The following pages link to Arturo Kohatsu-Higa (Q309001):
Displaying 50 items.
- (Q193765) (redirect page) (← links)
- Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions (Q272962) (← links)
- The parametrix method for skew diffusions (Q309004) (← links)
- Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255) (← links)
- LAN property for a simple Lévy process (Q467698) (← links)
- Unbiased simulation of stochastic differential equations using parametrix expansions (Q527478) (← links)
- Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
- Insider models with finite utility in markets with jumps (Q649119) (← links)
- Hölder continuity property of the densities of SDEs with singular drift coefficients (Q743505) (← links)
- A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
- A probabilistic interpretation of the parametrix method (Q894801) (← links)
- Weak convergence of a sequence of stochastic processes related with U- statistics (Q915257) (← links)
- Enlargement of filtrations with random times for processes with jumps (Q939392) (← links)
- Lower bounds for densities of Asian type stochastic differential equations (Q971801) (← links)
- Weak convergence of infinite order U-processes (Q1181095) (← links)
- Stochastic differential equations with random coefficients (Q1363405) (← links)
- Anticipating stochastic differential equations of Stratonovich type (Q1381314) (← links)
- High order Itô-Taylor approximations to heat kernels (Q1384473) (← links)
- Lower bounds for densities of uniformly elliptic random variables on Wiener space (Q1400843) (← links)
- Logarithmic estimates for the density of hypoelliptic two-parameter diffusions (Q1604629) (← links)
- Parametrix methods for one-dimensional reflected SDEs (Q1703890) (← links)
- Computation of Greeks for barrier and look-back options using Malliavin calculus (Q1768196) (← links)
- Densities of one-dimensional backward SDEs (Q1773902) (← links)
- Additional utility of insiders with imperfect dynamical information (Q1776012) (← links)
- Malliavin calculus applied to finance (Q1859758) (← links)
- Rate of convergence of a particle method to the solution of the McKean-Vlasov equation (Q1872380) (← links)
- A BPE model for the Burgers equation (Q1885499) (← links)
- Strong approximations for stochastic differential equations with boundary conditions (Q1915841) (← links)
- Smoothness of the distribution of the supremum of a multi-dimensional diffusion process (Q1935422) (← links)
- Estimates for the density of functionals of SDEs with irregular drift (Q1947601) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Large time asymptotic properties of the stochastic heat equation (Q2042046) (← links)
- Using moment approximations to study the density of jump driven SDEs (Q2144339) (← links)
- Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations (Q2196378) (← links)
- Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
- Jump SDEs and the study of their densities. A self-study book (Q2323710) (← links)
- An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
- Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
- Estimating multidimensional density functions for random variables in Wiener space (Q2476540) (← links)
- Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme (Q2515937) (← links)
- An optimal control variance reduction method for density estimation (Q2518612) (← links)
- Density estimates for jump diffusion processes (Q2668355) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- Small time chaos approximations for heat kernels of multidimensional diffusions (Q2684440) (← links)
- (Q2705419) (← links)
- (Q2767487) (← links)
- Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion (Q2786208) (← links)
- Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients (Q2830711) (← links)
- An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure (Q2841781) (← links)
