links)
- Convergence of locally square integrable martingales to a continuous local martingale (Q764412) (← links)
- Regularization lemmas and convergence in total variation (Q782822) (← links)
- Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps (Q860698) (← links)
- Optimal quantizers for Radon random vectors in a Banach space (Q865369) (← links)
- Canonical Lévy process and Malliavin calculus (Q867845) (← links)
- An application of the double Edgeworth expansion to a filtering model with Gaussian limit (Q868269) (← links)
- Efficient stochastic sensitivity analysis of discrete event systems (Q870582) (← links)
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps (Q884834) (← links)
- Criteria for ergodicity of Lévy type operators in dimension one (Q952833) (← links)
- Regularity of the laws of shot noise series and of related processes (Q966510) (← links)
- Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps (Q975336) (← links)
- Transportation inequalities for stochastic differential equations of pure jumps (Q985330) (← links)
- A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems (Q988793) (← links)
- Exponential ergodicity of the solutions to SDE's with a jump noise (Q1004409) (← links)
- The calculus of variations for processes with independent increments (Q1011026) (← links)
- Smooth densities for solutions to stochastic differential equations with jumps (Q1016622) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- Sensitivity analysis for averaged asset price dynamics with gamma processes (Q1044013) (← links)
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise (Q1048178) (← links)
- Existence and smoothness of transition density for jump-type Markov processes: Applications of Malliavin calculus (Q1198468) (← links)
- Differentiable measures and the Malliavin calculus (Q1288049) (← links)
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds (Q1306269) (← links)
- Asymptotic behavior of the transition density for jump type processes in small time (Q1345464) (← links)
- Density in small time at accessible points for jump processes (Q1382543) (← links)
- Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity (Q1630666) (← links)
- Smooth density and its short time estimate for jump process determined by SDE (Q1660315) (← links)
- Existence of density functions for the running maximum of a Lévy-Itô diffusion (Q1692337) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
