Pages that link to "Item:Q629777"
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The following pages link to Explicit parametrix and local limit theorems for some degenerate diffusion processes (Q629777):
Displayed 29 items.
- Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Explicit parametrix and local limit theorems for some degenerate diffusion processes (Q629777) (← links)
- A probabilistic interpretation of the parametrix method (Q894801) (← links)
- Density estimates for a random noise propagating through a chain of differential equations (Q990161) (← links)
- Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate (Q1617125) (← links)
- Nash estimates and upper bounds for non-homogeneous Kolmogorov equations (Q1681863) (← links)
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
- A Poincaré cone condition in the Poincaré group (Q1949219) (← links)
- A weak approximation method for irregular functionals of hypoelliptic diffusions (Q2057274) (← links)
- On stochastic Langevin and Fokker-Planck equations: the two-dimensional case (Q2064317) (← links)
- \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions (Q2066937) (← links)
- Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations (Q2080286) (← links)
- Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations (Q2083863) (← links)
- Heat kernel of supercritical nonlocal operators with unbounded drifts (Q2118001) (← links)
- A probabilistic study of the kinetic Fokker-Planck equation in cylindrical domains (Q2128641) (← links)
- The parametrix method for parabolic SPDEs (Q2196545) (← links)
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
- Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density (Q2637206) (← links)
- Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920) (← links)
- Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499) (← links)
- Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients (Q2692161) (← links)
- Recent advances in various fields of numerical probability (Q2786538) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- Recursive estimation for stochastic damping hamiltonian systems (Q3455255) (← links)
- An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition (Q5276166) (← links)
- Stability of Densities for Perturbed Diffusions and Markov Chains (Q5350278) (← links)
- Stability of Densities for Perturbed Degenerate Diffusions (Q5369330) (← links)
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs (Q5965373) (← links)