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2022, Volume 152, Issue C
- 32-85 Contrast estimation of time-varying infinite memory processes
by Bardet, Jean-Marc & Doukhan, Paul & Wintenberger, Olivier
- 86-148 Multivariate Hawkes processes on inhomogeneous random graphs
by Agathe-Nerine, Zoé
- 149-176 Shuffling cards by spatial motion
by Diaconis, Persi & Pal, Soumik
- 177-207 Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
by Balan, Raluca M. & Yuan, Wangjun
- 208-232 On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
by Kouritzin, Michael A. & Paul, Sounak
- 233-288 Percolation of worms
by Ráth, Balázs & Rokob, Sándor
- 289-311 Cooling down stochastic differential equations: Almost sure convergence
by Dereich, Steffen & Kassing, Sebastian
- 312-338 Monotone convex order for the McKean–Vlasov processes
by Liu, Yating & Pagès, Gilles
- 339-377 Parameterised branching processes: A functional version of Kesten & Stigum theorem
by Mailler, Cécile & Marckert, Jean-François
- 378-423 Long-term concentration of measure and cut-off
by Barbour, A.D. & Brightwell, Graham & Luczak, Malwina
- 424-451 A central limit theorem for sets of probability measures
by Chen, Zengjing & Epstein, Larry G.
- 452-485 Deviation inequalities for stochastic approximation by averaging
by Fan, Xiequan & Alquier, Pierre & Doukhan, Paul
- 486-532 Edgeworth expansions for independent bounded integer valued random variables
by Dolgopyat, Dmitry & Hafouta, Yeor
- 533-559 Large deviations for Markov jump processes with uniformly diminishing rates
by Agazzi, Andrea & Andreis, Luisa & Patterson, Robert I.A. & Renger, D.R. Michiel
2022, Volume 151, Issue C
- 1-22 Stationary determinantal processes: ψ-mixing property and correlation dimensions
by Fan, Shilei & Liao, Lingmin & Qiu, Yanqi
- 23-67 Distribution dependent SDEs driven by fractional Brownian motions
by Fan, Xiliang & Huang, Xing & Suo, Yongqiang & Yuan, Chenggui
- 68-100 Convergence of densities of spatial averages of stochastic heat equation
by Kuzgun, Sefika & Nualart, David
- 101-126 A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms
by Wong, Chi Hong & Yang, Xue & Zhang, Jing
- 127-173 Law of large numbers and fluctuations in the sub-critical and L2 regions for SHE and KPZ equation in dimension d≥3
by Cosco, Clément & Nakajima, Shuta & Nakashima, Makoto
- 174-190 High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos
by Arguin, Louis-Pierre & Hartung, Lisa & Kistler, Nicola
- 191-229 Affine pure-jump processes on positive Hilbert–Schmidt operators
by Cox, Sonja & Karbach, Sven & Khedher, Asma
- 230-264 Explicit description of all deflators for market models under random horizon with applications to NFLVR
by Choulli, Tahir & Yansori, Sina
- 265-306 Boundary Green’s functions and Minkowski content measure of multi-force-point SLEκ(ρ̲)
by Zhan, Dapeng
- 307-341 Strict Kantorovich contractions for Markov chains and Euler schemes with general noise
by Huang, Lu-Jing & Majka, Mateusz B. & Wang, Jian
- 342-395 Boundary Harnack principle for diffusion with jumps
by Chen, Zhen-Qing & Wang, Jie-Ming
- 396-435 Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics
by Bandini, Elena & Calvia, Alessandro & Colaneri, Katia
- 436-450 Coupling of stationary fields with application to arithmetic waves
by Beliaev, Dmitry & Maffucci, Riccardo W.
- 451-489 Spectral gap of replica exchange Langevin diffusion on mixture distributions
by Dong, Jing & Tong, Xin T.
- 490-518 Percolation and connection times in multi-scale dynamic networks
by Hirsch, Christian & Jahnel, Benedikt & Cali, Elie
- 519-552 Ergodicity of the infinite swapping algorithm at low temperature
by Menz, Georg & Schlichting, André & Tang, Wenpin & Wu, Tianqi
- 553-570 Perturbations of multiple Schramm–Loewner evolution with two non-colliding Dyson Brownian motions
by Chen, Jiaming & Margarint, Vlad
2022, Volume 150, Issue C
- 1-18 Strong Gaussian approximation for cumulative processes
by Bashtova, Elena & Shashkin, Alexey
- 19-49 Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
by Rønn-Nielsen, Anders & Stehr, Mads
- 50-90 On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system
by Ren, Yan-Xia & Xiong, Jie & Yang, Xu & Zhou, Xiaowen
- 91-115 The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients
by Xie, Longjie & Yang, Li
- 116-146 Spatially inhomogeneous populations with seed-banks: II. Clustering regime
by den Hollander, Frank & Nandan, Shubhamoy
- 147-191 Tails of bivariate stochastic recurrence equation with triangular matrices
by Damek, Ewa & Matsui, Muneya
- 192-214 Well-posedness and propagation of chaos for McKean–Vlasov equations with jumps and locally Lipschitz coefficients
by Erny, Xavier
- 215-249 On ill-posedness of nonlinear stochastic wave equations driven by rough noise
by Deya, Aurélien
- 250-279 Inhomogeneous affine Volterra processes
by Ackermann, Julia & Kruse, Thomas & Overbeck, Ludger
- 280-322 Distance covariance for random fields
by Matsui, Muneya & Mikosch, Thomas & Roozegar, Rasool & Tafakori, Laleh
- 323-357 Averaging of semigroups associated to diffusion processes on a simplex
by Faure, Dimitri
- 358-396 An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains
by Xu, Jie
- 397-410 Coxeter group actions on interacting particle systems
by Kuan, Jeffrey
- 411-445 Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices
by Azaïs, Jean-Marc & Delmas, Céline
- 446-509 Heavy range of the randomly biased walk on Galton–Watson trees in the slow movement regime
by Chen, Xinxin
- 510-531 Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations
by Foucart, Clément & Möhle, Martin
- 532-568 Stationarity and uniform in time convergence for the graphon particle system
by Bayraktar, Erhan & Wu, Ruoyu
- 569-595 Skorohod and Stratonovich integrals for controlled processes
by Song, Jian & Tindel, Samy
- 596-621 Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
by Peligrad, Magda & Sang, Hailin & Xiao, Yimin & Yang, Guangyu
- 622-654 Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence
by Bo, Lijun & Li, Tongqing & Yu, Xiang
- 655-677 Strong solutions of a stochastic differential equation with irregular random drift
by Holden, Helge & Karlsen, Kenneth H. & Pang, Peter H.C.
- 678-698 Optimal sustainable harvesting of populations in random environments
by Alvarez E., Luis H.R. & Hening, Alexandru
- 699-715 Pseudorandom processes
by Móri, Tamás F. & Székely, Gábor J.
- 716-728 Strict local martingales and the Khasminskii test for explosions
by Dandapani, Aditi & Protter, Philip
- 729-751 Minimising the expected commute time
by Jacka, Saul & Hernández-Hernández, Ma. Elena
- 752-781 Iterated Gilbert mosaics
by Baccelli, Francois & Tran, Ngoc Mai
- 782-787 Expectation of local times and the Dupire formula
by Hamza, K. & Klebaner, F.C.
- 788-801 Gaussian random fields on the sphere and sphere cross line
by Bingham, Nicholas H. & Symons, Tasmin L.
- 802-818 Adaptive Huber regression on Markov-dependent data
by Fan, Jianqing & Guo, Yongyi & Jiang, Bai
- 819-843 Constrained optimal stopping, liquidity and effort
by Hobson, David & Zeng, Matthew
- 844-852 To stay discovered: On tournament mean score sequences and the Bradley–Terry model
by Aldous, David J. & Kolesnik, Brett
- 853-885 A stochastic calculus for Rosenblatt processes
by Čoupek, Petr & Duncan, Tyrone E. & Pasik-Duncan, Bozenna
- 886-918 AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation
by Douissi, Soukaina & Es-Sebaiy, Khalifa & Alshahrani, Fatimah & Viens, Frederi G.
- 919-937 Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach
by Glover, Kristoffer
- 938-971 The rencontre problem
by Thomas Bruss, F. & Ernst, Philip A. & Huang, Dongzhou
- 972-994 Estimation of α, β and portfolio weights in a pure-jump model with long memory in volatility
by Zhang, Yichen & Hurvich, Clifford M.
- 995-1014 MFGs for partially reversible investment
by Cao, Haoyang & Guo, Xin
- 1015-1036 Sticky Bessel diffusions
by Peskir, Goran
- 1037-1058 Extreme eigenvalues of nonlinear correlation matrices with applications to additive models
by Guo, Zijian & Zhang, Cun-Hui
- 1059-1067 The 1/e-strategy is sub-optimal for the problem of best choice under no information
by Bruss, F. Thomas & Rogers, L.C.G.
- 1068-1090 Detecting the presence of a random drift in Brownian motion
by Johnson, P. & Pedersen, J.L. & Peskir, G. & Zucca, C.
- 1091-1108 Fiscal stimulus as an optimal control problem
by Ernst, Philip A. & Imerman, Michael B. & Shepp, Larry & Zhou, Quan
- 1109-1138 An optimal stopping problem for spectrally negative Markov additive processes
by Çağlar, M. & Kyprianou, A. & Vardar-Acar, C.
- 1139-1164 The Feller Coupling for random derangements
by da Silva, Poly H. & Jamshidpey, Arash & Tavaré, Simon
- 1165-1188 Moments and polynomial expansions in discrete matrix-analytic models
by Asmussen, Søren & Bladt, Mogens
- 1189-1203 Reflected Brownian motion in the quarter plane: An equivalence based on time reversal
by Harrison, J. Michael
- 1204-1221 On a first hit distribution of the running maximum of Brownian motion
by Randon-Furling, Julien & Salminen, Paavo & Vallois, Pierre
- 1222-1237 Bandit and covariate processes, with finite or non-denumerable set of arms
by Lai, Tze Leung & Sklar, Michael Benjamin & Xu, Huanzhong
- 1238-1270 An ℓ∞ asymptotically nearly minimax goodness of fit test
by Klass, Michael J.
2022, Volume 149, Issue C
- 1-38 Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
by Wang, Ya & Wu, Fuke & Yin, George & Zhu, Chao
- 39-59 Mean-field limit of age and leaky memory dependent Hawkes processes
by Schmutz, Valentin
- 60-74 Strict inequality for bond percolation on a dilute lattice with columnar disorder
by Hilário, M.R. & Sá, M. & Sanchis, R.
- 75-106 Statistical analysis for stationary time series at extreme levels: New estimators for the limiting cluster size distribution
by Bücher, Axel & Jennessen, Tobias
- 107-141 Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces
by Becker, Simon & Hartmann, Carsten & Redmann, Martin & Richter, Lorenz
- 142-187 Large and moderate deviations for stochastic Volterra systems
by Jacquier, Antoine & Pannier, Alexandre
- 188-223 A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero
by Carfagnini, Marco & Földes, Juraj & Herzog, David P.
- 224-247 Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons
by De Santis, E. & Galves, A. & Nappo, G. & Piccioni, M.
- 248-277 Continuum and thermodynamic limits for a simple random-exchange model
by Düring, Bertram & Georgiou, Nicos & Merino-Aceituno, Sara & Scalas, Enrico
- 278-307 Stochastic evolution equations driven by cylindrical stable noise
by Kosmala, Tomasz & Riedle, Markus
- 308-340 RAP-modulated fluid processes: First passages and the stationary distribution
by Bean, Nigel G. & Nguyen, Giang T. & Nielsen, Bo F. & Peralta, Oscar
- 341-368 Stochastic Gradient Hamiltonian Monte Carlo for non-convex learning
by Chau, Huy N. & Rásonyi, Miklós
- 369-403 Range of random walks on free products
by Gilch, Lorenz A.
- 404-426 Limit theorems for Hawkes processes including inhibition
by Cattiaux, Patrick & Colombani, Laetitia & Costa, Manon
2022, Volume 148, Issue C
- 1-24 Divergence of an integral of a process with small ball estimate
by Mishura, Yuliya & Yoshidae, Nakahiro
- 25-67 Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models
by Jin, Zhumengmeng & Hobert, James P.
- 68-97 Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone
by Elliott, Robert & Qiu, Jinniao & Wei, Wenning
- 98-138 Unique quasi-stationary distribution, with a possibly stabilizing extinction
by Velleret, Aurélien
- 139-179 Importance sampling for maxima on trees
by Basrak, Bojan & Conroy, Michael & Olvera-Cravioto, Mariana & Palmowski, Zbigniew
- 180-226 Interacting Hawkes processes with multiplicative inhibition
by Duval, Céline & Luçon, Eric & Pouzat, Christophe
- 227-266 Asymptotic fluctuations of geometric q-TASEP, geometric q-PushTASEP and q-PushASEP
by Vető, Bálint
- 267-277 Asymptotics of the optimum in discrete sequential assignment
by Járai, Antal A.
- 278-298 Backward stochastic differential equations with regime-switching and sublinear expectations
by Dela Vega, Engel John C. & Elliott, Robert J.
- 299-323 A ℂ0,1-functional Itô’s formula and its applications in mathematical finance
by Bouchard, Bruno & Loeper, Grégoire & Tan, Xiaolu
- 324-352 Local-density dependent Markov processes on graphons with epidemiological applications
by Keliger, Dániel & Horváth, Illés & Takács, Bálint
- 353-379 Vertex reinforced random walks with exponential interaction on complete graphs
by Rosales, Rafael A. & Prado, Fernando P.A. & Pires, Benito
- 380-399 Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms
by Huang, Lu-Jing & Kim, Kyung-Youn & Mao, Yong-Hua & Wang, Tao
2022, Volume 147, Issue C
- 1-50 Large deviations of cancer recurrence timing
by Hanagal, Pranav & Leder, Kevin & Wang, Zicheng
- 51-75 Characterisation of L0-boundedness for a general set of processes with no strictly positive element
by Bálint, Dániel Ágoston
- 76-106 Universality for random permutations and some other groups
by Kammoun, Mohamed Slim
- 107-144 Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions
by Baldassarri, Simone & Nardi, Francesca R.
- 145-174 An estimate for the radial chemical distance in 2d critical percolation clusters
by Sosoe, Philippe & Reeves, Lily
- 175-209 Percolation of the excursion sets of planar symmetric shot noise fields
by Lachieze-Rey, Raphael & Muirhead, Stephen
- 210-225 A characterization of solutions of quadratic BSDEs and a new approach to existence
by Jackson, Joe & Žitković, Gordan
- 226-269 Remarks on the non-uniqueness in law of the Navier–Stokes equations up to the J.-L. Lions’ exponent
by Yamazaki, Kazuo
- 270-299 An urn model with random multiple drawing and random addition
by Crimaldi, Irene & Louis, Pierre-Yves & Minelli, Ida G.
- 300-326 Fokker–Planck equation for Feynman–Kac transform of anomalous processes
by Zhang, Shuaiqi & Chen, Zhen-Qing
- 327-362 Positive hulls of random walks and bridges
by Godland, Thomas & Kabluchko, Zakhar
- 363-387 Some properties of solutions of Itô equations with drift in Ld+1
by Krylov, N.V.
- 388-422 Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations
by Pianoforte, Federico & Schulte, Matthias
- 423-455 Change-level detection for Lévy subordinators
by Al Masry, Zeina & Rabehasaina, Landy & Verdier, Ghislain
- 456-480 Cluster point processes and Poisson thinning INARMA
by Chen, Zezhun & Dassios, Angelos
2022, Volume 146, Issue C
- 1-21 Limits of invariant measures of stochastic Burgers equations driven by two kinds of α-stable processes
by Liu, Xianming
- 22-59 Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
by Grothaus, Martin & Mertin, Maximilian Constantin
- 60-79 Correlation bound for a one-dimensional continuous long-range Ising model
by Hasler, David & Hinrichs, Benjamin & Siebert, Oliver
- 80-97 SLLN and annealed CLT for random walks in I.I.D. random environment on Cayley trees
by Athreya, Siva & Bandyopadhyay, Antar & Dasgupta, Amites & Sahasrabudhe, Neeraja
- 98-113 Simple bounds for utility maximization with small transaction costs
by Bouchard, Bruno & Muhle-Karbe, Johannes
- 114-142 Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises
by Bao, Jianhai & Wang, Jian
- 143-163 Moving average Multifractional Processes with Random Exponent: Lower bounds for local oscillations
by Ayache, Antoine & Bouly, Florent
- 164-186 SDEs with two reflecting barriers driven by semimartingales and processes with bounded p-variation
by Falkowski, Adrian & Słomiński, Leszek
- 187-206 Central limit theorem for majority dynamics: Bribing three voters suffices
by Berkowitz, Ross & Devlin, Pat
- 207-263 The half-space Airy stat process
by Betea, D. & Ferrari, P.L. & Occelli, A.
- 264-310 Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts
by Adams, Daniel & dos Reis, Gonçalo & Ravaille, Romain & Salkeld, William & Tugaut, Julian
- 311-334 Extensions of Bougerol’s identity in law and the associated anticipative path transformations
by Hariya, Yuu
- 335-359 On the lack of semimartingale property
by Prokaj, Vilmos & Bondici, László
- 360-381 Brownian motion conditioned to spend limited time below a barrier
by Aurzada, Frank & Schickentanz, Dominic T.
- 382-413 On properties of the spherical mixed vector p-spin model
by Auffinger, Antonio & Zhou, Yuxin
2022, Volume 145, Issue C
- 1-28 Intertwining relations for diffusions in manifolds and applications to functional inequalities
by Huguet, Baptiste
- 29-47 Path decomposition of a reflected Lévy process on first passage over high levels
by Griffin, Philip S.
- 48-85 Optimal portfolio choice with path dependent benchmarked labor income: A mean field model
by Djehiche, Boualem & Gozzi, Fausto & Zanco, Giovanni & Zanella, Margherita
- 86-116 Extremal clustering under moderate long range dependence and moderately heavy tails
by Chen, Zaoli & Samorodnitsky, Gennady
- 117-142 Density estimates and short-time asymptotics for a hypoelliptic diffusion process
by Pigato, Paolo
- 143-164 Quasistationary distributions and ergodic control problems
by Budhiraja, Amarjit & Dupuis, Paul & Nyquist, Pierre & Wu, Guo-Jhen
- 165-203 Heat kernel bounds for a large class of Markov process with singular jump
by Kim, Kyung-Youn & Wang, Lidan
- 204-225 Probabilistic approach to the heat equation with a dynamic Hardy-type potential
by Okada, Izumi & Yanagida, Eiji
- 226-240 The best choice problem with random arrivals: How to beat the 1/e-strategy
by Gnedin, Alexander
- 241-268 A weak law of large numbers for realised covariation in a Hilbert space setting
by Benth, Fred Espen & Schroers, Dennis & Veraart, Almut E.D.
- 269-307 An ODE method to prove the geometric convergence of adaptive stochastic algorithms
by Akimoto, Youhei & Auger, Anne & Hansen, Nikolaus
- 308-334 Multi-dimensional normal approximation of heavy-tailed moving averages
by Azmoodeh, Ehsan & Ljungdahl, Mathias Mørck & Thäle, Christoph
- 335-352 Bayesian sequential least-squares estimation for the drift of a Wiener process
by Ekström, Erik & Karatzas, Ioannis & Vaicenavicius, Juozas
2022, Volume 144, Issue C
- 1-22 Strong solutions of forward–backward stochastic differential equations with measurable coefficients
by Luo, Peng & Menoukeu-Pamen, Olivier & Tangpi, Ludovic
- 23-71 Switching problems with controlled randomisation and associated obliquely reflected BSDEs
by Bénézet, Cyril & Chassagneux, Jean-François & Richou, Adrien
- 72-84 Ruin probabilities for a Sparre Andersen model with investments
by Eberlein, Ernst & Kabanov, Yuri & Schmidt, Thorsten
- 85-124 Time reversal of Markov processes with jumps under a finite entropy condition
by Conforti, Giovanni & Léonard, Christian
- 125-152 Linear competition processes and generalized Pólya urns with removals
by Popov, Serguei & Shcherbakov, Vadim & Volkov, Stanislav
- 153-172 Large deviation principle for the backward continued fraction expansion
by Takahasi, Hiroki
- 173-201 Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence
by Lelièvre, Tony & Ramil, Mouad & Reygner, Julien
- 202-228 A functional Itō-formula for Dawson–Watanabe superprocesses
by Mandler, Christian & Overbeck, Ludger
- 229-270 Asymptotic analysis of Poisson shot noise processes, and applications
by Torrisi, Giovanni Luca & Leonardi, Emilio
- 271-287 Wasserstein convergence rate for empirical measures on noncompact manifolds
by Wang, Feng-Yu
- 288-311 Transportation cost inequalities for SDEs with irregular drifts
by Suo, Yongqiang & Yuan, Chenggui & Zhang, Shao-Qin
- 312-368 Testing for changes in the tail behavior of Brown–Resnick Pareto processes
by Robert, Christian Y.
2022, Volume 143, Issue C
- 1-30 Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise
by Cialenco, Igor & Kim, Hyun-Jung
- 31-54 Propagation of singularities for the stochastic wave equation
by Lee, Cheuk Yin & Xiao, Yimin
- 55-88 Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise
by Durieu, Olivier & Wang, Yizao
- 89-105 Randomized multivariate Central Limit Theorems for ergodic homogeneous random fields
by Tempelman, Arkady
- 106-159 Spatial asymptotics for the Feynman–Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data
by Lyu, Yangyang
- 160-184 2D random magnetic Laplacian with white noise magnetic field
by Morin, Léo & Mouzard, Antoine
- 185-206 On the continuous dual Hahn process
by Bryc, Włodek
- 207-253 Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions
by Voit, Michael & Woerner, Jeannette H.C.
- 254-284 Self-Switching Markov Chains: Emerging dominance phenomena
by Gallo, S. & Iacobelli, G. & Ost, G. & Takahashi, D.Y.
- 285-339 Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
by Li, Bo & Pang, Guodong
2021, Volume 142, Issue C
- 1-33 Cluster based inference for extremes of time series
by Drees, Holger & Janßen, Anja & Neblung, Sebastian
- 34-78 Volterra equations driven by rough signals
by Harang, Fabian A. & Tindel, Samy
- 79-104 Càdlàg rough differential equations with reflecting barriers
by Allan, Andrew L. & Liu, Chong & Prömel, David J.
- 105-123 Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon
by Bladt, Mogens & Ivanovs, Jevgenijs
- 124-158 Hydrodynamics for the partial exclusion process in random environment
by Floreani, Simone & Redig, Frank & Sau, Federico
- 159-194 Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data
by Salins, M.
- 195-244 Renormalization of stochastic continuity equations on Riemannian manifolds
by Galimberti, Luca & Karlsen, Kenneth H.
- 245-292 Misspecified diffusion models with high-frequency observations and an application to neural networks
by Ogihara, Teppei
- 293-318 Berry–Esseen bounds and moderate deviations for random walks on GLd(R)
by Xiao, Hui & Grama, Ion & Liu, Quansheng
- 319-364 Stochastic functional Kolmogorov equations, I: Persistence
by Nguyen, Dang H. & Nguyen, Nhu N. & Yin, George
- 365-406 The lower tail of the half-space KPZ equation
by Kim, Yujin H.
- 407-431 Implementable coupling of Lévy process and Brownian motion
by Fomichov, Vladimir & González Cázares, Jorge & Ivanovs, Jevgenijs
- 432-461 Non-standard limits for a family of autoregressive stochastic sequences
by Foss, Sergey & Schulte, Matthias
- 462-478 Long range one-cookie random walk with positive speed
by Collevecchio, Andrea & Hamza, Kais & Nguyen, Tuan-Minh
- 479-512 American options in a non-linear incomplete market model with default
by Grigorova, Miryana & Quenez, Marie-Claire & Sulem, Agnès
- 513-548 Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
by Genon-Catalot, Valentine & Larédo, Catherine
- 549-579 Existence and percolation results for stopped germ-grain models with unbounded velocities
by Coupier, David & Dereudre, David & Le Stum, Simon
- 580-600 Large deviations for fractional volatility models with non-Gaussian volatility driver
by Gerhold, Stefan & Gerstenecker, Christoph & Gulisashvili, Archil
- 601-633 On the exact distributions of the maximum of the asymmetric telegraph process
by Cinque, Fabrizio & Orsingher, Enzo
- 634-670 Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
by Ernst, Philip A. & Franceschi, Sandro & Huang, Dongzhou
- 671-705 Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options
by Todorov, Viktor
2021, Volume 141, Issue C
- 1-56 Rough nonlocal diffusions
by Coghi, Michele & Nilssen, Torstein
- 57-78 Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations
by Lanconelli, Alberto & Scorolli, Ramiro
- 79-108 Telegraph random evolutions on a circle
by De Gregorio, Alessandro & Iafrate, Francesco
- 109-138 Discrete-time simulation of Stochastic Volterra equations
by Richard, Alexandre & Tan, Xiaolu & Yang, Fan
- 139-171 Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs
by Hu, Mingshang & Wang, Falei
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