Pages that link to "Item:Q1275955"
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The following pages link to On polynomial mixing bounds for stochastic differential equations (Q1275955):
Displayed 39 items.
- Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
- Spectral condition, hitting times and Nash inequality (Q479706) (← links)
- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
- The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Trends to equilibrium in total variation distance (Q838308) (← links)
- Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes (Q1009672) (← links)
- On polynomial mixing bounds for stochastic differential equations (Q1275955) (← links)
- On Poisson equation and diffusion approximation. II. (Q1431482) (← links)
- On the Poisson equation and diffusion approximation. III (Q1781177) (← links)
- On the Poisson equation and diffusion approximation. I (Q1872216) (← links)
- Practical drift conditions for subgeometric rates of convergence. (Q1879912) (← links)
- Partial mixing and Edgeworth expansion (Q1885365) (← links)
- Homogenization of random parabolic operator with large potential. (Q1888748) (← links)
- Reactive trajectories and the transition path process (Q2257121) (← links)
- A decreasing step method for strongly oscillating stochastic models (Q2341638) (← links)
- Nonequilibrium statistical mechanics of Hamiltonian rotators with alternated spins (Q2342083) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- Subgeometric rates of convergence of Markov processes in the Wasserstein metric (Q2448687) (← links)
- Moment estimation for ergodic diffusion processes (Q2469659) (← links)
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré (Q2472859) (← links)
- MDP for integral functionals of fast and slow processes with averaging (Q2485478) (← links)
- Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
- Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150) (← links)
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. (Q2574509) (← links)
- Extended Poisson equation for weakly ergodic Markov processes (Q2849272) (← links)
- Diffusion approximation of systems with weakly ergodic Markov perturbations. II (Q2923395) (← links)
- Exponential ergodicity for retarded stochastic differential equations (Q2933120) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- On mixing and convergence rates for a family of Markov processes approximating SDEs (Q3440793) (← links)
- Polynomial-Rate Convergence to the Stationary State for the Continuum-Time Limit of the Minority Game (Q3516411) (← links)
- Asymptotic Expansion for Functionals of a Marked Point Process (Q3585249) (← links)
- Asymptotic Behavior of a System of Stochastic Particles Subject to Nonlocal Interactions (Q3633142) (← links)
- Inference for Observations of Integrated Diffusion Processes (Q4677104) (← links)
- Slow energy dissipation in anharmonic oscillator chains (Q5323023) (← links)
- Penalized Projection Estimator for Volatility Density (Q5430626) (← links)
- STATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MEMORY AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (Q5714691) (← links)