60h07

Documents about 60h07

• Sub-Riemannian spectral distance#1248475arXiv (All)
• Malliavin Calculus for rough stochastic differential equations#1063705arXiv (All)
• An extension of Stein's method incorporating independence#189337arXiv (OAI)
• Rough Bergomi turns grey#1064869arXiv (All)
• Quantitative Fluctuation Analysis for Continuous-Time Stochastic Gradient Descent via Malliavin Calculus#797379arXiv (OAI Expanded)
• Quantitative Fluctuation Analysis for Continuous-Time Stochastic Gradient Descent via Malliavin Calculus#798793arXiv (All)
• Conditions for recurrence and transience for time-inhomogeneous random walks#1000447arXiv (All)
• Optimal Gaussian approximation for complex Wiener-Itô integrals#1200183arXiv (All)
• Optimal Sobolev Rate for Gaussian Density Approximation of Wiener Chaos Vectors#975130arXiv (All)
• A note on the Besov spaces ${\rm B}_1^{Φ_2}$#1467476arXiv (All)
• Statistics on Yau's conjecture: Variance asymptotics#789772arXiv (OAI Expanded)
• Statistics on Yau's conjecture: Variance asymptotics#793777arXiv (All)
• Density convergence of spatial average of solution to a one dimensional stochastic wave equation#809245arXiv (OAI Expanded)
• Density convergence of spatial average of solution to a one dimensional stochastic wave equation#819237arXiv (All)
• A quantitative CLT for the zeros of random trigonometric polynomials#1341867arXiv (All)
• Non-parametric estimation for stochastic reaction-diffusion equations with spatial ergodicity#651585edoc-Server
• An Euler scheme for BSDEs via the Wiener chaos decomposition#971737arXiv (All)
• Local Expected Utility in Infinite-Dimensional Spaces: Theory and Elicitation#1051519arXiv (All)
• Functional calculus and martingale representation formula for integer-valued random measures#1328221arXiv (All)
• Kinetic Mean-Field Planning via Schrödinger Bridges: Existence, Penalization, and Consistency Bounds#1413165arXiv (All)
• Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions#155511arXiv (OAI)
• Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach#925778arXiv (All)
• Central limit theorems for stochastic heat equation driven by Gaussian noise with heat-kernel covariance#1200592arXiv (All)
• Exact temporal variations and parameter estimation for space--time fractional stochastic heat equations driven by multiplicative noise#1200215arXiv (All)
• Dimension-free $H^\infty$-calculus of angle $<π/2$ for UMD-valued Ornstein--Uhlenbeck operators#971936arXiv (All)
• Densities for scalar-valued BSDEs via unique continuation and backward uniqueness#1157454arXiv (All)
• Copula Active Subspaces I: A Score-Covariance Method for Reduced-Order Non-Gaussian Density Estimation#1130984arXiv (All)
• On the skew-curvature power law relationship in a stochastic volatility model with infinite variation Lévy jumps#1387761arXiv (All)
• Exact maximum likelihood inference for drifted multi-sub-fractional Brownian motion at discrete observation#1037300arXiv (All)