:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Przybyłowicz, Paweł, Schwarz, Verena, Steinicke, Alexander, Szölgyenyi, Michaela
Format:	Preprint
Published:	2022
Subjects:	Probability 60H10, 60H07, 60G51
Online Access:	https://arxiv.org/abs/2201.06278
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal Rates for Ergodic SDEs Driven by Multiplicative $α$-Stable Processes in Wasserstein-1 distance
by: Jin, Xinghu, et al.
Published: (2025)

Existence of density functions for SDEs driven by pure-jump processes
by: Nakagawa, Takuya, et al.
Published: (2023)

Sensitivity analysis of path-dependent options in an incomplete market with pathwise functional Ito calculus
by: Nkosi, Siboniso Confrence, et al.
Published: (2025)

Strong uniform Wong--Zakai approximations of Lévy-driven Marcus SDEs
by: Pavlyukevich, Ilya, et al.
Published: (2025)

Duals and inverse flows of generalized Ornstein-Uhlenbeck processes
by: Behme, Anita, et al.
Published: (2025)

Regularisation of cylindrical Lévy processes in Besov spaces
by: Griffiths, Matthew, et al.
Published: (2024)

Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)

$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
by: Nakagawa, Takuya
Published: (2025)

Malliavin Calculus and Stochastic Differential Equations
by: Fang, Shizan, et al.
Published: (2025)

A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
by: Aryasova, Olga, et al.
Published: (2025)

Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
by: Hu, Yaozhong, et al.
Published: (2023)

Riemann-Skorohod and Stratonovich integrals for Gaussian processes
by: Liu, Yanghui
Published: (2025)

Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations
by: Rickelhoff, Sebastian, et al.
Published: (2024)

On the existence, uniqueness and stability of solutions of SDEs with state-dependent variable exponent
by: Avci, Mustafa
Published: (2025)

Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
by: Bogso, Antoine-Marie, et al.
Published: (2023)

Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by $α$-stable Lévy Process
by: Bao, Jianhai, et al.
Published: (2025)

Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift
by: Spendier, Kathrin, et al.
Published: (2022)

Rates of convergence for multivariate SDEs driven by Lévy processes in the small-time stable domain of attraction
by: Cázares, Jorge González, et al.
Published: (2025)

Bregman variation of semimartingales
by: Bogdan, Krzysztof, et al.
Published: (2024)

Graphical models for infinite measures with applications to extremes
by: Engelke, Sebastian, et al.
Published: (2022)

Intertemporal Cost-efficient Consumption
by: Elizalde, Mauricio, et al.
Published: (2024)

Derivatives Along a Curve and the Functional Stochastic Calculus
by: Houdré, Christian, et al.
Published: (2026)

Large Deviations for Stochastic Differential Equations Driven by Semimartingales
by: Huang, Qiao, et al.
Published: (2019)

Explosion rates for continuous-state branching processes in a Lévy environment
by: Cardona-Tobón, Natalia, et al.
Published: (2023)

Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation
by: Halconruy, Hélène
Published: (2021)

On Malliavin differentiability and absolute continuity of one-dimensional doubly perturbed diffusion processes
by: Belfadli, Rachid, et al.
Published: (2025)

Wong-Zakai approximation of density functions
by: Inahama, Yuzuru
Published: (2023)

Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)

A Poisson-Alekseev-Gröbner formula through Malliavin calculus for Poisson random integrals
by: Maurer, Paul, et al.
Published: (2025)

Long time Hurst regularity of fractional SDEs and their ergodic means
by: Haress, El Mehdi, et al.
Published: (2022)

Lévy Langevin Monte Carlo for sampling from heavy-tailed target distributions
by: Behme, Anita, et al.
Published: (2025)

An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
by: Fontes, Ramiro
Published: (2026)

Fractional Diffusion Bridges
by: Inahama, Yuzuru
Published: (2025)

Distribution dependent SDEs with multiplicative fractional noise
by: Fan, Xiliang, et al.
Published: (2024)

Large deviations for a spatial average of stochastic heat and wave equations
by: Ebina, Masahisa
Published: (2024)

Malliavin Calculus for rough stochastic differential equations
by: Bugini, Fabio, et al.
Published: (2024)

Optimal investment with insider information using Skorokhod & Russo-Vallois integration
by: Elizalde, Mauricio, et al.
Published: (2022)

Normal approximation for the polynomial functionals of correlated random field sampling along random walk path in dimension $1+1$
by: Huang, Ao, et al.
Published: (2026)

Strong Existence and Uniqueness for Singular SDEs Driven by Stable Processes
by: Mytnik, Leonid, et al.
Published: (2024)

Stochastic curve shortening flow driven by a transport-type pure jump Lévy noise
by: Ge, Xiaotian, et al.
Published: (2026)