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Stochastic Processes and their Applications
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2017, Volume 127, Issue 10
- 3135-3158 Certain properties related to well posedness of switching diffusions
by Nguyen, Dang Hai & Yin, George & Zhu, Chao - 3159-3186 Supercritical loop percolation on Zd for d≥3
by Chang, Yinshan - 3187-3227 Random version of Dvoretzky’s theorem in ℓpn
by Paouris, Grigoris & Valettas, Petros & Zinn, Joel - 3228-3250 Stochastic integrals and BDG’s inequalities in Orlicz-type spaces
by Xie, Yingchao & Zhang, Xicheng - 3251-3267 Generalized immediate exchange models and their symmetries
by Redig, Frank & Sau, Federico - 3268-3290 Limit theorems for random walks
by Bendikov, Alexander & Cygan, Wojciech & Trojan, Bartosz - 3291-3330 The intermediate disorder regime for a directed polymer model on a hierarchical lattice
by Alberts, Tom & Clark, Jeremy & Kocić, Saša - 3331-3353 Arbitrage theory for non convex financial market models
by Lepinette, Emmanuel & Tran, Tuan - 3354-3371 Quasilinear parabolic stochastic partial differential equations: Existence, uniqueness
by Hofmanová, Martina & Zhang, Tusheng - 3372-3411 Large deviations for generalized Polya urns with arbitrary urn function
by Franchini, Simone - 3412-3446 A CLT concerning critical points of random functions on a Euclidean space
by Nicolaescu, Liviu I. - 3447-3464 Integral equations for Rost’s reversed barriers: Existence and uniqueness results
by De Angelis, Tiziano & Kitapbayev, Yerkin
2017, Volume 127, Issue 9
- 2781-2815 Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
by Matoussi, Anis & Sabbagh, Wissal & Zhang, Tusheng - 2816-2840 An Itô calculus for a class of limit processes arising from random walks on the complex plane
by Bonaccorsi, Stefano & Calcaterra, Craig & Mazzucchi, Sonia - 2841-2863 Pathwise estimates for an effective dynamics
by Legoll, Frédéric & Lelièvre, Tony & Olla, Stefano - 2864-2899 One dimensional random walks killed on a finite set
by Uchiyama, Kôhei - 2900-2925 Dynamical moderate deviations for the Curie–Weiss model
by Collet, Francesca & Kraaij, Richard C. - 2926-2960 Estimation of the realized (co-)volatility vector: Large deviations approach
by Djellout, Hacène & Guillin, Arnaud & Samoura, Yacouba - 2961-3004 Stochastic non-isotropic degenerate parabolic–hyperbolic equations
by Gess, Benjamin & Souganidis, Panagiotis E. - 3005-3013 Monotone martingale transport plans and Skorokhod embedding
by Beiglböck, Mathias & Henry-Labordère, Pierre & Touzi, Nizar - 3014-3041 Thin tails of fixed points of the nonhomogeneous smoothing transform
by Alsmeyer, Gerold & Dyszewski, Piotr - 3042-3067 Young differential equations with power type nonlinearities
by León, Jorge A. & Nualart, David & Tindel, Samy - 3068-3109 Elementary bounds on mixing times for decomposable Markov chains
by Pillai, Natesh S. & Smith, Aaron - 3110-3134 Strong-majority bootstrap percolation on regular graphs with low dissemination threshold
by Mitsche, Dieter & Pérez-Giménez, Xavier & Prałat, Paweł
2017, Volume 127, Issue 8
- 2447-2481 A one-level limit order book model with memory and variable spread
by Chávez-Casillas, Jonathan A. & Figueroa-López, José E. - 2482-2507 Approximating a diffusion by a finite-state hidden Markov model
by Kontoyiannis, I. & Meyn, S.P. - 2508-2541 Fluctuations, stability and instability of a distributed particle filter with local exchange
by Heine, Kari & Whiteley, Nick - 2542-2559 Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient
by Menoukeu Pamen, Olivier & Taguchi, Dai - 2560-2585 Intrinsic expansions for averaged diffusion processes
by Pagliarani, S. & Pascucci, A. & Pignotti, M. - 2586-2629 Optimal stopping with random maturity under nonlinear expectations
by Bayraktar, Erhan & Yao, Song - 2630-2649 Scaling limit of subcritical contact process
by Deshayes, Aurelia & Rolla, Leonardo T. - 2650-2678 Interacting generalized Friedman’s urn systems
by Aletti, Giacomo & Ghiglietti, Andrea - 2679-2698 On future drawdowns of Lévy processes
by Baurdoux, E.J. & Palmowski, Z. & Pistorius, M.R. - 2699-2724 Splitting and time reversal for Markov additive processes
by Ivanovs, Jevgenijs - 2725-2750 Study of almost everywhere convergence of series by mean of martingale methods
by Cuny, Christophe & Fan, Ai Hua - 2751-2779 Scaling transition for nonlinear random fields with long-range dependence
by Pilipauskaitė, Vytautė & Surgailis, Donatas
2017, Volume 127, Issue 7
- 2093-2137 On the interpretation of the Master Equation
by Bensoussan, A. & Frehse, J. & Yam, S.C.P. - 2138-2178 The jamming constant of uniform random graphs
by Bermolen, Paola & Jonckheere, Matthieu & Moyal, Pascal - 2179-2207 Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: The iid case
by Heiny, Johannes & Mikosch, Thomas - 2208-2242 Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing
by Buchmann, Boris & Kaehler, Benjamin & Maller, Ross & Szimayer, Alexander - 2243-2261 On the multi-step MLE-process for ergodic diffusion
by Kutoyants, Yu.A. - 2262-2280 Stochastic PDEs with heavy-tailed noise
by Chong, Carsten - 2281-2315 Stochastic differential equation for Brox diffusion
by Hu, Yaozhong & Lê, Khoa & Mytnik, Leonid - 2316-2338 Intermittency for the Hyperbolic Anderson Model with rough noise in space
by Balan, Raluca M. & Jolis, Maria & Quer-Sardanyons, Lluís - 2339-2345 A condition for distinguishing sceneries on non-abelian groups
by Hildebrand, Martin - 2346-2372 Law of large numbers for random walks on attractive spin-flip dynamics
by Bethuelsen, Stein Andreas & Heydenreich, Markus - 2373-2395 Invariance for rough differential equations
by Coutin, Laure & Marie, Nicolas - 2396-2427 Stochastic maximum principle for SPDEs with delay
by Guatteri, Giuseppina & Masiero, Federica & Orrieri, Carlo - 2428-2445 Doob–Martin compactification of a Markov chain for growing random words sequentially
by Choi, Hye Soo & Evans, Steven N.
2017, Volume 127, Issue 6
- 1721-1737 Long-time behaviour and propagation of chaos for mean field kinetic particles
by Monmarché, Pierre - 1738-1762 On the convergence of monotone schemes for path-dependent PDEs
by Ren, Zhenjie & Tan, Xiaolu - 1763-1784 Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
by Dombry, Clément & Kabluchko, Zakhar - 1785-1799 Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
by Baños, David & Krühner, Paul - 1800-1839 Statistical inference for ergodic point processes and application to Limit Order Book
by Clinet, Simon & Yoshida, Nakahiro - 1840-1869 Multi-class oscillating systems of interacting neurons
by Ditlevsen, Susanne & Löcherbach, Eva - 1870-1896 Reciprocal classes of random walks on graphs
by Conforti, Giovanni & Léonard, Christian - 1897-1925 Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
by Ge, Hao & Jia, Chen & Jiang, Da-Quan - 1926-1959 Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations
by Qiu, Jinniao - 1960-1997 On dynamical systems perturbed by a null-recurrent motion: The general case
by Pajor-Gyulai, Zs. & Salins, M. - 1998-2035 Truncated Realized Covariance when prices have infinite variation jumps
by Mancini, Cecilia - 2036-2067 A central limit theorem for the Euler integral of a Gaussian random field
by Naitzat, Gregory & Adler, Robert J. - 2068-2087 Stochastic Komatu–Loewner evolutions and SLEs
by Chen, Zhen-Qing & Fukushima, Masatoshi & Suzuki, Hiroyuki
2017, Volume 127, Issue 5
- 1375-1416 Two-parameter process limits for an infinite-server queue with arrival dependent service times
by Pang, Guodong & Zhou, Yuhang - 1417-1440 Multilevel sequential Monte Carlo samplers
by Beskos, Alexandros & Jasra, Ajay & Law, Kody & Tempone, Raul & Zhou, Yan - 1441-1474 Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes
by Bandini, Elena & Fuhrman, Marco - 1475-1495 Least squares estimators for stochastic differential equations driven by small Lévy noises
by Long, Hongwei & Ma, Chunhua & Shimizu, Yasutaka - 1496-1516 Finite dimensional Fokker–Planck equations for continuous time random walk limits
by Busani, Ofer - 1517-1543 Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale
by Hoffmann, Michael & Vetter, Mathias - 1544-1564 A random cell splitting scheme on the sphere
by Deuss, Christian & Hörrmann, Julia & Thäle, Christoph - 1565-1598 Change of measure up to a random time: Details
by Kreher, Dörte - 1599-1621 Multidimensional Lévy white noise in weighted Besov spaces
by Fageot, Julien & Fallah, Alireza & Unser, Michael - 1622-1636 Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals
by Zheng, Guangqu - 1637-1648 New deviation inequalities for martingales with bounded increments
by Rio, Emmanuel - 1649-1675 Tail generating functions for extendable branching processes
by Sagitov, Serik - 1676-1720 On the limiting law of the length of the longest common and increasing subsequences in random words
by Breton, Jean-Christophe & Houdré, Christian
2017, Volume 127, Issue 4
- 1045-1124 Level lines of Gaussian Free Field I: Zero-boundary GFF
by Wang, Menglu & Wu, Hao - 1125-1170 Conditional Markov chains: Properties, construction and structured dependence
by Bielecki, Tomasz R. & Jakubowski, Jacek & Niewęgłowski, Mariusz - 1171-1203 Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations
by Gobet, E. & Turkedjiev, P. - 1204-1233 A general non-existence result for linear BSDEs driven by Gaussian processes
by Bender, Christian & Viitasaari, Lauri - 1234-1254 Conditioning subordinators embedded in Markov processes
by Kyprianou, Andreas E. & Rivero, Victor & Şengül, Batı - 1255-1281 Berry–Esseen’s bound and Cramér’s large deviation expansion for a supercritical branching process in a random environment
by Grama, Ion & Liu, Quansheng & Miqueu, Eric - 1282-1296 Exact convergence rate of the local limit theorem for branching random walks on the integer lattice
by Gao, Zhiqiang - 1297-1320 Large deviations for multi-scale jump-diffusion processes
by Kumar, Rohini & Popovic, Lea - 1321-1353 Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media
by Bahlali, Khaled & Elouaflin, Abouo & Pardoux, Etienne - 1354-1374 Intermittency fronts for space-time fractional stochastic partial differential equations in (d+1) dimensions
by Asogwa, Sunday A. & Nane, Erkan
2017, Volume 127, Issue 3
- 701-748 The interplay of two mutations in a population of varying size: A stochastic eco-evolutionary model for clonal interference
by Billiard, Sylvain & Smadi, Charline - 749-782 On the conditional small ball property of multivariate Lévy-driven moving average processes
by Pakkanen, Mikko S. & Sottinen, Tommi & Yazigi, Adil - 783-802 Equilibrium fluctuations for a discrete Atlas model
by Hernández, Freddy & Jara, Milton & Valentim, Fábio Júlio - 803-830 Percolation of even sites for enhanced random sequential adsorption
by Daniels, Christopher J.E. & Penrose, Mathew D. - 831-876 Stochastic partial differential equations with singular terminal condition
by Matoussi, A. & Piozin, L. & Popier, A. - 877-900 Stochastic evolution equations with Volterra noise
by Čoupek, P. & Maslowski, B. - 901-926 Polynomial diffusions on compact quadric sets
by Larsson, Martin & Pulido, Sergio - 927-956 Tightness and duality of martingale transport on the Skorokhod space
by Guo, Gaoyue & Tan, Xiaolu & Touzi, Nizar - 957-994 Continuous state branching processes in random environment: The Brownian case
by Palau, S. & Pardo, J.C. - 995-1017 Functional limit theorems for the number of occupied boxes in the Bernoulli sieve
by Alsmeyer, Gerold & Iksanov, Alexander & Marynych, Alexander - 1018-1041 Existence and estimates of moments for Lévy-type processes
by Kühn, Franziska
2017, Volume 127, Issue 2
- 359-384 Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
by Kusuoka, Seiichiro - 385-418 Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact support
by Kliem, Sandra - 419-448 Statistical inference for perturbed multiscale dynamical systems
by Gailus, Siragan & Spiliopoulos, Konstantinos - 449-474 Decorated Young tableaux and the Poissonized Robinson–Schensted process
by Nica, Mihai - 475-496 On the class of distributions of subordinated Lévy processes and bases
by Sauri, Orimar & Veraart, Almut E.D. - 497-525 Extremes of locally stationary chi-square processes with trend
by Liu, Peng & Ji, Lanpeng - 526-573 Generalized Poland–Scheraga denaturation model and two-dimensional renewal processes
by Giacomin, Giambattista & Khatib, Maha - 574-589 Time inhomogeneity in longest gap and longest run problems
by Asmussen, Søren & Ivanovs, Jevgenijs & Nielsen, Anders Rønn - 590-621 Common ancestor type distribution: A Moran model and its deterministic limit
by Cordero, Fernando - 622-642 Zero-sum risk-sensitive stochastic games
by Bäuerle, Nicole & Rieder, Ulrich - 643-656 Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
by Albrecher, Hansjörg & Ivanovs, Jevgenijs - 657-668 A simple proof of heavy tail estimates for affine type Lipschitz recursions
by Buraczewski, Dariusz & Damek, Ewa - 669-700 Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
by Jaramillo, Arturo & Nualart, David
2017, Volume 127, Issue 1
- 1-19 A stochastic variational approach to the viscous Camassa–Holm and Leray-alpha equations
by Cruzeiro, Ana Bela & Liu, Guoping - 20-36 Small ball properties and representation results
by Mishura, Yuliya & Shevchenko, Georgiy - 37-79 On a class of stochastic partial differential equations
by Song, Jian - 80-106 Fractionally integrated inverse stable subordinators
by Iksanov, Alexander & Kabluchko, Zakhar & Marynych, Alexander & Shevchenko, Georgiy - 107-134 Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion
by Hu, Mingshang & Ji, Shaolin - 135-178 A boundary driven generalized contact process with exchange of particles: Hydrodynamics in infinite volume
by Kuoch, Kevin & Mourragui, Mustapha & Saada, Ellen - 179-208 A Glivenko–Cantelli theorem for almost additive functions on lattices
by Schumacher, Christoph & Schwarzenberger, Fabian & Veselić, Ivan - 209-227 An integral representation of dilatively stable processes with independent increments
by Bhatti, T. & Kern, P. - 228-272 Hydrodynamic limit for the Ginzburg–Landau ∇ϕ interface model with a conservation law and Dirichlet boundary conditions
by Nishikawa, Takao - 273-303 On the Smoluchowski–Kramers approximation for a system with infinite degrees of freedom exposed to a magnetic field
by Cerrai, Sandra & Salins, Michael - 304-324 Geodesic forests in last-passage percolation
by López, Sergio I. & Pimentel, Leandro P.R. - 325-357 Infinite dimensional weak Dirichlet processes and convolution type processes
by Fabbri, Giorgio & Russo, Francesco
2016, Volume 126, Issue 12
- 3607-3622 The mathematical work of Evarist Giné
by Koltchinskii, Vladimir & Nickl, Richard & van de Geer, Sara & Wellner, Jon A. - 3623-3631 Reminiscences, and some explorations about the bootstrap
by Dudley, R.M. - 3632-3651 Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
by Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo - 3652-3680 Upper bounds on product and multiplier empirical processes
by Mendelson, Shahar - 3681-3700 Convergence of quantile and depth regions
by Kuelbs, James & Zinn, Joel - 3701-3715 Finite sampling inequalities: An application to two-sample Kolmogorov–Smirnov statistics
by Greene, Evan & Wellner, Jon A. - 3716-3732 Unbiased estimation of the volume of a convex body
by Baldin, Nikolay & Reiß, Markus - 3733-3759 Asymptotic normality of quadratic estimators
by Robins, James M. & Li, Lingling & Tchetgen, Eric Tchetgen & van der Vaart, Aad - 3760-3773 Robust estimation of U-statistics
by Joly, Emilien & Lugosi, Gábor - 3774-3789 Minimal penalty for Goldenshluger–Lepski method
by Lacour, C. & Massart, P. - 3790-3807 The Hurst phenomenon and the rescaled range statistic
by Mason, David M. - 3808-3827 Nonparametric estimation of trend in directional data
by Beran, Rudolf - 3828-3842 Sub-optimality of some continuous shrinkage priors
by Bhattacharya, Anirban & Dunson, David B. & Pati, Debdeep & Pillai, Natesh S. - 3843-3853 On an approach to boundary crossing by stochastic processes
by Brown, Mark & de la Peña, Victor H. & Klass, Michael J. & Sit, Tony - 3854-3864 A law of the iterated logarithm for Grenander’s estimator
by Dümbgen, Lutz & Wellner, Jon A. & Wolff, Malcolm - 3865-3887 Regularized distributions and entropic stability of Cramer’s characterization of the normal law
by Bobkov, S.G. & Chistyakov, G.P. & Götze, F. - 3888-3912 Rho-estimators for shape restricted density estimation
by Baraud, Y. & Birgé, L. - 3913-3934 A sharp adaptive confidence ball for self-similar functions
by Nickl, Richard & Szabó, Botond - 3935-3951 A graphical approach to the analysis of matrix completion
by Sun, Tingni & Zhang, Cun-Hui - 3952-3967 Estimation of low-rank covariance function
by Koltchinskii, V. & Lounici, K. & Tsybakov, A.B.
2016, Volume 126, Issue 11
- 3243-3282 Maximum likelihood estimation for Wishart processes
by Alfonsi, Aurélien & Kebaier, Ahmed & Rey, Clément - 3283-3309 Condensation and symmetry-breaking in the zero-range process with weak site disorder
by Mailler, Cécile & Mörters, Peter & Ueltschi, Daniel - 3310-3330 Extreme eigenvalues of sparse, heavy tailed random matrices
by Auffinger, Antonio & Tang, Si - 3331-3352 Fluctuations of linear statistics of half-heavy-tailed random matrices
by Benaych-Georges, Florent & Maltsev, Anna - 3353-3376 Processes iterated ad libitum
by Casse, Jérôme & Marckert, Jean-François - 3377-3401 Superprocesses with interaction and immigration
by Xiong, Jie & Yang, Xu - 3402-3462 Localisation in the Bouchaud–Anderson model
by Muirhead, Stephen & Pymar, Richard - 3463-3479 Rare events for the Manneville–Pomeau map
by Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike & Vaienti, Sandro - 3480-3498 Ergodic theory of the symmetric inclusion process
by Kuoch, Kevin & Redig, Frank - 3499-3526 Multi-scale metastable dynamics and the asymptotic stationary distribution of perturbed Markov chains
by Betz, Volker & Le Roux, Stéphane - 3527-3577 Asymptotic theory for large volatility matrix estimation based on high-frequency financial data
by Kim, Donggyu & Wang, Yazhen & Zou, Jian - 3578-3604 Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
by Comets, Francis & Falconnet, Mikael & Loukianov, Oleg & Loukianova, Dasha
2016, Volume 126, Issue 10
- 2877-2912 Equivalence of a mixing condition and the LSI in spin systems with infinite range interaction
by Henderson, Christopher & Menz, Georg - 2913-2955 Stochastic Newton equation in strong potential limit
by Liang, Song - 2956-2975 Volatility of Boolean functions
by Jonasson, Johan & Steif, Jeffrey E. - 2976-3008 Spectral estimation for diffusions with random sampling times
by Chorowski, Jakub & Trabs, Mathias - 3009-3040 Statistical inference for nonparametric GARCH models
by Meister, Alexander & Kreiß, Jens-Peter - 3041-3064 Gaussian bounds and collisions of variable speed random walks on lattices with power law conductances
by Chen, Xinxing - 3065-3076 Rate of convergence in first-passage percolation under low moments
by Damron, Michael & Kubota, Naoki - 3077-3101 Long time behavior of telegraph processes under convex potentials
by Fontbona, Joaquin & Guérin, Hélène & Malrieu, Florent - 3102-3123 Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker–Planck equations
by Mei, Hongwei & Yin, George & Wu, Fuke - 3124-3144 Solutions of BSDE’s with jumps and quadratic/locally Lipschitz generator
by Antonelli, Fabio & Mancini, Carlo - 3145-3170 Almost sure convergence of maxima for chaotic dynamical systems
by Holland, M.P. & Nicol, M. & Török, A. - 3171-3201 Modulation equation for SPDEs in unbounded domains with space–time white noise — Linear theory
by Bianchi, Luigi Amedeo & Blömker, Dirk - 3202-3234 Finite difference schemes for linear stochastic integro-differential equations
by Dareiotis, Konstantinos & Leahy, James-Michael
2016, Volume 126, Issue 9
- 2527-2553 The gap between Gromov-vague and Gromov–Hausdorff-vague topology
by Athreya, Siva & Löhr, Wolfgang & Winter, Anita - 2554-2592 Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
by Kruse, T. & Popier, A. - 2593-2614 Discretely sampled signals and the rough Hoff process
by Flint, Guy & Hambly, Ben & Lyons, Terry - 2615-2633 Muckenhoupt’s (Ap) condition and the existence of the optimal martingale measure
by Kramkov, Dmitry & Weston, Kim - 2634-2664 Exact convergence rates in central limit theorems for a branching random walk with a random environment in time
by Gao, Zhiqiang & Liu, Quansheng - 2665-2718 Viscosity solutions of path-dependent integro-differential equations
by Keller, Christian - 2719-2733 Convergence, unanimity and disagreement in majority dynamics on unimodular graphs and random graphs
by Benjamini, Itai & Chan, Siu-On & O’Donnell, Ryan & Tamuz, Omer & Tan, Li-Yang - 2734-2760 On the empirical spectral distribution for matrices with long memory and independent rows
by Merlevède, F. & Peligrad, M. - 2761-2786 An Lp-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order
by Kim, Ildoo & Kim, Kyeong-Hun - 2787-2799 The sequential empirical process of a random walk in random scenery
by Wendler, Martin - 2800-2834 An explicit martingale version of the one-dimensional Brenier’s Theorem with full marginals constraint
by Henry-Labordère, Pierre & Tan, Xiaolu & Touzi, Nizar - 2835-2859 Max-stable random sup-measures with comonotonic tail dependence
by Molchanov, Ilya & Strokorb, Kirstin - 2860-2875 On weak convergence of stochastic heat equation with colored noise
by Bezdek, Pavel
2016, Volume 126, Issue 8
- 2181-2210 The multifractal nature of Boltzmann processes
by Xu, Liping - 2211-2252 An individual-based model for the Lenski experiment, and the deceleration of the relative fitness
by González Casanova, Adrián & Kurt, Noemi & Wakolbinger, Anton & Yuan, Linglong - 2253-2296 Some fluctuation results for weakly interacting multi-type particle systems
by Budhiraja, Amarjit & Wu, Ruoyu - 2297-2322 Drift operator in a viable expansion of information flow
by Song, Shiqi - 2323-2366 Averaging along irregular curves and regularisation of ODEs
by Catellier, R. & Gubinelli, M. - 2367-2387 Quasi-continuous random variables and processes under the G-expectation framework
by Hu, Mingshang & Wang, Falei & Zheng, Guoqiang - 2388-2409 Evolutionary games on the torus with weak selection
by Cox, J. Theodore & Durrett, Rick - 2410-2429 Fractal dimensions of rough differential equations driven by fractional Brownian motions
by Lou, Shuwen & Ouyang, Cheng - 2430-2464 Berry–Esseen type estimates for nonconventional sums
by Hafouta, Yeor & Kifer, Yuri - 2465-2493 A unified approach to self-normalized block sampling
by Bai, Shuyang & Taqqu, Murad S. & Zhang, Ting - 2494-2525 Hawkes and INAR(∞) processes
by Kirchner, Matthias
2016, Volume 126, Issue 7
- 1885-1900 On the functional CLT for stationary Markov chains started at a point
by Barrera, David & Peligrad, Costel & Peligrad, Magda - 1901-1931 Importance sampling and statistical Romberg method for Lévy processes
by Alaya, Mohamed Ben & Hajji, Kaouther & Kebaier, Ahmed - 1932-1973 Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach
by Cosso, Andrea & Fuhrman, Marco & Pham, Huyên - 1974-2013 Exponential extinction time of the contact process on finite graphs
by Mountford, Thomas & Mourrat, Jean-Christophe & Valesin, Daniel & Yao, Qiang - 2014-2037 Risk-consistent conditional systemic risk measures
by Hoffmann, Hannes & Meyer-Brandis, Thilo & Svindland, Gregor - 2038-2061 Perpetual American options in diffusion-type models with running maxima and drawdowns
by Gapeev, Pavel V. & Rodosthenous, Neofytos - 2062-2091 Affine realizations with affine state processes for stochastic partial differential equations
by Tappe, Stefan - 2092-2122 Statistical inference for time-changed Lévy processes via Mellin transform approach
by Belomestny, Denis & Schoenmakers, John - 2123-2162 Simulation of BSDEs with jumps by Wiener Chaos expansion
by Geiss, Christel & Labart, Céline - 2163-2179 Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise
by Barbu, Viorel & Röckner, Michael