Pages that link to "Item:Q1836443"

The following pages link to Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times (Q1836443):

Displaying 50 items.

• Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
• Noncommutative martingale deviation and Poincaré type inequalities with applications (Q2343024) (← links)
• On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials (Q2352760) (← links)
• Relatively compact families of functionals on abstract Wiener space and applications (Q2368789) (← links)
• Large deviations for stochastic nonlinear beam equations (Q2373801) (← links)
• A phase transition in a quantum crystal with asymmetric potentials (Q2385520) (← links)
• Iterated integrals with respect to Bessel processes (Q2387335) (← links)
• Stochastic integrals and BDG's inequalities in Orlicz-type spaces (Q2403704) (← links)
• Large deviation principles for the stochastic quasi-geostrophic equations (Q2447714) (← links)
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
• Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs (Q2472853) (← links)
• Level crossings of a two-parameter random walk (Q2485831) (← links)
• Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
• GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (Q2746378) (← links)
• On the paths Hölder continuity in models of Euclidean quantum field theory (Q2758164) (← links)
• BSDEs, càdlàg martingale problems, and orthogonalization under basis risk (Q2813078) (← links)
• On the stochastic two-component b-family system (Q2830712) (← links)
• Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations (Q2954464) (← links)
• On the small time asymptotics of stochastic non-Newtonian fluids (Q2978000) (← links)
• Inequalities for upcrossings of semimartingales via skorohod embedding (Q3038315) (← links)
• Occupation time problems for fractional Brownian motion and some other self-similar processes (Q3077688) (← links)
• EXPONENTIAL GROWTH RATE FOR DERIVATIVES OF STOCHASTIC FLOWS (Q3173986) (← links)
• Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise (Q3176261) (← links)
• A Law of the Iterated Logarithm for Some Additive Functionals of Symmetric Stable Process Via the Strong Approximation (Q3194557) (← links)
• Subgaussian 1-cocycles on discrete groups (Q3195116) (← links)
• ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS (Q3520409) (← links)
• A maximal inequality for upcrossings of a continuous martingale (Q3687445) (← links)
• (Q3791988) (← links)
• Occupation densities of stratonovitch stochastic differential equations with boundary conditions (Q4286669) (← links)
• Reduction formula for moments of stochastic integrals (Q4370776) (← links)
• GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS (Q4418279) (← links)
• EUCLIDEAN GIBBS STATES OF QUANTUM LATTICE SYSTEMS (Q4420472) (← links)
• Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients (Q4628336) (← links)
• Solving some stochastic partial differential equations driven by Lévy noise using two SDEs* (Q5056599) (← links)
• The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential (Q5270097) (← links)
• Existence and a priori estimates for Euclidean Gibbs states (Q5297981) (← links)
• RARE EVENTS IN THE STOCHASTIC CAMASSA–HOLM EQUATION (Q5370797) (← links)
• Large deviation for stochastic volterra equation in the Besov-Orlicz space and application (Q5467634) (← links)
• On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space (Q5953865) (← links)
• ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
• On the small time asymptotics of scalar stochastic conservation laws (Q6099981) (← links)
• On the small time asymptotics of quasilinear parabolic stochastic partial differential equations (Q6115023) (← links)
• Convergence in law for the capacity of the range of a critical branching random walk (Q6138928) (← links)
• Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338) (← links)
• Maximal inequalities and some applications (Q6158179) (← links)
• Large deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity (Q6173969) (← links)
• Stochastic differential equations with singular coefficients: the martingale problem view and the stochastic dynamics view (Q6592143) (← links)
• Sharp high-dimensional central limit theorems for log-concave distributions (Q6616046) (← links)
• Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)
• Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths (Q6635708) (← links)