Pages that link to "Item:Q2253854"

The following pages link to Asymptotic expansions for SDE's with small multiplicative noise (Q2253854):

Displaying 11 items.

• A class of Lévy driven SDEs and their explicit invariant measures (Q308998) (← links)
• Stochastic Newton equation in strong potential limit (Q311981) (← links)
• Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity (Q765682) (← links)
• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise (Q2444634) (← links)
• (Q4038332) (← links)
• Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise (Q5018408) (← links)
• Universal upper estimate for prediction errors under moderate model uncertainty (Q5140907) (← links)
• Borel summation of the small time expansion of some SDE’s driven by Gaussian white noise (Q5208810) (← links)
• Stochastic Newton equations in the strong potential limit for the multi-dimensional case (Q6090802) (← links)