The following pages link to Arturo Kohatsu-Higa (Q309001):
Displaying 47 items.
- Statistical Inference and Malliavin Calculus (Q2904869) (← links)
- A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations (Q2909979) (← links)
- Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition Density (Q2909980) (← links)
- Existence and regularity of density for solutions to stochastic differential equations with boundary conditions (Q3128076) (← links)
- MODELING OF FINANCIAL MARKETS WITH INSIDE INFORMATION IN CONTINUOUS TIME (Q3173998) (← links)
- Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
- (Q3374063) (← links)
- (Q3375791) (← links)
- Improved local approximation for multidimensional diffusions: The G-rates (Q3386926) (← links)
- Estimating Multidimensional Density Functions Using the Malliavin–Thalmaier Formula (Q3559158) (← links)
- Weak Kyle–Back Equilibrium Models for Max and ArgMax (Q3563691) (← links)
- Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (Q3631197) (← links)
- (Q4322881) (← links)
- Weak rate of convergence for an Euler scheme of nonlinear SDE’s (Q4378097) (← links)
- Local Vega Index and Variance Reduction Methods (Q4409039) (← links)
- Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040) (← links)
- (Q4445184) (← links)
- Weak approximations. A Malliavin calculus approach (Q4517515) (← links)
- (Q4548765) (← links)
- Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (Q4561944) (← links)
- Stochastic formulations of the parametrix method (Q4615435) (← links)
- (Q4667292) (← links)
- The euler scheme for anticipating stochastic differential equations (Q4715824) (← links)
- Variance Reduction Methods for Simulation of Densities on Wiener Space (Q4787273) (← links)
- On moments and tail behaviors of storage processes (Q4819516) (← links)
- Filtration stability of backward sde's (Q4946977) (← links)
- LAN property for an ergodic diffusion with jumps (Q5280372) (← links)
- (Q5383140) (← links)
- Models for Insider Trading with Finite Utility (Q5435652) (← links)
- (Q5439448) (← links)
- UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET (Q5472782) (← links)
- A Large Trader-Insider Model (Q5487017) (← links)
- (Q5688843) (← links)
- A Short Course on Weak Approximations for Lévy Driven SDE’s (Q5743944) (← links)
- Weak Approximations for SDE’s Driven by Lévy Processes (Q5746520) (← links)
- Erratum (Q5746527) (← links)
- A market model with medium/long-term effects due to an insider (Q5746774) (← links)
- Asymptotic behavior of the density in a parabolic SPDE (Q5939309) (← links)
- Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme (Q6251884) (← links)
- Density estimates for jump diffusion processes (Q6366061) (← links)
- A Stochastic Interpretation of the Parametrix Method (Q6495807) (← links)
- Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case (Q6514939) (← links)
- Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps (Q6542890) (← links)
- Integration by parts formula for exit times of one dimensional diffusions (Q6612909) (← links)
- On some asymptotic expansions of skew diffusions (Q6630462) (← links)
- Joint density of the stable process and its supremum: regularity and upper bounds (Q6635741) (← links)
- Weak Approximation for a Black-Scholes Type Regime Switching Model (Q6671994) (← links)
