Enregistré dans:
| Auteurs principaux: | Houdré, Christian, Víquez, Jorge |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2406.00601 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Derivatives Along a Curve and the Functional Stochastic Calculus
par: Houdré, Christian, et autres
Publié: (2026)
par: Houdré, Christian, et autres
Publié: (2026)
At-the-money short-time call-price asymptotics for new classes of exponential Lévy models
par: Hoffmeyer, Allen, et autres
Publié: (2026)
par: Hoffmeyer, Allen, et autres
Publié: (2026)
Variance Bounds: Some Old and Some New
par: Deslandes, Clément, et autres
Publié: (2024)
par: Deslandes, Clément, et autres
Publié: (2024)
A covariance representation and an elementary proof of the Gaussian concentration inequality
par: Houdré, Christian
Publié: (2024)
par: Houdré, Christian
Publié: (2024)
Rough Functional Itô Formula
par: Bielert, Franziska
Publié: (2024)
par: Bielert, Franziska
Publié: (2024)
Itô integral for a two-sided Lévy process
par: Balan, Raluca M., et autres
Publié: (2026)
par: Balan, Raluca M., et autres
Publié: (2026)
Existence, Regularity, and a Strong Itô Formula for the Isochronal Phase of SPDE
par: Adams, Zachary P.
Publié: (2021)
par: Adams, Zachary P.
Publié: (2021)
The Exponential Lie Series and a Chen-Strichartz Formula for Levy Processes
par: Ebrahimi-Fard, Kurusch, et autres
Publié: (2024)
par: Ebrahimi-Fard, Kurusch, et autres
Publié: (2024)
Itô's Formula for the Rearranged Stochastic Heat Equation
par: Delarue, François, et autres
Publié: (2024)
par: Delarue, François, et autres
Publié: (2024)
A Meyer-Itô Formula for Stable Processes via Fractional Calculus
par: Cano, Alejandro Santoyo, et autres
Publié: (2022)
par: Cano, Alejandro Santoyo, et autres
Publié: (2022)
Higher-order ATM asymptotics for the CGMY model via the characteristic function
par: Hoffmeyer, Allen, et autres
Publié: (2026)
par: Hoffmeyer, Allen, et autres
Publié: (2026)
Markovian Lifts of Stochastic Volterra Equations in Sobolev Spaces: Solution theory, an Ito Formula and Invariant Measures
par: Huber, Florian
Publié: (2024)
par: Huber, Florian
Publié: (2024)
Itô's Formula for Itô processes defined with respect to a cylindrical-martingale valued measure
par: Cambronero, Santiago, et autres
Publié: (2024)
par: Cambronero, Santiago, et autres
Publié: (2024)
Around the Sobolev Inequalities for the Stable Heat Semigroups
par: Arras, Benjamin, et autres
Publié: (2025)
par: Arras, Benjamin, et autres
Publié: (2025)
The Itô integral with respect to an infinite dimensional Lévy process: A series approach
par: Tappe, Stefan
Publié: (2019)
par: Tappe, Stefan
Publié: (2019)
Matrix Representations for Scale Functions of Spectrally Negative Lévy Processes with Rational Jumps
par: Hernández, Osvaldo Angtuncio, et autres
Publié: (2026)
par: Hernández, Osvaldo Angtuncio, et autres
Publié: (2026)
An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
par: Fontes, Ramiro
Publié: (2026)
par: Fontes, Ramiro
Publié: (2026)
On Optimal Markovian Couplings of Levy Processes
par: Kang, Wei Yang, et autres
Publié: (2025)
par: Kang, Wei Yang, et autres
Publié: (2025)
Exact Simulation for Multivariate Itô Diffusions
par: Blanchet, Jose, et autres
Publié: (2017)
par: Blanchet, Jose, et autres
Publié: (2017)
Ito Diffusion Approximation of Universal Ito Chains for Sampling, Optimization and Boosting
par: Ustimenko, Aleksei, et autres
Publié: (2023)
par: Ustimenko, Aleksei, et autres
Publié: (2023)
Revisiting Stochastic Realization Theory using Functional Itô Calculus
par: Veeravalli, Tanya, et autres
Publié: (2024)
par: Veeravalli, Tanya, et autres
Publié: (2024)
Itō and Itō-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach
par: Fadle, Assil, et autres
Publié: (2024)
par: Fadle, Assil, et autres
Publié: (2024)
Ito's formula for flows of conditional measures on semimartingales
par: Guo, Xin, et autres
Publié: (2024)
par: Guo, Xin, et autres
Publié: (2024)
Itô perspective on variance renormalisation
par: Dareiotis, Konstantinos, et autres
Publié: (2026)
par: Dareiotis, Konstantinos, et autres
Publié: (2026)
Markovian projections for Itô semimartingales with jumps
par: Larsson, Martin, et autres
Publié: (2024)
par: Larsson, Martin, et autres
Publié: (2024)
The inertial Itô drift and its applications to particle collision
par: Cerrai, Sandra, et autres
Publié: (2026)
par: Cerrai, Sandra, et autres
Publié: (2026)
Itô versus Hänggi-Klimontovich
par: Escudero, Carlos, et autres
Publié: (2023)
par: Escudero, Carlos, et autres
Publié: (2023)
Hitting Probabilities of Finite Points for One-Dimensional Lévy Processes
par: Iba, Kohki
Publié: (2026)
par: Iba, Kohki
Publié: (2026)
Chaotic and Predictable Representations for Markov Additive Processes with Levy Modulator
par: Yaran, Celal Umut, et autres
Publié: (2025)
par: Yaran, Celal Umut, et autres
Publié: (2025)
Chernoff-Mehler Approximation for Lévy Processes with Drift
par: Nendel, Max
Publié: (2025)
par: Nendel, Max
Publié: (2025)
Random Lévy Looptrees and Lévy Maps
par: Kortchemski, Igor, et autres
Publié: (2024)
par: Kortchemski, Igor, et autres
Publié: (2024)
Four New Forms of the Taylor-Ito and Taylor-Stratonovich Expansions and its Application to the High-Order Strong Numerical Methods for Ito Stochastic Differential Equations
par: Kuznetsov, Dmitriy F.
Publié: (2020)
par: Kuznetsov, Dmitriy F.
Publié: (2020)
Strong Approximation of Iterated Ito and Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs
par: Kuznetsov, Dmitriy F.
Publié: (2020)
par: Kuznetsov, Dmitriy F.
Publié: (2020)
A $C^1$-Itô's formula for flows of semimartingale distributions
par: Bouchard, Bruno, et autres
Publié: (2023)
par: Bouchard, Bruno, et autres
Publié: (2023)
Markovian projections for functionals of Itô semimartingales with jumps
par: Larsson, Martin, et autres
Publié: (2025)
par: Larsson, Martin, et autres
Publié: (2025)
Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals of Multiplicities 1 to 6 from the Taylor-Ito and Taylor-Stratonovich Expansions Using Legendre Polynomials
par: Kuznetsov, Dmitriy F.
Publié: (2017)
par: Kuznetsov, Dmitriy F.
Publié: (2017)
Sample Path Large Deviations for Multivariate Heavy-Tailed Hawkes Processes and Related Lévy Processes
par: Blanchet, Jose, et autres
Publié: (2025)
par: Blanchet, Jose, et autres
Publié: (2025)
Fisher information and trajectorial interpretation to the Itô--Langevin relative entropy dissipation
par: Chen, Jiaming
Publié: (2025)
par: Chen, Jiaming
Publié: (2025)
Chemical Kinetics, Markov Chains, and the Imaginary Itô Interpretation
par: Correales, Álvaro, et autres
Publié: (2019)
par: Correales, Álvaro, et autres
Publié: (2019)
Optimal estimation of local time and occupation time measure for an α-stable Levy process
par: Amorino, Chiara, et autres
Publié: (2022)
par: Amorino, Chiara, et autres
Publié: (2022)
Documents similaires
-
Derivatives Along a Curve and the Functional Stochastic Calculus
par: Houdré, Christian, et autres
Publié: (2026) -
At-the-money short-time call-price asymptotics for new classes of exponential Lévy models
par: Hoffmeyer, Allen, et autres
Publié: (2026) -
Variance Bounds: Some Old and Some New
par: Deslandes, Clément, et autres
Publié: (2024) -
A covariance representation and an elementary proof of the Gaussian concentration inequality
par: Houdré, Christian
Publié: (2024) -
Rough Functional Itô Formula
par: Bielert, Franziska
Publié: (2024)