Pages that link to "Item:Q5891096"
From MaRDI portal
The following pages link to Stochastic calculus of variations for jump processes (Q5891096):
Displaying 16 items.
- Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
- The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective (Q269766) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- Total variation distance between a jump-equation and its Gaussian approximation (Q2093315) (← links)
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators (Q2119658) (← links)
- Ergodicity of stochastic shell models driven by pure jump noise (Q2802690) (← links)
- Local Risk-Minimization for Barndorff-Nielsen and Shephard Models with Volatility Risk Premium (Q4604739) (← links)
- ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)
- The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process (Q5234003) (← links)
- (Q5294271) (← links)
- Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
- STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS (Q5414167) (← links)
- Stochastic calculus of variations for jump processes (Q5899635) (← links)
- Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition (Q6072414) (← links)
- Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps (Q6542890) (← links)
- Approximation for the invariant measure with applications for jump processes (convergence in total variation distance) (Q6615464) (← links)
