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Content
2021, Volume 141, Issue C
- 172-196 Mean reflected stochastic differential equations with two constraints
by Falkowski, Adrian & Słomiński, Leszek
- 197-244 Mean field interaction on random graphs with dynamically changing multi-color edges
by Bayraktar, Erhan & Wu, Ruoyu
- 245-273 A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption
by Liu, Jiaqi
- 274-308 Moment bounds for dissipative semimartingales with heavy jumps
by Kulik, Alexei & Pavlyukevich, Ilya
- 309-343 Some properties of stationary continuous state branching processes
by Abraham, Romain & Delmas, Jean-François & He, Hui
- 344-375 Large sample autocovariance matrices of linear processes with heavy tails
by Heiny, Johannes & Mikosch, Thomas
- 376-411 Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach
by Nam, Kihun
2021, Volume 140, Issue C
- 1-20 Formulae for the derivative of the Poincaré constant of Gibbs measures
by Sieber, Julian
- 21-48 Regularity of multifractional moving average processes with random Hurst exponent
by Loboda, Dennis & Mies, Fabian & Steland, Ansgar
- 49-80 Moderate deviations of density-dependent Markov chains
by Xue, Xiaofeng
- 81-114 Locally interacting diffusions as Markov random fields on path space
by Lacker, Daniel & Ramanan, Kavita & Wu, Ruoyu
- 115-146 Continuity properties and the support of killed exponential functionals
by Behme, Anita & Lindner, Alexander & Reker, Jana & Rivero, Victor
- 147-182 Constructing fractional Gaussian fields from long-range divisible sandpiles on the torus
by Chiarini, Leandro & Jara, Milton & Ruszel, Wioletta M.
- 183-215 Brownian motion with a horizontal Bessel drift in a parabolic-type domain
by Alayed, Haneen & DeBlassie, Dante
- 216-235 Concentration on Poisson spaces via modified Φ-Sobolev inequalities
by Gusakova, Anna & Sambale, Holger & Thäle, Christoph
- 236-286 Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit
by Luo, Dejun & Zhu, Rongchan
- 287-338 A hierarchical mean field model of interacting spins
by Dai Pra, Paolo & Formentin, Marco & Pelino, Guglielmo
- 339-356 Irreducible decomposition for Markov processes
by Kuwae, Kazuhiro
2021, Volume 139, Issue C
- 1-36 Averaging principle for stochastic differential equations in the random periodic regime
by Uda, Kenneth
- 37-79 Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness
by Gulisashvili, Archil
- 80-109 Large deviations in discrete-time renewal theory
by Zamparo, Marco
- 110-138 A critical branching process with immigration in random environment
by Afanasyev, V.I.
- 139-174 On limit theorems for persistent Betti numbers from dependent data
by Krebs, Johannes
- 175-211 Global solutions to stochastic wave equations with superlinear coefficients
by Millet, Annie & Sanz-Solé, Marta
- 212-228 Lower Gaussian heat kernel bounds for the random conductance model in a degenerate ergodic environment
by Andres, Sebastian & Halberstam, Noah
- 229-279 Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders
by Cho, Soobin & Kim, Panki
- 280-297 Fluctuation limits for mean-field interacting nonlinear Hawkes processes
by Heesen, Sophie & Stannat, Wilhelm
- 298-320 Diffusion approximations in the online increasing subsequence problem
by Gnedin, Alexander & Seksenbayev, Amirlan
- 321-342 Two-type annihilating systems on the complete and star graph
by Cristali, Irina & Jiang, Yufeng & Junge, Matthew & Kassem, Remy & Sivakoff, David & York, Grayson
2021, Volume 138, Issue C
- 1-25 On stochastic Itô processes with drift in Ld
by Krylov, N.V.
- 26-55 Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise
by Nersesyan, Vahagn & Raquépas, Renaud
- 56-95 Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex
by Owada, Takashi & Samorodnitsky, Gennady & Thoppe, Gugan
- 96-116 On excursions inside an excursion
by Chen, May-Ru & Yen, Ju-Yi
- 117-152 Limit theorems for cloning algorithms
by Angeli, Letizia & Grosskinsky, Stefan & Johansen, Adam M.
- 153-185 Optimal stationary markings
by Błaszczyszyn, Bartłomiej & Hirsch, Christian
- 186-211 Asymptotic behavior for Markovian iterated function systems
by Fuh, Cheng-Der
- 212-233 Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions
by Dawson, D.A. & Vaillancourt, J. & Wang, H.
- 234-254 On estimation of quadratic variation for multivariate pure jump semimartingales
by Heiny, Johannes & Podolskij, Mark
2021, Volume 137, Issue C
- 1-34 The extremal process of super-Brownian motion
by Ren, Yan-Xia & Song, Renming & Zhang, Rui
- 35-61 Asymptotics for push on the complete graph
by Daknama, Rami & Panagiotou, Konstantinos & Reisser, Simon
- 62-105 Left–right crossings in the Miller–Abrahams random resistor network and in generalized Boolean models
by Faggionato, Alessandra & Mimun, Hlafo Alfie
- 106-148 The dynamics of stochastic mono-molecular reaction systems in stochastic environments
by Cappelletti, Daniele & Pal Majumder, Abhishek & Wiuf, Carsten
- 149-166 Local theorems for (multidimensional) additive functionals of semi-Markov chains
by Logachov, Artem & Mogulskii, Anatolii & Prokopenko, Evgeny & Yambartsev, Anatoly
- 167-199 LASSO estimation for spherical autoregressive processes
by Caponera, Alessia & Durastanti, Claudio & Vidotto, Anna
- 200-221 Discretization of the Lamperti representation of a positive self-similar Markov process
by Ivanovs, Jevgenijs & Thøstesen, Jakob D.
- 222-251 Mixing time trichotomy in regenerating dynamic digraphs
by Caputo, Pietro & Quattropani, Matteo
- 252-271 Mean Euler characteristic of stationary random closed sets
by Rataj, Jan
- 272-293 Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
by Kyprianou, Andreas E. & Palau, Sandra & Saizmaa, Tsogzolmaa
- 294-326 Markov chains in random environment with applications in queuing theory and machine learning
by Lovas, Attila & Rásonyi, Miklós
2021, Volume 136, Issue C
- 1-56 Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
by Masiero, Federica & Orrieri, Carlo & Tessitore, Gianmario & Zanco, Giovanni
- 57-91 Dynamics of a Fleming–Viot type particle system on the cycle graph
by Corujo, Josué
- 92-124 Maximal moments and uniform modulus of continuity for stable random fields
by Panigrahi, Snigdha & Roy, Parthanil & Xiao, Yimin
- 125-144 Risk sensitive optimal stopping
by Jelito, Damian & Pitera, Marcin & Stettner, Łukasz
- 145-191 Characterizing limits and opportunities in speeding up Markov chain mixing
by Apers, Simon & Sarlette, Alain & Ticozzi, Francesco
- 192-205 Beta Laguerre processes in a high temperature regime
by Trinh, Hoang Dung & Trinh, Khanh Duy
- 206-236 Asymptotic optimality of the generalized cμ rule under model uncertainty
by Cohen, Asaf & Saha, Subhamay
2021, Volume 135, Issue C
- 1-30 A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
by Choi, Jae-Hwan & Han, Beom-Seok
- 31-50 Dimension-free Wasserstein contraction of nonlinear filters
by Whiteley, Nick
- 51-74 Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
by Champagnat, Nicolas & Villemonais, Denis
- 75-102 The domain of definition of the Lévy white noise
by Fageot, Julien & Humeau, Thomas
- 103-138 Concentration inequalities for additive functionals: A martingale approach
by Pepin, Bob
- 139-182 Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in R2
by Li, Jingna & Liu, Hongxia & Tang, Hao
- 183-226 Competing growth processes with random growth rates and random birth times
by Mailler, Cécile & Mörters, Peter & Senkevich, Anna
- 227-253 Non-equilibrium fluctuations of the weakly asymmetric normalized binary contact path process
by Xue, Xiaofeng & Zhao, Linjie
2021, Volume 134, Issue C
- 1-28 Embedding of Walsh Brownian motion
by Bayraktar, Erhan & Zhang, Xin
- 29-54 On regularity of functions of Markov chains
by Berghout, Steven & Verbitskiy, Evgeny
- 55-93 Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients
by Cui, Jianbo & Hong, Jialin & Sun, Liying
- 94-131 Functional limit theorems for marked Hawkes point measures
by Horst, Ulrich & Xu, Wei
- 132-173 Metastability in a continuous mean-field model at low temperature and strong interaction
by Bashiri, K. & Menz, G.
- 174-207 Drift estimation on non compact support for diffusion models
by Comte, Fabienne & Genon-Catalot, Valentine
- 208-239 Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games
by Klimsiak, Tomasz
- 240-264 Entrance laws for annihilating Brownian motions and the continuous-space voter model
by Hammer, Matthias & Ortgiese, Marcel & Völlering, Florian
- 265-307 Partial derivative with respect to the measure and its application to general controlled mean-field systems
by Buckdahn, Rainer & Chen, Yajie & Li, Juan
2021, Volume 133, Issue C
- 1-40 Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach
by Denis, Laurent & Matoussi, Anis & Zhang, Jing
- 41-73 Hypothesis testing for a Lévy-driven storage system by Poisson sampling
by Mandjes, M. & Ravner, L.
- 74-110 Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Central limit theorem and moderate deviation asymptotics
by Ganguly, Arnab & Sundar, P.
- 111-128 On the center of mass of the elephant random walk
by Bercu, Bernard & Laulin, Lucile
- 129-165 Locally Feller processes and martingale local problems
by Gradinaru, Mihai & Haugomat, Tristan
- 166-192 Extremes of locally stationary Gaussian and chi fields on manifolds
by Qiao, Wanli
- 193-228 Martingale driven BSDEs, PDEs and other related deterministic problems
by Barrasso, Adrien & Russo, Francesco
- 229-246 The shape of the value function under Poisson optimal stopping
by Hobson, David
- 247-277 Asymptotic approach for backward stochastic differential equation with singular terminal condition
by Graewe, Paulwin & Popier, Alexandre
2021, Volume 132, Issue C
- 1-32 A lower bound on the displacement of particles in 2D Gibbsian particle systems
by Fiedler, Michael & Richthammer, Thomas
- 33-75 Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration
by Barczy, Mátyás & Basrak, Bojan & Kevei, Péter & Pap, Gyula & Planinić, Hrvoje
- 76-107 Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
by Frikha, Noufel & Li, Libo
- 108-134 Quasi-stationary distributions for subcritical superprocesses
by Liu, Rongli & Ren, Yan-Xia & Song, Renming & Sun, Zhenyao
- 135-163 On the identifiability of interaction functions in systems of interacting particles
by Li, Zhongyang & Lu, Fei & Maggioni, Mauro & Tang, Sui & Zhang, Cheng
- 164-191 Asymptotic analysis of model selection criteria for general hidden Markov models
by Yonekura, Shouto & Beskos, Alexandros & Singh, Sumeetpal S.
- 192-225 Approximation of the allelic frequency spectrum in general supercritical branching populations
by Henry, Benoit
- 226-260 General multilevel adaptations for stochastic approximation algorithms II: CLTs
by Dereich, Steffen
2021, Volume 131, Issue C
- 1-20 The Breuer–Major theorem in total variation: Improved rates under minimal regularity
by Nourdin, Ivan & Nualart, David & Peccati, Giovanni
- 21-50 Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs
by Fan, Shengjun & Hu, Ying
- 51-72 Heat kernel analysis on diamond fractals
by Alonso Ruiz, Patricia
- 73-102 On the optimality of double barrier strategies for Lévy processes
by Noba, Kei
- 103-121 Martingale representation in the enlargement of the filtration generated by a point process
by Di Tella, Paolo & Jeanblanc, Monique
- 122-150 Asymptotic optimality of degree-greedy discovering of independent sets in Configuration Model graphs
by Jonckheere, Matthieu & Sáenz, Manuel
- 151-171 Truncated moments of perpetuities and a new central limit theorem for GARCH processes without Kesten’s regularity
by Jakubowski, Adam & Szewczak, Zbigniew S.
- 172-200 The almost sure semicircle law for random band matrices with dependent entries
by Fleermann, Michael & Kirsch, Werner & Kriecherbauer, Thomas
- 201-235 Discrete-time TASEP with holdback
by Shneer, Seva & Stolyar, Alexander
- 236-252 On sets of zero stationary harmonic measure
by Procaccia, Eviatar B. & Zhang, Yuan
- 253-275 Particles Systems for mean reflected BSDEs
by Briand, Philippe & Hibon, Hélène
- 276-291 Simulated annealing in Rd with slowly growing potentials
by Monmarché, Pierre & Fournier, Nicolas & Tardif, Camille
- 292-310 The effect of graph connectivity on metastability in a stochastic system of spiking neurons
by André, Morgan & Planche, Léo
- 311-339 Quaternionic stochastic areas
by Baudoin, Fabrice & Demni, Nizar & Wang, Jing
- 340-358 Hamilton cycles and perfect matchings in the KPKVB model
by Fountoulakis, Nikolaos & Mitsche, Dieter & Müller, Tobias & Schepers, Markus
- 359-393 Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations
by Dalang, Robert C. & Pu, Fei
- 394-416 The value of insider information for super-replication with quadratic transaction costs
by Dolinsky, Yan & Zouari, Jonathan
- 417-453 On the strong Markov property for stochastic differential equations driven by G-Brownian motion
by Hu, Mingshang & Ji, Xiaojun & Liu, Guomin
- 454-497 Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators
by Barker, A. & Savov, M.
- 498-522 Local times and sample path properties of the Rosenblatt process
by Kerchev, George & Nourdin, Ivan & Saksman, Eero & Viitasaari, Lauri
- 523-552 Itô’s formula for jump processes in Lp-spaces
by Gyöngy, István & Wu, Sizhou
2020, Volume 130, Issue 12
- 7021-7097 Forward and backward stochastic differential equations with normal constraints in law
by Briand, Philippe & Cardaliaguet, Pierre & Chaudru de Raynal, Paul-Éric & Hu, Ying
- 7098-7130 Permanental sequences related to a Markov chain example of Kolmogorov
by Marcus, Michael B. & Rosen, Jay
- 7131-7169 Infinite dimensional affine processes
by Schmidt, Thorsten & Tappe, Stefan & Yu, Weijun
- 7170-7184 A central limit theorem for the stochastic heat equation
by Huang, Jingyu & Nualart, David & Viitasaari, Lauri
- 7185-7217 Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
by Kulczycki, Tadeusz & Ryznar, Michał
- 7218-7259 Tier structure of strongly endotactic reaction networks
by Anderson, David F. & Cappelletti, Daniele & Kim, Jinsu & Nguyen, Tung D.
- 7260-7302 The stochastic thin-film equation: Existence of nonnegative martingale solutions
by Gess, Benjamin & Gnann, Manuel V.
- 7303-7337 A solution technique for Lévy driven long term average impulse control problems
by Christensen, Sören & Sohr, Tobias
- 7338-7362 Exit times for semimartingales under nonlinear expectation
by Liu, Guomin
- 7363-7395 Invasion and fixation of microbial dormancy traits under competitive pressure
by Blath, Jochen & Tóbiás, András
- 7396-7430 SPDEs with linear multiplicative fractional noise: Continuity in law with respect to the Hurst index
by Giordano, Luca M. & Jolis, Maria & Quer-Sardanyons, Lluís
- 7431-7462 Random dynamics of p-Laplacian lattice systems driven by infinite-dimensional nonlinear noise
by Wang, Renhai & Wang, Bixiang
- 7463-7482 Random walk in changing environment
by Amir, Gideon & Benjamini, Itai & Gurel-Gurevich, Ori & Kozma, Gady
- 7483-7517 Transition time asymptotics of queue-based activation protocols in random-access networks
by Borst, S.C. & den Hollander, F. & Nardi, F.R. & Sfragara, M.
- 7518-7546 Scaling transition and edge effects for negatively dependent linear random fields on Z2
by Surgailis, Donatas
- 7547-7574 Lévy-driven causal CARMA random fields
by Pham, Viet Son
2020, Volume 130, Issue 11
- 6481-6514 An optimal Gauss–Markov approximation for a process with stochastic drift and applications
by Ascione, Giacomo & D’Onofrio, Giuseppe & Kostal, Lubomir & Pirozzi, Enrica
- 6515-6555 Reflected BSDEs with jumps in time-dependent convex càdlàg domains
by Eddahbi, M’hamed & Fakhouri, Imade & Ouknine, Youssef
- 6556-6579 Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle
by Li, Hanwu & Peng, Shige
- 6580-6624 Genetic composition of an exponentially growing cell population
by Cheek, David & Antal, Tibor
- 6625-6637 Penalizing fractional Brownian motion for being negative
by Aurzada, Frank & Buck, Micha & Kilian, Martin
- 6638-6656 Posterior contraction rates for support boundary recovery
by Reiß, Markus & Schmidt-Hieber, Johannes
- 6657-6688 No-arbitrage with multiple-priors in discrete time
by Blanchard, Romain & Carassus, Laurence
- 6689-6732 Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
by Chakraborty, Prakash & Chen, Xia & Gao, Bo & Tindel, Samy
- 6733-6756 Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
by Arapostathis, Ari & Pang, Guodong & Zheng, Yi
- 6757-6782 Hydrodynamics of the weakly asymmetric normalized binary contact path process
by Xue, Xiaofeng & Zhao, Linjie
- 6783-6842 Quenched asymptotics for interacting diffusions on inhomogeneous random graphs
by Luçon, Eric
- 6843-6862 Modifiers of mutation rate in selectively fluctuating environments
by Baumdicker, Franz & Sester-Huss, Elisabeth & Pfaffelhuber, Peter
- 6863-6879 On the cover time of λ-biased walk on supercritical Galton–Watson trees
by Bai, Tianyi
- 6880-6900 Size biased sampling from the Dickman subordinator
by Ipsen, Yuguang & Maller, Ross & Shemehsavar, Soudabeh
- 6901-6926 Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games
by Hamadène, Said & Mu, Rui
- 6927-6964 Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model
by Benazzoli, Chiara & Campi, Luciano & Di Persio, Luca
- 6965-7003 Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
by Holbach, Simon
- 7004-7018 Minimizing a stochastic convex function subject to stochastic constraints and some applications
by Jacobovic, Royi & Kella, Offer
2020, Volume 130, Issue 10
- 5865-5887 Lévy driven CARMA generalized processes and stochastic partial differential equations
by Berger, David
- 5888-5939 Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
by Amorino, Chiara & Gloter, Arnaud
- 5940-5972 Dirichlet forms and polymer models based on stable processes
by Li, Liping & Li, Xiaodan
- 5973-5998 Stationary directed polymers and energy solutions of the Burgers equation
by Jara, Milton & Moreno Flores, Gregorio R.
- 5999-6037 On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable
by Hariya, Yuu
- 6038-6063 Reflected backward stochastic partial differential equations in a convex domain
by Yang, Xue & Zhang, Qi & Zhang, Tusheng
- 6064-6093 Effective intervals and regular Dirichlet subspaces
by Li, Liping & Sun, Wenjie & Ying, Jiangang
- 6094-6132 Optimal scaling of random-walk metropolis algorithms on general target distributions
by Yang, Jun & Roberts, Gareth O. & Rosenthal, Jeffrey S.
- 6133-6156 Playing with ghosts in a Dynkin game
by De Angelis, Tiziano & Ekström, Erik
- 6157-6183 Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
by Franks, Jordan & Vihola, Matti
- 6184-6225 On the divergence and vorticity of vector ambit fields
by Sauri, Orimar
- 6226-6245 The parametrix method for parabolic SPDEs
by Pascucci, Andrea & Pesce, Antonello
- 6246-6270 Moment bounds of a class of stochastic heat equations driven by space–time colored noise in bounded domains
by Guerngar, Ngartelbaye & Nane, Erkan
- 6271-6299 An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation
by Wang, Xiaojie
- 6300-6318 Pricing of American lookback spread options
by Woo, Min Hyeok & Choe, Geon Ho
- 6319-6363 Local and global pathwise solutions for a stochastically perturbed nonlinear dispersive PDE
by Zhang, Lei
- 6364-6387 Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics
by Beghin, Luisa & Macci, Claudio & Ricciuti, Costantino
- 6388-6413 Mutation timing in a spatial model of evolution
by Foo, Jasmine & Leder, Kevin & Schweinsberg, Jason
- 6414-6444 Normal approximations for discrete-time occupancy processes
by Hodgkinson, Liam & McVinish, Ross & Pollett, Philip K.
- 6445-6479 Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps
by Torrisi, Giovanni Luca
2020, Volume 130, Issue 9
- 5213-5242 Precise large deviation asymptotics for products of random matrices
by Xiao, Hui & Grama, Ion & Liu, Quansheng
- 5243-5289 Probability density function of SDEs with unbounded and path-dependent drift coefficient
by Taguchi, Dai & Tanaka, Akihiro
- 5290-5309 Almost sure convergence to the Quicksort process
by Roesler, Uwe
- 5310-5365 The Cauchy problem for fractional conservation laws driven by Lévy noise
by Bhauryal, Neeraj & Koley, Ujjwal & Vallet, Guy
- 5366-5393 Stochastic differential equations with critical drifts
by Nam, Kyeongsik
- 5394-5425 Limit theorems in the context of multivariate long-range dependence
by Düker, Marie-Christine
- 5426-5452 Existence of densities for multi-type continuous-state branching processes with immigration
by Friesen, Martin & Jin, Peng & Rüdiger, Barbara
- 5453-5491 Well-posedness of Hamilton–Jacobi equations in population dynamics and applications to large deviations
by Kraaij, Richard C. & Mahé, Louis
- 5492-5509 The Constrained-degree percolation model
by de Lima, B.N.B. & Sanchis, R. & dos Santos, D.C. & Sidoravicius, V. & Teodoro, R.
- 5510-5542 Fluctuations for spatially extended Hawkes processes
by Chevallier, Julien & Ost, Guilherme
- 5543-5574 Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations
by Andersson, Patrik & Kohatsu-Higa, Arturo & Yuasa, Tomooki
- 5575-5591 Fundamental properties of process distances
by Veraguas, Julio Backhoff & Beiglböck, Mathias & Eder, Manu & Pichler, Alois
- 5592-5604 On the maximum increase and decrease of one-dimensional diffusions
by Salminen, Paavo & Vallois, Pierre
- 5605-5635 Finite-time blow-up of a non-local stochastic parabolic problem
by Kavallaris, Nikos I. & Yan, Yubin
- 5636-5694 Statistical inference for a partially observed interacting system of Hawkes processes
by Liu, Chenguang
- 5695-5708 A new CLT for additive functionals of Markov chains
by Peligrad, Magda
- 5709-5734 Continuity for the asymptotic shape in the frog model with random initial configurations
by Kubota, Naoki
- 5735-5767 Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
by Bardina, Xavier & Márquez, Juan Pablo & Quer-Sardanyons, Lluís
- 5768-5801 A functional non-central limit theorem for multiple-stable processes with long-range dependence
by Bai, Shuyang & Owada, Takashi & Wang, Yizao
- 5802-5837 Extremes of vector-valued Gaussian processes
by Dȩbicki, Krzysztof & Hashorva, Enkelejd & Wang, Longmin
- 5838-5864 A remark on triviality for the two-dimensional stochastic nonlinear wave equation
by Oh, Tadahiro & Okamoto, Mamoru & Robert, Tristan
2020, Volume 130, Issue 8
- 4513-4562 Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one
by Mohan, Manil T.
- 4563-4592 On the strong Feller property for stochastic delay differential equations with singular drift
by Bachmann, Stefan
- 4593-4607 Lower bound for local oscillations of Hermite processes
by Ayache, Antoine
- 4608-4642 General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment
by Nguyen, Dang H. & Nguyen, Nhu N. & Yin, George
- 4643-4666 Nonparametric estimation of the service time distribution in discrete-time queueing networks
by Schweer, Sebastian & Wichelhaus, Cornelia
- 4667-4692 Statistical tests of heterogeneity for anisotropic multifractional Brownian fields
by Vu, Huong T.L. & Richard, Frédéric J.P.
- 4693-4720 Optimal kernel estimation of spot volatility of stochastic differential equations
by Figueroa-López, José E. & Li, Cheng
- 4721-4745 Exponential mixing for dissipative PDEs with bounded non-degenerate noise
by Kuksin, Sergei & Zhang, Huilin
- 4746-4765 Backward stochastic differential equations with two barriers and generalized reflection
by Falkowski, Adrian & Słomiński, Leszek
- 4766-4792 Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals
by Laukkarinen, Eija
- 4793-4807 The speed of a general random walk reinforced by its recent history
by Pinsky, Ross G.
- 4808-4858 Stability of optimal filter higher-order derivatives
by Tadić, Vladislav Z.B. & Doucet, Arnaud
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