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Stochastic Processes and their Applications

An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability

Short Title: Stochastic Processes Appl.
Publisher: Elsevier (North-Holland), Amsterdam
ISSN: 0304-4149
Online: http://www.sciencedirect.com/science/journal/03044149
Comments: Indexed cover-to-cover
Documents Indexed: 4,620 Publications (since 1973)
References Indexed: 4,504 Publications with 94,707 References.
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Authors

36 Nualart, David
23 Samorodnitsky, Gennady Pinkhosovich
23 Taqqu, Murad S.
22 Mikosch, Thomas
21 Resnick, Sidney Ira
20 Zhang, Tusheng S.
19 Durrett, Richard Timothy
19 Horváth, Lajos
19 Kim, Panki
16 Csörgő, Miklós
16 Kyprianou, Andreas E.
16 Maller, Ross Arthur
16 Yor, Marc
15 Davis, Richard A.
15 Imkeller, Peter
15 Révész, Pál
15 Shi, Zhan
14 Csáki, Endre
14 Ferrari, Pablo Augusto
14 Hu, Ying
14 Hüsler, Jürg
14 Surgailis, Donatas
14 Tindel, Samy
14 Wang, Feng-Yu
13 Alsmeyer, Gerold
13 Asmussen, Søren
13 Khoshnevisan, Davar
13 Liu, Quansheng
13 Shao, Qi-Man
13 Słomiński, Leszek
13 Song, Renming
13 Vares, Maria Eulalia
12 Albeverio, Sergio A.
12 Jeanblanc, Monique
12 Klüppelberg, Claudia
12 Peligrad, Magda
12 Vallois, Pierre
12 Volný, Dalibor
12 Yoshida, Nakahiro
12 Zhang, Xicheng
11 Budhiraja, Amarjit S.
11 Chen, Zhen-Qing
11 Dawson, Donald Andrew
11 Hall, Peter Gavin
11 Hambly, Ben M.
11 Heyde, Christopher Charles
11 Iksanov, Aleksander M.
11 Meerschaert, Mark Marvin
11 Merlevède, Florence
11 Orsingher, Enzo
11 Pakes, Anthony G.
11 Peng, Shige
10 Adler, Robert Joseph
10 Bayraktar, Erhan
10 Berkes, István
10 de Haan, Laurens
10 Hsing, Tailen
10 Jacod, Jean
10 Krylov, Nicolaĭ Vladimirovich
10 Podolskij, Mark
10 Rosen, Jay S.
10 Russo, Francesco
10 Wang, Jian
10 Xiao, Yimin
9 Albin, J. M. P.
9 Bass, Richard F.
9 Bojdecki, Tomasz
9 Braverman, Michael Sh.
9 Brown, Timothy C.
9 Dai Pra, Paolo
9 Dedecker, Jérôme
9 Kabluchko, Zakhar A.
9 Khas’minskiĭ, Rafail Zalmanovich
9 Kim, KyeongHun
9 Landim, Claudio
9 Last, Günter
9 Ma, Jin
9 Mao, Xuerong
9 Pardoux, Etienne
9 Pham, Huyên
9 Piterbarg, Vladimir Il’ich
9 Röckner, Michael
9 Sidoravicius, Vladas
9 Thorisson, Hermann
9 Touzi, Nizar
9 Wu, Wei Biao
9 Zeitouni, Ofer
8 Bertoin, Jean
8 Bouchard, Bruno
8 Bryc, Włodzimierz
8 Cambanis, Stamatis
8 Daley, Daryl John
8 Dembo, Amir
8 Deuschel, Jean-Dominique
8 Feng, Shui
8 Fleischmann, Klaus
8 Fournier, Nicolas G.
8 Glynn, Peter W.
8 Gobet, Emmanuel
8 Gorostiza, Luis G.
...and 4,012 more Authors
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Fields

4,319 Probability theory and stochastic processes (60-XX)
731 Statistics (62-XX)
314 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
268 Partial differential equations (35-XX)
242 Statistical mechanics, structure of matter (82-XX)
202 Systems theory; control (93-XX)
156 Numerical analysis (65-XX)
127 Operations research, mathematical programming (90-XX)
125 Biology and other natural sciences (92-XX)
90 Dynamical systems and ergodic theory (37-XX)
78 Calculus of variations and optimal control; optimization (49-XX)
67 Combinatorics (05-XX)
67 Measure and integration (28-XX)
67 Operator theory (47-XX)
50 Ordinary differential equations (34-XX)
39 Global analysis, analysis on manifolds (58-XX)
38 Fluid mechanics (76-XX)
35 Potential theory (31-XX)
34 Computer science (68-XX)
29 Linear and multilinear algebra; matrix theory (15-XX)
25 Functional analysis (46-XX)
21 Harmonic analysis on Euclidean spaces (42-XX)
20 Real functions (26-XX)
20 Information and communication theory, circuits (94-XX)
18 Integral equations (45-XX)
13 History and biography (01-XX)
13 Special functions (33-XX)
12 Approximations and expansions (41-XX)
12 Quantum theory (81-XX)
11 Number theory (11-XX)
11 Integral transforms, operational calculus (44-XX)
11 Convex and discrete geometry (52-XX)
10 Differential geometry (53-XX)
6 Functions of a complex variable (30-XX)
5 Mechanics of particles and systems (70-XX)
4 Mathematical logic and foundations (03-XX)
4 Topological groups, Lie groups (22-XX)
4 Difference and functional equations (39-XX)
4 Sequences, series, summability (40-XX)
3 General and overarching topics; collections (00-XX)
3 Algebraic topology (55-XX)
3 Mechanics of deformable solids (74-XX)
2 Field theory and polynomials (12-XX)
2 Group theory and generalizations (20-XX)
2 Several complex variables and analytic spaces (32-XX)
2 General topology (54-XX)
2 Manifolds and cell complexes (57-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Geophysics (86-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Associative rings and algebras (16-XX)
1 Abstract harmonic analysis (43-XX)
1 Optics, electromagnetic theory (78-XX)

Publications by Year

Citations contained in zbMATH Open

3,917 Publications have been cited 41,657 times in 26,276 Documents Cited by Year
Martingales and stochastic integrals in the theory of continuous trading. Zbl 0482.60097
Harrison, J. Michael; Pliska, Stanley R.
540
1981
The coalescent. Zbl 0491.60076
Kingman, J. F. C.
389
1982
Environmental Brownian noise suppresses explosions in population dynamics. Zbl 1058.60046
Mao, Xuerong; Marion, Glenn; Renshaw, Eric
315
2002
Stability of stochastic differential equations with Markovian switching. Zbl 0962.60043
Mao, Xuerong
282
1999
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
192
2003
Heat kernel estimates for stable-like processes on \(d\)-sets. Zbl 1075.60556
Chen, Zhen-Qing; Kumagai, Takashi
191
2003
Subexponentiality of the product of independent random variables. Zbl 0799.60015
Cline, D. B. H.; Samorodnitsky, G.
178
1994
Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation. Zbl 1158.60023
Peng, Shige
177
2008
\(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
169
2003
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Zbl 1071.60059
Bouchard, Bruno; Touzi, Nizar
167
2004
Microstructure noise in the continuous case: the pre-averaging approach. Zbl 1166.62078
Jacod, Jean; Li, Yingying; Mykland, Per A.; Podolskij, Mark; Vetter, Mathias
165
2009
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Zbl 1075.60072
Mattingly, J. C.; Stuart, A. M.; Higham, D. J.
160
2002
A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020
Doukhan, P.; Louhichi, S.
150
1999
Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037
Asmussen, Søren; Avram, Florin; Pistorius, Martijn R.
149
2004
Tempering stable processes. Zbl 1118.60037
Rosiński, Jan
148
2007
Regular variation of GARCH processes. Zbl 1060.60033
Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas
141
2002
Some mixing properties of time series models. Zbl 0564.62068
Pham, Tuan D.; Tran, Lanh T.
134
1985
Dynamic coherent risk measures. Zbl 1114.91055
Riedel, Frank
121
2004
Strong approximation theorems for density dependent Markov chains. Zbl 0373.60085
Kurtz, Thomas G.
120
1978
Asymptotic properties of realized power variations and related functionals of semimartingales. Zbl 1142.60022
Jacod, Jean
120
2008
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
111
2000
A stochastic calculus model of continuous trading: Complete markets. Zbl 0511.60094
Harrison, J. Michael; Pliska, Stanley R.
110
1983
Functional limit theorems for multitype branching processes and generalized Pólya urns. Zbl 1075.60109
Janson, Svante
104
2004
Maximum-likelihood estimation for hidden Markov models. Zbl 0738.62081
Leroux, Brian G.
103
1992
On the optimal stopping problem for one-dimensional diffusions. Zbl 1075.60524
Dayanik, Savas; Karatzas, Ioannis
102
2003
Nonparametric regression estimation for dependent functional data: asymptotic normality. Zbl 1101.62031
Masry, Elias
101
2005
Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022
Buckdahn, Rainer; Li, Juan; Peng, Shige
101
2009
Asymptotic behaviour of Wiener-Hopf factors of a random walk. Zbl 0353.60073
Veraverbeke, N.
94
1977
On convolution tails. Zbl 0487.60016
Embrechts, Paul; Goldie, Charles M.
94
1982
Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients. Zbl 0835.60049
Mao, Xuerong
93
1995
A universal result in almost sure central limit theory. Zbl 1053.60022
Berkes, István; Csáki, Endre
90
2001
M-estimation for autoregression with infinite variance. Zbl 0801.62081
Davis, Richard A.; Knight, Keith; Liu, Jian
89
1992
Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise. Zbl 1117.60064
Sritharan, S. S.; Sundar, P.
87
2006
Selecting the optimal sample fraction in univariate extreme value estimation. Zbl 0926.62013
Drees, Holger; Kaufmann, Edgar
86
1998
Razumikhin-type theorems on exponential stability of stochastic functional differential equations. Zbl 0889.60062
Mao, X.
85
1996
Long-time behaviour of a stochastic prey–predator model. Zbl 1075.60539
Rudnicki, Ryszard
84
2003
Backward stochastic differential equations with jumps and related nonlinear expectations. Zbl 1110.60062
Royer, Manuela
84
2006
Triangular array limits for continuous time random walks. Zbl 1153.60023
Meerschaert, Mark M.; Scheffler, Hans-Peter
81
2008
Option hedging for semimartingales. Zbl 0735.90028
Schweizer, Martin
81
1991
A random walk on \(p\)-adics – the generator and its spectrum. Zbl 0810.60065
Albeverio, Sergio; Karwowski, Witold
80
1994
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042
Delarue, François
80
2002
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
79
2008
On the Kullback-Leibler information divergence of locally stationary processes. Zbl 0849.60032
Dahlhaus, R.
78
1996
Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
78
2011
Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type. Zbl 0533.60021
Sato, Ken-iti; Yamazato, Makoto
75
1984
On generalized multiplicative cascades. Zbl 1028.60087
Liu, Quansheng
74
2000
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Zbl 0612.62127
Collomb, Gérard; Härdle, Wolfgang
74
1986
Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040
Nyrhinen, Harri
72
2001
Brownian analogues of Burke’s theorem. Zbl 1058.60078
O’Connell, Neil; Yor, Marc
72
2001
Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1176.60043
Gao, Fuqing
72
2009
Regularly varying multivariate time series. Zbl 1161.60319
Basrak, Bojan; Segers, Johan
72
2009
Strong approximations for epidemic models. Zbl 0823.92024
Ball, Frank; Donnelly, Peter
71
1995
On smoothed probability density estimation for stationary processes. Zbl 0588.62156
Castellana, J. V.; Leadbetter, M. R.
71
1986
Optimal trading strategy for an investor: the case of partial information. Zbl 0934.91021
Lakner, Peter
70
1998
Stability of regime-switching diffusions. Zbl 1119.60065
Khasminskii, R. Z.; Zhu, C.; Yin, G.
70
2007
Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058
Gyöngy, István
69
1998
Nonparametric regression estimation under mixing conditions. Zbl 0699.62038
Roussas, George G.
69
1990
Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. Zbl 0315.60035
Tweedie, Richard L.
69
1975
Nonparametric regression with long-range dependence. Zbl 0713.62048
Hall, Peter; Hart, Jeffrey D.
69
1990
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
68
2003
On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042
Veretennikov, A. Yu.
67
1997
Extremes of a certain class of Gaussian processes. Zbl 0997.60057
Hüsler, J.; Piterbarg, V.
67
1999
On solutions of backward stochastic differential equations with jumps and applications. Zbl 0890.60049
Situ, Rong
67
1997
BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. Zbl 1075.60534
El-Karoui, N.; Hamadène, S.
67
2003
Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. Zbl 1047.60059
Wu, Liming
67
2001
Risk theory in a stochastic economic environment. Zbl 0777.62098
Paulsen, Jostein
66
1993
Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070
Jarner, Søren Fiig; Hansen, Ernst
66
2000
Multivariate regression estimation: Local polynomial fitting for time series. Zbl 0889.60039
Masry, E.
66
1996
Ruin problems with assets and liabilities of diffusion type. Zbl 0962.60075
Norberg, Ragnar
65
1999
Power tailed ruin probabilities in the presence of risky investments. Zbl 1058.60095
Kalashnikov, Vladimir; Norberg, Ragnar
65
2002
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029
de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G.
65
1989
Stopping times and related Itô’s calculus with \(G\)-Brownian motion. Zbl 1225.60088
Li, Xinpeng; Peng, Shige
65
2011
On the ruin probabilities in a general economic environment. Zbl 0997.60041
Nyrhinen, Harri
63
1999
Weak convergence of multivariate fractional processes. Zbl 1028.60030
Marinucci, D.; Robinson, P. M.
63
2000
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
63
2008
Operator scaling stable random fields. Zbl 1111.60033
Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter
63
2007
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034
Douc, Randal; Fort, Gersende; Guillin, Arnaud
63
2009
Parabolic SPDEs driven by Poisson white noise. Zbl 0934.60055
Albeverio, Sergio; Wu, Jiang-Lun; Zhang, Tu-Sheng
62
1998
Estimation in nonlinear time series models. Zbl 0598.62109
Tjøstheim, Dag
62
1986
The mixing property of bilinear and generalised random coefficient autoregressive models. Zbl 0614.60062
Pham Dinh Tuan
62
1986
Limit theorems for multipower variation in the presence of jumps. Zbl 1096.60022
Barndorff-Nielsen, Ole E.; Shephard, Neil; Winkel, Matthias
62
2006
Fractional ARIMA with stable innovations. Zbl 0846.62066
Kokoszka, Piotr S.; Taqqu, Murad S.
61
1995
Weak approximation of killed diffusion using Euler schemes. Zbl 1045.60082
Gobet, Emmanuel
61
2000
Additional logarithmic utility of an insider. Zbl 0934.91020
Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin
61
1998
Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations. Zbl 1096.60026
Peng, Shige; Zhu, Xuehong
61
2006
Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation. Zbl 0885.62045
Liebscher, E.
60
1996
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
60
2002
Ruin problems with compounding assets. Zbl 0361.60053
Harrison, J. Michael
60
1977
Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps. Zbl 1118.60070
Masuda, Hiroki
60
2007
On pathwise stochastic integration. Zbl 0816.60047
Karandikar, Rajeeva L.
59
1995
Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030
Zhang, Yi; Shen, Xinmei; Weng, Chengguo
59
2009
General branching processes as Markov fields. Zbl 0678.92009
Jagers, Peter
59
1989
Stochastic equations of non-negative processes with jumps. Zbl 1184.60022
Fu, Zongfei; Li, Zenghu
59
2010
Limit laws for record values. Zbl 0253.60028
Resnick, Sidney I.
58
1973
Utility maximization with partial information. Zbl 0834.90022
Lakner, Peter
57
1995
The law of iterated logarithm for negatively associated random variables. Zbl 0997.60023
Shao, Qi-Man; Su, Chun
56
1999
Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062
Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen
56
2014
Some limit theorems for Hawkes processes and application to financial statistics. Zbl 1292.60032
Bacry, E.; Delattre, S.; Hoffmann, M.; Muzy, J. F.
56
2013
Uniform large deviations for parabolic SPDEs and applications. Zbl 0942.60056
Chenal, Fabien; Millet, Annie
55
1997
A microscopic interpretation for adaptive dynamics trait substitution sequence models. Zbl 1100.60055
Champagnat, Nicolas
54
2006
On the identifiability of interaction functions in systems of interacting particles. Zbl 07312677
Li, Zhongyang; Lu, Fei; Maggioni, Mauro; Tang, Sui; Zhang, Cheng
1
2021
Extremes of locally stationary Gaussian and chi fields on manifolds. Zbl 1466.60106
Qiao, Wanli
1
2021
Asymptotic approach for backward stochastic differential equation with singular terminal condition. Zbl 1454.60077
Graewe, Paulwin; Popier, Alexandre
1
2021
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games. Zbl 07339526
Klimsiak, Tomasz
1
2021
The domain of definition of the Lévy white noise. Zbl 07339595
Fageot, Julien; Humeau, Thomas
1
2021
Competing growth processes with random growth rates and random birth times. Zbl 07339598
Mailler, Cécile; Mörters, Peter; Senkevich, Anna
1
2021
Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift. Zbl 07157629
Chaudru de Raynal, P. E.
12
2020
Mean field analysis of neural networks: a central limit theorem. Zbl 1441.60022
Sirignano, Justin; Spiliopoulos, Konstantinos
9
2020
Selection of equilibria in a linear quadratic mean-field game. Zbl 07157665
Delarue, François; Tchuendom, Rinel Foguen
7
2020
Optimal stopping with \(f\)-expectations: the irregular case. Zbl 07173237
Grigorova, Miryana; Imkeller, Peter; Ouknine, Youssef; Quenez, Marie-Claire
7
2020
Volatility estimation for stochastic PDEs using high-frequency observations. Zbl 1462.60082
Bibinger, Markus; Trabs, Mathias
7
2020
Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling. Zbl 1435.60037
Liang, Mingjie; Wang, Jian
7
2020
General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment. Zbl 1444.92065
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
7
2020
An entropic interpolation proof of the HWI inequality. Zbl 1443.60023
Gentil, Ivan; Léonard, Christian; Ripani, Luigia; Tamanini, Luca
6
2020
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization. Zbl 1435.90012
Acciaio, B.; Backhoff-Veraguas, J.; Zalashko, A.
6
2020
\(L^q(L^p)\)-theory of stochastic differential equations. Zbl 1456.60153
Xia, Pengcheng; Xie, Longjie; Zhang, Xicheng; Zhao, Guohuan
5
2020
Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients. Zbl 07157632
Chen, Xian; Jia, Chen
4
2020
Multiperiod martingale transport. Zbl 1444.60033
Nutz, Marcel; Stebegg, Florian; Tan, Xiaowei
4
2020
Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling. Zbl 1440.60069
Czapla, Dawid; Horbacz, Katarzyna; Wojewódka-Ściążko, Hanna
4
2020
On time-inconsistent stopping problems and mixed strategy stopping times. Zbl 1435.60029
Christensen, Sören; Lindensjö, Kristoffer
4
2020
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
4
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A remark on triviality for the two-dimensional stochastic nonlinear wave equation. Zbl 1448.35587
Oh, Tadahiro; Okamoto, Mamoru; Robert, Tristan
4
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Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component. Zbl 1444.60060
Bréhier, Charles-Edouard
4
2020
Geometric ergodicity of affine processes on cones. Zbl 1434.60195
Mayerhofer, Eberhard; Stelzer, Robert; Vestweber, Johanna
4
2020
On laws of large numbers for systems with mean-field interactions and Markovian switching. Zbl 07157635
Nguyen, Son L.; Yin, George; Hoang, Tuan A.
3
2020
FK-Ising coupling applied to near-critical planar models. Zbl 07157647
Camia, Federico; Jiang, Jianping; Newman, Charles M.
3
2020
Gradient flow approach to local mean-field spin systems. Zbl 07173244
Bashiri, K.; Bovier, A.
3
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Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion. Zbl 1451.60076
Hong, Jialin; Huang, Chuying; Kamrani, Minoo; Wang, Xu
3
2020
Brownian motion with general drift. Zbl 1435.60047
Kinzebulatov, D.; Semënov, Yu. A.
3
2020
An approximation scheme for quasi-stationary distributions of killed diffusions. Zbl 1434.60014
Wang, Andi Q.; Roberts, Gareth O.; Steinsaltz, David
3
2020
An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation. Zbl 07243121
Wang, Xiaojie
3
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From infinite urn schemes to self-similar stable processes. Zbl 1434.60105
Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao
3
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Analysis of a micro-macro acceleration method with minimum relative entropy moment matching. Zbl 07194639
Lelièvre, Tony; Samaey, Giovanni; Zieliński, Przemysław
3
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Invariance principles for random walks in cones. Zbl 1456.60103
Duraj, Jetlir; Wachtel, Vitali
3
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Regularly varying random fields. Zbl 1456.60127
Wu, Lifan; Samorodnitsky, Gennady
3
2020
Optimal kernel estimation of spot volatility of stochastic differential equations. Zbl 1441.62225
Figueroa-López, José E.; Li, Cheng
3
2020
Stein’s method for multivariate Brownian approximations of sums under dependence. Zbl 1445.60058
Kasprzak, Mikołaj J.
3
2020
Forward-backward SDEs with distributional coefficients. Zbl 1443.60062
Issoglio, Elena; Jing, Shuai
2
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Stable processes conditioned to avoid an interval. Zbl 07157642
Döring, Leif; Kyprianou, Andreas E.; Weissmann, Philip
2
2020
Large deviations for empirical measures of mean-field Gibbs measures. Zbl 07157644
Liu, Wei; Wu, Liming
2
2020
Continuous-time random walk between Lévy-spaced targets in the real line. Zbl 1462.60056
Bianchi, Alessandra; Lenci, Marco; Pène, Françoise
2
2020
Optimal stopping of a Brownian bridge with an unknown pinning point. Zbl 1441.60034
Ekström, Erik; Vaicenavicius, Juozas
2
2020
Bayesian estimations for diagonalizable bilinear SPDEs. Zbl 1447.60092
Cheng, Ziteng; Cialenco, Igor; Gong, Ruoting
2
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Degree growth rates and index estimation in a directed preferential attachment model. Zbl 1443.60078
Wang, Tiandong; Resnick, Sidney I.
2
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Metropolis-Hastings reversiblizations of non-reversible Markov chains. Zbl 1436.60070
Choi, Michael C. H.
2
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Explosion in weighted hyperbolic random graphs and geometric inhomogeneous random graphs. Zbl 1440.60011
Komjáthy, Júlia; Lodewijks, Bas
2
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Existence of infinite Viterbi path for pairwise Markov models. Zbl 07173241
Lember, Jüri; Sova, Joonas
2
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On Shige Peng’s central limit theorem. Zbl 1433.60013
Krylov, N. V.
2
2020
A semigroup approach to nonlinear Lévy processes. Zbl 1457.60075
Denk, Robert; Kupper, Michael; Nendel, Max
2
2020
Random walk in changing environment. Zbl 1454.60058
Amir, Gideon; Benjamini, Itai; Gurel-Gurevich, Ori; Kozma, Gady
2
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The Cauchy problem for fractional conservation laws driven by Lévy noise. Zbl 1447.35349
Bhauryal, Neeraj; Koley, Ujjwal; Vallet, Guy
2
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Existence of densities for multi-type continuous-state branching processes with immigration. Zbl 1453.60040
Friesen, Martin; Jin, Peng; Rüdiger, Barbara
2
2020
Lévy driven CARMA generalized processes and stochastic partial differential equations. Zbl 1455.60070
Berger, David
2
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Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes. Zbl 1456.62038
Amorino, Chiara; Gloter, Arnaud
2
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Optimal liquidation under partial information with price impact. Zbl 1444.91196
Colaneri, Katia; Eksi, Zehra; Frey, Rüdiger; Szölgyenyi, Michaela
2
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Stochastic representation of solution to nonlocal-in-time diffusion. Zbl 1441.60060
Du, Qiang; Toniazzi, Lorenzo; Zhou, Zhi
2
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Perturbation bounds for Monte Carlo within metropolis via restricted approximations. Zbl 07188046
Medina-Aguayo, Felipe; Rudolf, Daniel; Schweizer, Nikolaus
2
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PageRank on inhomogeneous random digraphs. Zbl 1437.05214
Lee, Jiung; Olvera-Cravioto, Mariana
2
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Markov branching processes with disasters: extinction, survival and duality to \(p\)-jump processes. Zbl 1434.60241
Hermann, Felix; Pfaffelhuber, Peter
2
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An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 1467.60040
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2
2020
Heat kernel for non-local operators with variable order. Zbl 1462.60106
Chen, Xin; Chen, Zhen-Qing; Wang, Jian
2
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Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions. Zbl 1434.60089
Gulisashvili, Archil
2
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Non-equilibrium and stationary fluctuations for the SSEP with slow boundary. Zbl 1441.60079
Gonçalves, P.; Jara, M.; Menezes, O.; Neumann, A.
2
2020
Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one. Zbl 1445.60029
Mohan, Manil T.
2
2020
\(W^{2, p}\)-solutions of parabolic SPDEs in general domains. Zbl 07157626
Du, Kai
1
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Optimal importance sampling for Lévy processes. Zbl 07157627
Genin, Adrien; Tankov, Peter
1
2020
Recursive computation of invariant distributions of Feller processes. Zbl 1443.60075
Pagès, Gilles; Rey, Clément
1
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Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces. Zbl 1447.60112
Liu, Kai
1
2020
Estimates of Dirichlet heat kernel for symmetric Markov processes. Zbl 07157640
Grzywny, Tomasz; Kim, Kyung-Youn; Kim, Panki
1
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Poisson percolation on the oriented square lattice. Zbl 07157643
Cristali, Irina; Junge, Matthew; Durrett, Rick
1
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Discretization error for the maximum of a Gaussian field. Zbl 07157646
Azaïs, Jean-Marc; Chassan, Malika
1
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Self-decomposability of weak variance generalised gamma convolutions. Zbl 07157650
Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B.
1
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Self-similar solutions of kinetic-type equations: the boundary case. Zbl 07157652
Bogus, Kamil; Buraczewski, Dariusz; Marynych, Alexander
1
2020
Market delay and \(G\)-expectations. Zbl 1431.91392
Dolinsky, Yan; Zouari, Jonathan
1
2020
Posterior consistency for partially observed Markov models. Zbl 07157655
Douc, Randal; Olsson, Jimmy; Roueff, François
1
2020
Conditional nonlinear expectations. Zbl 1444.60005
Bartl, Daniel
1
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Contact process under renewals II. Zbl 07157668
Fontes, Luiz Renato; Mountford, Thomas S.; Vares, Maria Eulália
1
2020
Maintenance of diversity in a hierarchical host-parasite model with balancing selection and reinfection. Zbl 07157669
Pokalyuk, Cornelia; Wakolbinger, Anton
1
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Continuum directed random polymers on disordered hierarchical diamond lattices. Zbl 07173249
Clark, Jeremy Thane
1
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The correlation function of a queue with Lévy and Markov additive input. Zbl 07173251
Berkelmans, Wouter; Cichocka, Agata; Mandjes, Michel
1
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Long time behavior of a mean-field model of interacting neurons. Zbl 1437.35708
Cormier, Quentin; Tanré, Etienne; Veltz, Romain
1
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An inequality connecting entropy distance, Fisher information and large deviations. Zbl 1441.60023
Hilder, Bastian; Peletier, Mark A.; Sharma, Upanshu; Tse, Oliver
1
2020
On the support of solutions to stochastic differential equations with path-dependent coefficients. Zbl 1435.60045
Cont, Rama; Kalinin, Alexander
1
2020
Normal approximation by Stein’s method under sublinear expectations. Zbl 1434.60078
Song, Yongsheng
1
2020
Diffusive search with spatially dependent resetting. Zbl 1434.60219
Pinsky, Ross G.
1
2020
On Bernstein processes generated by hierarchies of linear parabolic systems in \(\mathbb{R}^d\). Zbl 1442.60045
Vuillermot, Pierre-A.; Zambrini, J.-C.
1
2020
Penalization of Galton-Watson processes. Zbl 1453.60143
Abraham, Romain; Debs, Pierre
1
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Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions. Zbl 1439.35250
Tölle, Jonas M.
1
2020
No-arbitrage with multiple-priors in discrete time. Zbl 1458.91234
Blanchard, Romain; Carassus, Laurence
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Hydrodynamics of the weakly asymmetric normalized binary contact path process. Zbl 1457.82274
Xue, Xiaofeng; Zhao, Linjie
1
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Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input. Zbl 1454.60122
Holbach, Simon
1
2020
Infinite dimensional affine processes. Zbl 1454.60114
Schmidt, Thorsten; Tappe, Stefan; Yu, Weijun
1
2020
Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates. Zbl 1454.60079
Kulczycki, Tadeusz; Ryznar, Michał
1
2020
Tier structure of strongly endotactic reaction networks. Zbl 1455.60104
Anderson, David F.; Cappelletti, Daniele; Kim, Jinsu; Nguyen, Tung D.
1
2020
The stochastic thin-film equation: existence of nonnegative martingale solutions. Zbl 1454.60092
Gess, Benjamin; Gnann, Manuel V.
1
2020
Invasion and fixation of microbial dormancy traits under competitive pressure. Zbl 1454.60134
Blath, Jochen; Tóbiás, András
1
2020
Stochastic differential equations with critical drifts. Zbl 1447.35403
Nam, Kyeongsik
1
2020
Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations. Zbl 1448.92211
Kraaij, Richard C.; Mahé, Louis
1
2020
Fundamental properties of process distances. Zbl 1454.60048
Veraguas, Julio Backhoff; Beiglböck, Mathias; Eder, Manu; Pichler, Alois
1
2020
A new CLT for additive functionals of Markov chains. Zbl 1450.60018
Peligrad, Magda
1
2020
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93 Mao, Xuerong
83 Hashorva, Enkelejd
78 Nualart, David
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68 Tudor, Ciprian A.
65 Leonenko, Nikolai N.
64 Taqqu, Murad S.
63 Yan, Litan
62 Wang, Feng-Yu
60 Yuan, Chenggui
59 Kyprianou, Andreas E.
59 Song, Renming
58 Elliott, Robert James
58 Kim, Panki
58 Samorodnitsky, Gennady Pinkhosovich
57 Röckner, Michael
57 Zhang, Tusheng S.
56 Xiao, Yimin
55 Zhang, Li-Xin
54 Mandjes, Michel Robertus Hendrikus
53 Dębicki, Krzysztof
53 Lin, Zhengyan
51 Mikosch, Thomas
50 Ren, Yong
50 Yin, George Gang
49 Ouknine, Youssef
48 Klüppelberg, Claudia
47 Doukhan, Paul
47 Nourdin, Ivan
47 Wang, Jian
46 Siu, Tak Kuen
46 Surgailis, Donatas
46 Wang, Ke
46 Zhang, Xicheng
45 Meerschaert, Mark Marvin
45 Resnick, Sidney Ira
44 Øksendal, Bernt Karsten
44 Tang, Qihe
43 Iksanov, Aleksander M.
42 Bayraktar, Erhan
42 Tindel, Samy
42 Xiong, Jie
41 Russo, Francesco
40 Csörgő, Miklós
40 Imkeller, Peter
40 Liu, Meng
40 Moulines, Eric
40 Yang, Hailiang
39 Landim, Claudio
39 Peccati, Giovanni
39 Roberts, Gareth O.
39 Wu, Wei Biao
38 Flandoli, Franco
38 Mishura, Yuliya Stepanivna
38 Touzi, Nizar
38 Zeifman, Alexander Izrailevich
37 Albeverio, Sergio A.
37 Brzeźniak, Zdzisław
37 Hu, Yaozhong
37 Wang, Yuebao
37 Yor, Marc
36 Dedecker, Jérôme
36 Durrett, Richard Timothy
36 Fan, Shengjun
36 Peligrad, Magda
36 Pitman, Jim William
36 Wang, Yongjin
35 Glynn, Peter W.
35 Janson, Svante
35 Jeanblanc, Monique
35 Pham, Huyên
35 Wu, Fuke
35 Zwart, Bert P.
34 Davis, Richard A.
34 Jacod, Jean
34 Merlevède, Florence
34 Palmowski, Zbigniew
34 Pap, Gyula
33 Duan, Jinqiao
33 Liu, Quansheng
33 Orsingher, Enzo
33 Tan, Zhongquan
32 Hüsler, Jürg
32 Maller, Ross Arthur
32 Podolskij, Mark
32 Ren, Yanxia
32 Yin, Gang George
31 Anh, Vo V.
31 Bao, Jianhai
31 Gao, Fuqing
31 Liang, Hanying
31 Nane, Erkan
31 Pagès, Gilles
31 Wang, Kaiyong
30 Gobet, Emmanuel
30 Kabluchko, Zakhar A.
30 Kokoszka, Piotr S.
30 Li, Zenghu
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