Pages that link to "Item:Q1872216"

The following pages link to On the Poisson equation and diffusion approximation. I (Q1872216):

Displaying 50 items.

• Extended Poisson equation for weakly ergodic Markov processes (Q2849272) (← links)
• Diffusion approximation of systems with weakly ergodic Markov perturbations. I (Q2923379) (← links)
• Diffusion approximation of systems with weakly ergodic Markov perturbations. II (Q2923395) (← links)
• Data-Driven Reduction for a Class of Multiscale Fast-Slow Stochastic Dynamical Systems (Q3188143) (← links)
• Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion (Q3384675) (← links)
• On the Poisson equation in the potential theory of a single kernel. (Q4007921) (← links)
• Viscosity methods for large deviations estimates of multiscale stochastic processes (Q4554107) (← links)
• On Poisson equations with a potential in the whole space for “ergodic” generators (Q4606867) (← links)
• Stochastic Gradient Descent in Continuous Time (Q4607057) (← links)
• Discrete-Time Statistical Inference for Multiscale Diffusions (Q4627436) (← links)
• Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes (Q4636358) (← links)
• Spectral Methods for Multiscale Stochastic Differential Equations (Q4636405) (← links)
• Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations (Q4641650) (← links)
• Derivative-Free Bayesian Inversion Using Multiscale Dynamics (Q5037770) (← links)
• Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
• Neural Parametric Fokker--Planck Equation (Q5087103) (← links)
• On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (Q5117358) (← links)
• Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem (Q5119415) (← links)
• Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
• A Weak Overdamped Limit Theorem for Langevin Processes (Q5208898) (← links)
• Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations (Q5222124) (← links)
• Penalized nonparametric drift estimation for a multidimensional diffusion process (Q5299463) (← links)
• Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition (Q5305279) (← links)
• On the Poisson equation for singular diffusions (Q5312718) (← links)
• Penalized Projection Estimator for Volatility Density (Q5430626) (← links)
• Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients (Q5488645) (← links)
• Tail estimates for homogenization theorems in random media (Q5851011) (← links)
• Non-reversible processes: GENERIC, hypocoercivity and fluctuations (Q5875960) (← links)
• Rate of homogenization for fully-coupled McKean–Vlasov SDEs (Q6038470) (← links)
• Fluctuation analysis for a class of nonlinear systems with fast periodic sampling and small state-dependent white noise (Q6042668) (← links)
• Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations (Q6054236) (← links)
• Consistent time‐homogeneous modeling of SPX and VIX derivatives (Q6054430) (← links)
• Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process (Q6058429) (← links)
• An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay (Q6058515) (← links)
• Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs (Q6095835) (← links)
• Online parameter estimation for the McKean-Vlasov stochastic differential equation (Q6115259) (← links)
• Singular perturbations in stochastic optimal control with unbounded data (Q6138481) (← links)
• Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes (Q6140117) (← links)
• Stable limit theorems for additive functionals of one-dimensional diffusion processes (Q6147692) (← links)
• A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation (Q6148455) (← links)
• Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary (Q6148886) (← links)
• Fast-slow stochastic dynamical system with singular coefficients (Q6158014) (← links)
• A diploid population model for copy number variation of genetic elements (Q6164909) (← links)
• Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations (Q6172094) (← links)
• Chemotaxis and reactions in biology (Q6172686) (← links)
• Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models (Q6173727) (← links)
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients (Q6175752) (← links)
• Donsker theorems for occupation measures of multi-dimensional periodic diffusions (Q6177610) (← links)
• Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation (Q6195350) (← links)
• Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations (Q6196292) (← links)