Pages that link to "Item:Q1952229"
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The following pages link to On the discrete approximation of occupation time of diffusion processes (Q1952229):
Displaying 13 items.
- Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
- On the occupation time on the half line of pinned diffusion processes (Q863793) (← links)
- Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- Approximation of occupation time functionals (Q1983631) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes (Q2137817) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- A discrete-time Clark-Ocone formula and its application to an error analysis (Q2412512) (← links)
- (Q2992256) (← links)
- Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems (Q5915400) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
