Convergence in distribution of conditional expectations
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- Robustness of the nonlinear filter: the correlated case.
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- Stochastic Monotonicity and Conditioning in the Limit
- Limits of conditional expectations
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection
- Nonlinear Filtering with Fractional Brownian Motion Noise
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- Shrinkage of variance for minimum distance based tests
- scientific article; zbMATH DE number 6398927 (Why is no real title available?)
- An example concerning the convergence of conditional expectations
- Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
- Conditional sampling with monotone GANs: from generative models to likelihood-free inference
- Total variation convergence preserves conditional independence
- A general valuation framework for rough stochastic local volatility models and applications
- A unifying approach for the pricing of debt securities
- Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models
- Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
- Almost sure equiconvergence of conditional expectations
- On conditional weak convergence
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