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Content
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
- 1-20 The Breuer–Major theorem in total variation: Improved rates under minimal regularity
by Nourdin, Ivan & Nualart, David & Peccati, Giovanni
- 21-50 Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs
by Fan, Shengjun & Hu, Ying
- 51-72 Heat kernel analysis on diamond fractals
by Alonso Ruiz, Patricia
- 73-102 On the optimality of double barrier strategies for Lévy processes
by Noba, Kei
- 103-121 Martingale representation in the enlargement of the filtration generated by a point process
by Di Tella, Paolo & Jeanblanc, Monique
- 122-150 Asymptotic optimality of degree-greedy discovering of independent sets in Configuration Model graphs
by Jonckheere, Matthieu & Sáenz, Manuel
- 151-171 Truncated moments of perpetuities and a new central limit theorem for GARCH processes without Kesten’s regularity
by Jakubowski, Adam & Szewczak, Zbigniew S.
- 172-200 The almost sure semicircle law for random band matrices with dependent entries
by Fleermann, Michael & Kirsch, Werner & Kriecherbauer, Thomas
- 201-235 Discrete-time TASEP with holdback
by Shneer, Seva & Stolyar, Alexander
- 236-252 On sets of zero stationary harmonic measure
by Procaccia, Eviatar B. & Zhang, Yuan
- 253-275 Particles Systems for mean reflected BSDEs
by Briand, Philippe & Hibon, Hélène
- 276-291 Simulated annealing in Rd with slowly growing potentials
by Monmarché, Pierre & Fournier, Nicolas & Tardif, Camille
- 292-310 The effect of graph connectivity on metastability in a stochastic system of spiking neurons
by André, Morgan & Planche, Léo
- 311-339 Quaternionic stochastic areas
by Baudoin, Fabrice & Demni, Nizar & Wang, Jing
- 340-358 Hamilton cycles and perfect matchings in the KPKVB model
by Fountoulakis, Nikolaos & Mitsche, Dieter & Müller, Tobias & Schepers, Markus
- 359-393 Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations
by Dalang, Robert C. & Pu, Fei
- 394-416 The value of insider information for super-replication with quadratic transaction costs
by Dolinsky, Yan & Zouari, Jonathan
- 417-453 On the strong Markov property for stochastic differential equations driven by G-Brownian motion
by Hu, Mingshang & Ji, Xiaojun & Liu, Guomin
- 454-497 Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators
by Barker, A. & Savov, M.
- 498-522 Local times and sample path properties of the Rosenblatt process
by Kerchev, George & Nourdin, Ivan & Saksman, Eero & Viitasaari, Lauri
- 523-552 Itô’s formula for jump processes in Lp-spaces
by Gyöngy, István & Wu, Sizhou
2020, Volume 130, Issue 12
- 7021-7097 Forward and backward stochastic differential equations with normal constraints in law
by Briand, Philippe & Cardaliaguet, Pierre & Chaudru de Raynal, Paul-Éric & Hu, Ying
- 7098-7130 Permanental sequences related to a Markov chain example of Kolmogorov
by Marcus, Michael B. & Rosen, Jay
- 7131-7169 Infinite dimensional affine processes
by Schmidt, Thorsten & Tappe, Stefan & Yu, Weijun
- 7170-7184 A central limit theorem for the stochastic heat equation
by Huang, Jingyu & Nualart, David & Viitasaari, Lauri
- 7185-7217 Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
by Kulczycki, Tadeusz & Ryznar, Michał
- 7218-7259 Tier structure of strongly endotactic reaction networks
by Anderson, David F. & Cappelletti, Daniele & Kim, Jinsu & Nguyen, Tung D.
- 7260-7302 The stochastic thin-film equation: Existence of nonnegative martingale solutions
by Gess, Benjamin & Gnann, Manuel V.
- 7303-7337 A solution technique for Lévy driven long term average impulse control problems
by Christensen, Sören & Sohr, Tobias
- 7338-7362 Exit times for semimartingales under nonlinear expectation
by Liu, Guomin
- 7363-7395 Invasion and fixation of microbial dormancy traits under competitive pressure
by Blath, Jochen & Tóbiás, András
- 7396-7430 SPDEs with linear multiplicative fractional noise: Continuity in law with respect to the Hurst index
by Giordano, Luca M. & Jolis, Maria & Quer-Sardanyons, Lluís
- 7431-7462 Random dynamics of p-Laplacian lattice systems driven by infinite-dimensional nonlinear noise
by Wang, Renhai & Wang, Bixiang
- 7463-7482 Random walk in changing environment
by Amir, Gideon & Benjamini, Itai & Gurel-Gurevich, Ori & Kozma, Gady
- 7483-7517 Transition time asymptotics of queue-based activation protocols in random-access networks
by Borst, S.C. & den Hollander, F. & Nardi, F.R. & Sfragara, M.
- 7518-7546 Scaling transition and edge effects for negatively dependent linear random fields on Z2
by Surgailis, Donatas
- 7547-7574 Lévy-driven causal CARMA random fields
by Pham, Viet Son
2020, Volume 130, Issue 11
- 6481-6514 An optimal Gauss–Markov approximation for a process with stochastic drift and applications
by Ascione, Giacomo & D’Onofrio, Giuseppe & Kostal, Lubomir & Pirozzi, Enrica
- 6515-6555 Reflected BSDEs with jumps in time-dependent convex càdlàg domains
by Eddahbi, M’hamed & Fakhouri, Imade & Ouknine, Youssef
- 6556-6579 Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle
by Li, Hanwu & Peng, Shige
- 6580-6624 Genetic composition of an exponentially growing cell population
by Cheek, David & Antal, Tibor
- 6625-6637 Penalizing fractional Brownian motion for being negative
by Aurzada, Frank & Buck, Micha & Kilian, Martin
- 6638-6656 Posterior contraction rates for support boundary recovery
by Reiß, Markus & Schmidt-Hieber, Johannes
- 6657-6688 No-arbitrage with multiple-priors in discrete time
by Blanchard, Romain & Carassus, Laurence
- 6689-6732 Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
by Chakraborty, Prakash & Chen, Xia & Gao, Bo & Tindel, Samy
- 6733-6756 Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
by Arapostathis, Ari & Pang, Guodong & Zheng, Yi
- 6757-6782 Hydrodynamics of the weakly asymmetric normalized binary contact path process
by Xue, Xiaofeng & Zhao, Linjie
- 6783-6842 Quenched asymptotics for interacting diffusions on inhomogeneous random graphs
by Luçon, Eric
- 6843-6862 Modifiers of mutation rate in selectively fluctuating environments
by Baumdicker, Franz & Sester-Huss, Elisabeth & Pfaffelhuber, Peter
- 6863-6879 On the cover time of λ-biased walk on supercritical Galton–Watson trees
by Bai, Tianyi
- 6880-6900 Size biased sampling from the Dickman subordinator
by Ipsen, Yuguang & Maller, Ross & Shemehsavar, Soudabeh
- 6901-6926 Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games
by Hamadène, Said & Mu, Rui
- 6927-6964 Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model
by Benazzoli, Chiara & Campi, Luciano & Di Persio, Luca
- 6965-7003 Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
by Holbach, Simon
- 7004-7018 Minimizing a stochastic convex function subject to stochastic constraints and some applications
by Jacobovic, Royi & Kella, Offer
2020, Volume 130, Issue 10
- 5865-5887 Lévy driven CARMA generalized processes and stochastic partial differential equations
by Berger, David
- 5888-5939 Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
by Amorino, Chiara & Gloter, Arnaud
- 5940-5972 Dirichlet forms and polymer models based on stable processes
by Li, Liping & Li, Xiaodan
- 5973-5998 Stationary directed polymers and energy solutions of the Burgers equation
by Jara, Milton & Moreno Flores, Gregorio R.
- 5999-6037 On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable
by Hariya, Yuu
- 6038-6063 Reflected backward stochastic partial differential equations in a convex domain
by Yang, Xue & Zhang, Qi & Zhang, Tusheng
- 6064-6093 Effective intervals and regular Dirichlet subspaces
by Li, Liping & Sun, Wenjie & Ying, Jiangang
- 6094-6132 Optimal scaling of random-walk metropolis algorithms on general target distributions
by Yang, Jun & Roberts, Gareth O. & Rosenthal, Jeffrey S.
- 6133-6156 Playing with ghosts in a Dynkin game
by De Angelis, Tiziano & Ekström, Erik
- 6157-6183 Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
by Franks, Jordan & Vihola, Matti
- 6184-6225 On the divergence and vorticity of vector ambit fields
by Sauri, Orimar
- 6226-6245 The parametrix method for parabolic SPDEs
by Pascucci, Andrea & Pesce, Antonello
- 6246-6270 Moment bounds of a class of stochastic heat equations driven by space–time colored noise in bounded domains
by Guerngar, Ngartelbaye & Nane, Erkan
- 6271-6299 An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation
by Wang, Xiaojie
- 6300-6318 Pricing of American lookback spread options
by Woo, Min Hyeok & Choe, Geon Ho
- 6319-6363 Local and global pathwise solutions for a stochastically perturbed nonlinear dispersive PDE
by Zhang, Lei
- 6364-6387 Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics
by Beghin, Luisa & Macci, Claudio & Ricciuti, Costantino
- 6388-6413 Mutation timing in a spatial model of evolution
by Foo, Jasmine & Leder, Kevin & Schweinsberg, Jason
- 6414-6444 Normal approximations for discrete-time occupancy processes
by Hodgkinson, Liam & McVinish, Ross & Pollett, Philip K.
- 6445-6479 Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps
by Torrisi, Giovanni Luca
2020, Volume 130, Issue 9
- 5213-5242 Precise large deviation asymptotics for products of random matrices
by Xiao, Hui & Grama, Ion & Liu, Quansheng
- 5243-5289 Probability density function of SDEs with unbounded and path-dependent drift coefficient
by Taguchi, Dai & Tanaka, Akihiro
- 5290-5309 Almost sure convergence to the Quicksort process
by Roesler, Uwe
- 5310-5365 The Cauchy problem for fractional conservation laws driven by Lévy noise
by Bhauryal, Neeraj & Koley, Ujjwal & Vallet, Guy
- 5366-5393 Stochastic differential equations with critical drifts
by Nam, Kyeongsik
- 5394-5425 Limit theorems in the context of multivariate long-range dependence
by Düker, Marie-Christine
- 5426-5452 Existence of densities for multi-type continuous-state branching processes with immigration
by Friesen, Martin & Jin, Peng & Rüdiger, Barbara
- 5453-5491 Well-posedness of Hamilton–Jacobi equations in population dynamics and applications to large deviations
by Kraaij, Richard C. & Mahé, Louis
- 5492-5509 The Constrained-degree percolation model
by de Lima, B.N.B. & Sanchis, R. & dos Santos, D.C. & Sidoravicius, V. & Teodoro, R.
- 5510-5542 Fluctuations for spatially extended Hawkes processes
by Chevallier, Julien & Ost, Guilherme
- 5543-5574 Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations
by Andersson, Patrik & Kohatsu-Higa, Arturo & Yuasa, Tomooki
- 5575-5591 Fundamental properties of process distances
by Veraguas, Julio Backhoff & Beiglböck, Mathias & Eder, Manu & Pichler, Alois
- 5592-5604 On the maximum increase and decrease of one-dimensional diffusions
by Salminen, Paavo & Vallois, Pierre
- 5605-5635 Finite-time blow-up of a non-local stochastic parabolic problem
by Kavallaris, Nikos I. & Yan, Yubin
- 5636-5694 Statistical inference for a partially observed interacting system of Hawkes processes
by Liu, Chenguang
- 5695-5708 A new CLT for additive functionals of Markov chains
by Peligrad, Magda
- 5709-5734 Continuity for the asymptotic shape in the frog model with random initial configurations
by Kubota, Naoki
- 5735-5767 Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
by Bardina, Xavier & Márquez, Juan Pablo & Quer-Sardanyons, Lluís
- 5768-5801 A functional non-central limit theorem for multiple-stable processes with long-range dependence
by Bai, Shuyang & Owada, Takashi & Wang, Yizao
- 5802-5837 Extremes of vector-valued Gaussian processes
by Dȩbicki, Krzysztof & Hashorva, Enkelejd & Wang, Longmin
- 5838-5864 A remark on triviality for the two-dimensional stochastic nonlinear wave equation
by Oh, Tadahiro & Okamoto, Mamoru & Robert, Tristan
2020, Volume 130, Issue 8
- 4513-4562 Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one
by Mohan, Manil T.
- 4563-4592 On the strong Feller property for stochastic delay differential equations with singular drift
by Bachmann, Stefan
- 4593-4607 Lower bound for local oscillations of Hermite processes
by Ayache, Antoine
- 4608-4642 General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment
by Nguyen, Dang H. & Nguyen, Nhu N. & Yin, George
- 4643-4666 Nonparametric estimation of the service time distribution in discrete-time queueing networks
by Schweer, Sebastian & Wichelhaus, Cornelia
- 4667-4692 Statistical tests of heterogeneity for anisotropic multifractional Brownian fields
by Vu, Huong T.L. & Richard, Frédéric J.P.
- 4693-4720 Optimal kernel estimation of spot volatility of stochastic differential equations
by Figueroa-López, José E. & Li, Cheng
- 4721-4745 Exponential mixing for dissipative PDEs with bounded non-degenerate noise
by Kuksin, Sergei & Zhang, Huilin
- 4746-4765 Backward stochastic differential equations with two barriers and generalized reflection
by Falkowski, Adrian & Słomiński, Leszek
- 4766-4792 Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals
by Laukkarinen, Eija
- 4793-4807 The speed of a general random walk reinforced by its recent history
by Pinsky, Ross G.
- 4808-4858 Stability of optimal filter higher-order derivatives
by Tadić, Vladislav Z.B. & Doucet, Arnaud
- 4859-4872 High excursions of Bessel and related random processes
by Piterbarg, Vladimir I. & Rodionov, Igor V.
- 4873-4891 Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces
by Cleanthous, Galatia & Georgiadis, Athanasios G. & Lang, Annika & Porcu, Emilio
- 4892-4909 Functional central limit theorem for random walks in random environment defined on regular trees
by Collevecchio, Andrea & Takei, Masato & Uematsu, Yuma
- 4910-4926 Stationary points in coalescing stochastic flows on R
by Dorogovtsev, Andrey A. & Riabov, Georgii V. & Schmalfuß, Björn
- 4927-4967 Stein’s method for multivariate Brownian approximations of sums under dependence
by Kasprzak, Mikołaj J.
- 4968-5005 Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
by Mukam, Jean Daniel & Tambue, Antoine
- 5006-5036 Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method
by Agarwal, Ankush & Claisse, Julien
- 5037-5059 Ergodicity of invariant capacities
by Feng, Chunrong & Wu, Panyu & Zhao, Huaizhong
- 5060-5099 Sublinear variance in Euclidean first-passage percolation
by Bernstein, Megan & Damron, Michael & Greenwood, Torin
- 5100-5123 Krylov–Safonov estimates for a degenerate diffusion process
by Zhang, Fu & Du, Kai
- 5124-5148 Self-normalized Cramér type moderate deviations for stationary sequences and applications
by Fan, Xiequan & Grama, Ion & Liu, Quansheng & Shao, Qi-Man
- 5149-5187 Sequential testing for structural stability in approximate factor models
by Barigozzi, Matteo & Trapani, Lorenzo
- 5188-5211 Lq(Lp)-theory of stochastic differential equations
by Xia, Pengcheng & Xie, Longjie & Zhang, Xicheng & Zhao, Guohuan
2020, Volume 130, Issue 7
- 3865-3894 Forward–backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs
by Shamarova, Evelina & Sá Pereira, Rui
- 3895-3919 SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions
by Brigo, Damiano & Jeanblanc, Monique & Vrins, Frédéric
- 3920-3942 Invariance principles for random walks in cones
by Duraj, Jetlir & Wachtel, Vitali
- 3943-3966 The discrete Gaussian free field on a compact manifold
by Cipriani, Alessandra & van Ginkel, Bart
- 3967-3989 Law of two-sided exit by a spectrally positive strictly stable process
by Chi, Zhiyi
- 3990-4027 Random walks in a strongly sparse random environment
by Buraczewski, Dariusz & Dyszewski, Piotr & Iksanov, Alexander & Marynych, Alexander
- 4028-4061 Path-space moderate deviations for a class of Curie–Weiss models with dissipation
by Collet, Francesca & Kraaij, Richard C.
- 4081-4103 Necessary conditions for stochastic optimal control problems in infinite dimensions
by Frankowska, Hélène & Zhang, Xu
- 4104-4140 Regular variation of fixed points of the smoothing transform
by Liang, Xingang & Liu, Quansheng
- 4141-4173 Geometric ergodicity of affine processes on cones
by Mayerhofer, Eberhard & Stelzer, Robert & Vestweber, Johanna
- 4174-4205 Existence of a density of the 2-dimensional Stochastic Navier Stokes Equation driven by Lévy processes or fractional Brownian motion
by Hausenblas, E. & Razafimandimby, Paul A.
- 4206-4251 A note on quadratic forms of stationary functional time series under mild conditions
by van Delft, Anne
- 4252-4274 SIR epidemics with stochastic infectious periods
by Simon, Matthieu
- 4275-4293 On a maximal inequality and its application to SDEs with singular drift
by Liu, Xuan & Xi, Guangyu
- 4294-4325 Convergence of the quantile admission process with veto power
by Feldheim, Naomi Dvora & Feldheim, Ohad Noy
- 4326-4357 Non-equilibrium and stationary fluctuations for the SSEP with slow boundary
by Gonçalves, P. & Jara, M. & Menezes, O. & Neumann, A.
- 4358-4391 Limit theorems for a class of critical superprocesses with stable branching
by Ren, Yan-Xia & Song, Renming & Sun, Zhenyao
- 4392-4443 Estimates on the tail probabilities of subordinators and applications to general time fractional equations
by Cho, Soobin & Kim, Panki
- 4444-4469 Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire
by Mostovyi, Oleksii
- 4470-4492 Regularly varying random fields
by Wu, Lifan & Samorodnitsky, Gennady
- 4493-4511 A large sample property in approximating the superposition of i.i.d. finite point processes
by Cong, Tianshu & Xia, Aihua & Zhang, Fuxi
2020, Volume 130, Issue 6
- 3249-3276 Fractional Erlang queues
by Ascione, Giacomo & Leonenko, Nikolai & Pirozzi, Enrica
- 3277-3294 Renewal theory for extremal Markov sequences of Kendall type
by Jasiulis-Gołdyn, Barbara H. & Misiewicz, Jolanta K. & Naskręt, Karolina & Omey, Edward
- 3295-3324 An implicit numerical scheme for a class of backward doubly stochastic differential equations
by Hu, Yaozhong & Nualart, David & Song, Xiaoming
- 3325-3368 Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component
by Bréhier, Charles-Edouard
- 3369-3393 The parabolic Anderson model on the hypercube
by Avena, Luca & Gün, Onur & Hesse, Marion
- 3394-3407 When is it best to follow the leader?
by Ernst, Philip A. & Rogers, L.C.G. & Zhou, Quan
- 3408-3444 From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in 1+1 dimensions
by Rang, Guanglin
- 3445-3476 Q-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries
by Oçafrain, William
- 3477-3498 On the speed and spectrum of mean-field random walks among random conductances
by Collevecchio, Andrea & Jung, Paul
- 3499-3539 Convergence of metric two-level measure spaces
by Meizis, Roland
- 3540-3573 General erased-word processes: Product-type filtrations, ergodic laws and Martin boundaries
by Gerstenberg, Julian
- 3574-3647 Heat kernel for non-local operators with variable order
by Chen, Xin & Chen, Zhen-Qing & Wang, Jian
- 3648-3686 Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions
by Gulisashvili, Archil
- 3687-3710 A note on Herglotz’s theorem for time series on function spaces
by van Delft, Anne & Eichler, Michael
- 3711-3752 Weighted bounded mean oscillation applied to backward stochastic differential equations
by Geiss, Stefan & Ylinen, Juha
- 3753-3801 Analysis of a micro–macro acceleration method with minimum relative entropy moment matching
by Lelièvre, Tony & Samaey, Giovanni & Zieliński, Przemysław
- 3802-3841 Lie symmetry methods for local volatility models
by Craddock, Mark & Grasselli, Martino
- 3842-3864 Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces
by Khezeli, Ali
2020, Volume 130, Issue 5
- 2553-2595 Long time behavior of a mean-field model of interacting neurons
by Cormier, Quentin & Tanré, Etienne & Veltz, Romain
- 2596-2638 An inequality connecting entropy distance, Fisher Information and large deviations
by Hilder, Bastian & Peletier, Mark A. & Sharma, Upanshu & Tse, Oliver
- 2639-2674 On the support of solutions to stochastic differential equations with path-dependent coefficients
by Cont, Rama & Kalinin, Alexander
- 2675-2692 Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion
by Hong, Jialin & Huang, Chuying & Kamrani, Minoo & Wang, Xu
- 2693-2736 Lyapunov criteria for the Feller–Dynkin property of martingale problems
by Criens, David
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