The following pages link to Atsushi Takeuchi (Q216081):
Displaying 22 items.
- Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps (Q975336) (← links)
- Malliavin calculus for degenerate stochastic functional differential equations (Q996762) (← links)
- Sensitivity analysis for averaged asset price dynamics with gamma processes (Q1044013) (← links)
- Integration by parts formulas for marked Hawkes processes (Q1726791) (← links)
- The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem (Q1847604) (← links)
- Asymptotic behavior of densities for stochastic functional differential equations (Q1952464) (← links)
- Remark on rates of convergence to extreme value distributions via the Stein equations (Q2198599) (← links)
- Gradient formulas for jump processes on manifolds (Q2243900) (← links)
- Jump SDEs and the study of their densities. A self-study book (Q2323710) (← links)
- Joint distributions for stochastic functional differential equations (Q2833697) (← links)
- Sensitivity Analysis for Jump Processes (Q2909984) (← links)
- GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES (Q3100753) (← links)
- ABSOLUTE CONTINUITY FOR SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH JUMPS (Q3595336) (← links)
- Harmonic Wavelet Analysis of Time Sequence. (Q4241108) (← links)
- (Q4463158) (← links)
- Computation of Greeks for asset price dynamics driven by stable and tempered stable processes (Q5397463) (← links)
- (Q5487214) (← links)
- (Q5703630) (← links)
- Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes (Q5742549) (← links)
- Simplified probabilistic approach to the Hörmander theorem (Q5949473) (← links)
- Space-time boundedness and asymptotic behaviors of the densities of \textit{CME}-subordinators (Q6186389) (← links)
- Wasserstein distance on solutions to stochastic differential equations with jumps (Q6568747) (← links)
