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   Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization; Nourdin, Ivan  ; Zheng, Guangqu et alin Probability and Mathematical Statistics (2018), 38(2), 271-286 Detailed reference viewed: 258 (12 UL)Asymptotic behaviour of the cross-variation of some integral long memory processesNourdin, Ivan ; in Probability and Mathematical Statistics (2016), 36(1), Detailed reference viewed: 79 (7 UL) Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization; Nourdin, Ivan ; Zheng, Guangqu et alin Probability and Mathematical Statistics (2016) Detailed reference viewed: 126 (6 UL)Stochastic volatility: approximation and goodness-of-fit test; Nourdin, Ivan in Probability and Mathematical Statistics (2008), 28(1), 1-19 Detailed reference viewed: 69 (1 UL)Time depending Malliavin calculus on manifolds and application to nonlinear filteringSchiltz, Jang in Probability and Mathematical Statistics (1998), 18(2), 319-334 In this paper, we prove, using Malliavin calculus, that under a global Hormander condition the law of a Riemannian manifold valued stochastic process, a solution of a stochastic differential equation with ... [more ▼] In this paper, we prove, using Malliavin calculus, that under a global Hormander condition the law of a Riemannian manifold valued stochastic process, a solution of a stochastic differential equation with time dependent coefficients, admits a smooth density with respect to the Riemannian volume element. This result is applied to a nonlinear filtering problem with time dependent coefficients on manifolds. [less ▲] Detailed reference viewed: 75 (1 UL) |
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