The following pages link to (Q3943776):
Displaying 40 items.
- On a Chen-Fliess approximation for diffusion functionals (Q478500) (← links)
- Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (Q544488) (← links)
- A representation of solution of stochastic differential equations (Q819670) (← links)
- Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths (Q868933) (← links)
- Regularity of the Itô-Lyons map (Q887818) (← links)
- Flows driven by rough paths (Q888924) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima (Q1085870) (← links)
- A method based on a stochastic approach for space dependent nuclear reactor kinetics in one dimension (Q1115551) (← links)
- Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions) (Q1116183) (← links)
- An asymptotic sufficiency property of observations related to the first hitting times of a diffusion (Q1262670) (← links)
- Exponential estimates of distributions of random fields (Q1325504) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- Brownian cylinders and intersecting branes (Q1430982) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Stochastic modelling of diffusion equations on a parallel machine (Q1923740) (← links)
- Laplace approximation for rough differential equation driven by fractional Brownian motion (Q1942114) (← links)
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM (Q2127587) (← links)
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations (Q2239268) (← links)
- Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
- Inference for partially observed epidemic dynamics guided by Kalman filtering techniques (Q2242184) (← links)
- An isomorphism between branched and geometric rough paths (Q2320397) (← links)
- Laplace's method for the laws of heat processes on loop spaces (Q2368788) (← links)
- Euler estimates for rough differential equations (Q2467726) (← links)
- Brownian Chen series and Atiyah-Singer theorem (Q2469823) (← links)
- Approximation of epidemic models by diffusion processes and their statistical inference (Q2512950) (← links)
- Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process (Q2571234) (← links)
- The asymptotic expansion of the Feynman integral (Q2639430) (← links)
- On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
- Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus (Q3477238) (← links)
- Laplace asymptotics for generalized K.P.P. equation (Q4386048) (← links)
- Flows Driven by Banach Space-Valued Rough Paths (Q4568486) (← links)
- Rough path theory and stochastic calculus (Q4629170) (← links)
- Short-time near-the-money skew in rough fractional volatility models (Q5234338) (← links)
- Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
- Heat content and horizontal mean curvature on the Heisenberg group (Q5745184) (← links)
- Singularities of hypoelliptic Green functions (Q5917831) (← links)
- Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems (Q6089193) (← links)
- Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
