# zbMATH — the first resource for mathematics

## 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)

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3,917 Publications have been cited 41,657 times in 26,276 Documents Cited by Year
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Heat kernel estimates for stable-like processes on $$d$$-sets. Zbl 1075.60556
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$$L^p$$ solutions of backward stochastic differential equations. Zbl 1075.65503
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Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Zbl 1071.60059
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Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Zbl 1075.60072
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A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020
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Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037
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Regular variation of GARCH processes. Zbl 1060.60033
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Strong approximation theorems for density dependent Markov chains. Zbl 0373.60085
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A stochastic calculus model of continuous trading: Complete markets. Zbl 0511.60094
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Functional limit theorems for multitype branching processes and generalized Pólya urns. Zbl 1075.60109
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Maximum-likelihood estimation for hidden Markov models. Zbl 0738.62081
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On the optimal stopping problem for one-dimensional diffusions. Zbl 1075.60524
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Nonparametric regression estimation for dependent functional data: asymptotic normality. Zbl 1101.62031
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Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022
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Asymptotic behaviour of Wiener-Hopf factors of a random walk. Zbl 0353.60073
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On convolution tails. Zbl 0487.60016
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Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients. Zbl 0835.60049
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1995
A universal result in almost sure central limit theory. Zbl 1053.60022
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2001
M-estimation for autoregression with infinite variance. Zbl 0801.62081
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1992
Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise. Zbl 1117.60064
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2006
Selecting the optimal sample fraction in univariate extreme value estimation. Zbl 0926.62013
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1998
Razumikhin-type theorems on exponential stability of stochastic functional differential equations. Zbl 0889.60062
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1996
Long-time behaviour of a stochastic prey–predator model. Zbl 1075.60539
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2003
Backward stochastic differential equations with jumps and related nonlinear expectations. Zbl 1110.60062
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2006
Triangular array limits for continuous time random walks. Zbl 1153.60023
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2008
Option hedging for semimartingales. Zbl 0735.90028
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1991
A random walk on $$p$$-adics – the generator and its spectrum. Zbl 0810.60065
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1994
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042
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2002
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
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2008
On the Kullback-Leibler information divergence of locally stationary processes. Zbl 0849.60032
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1996
Martingale representation theorem for the $$G$$-expectation. Zbl 1228.60070
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2011
Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type. Zbl 0533.60021
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1984
On generalized multiplicative cascades. Zbl 1028.60087
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2000
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Zbl 0612.62127
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1986
Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040
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2001
Brownian analogues of Burke’s theorem. Zbl 1058.60078
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2001
Pathwise properties and homeomorphic flows for stochastic differential equations driven by $$G$$-Brownian motion. Zbl 1176.60043
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2009
Regularly varying multivariate time series. Zbl 1161.60319
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2009
Strong approximations for epidemic models. Zbl 0823.92024
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1995
On smoothed probability density estimation for stationary processes. Zbl 0588.62156
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1986
Optimal trading strategy for an investor: the case of partial information. Zbl 0934.91021
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1998
Stability of regime-switching diffusions. Zbl 1119.60065
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2007
Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058
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1998
Nonparametric regression estimation under mixing conditions. Zbl 0699.62038
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1990
Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. Zbl 0315.60035
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1975
Nonparametric regression with long-range dependence. Zbl 0713.62048
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1990
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
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2003
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1997
Extremes of a certain class of Gaussian processes. Zbl 0997.60057
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1999
On solutions of backward stochastic differential equations with jumps and applications. Zbl 0890.60049
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1997
BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. Zbl 1075.60534
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2003
Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. Zbl 1047.60059
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2001
Risk theory in a stochastic economic environment. Zbl 0777.62098
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1993
Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070
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2000
Multivariate regression estimation: Local polynomial fitting for time series. Zbl 0889.60039
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1996
Ruin problems with assets and liabilities of diffusion type. Zbl 0962.60075
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1999
Power tailed ruin probabilities in the presence of risky investments. Zbl 1058.60095
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2002
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029
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1989
Stopping times and related Itô’s calculus with $$G$$-Brownian motion. Zbl 1225.60088
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2011
On the ruin probabilities in a general economic environment. Zbl 0997.60041
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1999
Weak convergence of multivariate fractional processes. Zbl 1028.60030
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2000
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
2008
Operator scaling stable random fields. Zbl 1111.60033
Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter
2007
Subgeometric rates of convergence of $$f$$-ergodic strong Markov processes. Zbl 1163.60034
Douc, Randal; Fort, Gersende; Guillin, Arnaud
2009
Parabolic SPDEs driven by Poisson white noise. Zbl 0934.60055
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1998
Estimation in nonlinear time series models. Zbl 0598.62109
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1986
The mixing property of bilinear and generalised random coefficient autoregressive models. Zbl 0614.60062
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1986
Limit theorems for multipower variation in the presence of jumps. Zbl 1096.60022
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2006
Fractional ARIMA with stable innovations. Zbl 0846.62066
Kokoszka, Piotr S.; Taqqu, Murad S.
1995
Weak approximation of killed diffusion using Euler schemes. Zbl 1045.60082
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2000
Additional logarithmic utility of an insider. Zbl 0934.91020
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1998
Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations. Zbl 1096.60026
Peng, Shige; Zhu, Xuehong
2006
Strong convergence of sums of $$\alpha$$-mixing random variables with applications to density estimation. Zbl 0885.62045
Liebscher, E.
1996
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
2002
Ruin problems with compounding assets. Zbl 0361.60053
Harrison, J. Michael
1977
Ergodicity and exponential $$\beta$$-mixing bounds for multidimensional diffusions with jumps. Zbl 1118.60070
Masuda, Hiroki
2007
On pathwise stochastic integration. Zbl 0816.60047
Karandikar, Rajeeva L.
1995
Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030
Zhang, Yi; Shen, Xinmei; Weng, Chengguo
2009
General branching processes as Markov fields. Zbl 0678.92009
Jagers, Peter
1989
Stochastic equations of non-negative processes with jumps. Zbl 1184.60022
Fu, Zongfei; Li, Zenghu
2010
Limit laws for record values. Zbl 0253.60028
Resnick, Sidney I.
1973
Utility maximization with partial information. Zbl 0834.90022
Lakner, Peter
1995
The law of iterated logarithm for negatively associated random variables. Zbl 0997.60023
Shao, Qi-Man; Su, Chun
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
2014
Some limit theorems for Hawkes processes and application to financial statistics. Zbl 1292.60032
Bacry, E.; Delattre, S.; Hoffmann, M.; Muzy, J. F.
2013
Uniform large deviations for parabolic SPDEs and applications. Zbl 0942.60056
Chenal, Fabien; Millet, Annie
1997
A microscopic interpretation for adaptive dynamics trait substitution sequence models. Zbl 1100.60055
Champagnat, Nicolas
2006
On the identifiability of interaction functions in systems of interacting particles. Zbl 07312677
Li, Zhongyang; Lu, Fei; Maggioni, Mauro; Tang, Sui; Zhang, Cheng
2021
Extremes of locally stationary Gaussian and chi fields on manifolds. Zbl 1466.60106
Qiao, Wanli
2021
Asymptotic approach for backward stochastic differential equation with singular terminal condition. Zbl 1454.60077
Graewe, Paulwin; Popier, Alexandre
2021
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games. Zbl 07339526
Klimsiak, Tomasz
2021
The domain of definition of the Lévy white noise. Zbl 07339595
Fageot, Julien; Humeau, Thomas
2021
Competing growth processes with random growth rates and random birth times. Zbl 07339598
Mailler, Cécile; Mörters, Peter; Senkevich, Anna
2021
Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift. Zbl 07157629
Chaudru de Raynal, P. E.
2020
Mean field analysis of neural networks: a central limit theorem. Zbl 1441.60022
Sirignano, Justin; Spiliopoulos, Konstantinos
2020
Selection of equilibria in a linear quadratic mean-field game. Zbl 07157665
Delarue, François; Tchuendom, Rinel Foguen
2020
Optimal stopping with $$f$$-expectations: the irregular case. Zbl 07173237
Grigorova, Miryana; Imkeller, Peter; Ouknine, Youssef; Quenez, Marie-Claire
2020
Volatility estimation for stochastic PDEs using high-frequency observations. Zbl 1462.60082
Bibinger, Markus; Trabs, Mathias
2020
Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling. Zbl 1435.60037
Liang, Mingjie; Wang, Jian
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
2020
An entropic interpolation proof of the HWI inequality. Zbl 1443.60023
Gentil, Ivan; Léonard, Christian; Ripani, Luigia; Tamanini, Luca
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.
2020
$$L^q(L^p)$$-theory of stochastic differential equations. Zbl 1456.60153
Xia, Pengcheng; Xie, Longjie; Zhang, Xicheng; Zhao, Guohuan
2020
Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients. Zbl 07157632
Chen, Xian; Jia, Chen
2020
Multiperiod martingale transport. Zbl 1444.60033
Nutz, Marcel; Stebegg, Florian; Tan, Xiaowei
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
2020
On time-inconsistent stopping problems and mixed strategy stopping times. Zbl 1435.60029
Christensen, Sören; Lindensjö, Kristoffer
2020
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
2020
A remark on triviality for the two-dimensional stochastic nonlinear wave equation. Zbl 1448.35587
Oh, Tadahiro; Okamoto, Mamoru; Robert, Tristan
2020
Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component. Zbl 1444.60060
Bréhier, Charles-Edouard
2020
Geometric ergodicity of affine processes on cones. Zbl 1434.60195
Mayerhofer, Eberhard; Stelzer, Robert; Vestweber, Johanna
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.
2020
FK-Ising coupling applied to near-critical planar models. Zbl 07157647
Camia, Federico; Jiang, Jianping; Newman, Charles M.
2020
Gradient flow approach to local mean-field spin systems. Zbl 07173244
Bashiri, K.; Bovier, A.
2020
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
2020
Brownian motion with general drift. Zbl 1435.60047
Kinzebulatov, D.; Semënov, Yu. A.
2020
An approximation scheme for quasi-stationary distributions of killed diffusions. Zbl 1434.60014
Wang, Andi Q.; Roberts, Gareth O.; Steinsaltz, David
2020
An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation. Zbl 07243121
Wang, Xiaojie
2020
From infinite urn schemes to self-similar stable processes. Zbl 1434.60105
Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao
2020
Analysis of a micro-macro acceleration method with minimum relative entropy moment matching. Zbl 07194639
Lelièvre, Tony; Samaey, Giovanni; Zieliński, Przemysław
2020
Invariance principles for random walks in cones. Zbl 1456.60103
Duraj, Jetlir; Wachtel, Vitali
2020
Regularly varying random fields. Zbl 1456.60127
Wu, Lifan; Samorodnitsky, Gennady
2020
Optimal kernel estimation of spot volatility of stochastic differential equations. Zbl 1441.62225
Figueroa-López, José E.; Li, Cheng
2020
Stein’s method for multivariate Brownian approximations of sums under dependence. Zbl 1445.60058
Kasprzak, Mikołaj J.
2020
Forward-backward SDEs with distributional coefficients. Zbl 1443.60062
Issoglio, Elena; Jing, Shuai
2020
Stable processes conditioned to avoid an interval. Zbl 07157642
Döring, Leif; Kyprianou, Andreas E.; Weissmann, Philip
2020
Large deviations for empirical measures of mean-field Gibbs measures. Zbl 07157644
Liu, Wei; Wu, Liming
2020
Continuous-time random walk between Lévy-spaced targets in the real line. Zbl 1462.60056
Bianchi, Alessandra; Lenci, Marco; Pène, Françoise
2020
Optimal stopping of a Brownian bridge with an unknown pinning point. Zbl 1441.60034
Ekström, Erik; Vaicenavicius, Juozas
2020
Bayesian estimations for diagonalizable bilinear SPDEs. Zbl 1447.60092
Cheng, Ziteng; Cialenco, Igor; Gong, Ruoting
2020
Degree growth rates and index estimation in a directed preferential attachment model. Zbl 1443.60078
Wang, Tiandong; Resnick, Sidney I.
2020
Metropolis-Hastings reversiblizations of non-reversible Markov chains. Zbl 1436.60070
Choi, Michael C. H.
2020
Explosion in weighted hyperbolic random graphs and geometric inhomogeneous random graphs. Zbl 1440.60011
Komjáthy, Júlia; Lodewijks, Bas
2020
Existence of infinite Viterbi path for pairwise Markov models. Zbl 07173241
Lember, Jüri; Sova, Joonas
2020
On Shige Peng’s central limit theorem. Zbl 1433.60013
Krylov, N. V.
2020
A semigroup approach to nonlinear Lévy processes. Zbl 1457.60075
Denk, Robert; Kupper, Michael; Nendel, Max
2020
Random walk in changing environment. Zbl 1454.60058
Amir, Gideon; Benjamini, Itai; Gurel-Gurevich, Ori; Kozma, Gady
2020
The Cauchy problem for fractional conservation laws driven by Lévy noise. Zbl 1447.35349
Bhauryal, Neeraj; Koley, Ujjwal; Vallet, Guy
2020
Existence of densities for multi-type continuous-state branching processes with immigration. Zbl 1453.60040
Friesen, Martin; Jin, Peng; Rüdiger, Barbara
2020
Lévy driven CARMA generalized processes and stochastic partial differential equations. Zbl 1455.60070
Berger, David
2020
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes. Zbl 1456.62038
Amorino, Chiara; Gloter, Arnaud
2020
Optimal liquidation under partial information with price impact. Zbl 1444.91196
Colaneri, Katia; Eksi, Zehra; Frey, Rüdiger; Szölgyenyi, Michaela
2020
Stochastic representation of solution to nonlocal-in-time diffusion. Zbl 1441.60060
Du, Qiang; Toniazzi, Lorenzo; Zhou, Zhi
2020
Perturbation bounds for Monte Carlo within metropolis via restricted approximations. Zbl 07188046
Medina-Aguayo, Felipe; Rudolf, Daniel; Schweizer, Nikolaus
2020
PageRank on inhomogeneous random digraphs. Zbl 1437.05214
Lee, Jiung; Olvera-Cravioto, Mariana
2020
Markov branching processes with disasters: extinction, survival and duality to $$p$$-jump processes. Zbl 1434.60241
Hermann, Felix; Pfaffelhuber, Peter
2020
An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 1467.60040
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2020
Heat kernel for non-local operators with variable order. Zbl 1462.60106
Chen, Xin; Chen, Zhen-Qing; Wang, Jian
2020
Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions. Zbl 1434.60089
Gulisashvili, Archil
2020
Non-equilibrium and stationary fluctuations for the SSEP with slow boundary. Zbl 1441.60079
Gonçalves, P.; Jara, M.; Menezes, O.; Neumann, A.
2020
Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one. Zbl 1445.60029
Mohan, Manil T.
2020
$$W^{2, p}$$-solutions of parabolic SPDEs in general domains. Zbl 07157626
Du, Kai
2020
Optimal importance sampling for Lévy processes. Zbl 07157627
Genin, Adrien; Tankov, Peter
2020
Recursive computation of invariant distributions of Feller processes. Zbl 1443.60075
Pagès, Gilles; Rey, Clément
2020
Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces. Zbl 1447.60112
Liu, Kai
2020
Estimates of Dirichlet heat kernel for symmetric Markov processes. Zbl 07157640
Grzywny, Tomasz; Kim, Kyung-Youn; Kim, Panki
2020
Poisson percolation on the oriented square lattice. Zbl 07157643
Cristali, Irina; Junge, Matthew; Durrett, Rick
2020
Discretization error for the maximum of a Gaussian field. Zbl 07157646
Azaïs, Jean-Marc; Chassan, Malika
2020
Self-decomposability of weak variance generalised gamma convolutions. Zbl 07157650
Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B.
2020
Self-similar solutions of kinetic-type equations: the boundary case. Zbl 07157652
Bogus, Kamil; Buraczewski, Dariusz; Marynych, Alexander
2020
Market delay and $$G$$-expectations. Zbl 1431.91392
Dolinsky, Yan; Zouari, Jonathan
2020
Posterior consistency for partially observed Markov models. Zbl 07157655
Douc, Randal; Olsson, Jimmy; Roueff, François
2020
Conditional nonlinear expectations. Zbl 1444.60005
Bartl, Daniel
2020
Contact process under renewals II. Zbl 07157668
Fontes, Luiz Renato; Mountford, Thomas S.; Vares, Maria Eulália
2020
Maintenance of diversity in a hierarchical host-parasite model with balancing selection and reinfection. Zbl 07157669
Pokalyuk, Cornelia; Wakolbinger, Anton
2020
Continuum directed random polymers on disordered hierarchical diamond lattices. Zbl 07173249
Clark, Jeremy Thane
2020
The correlation function of a queue with Lévy and Markov additive input. Zbl 07173251
Berkelmans, Wouter; Cichocka, Agata; Mandjes, Michel
2020
Long time behavior of a mean-field model of interacting neurons. Zbl 1437.35708
Cormier, Quentin; Tanré, Etienne; Veltz, Romain
2020
An inequality connecting entropy distance, Fisher information and large deviations. Zbl 1441.60023
Hilder, Bastian; Peletier, Mark A.; Sharma, Upanshu; Tse, Oliver
2020
On the support of solutions to stochastic differential equations with path-dependent coefficients. Zbl 1435.60045
Cont, Rama; Kalinin, Alexander
2020
Normal approximation by Stein’s method under sublinear expectations. Zbl 1434.60078
Song, Yongsheng
2020
Diffusive search with spatially dependent resetting. Zbl 1434.60219
Pinsky, Ross G.
2020
On Bernstein processes generated by hierarchies of linear parabolic systems in $$\mathbb{R}^d$$. Zbl 1442.60045
Vuillermot, Pierre-A.; Zambrini, J.-C.
2020
Penalization of Galton-Watson processes. Zbl 1453.60143
Abraham, Romain; Debs, Pierre
2020
Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions. Zbl 1439.35250
Tölle, Jonas M.
2020
No-arbitrage with multiple-priors in discrete time. Zbl 1458.91234
Blanchard, Romain; Carassus, Laurence
2020
Hydrodynamics of the weakly asymmetric normalized binary contact path process. Zbl 1457.82274
Xue, Xiaofeng; Zhao, Linjie
2020
Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input. Zbl 1454.60122
Holbach, Simon
2020
Infinite dimensional affine processes. Zbl 1454.60114
Schmidt, Thorsten; Tappe, Stefan; Yu, Weijun
2020
Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates. Zbl 1454.60079
Kulczycki, Tadeusz; Ryznar, Michał
2020
Tier structure of strongly endotactic reaction networks. Zbl 1455.60104
Anderson, David F.; Cappelletti, Daniele; Kim, Jinsu; Nguyen, Tung D.
2020
The stochastic thin-film equation: existence of nonnegative martingale solutions. Zbl 1454.60092
Gess, Benjamin; Gnann, Manuel V.
2020
Invasion and fixation of microbial dormancy traits under competitive pressure. Zbl 1454.60134
Blath, Jochen; Tóbiás, András
2020
Stochastic differential equations with critical drifts. Zbl 1447.35403
Nam, Kyeongsik
2020
Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations. Zbl 1448.92211
Kraaij, Richard C.; Mahé, Louis
2020
Fundamental properties of process distances. Zbl 1454.60048
Veraguas, Julio Backhoff; Beiglböck, Mathias; Eder, Manu; Pichler, Alois
2020
A new CLT for additive functionals of Markov chains. Zbl 1450.60018
Peligrad, Magda
2020
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#### Cited by 18,101 Authors

 93 Mao, Xuerong 83 Hashorva, Enkelejd 78 Nualart, David 76 Chen, Zhen-Qing 73 Horváth, Lajos 72 Jiang, Daqing 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 ...and 18,001 more Authors
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#### Cited in 818 Journals

 2,461 Stochastic Processes and their Applications 1,089 Statistics & Probability Letters 688 The Annals of Applied Probability 673 The Annals of Probability 521 Probability Theory and Related Fields 510 Journal of Statistical Physics 498 Journal of Applied Probability 489 Journal of Theoretical Probability 471 Bernoulli 465 Journal of Mathematical Analysis and Applications 422 Stochastic Analysis and Applications 371 Journal of Statistical Planning and Inference 358 Advances in Applied Probability 337 Journal of Multivariate Analysis 317 The Annals of Statistics 314 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 305 Journal of Econometrics 301 Insurance Mathematics & Economics 295 Communications in Statistics. Theory and Methods 230 Electronic Journal of Probability 229 Stochastics and Dynamics 221 Journal of Time Series Analysis 210 Queueing Systems 199 Journal of Functional Analysis 196 Finance and Stochastics 192 Stochastics 176 Potential Analysis 176 Methodology and Computing in Applied Probability 174 Mathematical Finance 168 International Journal of Theoretical and Applied Finance 167 Theoretical Population Biology 166 Electronic Journal of Statistics 164 Applied Mathematics and Computation 164 Stochastic Models 161 Journal of Computational and Applied Mathematics 160 Communications in Mathematical Physics 160 Extremes 158 Journal of Differential Equations 157 SIAM Journal on Control and Optimization 149 Econometric Theory 149 Quantitative Finance 144 Statistical Inference for Stochastic Processes 143 Statistics 135 European Journal of Operational Research 134 Applied Mathematics and Optimization 134 Transactions of the American Mathematical Society 133 Journal of Mathematical Biology 133 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 126 Lithuanian Mathematical Journal 125 Science China. Mathematics 121 Journal of Nonparametric Statistics 118 Annals of the Institute of Statistical Mathematics 110 Probability in the Engineering and Informational Sciences 106 Journal of Mathematical Physics 106 Acta Mathematica Sinica. English Series 104 Comptes Rendus. Mathématique. Académie des Sciences, Paris 99 Computational Statistics and Data Analysis 95 Abstract and Applied Analysis 93 Acta Mathematicae Applicatae Sinica. English Series 92 Electronic Communications in Probability 91 Infinite Dimensional Analysis, Quantum Probability and Related Topics 90 Advances in Difference Equations 89 SIAM Journal on Financial Mathematics 87 Automatica 86 ALEA. Latin American Journal of Probability and Mathematical Statistics 84 Acta Applicandae Mathematicae 83 Frontiers of Mathematics in China 81 Scandinavian Journal of Statistics 81 Discrete and Continuous Dynamical Systems. Series B 80 Mathematical Biosciences 79 Computers & Mathematics with Applications 79 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 79 Mathematical Problems in Engineering 78 Applied Mathematical Finance 77 Systems & Control Letters 74 Theory of Probability and its Applications 74 Journal of Economic Dynamics & Control 74 Theory of Probability and Mathematical Statistics 71 Proceedings of the American Mathematical Society 71 Annals of Operations Research 71 Mathematics and Financial Economics 70 Journal of the Franklin Institute 69 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 69 Test 68 Scandinavian Actuarial Journal 67 Journal of Mathematical Sciences (New York) 64 Sequential Analysis 64 Mathematical Methods of Operations Research 63 Metrika 63 Journal of Optimization Theory and Applications 63 Journal of Inequalities and Applications 63 Journal of the Korean Statistical Society 62 Mathematics of Operations Research 61 Operations Research Letters 60 Mathematical and Computer Modelling 60 Stochastic and Partial Differential Equations. Analysis and Computations 57 The Canadian Journal of Statistics 57 Random Operators and Stochastic Equations 56 Discrete and Continuous Dynamical Systems 56 Brazilian Journal of Probability and Statistics ...and 718 more Journals
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#### Cited in 63 Fields

 19,389 Probability theory and stochastic processes (60-XX) 6,502 Statistics (62-XX) 4,033 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,211 Partial differential equations (35-XX) 1,931 Numerical analysis (65-XX) 1,787 Systems theory; control (93-XX) 1,589 Statistical mechanics, structure of matter (82-XX) 1,554 Biology and other natural sciences (92-XX) 1,218 Operations research, mathematical programming (90-XX) 891 Ordinary differential equations (34-XX) 704 Dynamical systems and ergodic theory (37-XX) 695 Calculus of variations and optimal control; optimization (49-XX) 539 Operator theory (47-XX) 537 Combinatorics (05-XX) 404 Computer science (68-XX) 334 Measure and integration (28-XX) 325 Functional analysis (46-XX) 275 Fluid mechanics (76-XX) 243 Real functions (26-XX) 214 Global analysis, analysis on manifolds (58-XX) 200 Quantum theory (81-XX) 195 Potential theory (31-XX) 183 Harmonic analysis on Euclidean spaces (42-XX) 174 Integral equations (45-XX) 150 Information and communication theory, circuits (94-XX) 149 Linear and multilinear algebra; matrix theory (15-XX) 107 Special functions (33-XX) 102 Approximations and expansions (41-XX) 86 Number theory (11-XX) 81 Differential geometry (53-XX) 80 Difference and functional equations (39-XX) 67 Functions of a complex variable (30-XX) 63 Integral transforms, operational calculus (44-XX) 57 Geophysics (86-XX) 52 Convex and discrete geometry (52-XX) 50 Mechanics of particles and systems (70-XX) 43 Mechanics of deformable solids (74-XX) 42 Classical thermodynamics, heat transfer (80-XX) 38 Abstract harmonic analysis (43-XX) 35 Group theory and generalizations (20-XX) 28 Topological groups, Lie groups (22-XX) 26 History and biography (01-XX) 22 General topology (54-XX) 21 Sequences, series, summability (40-XX) 18 General and overarching topics; collections (00-XX) 16 Mathematical logic and foundations (03-XX) 16 Nonassociative rings and algebras (17-XX) 12 Astronomy and astrophysics (85-XX) 11 Algebraic topology (55-XX) 10 Relativity and gravitational theory (83-XX) 9 Order, lattices, ordered algebraic structures (06-XX) 9 Associative rings and algebras (16-XX) 9 Several complex variables and analytic spaces (32-XX) 9 Optics, electromagnetic theory (78-XX) 8 Field theory and polynomials (12-XX) 5 Algebraic geometry (14-XX) 4 General algebraic systems (08-XX) 4 Geometry (51-XX) 4 Mathematics education (97-XX) 3 Manifolds and cell complexes (57-XX) 2 Category theory; homological algebra (18-XX) 1 Commutative algebra (13-XX) 1 $$K$$-theory (19-XX)