- Quenched local central limit theorem for random walks in a time-dependent balanced random environment
2017/10/16 by Jean‐Dominique Deuschel, Xiaoqin Guo, Deuschel, Jean-Dominique +1 · 2 citations
Arts and Humanities · Mathematics · #35K10 #39A50 #60K37 #82D30 #FOS: Mathematics #Historical and Archaeological Studies #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics
- Anticipated Backward SDEs with Jumps and quadratic-exponential growth\n drivers
2017/05/06 by Masaaki Fujii, Akihiko Takahashi, Fujii, Masaaki +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #39A50 #60H07 #60H10 #Differential Equations and Numerical Methods #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Nonlinear Differential Equations Analysis #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Optimal approximation of SDEs on submanifolds: the Ito-vector and\n Ito-jet projections
2016/10/12 by John Armstrong, Armstrong, John, Damiano Brigo +1 · 1 citation
Economics, Econometrics and Finance · #39A50 #58A20 #58J65 #60H10 #60J60 #65D18 #Differential Geometry (math.DG) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications