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Content
March 2025, Volume 38, Issue 1
- 1-15 Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes
by Danijel Grahovac & Péter Kevei - 1-15 On the Existence of Extreme Coherent Distributions with No Atoms
by Stanisław Cichomski & Adam Osȩkowski - 1-17 Intersections of Randomly Translated Sets
by Tommaso Visonà - 1-18 A Denseness Property of Stochastic Processes
by Riccardo Passeggeri - 1-19 Small Deviations for the Mutual Intersection Local Time of Brownian Motions
by Xia Chen & Jian Song - 1-19 Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes
by Daehong Kim & Takara Tagawa - 1-23 A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals
by Yuu Hariya - 1-24 Precise Large Deviations for the Total Population of Heavy-Tailed Subcritical Branching Processes with Immigration
by Jiayan Guo & Wenming Hong - 1-29 Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations
by Tianjiao Hua & Peng Luo - 1-34 Markov Chains in the Domain of Attraction of Brownian Motion in Cones
by Denis Denisov & Kaiyuan Zhang - 1-40 The Euler-Maruyama Approximation of State-Dependent Regime Switching Diffusions
by Xinghu Jin & Tian Shen & Zhonggen Su & Yuzhen Tan - 1-42 Planar Random Motions in a Vortex
by Enzo Orsingher & Manfred Marvin Marchione - 1-43 Bounding the $$L^1$$ L 1 -Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method
by Gilles Germain & Yvik Swan - 1-94 Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems
by Pascal Beckedorf & Angelika Rohde
November 2024, Volume 37, Issue 4
- 2859-2885 Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation
by Wioletta M. Ruszel & Debleena Thacker - 2886-2911 Doubly Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients
by Shengqiu Sun - 2912-2940 Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses
by A. Afreen & A. Raheem & A. Khatoon - 2941-2989 Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments
by Alexander Kalinin & Thilo Meyer-Brandis & Frank Proske - 2990-3014 Moderate and $$L^p$$ L p Maximal Inequalities for Diffusion Processes and Conformal Martingales
by Xian Chen & Yong Chen & Yumin Cheng & Chen Jia - 3015-3054 Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions
by Jiang Hui & Xu Lihu & Yang Qingshan - 3055-3088 Some Families of Random Fields Related to Multiparameter Lévy Processes
by Francesco Iafrate & Costantino Ricciuti - 3089-3151 Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics
by Dennis Leung & Qi-Man Shao & Liqian Zhang - 3152-3176 Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations
by Xing Huang & Xiaochen Ma - 3177-3201 Sample Path Behaviors of Lévy Processes Conditioned to Avoid Zero
by Shosei Takeda - 3202-3215 Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups
by M. N. N. Namboodiri - 3216-3245 Generalized Iterated Poisson Process and Applications
by Ritik Soni & Ashok Kumar Pathak - 3246-3280 Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach
by Alessandro Gregorio & Francesco Iafrate - 3281-3282 Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach
by Alessandro Gregorio & Francesco Iafrate - 3283-3316 Urns with Multiple Drawings and Graph-Based Interaction
by Yogesh Dahiya & Neeraja Sahasrabudhe - 3317-3354 Density Fluctuations for the Multi-Species Stirring Process
by Francesco Casini & Cristian Giardinà & Frank Redig - 3355-3394 Asymptotic Expansions for Additive Measures of Branching Brownian Motions
by Haojie Hou & Yan-Xia Ren & Renming Song - 3395-3425 Explosion Rates for Continuous-State Branching Processes in a Lévy Environment
by Natalia Cardona-Tobón & Juan Carlos Pardo - 3426-3454 Convergence to the Uniform Distribution of Vectors of Partial Sums Modulo One with a Common Factor
by Roberta Flenghi & Benjamin Jourdain - 3455-3478 Transition of the Simple Random Walk on the Ice Model Graph
by Xavier Bressaud & Serge Cohen - 3479-3495 Hitting with Probability One for Stochastic Heat Equations with Additive Noise
by Robert C. Dalang & Fei Pu - 3496-3539 Large Deviation Principle for Stochastic Reaction–Diffusion Equations with Superlinear Drift on $$\mathbb {R}$$ R Driven by Space–Time White Noise
by Yue Li & Shijie Shang & Jianliang Zhai - 3540-3580 On the Generalized Birth–Death Process and Its Linear Versions
by P. Vishwakarma & K. K. Kataria - 3581-3626 Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes
by Dingwen Zhang - 3627-3653 Berry–Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph
by Maximilian Janisch & Thomas Lehéricy - 3654-3687 Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts
by Xiao-Yu Zhao - 3688-3724 Penalization of Galton–Watson Trees with Marked Vertices
by Abraham Romain & Boulal Sonia & Debs Pierre - 3725-3755 The Transport Map Computed by Iterated Function System
by Judy Yangjun Lin & Huoxia Liu - 3756-3780 Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses
by Xiansi Ma & Yongcheng Qi - 3781-3802 Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise
by Zhe Pu & Jianxiu Guo & Dingshi Li
September 2024, Volume 37, Issue 3
- 1945-1957 Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon
by Jelena Jocković & Bojana Todić - 1958-1987 Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails
by Shuyang Bai & He Tang - 1988-2022 Random Transpositions on Contingency Tables
by Mackenzie Simper - 2023-2053 Sojourn Times of Gaussian Processes with Random Parameters
by Goran Popivoda & Siniša Stamatović - 2054-2075 Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion
by Qian Yu & Xianye Yu - 2076-2096 Sub-exponentiality in Statistical Exponential Models
by Barbara Trivellato - 2097-2120 The Moduli of Continuity for Operator Fractional Brownian Motion
by Wensheng Wang - 2121-2129 The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution
by Andrzej Komisarski & Jacques Labuschagne - 2130-2183 Rough Differential Equations Containing Path-Dependent Bounded Variation Terms
by Shigeki Aida - 2184-2233 Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains
by Alain Durmus & Eric Moulines & Alexey Naumov & Sergey Samsonov - 2234-2252 Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails
by Christophe Cuny & Jérôme Dedecker & Florence Merlevède - 2253-2276 Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations
by Amadou Diop & Mamadou Moustapha Mbaye & Yong-Kui Chang & Gaston Mandata N’Guérékata - 2277-2303 On Poisson Approximation
by S. Y. Novak - 2304-2329 Hausdorff Measure and Uniform Dimension for Space-Time Anisotropic Gaussian Random Fields
by Weijie Yuan & Zhenlong Chen - 2330-2351 Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$ F 2
by Antoine Goldsborough & Stefanie Zbinden - 2352-2393 Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View
by Elena Issoglio & Francesco Russo - 2394-2424 A Robust $$\alpha $$ α -Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition
by Lianzi Jiang & Gechun Liang - 2425-2456 On Markov Intertwining Relations and Primal Conditioning
by Marc Arnaudon & Koléhè Coulibaly-Pasquier & Laurent Miclo - 2457-2507 Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms
by Yan-Xia Ren & Ting Yang - 2508-2533 The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities
by Sebastian Rickelhoff & Alexander Schnurr - 2534-2575 Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$ H 3
by Jan Czajkowski - 2576-2614 Stochastic Differential Equations with Local Growth Singular Drifts
by Wenjie Ye - 2615-2645 Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators
by Hanwu Li & Guomin Liu - 2646-2664 An Analogue of the Klebanov Theorem for Locally Compact Abelian Groups
by Margaryta Myronyuk - 2665-2703 On the $$L^{p}$$ L p -Spaces of Projective Limits of Probability Measures
by Juan Carlos Sampedro - 2704-2737 Precise Tail Behaviour of Some Dirichlet Series
by Alexander Iksanov & Vitali Wachtel - 2738-2774 Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena
by Federica Masiero & Enrico Priola - 2775-2817 The Voter Model with a Slow Membrane
by Linjie Zhao & Xiaofeng Xue - 2818-2842 Asymptotic Behaviors for Random Geometric Series
by Fuqing Gao & Yunshi Gao & Xianjie Xia - 2843-2858 Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems
by Azam A. Imomov & Misliddin Murtazaev
June 2024, Volume 37, Issue 2
- 975-1000 Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces
by Anatoliy Malyarenko & Emilio Porcu - 1001-1038 Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies
by Ihsan Arharas & Youssef Ouknine - 1039-1051 A Note on the Markovian SIR Epidemic on a Random Graph with Given Degrees
by Malwina Luczak - 1052-1078 Exit Times for a Discrete Markov Additive Process
by Zbigniew Palmowski & Lewis Ramsden & Apostolos D. Papaioannou - 1079-1123 Lower Deviation for the Supremum of the Support of Super-Brownian Motion
by Yan-Xia Ren & Renming Song & Rui Zhang - 1124-1167 Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces
by G. Last & I. Molchanov & M. Schulte - 1168-1198 Convergence of Martingales with Jumps on Submanifolds of Euclidean Spaces and its Applications to Harmonic Maps
by Fumiya Okazaki - 1199-1229 Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices
by Huanchao Zhou & Jiang Hu & Zhidong Bai & Jack W. Silverstein - 1230-1256 Equivalences of Geometric Ergodicity of Markov Chains
by Marco A. Gallegos-Herrada & David Ledvinka & Jeffrey S. Rosenthal - 1257-1298 A Theory of Singular Values for Finite Free Probability
by Aurelien Gribinski - 1299-1332 Bifractional Brownian Motions on Metric Spaces
by Chunsheng Ma - 1333-1356 Fractional Skellam Process of Order k
by K. K. Kataria & M. Khandakar - 1357-1396 Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term
by Le Chen & Nicholas Eisenberg - 1397-1416 Harmonic Moments and Large Deviations for the Markov Branching Process with Immigration
by Liuyan Li & Junping Li - 1417-1444 Cutoff on Trees is Rare
by Nina Gantert & Evita Nestoridi & Dominik Schmid - 1445-1468 Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos
by Rémy Dhoyer & Ciprian A. Tudor - 1469-1522 Gradient Flows on Graphons: Existence, Convergence, Continuity Equations
by Sewoong Oh & Soumik Pal & Raghav Somani & Raghavendra Tripathi - 1523-1596 Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)
by Yifeng Qin - 1597-1626 Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes
by Peng Chen & Xinghu Jin & Tian Shen & Zhonggen Su - 1627-1653 On Convergence of the Uniform Norm and Approximation for Stochastic Processes from the Space $${\textbf{F}}_\psi (\Omega )$$ F ψ ( Ω )
by Iryna Rozora & Yurii Mlavets & Olga Vasylyk & Volodymyr Polishchuk - 1654-1673 On the Local Time of Anisotropic Random Walk on $$\mathbb Z^2$$ Z 2
by Endre Csáki & Antónia Földes - 1674-1709 Wigner- and Marchenko–Pastur-Type Limit Theorems for Jacobi Processes
by Martin Auer & Michael Voit & Jeannette H. C. Woerner - 1710-1744 Exact Modulus of Continuities for $$\Lambda $$ Λ -Fleming–Viot Processes with Brownian Spatial Motion
by Huili Liu & Xiaowen Zhou - 1745-1786 Green Function for an Asymptotically Stable Random Walk in a Half Space
by Denis Denisov & Vitali Wachtel - 1787-1823 Homogenization of a Multivariate Diffusion with Semipermeable Interfaces
by Olga Aryasova & Ilya Pavlyukevich & Andrey Pilipenko - 1824-1849 Coupled McKean–Vlasov Equations Over Convex Domains
by Guangying Lv & Wei Wang & Jinlong Wei - 1850-1881 Explicit Approximation of Invariant Measure for Stochastic Delay Differential Equations with the Nonlinear Diffusion Term
by Xiaoyue Li & Xuerong Mao & Guoting Song - 1882-1901 A Conditioned Local Limit Theorem for Nonnegative Random Matrices
by Marc Peigné & Da Cam Pham - 1902-1926 Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition
by Bingjun Wang & Hongjun Gao & Mingxia Yuan & Qingkun Xiao - 1927-1943 A Note on Transience of Generalized Multi-Dimensional Excited Random Walks
by Rodrigo B. Alves & Giulio Iacobelli & Glauco Valle
March 2024, Volume 37, Issue 1
- 1-42 Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function
by Safa Bridaa & Wissem Jedidi & Hristo Sendov - 43-80 Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures
by Remigijus Mikulevičius & Changyong Zhang - 81-120 Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass
by Luca Avena & Conrado Costa - 121-132 Anisotropic Non-oriented Bond Percolation in High Dimensions
by Pablo A. Gomes & Alan Pereira & Remy Sanchis - 133-159 The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations
by Yue Wu & Chenggui Yuan - 160-208 Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation
by Nicolas Schaeffer - 209-227 Some Optimal Conditions for the ASCLT
by István Berkes & Siegfried Hörmann - 228-250 Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model
by Hui Jiang & Yajuan Pan & Xiao Wei - 251-306 A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise
by Ruinan Li & Ran Wang & Beibei Zhang - 307-351 Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions
by Fabian Harang & Samy Tindel & Xiaohua Wang - 352-408 Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion
by Solesne Bourguin & Thanh Dang & Konstantinos Spiliopoulos - 409-445 Cutpoints of (1,2) and (2,1) Random Walks on the Lattice of Positive Half Line
by Lanlan Tang & Hua-Ming Wang - 446-488 Multivariate Stable Approximation by Stein’s Method
by Peng Chen & Ivan Nourdin & Lihu Xu & Xiaochuan Yang - 489-510 Semimartingale Representation of a Class of Semi-Markov Dynamics
by Anindya Goswami & Subhamay Saha & Ravishankar Kapildev Yadav - 511-532 Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States
by Xiaohan Wu & Anyue Chen & Junping Li - 533-548 Renewal Dynamical Approach for Non-Minimal Quasi-Stationary Distributions of One-Dimensional Diffusions
by Kosuke Yamato - 549-581 Normal Approximation of Compound Hawkes Functionals
by Mahmoud Khabou & Nicolas Privault & Anthony Réveillac - 582-602 On Ergodic Properties of Some Lévy-Type Processes
by Victoria Knopova & Yana Mokanu - 603-622 On the Quenched CLT for Stationary Markov Chains
by Magda Peligrad - 623-641 Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion
by Jingjun Guo & Cuiyun Zhang & Aiqin Ma - 642-670 Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors
by Robert E. Gaunt & Heather Sutcliffe - 671-720 A Sobolev Space Theory for Time-Fractional Stochastic Partial Differential Equations Driven by Lévy Processes
by Kyeong-Hun Kim & Daehan Park - 721-743 On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands
by Ehsan Azmoodeh & Pauliina Ilmonen & Nourhan Shafik & Tommi Sottinen & Lauri Viitasaari - 744-767 On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling
by Emmanuel Coffie & Xuerong Mao & Frank Proske - 768-813 Sylvester Index of Random Hermitian Matrices
by Mohamed Bouali & Jacques Faraut - 814-859 Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups
by Amos Nevo & Felix Pogorzelski - 860-876 Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind
by Rachid Belfadli & Khalifa Es-Sebaiy & Fatima-Ezzahra Farah - 877-904 General Mean Reflected Backward Stochastic Differential Equations
by Ying Hu & Remi Moreau & Falei Wang - 905-932 General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion
by Christian Bender & Joachim Lebovits & Jacques Lévy Véhel - 933-973 Spectrum of Lévy–Khintchine Random Laplacian Matrices
by Andrew Campbell & Sean O’Rourke
December 2023, Volume 36, Issue 4
- 1939-1955 Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps
by N. Durga & P. Muthukumar - 1956-1971 On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs
by Tobias Weihrauch & Stefan Bachmann - 1972-2039 Fluctuation Moments Induced by Conjugation with Asymptotically Liberating Random Matrix Ensembles
by Josue Vazquez-Becerra - 2040-2065 Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution
by Marek Arendarczyk & Barbara Jasiulis-Gołdyn & Edward Omey - 2066-2092 Asymptotic Properties of Random Contingency Tables with Uniform Margin
by Da Wu - 2093-2125 On the Ergodicity of Certain Markov Chains in Random Environments
by Balázs Gerencsér & Miklós Rásonyi - 2126-2164 On Conditioning Brownian Particles to Coalesce
by Vitalii Konarovskyi & Victor Marx - 2165-2191 Fractional Poisson Processes of Order k and Beyond
by Neha Gupta & Arun Kumar - 2192-2228 Scaling Limits of Slim and Fat Trees
by Vladislav Kargin - 2229-2261 Stochastic Dynamics of Generalized Planar Random Motions with Orthogonal Directions
by Fabrizio Cinque & Enzo Orsingher - 2262-2283 Semi-uniform Feller Stochastic Kernels
by Eugene A. Feinberg & Pavlo O. Kasyanov & Michael Z. Zgurovsky - 2284-2310 Quantitative Russo–Seymour–Welsh for Random Walk on Random Graphs and Decorrelation of Uniform Spanning Trees
by Gourab Ray & Tingzhou Yu - 2311-2338 Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients
by Jean-Marc Owo & Auguste Aman - 2339-2358 On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures
by David Criens - 2359-2402 Discretization of the Ergodic Functional Central Limit Theorem
by Gilles Pagès & Clément Rey - 2403-2425 Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces
by Tianshi Lu & Chunsheng Ma & Yimin Xiao - 2426-2447 The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$ Z
by Tran Duy Vo - 2448-2475 The Smallest Singular Value of a Shifted Random Matrix
by Xiaoyu Dong - 2476-2500 On Null-Homology and Stationary Sequences
by Gerold Alsmeyer & Chiranjib Mukherjee - 2501-2563 Structural Properties of Gibbsian Point Processes in Abstract Spaces
by Steffen Betsch - 2564-2589 Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space
by C. A. Fonseca-Mora - 2590-2610 A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations
by Jie Xu & Qiqi Lian
September 2023, Volume 36, Issue 3
- 1341-1367 Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case
by Xi Geng & Cheng Ouyang & Samy Tindel - 1368-1399 Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past
by Yu Ito & Toru Sera & Kouji Yano - 1400-1436 Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations
by Abdelkarim Oualaid & Khaled Bahlali & Youssef Ouknine - 1437-1453 Equivalence–Singularity Dichotomy in Markov Measures
by Nachi Avraham-Re’em - 1454-1486 A Kolmogorov–Chentsov Type Theorem on General Metric Spaces with Applications to Limit Theorems for Banach-Valued Processes
by Volker Krätschmer & Mikhail Urusov - 1487-1519 Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise
by Zhang Chen & Bixiang Wang - 1520-1533 Weighted Davis Inequalities for Martingale Square Functions
by Dennis Wollgast & Pavel Zorin-Kranich - 1534-1554 Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients
by Kohei Noda & Tomoyuki Shirai - 1555-1571 Transcritical Bifurcation for the Conditional Distribution of a Diffusion Process
by Michel Benaïm & Nicolas Champagnat & William Oçafrain & Denis Villemonais - 1572-1590 Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments
by Shukai Chen & Rongjuan Fang & Xiangqi Zheng - 1591-1625 Central Limit Theorem for Kernel Estimator of Invariant Density in Bifurcating Markov Chains Models
by S. Valère Bitseki Penda & Jean-François Delmas - 1626-1666 Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables
by Mátyás Barczy & Zsolt Páles - 1667-1697 Selfsimilar Free Additive Processes and Freely Selfdecomposable Distributions
by Makoto Maejima & Noriyoshi Sakuma - 1698-1719 Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators
by Yuyang Chen & Peng Luo - 1720-1742 Support Theorem for Lévy-driven Stochastic Differential Equations
by Oleksii Kulyk - 1743-1761 On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form
by Linda Khachatryan & Boris S. Nahapetian - 1762-1796 Functional Inequalities for Some Generalised Mehler Semigroups
by Luciana Angiuli & Simone Ferrari & Diego Pallara - 1797-1828 Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes
by Xinghu Jin & Tian Shen & Zhonggen Su - 1829-1876 Error distribution of the Euler approximation scheme for stochastic Volterra equations
by David Nualart & Bhargobjyoti Saikia - 1877-1901 Ergodic Theorems with Random Weights for Stationary Random Processes and Fields
by Arkady Tempelman - 1902-1921 Log-Harnack Inequality and Exponential Ergodicity for Distribution Dependent Chan–Karolyi–Longstaff–Sanders and Vasicek Models
by Yifan Bai & Xing Huang - 1922-1938 Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions
by Chunsheng Ma
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