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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 1
- 20-46 Optimal importance sampling for Lévy processes
by Genin, Adrien & Tankov, Peter
- 47-78 Forward–backward SDEs with distributional coefficients
by Issoglio, Elena & Jing, Shuai
- 79-107 Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift
by Chaudru de Raynal, P.E.
- 108-138 Exponents for the number of pairs of α-favorite points of a simple random walk in Z2
by Okada, Izumi
- 139-170 Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation
by Kraaij, Richard C. & Lazarescu, Alexandre & Maes, Christian & Peletier, Mark
- 171-202 Mathematical foundation of nonequilibrium fluctuation–dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients
by Chen, Xian & Jia, Chen
- 203-231 Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise
by Maroulas, Vasileios & Pan, Xiaoyang & Xiong, Jie
- 232-261 Weak martingale solutions to the stochastic Landau–Lifshitz–Gilbert equation with multi-dimensional noise via a convergent finite-element scheme
by Goldys, Beniamin & Grotowski, Joseph F. & Le, Kim-Ngan
- 262-296 On laws of large numbers for systems with mean-field interactions and Markovian switching
by Nguyen, Son L. & Yin, George & Hoang, Tuan A.
- 297-327 Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions
by Kamatani, Kengo
- 328-365 Recursive computation of invariant distributions of Feller processes
by Pagès, Gilles & Rey, Clément
- 366-393 Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces
by Liu, Kai
- 394-430 Linearized filtering of affine processes using stochastic Riccati equations
by Gonon, Lukas & Teichmann, Josef
- 431-470 Estimates of Dirichlet heat kernel for symmetric Markov processes
by Grzywny, Tomasz & Kim, Kyung-Youn & Kim, Panki
2019, Volume 129, Issue 12
- 4837-4877 Evolving phylogenies of trait-dependent branching with mutation and competition, Part I: Existence
by Kliem, Sandra & Winter, Anita
- 4878-4925 Change-point inference on volatility in noisy Itô semimartingales
by Bibinger, Markus & Madensoy, Mehmet
- 4926-4964 Backward stochastic Volterra integral equations—Representation of adapted solutions
by Wang, Tianxiao & Yong, Jiongmin
- 4965-4997 Topological crackle of heavy-tailed moving average processes
by Owada, Takashi
- 4998-5036 Partial mean field limits in heterogeneous networks
by Chong, Carsten & Klüppelberg, Claudia
- 5037-5072 Bernoulli line percolation
by Hilário, M.R. & Sidoravicius, V.
- 5073-5112 Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd
by Chen, Le & Hu, Yaozhong & Nualart, David
- 5113-5150 Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
by Grahovac, Danijel & Leonenko, Nikolai N. & Taqqu, Murad S.
- 5151-5199 Asymptotically stable random walks of index 1<α<2 killed on a finite set
by Uchiyama, Kôhei
- 5200-5235 Determinants of block Hankel matrices for random matrix-valued measures
by Dette, Holger & Tomecki, Dominik
- 5236-5277 Statistical estimation in a randomly structured branching population
by Hoffmann, Marc & Marguet, Aline
- 5278-5311 User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
by Dalalyan, Arnak S. & Karagulyan, Avetik
- 5312-5363 Stochastically forced cardiac bidomain model
by Bendahmane, M. & Karlsen, K.H.
- 5364-5405 Non parametric estimation of the diffusion coefficients of a diffusion with jumps
by Schmisser, Émeline
- 5406-5449 Fluctuation theory for level-dependent Lévy risk processes
by Czarna, Irmina & Pérez, José-Luis & Rolski, Tomasz & Yamazaki, Kazutoshi
2019, Volume 129, Issue 11
- 4209-4238 The tail empirical process of regularly varying functions of geometrically ergodic Markov chains
by Kulik, Rafał & Soulier, Philippe & Wintenberger, Olivier
- 4239-4268 Displacement exponent for loop-erased random walk on the Sierpiński gasket
by Hattori, Kumiko
- 4269-4293 A stable Langevin model with diffusive-reflective boundary conditions
by Jabir, Jean-François & Profeta, Christophe
- 4294-4334 Classical large deviation theorems on complete Riemannian manifolds
by Kraaij, Richard C. & Redig, Frank & Versendaal, Rik
- 4335-4365 Characteristic polynomials of modified permutation matrices at microscopic scale
by Bahier, Valentin
- 4366-4384 An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series
by Mendo, Luis
- 4385-4410 Learning from MOM’s principles: Le Cam’s approach
by Lecué, Guillaume & Lerasle, Matthieu
- 4411-4430 Reaction–Diffusion models: From particle systems to SDE’s
by da Costa, Conrado & Freitas Paulo da Costa, Bernardo & Jara, Milton
- 4431-4479 A diffusion approximation for limit order book models
by Horst, Ulrich & Kreher, Dörte
- 4480-4499 Stable-like fluctuations of Biggins’ martingales
by Iksanov, Alexander & Kolesko, Konrad & Meiners, Matthias
- 4500-4509 Strong approximation and a central limit theorem for St. Petersburg sums
by Berkes, I.
- 4510-4555 Convergence, fluctuations and large deviations for finite state mean field games via the Master Equation
by Cecchin, Alekos & Pelino, Guglielmo
- 4556-4575 Tunneling behavior of Ising and Potts models in the low-temperature regime
by Nardi, Francesca R. & Zocca, Alessandro
- 4576-4596 Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory
by Bao, Jianhai & Wang, Feng-Yu & Yuan, Chenggui
- 4597-4637 Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems
by Chassagneux, Jean-François & Richou, Adrien
- 4638-4662 Heavy tails for an alternative stochastic perpetuity model
by Mikosch, Thomas & Rezapour, Mohsen & Wintenberger, Olivier
- 4663-4686 On the centre of mass of a random walk
by Lo, Chak Hei & Wade, Andrew R.
- 4687-4703 Bicovariograms and Euler characteristic of random fields excursions
by Lachièze-Rey, Raphaël
- 4704-4746 A new phase transition in the parabolic Anderson model with partially duplicated potential
by Muirhead, Stephen & Pymar, Richard & Sidorova, Nadia
- 4747-4770 Distribution dependent SDEs with singular coefficients
by Huang, Xing & Wang, Feng-Yu
- 4771-4790 Limit theorems for multivariate Bessel processes in the freezing regime
by Andraus, Sergio & Voit, Michael
- 4791-4836 Limit theorems for functionals of two independent Gaussian processes
by Song, Jian & Xu, Fangjun & Yu, Qian
2019, Volume 129, Issue 10
- 3585-3618 An intrinsic calculus of variations for functionals of laws of semi-martingales
by Lassalle, Rémi & Cruzeiro, Ana Bela
- 3619-3637 Independence times for iid sequences, random walks and Lévy processes
by Vidmar, Matija
- 3638-3663 The tamed unadjusted Langevin algorithm
by Brosse, Nicolas & Durmus, Alain & Moulines, Éric & Sabanis, Sotirios
- 3664-3689 Probability density function of the local score position
by Lagnoux, Agnès & Mercier, Sabine & Vallois, Pierre
- 3690-3747 Hereditary tree growth and Lévy forests
by Duquesne, Thomas & Winkel, Matthias
- 3748-3773 Gene flow across geographical barriers — scaling limits of random walks with obstacles
by Forien, Raphaël
- 3774-3791 Statistical inference for Vasicek-type model driven by Hermite processes
by Nourdin, Ivan & Diu Tran, T.T.
- 3792-3820 Global martingale solutions for a stochastic population cross-diffusion system
by Dhariwal, Gaurav & Jüngel, Ansgar & Zamponi, Nicola
- 3821-3858 On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk
by Chen, Xinxin & Madaule, Thomas & Mallein, Bastien
- 3859-3892 Forward–backward stochastic differential equations with monotone functionals and mean field games with common noise
by Ahuja, Saran & Ren, Weiluo & Yang, Tzu-Wei
- 3893-3921 How does geographical distance translate into genetic distance?
by Miró Pina, Verónica & Schertzer, Emmanuel
- 3922-3940 Disagreement percolation for Gibbs ball models
by Hofer-Temmel, Christoph & Houdebert, Pierre
- 3941-3966 Continuum percolation for Cox point processes
by Hirsch, Christian & Jahnel, Benedikt & Cali, Elie
- 3967-3980 About the rate function in concentration inequalities for suprema of bounded empirical processes
by Marchina, Antoine
- 3981-4008 Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes
by Nualart, David & Xu, Fangjun
- 4009-4050 Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation
by Hu, Ying & Lemonnier, Florian
- 4051-4081 Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models
by Uehara, Yuma
- 4082-4107 Operator-stable and operator-self-similar random fields
by Kremer, D. & Scheffler, H.-P.
- 4108-4118 Viability of an open set for stochastic control systems
by Buckdahn, R. & Frankowska, H. & Quincampoix, M.
- 4119-4143 Multivariate stochastic delay differential equations and CAR representations of CARMA processes
by Basse-O’Connor, Andreas & Nielsen, Mikkel Slot & Pedersen, Jan & Rohde, Victor
- 4144-4162 Small time convergence of subordinators with regularly or slowly varying canonical measure
by Maller, Ross & Schindler, Tanja
- 4163-4207 Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean
by Kesseböhmer, Marc & Schindler, Tanja
2019, Volume 129, Issue 9
- 2991-3017 Heat kernel estimates for FIN processes associated with resistance forms
by Croydon, D.A. & Hambly, B.M. & Kumagai, T.
- 3018-3054 Optimal rates for parameter estimation of stationary Gaussian processes
by Es-Sebaiy, Khalifa & Viens, Frederi G.
- 3055-3079 The obstacle problem for quasilinear stochastic PDEs with degenerate operator
by Yang, Xue & Zhang, Jing
- 3080-3115 No-arbitrage under additional information for thin semimartingale models
by Aksamit, Anna & Choulli, Tahir & Deng, Jun & Jeanblanc, Monique
- 3116-3128 Exponentially concave functions and high dimensional stochastic portfolio theory
by Pal, Soumik
- 3129-3173 Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
by Luo, Dejun & Wang, Jian
- 3174-3206 On a class of singular stochastic control problems driven by Lévy noise
by Goldys, Beniamin & Wu, Wei
- 3207-3238 Estimation of the stochastic leverage effect using the Fourier transform method
by Curato, Imma Valentina
- 3239-3260 Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment
by Mallein, Bastien & Miłoś, Piotr
- 3261-3281 One-dimensional reflected rough differential equations
by Deya, Aurélien & Gubinelli, Massimiliano & Hofmanová, Martina & Tindel, Samy
- 3282-3318 Estimating functions for jump–diffusions
by Jakobsen, Nina Munkholt & Sørensen, Michael
- 3319-3359 Large deviations of Markov chains with multiple time-scales
by Popovic, Lea
- 3360-3375 Random walks on dynamic configuration models:A trichotomy
by Avena, Luca & Güldaş, Hakan & Hofstad, Remco van der & Hollander, Frank den
- 3376-3405 Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
by Privault, N. & Yam, S.C.P. & Zhang, Z.
- 3406-3430 A central limit theorem for functions of stationary max-stable random fields on Rd
by Koch, Erwan & Dombry, Clément & Robert, Christian Y.
- 3431-3445 Two explicit Skorokhod embeddings for simple symmetric random walk
by He, Xue Dong & Hu, Sang & Obłój, Jan & Zhou, Xun Yu
- 3446-3462 On categorical time series models with covariates
by Fokianos, Konstantinos & Truquet, Lionel
- 3463-3498 Laws of large numbers for supercritical branching Gaussian processes
by Kouritzin, Michael A. & Lê, Khoa & Sezer, Deniz
- 3499-3526 Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos
by Tudor, Ciprian A. & Yoshida, Nakahiro
- 3527-3546 Local picture and level-set percolation of the Gaussian free field on a large discrete torus
by Abächerli, Angelo
- 3547-3569 Random walks in random conductances: Decoupling and spread of infection
by Gracar, P. & Stauffer, A.
- 3570-3584 Mixing time of an unaligned Gibbs sampler on the square
by Gerencsér, Balázs
2019, Volume 129, Issue 8
- 2611-2653 Malliavin and Dirichlet structures for independent random variables
by Decreusefond, Laurent & Halconruy, Hélène
- 2654-2680 Strong convergence of the Euler–Maruyama approximation for a class of Lévy-driven SDEs
by Kühn, Franziska & Schilling, René L.
- 2681-2722 Existence and pathwise uniqueness to an SPDE driven by α-stable colored noise
by Xiong, Jie & Yang, Xu
- 2723-2757 Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes
by Chen, Zhe & Leskelä, Lasse & Viitasaari, Lauri
- 2758-2782 Some extensions of linear approximation and prediction problems for stationary processes
by Ibragimov, Ildar & Kabluchko, Zakhar & Lifshits, Mikhail
- 2783-2820 The asymmetric multitype contact process
by Mountford, Thomas & Pantoja, Pedro Luis Barrios & Valesin, Daniel
- 2821-2849 On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models
by Long, Mingsi & Zhang, Hongzhong
- 2850-2879 Relaxation patterns and semi-Markov dynamics
by Meerschaert, Mark M. & Toaldo, Bruno
- 2880-2902 LAN property for stochastic differential equations with additive fractional noise and continuous time observation
by Liu, Yanghui & Nualart, Eulalia & Tindel, Samy
- 2903-2911 Contact process under renewals I
by Fontes, Luiz Renato G. & Marchetti, Domingos H.U. & Mountford, Thomas S. & Vares, Maria Eulalia
- 2912-2940 A limit field for orthogonal range searches in two-dimensional random point search trees
by Broutin, Nicolas & Sulzbach, Henning
- 2941-2967 A continuous-state polynomial branching process
by Li, Pei-Sen
- 2968-2990 Chordal Komatu–Loewner equation for a family of continuously growing hulls
by Murayama, Takuya
2019, Volume 129, Issue 7
- 2231-2248 Total variation bounds for Gaussian functionals
by Pratelli, Luca & Rigo, Pietro
- 2249-2285 An integral functional driven by fractional Brownian motion
by Sun, Xichao & Yan, Litan & Yu, Xianye
- 2286-2319 Some results on regularity and monotonicity of the speed for excited random walks in low dimensions
by Pham, Cong-Dan
- 2320-2340 Small jumps asymptotic of the moving optimum Poissonian SDE
by Nassar, Elma & Pardoux, Etienne
- 2341-2375 A bound on the Wasserstein-2 distance between linear combinations of independent random variables
by Arras, Benjamin & Azmoodeh, Ehsan & Poly, Guillaume & Swan, Yvik
- 2376-2405 Discretisation and duality of optimal Skorokhod embedding problems
by Cox, Alexander M.G. & Kinsley, Sam M.
- 2406-2436 Peacocks nearby: Approximating sequences of measures
by Gerhold, Stefan & Gülüm, I. Cetin
- 2437-2465 Kinematic formula for heterogeneous Gaussian related fields
by Panigrahi, Snigdha & Taylor, Jonathan & Vadlamani, Sreekar
- 2466-2484 ℓ1-symmetric vector random fields
by Wang, Fangfang & Ma, Chunsheng
- 2485-2527 The survival probability of critical and subcritical branching processes in finite state space Markovian environment
by Grama, Ion & Lauvergnat, Ronan & Le Page, Émile
- 2528-2560 Random self-similar trees and a hierarchical branching process
by Kovchegov, Yevgeniy & Zaliapin, Ilya
- 2561-2581 On optimal stopping of multidimensional diffusions
by Christensen, Sören & Crocce, Fabián & Mordecki, Ernesto & Salminen, Paavo
- 2582-2605 Behavior of the Hermite sheet with respect to theHurst index
by Araya, Héctor & Tudor, Ciprian A.
2019, Volume 129, Issue 6
- 1873-1902 A large deviation approach to super-critical bootstrap percolation on the random graph Gn,p
by Torrisi, Giovanni Luca & Garetto, Michele & Leonardi, Emilio
- 1903-1920 On a covariance structure of some subset of self-similar Gaussian processes
by Skorniakov, V.
- 1921-1963 Semimartingales on rays, Walsh diffusions, and related problems of control and stopping
by Karatzas, Ioannis & Yan, Minghan
- 1964-1992 Sensitivity of optimal consumption streams
by Herdegen, Martin & Muhle-Karbe, Johannes
- 1993-2009 Spectral tail processes and max-stable approximations of multivariate regularly varying time series
by Janßen, Anja
- 2010-2048 The split-and-drift random graph, a null model for speciation
by Bienvenu, François & Débarre, Florence & Lambert, Amaury
- 2049-2065 Critical first-passage percolation starting on the boundary
by Jiang, Jianping & Yao, Chang-Long
- 2066-2085 Properties of G-martingales with finite variation and the application to G-Sobolev spaces
by Song, Yongsheng
- 2086-2129 Brownian motion with drift on spaces with varying dimension
by Lou, Shuwen
- 2130-2173 Heat kernels of non-symmetric jump processes with exponentially decaying jumping kernel
by Kim, Panki & Lee, Jaehun
- 2174-2206 Weakly interacting particle systems on inhomogeneous random graphs
by Bhamidi, Shankar & Budhiraja, Amarjit & Wu, Ruoyu
- 2207-2227 On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian
by Kim, Kunwoo
2019, Volume 129, Issue 5
- 1477-1491 Concentration of dynamic risk measures in a Brownian filtration
by Tangpi, Ludovic
- 1492-1532 Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions
by Fujii, Masaaki & Takahashi, Akihiko
- 1533-1555 Rough differential equations with power type nonlinearities
by Chakraborty, Prakash & Tindel, Samy
- 1556-1567 Hitting-time limits for some exceptional rare events of ergodic maps
by Zweimüller, Roland
- 1568-1604 Absolute continuity of the law for the two dimensional stochastic Navier–Stokes equations
by Ferrario, Benedetta & Zanella, Margherita
- 1605-1621 On Bernstein type inequalities for stochastic integrals of multivariate point processes
by Wang, Hanchao & Lin, Zhengyan & Su, Zhonggen
- 1622-1658 Markov processes conditioned on their location at large exponential times
by Evans, Steven N. & Hening, Alexandru
- 1659-1696 Quasistationary distributions for one-dimensional diffusions with singular boundary points
by Hening, Alexandru & Kolb, Martin
- 1697-1725 Generalized refracted Lévy process and its application to exit problem
by Noba, Kei & Yano, Kouji
- 1726-1748 Stochastic invariance of closed sets with non-Lipschitz coefficients
by Abi Jaber, Eduardo & Bouchard, Bruno & Illand, Camille
- 1749-1781 A scaling analysis of a star network with logarithmic weights
by Robert, Philippe & Véber, Amandine
- 1782-1794 The first hitting time of the integers by symmetric Lévy processes
by Isozaki, Yasuki
- 1795-1828 Distributions of a particle’s position and their asymptotics in the q-deformed totally asymmetric zero range process with site dependent jumping rates
by Lee, Eunghyun & Wang, Dong
- 1829-1872 Polynomial processes in stochastic portfolio theory
by Cuchiero, Christa
2019, Volume 129, Issue 4
- 1097-1131 Stochastic and partial differential equations on non-smooth time-dependent domains
by Lundström, Niklas L.P. & Önskog, Thomas
- 1132-1152 Persistence of sums of correlated increments and clustering in cellular automata
by Lyu, Hanbaek & Sivakoff, David
- 1153-1184 Reflected BSDEs with regulated trajectories
by Klimsiak, Tomasz & Rzymowski, Maurycy & Słomiński, Leszek
- 1185-1228 Affine representations of fractional processes with applications in mathematical finance
by Harms, Philipp & Stefanovits, David
- 1229-1258 Integral representations of martingales for progressive enlargements of filtrations
by Aksamit, Anna & Jeanblanc, Monique & Rutkowski, Marek
- 1259-1286 Systems of quasi-variational inequalities related to the switching problem
by Klimsiak, Tomasz
- 1287-1325 Robust mean–variance hedging via G-expectation
by Biagini, Francesca & Mancin, Jacopo & Brandis, Thilo Meyer
- 1326-1348 Discrete-time trawl processes
by Doukhan, Paul & Jakubowski, Adam & Lopes, Silvia R.C. & Surgailis, Donatas
- 1349-1370 Asymptotic normality of high level-large time crossings of a Gaussian process
by Dalmao, Federico & León, José R. & Mordecki, Ernesto & Mourareau, Stéphane
- 1371-1378 A rigidity property of superpositions involving determinantal processes
by Qiu, Yanqi
- 1379-1412 Berry–Esseen estimates for regenerative processes under weak moment assumptions
by Guo, Xiaoqin & Peterson, Jonathon
- 1413-1442 Non-equilibrium and stationary fluctuations of a slowed boundary symmetric exclusion
by Franco, Tertuliano & Gonçalves, Patrícia & Neumann, Adriana
- 1443-1454 Ergodic aspects of some Ornstein–Uhlenbeck type processes related to Lévy processes
by Bertoin, Jean
- 1455-1475 Derivation of mean-field equations for stochastic particle systems
by Grosskinsky, Stefan & Jatuviriyapornchai, Watthanan
2019, Volume 129, Issue 3
- 713-739 A pathwise approach to the extinction of branching processes with countably many types
by Braunsteins, Peter & Decrouez, Geoffrey & Hautphenne, Sophie
- 740-770 Central limit theorems for biased randomly trapped random walks on Z
by Bowditch, Adam
- 771-798 On the link between infinite horizon control and quasi-stationary distributions
by Champagnat, Nicolas & Claisse, Julien
- 799-821 Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European, One-Touch, lookback or forward starting options
by Forde, Martin
- 822-840 Sensitivity of the Hermite rank
by Bai, Shuyang & Taqqu, Murad S.
- 841-859 On limit theorems for fields of martingale differences
by Volný, Dalibor
- 860-877 Invariance principle for biased bootstrap random walks
by Collevecchio, Andrea & Hamza, Kais & Liu, Yunxuan
- 878-901 Random locations of periodic stationary processes
by Shen, Jie & Shen, Yi & Wang, Ruodu
- 902-923 Multidimensional Markovian FBSDEs with super-quadratic growth
by Kupper, Michael & Luo, Peng & Tangpi, Ludovic
- 924-953 Hydrodynamic limit for the Ginzburg–Landau ∇ϕ interface model with non-convex potential
by Deuschel, Jean-Dominique & Nishikawa, Takao & Vignaud, Yvon
- 954-977 Conditioned real self-similar Markov processes
by Kyprianou, Andreas E. & Rivero, Víctor M. & Satitkanitkul, Weerapat
- 978-994 On sojourn of Brownian motion inside moving boundaries
by Seuret, Stéphane & Yang, Xiaochuan
- 995-1012 A Feynman–Kac formula for stochastic Dirichlet problems
by Gerencsér, Máté & Gyöngy, István
- 1013-1059 Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process
by Masuda, Hiroki
- 1060-1095 The dynamics of critical fluctuations in asymmetric Curie–Weiss models
by Dai Pra, Paolo & Tovazzi, Daniele
2019, Volume 129, Issue 2
- 355-380 MEXIT: Maximal un-coupling times for stochastic processes
by Ernst, Philip A. & Kendall, Wilfrid S. & Roberts, Gareth O. & Rosenthal, Jeffrey S.
- 381-418 Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria
by Sun, Jingrui & Yong, Jiongmin
- 419-451 Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale
by Todorov, Viktor
- 452-472 Density symmetries for a class of 2-D diffusions with applications to finance
by Dareiotis, Konstantinos & Ekström, Erik
- 473-506 On weak uniqueness and distributional properties of a solution to an SDE with α-stable noise
by Kulik, Alexei M.
- 507-538 Process convergence for the complexity of Radix Selection on Markov sources
by Leckey, Kevin & Neininger, Ralph & Sulzbach, Henning
- 539-571 Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process
by Rey, Clément
- 572-603 Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
by Kamphorst, Bart & Zwart, Bert
- 604-625 Exponential functionals of Lévy processes and variable annuity guaranteed benefits
by Feng, Runhuan & Kuznetsov, Alexey & Yang, Fenghao
- 626-633 Linear Volterra backward stochastic integral equations
by Hu, Yaozhong & Øksendal, Bernt
- 634-673 Representation of asymptotic values for nonexpansive stochastic control systems
by Li, Juan & Zhao, Nana
- 674-711 Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
by Bandini, Elena & Cosso, Andrea & Fuhrman, Marco & Pham, Huyên
2019, Volume 129, Issue 1
- 1-27 Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
by Chevallier, J. & Duarte, A. & Löcherbach, E. & Ost, G.
- 28-69 Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg–Landau equations
by Becker, Sebastian & Jentzen, Arnulf
- 70-101 Synchronization and functional central limit theorems for interacting reinforced random walks
by Crimaldi, Irene & Dai Pra, Paolo & Louis, Pierre-Yves & Minelli, Ida G.
- 102-128 Quenched tail estimate for the random walk in random scenery and in random layered conductance
by Deuschel, Jean-Dominique & Fukushima, Ryoki
- 129-152 Decomposition of Schramm–Loewner evolution along its curve
by Zhan, Dapeng
- 153-173 The existence of geodesics in Wasserstein spaces over path groups and loop groups
by Shao, Jinghai
- 174-204 Bridge representation and modal-path approximation
by Akahori, Jiro & Song, Xiaoming & Wang, Tai-Ho
- 205-222 Ratios of ordered points of point processes with regularly varying intensity measures
by Ipsen, Yuguang & Maller, Ross & Resnick, Sidney
- 223-239 An arcsine law for Markov random walks
by Alsmeyer, Gerold & Buckmann, Fabian
- 240-282 The Vlasov–Poisson–Fokker–Planck equation in an interval with kinetic absorbing boundary conditions
by Hwang, Hyung Ju & Kim, Jinoh
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