Pages that link to "Item:Q1836443"
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The following pages link to Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times (Q1836443):
Displaying 50 items.
- Well-posedness and large deviations of the stochastic modified Camassa-Holm equation (Q309006) (← links)
- Identification of unstable fixed points for randomly perturbed dynamical systems with multistability (Q321804) (← links)
- A note on the domination inequalities and their applications (Q426707) (← links)
- Homogenization of a singular random one-dimensional PDE with time-varying coefficients (Q428152) (← links)
- The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes (Q471515) (← links)
- An inequality for processes which satisfy Kolmogorov's continuity criterion. Application to continuous martingales (Q584821) (← links)
- Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles (Q649779) (← links)
- The density of the area integral in \({\mathbb{R}}_+^{n+1}\) (Q796698) (← links)
- Distribution function inequalities for the density of the area integral (Q803463) (← links)
- Fractional smoothness for the generalized local time of the indefinite Skorokhod integral (Q852612) (← links)
- Strong approximations of three-dimensional Wiener sausages (Q879235) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- Well-posedness and the small time large deviations of the stochastic integrable equation governing short-waves in a long-wave model (Q899618) (← links)
- Asymptotic properties for Cauchy's principal values of Brownian and random walk local time (Q945466) (← links)
- On the Burkholder-Davis-Gundy inequalities for continuous martingales (Q956389) (← links)
- Improved moment estimates for invariant measures of semilinear diffusions in Hilbert spaces and applications (Q984418) (← links)
- On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations (Q985341) (← links)
- A propagation of chaos result for Burgers' equation (Q1079290) (← links)
- Continuity of the occupation density for anticipating stochastic integral processes (Q1261225) (← links)
- A ``Tanaka formula'' in harmonic analysis and some applications (Q1272803) (← links)
- On the perturbation problem for occupation densities (Q1315399) (← links)
- Forward, backward and symmetric stochastic integration (Q1326273) (← links)
- Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos (Q1326275) (← links)
- Stochastic partial differential equations in Hölder spaces (Q1332561) (← links)
- On some inequalities of local time (Q1345074) (← links)
- Propagation of chaos for pressureless gas equations with viscosity. (Q1565901) (← links)
- Adaptive estimation in diffusion processes. (Q1593591) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- Intermittency for stochastic partial differential equations driven by strongly inhomogeneous space-time white noises (Q1680461) (← links)
- Convergence rate of strong approximations of compound random maps, application to SPDEs (Q1756890) (← links)
- Non-parametric estimation of the diffusion coefficient from noisy data (Q1757892) (← links)
- Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← links)
- On the spatial asymptotic behavior of stochastic flows in Euclidean space (Q1807189) (← links)
- Limit laws for local times of the Brownian sheet (Q1823550) (← links)
- Euclidean Gibbs measures on loop lattices: existence and a priori estimates. (Q1879849) (← links)
- Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold (Q1885495) (← links)
- Barlow-Yor inequalities for intersection local times of two planar Brownian motions (Q1892260) (← links)
- The generalized covariation process and Itô formula (Q1904537) (← links)
- Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory (Q1915844) (← links)
- Probabilistic representation for solutions of an irregular porous media type equation (Q1958461) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
- Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models (Q2073184) (← links)
- Concentration of scalar ergodic diffusions and some statistical implications (Q2077347) (← links)
- Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations (Q2080286) (← links)
- Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients (Q2082670) (← links)
- Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
