Content
June 2023, Volume 36, Issue 2
- 711-727 The Large Deviation Principle for Inhomogeneous Erdős–Rényi Random Graphs
by Maarten Markering - 728-761 A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion
by Jie Xu & Yanhua Sun & Jie Ren - 762-778 $$L^p$$ L p -Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations
by Wei Zhang & Hui Min - 779-810 A Central Limit Theorem for the Mean Starting Hitting Time for a Random Walk on a Random Graph
by Matthias Löwe & Sara Terveer - 811-844 Lower Deviation Probabilities for Level Sets of the Branching Random Walk
by Shuxiong Zhang - 845-875 From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks
by Levent Ali Mengütürk - 876-925 Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment
by Grégoire Véchambre - 926-947 Macroscopic Multi-fractality of Gaussian Random Fields and Linear Stochastic Partial Differential Equations with Colored Noise
by Jaeyun Yi - 948-1002 A Version of the Random Directed Forest and its Convergence to the Brownian Web
by Glauco Valle & Leonel Zuaznábar - 1003-1036 Iterative Weak Approximation and Hard Bounds for Switching Diffusion
by Qinjing Qiu & Reiichiro Kawai - 1037-1058 An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process
by Hui Jiang & Jingying Zhou - 1059-1087 Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations
by Conrado Costa & Bernardo Freitas Paulo da Costa & Daniel Valesin - 1088-1115 Commutative Monoid Duality
by Jan Niklas Latz & Jan M. Swart - 1116-1147 Some Bounds for the Expectations of Functions on Order Statistics and Their Applications
by Arvydas Astrauskas - 1148-1180 Spectral Heat Content for Time-Changed Killed Brownian Motions
by Kei Kobayashi & Hyunchul Park - 1181-1202 Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices
by Armine Bagyan & Donald Richards - 1203-1226 The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices
by Huanchao Zhou & Zhidong Bai & Jiang Hu - 1227-1242 Entropies of Sums of Independent Gamma Random Variables
by Giorgos Chasapis & Salil Singh & Tomasz Tkocz - 1243-1268 Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds
by Huaiqian Li & Bingyao Wu - 1269-1303 On the Second Eigenvalue of Random Bipartite Biregular Graphs
by Yizhe Zhu - 1304-1320 On Order Isomorphisms Intertwining Semigroups for Dirichlet Forms
by Liping Li & Hanlai Lin - 1321-1338 Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View
by Jirô Akahori & Ryuya Namba & Shunsuke Semba - 1339-1339 Correction to: Strong Approximation of the Anisotropic Random Walk Revisited
by Endre Csáki & Antónia Földes
March 2023, Volume 36, Issue 1
- 1-17 Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind
by Rachid Belfadli & Khalifa Es-Sebaiy & Fatima-Ezzahra Farah - 1-25 On Null-Homology and Stationary Sequences
by Gerold Alsmeyer & Chiranjib Mukherjee - 1-26 Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space
by C. A. Fonseca-Mora - 1-27 The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations
by Yue Wu & Chenggui Yuan - 1-44 Discretization of the Ergodic Functional Central Limit Theorem
by Gilles Pagès & Clément Rey - 1-45 High-Dimensional Central Limit Theorems for Homogeneous Sums
by Yuta Koike - 1-57 Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion
by Solesne Bourguin & Thanh Dang & Konstantinos Spiliopoulos - 46-77 On the Normalized Laplacian Spectra of Random Geometric Graphs
by Mounia Hamidouche & Laura Cottatellucci & Konstantin Avrachenkov - 78-98 Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises
by Xuekang Zhang & Huisheng Shu & Haoran Yi - 99-133 The Limit Empirical Spectral Distribution of Gaussian Monic Complex Matrix Polynomials
by Giovanni Barbarino & Vanni Noferini - 134-166 Optimal Hardy Inequalities for Schrödinger Operators Based on Symmetric Stable Processes
by Yusuke Miura - 167-200 Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space
by Junfeng Liu - 201-296 Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes
by Hà Quang Minh - 297-314 Integral Functionals for Spectrally Positive Lévy Processes
by Pei-Sen Li & Xiaowen Zhou - 315-330 On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances
by Shukai Chen - 331-347 The Local Limit Theorem for Supercritical Branching Processes with Immigration
by Liuyan Li & Junping Li - 348-371 On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives
by Peter Kern & Svenja Lage - 372-389 A Strong Version of the Skorohod Representation Theorem
by Luca Pratelli & Pietro Rigo - 390-408 Hoeffding–Serfling Inequality for U-Statistics Without Replacement
by Jianhang Ai & Ondřej Kuželka & Yuyi Wang - 409-455 Asymptotic Normality in Banach Spaces via Lindeberg Method
by Alfredas Račkauskas & Charles Suquet - 456-493 Hydrodynamic Limit for the d-Facilitated Exclusion Process
by Yuhuan Lei & Zhonggen Su - 494-521 Generalization of the Energy Distance by Bernstein Functions
by Jean Carlo Guella - 522-592 On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements
by Zhenhao Cai & Xiao Han & Jiayan Ye & Yuan Zhang - 593-604 The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$ R n × D , Where D is a Discrete Abelian Group
by Margaryta Myronyuk - 605-622 Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift
by Yue Wu - 623-645 A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression
by Andrea Collevecchio & Robert Griffiths - 646-660 A Proof of Sanov’s Theorem via Discretizations
by Rangel Baldasso & Roberto I. Oliveira & Alan Pereira & Guilherme Reis - 661-709 Large Deviation Principle for Occupation Measures of Stochastic Generalized Burgers–Huxley Equation
by Ankit Kumar & Manil T. Mohan
December 2022, Volume 35, Issue 4
- 2083-2144 General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes
by Grégoire Véchambre - 2145-2175 Characterisation of Honest Times and Optional Semimartingales of Class- $$(\Sigma )$$ ( Σ )
by Libo Li - 2176-2193 Amalgamated Free Lévy Processes as Limits of Sample Covariance Matrices
by G. L. Zitelli - 2194-2216 On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case
by Paolo Tella - 2217-2238 Dimensions of Fractional Brownian Images
by Stuart A. Burrell - 2239-2268 Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices
by Ivan Nourdin & Guangqu Zheng - 2269-2303 On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics
by Valentina Cammarota & Domenico Marinucci - 2304-2342 Limiting Spherical Integrals of Bounded Continuous Functions
by Irfan Alam - 2343-2382 Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples
by Nicholas Cook & Walid Hachem & Jamal Najim & David Renfrew - 2383-2412 On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs
by Zhong-Wei Liao & Yutao Ma & Aihua Xia - 2413-2441 Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs
by Arijit Chakrabarty & Rajat Subhra Hazra & Frank den Hollander & Matteo Sfragara - 2442-2479 Exact Uniform Modulus of Continuity and Chung’s LIL for the Generalized Fractional Brownian Motion
by Ran Wang & Yimin Xiao - 2480-2517 Convex Order, Quantization and Monotone Approximations of ARCH Models
by Benjamin Jourdain & Gilles Pagès - 2518-2539 Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula
by Tsubasa Nishimura & Kenji Yasutomi & Tomooki Yuasa - 2540-2568 Local Times for Continuous Paths of Arbitrary Regularity
by Donghan Kim - 2569-2599 A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform
by Gerold Alsmeyer & Bastien Mallein - 2600-2621 Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model
by Yang Yang & Shuang Liu & Kam Chuen Yuen - 2622-2642 Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions
by Toshiro Watanabe - 2643-2689 Stratonovich Solution for the Wave Equation
by Raluca M. Balan - 2690-2711 Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$ L 2 -Exponential Convergence Rates
by Yong-Hua Mao & Tao Wang - 2712-2737 Concentration Inequalities on the Multislice and for Sampling Without Replacement
by Holger Sambale & Arthur Sinulis - 2738-2756 The Lightning Model
by James T. Campbell & A. Deane & A. Quas - 2757-2783 mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces
by Daniel Alpay & Palle Jorgensen - 2784-2805 Generalized Fractional Counting Process
by K. K. Kataria & M. Khandakar - 2806-2852 Stochastic Forcing in Hydrodynamic Models with Non-local Interactions
by Pavel Ludvík & Václav Mácha - 2853-2878 A Limit Theorem for Bernoulli Convolutions and the $$\Phi $$ Φ -Variation of Functions in the Takagi Class
by Xiyue Han & Alexander Schied & Zhenyuan Zhang - 2879-2895 Strong Approximation of the Anisotropic Random Walk Revisited
by Endre Csáki & Antónia Földes - 2896-2915 A New Life of Pearson’s Skewness
by Yevgeniy Kovchegov - 2916-2939 Stochastic Two-Dimensional Navier–Stokes Equations on Time-Dependent Domains
by Wei Wang & Jianliang Zhai & Tusheng Zhang - 2940-2959 Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space
by Xiuwei Yin & Jiang-Lun Wu & Guangjun Shen
September 2022, Volume 35, Issue 3
- 1367-1390 The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree
by Zhiyan Shi & Zhongzhi Wang & Pingping Zhong & Yan Fan - 1391-1411 Chung-Type Strong Laws and Almost Complete Convergence for Arrays of Measurable Operators
by Do The Son & Duong Xuan Giap & Nguyen Van Quang - 1412-1422 Convergence Towards the End Space for Random Walks on Schreier Graphs
by Bogdan Stankov - 1423-1478 The Laws of Large Numbers Associated with the Linear Self-attracting Diffusion Driven by Fractional Brownian Motion and Applications
by Xichao Sun & Litan Yan & Yong Ge - 1479-1500 Excursions of the Brox Diffusion
by Carlos G. Pacheco & Mariana Pérez-Rojas - 1501-1510 On a Certain Operator Related to Blackwell’s Markov Chain
by Ernest Nieznaj - 1511-1536 Mild Solutions for the Stochastic Generalized Burgers–Huxley Equation
by Manil T. Mohan - 1537-1555 Generating M-Indeterminate Probability Densities by Way of Quantum Mechanics
by Rafael Sala Mayato & Patrick Loughlin & Leon Cohen - 1556-1573 Divergence Criterion for a Class of Random Series Related to the Partial Sums of I.I.D. Random Variables
by Michael J. Klass & Deli Li & Andrew Rosalsky - 1574-1613 Strong Solutions to a Beta-Wishart Particle System
by Benjamin Jourdain & Ezéchiel Kahn - 1614-1639 Weak Convergence of Topological Measures
by Svetlana V. Butler - 1640-1661 On Smooth Mesoscopic Linear Statistics of the Eigenvalues of Random Permutation Matrices
by Valentin Bahier & Joseph Najnudel - 1662-1705 Evolving Systems of Stochastic Differential Equations
by Leonardo Videla & Rolando Rebolledo - 1706-1735 Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations
by Fabian A. Harang & Chengcheng Ling - 1736-1781 Large and Moderate Deviations Principles and Central Limit Theorem for the Stochastic 3D Primitive Equations with Gradient-Dependent Noise
by Jakub Slavík - 1782-1794 On the Additive Property of Finitely Additive Measures
by Ryoichi Kunisada - 1795-1841 Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering
by Frank Hollander & Shubhamoy Nandan - 1842-1862 Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments
by Christian Mönch - 1863-1877 Positivity of the Density for Rough Differential Equations
by Yuzuru Inahama & Bin Pei - 1878-1897 Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges
by David Weisbart - 1898-1938 Edgeworth Expansions for Centered Random Walks on Covering Graphs of Polynomial Volume Growth
by Ryuya Namba - 1939-1951 Lie Point Symmetries of Autonomous Scalar First-Order Itô Stochastic Delay Ordinary Differential Equations
by Aminu Ma’aruf Nass - 1952-1955 A note on the maximal expected local time of $${\text {L}}_2$$ L 2 -bounded martingales
by David Gilat & Isaac Meilijson & Laura Sacerdote - 1956-1973 Octonionic Brownian Windings
by Gunhee Cho & Guang Yang - 1974-2008 Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains
by Yong-Hua Mao & Yan-Hong Song - 2009-2019 Local Central Limit Theorem for Multi-group Curie–Weiss Models
by Michael Fleermann & Werner Kirsch & Gabor Toth - 2020-2037 Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance
by Ivan Nourdin & Giovanni Peccati & Xiaochuan Yang - 2038-2051 Functional Limit Theorems for the Pólya Urn
by Dimitris Cheliotis & Dimitra Kouloumpou - 2052-2067 On a Theorem by A.S. Cherny for Semilinear Stochastic Partial Differential Equations
by David Criens & Moritz Ritter - 2068-2079 On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences
by Fakhreddine Boukhari - 2080-2081 Correction to: A Functional CLT for Partial Traces of Random Matrices
by Jan Nagel
June 2022, Volume 35, Issue 2
- 653-684 Rerooting Multi-type Branching Trees: The Infinite Spine Case
by Benedikt Stufler - 685-713 Local Convergence of Critical Random Trees and Continuous-State Branching Processes
by Xin He - 714-771 Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise
by David Baños & Salvador Ortiz-Latorre & Andrey Pilipenko & Frank Proske - 772-800 On Azuma-Type Inequalities for Banach Space-Valued Martingales
by Sijie Luo - 801-818 Random Gap Processes and Asymptotically Complete Sequences
by Erin Crossen Brown & Sevak Mkrtchyan & Jonathan Pakianathan - 819-862 Euclidean Travelling Salesman Problem with Location-Dependent and Power-Weighted Edges
by Ghurumuruhan Ganesan - 863-893 Graph Constructions for the Contact Process with a Prescribed Critical Rate
by Stein Andreas Bethuelsen & Gabriel Baptista Silva & Daniel Valesin - 894-916 An Ideal Class to Construct Solutions for Skew Brownian Motion Equations
by Fulgence Eyi Obiang & Octave Moutsinga & Youssef Ouknine - 917-948 Limit Theorems for Conservative Flows on Multiple Stochastic Integrals
by Shuyang Bai - 949-987 Distances Between Distributions Via Stein’s Method
by Marie Ernst & Yvik Swan - 988-1012 Central Limit Theorems for Weighted Sums of Dependent Random Vectors in Hilbert Spaces via the Theory of the Regular Variation
by Ta Cong Son & Le Van Dung - 1013-1048 Strong Renewal Theorem and Local Limit Theorem in the Absence of Regular Variation
by Péter Kevei & Dalia Terhesiu - 1049-1136 Large Deviation Properties of the Empirical Measure of a Metastable Small Noise Diffusion
by Paul Dupuis & Guo-Jhen Wu - 1137-1186 Non-integrable Stable Approximation by Stein’s Method
by Peng Chen & Ivan Nourdin & Lihu Xu & Xiaochuan Yang & Rui Zhang - 1187-1215 Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients
by Jianhai Bao & Xing Huang - 1216-1225 A Multiplicatively Symmetrized Version of the Chung-Diaconis-Graham Random Process
by Martin Hildebrand - 1226-1246 Asymptotic Behaviour of the Empirical Distance Covariance for Dependent Data
by Marius Kroll - 1247-1261 On the Local Time of the Half-Plane Half-Comb Walk
by Endre Csáki & Antónia Földes - 1262-1283 Moderate Deviations for Drift Parameter Estimations in Reflected Ornstein–Uhlenbeck Process
by Hui Jiang & Qingshan Yang - 1284-1323 Non-local Solvable Birth–Death Processes
by Giacomo Ascione & Nikolai Leonenko & Enrica Pirozzi - 1324-1342 Quenched Local Convergence of Boltzmann Planar Maps
by Benedikt Stufler - 1343-1366 Second-Order Behaviour for Self-Decomposable Distributions with Two-Sided Regularly Varying Densities
by Toshiro Watanabe
March 2022, Volume 35, Issue 1
- 1-19 Functional Central Limit Theorems for Occupancies and Missing Mass Process in Infinite Urn Models
by Mikhail Chebunin & Sergei Zuyev - 20-51 On Asymptotic Properties of Bell Polynomials and Concentration of Vertex Degree of Large Random Graphs
by O. Khorunzhiy - 52-88 Random Perturbations of Matrix Polynomials
by Patryk Pagacz & Michał Wojtylak - 89-114 Limit Theorems for Classical, Freely and Boolean Max-Infinitely Divisible Distributions
by Yuki Ueda - 115-141 Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting
by Ihsan Arharas & Siham Bouhadou & Youssef Ouknine - 142-185 The Height Process of a Continuous-State Branching Process with Interaction
by Zenghu Li & Etienne Pardoux & Anton Wakolbinger - 186-208 Large Deviation Principles of Realized Laplace Transform of Volatility
by Xinwei Feng & Lidan He & Zhi Liu - 209-230 Integral Representations for the Hartman–Watson Density
by Yuu Hariya - 231-281 $${{\varvec{L}}}^{{\varvec{p}}}$$ L p -Solutions and Comparison Results for Lévy-Driven Backward Stochastic Differential Equations in a Monotonic, General Growth Setting
by Stefan Kremsner & Alexander Steinicke - 282-294 Necessary and Sufficient Conditions for the Uniform Integrability of the Stochastic Exponential
by B. Chikvinidze - 295-349 Empirical Measure and Small Noise Asymptotics Under Large Deviation Scaling for Interacting Diffusions
by Amarjit Budhiraja & Michael Conroy - 350-369 Sup-Sums Principles for F-Divergence and a New Definition for t-Entropy
by V. I. Bakhtin & A. V. Lebedev - 370-409 Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients in (y, z)
by Shengqiu Sun - 410-425 Wong–Zakai Approximation for Stochastic Differential Equations Driven by G-Brownian Motion
by Shige Peng & Huilin Zhang - 426-456 Functional Limit Theorems for the Fractional Ornstein–Uhlenbeck Process
by Johann Gehringer & Xue-Mei Li - 457-483 Mixing Times for the Commuting Chain on CA Groups
by John Rahmani - 484-527 How Does Tempering Affect the Local and Global Properties of Fractional Brownian Motion?
by Ehsan Azmoodeh & Yuliya Mishura & Farzad Sabzikar - 528-549 Set-Valued Functions of Bounded Generalized Variation and Set-Valued Young Integrals
by Mariusz Michta & Jerzy Motyl - 550-574 Path Properties of a Generalized Fractional Brownian Motion
by Tomoyuki Ichiba & Guodong Pang & Murad S. Taqqu - 575-602 An Approximation Scheme for Reflected Stochastic Differential Equations with Non-Lipschitzian Coefficients
by Junxia Duan & Jun Peng - 603-635 Color Representations of Ising Models
by Malin P. Forsström - 636-652 Probabilistic Stirling Numbers of the Second Kind and Applications
by José A. Adell
December 2021, Volume 34, Issue 4
- 1749-1774 Higher-Order Derivative of Self-Intersection Local Time for Fractional Brownian Motion
by Qian Yu - 1775-1810 Green’s Functions with Oblique Neumann Boundary Conditions in the Quadrant
by S. Franceschi - 1811-1830 On Reflection with Two-Sided Jumps
by Imane Jarni & Youssef Ouknine - 1831-1869 Tail indices for $$\mathbf{A}\mathbf{X}+\mathbf{B}$$ A X + B Recursion with Triangular Matrices
by Muneya Matsui & Witold Świątkowski - 1870-1916 Hörmander’s Hypoelliptic Theorem for Nonlocal Operators
by Zimo Hao & Xuhui Peng & Xicheng Zhang - 1917-1950 Polynomial Ensembles and Pólya Frequency Functions
by Yanik-Pascal Förster & Mario Kieburg & Holger Kösters - 1951-1958 Asymptotic Behavior of the Fundamental Solutions for Critical Schrödinger Forms
by Masaki Wada - 1959-2004 Steep Points of Gaussian Free Fields in Any Dimension
by Linan Chen - 2005-2032 Martingale Nature and Laws of the Iterated Logarithm for Markov Processes of Pure-Jump Type
by Yuichi Shiozawa & Jian Wang - 2033-2080 1-Meixner Random Vectors
by Aurel I. Stan & Florin Catrina - 2081-2116 A Phase Transition for Large Values of Bifurcating Autoregressive Models
by Vincent Bansaye & S. Valère Bitseki Penda - 2117-2144 Self-Standardized Central Limit Theorems for Trimmed Lévy Processes
by David M. Mason - 2145-2165 Limiting Spectral Radii of Circular Unitary Matrices Under Light Truncation
by Yu Miao & Yongcheng Qi - 2166-2191 Pathwise Uniqueness and Non-explosion Property of Skorohod SDEs with a Class of Non-Lipschitz Coefficients and Non-smooth Domains
by Masanori Hino & Kouhei Matsuura & Misaki Yonezawa - 2192-2240 Low Correlation Noise Stability of Symmetric Sets
by Steven Heilman - 2241-2264 Compound Poisson Approximations in $$\ell _p$$ ℓ p -norm for Sums of Weakly Dependent Vectors
by V. Čekanavičius & P. Vellaisamy - 2265-2284 A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site
by Viktor Bezborodov & Luca Persio & Tyll Krueger - 2285-2314 Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections
by Hanwu Li & Yongsheng Song - 2315-2345 Large Deviations of the Range of the Planar Random Walk on the Scale of the Mean
by Jingjia Liu & Quirin Vogel - 2346-2367 Some Explicit Results on First Exit Times for a Jump Diffusion Process Involving Semimartingale Local Time
by Shiyu Song - 2368-2385 Quaternionic Brownian Windings
by Fabrice Baudoin & Nizar Demni & Jing Wang - 2386-2420 The Gorin–Shkolnikov Identity and Its Random Tree Generalization
by David Clancy
September 2021, Volume 34, Issue 3
- 1061-1109 Statistical Properties of Eigenvalues of Laplace–Beltrami Operators
by Tiefeng Jiang & Ke Wang - 1110-1148 Backward Stochastic Differential Equations with No Driving Martingale, Markov Processes and Associated Pseudo-Partial Differential Equations: Part II—Decoupled Mild Solutions and Examples
by Adrien Barrasso & Francesco Russo - 1149-1178 Backbone Decomposition of Multitype Superprocesses
by Dorottya Fekete & Sandra Palau & Juan Carlos Pardo & Jose Luis Pérez - 1179-1212 On Decoupling in Banach Spaces
by Sonja Cox & Stefan Geiss - 1213-1247 Reflected Backward Stochastic Differential Equation with Rank-Based Data
by Zhen-Qing Chen & Xinwei Feng - 1248-1278 A Central Limit Theorem for Star-Generators of $${S}_{\infty }$$ S ∞ , Which Relates to the Law of a GUE Matrix
by Claus Köstler & Alexandru Nica - 1279-1298 Sample Path Properties of Generalized Random Sheets with Operator Scaling
by Ercan Sönmez - 1299-1320 On the Convergence of Series of Dependent Random Variables
by Safari Mukeru - 1321-1365 Stationary Determinantal Processes on $${\mathbb {Z}}^d$$ Z d with N Labeled Objects per Site, Part I: Basic Properties and Full Domination
by Justin Cyr - 1366-1381 Selected Topics in the Generalized Mixed Set-Indexed Fractional Brownian Motion
by Arthur Yosef - 1382-1407 Stein’s Method for Asymmetric $$\alpha $$ α -stable Distributions, with Application to the Stable CLT
by Peng Chen & Ivan Nourdin & Lihu Xu - 1408-1425 Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients
by Xiaojie Ding & Huijie Qiao - 1426-1454 General Bernstein-Like Inequality for Additive Functionals of Markov Chains
by Michał Lemańczyk - 1455-1473 Large Time Asymptotic Properties of the Stochastic Heat Equation
by Arturo Kohatsu-Higa & David Nualart - 1474-1485 A General Version of Price’s Theorem
by Felix Voigtlaender - 1486-1505 Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes
by Ceren Vardar-Acar & Mine Çağlar & Florin Avram - 1506-1578 Schauder Estimates for Poisson Equations Associated with Non-local Feller Generators
by Franziska Kühn - 1579-1606 On Exact Laws of Large Numbers for Oppenheim Expansions with Infinite Mean
by Rita Giuliano & Milto Hadjikyriakou - 1607-1622 On the Long-Range Dependence of Mixed Fractional Poisson Process
by K. K. Kataria & M. Khandakar - 1623-1652 Concentration Inequalities for Bounded Functionals via Log-Sobolev-Type Inequalities
by Friedrich Götze & Holger Sambale & Arthur Sinulis - 1653-1688 Some Results for Range of Random Walk on Graph with Spectral Dimension Two
by Kazuki Okamura