The following pages link to (Q4279828):
Displaying 16 items.
- Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths (Q868933) (← links)
- Laplace approximation for rough differential equation driven by fractional Brownian motion (Q1942114) (← links)
- A stochastic Taylor-like expansion in the rough path theory (Q1960239) (← links)
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM (Q2127587) (← links)
- Conditional expansions and their applications. (Q2574589) (← links)
- Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes (Q2944928) (← links)
- On the Probability Density Function of Baskets (Q4560341) (← links)
- Local Volatility, Conditioned Diffusions, and Varadhan's Formula (Q4579844) (← links)
- ON THE TRANSITION DENSITY FUNCTION OF THE DIFFUSION PROCESS GENERATED BY THE GRUSHIN OPERATOR (Q5083829) (← links)
- Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes (Q5270099) (← links)
- SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS (Q5280254) (← links)
- Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
- SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES (Q6123018) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
- Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds (Q6618826) (← links)
- Precise Laplace approximation for mixed rough differential equation (Q6644197) (← links)
