The following pages link to Lucia Caramellino (Q220898):
Displaying 43 items.
- Riesz transform and integration by parts formulas for random variables (Q544522) (← links)
- (Q553046) (redirect page) (← links)
- General Freidlin-Wentzell large deviations and positive diffusions (Q553047) (← links)
- Asymptotic development for the CLT in total variation distance (Q726746) (← links)
- Regularization lemmas and convergence in total variation (Q782822) (← links)
- A mixed PDE-Monte Carlo approach for pricing credit default index swaptions (Q882492) (← links)
- Large and moderate deviations for random walks on nilpotent groups (Q1303912) (← links)
- Diffusion approximations for random walks on nilpotent Lie groups (Q1304063) (← links)
- Convergence in distribution norms in the CLT for non identical distributed random variables (Q1663863) (← links)
- Strassen's law of the iterated logarithm for diffusion processes for small time (Q1805740) (← links)
- Asymptotics of hitting probabilities for general one-dimensional pinned diffusions (Q1872370) (← links)
- WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions (Q1907836) (← links)
- Regularity of Wiener functionals under a Hörmander type condition of order one (Q2012243) (← links)
- Using moment approximations to study the density of jump driven SDEs (Q2144339) (← links)
- Total variation distance between stochastic polynomials and invariance principles (Q2189458) (← links)
- Tube estimates for diffusions under a local strong Hörmander condition (Q2291972) (← links)
- Large deviations of conditioned diffusions and applications (Q2301479) (← links)
- Non universality for the variance of the number of real roots of random trigonometric polynomials (Q2312683) (← links)
- Positivity and lower bounds for the density of Wiener functionals (Q2391857) (← links)
- Convergence and regularity of probability laws by using an interpolation method (Q2412667) (← links)
- On the distances between probability density functions (Q2514302) (← links)
- Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes (Q2516390) (← links)
- Pricing general barrier options: a numerical approach using sharp large deviations (Q2757306) (← links)
- On Sharp Large Deviations for the Bridge of a General Diffusion (Q2798589) (← links)
- Integration by parts formulas and the Riesz transform (Q2813623) (← links)
- Construction of integration by parts formulas (Q2813624) (← links)
- Regularity of probability laws by using an interpolation method (Q2813625) (← links)
- Monte Carlo methods for pricing and hedging American options in high dimension (Q3119589) (← links)
- Large deviation estimates of the crossing probability for pinned Gaussian processes (Q3516397) (← links)
- Some remarks on a Markov chain modelling cooperative biological systems (Q3839539) (← links)
- (Q4384986) (← links)
- Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers (Q4792953) (← links)
- (Q4934370) (← links)
- A hybrid approach for the implementation of the Heston model (Q5046610) (← links)
- Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
- NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (Q5207491) (← links)
- Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
- A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model (Q5382670) (← links)
- Law of the iterated logarithm for random walks on nilpotent groups (Q5951611) (← links)
- Convergence in total variation for nonlinear functionals of random hyperspherical harmonics (Q6144346) (← links)
- Fokker-Planck equations on homogeneous Lie groups and probabilistic counterparts (Q6522309) (← links)
- Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps (Q6542890) (← links)
- Stochastic sewing lemma on Wasserstein space (Q6749926) (← links)
