Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting)
Collections of abstracts of lectures (00B05) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to global analysis (58-06) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Markov processes: estimation; hidden Markov models (62M05) Statistics on manifolds (62R30)
- Weak convergence of path-dependent SDEs in basket credit default swap pricing with contagion risk
- scientific article; zbMATH DE number 6401340
- Weak convergence methods for approximation of the evaluation of path-dependent functionals
- Bankruptcy, Counterparty Risk, and Contagion*
- Basket credit derivative pricing in a Markov chain model with interacting intensities
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
- A Dirichlet form approach to MCMC optimal scaling
- A geometric framework for stochastic shape analysis
- A semicircle law and decorrelation phenomena for iterated Kolmogorov loops
- A smeary central limit theorem for manifolds with application to high-dimensional spheres
- Adaptive nonparametric drift estimation of an integrated jump diffusion process
- An optimal polynomial approximation of Brownian motion
- Conditioning as disintegration
- Continuous-discrete smoothing of diffusions
- Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions
- Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities
- Disintegration of Gaussian measures and average-case optimal algorithms
- scientific article; zbMATH DE number 3642411 (Why is no real title available?)
- scientific article; zbMATH DE number 1001278 (Why is no real title available?)
- scientific article; zbMATH DE number 3638888 (Why is no real title available?)
- Langevin diffusions on the torus: estimation and applications
- Large sample theory of intrinsic and extrinsic sample means on manifolds. II.
- Nonparametric estimation for linear SPDEs from local measurements
- Omnibus CLTs for Fréchet means and nonparametric inference on non-Euclidean spaces
- Shapes and diffeomorphisms
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions
- Simulation of Multivariate Diffusion Bridges
- Statistics on Riemannian manifolds: asymptotic distribution and curvature
- Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
- Stochastic Equations in Infinite Dimensions
- Weak convergence methods for approximation of the evaluation of path-dependent functionals
- Weak convergence of path-dependent SDEs in basket credit default swap pricing with contagion risk
- Working session: Quantitative stochastic homogenization. Abstracts from the working session held October 16--22, 2022
- Working session: Rigidity of stationary measure. Abstracts from the working session held October 7--12, 2018
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