The following pages link to Michael A. Kouritzin (Q188379):
Displaying 35 items.
- Erratum to: ``Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation'' (Q508454) (← links)
- Convergence rates for residual branching particle filters (Q508964) (← links)
- Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models (Q707219) (← links)
- On extending classical filtering equations (Q958936) (← links)
- Nonlinear filtering with signal dependent observation noise (Q1039166) (← links)
- (Q1201122) (redirect page) (← links)
- Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter (Q1201123) (← links)
- A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter (Q1336559) (← links)
- Strong convergence in the stochastic averaging principle (Q1340544) (← links)
- Averaging for fundamental solutions of parabolic equations (Q1355837) (← links)
- On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables (Q1356608) (← links)
- Invariance principles for parabolic equations with random coefficients (Q1370569) (← links)
- A graph theoretic approach to simulation and classification (Q1615239) (← links)
- Residual and stratified branching particle filters (Q1654240) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
- On explicit local solutions of Itô diffusions (Q1733803) (← links)
- Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation (Q1767545) (← links)
- Nonlinear filtering for diffusions in random environments (Q1868441) (← links)
- Convergence of Markov chain approximations to stochastic reaction-diffusion equations (Q1872387) (← links)
- Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
- Long-time limits and occupation times for stable Fleming-Viot processes with decaying sampling rates (Q2028949) (← links)
- Explicit solution simulation method for the 3/2 model (Q2080170) (← links)
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
- Laws of large numbers for supercritical branching Gaussian processes (Q2274308) (← links)
- A strong law of large numbers for super-stable processes (Q2434490) (← links)
- Rates for branching particle approximations of continuous-discrete filters (Q2496507) (← links)
- Markov chain approximations to filtering equations for reflecting diffusion processes. (Q2574641) (← links)
- On convergence determining and separating classes of functions (Q2638351) (← links)
- (Q2763759) (← links)
- On tightness of probability measures on Skorokhod spaces (Q2790709) (← links)
- Marcinkiewicz law of large numbers for outer products of heavy-tailed, long-range dependent data (Q5740692) (← links)
- Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients (Q6152019) (← links)
- Stochastic differential equations with local interactions (Q6177624) (← links)
- On mean-field super-Brownian motions (Q6187480) (← links)
