Gerencsér, Balázs Mixing time of an unaligned Gibbs sampler on the square. (English) Zbl 1480.60206 Stochastic Processes Appl. 129, No. 9, 3570-3584 (2019). MSC: 60J10 37A25 60J20 PDFBibTeX XMLCite \textit{B. Gerencsér}, Stochastic Processes Appl. 129, No. 9, 3570--3584 (2019; Zbl 1480.60206) Full Text: DOI arXiv
Gracar, P.; Stauffer, A. Random walks in random conductances: decoupling and spread of infection. (English) Zbl 1479.60204 Stochastic Processes Appl. 129, No. 9, 3547-3569 (2019). MSC: 60K37 60G50 60G55 PDFBibTeX XMLCite \textit{P. Gracar} and \textit{A. Stauffer}, Stochastic Processes Appl. 129, No. 9, 3547--3569 (2019; Zbl 1479.60204) Full Text: DOI arXiv
Abächerli, Angelo Local picture and level-set percolation of the Gaussian free field on a large discrete torus. (English) Zbl 1479.60187 Stochastic Processes Appl. 129, No. 9, 3527-3546 (2019). MSC: 60K35 60G15 PDFBibTeX XMLCite \textit{A. Abächerli}, Stochastic Processes Appl. 129, No. 9, 3527--3546 (2019; Zbl 1479.60187) Full Text: DOI arXiv
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. (English) Zbl 1429.60054 Stochastic Processes Appl. 129, No. 9, 3499-3526 (2019). MSC: 60H07 60F05 60G22 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stochastic Processes Appl. 129, No. 9, 3499--3526 (2019; Zbl 1429.60054) Full Text: DOI arXiv
Kouritzin, Michael A.; Lê, Khoa; Sezer, Deniz Laws of large numbers for supercritical branching Gaussian processes. (English) Zbl 1422.60120 Stochastic Processes Appl. 129, No. 9, 3463-3498 (2019). MSC: 60H30 60H10 60H15 60H07 60G17 PDFBibTeX XMLCite \textit{M. A. Kouritzin} et al., Stochastic Processes Appl. 129, No. 9, 3463--3498 (2019; Zbl 1422.60120) Full Text: DOI arXiv
Fokianos, Konstantinos; Truquet, Lionel On categorical time series models with covariates. (English) Zbl 1431.62370 Stochastic Processes Appl. 129, No. 9, 3446-3462 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62J12 60G10 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{L. Truquet}, Stochastic Processes Appl. 129, No. 9, 3446--3462 (2019; Zbl 1431.62370) Full Text: DOI arXiv Link
He, Xue Dong; Hu, Sang; Obłój, Jan; Zhou, Xun Yu Two explicit Skorokhod embeddings for simple symmetric random walk. (English) Zbl 1479.60081 Stochastic Processes Appl. 129, No. 9, 3431-3445 (2019). MSC: 60G40 60G50 60J55 60J65 PDFBibTeX XMLCite \textit{X. D. He} et al., Stochastic Processes Appl. 129, No. 9, 3431--3445 (2019; Zbl 1479.60081) Full Text: DOI arXiv
Koch, Erwan; Dombry, Clément; Robert, Christian Y. A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\). (English) Zbl 1479.60051 Stochastic Processes Appl. 129, No. 9, 3406-3430 (2019). MSC: 60F05 60G60 PDFBibTeX XMLCite \textit{E. Koch} et al., Stochastic Processes Appl. 129, No. 9, 3406--3430 (2019; Zbl 1479.60051) Full Text: DOI arXiv
Privault, N.; Yam, S. C. P.; Zhang, Z. Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates. (English) Zbl 1479.60108 Stochastic Processes Appl. 129, No. 9, 3376-3405 (2019). MSC: 60H07 60F05 PDFBibTeX XMLCite \textit{N. Privault} et al., Stochastic Processes Appl. 129, No. 9, 3376--3405 (2019; Zbl 1479.60108) Full Text: DOI Link
Avena, Luca; Güldaş, Hakan; van der Hofstad, Remco; den Hollander, Frank Random walks on dynamic configuration models: a trichotomy. (English) Zbl 1422.60162 Stochastic Processes Appl. 129, No. 9, 3360-3375 (2019). MSC: 60K37 82C27 PDFBibTeX XMLCite \textit{L. Avena} et al., Stochastic Processes Appl. 129, No. 9, 3360--3375 (2019; Zbl 1422.60162) Full Text: DOI arXiv
Popovic, Lea Large deviations of Markov chains with multiple time-scales. (English) Zbl 1422.60046 Stochastic Processes Appl. 129, No. 9, 3319-3359 (2019). MSC: 60F10 60J75 92C45 92C37 80A30 60F17 60J27 60J28 60J60 PDFBibTeX XMLCite \textit{L. Popovic}, Stochastic Processes Appl. 129, No. 9, 3319--3359 (2019; Zbl 1422.60046) Full Text: DOI arXiv
Jakobsen, Nina Munkholt; Sørensen, Michael Estimating functions for jump-diffusions. (English) Zbl 1505.60079 Stochastic Processes Appl. 129, No. 9, 3282-3318 (2019). MSC: 60J76 62F10 62F12 PDFBibTeX XMLCite \textit{N. M. Jakobsen} and \textit{M. Sørensen}, Stochastic Processes Appl. 129, No. 9, 3282--3318 (2019; Zbl 1505.60079) Full Text: DOI arXiv
Deya, Aurélien; Gubinelli, Massimiliano; Hofmanová, Martina; Tindel, Samy One-dimensional reflected rough differential equations. (English) Zbl 1479.60208 Stochastic Processes Appl. 129, No. 9, 3261-3281 (2019). MSC: 60L50 60H30 PDFBibTeX XMLCite \textit{A. Deya} et al., Stochastic Processes Appl. 129, No. 9, 3261--3281 (2019; Zbl 1479.60208) Full Text: DOI arXiv
Mallein, Bastien; Miłoś, Piotr Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment. (English) Zbl 1511.60127 Stochastic Processes Appl. 129, No. 9, 3239-3260 (2019). Reviewer: Alexander Iksanov (Kyïv) MSC: 60J80 60K37 60G55 PDFBibTeX XMLCite \textit{B. Mallein} and \textit{P. Miłoś}, Stochastic Processes Appl. 129, No. 9, 3239--3260 (2019; Zbl 1511.60127) Full Text: DOI arXiv
Curato, Imma Valentina Estimation of the stochastic leverage effect using the Fourier transform method. (English) Zbl 1480.60051 Stochastic Processes Appl. 129, No. 9, 3207-3238 (2019). MSC: 60F05 60H05 42B10 91G20 PDFBibTeX XMLCite \textit{I. V. Curato}, Stochastic Processes Appl. 129, No. 9, 3207--3238 (2019; Zbl 1480.60051) Full Text: DOI
Goldys, Beniamin; Wu, Wei On a class of singular stochastic control problems driven by Lévy noise. (English) Zbl 1481.93146 Stochastic Processes Appl. 129, No. 9, 3174-3206 (2019). MSC: 93E20 60H10 60G51 91G10 PDFBibTeX XMLCite \textit{B. Goldys} and \textit{W. Wu}, Stochastic Processes Appl. 129, No. 9, 3174--3206 (2019; Zbl 1481.93146) Full Text: DOI
Luo, Dejun; Wang, Jian Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises. (English) Zbl 1422.60128 Stochastic Processes Appl. 129, No. 9, 3129-3173 (2019). MSC: 60J25 60J75 PDFBibTeX XMLCite \textit{D. Luo} and \textit{J. Wang}, Stochastic Processes Appl. 129, No. 9, 3129--3173 (2019; Zbl 1422.60128) Full Text: DOI arXiv
Pal, Soumik Exponentially concave functions and high dimensional stochastic portfolio theory. (English) Zbl 1422.91665 Stochastic Processes Appl. 129, No. 9, 3116-3128 (2019). MSC: 91G10 60J60 60J70 60J35 PDFBibTeX XMLCite \textit{S. Pal}, Stochastic Processes Appl. 129, No. 9, 3116--3128 (2019; Zbl 1422.91665) Full Text: DOI arXiv
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique No-arbitrage under additional information for thin semimartingale models. (English) Zbl 1479.60083 Stochastic Processes Appl. 129, No. 9, 3080-3115 (2019). MSC: 60G44 60H30 91G99 PDFBibTeX XMLCite \textit{A. Aksamit} et al., Stochastic Processes Appl. 129, No. 9, 3080--3115 (2019; Zbl 1479.60083) Full Text: DOI arXiv
Yang, Xue; Zhang, Jing The obstacle problem for quasilinear stochastic PDEs with degenerate operator. (English) Zbl 1422.60116 Stochastic Processes Appl. 129, No. 9, 3055-3079 (2019). MSC: 60H15 35R60 31B15 PDFBibTeX XMLCite \textit{X. Yang} and \textit{J. Zhang}, Stochastic Processes Appl. 129, No. 9, 3055--3079 (2019; Zbl 1422.60116) Full Text: DOI arXiv
Es-Sebaiy, Khalifa; Viens, Frederi G. Optimal rates for parameter estimation of stationary Gaussian processes. (English) Zbl 1422.60031 Stochastic Processes Appl. 129, No. 9, 3018-3054 (2019). MSC: 60F05 60G15 62F12 62M09 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{F. G. Viens}, Stochastic Processes Appl. 129, No. 9, 3018--3054 (2019; Zbl 1422.60031) Full Text: DOI arXiv
Croydon, D. A.; Hambly, B. M.; Kumagai, T. Heat kernel estimates for FIN processes associated with resistance forms. (English) Zbl 1422.60129 Stochastic Processes Appl. 129, No. 9, 2991-3017 (2019). MSC: 60J35 28A80 60J25 60K37 PDFBibTeX XMLCite \textit{D. A. Croydon} et al., Stochastic Processes Appl. 129, No. 9, 2991--3017 (2019; Zbl 1422.60129) Full Text: DOI arXiv