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Smooth Densities and Heat Kernels
2019We discuss the existence of the smooth density of ‘nondegenerate’ diffusions and jump-diffusions determined by SDEs. We will use the Malliavin calculus studied in the previous chapter. In Sects. 6.1, 6.2, and 6.3, we consider diffusion processes. It will be shown that any solution of a continuous SDE defined in Chap.
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Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement
Operational Research, 2017L. J. Hong, S. Juneja, Guangwu Liu
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Multivariate Kernel Smoothing and Its Applications
, 2018J. Chacón, Tarn Duong
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Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing
, 2019Shan Luo, G. Qin
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When and why PINNs fail to train: A neural tangent kernel perspective
Journal of Computational Physics, 2022Sifan Wang, Xinling Yu
exaly
Two‐Dimensional Kernel Smoothing of Mortality Surface: An Evaluation of Cohort Strength
, 2016Han Li, Colin O’Hare, Farshid Vahid
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Development of empirical and analytical fragility functions using kernel smoothing methods
, 2015H. Noh, D. Lallemant, A. Kiremidjian
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Data-driven individual and joint chance-constrained optimization via kernel smoothing
Computers and Chemical Engineering, 2015B. A. Calfa +4 more
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