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Editor: T. Mikosch
Description: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Series handle: RePEc:eee:spapps
ISSN: 0304-4149
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Content
2020, Volume 130, Issue 10
- 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
- 4859-4872 High excursions of Bessel and related random processes
by Piterbarg, Vladimir I. & Rodionov, Igor V.
- 4873-4891 Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces
by Cleanthous, Galatia & Georgiadis, Athanasios G. & Lang, Annika & Porcu, Emilio
- 4892-4909 Functional central limit theorem for random walks in random environment defined on regular trees
by Collevecchio, Andrea & Takei, Masato & Uematsu, Yuma
- 4910-4926 Stationary points in coalescing stochastic flows on R
by Dorogovtsev, Andrey A. & Riabov, Georgii V. & Schmalfuß, Björn
- 4927-4967 Stein’s method for multivariate Brownian approximations of sums under dependence
by Kasprzak, Mikołaj J.
- 4968-5005 Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
by Mukam, Jean Daniel & Tambue, Antoine
- 5006-5036 Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method
by Agarwal, Ankush & Claisse, Julien
- 5037-5059 Ergodicity of invariant capacities
by Feng, Chunrong & Wu, Panyu & Zhao, Huaizhong
- 5060-5099 Sublinear variance in Euclidean first-passage percolation
by Bernstein, Megan & Damron, Michael & Greenwood, Torin
- 5100-5123 Krylov–Safonov estimates for a degenerate diffusion process
by Zhang, Fu & Du, Kai
- 5124-5148 Self-normalized Cramér type moderate deviations for stationary sequences and applications
by Fan, Xiequan & Grama, Ion & Liu, Quansheng & Shao, Qi-Man
- 5149-5187 Sequential testing for structural stability in approximate factor models
by Barigozzi, Matteo & Trapani, Lorenzo
- 5188-5211 Lq(Lp)-theory of stochastic differential equations
by Xia, Pengcheng & Xie, Longjie & Zhang, Xicheng & Zhao, Guohuan
2020, Volume 130, Issue 7
- 3865-3894 Forward–backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs
by Shamarova, Evelina & Sá Pereira, Rui
- 3895-3919 SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions
by Brigo, Damiano & Jeanblanc, Monique & Vrins, Frédéric
- 3920-3942 Invariance principles for random walks in cones
by Duraj, Jetlir & Wachtel, Vitali
- 3943-3966 The discrete Gaussian free field on a compact manifold
by Cipriani, Alessandra & van Ginkel, Bart
- 3967-3989 Law of two-sided exit by a spectrally positive strictly stable process
by Chi, Zhiyi
- 3990-4027 Random walks in a strongly sparse random environment
by Buraczewski, Dariusz & Dyszewski, Piotr & Iksanov, Alexander & Marynych, Alexander
- 4028-4061 Path-space moderate deviations for a class of Curie–Weiss models with dissipation
by Collet, Francesca & Kraaij, Richard C.
- 4081-4103 Necessary conditions for stochastic optimal control problems in infinite dimensions
by Frankowska, Hélène & Zhang, Xu
- 4104-4140 Regular variation of fixed points of the smoothing transform
by Liang, Xingang & Liu, Quansheng
- 4141-4173 Geometric ergodicity of affine processes on cones
by Mayerhofer, Eberhard & Stelzer, Robert & Vestweber, Johanna
- 4174-4205 Existence of a density of the 2-dimensional Stochastic Navier Stokes Equation driven by Lévy processes or fractional Brownian motion
by Hausenblas, E. & Razafimandimby, Paul A.
- 4206-4251 A note on quadratic forms of stationary functional time series under mild conditions
by van Delft, Anne
- 4252-4274 SIR epidemics with stochastic infectious periods
by Simon, Matthieu
- 4275-4293 On a maximal inequality and its application to SDEs with singular drift
by Liu, Xuan & Xi, Guangyu
- 4294-4325 Convergence of the quantile admission process with veto power
by Feldheim, Naomi Dvora & Feldheim, Ohad Noy
- 4326-4357 Non-equilibrium and stationary fluctuations for the SSEP with slow boundary
by Gonçalves, P. & Jara, M. & Menezes, O. & Neumann, A.
- 4358-4391 Limit theorems for a class of critical superprocesses with stable branching
by Ren, Yan-Xia & Song, Renming & Sun, Zhenyao
- 4392-4443 Estimates on the tail probabilities of subordinators and applications to general time fractional equations
by Cho, Soobin & Kim, Panki
- 4444-4469 Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire
by Mostovyi, Oleksii
- 4470-4492 Regularly varying random fields
by Wu, Lifan & Samorodnitsky, Gennady
- 4493-4511 A large sample property in approximating the superposition of i.i.d. finite point processes
by Cong, Tianshu & Xia, Aihua & Zhang, Fuxi
2020, Volume 130, Issue 6
- 3249-3276 Fractional Erlang queues
by Ascione, Giacomo & Leonenko, Nikolai & Pirozzi, Enrica
- 3277-3294 Renewal theory for extremal Markov sequences of Kendall type
by Jasiulis-Gołdyn, Barbara H. & Misiewicz, Jolanta K. & Naskręt, Karolina & Omey, Edward
- 3295-3324 An implicit numerical scheme for a class of backward doubly stochastic differential equations
by Hu, Yaozhong & Nualart, David & Song, Xiaoming
- 3325-3368 Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component
by Bréhier, Charles-Edouard
- 3369-3393 The parabolic Anderson model on the hypercube
by Avena, Luca & Gün, Onur & Hesse, Marion
- 3394-3407 When is it best to follow the leader?
by Ernst, Philip A. & Rogers, L.C.G. & Zhou, Quan
- 3408-3444 From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in 1+1 dimensions
by Rang, Guanglin
- 3445-3476 Q-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries
by Oçafrain, William
- 3477-3498 On the speed and spectrum of mean-field random walks among random conductances
by Collevecchio, Andrea & Jung, Paul
- 3499-3539 Convergence of metric two-level measure spaces
by Meizis, Roland
- 3540-3573 General erased-word processes: Product-type filtrations, ergodic laws and Martin boundaries
by Gerstenberg, Julian
- 3574-3647 Heat kernel for non-local operators with variable order
by Chen, Xin & Chen, Zhen-Qing & Wang, Jian
- 3648-3686 Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions
by Gulisashvili, Archil
- 3687-3710 A note on Herglotz’s theorem for time series on function spaces
by van Delft, Anne & Eichler, Michael
- 3711-3752 Weighted bounded mean oscillation applied to backward stochastic differential equations
by Geiss, Stefan & Ylinen, Juha
- 3753-3801 Analysis of a micro–macro acceleration method with minimum relative entropy moment matching
by Lelièvre, Tony & Samaey, Giovanni & Zieliński, Przemysław
- 3802-3841 Lie symmetry methods for local volatility models
by Craddock, Mark & Grasselli, Martino
- 3842-3864 Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces
by Khezeli, Ali
2020, Volume 130, Issue 5
- 2553-2595 Long time behavior of a mean-field model of interacting neurons
by Cormier, Quentin & Tanré, Etienne & Veltz, Romain
- 2596-2638 An inequality connecting entropy distance, Fisher Information and large deviations
by Hilder, Bastian & Peletier, Mark A. & Sharma, Upanshu & Tse, Oliver
- 2639-2674 On the support of solutions to stochastic differential equations with path-dependent coefficients
by Cont, Rama & Kalinin, Alexander
- 2675-2692 Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion
by Hong, Jialin & Huang, Chuying & Kamrani, Minoo & Wang, Xu
- 2693-2736 Lyapunov criteria for the Feller–Dynkin property of martingale problems
by Criens, David
- 2737-2750 Brownian motion with general drift
by Kinzebulatov, D. & Semënov, Yu. A.
- 2751-2777 Metastability for the contact process with two types of particles and priorities
by Pentón Machado, Mariela
- 2778-2807 Scaling limit of wetting models in 1+1 dimensions pinned to a shrinking strip
by Deuschel, Jean-Dominique & Orenshtein, Tal
- 2808-2837 Lattice model for fast diffusion equation
by Hernández, F. & Jara, M. & Valentim, F.
- 2838-2850 Normal approximation by Stein’s method under sublinear expectations
by Song, Yongsheng
- 2851-2885 Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling
by Czapla, Dawid & Horbacz, Katarzyna & Wojewódka-Ściążko, Hanna
- 2886-2917 On time-inconsistent stopping problems and mixed strategy stopping times
by Christensen, Sören & Lindensjö, Kristoffer
- 2918-2953 Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
by Acciaio, B. & Backhoff-Veraguas, J. & Zalashko, A.
- 2954-2973 Diffusive search with spatially dependent resetting
by Pinsky, Ross G.
- 2974-3004 On Bernstein processes generated by hierarchies of linear parabolic systems in Rd
by Vuillermot, Pierre-A. & Zambrini, J.-C.
- 3005-3052 Volatility estimation for stochastic PDEs using high-frequency observations
by Bibinger, Markus & Trabs, Mathias
- 3053-3094 Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
by Liang, Mingjie & Wang, Jian
- 3095-3119 Penalization of Galton–Watson processes
by Abraham, Romain & Debs, Pierre
- 3120-3153 Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs
by Fuhrman, Marco & Morlais, Marie-Amélie
- 3154-3173 On non-stationary solutions to MSDDEs: Representations and the cointegration space
by Nielsen, Mikkel Slot
- 3174-3192 On Rd-valued multi-self-similar Markov processes
by Chaumont, Loïc & Lamine, Salem
- 3193-3219 An approximation scheme for quasi-stationary distributions of killed diffusions
by Wang, Andi Q. & Roberts, Gareth O. & Steinsaltz, David
- 3220-3248 Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions
by Tölle, Jonas M.
2020, Volume 130, Issue 4
- 1853-1878 Stable limits for Markov chains via the Principle of Conditioning
by El Machkouri, Mohamed & Jakubowski, Adam & Volný, Dalibor
- 1879-1896 Well-posedness and long time behavior of singular Langevin stochastic differential equations
by Song, Renming & Xie, Longjie
- 1897-1912 Optimal martingale transport between radially symmetric marginals in general dimensions
by Lim, Tongseok
- 1913-1946 Optimal liquidation under partial information with price impact
by Colaneri, Katia & Eksi, Zehra & Frey, Rüdiger & Szölgyenyi, Michaela
- 1947-1971 Markov cubature rules for polynomial processes
by Filipović, Damir & Larsson, Martin & Pulido, Sergio
- 1972-1993 The monotone case approach for the solution of certain multidimensional optimal stopping problems
by Christensen, Sören & Irle, Albrecht
- 1994-2031 Scaling limits of processes with fast nonlinear mean reversion
by Cayé, Thomas & Herdegen, Martin & Muhle-Karbe, Johannes
- 2032-2057 Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes
by Le Guével, R. & Lévy Véhel, J.
- 2058-2085 Stochastic representation of solution to nonlocal-in-time diffusion
by Du, Qiang & Toniazzi, Lorenzo & Zhou, Zhi
- 2086-2126 Space–time random walk loop measures
by Adams, Stefan & Vogel, Quirin
- 2127-2158 Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion
by Honoré, Igor
- 2159-2184 Generalized Burgers equation with rough transport noise
by Hocquet, Antoine & Nilssen, Torstein & Stannat, Wilhelm
- 2185-2199 Random walks and Brownian motion on cubical complexes
by Nye, Tom M.W.
- 2200-2227 Perturbation bounds for Monte Carlo within Metropolis via restricted approximations
by Medina-Aguayo, Felipe & Rudolf, Daniel & Schweizer, Nikolaus
- 2228-2249 Trimmed Lévy processes and their extremal components
by Ipsen, Yuguang & Maller, Ross & Resnick, Sidney
- 2250-2281 A CLT for linear spectral statistics of large random information-plus-noise matrices
by Banna, Marwa & Najim, Jamal & Yao, Jianfeng
- 2282-2295 On the range of simple symmetric random walks on the line
by Chen, Yuan-Hong & Wu, Jun
- 2296-2311 Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients
by Protter, Philip & Qiu, Lisha & Martin, Jaime San
- 2312-2348 PageRank on inhomogeneous random digraphs
by Lee, Jiung & Olvera-Cravioto, Mariana
- 2349-2383 Optimal variance stopping with linear diffusions
by Gad, Kamille Sofie Tågholt & Matomäki, Pekka
- 2384-2406 Malliavin calculus for non-colliding particle systems
by Naganuma, Nobuaki & Taguchi, Dai
- 2407-2432 Approximations of stochastic Navier–Stokes equations
by Shang, Shijie & Zhang, Tusheng
- 2433-2470 A reduction principle for the critical values of random spherical harmonics
by Cammarota, Valentina & Marinucci, Domenico
- 2471-2487 From infinite urn schemes to self-similar stable processes
by Durieu, Olivier & Samorodnitsky, Gennady & Wang, Yizao
- 2488-2518 Markov branching processes with disasters: Extinction, survival and duality to p-jump processes
by Hermann, Felix & Pfaffelhuber, Peter
- 2519-2551 Directed chain stochastic differential equations
by Detering, Nils & Fouque, Jean-Pierre & Ichiba, Tomoyuki
2020, Volume 130, Issue 3
- 1159-1205 Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
by Kato, Kengo & Kurisu, Daisuke
- 1206-1225 L2-theory of linear degenerate SPDEs and Lp (p>0) estimates for the uniform norm of weak solutions
by Qiu, Jinniao
- 1226-1257 On the signature and cubature of the fractional Brownian motion for H>12
by Passeggeri, Riccardo
- 1258-1288 Optimal stopping with f-expectations: The irregular case
by Grigorova, Miryana & Imkeller, Peter & Ouknine, Youssef & Quenez, Marie-Claire
- 1289-1308 Large deviations of conditioned diffusions and applications
by Baldi, Paolo & Caramellino, Lucia & Rossi, Maurizia
- 1309-1367 Explosion in weighted hyperbolic random graphs and geometric inhomogeneous random graphs
by Komjáthy, Júlia & Lodewijks, Bas
- 1368-1387 General tax structures for a Lévy insurance risk process under the Cramér condition
by Griffin, Philip S.
- 1388-1425 Existence of infinite Viterbi path for pairwise Markov models
by Lember, Jüri & Sova, Joonas
- 1426-1434 On Shige Peng’s central limit theorem
by Krylov, N.V.
- 1435-1460 Heavy traffic limit for the workload plateau process in a tandem queue with identical service times
by Gromoll, H. Christian & Terwilliger, Bryce & Zwart, Bert
- 1461-1514 Gradient flow approach to local mean-field spin systems
by Bashiri, K. & Bovier, A.
- 1515-1544 Stability of piecewise deterministic Markovian metapopulation processes on networks
by Montagnon, Pierre
- 1545-1567 Local and global existence of pathwise solution for the stochastic Boussinesq equations with multiplicative noises
by Du, Lihuai & Zhang, Ting
- 1568-1615 Multiperiod martingale transport
by Nutz, Marcel & Stebegg, Florian & Tan, Xiaowei
- 1616-1642 A semigroup approach to nonlinear Lévy processes
by Denk, Robert & Kupper, Michael & Nendel, Max
- 1643-1668 Continuum directed random polymers on disordered hierarchical diamond lattices
by Clark, Jeremy Thane
- 1669-1712 A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance
by Cordoni, Francesco & Di Persio, Luca & Maticiuc, Lucian & Zălinescu, Adrian
- 1713-1734 The correlation function of a queue with Lévy and Markov additive input
by Berkelmans, Wouter & Cichocka, Agata & Mandjes, Michel
- 1735-1791 Spectral representations of quasi-infinitely divisible processes
by Passeggeri, Riccardo
- 1792-1819 Stochastic recursions: Between Kesten’s and Grincevičius–Grey’s assumptions
by Damek, Ewa & Kołodziejek, Bartosz
- 1820-1852 Mean field analysis of neural networks: A central limit theorem
by Sirignano, Justin & Spiliopoulos, Konstantinos
2020, Volume 130, Issue 2
- 471-487 Stable processes conditioned to avoid an interval
by Döring, Leif & Kyprianou, Andreas E. & Weissmann, Philip
- 488-502 Poisson percolation on the oriented square lattice
by Cristali, Irina & Junge, Matthew & Durrett, Rick
- 503-520 Large deviations for empirical measures of mean-field Gibbs measures
by Liu, Wei & Wu, Liming
- 521-544 Minimal Root’s embeddings for general starting and target distributions
by Wang, Jiajie
- 545-559 Discretization error for the maximum of a Gaussian field
by Azaïs, Jean-Marc & Chassan, Malika
- 560-583 FK–Ising coupling applied to near-critical planar models
by Camia, Federico & Jiang, Jianping & Newman, Charles M.
- 584-604 Jump processes on the boundaries of random trees
by Tokushige, Yuki
- 605-629 Berry–Esseen bounds in the inhomogeneous Curie–Weiss model with external field
by Dommers, Sander & Eichelsbacher, Peter
- 630-655 Self-decomposability of weak variance generalised gamma convolutions
by Buchmann, Boris & Lu, Kevin W. & Madan, Dilip B.
- 656-676 On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions
by Ren, Jiagang & Wu, Jing & Zheng, Mengqi
- 677-693 Self-similar solutions of kinetic-type equations: The boundary case
by Bogus, Kamil & Buraczewski, Dariusz & Marynych, Alexander
- 694-707 Market delay and G-expectations
by Dolinsky, Yan & Zouari, Jonathan
- 708-732 Continuous-time random walk between Lévy-spaced targets in the real line
by Bianchi, Alessandra & Lenci, Marco & Pène, Françoise
- 733-759 Posterior consistency for partially observed Markov models
by Douc, Randal & Olsson, Jimmy & Roueff, François
- 760-784 On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization
by Di Tella, Paolo
- 785-805 Conditional nonlinear expectations
by Bartl, Daniel
- 806-823 Optimal stopping of a Brownian bridge with an unknown pinning point
by Ekström, Erik & Vaicenavicius, Juozas
- 824-844 Dyson type formula for pure jump Lévy processes with some applications to finance
by Jin, Sixian & Schellhorn, Henry & Vives, Josep
- 845-877 Bayesian estimations for diagonalizable bilinear SPDEs
by Cheng, Ziteng & Cialenco, Igor & Gong, Ruoting
- 878-906 Degree growth rates and index estimation in a directed preferential attachment model
by Wang, Tiandong & Resnick, Sidney I.
- 907-923 An entropic interpolation proof of the HWI inequality
by Gentil, Ivan & Léonard, Christian & Ripani, Luigia & Tamanini, Luca
- 924-961 Stefan problems for reflected SPDEs driven by space–time white noise
by Hambly, Ben & Kalsi, Jasdeep
- 962-999 The heavy range of randomly biased walks on trees
by Andreoletti, Pierre & Diel, Roland
- 1000-1040 Selection of equilibria in a linear quadratic mean-field game
by Delarue, François & Foguen Tchuendom, Rinel
- 1041-1073 Metropolis–Hastings reversiblizations of non-reversible Markov chains
by Choi, Michael C.H.
- 1074-1102 Law of large numbers for supercritical superprocesses with non-local branching
by Palau, Sandra & Yang, Ting
- 1103-1118 Contact process under renewals II
by Fontes, Luiz Renato & Mountford, Thomas S. & Vares, Maria Eulália
- 1119-1158 Maintenance of diversity in a hierarchical host–parasite model with balancing selection and reinfection
by Pokalyuk, Cornelia & Wakolbinger, Anton
2020, Volume 130, Issue 1
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