Pages that link to "Item:Q871584"
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The following pages link to The theory of stochastic processes. III. (Q871584):
Displaying 13 items.
- Large deviations for Bernstein bridges (Q265634) (← links)
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
- Shot noise, weak convergence and diffusion approximations (Q2077868) (← links)
- Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
- The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients (Q2679723) (← links)
- Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
- (Q4714471) (← links)
- Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
- Embedded Markov chain approximations in Skorokhod topologies (Q5109844) (← links)
- On martingale solutions of stochastic partial differential equations with Lévy noise (Q5153153) (← links)
- Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
- Nonlinear continuous semimartingales (Q6136833) (← links)
- On the parametric description of log-growth rates of Romanian city sizes (Q6556387) (← links)
