Pages that link to "Item:Q1176362"
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The following pages link to Weak limit theorems for stochastic integrals and stochastic differential equations (Q1176362):
Displaying 50 items.
- Rough path recursions and diffusion approximations (Q259589) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Smooth approximation of stochastic differential equations (Q272965) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- Homogenization of random functionals on solutions of stochastic equations (Q283143) (← links)
- Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
- Weak approximations for Wiener functionals (Q363864) (← links)
- Poisson representations of branching Markov and measure-valued branching processes (Q533744) (← links)
- The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
- Poisson and diffusion approximation of stochastic master equations with control (Q625052) (← links)
- A note on weak convergence of random step processes (Q625974) (← links)
- Markov chains approximation of jump-diffusion stochastic master equations (Q629778) (← links)
- Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
- An alternative approach to stochastic calculus for economic and financial models (Q673806) (← links)
- Convergence in various topologies for stochastic integrals driven by semimartingales (Q674524) (← links)
- Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models (Q707219) (← links)
- Two-parameter heavy-traffic limits for infinite-server queues (Q708814) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- A general characterization of the mean field limit for stochastic differential games (Q737313) (← links)
- Functional convergence of stochastic integrals with application to statistical inference (Q765875) (← links)
- Stationary distributions for diffusions with inert drift (Q843701) (← links)
- Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type (Q843706) (← links)
- When and how an error yields a Dirichlet form (Q860788) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Stochastic integral convergence: a white noise calculus approach (Q887252) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- A large deviation principle for stochastic integrals (Q927258) (← links)
- Weak approximation of SDEs by discrete-time processes (Q936986) (← links)
- Stochastic differential equations with jump reflection at time-dependent barriers (Q988679) (← links)
- Existence, uniqueness and approximation of the jump-type stochastic Schrödinger equation for two-level systems (Q988680) (← links)
- COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Degenerate diffusions arising from gene duplication models (Q1009477) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales (Q1033571) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Short distances on the line (Q1180174) (← links)
- The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations (Q1187100) (← links)
- Stability of a class of transformations of distribution-valued processes and stochastic evolution equations (Q1200244) (← links)
- Regularization of the Stratonovich equations with jumps between manifolds (Q1275257) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Finite dimensional approximations to Wiener measure and path integral formulas on manifolds (Q1296778) (← links)
- Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078) (← links)
- Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant (Q1326346) (← links)
- Almost sure approximation of Wong-Zakai type for stochastic partial differential equations (Q1346163) (← links)
- Reflected Brownian motion in a cone: Semimartingale property (Q1346971) (← links)
