The following pages link to (Q4895006):
Displaying 46 items.
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- On the convergence of stochastic integrals with respect to \(p\)-semimartingales (Q951213) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078) (← links)
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899) (← links)
- Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
- Differential equations driven by rough paths with jumps (Q1704543) (← links)
- Canonical RDEs and general semimartingales as rough paths (Q1731892) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. (Q1766037) (← links)
- On the robustness of backward stochastic differential equations. (Q1766046) (← links)
- The Euler scheme with irregular coefficients (Q1872290) (← links)
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems. (Q1878983) (← links)
- Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
- ``Trees under attack'': a Ray-Knight representation of Feller's branching diffusion with logistic growth (Q1950374) (← links)
- Rough flows and homogenization in stochastic turbulence (Q2013918) (← links)
- A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale (Q2033582) (← links)
- Law of large numbers and central limit theorem for a class of pure jump Markov process (Q2195177) (← links)
- Forward-backward SDEs with distributional coefficients (Q2289778) (← links)
- Convergence of the freely rotating chain to the Kratky-Porod model of semi-flexible polymers (Q2316368) (← links)
- A decreasing step method for strongly oscillating stochastic models (Q2341638) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- Malliavin Greeks without Malliavin calculus (Q2464862) (← links)
- Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
- On \((p,q)\)-rough paths (Q2496725) (← links)
- Existence, uniqueness and approximation of a stochastic Schrödinger equation: The diffusive case (Q2519685) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
- Weak approximation of a fractional SDE (Q2654159) (← links)
- On Weak Solutions of Stochastic Differential Equations II (Q2844033) (← links)
- (Q3492490) (← links)
- (Q3976236) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- (Q4698317) (← links)
- (Q4895011) (← links)
- Statistical causality and local uniqueness for solutions of the martingale problem (Q5024448) (← links)
- The Girsanov Theorem Without (So Much) Stochastic Analysis (Q5126594) (← links)
- Stochastic differential equations driven by processes generated by divergence form operators II: convergence results (Q5190290) (← links)
- WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE (Q5217504) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)
- Multiscale analysis of semilinear damped stochastic wave equations (Q6073879) (← links)
- Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel (Q6180365) (← links)
- Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
