Saved in:
| Main Authors: | Chen, Qinpin, Sun, Jian, Wu, Bo |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2311.11358 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Stable limit theorems on the Poisson space
by: Herry, Ronan
Published: (2019)
by: Herry, Ronan
Published: (2019)
Regularisation by Gaussian rough path lifts of fractional Brownian motions
by: Dareiotis, Konstantinos, et al.
Published: (2024)
by: Dareiotis, Konstantinos, et al.
Published: (2024)
Malliavin differentiability for the excursion measure of a Gaussian field
by: Maini, Leonardo
Published: (2025)
by: Maini, Leonardo
Published: (2025)
Density convergence of spatial average of solution to a one dimensional stochastic wave equation
by: Sun, Chengbo, et al.
Published: (2025)
by: Sun, Chengbo, et al.
Published: (2025)
Limit theorems for compensated weighted sums and application to numerical approximations
by: Liu, Yanghui
Published: (2024)
by: Liu, Yanghui
Published: (2024)
Riemann-Skorohod and Stratonovich integrals for Gaussian processes
by: Liu, Yanghui
Published: (2025)
by: Liu, Yanghui
Published: (2025)
Non-central limit of densities of some functionals of Gaussian processes
by: Bourguin, Solesne, et al.
Published: (2024)
by: Bourguin, Solesne, et al.
Published: (2024)
A central limit theorem for the stochastic cable equation
by: Nishino, Soma
Published: (2025)
by: Nishino, Soma
Published: (2025)
Central limit theorems for stochastic wave equations in high dimensions
by: Ebina, Masahisa
Published: (2023)
by: Ebina, Masahisa
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)
by: Nkosi, Siboniso Confrence, et al.
Published: (2025)
Central limit theorems for nonlinear stochastic wave equations in dimension three
by: Ebina, Masahisa
Published: (2022)
by: Ebina, Masahisa
Published: (2022)
Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions
by: Gräfner, Lukas, et al.
Published: (2024)
by: Gräfner, Lukas, et al.
Published: (2024)
Optimal local central limit theorems on Wiener chaos
by: Ebina, Masahisa, et al.
Published: (2025)
by: Ebina, Masahisa, et al.
Published: (2025)
Central limit theorem for the Allen-Cahn equation with supercritical random initial conditions
by: Piernot, Colin, et al.
Published: (2026)
by: Piernot, Colin, et al.
Published: (2026)
On Malliavin differentiability and absolute continuity of one-dimensional doubly perturbed diffusion processes
by: Belfadli, Rachid, et al.
Published: (2025)
by: Belfadli, Rachid, et al.
Published: (2025)
An asymptotic expansion of the norm of $e^{-|{t-s}|}{1}_{\{0\le s,t\le T\}}$ in the canonical Hilbert space of fractional Brownian motion
by: Chen, Yong
Published: (2025)
by: Chen, Yong
Published: (2025)
Coupling of forward-backward stochastic differential equations on the Wiener space, and application on regularity
by: Zhou, Xilin
Published: (2025)
by: Zhou, Xilin
Published: (2025)
Spatial covariance of KPZ from flat initial profile
by: Chen, Le, et al.
Published: (2026)
by: Chen, Le, et al.
Published: (2026)
Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
by: Bogso, Antoine-Marie, et al.
Published: (2023)
by: Bogso, Antoine-Marie, et al.
Published: (2023)
Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
by: Bogso, Antoine-Marie, et al.
Published: (2022)
by: Bogso, Antoine-Marie, et al.
Published: (2022)
An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
by: Fontes, Ramiro
Published: (2026)
by: Fontes, Ramiro
Published: (2026)
Higher order integration by parts formulae for Wiener measures on a path space between two curves
by: Ishitani, Kensuke, et al.
Published: (2024)
by: Ishitani, Kensuke, et al.
Published: (2024)
Quantitative bounds for high-dimensional non-linear functionals of Gaussian processes
by: Basse-O'Connor, Andreas, et al.
Published: (2025)
by: Basse-O'Connor, Andreas, et al.
Published: (2025)
Random rotational invariance of integration by parts formulas within a Bismut-type approach
by: Dehò, Susanna, et al.
Published: (2025)
by: Dehò, Susanna, et al.
Published: (2025)
A quantitative CLT on a finite sum of Wiener chaoses and applications to ratios of Gaussian functionals
by: Es-Sebaiy, Khalifa
Published: (2024)
by: Es-Sebaiy, Khalifa
Published: (2024)
Existence of density functions for SDEs driven by pure-jump processes
by: Nakagawa, Takuya, et al.
Published: (2023)
by: Nakagawa, Takuya, et al.
Published: (2023)
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
by: Przybyłowicz, Paweł, et al.
Published: (2022)
by: Przybyłowicz, Paweł, et al.
Published: (2022)
Large deviations for a spatial average of stochastic heat and wave equations
by: Ebina, Masahisa
Published: (2024)
by: Ebina, Masahisa
Published: (2024)
Malliavin Calculus for rough stochastic differential equations
by: Bugini, Fabio, et al.
Published: (2024)
by: Bugini, Fabio, et al.
Published: (2024)
New bounds for normal approximation on product spaces with applications to monochromatic edges, random sums and an infinite de Jong CLT
by: Döbler, Christian
Published: (2024)
by: Döbler, Christian
Published: (2024)
On the positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion
by: Burés, Òscar, et al.
Published: (2024)
by: Burés, Òscar, et al.
Published: (2024)
Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients
by: Anton, Cristina
Published: (2024)
by: Anton, Cristina
Published: (2024)
Some new concentration inequalities for the Itô stochastic integral
by: Dung, Nguyen Tien
Published: (2023)
by: Dung, Nguyen Tien
Published: (2023)
An extension of Stein's method incorporating dependence
by: Balašev-Samarski, Aleksandar, et al.
Published: (2026)
by: Balašev-Samarski, Aleksandar, et al.
Published: (2026)
Chaos and Superconcentration for Poisson Functionals with Applications in Stochastic Geometry
by: Bhattacharjee, Chinmoy, et al.
Published: (2026)
by: Bhattacharjee, Chinmoy, et al.
Published: (2026)
Density convergence on Markov diffusion chaos via Stein's method
by: Dang, Thanh, et al.
Published: (2025)
by: Dang, Thanh, et al.
Published: (2025)
An extension of Stein's method incorporating independence
by: Balašev-Samarski, Aleksandar, et al.
Published: (2025)
by: Balašev-Samarski, Aleksandar, et al.
Published: (2025)
Quantitative Fluctuation Analysis for Continuous-Time Stochastic Gradient Descent via Malliavin Calculus
by: Bourguin, Solesne, et al.
Published: (2026)
by: Bourguin, Solesne, et al.
Published: (2026)
A Poisson-Alekseev-Gröbner formula through Malliavin calculus for Poisson random integrals
by: Maurer, Paul, et al.
Published: (2025)
by: Maurer, Paul, et al.
Published: (2025)
Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)
by: Loosveldt, Laurent, et al.
Published: (2026)
Similar Items
-
Stable limit theorems on the Poisson space
by: Herry, Ronan
Published: (2019) -
Regularisation by Gaussian rough path lifts of fractional Brownian motions
by: Dareiotis, Konstantinos, et al.
Published: (2024) -
Malliavin differentiability for the excursion measure of a Gaussian field
by: Maini, Leonardo
Published: (2025) -
Density convergence of spatial average of solution to a one dimensional stochastic wave equation
by: Sun, Chengbo, et al.
Published: (2025) -
Limit theorems for compensated weighted sums and application to numerical approximations
by: Liu, Yanghui
Published: (2024)