The following pages link to (Q5180161):
Displaying 39 items.
- Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions (Q272962) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- From constructive field theory to fractional stochastic calculus. I: An introduction: Rough path theory and perturbative heuristics (Q639266) (← links)
- Pathwise definition of second-order SDEs (Q665435) (← links)
- Rate of strong uniform convergence of k-NN density estimates (Q792039) (← links)
- Large deviation for stochastic Cahn-Hilliard partial differential equations (Q839742) (← links)
- Almost sure behavior of tail series in functional spaces (Q918564) (← links)
- Large deviations for infinite dimensional stochastic dynamical systems (Q941300) (← links)
- A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering (Q983171) (← links)
- Limit theorems for stochastic measures of the accuracy of density estimators (Q1164909) (← links)
- Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations (Q1203356) (← links)
- On the central limit theorem in Banach spaces (Q1256782) (← links)
- The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability (Q1263897) (← links)
- Limit theorems for change in linear regression (Q1323141) (← links)
- Geography of the level sets of the Brownian sheet (Q1326354) (← links)
- Test of association between multivariate stable vectors. (Q1596878) (← links)
- Large deviations for a Burgers'-type SPDE (Q1613652) (← links)
- Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise (Q1731894) (← links)
- On the minimisation of \(L^ p\) error in mode estimation (Q1922389) (← links)
- Uniform large deviations for parabolic SPDEs and applications (Q1965893) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- New Brezis-van Schaftingen-Yung-Sobolev type inequalities connected with maximal inequalities and one parameter families of operators (Q2105743) (← links)
- Positive random walks and an identity for half-space SPDEs (Q2136102) (← links)
- Gaussian random fields on the sphere and sphere cross line (Q2145799) (← links)
- Fractional Gaussian fields on the Sierpiński gasket and related fractals (Q2164788) (← links)
- Monotonicity of certain functionals under rearrangement (Q2265077) (← links)
- Large deviation principle for the fourth-order stochastic heat equations with fractional noises (Q2266870) (← links)
- A renormalized rough path over fractional Brownian motion (Q2376332) (← links)
- A phase transition for measure-valued SIR epidemic processes (Q2438750) (← links)
- The intermediate disorder regime for directed polymers in dimension \(1+1\) (Q2450252) (← links)
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise (Q2512908) (← links)
- Local times of additive Lévy processes. (Q2574556) (← links)
- The continuum disordered pinning model (Q2634895) (← links)
- Uniform modulus of continuity of random fields (Q2655192) (← links)
- Weak and strong uniform consistency of kernel regression estimates (Q3959285) (← links)
- (Q4045430) (← links)
- Continuity of local times for L�vy processes (Q5186512) (← links)
- Modulus of continuity for continuous additive functional (Q5639118) (← links)
- Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions (Q6204784) (← links)
