Keywords: حساب Malliavin; Second grade fluids; Malliavin calculus; Anticipating Stratonovich integral; Skorohod integral;
مقالات ISI حساب Malliavin (ترجمه نشده)
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Keywords: حساب Malliavin; Rough paths; Rough differential equations; Itô map; Malliavin calculus; Flow of diffeomorphisms;
Keywords: حساب Malliavin; 60J60; 58J65; 53C44; Spectral gap; Malliavin Calculus; Ornstein-Uhlenbeck operator; Geometric flow;
Keywords: حساب Malliavin; stochastic partial differential equation; fractional Brownian motion; Malliavin calculus; Gaussian density estimates; 60G35; 60H07; 60H15;
Keywords: حساب Malliavin; Weak approximation; Stochastic differential equations; Malliavin calculus;
Keywords: حساب Malliavin; primary; 65C30; 60H10; Stochastic differential equation; Euler-Maruyama scheme; Discontinuous drift; Weak rate of convergence; Malliavin calculus;
On a class of stochastic partial differential equations
Keywords: حساب Malliavin; Stochastic partial differential equation; Gaussian noise; Feynman-Kac formula; Malliavin calculus;
Keywords: حساب Malliavin; primary; 93E20; secondary; 49J53; 60H07; 60H10; Stochastic optimal control; Malliavin calculus; Necessary conditions; Adjacent cone; Variational equation; Adjoint equation;
Keywords: حساب Malliavin; Stochastic optimal control; maximum principle; Malliavin calculus; variational equation; adjoint equation; second order necessary conditions;
Keywords: حساب Malliavin; 60G22; 60H07; 91G30; Tail probabilities; Additive functionals; Malliavin calculus;
Keywords: حساب Malliavin; Malliavin calculus; Stein's method; Poisson process; U-statistics; Spherical wavelets
Keywords: حساب Malliavin; Transport equation; Fractional Brownian motion; Malliavin calculus; Method of characteristics; Existence and estimates of the density
Keywords: حساب Malliavin; 60F05; 60H05; 91G70Multiple stochastic integrals; Malliavin calculus; Pareto distribution; Stein method; Convergence in law
Keywords: حساب Malliavin; Stochastic optimal control; Itô calculus; Brownian motion; Malliavin calculus; Relative entropy; Path integral control; Monte-Carlo sampling
Keywords: حساب Malliavin; 97M30; 91G80s; 60H30; Investment; Consumption; Reinsurance; Backward stochastic differential equation; Malliavin calculus;
Keywords: حساب Malliavin; primary; 60H07; secondary; 60F25; Malliavin calculus; Fractional Brownian motion; Non-central limit theorem; Power variation; Multiple stochastic integral;
Keywords: حساب Malliavin; primary, 60H15; secondary, 37H15, 60H07Fractional heat equation; Fractional Brownian motion; Malliavin calculus; Intermittency
Keywords: حساب Malliavin; Berry–Esseen bounds; Malliavin calculus; Multidimensional normal approximation; Poisson process; Stein’s method; Spherical wavelets
Keywords: حساب Malliavin; 60F05; 60G15; 60H05; 60H07Gaussian processes; Malliavin calculus; Ornstein–Uhlenbeck semigroup
Keywords: حساب Malliavin; 60H07; 60G55Point processes; Stochastic integral; Measure transformation; Malliavin calculus
Keywords: حساب Malliavin; Invertibility; Entropy; Variational calculus; Malliavin calculus;
Keywords: حساب Malliavin; 91G80; 97M30; 93E20; 60H30; Investment; Consumption; Reinsurance; Model uncertainty; Stochastic maximum principle; Malliavin calculus;
Keywords: حساب Malliavin; 34E10; 60Hxx; Asymptotic expansion; Malliavin calculus; Arithmetic and geometric means; Small diffusion process;
Keywords: حساب Malliavin; Multiple Wiener-Itô integrals; Wiener chaos; Malliavin calculus; Integration by parts; Steinʼs method; Convergence of densities; Ornstein-Uhlenbeck process; Least squares estimator; Small deviation;
Keywords: حساب Malliavin; Stochastic differential equations; Fractional Brownian motion; Malliavin calculus; Filtering; Optimal portfolio;
Keywords: حساب Malliavin; primary; 60K05; 60K15; 91B30; secondary; 60G70; 60J55; Reinsurance; Portfolio; Partial information; Malliavin calculus;
Keywords: حساب Malliavin; Regularity structures; Malliavin calculus; Generalized parabolic Anderson model; Singular SPDEs
Keywords: حساب Malliavin; 91G30; 60H10; 60H07Ait-Sahalia model; Tail probabilities; Malliavin calculus
Keywords: حساب Malliavin; Martingale representation; Semimartingale; Functional calculus; Functional Ito calculus; Clark–Ocone formula; Malliavin calculus; Stochastic differential equations; Euler approximation
Keywords: حساب Malliavin; primary, 35R60, 60H07; secondary, 35Q84Stochastic regularization; (Backward) stochastic partial differential equations; Malliavin calculus
Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
Keywords: حساب Malliavin; Weak convergence; Stochastic partial differential equation; Lévy noise; Malliavin calculus;
Malliavin differentiability of indicator functions on canonical Lévy spaces
Keywords: حساب Malliavin; primary; 60H07; secondary; 60G51; Malliavin calculus; Lévy processes; Indicator functions; Digital options;
On some applications of Sobolev flows of SDEs with unbounded drift coefficients
Keywords: حساب Malliavin; 60H10; 60H15; 60H40; Strong solutions of SDE's; Irregular drift coefficient; Malliavin calculus; Transport equation; Bismut-Elworthy-Li formula;
Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian Motions
Keywords: حساب Malliavin; Backward stochastic differential equations; malliavin calculus; fractional Brownian motions; Itô; formula; 60H07; 60H20;
Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise
Keywords: حساب Malliavin; 60H07; 60F25; Malliavin calculus; Stochastic partial differential equations; Berry-Esseen bound; Maximum likelihood estimator; Multiple stochastic integral; Stein's method; Central limit theorem; Kolmogorov distance;
Density analysis of non-Markovian BSDEs and applications to biology and finance
Keywords: حساب Malliavin; primary; 60H10; secondary; 60H07, 91G30, 92D20; BSDEs; Malliavin calculus; Nourdin-Viens' Formula; Gene expression; Option pricing;
Malliavin calculus for the stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion
Keywords: حساب Malliavin; 35K55; 35K40; 60H30; 60H15; Stochastic partial differential equations; Reaction-diffusion equations; Phase transitions; Malliavin calculus;
Discretizing Malliavin calculus
Keywords: حساب Malliavin; 60H07; 60H05; 60F25; Malliavin calculus; Strong approximation; Stochastic integrals; S-transform; Chaos decomposition; Invariance principle;
Conditional Stein approximation for Itô and Skorohod integrals
Keywords: حساب Malliavin; 60H07; 62E17; 60G15; 60H05; Stein method; Malliavin calculus; Edgeworth expansions; Stochastic integral; Conditioning; Quadratic Brownian functionals;
Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
Keywords: حساب Malliavin; primary; 62J07; secondary; 60J65; Cramer-Rao bound; Stein phenomenon; Malliavin calculus; Cox model;
Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process
Keywords: حساب Malliavin; primary; 60H07; secondary; 60F25; Malliavin calculus; Ornstein-Uhlenbeck process; Berry-Esseen bound; Maximum likelihood estimator; Multiple stochastic integral; Edgeworth expansion;
Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean
Keywords: حساب Malliavin; 62F12; 60G15; Fractional Ornstein-Uhlenbeck processes; Least squares estimator; Malliavin calculus;
Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
Keywords: حساب Malliavin; primary; 60H07; secondary; 60F25; Berry-Esseen bound; Central limit theorem; Kolmogorov distance; Malliavin calculus; Maximum likelihood estimator; Multiple stochastic integral; Stein's method; Stochastic partial differential equations;
Intermittency for the Hyperbolic Anderson Model with rough noise in space
Keywords: حساب Malliavin; primary; 60H15; 37H15; Stochastic partial differential equations; Malliavin calculus; Stochastic wave equation; Intermittency;
On stochastic conservation laws and Malliavin calculus
Keywords: حساب Malliavin; primary; 60H15; 35L60; secondary; 35L65; 60G15; Stochastic conservation law; Malliavin calculus; Existence; Uniqueness;
Berry-Esseen Type bound of a sequence {XNYN} and its application
Keywords: حساب Malliavin; primary; 60H07; secondary; 60F25; Malliavin calculus; Stochastic partial differential equation; Maximum likelihood estimator; Cylindrical Brownian motion; Multiple stochastic integral; Berry-Esseen bound;
The density of solutions to multifractional stochastic Volterra integro-differential equations
Keywords: حساب Malliavin; 60G22; 60H20; 60H07Multifractional stochastic Volterra equations; Malliavin calculus; Density estimates
Ergodicity of a generalized Jacobi equation and applications
Keywords: حساب Malliavin; 60H10Euler scheme; Fractional Brownian motion; Jacobi’s equation; Malliavin calculus; Morris–Lecar’s model; Random dynamical systems; Rough paths; Stochastic differential equations
Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion
Keywords: حساب Malliavin; Malliavin calculus; Fractional Brownian motion; Hurst parameter; Central limit theorem; Berry–Esseen bound; Kolmogorov distance
A formula of small time expansion for Young SDE driven by fractional Brownian motion
Keywords: حساب Malliavin; Small time expansion; SDEs driven by fractional Brownian motions; Malliavin calculus; Young integrals;