Pages that link to "Item:Q1781186"
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The following pages link to Large-noise asymptotic for one-dimensional diffusions (Q1781186):
Displaying 5 items.
- Functional central limit theorem for additive functionals of \(\alpha \)-stable processes (Q983732) (← links)
- Large time and small noise asymptotic results for mean reverting diffusion processes with applications (Q1584690) (← links)
- Limit theorems for additive functionals of path-dependent SDEs (Q2191144) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- (Q4459190) (← links)