Pages that link to "Item:Q2093315"

The following pages link to Total variation distance between a jump-equation and its Gaussian approximation (Q2093315):

Displaying 8 items.

• Approximation of Markov semigroups in total variation distance (Q287701) (← links)
• Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (Q2105171) (← links)
• Total variation distance between stochastic polynomials and invariance principles (Q2189458) (← links)
• Nonnormal Small Jump Approximation of Infinitely Divisible Distributions (Q2939262) (← links)
• Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
• Hellinger and total variation distance in approximating Lévy driven SDEs (Q6104024) (← links)
• The total variation distance between the solutions to stochastic Volterra equations and SDEs with its applications (Q6175454) (← links)
• Approximation for the invariant measure with applications for jump processes (convergence in total variation distance) (Q6615464) (← links)