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Content
2022, Volume 148, Issue C
- 1-24 Divergence of an integral of a process with small ball estimate
by Mishura, Yuliya & Yoshidae, Nakahiro
- 25-67 Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models
by Jin, Zhumengmeng & Hobert, James P.
- 68-97 Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone
by Elliott, Robert & Qiu, Jinniao & Wei, Wenning
- 98-138 Unique quasi-stationary distribution, with a possibly stabilizing extinction
by Velleret, Aurélien
- 139-179 Importance sampling for maxima on trees
by Basrak, Bojan & Conroy, Michael & Olvera-Cravioto, Mariana & Palmowski, Zbigniew
- 180-226 Interacting Hawkes processes with multiplicative inhibition
by Duval, Céline & Luçon, Eric & Pouzat, Christophe
- 227-266 Asymptotic fluctuations of geometric q-TASEP, geometric q-PushTASEP and q-PushASEP
by Vető, Bálint
- 267-277 Asymptotics of the optimum in discrete sequential assignment
by Járai, Antal A.
- 278-298 Backward stochastic differential equations with regime-switching and sublinear expectations
by Dela Vega, Engel John C. & Elliott, Robert J.
- 299-323 A ℂ0,1-functional Itô’s formula and its applications in mathematical finance
by Bouchard, Bruno & Loeper, Grégoire & Tan, Xiaolu
- 324-352 Local-density dependent Markov processes on graphons with epidemiological applications
by Keliger, Dániel & Horváth, Illés & Takács, Bálint
- 353-379 Vertex reinforced random walks with exponential interaction on complete graphs
by Rosales, Rafael A. & Prado, Fernando P.A. & Pires, Benito
- 380-399 Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms
by Huang, Lu-Jing & Kim, Kyung-Youn & Mao, Yong-Hua & Wang, Tao
2022, Volume 147, Issue C
- 1-50 Large deviations of cancer recurrence timing
by Hanagal, Pranav & Leder, Kevin & Wang, Zicheng
- 51-75 Characterisation of L0-boundedness for a general set of processes with no strictly positive element
by Bálint, Dániel Ágoston
- 76-106 Universality for random permutations and some other groups
by Kammoun, Mohamed Slim
- 107-144 Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions
by Baldassarri, Simone & Nardi, Francesca R.
- 145-174 An estimate for the radial chemical distance in 2d critical percolation clusters
by Sosoe, Philippe & Reeves, Lily
- 175-209 Percolation of the excursion sets of planar symmetric shot noise fields
by Lachieze-Rey, Raphael & Muirhead, Stephen
- 210-225 A characterization of solutions of quadratic BSDEs and a new approach to existence
by Jackson, Joe & Žitković, Gordan
- 226-269 Remarks on the non-uniqueness in law of the Navier–Stokes equations up to the J.-L. Lions’ exponent
by Yamazaki, Kazuo
- 270-299 An urn model with random multiple drawing and random addition
by Crimaldi, Irene & Louis, Pierre-Yves & Minelli, Ida G.
- 300-326 Fokker–Planck equation for Feynman–Kac transform of anomalous processes
by Zhang, Shuaiqi & Chen, Zhen-Qing
- 327-362 Positive hulls of random walks and bridges
by Godland, Thomas & Kabluchko, Zakhar
- 363-387 Some properties of solutions of Itô equations with drift in Ld+1
by Krylov, N.V.
- 388-422 Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations
by Pianoforte, Federico & Schulte, Matthias
- 423-455 Change-level detection for Lévy subordinators
by Al Masry, Zeina & Rabehasaina, Landy & Verdier, Ghislain
- 456-480 Cluster point processes and Poisson thinning INARMA
by Chen, Zezhun & Dassios, Angelos
2022, Volume 146, Issue C
- 1-21 Limits of invariant measures of stochastic Burgers equations driven by two kinds of α-stable processes
by Liu, Xianming
- 22-59 Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
by Grothaus, Martin & Mertin, Maximilian Constantin
- 60-79 Correlation bound for a one-dimensional continuous long-range Ising model
by Hasler, David & Hinrichs, Benjamin & Siebert, Oliver
- 80-97 SLLN and annealed CLT for random walks in I.I.D. random environment on Cayley trees
by Athreya, Siva & Bandyopadhyay, Antar & Dasgupta, Amites & Sahasrabudhe, Neeraja
- 98-113 Simple bounds for utility maximization with small transaction costs
by Bouchard, Bruno & Muhle-Karbe, Johannes
- 114-142 Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises
by Bao, Jianhai & Wang, Jian
- 143-163 Moving average Multifractional Processes with Random Exponent: Lower bounds for local oscillations
by Ayache, Antoine & Bouly, Florent
- 164-186 SDEs with two reflecting barriers driven by semimartingales and processes with bounded p-variation
by Falkowski, Adrian & Słomiński, Leszek
- 187-206 Central limit theorem for majority dynamics: Bribing three voters suffices
by Berkowitz, Ross & Devlin, Pat
- 207-263 The half-space Airy stat process
by Betea, D. & Ferrari, P.L. & Occelli, A.
- 264-310 Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts
by Adams, Daniel & dos Reis, Gonçalo & Ravaille, Romain & Salkeld, William & Tugaut, Julian
- 311-334 Extensions of Bougerol’s identity in law and the associated anticipative path transformations
by Hariya, Yuu
- 335-359 On the lack of semimartingale property
by Prokaj, Vilmos & Bondici, László
- 360-381 Brownian motion conditioned to spend limited time below a barrier
by Aurzada, Frank & Schickentanz, Dominic T.
- 382-413 On properties of the spherical mixed vector p-spin model
by Auffinger, Antonio & Zhou, Yuxin
2022, Volume 145, Issue C
- 1-28 Intertwining relations for diffusions in manifolds and applications to functional inequalities
by Huguet, Baptiste
- 29-47 Path decomposition of a reflected Lévy process on first passage over high levels
by Griffin, Philip S.
- 48-85 Optimal portfolio choice with path dependent benchmarked labor income: A mean field model
by Djehiche, Boualem & Gozzi, Fausto & Zanco, Giovanni & Zanella, Margherita
- 86-116 Extremal clustering under moderate long range dependence and moderately heavy tails
by Chen, Zaoli & Samorodnitsky, Gennady
- 117-142 Density estimates and short-time asymptotics for a hypoelliptic diffusion process
by Pigato, Paolo
- 143-164 Quasistationary distributions and ergodic control problems
by Budhiraja, Amarjit & Dupuis, Paul & Nyquist, Pierre & Wu, Guo-Jhen
- 165-203 Heat kernel bounds for a large class of Markov process with singular jump
by Kim, Kyung-Youn & Wang, Lidan
- 204-225 Probabilistic approach to the heat equation with a dynamic Hardy-type potential
by Okada, Izumi & Yanagida, Eiji
- 226-240 The best choice problem with random arrivals: How to beat the 1/e-strategy
by Gnedin, Alexander
- 241-268 A weak law of large numbers for realised covariation in a Hilbert space setting
by Benth, Fred Espen & Schroers, Dennis & Veraart, Almut E.D.
- 269-307 An ODE method to prove the geometric convergence of adaptive stochastic algorithms
by Akimoto, Youhei & Auger, Anne & Hansen, Nikolaus
- 308-334 Multi-dimensional normal approximation of heavy-tailed moving averages
by Azmoodeh, Ehsan & Ljungdahl, Mathias Mørck & Thäle, Christoph
- 335-352 Bayesian sequential least-squares estimation for the drift of a Wiener process
by Ekström, Erik & Karatzas, Ioannis & Vaicenavicius, Juozas
2022, Volume 144, Issue C
- 1-22 Strong solutions of forward–backward stochastic differential equations with measurable coefficients
by Luo, Peng & Menoukeu-Pamen, Olivier & Tangpi, Ludovic
- 23-71 Switching problems with controlled randomisation and associated obliquely reflected BSDEs
by Bénézet, Cyril & Chassagneux, Jean-François & Richou, Adrien
- 72-84 Ruin probabilities for a Sparre Andersen model with investments
by Eberlein, Ernst & Kabanov, Yuri & Schmidt, Thorsten
- 85-124 Time reversal of Markov processes with jumps under a finite entropy condition
by Conforti, Giovanni & Léonard, Christian
- 125-152 Linear competition processes and generalized Pólya urns with removals
by Popov, Serguei & Shcherbakov, Vadim & Volkov, Stanislav
- 153-172 Large deviation principle for the backward continued fraction expansion
by Takahasi, Hiroki
- 173-201 Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence
by Lelièvre, Tony & Ramil, Mouad & Reygner, Julien
- 202-228 A functional Itō-formula for Dawson–Watanabe superprocesses
by Mandler, Christian & Overbeck, Ludger
- 229-270 Asymptotic analysis of Poisson shot noise processes, and applications
by Torrisi, Giovanni Luca & Leonardi, Emilio
- 271-287 Wasserstein convergence rate for empirical measures on noncompact manifolds
by Wang, Feng-Yu
- 288-311 Transportation cost inequalities for SDEs with irregular drifts
by Suo, Yongqiang & Yuan, Chenggui & Zhang, Shao-Qin
- 312-368 Testing for changes in the tail behavior of Brown–Resnick Pareto processes
by Robert, Christian Y.
2022, Volume 143, Issue C
- 1-30 Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise
by Cialenco, Igor & Kim, Hyun-Jung
- 31-54 Propagation of singularities for the stochastic wave equation
by Lee, Cheuk Yin & Xiao, Yimin
- 55-88 Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise
by Durieu, Olivier & Wang, Yizao
- 89-105 Randomized multivariate Central Limit Theorems for ergodic homogeneous random fields
by Tempelman, Arkady
- 106-159 Spatial asymptotics for the Feynman–Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data
by Lyu, Yangyang
- 160-184 2D random magnetic Laplacian with white noise magnetic field
by Morin, Léo & Mouzard, Antoine
- 185-206 On the continuous dual Hahn process
by Bryc, Włodek
- 207-253 Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions
by Voit, Michael & Woerner, Jeannette H.C.
- 254-284 Self-Switching Markov Chains: Emerging dominance phenomena
by Gallo, S. & Iacobelli, G. & Ost, G. & Takahashi, D.Y.
- 285-339 Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
by Li, Bo & Pang, Guodong
2021, Volume 142, Issue C
- 1-33 Cluster based inference for extremes of time series
by Drees, Holger & Janßen, Anja & Neblung, Sebastian
- 34-78 Volterra equations driven by rough signals
by Harang, Fabian A. & Tindel, Samy
- 79-104 Càdlàg rough differential equations with reflecting barriers
by Allan, Andrew L. & Liu, Chong & Prömel, David J.
- 105-123 Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon
by Bladt, Mogens & Ivanovs, Jevgenijs
- 124-158 Hydrodynamics for the partial exclusion process in random environment
by Floreani, Simone & Redig, Frank & Sau, Federico
- 159-194 Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data
by Salins, M.
- 195-244 Renormalization of stochastic continuity equations on Riemannian manifolds
by Galimberti, Luca & Karlsen, Kenneth H.
- 245-292 Misspecified diffusion models with high-frequency observations and an application to neural networks
by Ogihara, Teppei
- 293-318 Berry–Esseen bounds and moderate deviations for random walks on GLd(R)
by Xiao, Hui & Grama, Ion & Liu, Quansheng
- 319-364 Stochastic functional Kolmogorov equations, I: Persistence
by Nguyen, Dang H. & Nguyen, Nhu N. & Yin, George
- 365-406 The lower tail of the half-space KPZ equation
by Kim, Yujin H.
- 407-431 Implementable coupling of Lévy process and Brownian motion
by Fomichov, Vladimir & González Cázares, Jorge & Ivanovs, Jevgenijs
- 432-461 Non-standard limits for a family of autoregressive stochastic sequences
by Foss, Sergey & Schulte, Matthias
- 462-478 Long range one-cookie random walk with positive speed
by Collevecchio, Andrea & Hamza, Kais & Nguyen, Tuan-Minh
- 479-512 American options in a non-linear incomplete market model with default
by Grigorova, Miryana & Quenez, Marie-Claire & Sulem, Agnès
- 513-548 Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
by Genon-Catalot, Valentine & Larédo, Catherine
- 549-579 Existence and percolation results for stopped germ-grain models with unbounded velocities
by Coupier, David & Dereudre, David & Le Stum, Simon
- 580-600 Large deviations for fractional volatility models with non-Gaussian volatility driver
by Gerhold, Stefan & Gerstenecker, Christoph & Gulisashvili, Archil
- 601-633 On the exact distributions of the maximum of the asymmetric telegraph process
by Cinque, Fabrizio & Orsingher, Enzo
- 634-670 Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
by Ernst, Philip A. & Franceschi, Sandro & Huang, Dongzhou
- 671-705 Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options
by Todorov, Viktor
2021, Volume 141, Issue C
- 1-56 Rough nonlocal diffusions
by Coghi, Michele & Nilssen, Torstein
- 57-78 Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations
by Lanconelli, Alberto & Scorolli, Ramiro
- 79-108 Telegraph random evolutions on a circle
by De Gregorio, Alessandro & Iafrate, Francesco
- 109-138 Discrete-time simulation of Stochastic Volterra equations
by Richard, Alexandre & Tan, Xiaolu & Yang, Fan
- 139-171 Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs
by Hu, Mingshang & Wang, Falei
- 172-196 Mean reflected stochastic differential equations with two constraints
by Falkowski, Adrian & Słomiński, Leszek
- 197-244 Mean field interaction on random graphs with dynamically changing multi-color edges
by Bayraktar, Erhan & Wu, Ruoyu
- 245-273 A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption
by Liu, Jiaqi
- 274-308 Moment bounds for dissipative semimartingales with heavy jumps
by Kulik, Alexei & Pavlyukevich, Ilya
- 309-343 Some properties of stationary continuous state branching processes
by Abraham, Romain & Delmas, Jean-François & He, Hui
- 344-375 Large sample autocovariance matrices of linear processes with heavy tails
by Heiny, Johannes & Mikosch, Thomas
- 376-411 Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach
by Nam, Kihun
2021, Volume 140, Issue C
- 1-20 Formulae for the derivative of the Poincaré constant of Gibbs measures
by Sieber, Julian
- 21-48 Regularity of multifractional moving average processes with random Hurst exponent
by Loboda, Dennis & Mies, Fabian & Steland, Ansgar
- 49-80 Moderate deviations of density-dependent Markov chains
by Xue, Xiaofeng
- 81-114 Locally interacting diffusions as Markov random fields on path space
by Lacker, Daniel & Ramanan, Kavita & Wu, Ruoyu
- 115-146 Continuity properties and the support of killed exponential functionals
by Behme, Anita & Lindner, Alexander & Reker, Jana & Rivero, Victor
- 147-182 Constructing fractional Gaussian fields from long-range divisible sandpiles on the torus
by Chiarini, Leandro & Jara, Milton & Ruszel, Wioletta M.
- 183-215 Brownian motion with a horizontal Bessel drift in a parabolic-type domain
by Alayed, Haneen & DeBlassie, Dante
- 216-235 Concentration on Poisson spaces via modified Φ-Sobolev inequalities
by Gusakova, Anna & Sambale, Holger & Thäle, Christoph
- 236-286 Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit
by Luo, Dejun & Zhu, Rongchan
- 287-338 A hierarchical mean field model of interacting spins
by Dai Pra, Paolo & Formentin, Marco & Pelino, Guglielmo
- 339-356 Irreducible decomposition for Markov processes
by Kuwae, Kazuhiro
2021, Volume 139, Issue C
- 1-36 Averaging principle for stochastic differential equations in the random periodic regime
by Uda, Kenneth
- 37-79 Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness
by Gulisashvili, Archil
- 80-109 Large deviations in discrete-time renewal theory
by Zamparo, Marco
- 110-138 A critical branching process with immigration in random environment
by Afanasyev, V.I.
- 139-174 On limit theorems for persistent Betti numbers from dependent data
by Krebs, Johannes
- 175-211 Global solutions to stochastic wave equations with superlinear coefficients
by Millet, Annie & Sanz-Solé, Marta
- 212-228 Lower Gaussian heat kernel bounds for the random conductance model in a degenerate ergodic environment
by Andres, Sebastian & Halberstam, Noah
- 229-279 Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders
by Cho, Soobin & Kim, Panki
- 280-297 Fluctuation limits for mean-field interacting nonlinear Hawkes processes
by Heesen, Sophie & Stannat, Wilhelm
- 298-320 Diffusion approximations in the online increasing subsequence problem
by Gnedin, Alexander & Seksenbayev, Amirlan
- 321-342 Two-type annihilating systems on the complete and star graph
by Cristali, Irina & Jiang, Yufeng & Junge, Matthew & Kassem, Remy & Sivakoff, David & York, Grayson
2021, Volume 138, Issue C
- 1-25 On stochastic Itô processes with drift in Ld
by Krylov, N.V.
- 26-55 Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise
by Nersesyan, Vahagn & Raquépas, Renaud
- 56-95 Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex
by Owada, Takashi & Samorodnitsky, Gennady & Thoppe, Gugan
- 96-116 On excursions inside an excursion
by Chen, May-Ru & Yen, Ju-Yi
- 117-152 Limit theorems for cloning algorithms
by Angeli, Letizia & Grosskinsky, Stefan & Johansen, Adam M.
- 153-185 Optimal stationary markings
by Błaszczyszyn, Bartłomiej & Hirsch, Christian
- 186-211 Asymptotic behavior for Markovian iterated function systems
by Fuh, Cheng-Der
- 212-233 Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions
by Dawson, D.A. & Vaillancourt, J. & Wang, H.
- 234-254 On estimation of quadratic variation for multivariate pure jump semimartingales
by Heiny, Johannes & Podolskij, Mark
2021, Volume 137, Issue C
- 1-34 The extremal process of super-Brownian motion
by Ren, Yan-Xia & Song, Renming & Zhang, Rui
- 35-61 Asymptotics for push on the complete graph
by Daknama, Rami & Panagiotou, Konstantinos & Reisser, Simon
- 62-105 Left–right crossings in the Miller–Abrahams random resistor network and in generalized Boolean models
by Faggionato, Alessandra & Mimun, Hlafo Alfie
- 106-148 The dynamics of stochastic mono-molecular reaction systems in stochastic environments
by Cappelletti, Daniele & Pal Majumder, Abhishek & Wiuf, Carsten
- 149-166 Local theorems for (multidimensional) additive functionals of semi-Markov chains
by Logachov, Artem & Mogulskii, Anatolii & Prokopenko, Evgeny & Yambartsev, Anatoly
- 167-199 LASSO estimation for spherical autoregressive processes
by Caponera, Alessia & Durastanti, Claudio & Vidotto, Anna
- 200-221 Discretization of the Lamperti representation of a positive self-similar Markov process
by Ivanovs, Jevgenijs & Thøstesen, Jakob D.
- 222-251 Mixing time trichotomy in regenerating dynamic digraphs
by Caputo, Pietro & Quattropani, Matteo
- 252-271 Mean Euler characteristic of stationary random closed sets
by Rataj, Jan
- 272-293 Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
by Kyprianou, Andreas E. & Palau, Sandra & Saizmaa, Tsogzolmaa
- 294-326 Markov chains in random environment with applications in queuing theory and machine learning
by Lovas, Attila & Rásonyi, Miklós
2021, Volume 136, Issue C
- 1-56 Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
by Masiero, Federica & Orrieri, Carlo & Tessitore, Gianmario & Zanco, Giovanni
- 57-91 Dynamics of a Fleming–Viot type particle system on the cycle graph
by Corujo, Josué
- 92-124 Maximal moments and uniform modulus of continuity for stable random fields
by Panigrahi, Snigdha & Roy, Parthanil & Xiao, Yimin
- 125-144 Risk sensitive optimal stopping
by Jelito, Damian & Pitera, Marcin & Stettner, Łukasz
- 145-191 Characterizing limits and opportunities in speeding up Markov chain mixing
by Apers, Simon & Sarlette, Alain & Ticozzi, Francesco
- 192-205 Beta Laguerre processes in a high temperature regime
by Trinh, Hoang Dung & Trinh, Khanh Duy
- 206-236 Asymptotic optimality of the generalized cμ rule under model uncertainty
by Cohen, Asaf & Saha, Subhamay
2021, Volume 135, Issue C
- 1-30 A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
by Choi, Jae-Hwan & Han, Beom-Seok
- 31-50 Dimension-free Wasserstein contraction of nonlinear filters
by Whiteley, Nick
- 51-74 Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
by Champagnat, Nicolas & Villemonais, Denis
- 75-102 The domain of definition of the Lévy white noise
by Fageot, Julien & Humeau, Thomas
- 103-138 Concentration inequalities for additive functionals: A martingale approach
by Pepin, Bob
- 139-182 Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in R2
by Li, Jingna & Liu, Hongxia & Tang, Hao
- 183-226 Competing growth processes with random growth rates and random birth times
by Mailler, Cécile & Mörters, Peter & Senkevich, Anna
- 227-253 Non-equilibrium fluctuations of the weakly asymmetric normalized binary contact path process
by Xue, Xiaofeng & Zhao, Linjie
2021, Volume 134, Issue C
- 1-28 Embedding of Walsh Brownian motion
by Bayraktar, Erhan & Zhang, Xin
- 29-54 On regularity of functions of Markov chains
by Berghout, Steven & Verbitskiy, Evgeny
- 55-93 Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients
by Cui, Jianbo & Hong, Jialin & Sun, Liying
- 94-131 Functional limit theorems for marked Hawkes point measures
by Horst, Ulrich & Xu, Wei
- 132-173 Metastability in a continuous mean-field model at low temperature and strong interaction
by Bashiri, K. & Menz, G.
- 174-207 Drift estimation on non compact support for diffusion models
by Comte, Fabienne & Genon-Catalot, Valentine
- 208-239 Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games
by Klimsiak, Tomasz
- 240-264 Entrance laws for annihilating Brownian motions and the continuous-space voter model
by Hammer, Matthias & Ortgiese, Marcel & Völlering, Florian
- 265-307 Partial derivative with respect to the measure and its application to general controlled mean-field systems
by Buckdahn, Rainer & Chen, Yajie & Li, Juan
2021, Volume 133, Issue C
- 1-40 Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach
by Denis, Laurent & Matoussi, Anis & Zhang, Jing
- 41-73 Hypothesis testing for a Lévy-driven storage system by Poisson sampling
by Mandjes, M. & Ravner, L.
- 74-110 Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Central limit theorem and moderate deviation asymptotics
by Ganguly, Arnab & Sundar, P.
- 111-128 On the center of mass of the elephant random walk
by Bercu, Bernard & Laulin, Lucile
- 129-165 Locally Feller processes and martingale local problems
by Gradinaru, Mihai & Haugomat, Tristan
- 166-192 Extremes of locally stationary Gaussian and chi fields on manifolds
by Qiao, Wanli
- 193-228 Martingale driven BSDEs, PDEs and other related deterministic problems
by Barrasso, Adrien & Russo, Francesco
- 229-246 The shape of the value function under Poisson optimal stopping
by Hobson, David
- 247-277 Asymptotic approach for backward stochastic differential equation with singular terminal condition
by Graewe, Paulwin & Popier, Alexandre
2021, Volume 132, Issue C
- 1-32 A lower bound on the displacement of particles in 2D Gibbsian particle systems
by Fiedler, Michael & Richthammer, Thomas
- 33-75 Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration
by Barczy, Mátyás & Basrak, Bojan & Kevei, Péter & Pap, Gyula & Planinić, Hrvoje
- 76-107 Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
by Frikha, Noufel & Li, Libo
- 108-134 Quasi-stationary distributions for subcritical superprocesses
by Liu, Rongli & Ren, Yan-Xia & Song, Renming & Sun, Zhenyao
- 135-163 On the identifiability of interaction functions in systems of interacting particles
by Li, Zhongyang & Lu, Fei & Maggioni, Mauro & Tang, Sui & Zhang, Cheng
- 164-191 Asymptotic analysis of model selection criteria for general hidden Markov models
by Yonekura, Shouto & Beskos, Alexandros & Singh, Sumeetpal S.
- 192-225 Approximation of the allelic frequency spectrum in general supercritical branching populations
by Henry, Benoit
- 226-260 General multilevel adaptations for stochastic approximation algorithms II: CLTs
by Dereich, Steffen
2021, Volume 131, Issue C
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