The following pages link to (Q3774629):
Displaying 50 items.
- Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels (Q98918) (← links)
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (Q259199) (← links)
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
- A functional central limit theorem for a Markov-modulated infinite-server queue (Q267884) (← links)
- Quantitative stable limit theorems on the Wiener space (Q272936) (← links)
- Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014) (← links)
- The multifractal nature of Boltzmann processes (Q288825) (← links)
- Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach (Q292529) (← links)
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (Q292925) (← links)
- A two-queue polling model with priority on one queue and heavy-tailed on/off sources: a heavy-traffic limit (Q298173) (← links)
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- The Gumbel test and jumps in the volatility process (Q300783) (← links)
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
- On large deviations of coupled diffusions with time scale separation (Q317501) (← links)
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
- The strong weak convergence of the quasi-EA (Q351502) (← links)
- Reflecting random walk in fractal domains (Q359690) (← links)
- Large deviations for impulsive processes in the scheme of Poisson approximation (Q362493) (← links)
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time (Q373591) (← links)
- Near critical catalyst reactant branching processes with controlled immigration (Q373847) (← links)
- Pricing the risks of default (Q375364) (← links)
- Term structure modelling of defaultable bonds (Q375366) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process (Q385081) (← links)
- On conditions in central limit theorems for martingale difference arrays (Q397938) (← links)
- Semi-Markov approach to continuous time random walk limit processes (Q400580) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Asymptotically optimal interruptible service policies for scheduling jobs in a diffusion regime with nondegenerate slowdown (Q415638) (← links)
- Large graph limit for an SIR process in random network with heterogeneous connectivity (Q417072) (← links)
- Escape probabilities for branching Brownian motion among soft obstacles (Q430982) (← links)
- On the semimartingale nature of Feller processes with killing (Q432514) (← links)
- A Markovian growth dynamics on rooted binary trees evolving according to the Gompertz curve (Q453764) (← links)
- Asymptotic stochastic stability of solutions to dynamic systems with Markov parameters (Q465935) (← links)
- Analysis of oscillations in quasilinear stochastic dynamic hereditary systems (Q465969) (← links)
- Averaging principle for diffusion processes via Dirichlet forms (Q471043) (← links)
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Martingale representation property in progressively enlarged filtrations (Q491187) (← links)
- On repeated games with imperfect public monitoring: from discrete to continuous time (Q501748) (← links)
- Limit theorems for orthogonal polynomials related to circular ensembles (Q501816) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- Adapted statistical experiments (Q521109) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
