scientific article; zbMATH DE number 3761143
From MaRDI portal
Publication:3943776
Cited in
(44)- Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima
- A method based on a stochastic approach for space dependent nuclear reactor kinetics in one dimension
- Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
- An asymptotic sufficiency property of observations related to the first hitting times of a diffusion
- Exponential estimates of distributions of random fields
- Short-term risk management using stochastic Taylor expansions under Lévy models
- Brownian cylinders and intersecting branes
- On penalized estimation for dynamical systems with small noise
- Hybrid estimators for small diffusion processes based on reduced data
- Stochastic modelling of diffusion equations on a parallel machine
- Laplace approximation for rough differential equation driven by fractional Brownian motion
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
- Precise asymptotics: robust stochastic volatility models
- Inference for partially observed epidemic dynamics guided by Kalman filtering techniques
- An isomorphism between branched and geometric rough paths
- Laplace's method for the laws of heat processes on loop spaces
- Euler estimates for rough differential equations
- Brownian Chen series and Atiyah-Singer theorem
- Approximation of epidemic models by diffusion processes and their statistical inference
- Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process
- The asymptotic expansion of the Feynman integral
- On the stochastic Magnus expansion and its application to SPDEs
- Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
- Laplace asymptotics for generalized K.P.P. equation
- Flows Driven by Banach Space-Valued Rough Paths
- Rough path theory and stochastic calculus
- On a Chen-Fliess approximation for diffusion functionals
- Short-time near-the-money skew in rough fractional volatility models
- Algebraic structures and stochastic differential equations driven by Lévy processes
- Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions
- Heat content and horizontal mean curvature on the Heisenberg group
- Singularities of hypoelliptic Green functions
- Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
- Small-time expansion for the density of a planar (quadratic) Langevin diffusion
- Adaptive inference for small diffusion processes based on sampled data
- Precise Laplace approximation for mixed rough differential equation
- Taylor expansions and Castell estimates for solutions of stochastic differential equations driven by rough paths
- Scalability of the second-order reliability method for stochastic differential equations with multiplicative noise
- A representation of solution of stochastic differential equations
- Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths
- Regularity of the Itô-Lyons map
- Flows driven by rough paths
- Approximate martingale estimating functions for stochastic differential equations with small noises
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3943776)