Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting)
Markov processes: estimation; hidden Markov models (62M05) Statistics on manifolds (62R30) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Proceedings of conferences of miscellaneous specific interest (00B25) Diffusion processes and stochastic analysis on manifolds (58J65) Proceedings, conferences, collections, etc. pertaining to global analysis (58-06) Collections of abstracts of lectures (00B05)
- 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
- 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?)
- A Dirichlet form approach to MCMC optimal scaling
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
- 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
- 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 Equations in Infinite Dimensions
- Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
- Weak convergence methods for approximation of the evaluation of path-dependent functionals
- Working session: Rigidity of stationary measure. Abstracts from the working session held October 7--12, 2018
- 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
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