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Content
2018, Volume 128, Issue 5
- 1439-1465 Limit theorems for Hilbert space-valued linear processes under long range dependence
by Düker, Marie-Christine
- 1466-1484 Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability
by Sato, Ryosuke & Miyabe, Kenshi & Takemura, Akimichi
- 1485-1524 Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
by Arapostathis, Ari & Biswas, Anup
- 1525-1557 Favorite sites of randomly biased walks on a supercritical Galton–Watson tree
by Chen, Dayue & de Raphélis, Loïc & Hu, Yueyun
- 1558-1589 Metastability for small random perturbations of a PDE with blow-up
by Groisman, Pablo & Saglietti, Santiago & Saintier, Nicolas
- 1590-1614 Latent voter model on locally tree-like random graphs
by Huo, Ran & Durrett, Rick
- 1615-1634 Products of random variables and the first digit phenomenon
by Chenavier, Nicolas & Massé, Bruno & Schneider, Dominique
- 1635-1651 Covariance of stochastic integrals with respect to fractional Brownian motion
by Maayan, Yohaï & Mayer-Wolf, Eddy
- 1652-1677 Convex integral functionals of regular processes
by Pennanen, Teemu & Perkkiö, Ari-Pekka
- 1678-1710 Lower bounds for moments of global scores of pairwise Markov chains
by Lember, Jüri & Matzinger, Heinrich & Sova, Joonas & Zucca, Fabio
- 1711-1749 Itô’s calculus under sublinear expectations via regularity of PDEs and rough paths
by Guo, Xin & Pan, Chen
- 1750-1771 Persistence probabilities for stationary increment processes
by Aurzada, Frank & Guillotin-Plantard, Nadine & Pène, Françoise
- 1772-1796 Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion
by Wang, Ran & Xu, Lihu
2018, Volume 128, Issue 4
- 1073-1094 Convergence results for a class of time-varying simulated annealing algorithms
by Gerber, Mathieu & Bornn, Luke
- 1095-1113 On optimal investment with processes of long or negative memory
by Chau, Huy N. & Rásonyi, Miklós
- 1114-1134 Monotonicity preserving transformations of MOT and SEP
by Huesmann, Martin & Stebegg, Florian
- 1135-1164 Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
by Barczy, Mátyás & Ben Alaya, Mohamed & Kebaier, Ahmed & Pap, Gyula
- 1165-1207 Self-duality and shock dynamics in the n-species priority ASEP
by Belitsky, V. & Schütz, G.M.
- 1208-1237 Bounds to the normal for proximity region graphs
by Goldstein, Larry & Johnson, Tobias & Lachièze-Rey, Raphaël
- 1238-1293 Paracontrolled calculus and Funaki–Quastel approximation for the KPZ equation
by Hoshino, Masato
- 1294-1315 Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields
by Lan, Xiaohong & Marinucci, Domenico & Xiao, Yimin
- 1316-1332 On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes
by Korshunov, Dmitry
- 1333-1346 On the normal approximation for random fields via martingale methods
by Peligrad, Magda & Zhang, Na
- 1347-1385 On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
by Cuny, Christophe & Dedecker, Jérôme & Merlevède, Florence
- 1386-1404 A characterization of Wishart processes and Wishart distributions
by Graczyk, Piotr & Małecki, Jacek & Mayerhofer, Eberhard
- 1405-1437 Irreducible recurrence, ergodicity, and extremality of invariant measures for resolvents
by Beznea, Lucian & Cîmpean, Iulian & Röckner, Michael
2018, Volume 128, Issue 3
- 727-755 Conjugate processes: Theory and application to risk forecasting
by Horta, Eduardo & Ziegelmann, Flavio
- 756-802 Martingale problems for some degenerate Kolmogorov equations
by Menozzi, Stéphane
- 803-818 On the regularity of American options with regime-switching uncertainty
by Jacka, Saul D. & Ocejo, Adriana
- 819-846 On a notion of partially conditionally identically distributed sequences
by Fortini, Sandra & Petrone, Sonia & Sporysheva, Polina
- 847-883 Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering
by Pagès, Gilles & Sagna, Abass
- 884-896 Hausdorff measure of SLE curves
by Rezaei, Mohammad A.
- 897-938 Density analysis of non-Markovian BSDEs and applications to biology and finance
by Mastrolia, Thibaut
- 939-962 On the block counting process and the fixation line of the Bolthausen–Sznitman coalescent
by Kukla, Jonas & Möhle, Martin
- 963-978 Time change equations for Lévy-type processes
by Krühner, Paul & Schnurr, Alexander
- 979-1006 Smooth solutions to portfolio liquidation problems under price-sensitive market impact
by Graewe, Paulwin & Horst, Ulrich & Séré, Eric
- 1007-1033 The strong predictable representation property in initially enlarged filtrations under the density hypothesis
by Fontana, Claudio
- 1034-1071 The asymptotic smile of a multiscaling stochastic volatility model
by Caravenna, Francesco & Corbetta, Jacopo
2018, Volume 128, Issue 2
- 373-403 The free energy of the random walk pinning model
by Nakashima, Makoto
- 404-425 Central limit theorem for functionals of a generalized self-similar Gaussian process
by Harnett, Daniel & Nualart, David
- 426-444 The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
by Sönmez, Ercan
- 445-460 Limit theorems for critical first-passage percolation on the triangular lattice
by Yao, Chang-Long
- 461-486 Ornstein–Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility
by Benth, Fred Espen & Rüdiger, Barbara & Süss, Andre
- 487-504 Renewal structure of the Brownian taut string
by Schertzer, Emmanuel
- 505-544 Functional limit theorems for a new class of non-stationary shot noise processes
by Pang, Guodong & Zhou, Yuhang
- 545-594 Stochastic Komatu–Loewner evolutions and BMD domain constant
by Chen, Zhen-Qing & Fukushima, Masatoshi
- 595-621 Distribution dependent SDEs for Landau type equations
by Wang, Feng-Yu
- 622-643 A regularity theory for quasi-linear Stochastic PDEs in weighted Sobolev spaces
by Kim, Ildoo & Kim, Kyeong-Hun
- 644-688 Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities
by Bensoussan, Alain & Li, Yiqun & Yam, Sheung Chi Phillip
- 689-706 Dynamic uniqueness for stochastic chains with unbounded memory
by Gallesco, Christophe & Gallo, Sandro & Takahashi, Daniel Y.
- 707-725 On purely discontinuous additive functionals of subordinate Brownian motions
by Vondraček, Zoran & Wagner, Vanja
2018, Volume 128, Issue 1
- 1-38 Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes
by Grzywny, Tomasz & Kwaśnicki, Mateusz
- 39-78 Domain and range symmetries of operator fractional Brownian fields
by Didier, Gustavo & Meerschaert, Mark M. & Pipiras, Vladas
- 79-107 A random flight process associated to a Lorentz gas with variable density in a gravitational field
by Burdzy, Krzysztof & Rizzolo, Douglas
- 108-131 Asymptotic results for exponential functionals of Lévy processes
by Li, Zenghu & Xu, Wei
- 132-155 Non parametric estimation for random walks in random environment
by Diel, Roland & Lerasle, Matthieu
- 156-181 Ergodic properties of generalized Ornstein–Uhlenbeck processes
by Kevei, Péter
- 182-210 Branching random walks, stable point processes and regular variation
by Bhattacharya, Ayan & Hazra, Rajat Subhra & Roy, Parthanil
- 211-232 Stability problems for Cantor stochastic differential equations
by Hashimoto, Hiroya & Tsuchiya, Takahiro
- 233-254 Semimartingale: Itô or not ?
by Aït-Sahalia, Yacine & Jacod, Jean
- 255-290 Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
by Avram, Florin & Pérez, José-Luis & Yamazaki, Kazutoshi
- 291-305 Functional limit theorems for Galton–Watson processes with very active immigration
by Iksanov, Alexander & Kabluchko, Zakhar
- 306-331 On the refracted–reflected spectrally negative Lévy processes
by Pérez, José-Luis & Yamazaki, Kazutoshi
- 332-353 A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos
by Del Moral, Pierre & Jasra, Ajay
- 354-371 A sharp first order analysis of Feynman–Kac particle models, Part II: Particle Gibbs samplers
by Del Moral, Pierre & Jasra, Ajay
2017, Volume 127, Issue 12
- 3825-3869 Fluctuations of the total number of critical points of random spherical harmonics
by Cammarota, V. & Wigman, I.
- 3870-3912 Mean-field limit of generalized Hawkes processes
by Chevallier, Julien
- 3913-3927 The value of foresight
by Ernst, Philip A. & Rogers, L.C.G. & Zhou, Quan
- 3928-3942 Expected number of real roots of random trigonometric polynomials
by Flasche, Hendrik
- 3943-3965 Dynamics of multivariate default system in random environment
by El Karoui, Nicole & Jeanblanc, Monique & Jiao, Ying
- 3966-3996 Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs
by Ekren, Ibrahim
- 3997-4028 Functional Itô calculus, path-dependence and the computation of Greeks
by Jazaerli, Samy & F. Saporito, Yuri
- 4029-4052 Stochastic Burgers equation from long range exclusion interactions
by Gonçalves, Patrícia & Jara, Milton
- 4053-4082 A Dirichlet form approach to MCMC optimal scaling
by Zanella, Giacomo & Bédard, Mylène & Kendall, Wilfrid S.
- 4083-4125 Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
by Majka, Mateusz B.
- 4126-4138 Stability of the phase transition of critical-field Ising model on Cayley trees under inhomogeneous external fields
by Bissacot, Rodrigo & Endo, Eric Ossami & van Enter, Aernout C.D.
- 4139-4189 Weak Dirichlet processes with jumps
by Bandini, Elena & Russo, Francesco
2017, Volume 127, Issue 11
- 3465-3511 Lp solutions of backward stochastic differential equations with jumps
by Yao, Song
- 3512-3535 Heavy-tailed fractional Pearson diffusions
by Leonenko, N.N. & Papić, I. & Sikorskii, A. & Šuvak, N.
- 3536-3557 SDEs with constraints driven by semimartingales and processes with bounded p-variation
by Falkowski, Adrian & Słomiński, Leszek
- 3558-3595 Edgeworth expansion for the pre-averaging estimator
by Podolskij, Mark & Veliyev, Bezirgen & Yoshida, Nakahiro
- 3596-3642 Rough path properties for local time of symmetric α stable process
by Wang, Qingfeng & Zhao, Huaizhong
- 3643-3660 Local times of stochastic differential equations driven by fractional Brownian motions
by Lou, Shuwen & Ouyang, Cheng
- 3661-3688 A stroll along the gamma
by Arras, Benjamin & Swan, Yvik
- 3689-3718 Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
by Comte, Fabienne & Prieur, Clémentine & Samson, Adeline
- 3719-3753 Continuous spin models on annealed generalized random graphs
by Dommers, S. & Külske, C. & Schriever, P.
- 3754-3775 On the asymptotic normality of estimating the affine preferential attachment network models with random initial degrees
by Gao, Fengnan & van der Vaart, Aad
- 3776-3791 Decimation of the Dyson–Ising ferromagnet
by van Enter, Aernout & Le Ny, Arnaud
- 3792-3824 Singular SDEs with critical non-local and non-symmetric Lévy type generator
by Xie, Longjie
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
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