Stability criteria for rough systems
Fuente:
arXiv
Saved in:
| Main Authors: | Duc, Luu Hoang, Hong, Phan Thanh, Cong, Nguyen Dinh |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
by: Tian, Xin
Published: (2025)
by: Tian, Xin
Published: (2025)
Modified wavelet variation for the Hermite processes
by: Loosveldt, Laurent, et al.
Published: (2024)
by: Loosveldt, Laurent, et al.
Published: (2024)
On the dependence between a Wiener process and its running maxima and running minima processes
by: Dąbrowski, Karol, et al.
Published: (2021)
by: Dąbrowski, Karol, et al.
Published: (2021)
Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization
by: Firouzi, Kiarash
Published: (2025)
by: Firouzi, Kiarash
Published: (2025)
Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)
by: Ayache, Antoine, et al.
Published: (2026)
From constant to rough: A survey of continuous volatility modeling
by: Di Nunno, Giulia, et al.
Published: (2023)
by: Di Nunno, Giulia, et al.
Published: (2023)
Some limit theorems for locally stationary Hawkes processes
by: Deschatre, Thomas, et al.
Published: (2025)
by: Deschatre, Thomas, et al.
Published: (2025)
Zero-Coupon Treasury Rates and Returns using the Volatility Index
by: Park, Jihyun, et al.
Published: (2024)
by: Park, Jihyun, et al.
Published: (2024)
Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)
by: Daayeb, Hanen, et al.
Published: (2025)
Joint FCLT for Sample Quantile and Measures of Dispersion for Functionals of Mixing Processes
by: Bräutigam, Marcel, et al.
Published: (2021)
by: Bräutigam, Marcel, et al.
Published: (2021)
On bivariate Archimax copulas: Level sets, mass distributions and related results
by: Dietrich, Nicolas
Published: (2025)
by: Dietrich, Nicolas
Published: (2025)
Distribution-free Measures of Association based on Optimal Transport
by: Deb, Nabarun, et al.
Published: (2024)
by: Deb, Nabarun, et al.
Published: (2024)
Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach
by: Bhar, Suprio, et al.
Published: (2023)
by: Bhar, Suprio, et al.
Published: (2023)
Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)
by: Gaunt, Robert E., et al.
Published: (2026)
Asymptotic analysis of estimators of ergodic stochastic differential equations
by: Ganguly, Arnab
Published: (2024)
by: Ganguly, Arnab
Published: (2024)
On nonparametric estimation of the interaction function in particle system models
by: Belomestny, Denis, et al.
Published: (2024)
by: Belomestny, Denis, et al.
Published: (2024)
Hölder regularity and roughness: construction and examples
by: Bayraktar, Erhan, et al.
Published: (2023)
by: Bayraktar, Erhan, et al.
Published: (2023)
The nonexplosive solution of explosive autoregressions
by: Häusler, Erich, et al.
Published: (2024)
by: Häusler, Erich, et al.
Published: (2024)
A New Stock Market Valuation Measure with Applications to Retirement Planning
by: Sarantsev, Andrey
Published: (2019)
by: Sarantsev, Andrey
Published: (2019)
Reversible Markov kernels and involutions on product spaces
by: Piccioni, Mauro, et al.
Published: (2024)
by: Piccioni, Mauro, et al.
Published: (2024)
Geometric BSDEs
by: Laeven, Roger J. A., et al.
Published: (2024)
by: Laeven, Roger J. A., et al.
Published: (2024)
Learning from Neighbors with PHIBP: Predicting Infectious Disease Dynamics in Data-Sparse Environments
by: Fong, Edwin, et al.
Published: (2025)
by: Fong, Edwin, et al.
Published: (2025)
Stochastic Integration on Stochastic Sets of Interval Type and Applications to Mathematical Finance
by: Yue, Jia, et al.
Published: (2025)
by: Yue, Jia, et al.
Published: (2025)
On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
by: Xodarev, Akmal
Published: (2026)
by: Xodarev, Akmal
Published: (2026)
The fundamental theorem of asset pricing with and without transaction costs
by: Kühn, Christoph
Published: (2023)
by: Kühn, Christoph
Published: (2023)
Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
by: Leung, Tim, et al.
Published: (2023)
by: Leung, Tim, et al.
Published: (2023)
Noise estimation of SDE from a single data trajectory
by: Ali, Munawar, et al.
Published: (2025)
by: Ali, Munawar, et al.
Published: (2025)
Rough Path Renormalization from Stratonovich to Itô for Fractional Brownian Motion
by: Qian, Zhongmin, et al.
Published: (2018)
by: Qian, Zhongmin, et al.
Published: (2018)
Time evaluation of portfolio for asymmetrically informed traders
by: D'Auria, Bernardo, et al.
Published: (2024)
by: D'Auria, Bernardo, et al.
Published: (2024)
On stable central limit theorems for multivariate discrete-time martingales
by: Häusler, Erich, et al.
Published: (2024)
by: Häusler, Erich, et al.
Published: (2024)
Functional CLTs for subordinated Lévy models in physics, finance, and econometrics
by: Søjmark, Andreas, et al.
Published: (2023)
by: Søjmark, Andreas, et al.
Published: (2023)
Stratonovich-type integral with respect to a general stochastic measure
by: Radchenko, Vadym
Published: (2016)
by: Radchenko, Vadym
Published: (2016)
Malliavin Calculus and Stochastic Differential Equations
by: Fang, Shizan, et al.
Published: (2025)
by: Fang, Shizan, et al.
Published: (2025)
Averaging principle for equation driven by a stochastic measure
by: Radchenko, Vadym
Published: (2018)
by: Radchenko, Vadym
Published: (2018)
Intertemporal Cost-efficient Consumption
by: Elizalde, Mauricio, et al.
Published: (2024)
by: Elizalde, Mauricio, et al.
Published: (2024)
Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
by: Leahy, James-Michael, et al.
Published: (2024)
by: Leahy, James-Michael, et al.
Published: (2024)
Nonparametric Inference for Noise Covariance Kernels in Parabolic SPDEs using Space-Time Infill-Asymptotics
by: Petersson, Andreas, et al.
Published: (2025)
by: Petersson, Andreas, et al.
Published: (2025)
Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)
by: Ansari, Jonathan, et al.
Published: (2024)
Ergodicity bounds in the Sliced Wasserstein distance for Schur stable autoregressive processes
by: Barrera, Gerardo, et al.
Published: (2025)
by: Barrera, Gerardo, et al.
Published: (2025)
Bivariate Tempered Space-Fractional Poisson Process and Shock Models
by: Soni, Ritik, et al.
Published: (2023)
by: Soni, Ritik, et al.
Published: (2023)
Similar Items
-
Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
by: Tian, Xin
Published: (2025) -
Modified wavelet variation for the Hermite processes
by: Loosveldt, Laurent, et al.
Published: (2024) -
On the dependence between a Wiener process and its running maxima and running minima processes
by: Dąbrowski, Karol, et al.
Published: (2021) -
Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization
by: Firouzi, Kiarash
Published: (2025) -
Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)