Contact information of Elsevier
Serial Information
Order information: Postal: http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/OOC/InitController?id=505572&ref=505572_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
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
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
Content
2019, Volume 129, Issue 1
2018, Volume 128, Issue 12
- 3967-3999 An Edgeworth expansion for functionals of Gaussian fields and its applications
by Kim, Yoon Tae & Park, Hyun Suk
- 4000-4017 A second order asymptotic expansion in the local limit theorem for a simple branching random walk in Zd
by Gao, Zhi-Qiang
- 4018-4050 The fixation probability and time for a doubly beneficial mutant
by Bossert, S. & Pfaffelhuber, P.
- 4051-4077 Some asymptotic results for nonlinear Hawkes processes
by Gao, Fuqing & Zhu, Lingjiong
- 4078-4103 A superhedging approach to stochastic integration
by Łochowski, Rafał M. & Perkowski, Nicolas & Prömel, David J.
- 4104-4153 Global fluctuations for 1D log-gas dynamics
by Unterberger, Jérémie
- 4154-4170 Tail estimates for exponential functionals and applications to SDEs
by Nguyen, Tien Dung
- 4171-4206 Extremal behavior of hitting a cone by correlated Brownian motion with drift
by Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Rolski, Tomasz
- 4207-4245 Small-time expansions for state-dependent local jump–diffusion models with infinite jump activity
by Figueroa-López, José E. & Luo, Yankeng
- 4246-4276 Mesoscopic scales in hierarchical configuration models
by van der Hofstad, Remco & van Leeuwaarden, Johan S.H. & Stegehuis, Clara
- 4277-4308 On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
by Xi, Fubao & Zhu, Chao
- 4309-4325 Stable windings at the origin
by Kyprianou, Andreas E. & Vakeroudis, Stavros M.
2018, Volume 128, Issue 11
- 3607-3627 Elliptic boundary value problems with Gaussian white noise loads
by Lasanen, Sari & Roininen, Lassi & Huttunen, Janne M.J.
- 3628-3655 Sesqui-type branching processes
by Janson, Svante & Riordan, Oliver & Warnke, Lutz
- 3656-3678 A criterion on asymptotic stability for partially equicontinuous Markov operators
by Czapla, Dawid
- 3679-3723 Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes
by Hoffmann, Michael & Vetter, Mathias & Dette, Holger
- 3724-3750 Quadratic backward stochastic differential equations driven by G-Brownian motion: Discrete solutions and approximation
by Hu, Ying & Lin, Yiqing & Soumana Hima, Abdoulaye
- 3751-3777 The distribution of the spine of a Fleming–Viot type process
by Bieniek, Mariusz & Burdzy, Krzysztof
- 3778-3806 A stochastic partial differential equation model for the pricing of mortgage-backed securities
by Ahmad, F. & Hambly, B.M. & Ledger, S.
- 3807-3839 Limit theorems for Markovian Hawkes processes with a large initial intensity
by Gao, Xuefeng & Zhu, Lingjiong
- 3840-3879 Cutoffs for product chains
by Chen, Guan-Yu & Kumagai, Takashi
- 3880-3896 Denseness of volatile and nonvolatile sequences of functions
by Palö Forsström, Malin
- 3897-3939 Lifschitz singularity for subordinate Brownian motions in presence of the Poissonian potential on the Sierpiński gasket
by Kaleta, Kamil & Pietruska-Pałuba, Katarzyna
- 3940-3965 Extensions of the sewing lemma with applications
by Yaskov, Pavel
2018, Volume 128, Issue 10
- 3221-3252 On uniform closeness of local times of Markov chains and i.i.d. sequences
by de Bernardini, Diego F. & Gallesco, Christophe & Popov, Serguei
- 3253-3272 Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients
by Duc, Luu Hoang & Tran, Tat Dat & Jost, Jürgen
- 3273-3299 Fluctuations of Omega-killed spectrally negative Lévy processes
by Li, Bo & Palmowski, Zbigniew
- 3300-3326 Some bivariate stochastic models arising from group representation theory
by de la Iglesia, Manuel D. & Román, Pablo
- 3327-3352 Concentration for Poisson U-statistics: Subgraph counts in random geometric graphs
by Bachmann, Sascha & Reitzner, Matthias
- 3353-3386 General dynamic term structures under default risk
by Fontana, Claudio & Schmidt, Thorsten
- 3387-3418 Backward problems for stochastic differential equations on the Sierpinski gasket
by Liu, Xuan & Qian, Zhongmin
- 3419-3438 Invariance principles for tempered fractionally integrated processes
by Sabzikar, Farzad & Surgailis, Donatas
- 3466-3489 Extinction properties of multi-type continuous-state branching processes
by Kyprianou, Andreas E. & Palau, Sandra
- 3490-3530 Analysis of random walks in dynamic random environments via L2-perturbations
by Avena, L. & Blondel, O. & Faggionato, A.
- 3531-3557 Effect of stochastic perturbations for front propagation in Kolmogorov Petrovskii Piscunov equations
by Noble, John M.
- 3558-3605 Bivariate Markov chains converging to Lamperti transform Markov additive processes
by Haas, Bénédicte & Stephenson, Robin
2018, Volume 128, Issue 9
- 2857-2904 Perturbations and projections of Kalman–Bucy semigroups
by Bishop, Adrian N. & Del Moral, Pierre & Pathiraja, Sahani D.
- 2905-2922 Slow recurrent regimes for a class of one-dimensional stochastic growth models
by Adam, Etienne
- 2923-2951 Pointwise estimates for first passage times of perpetuity sequences
by Buraczewski, D. & Damek, E. & Zienkiewicz, J.
- 2952-2978 Representations of max-stable processes via exponential tilting
by Hashorva, Enkelejd
- 2979-3005 Extremes of q-Ornstein–Uhlenbeck processes
by Wang, Yizao
- 3006-3029 First order Feynman–Kac formula
by Li, Xue-Mei & Thompson, James
- 3030-3053 Markov processes with darning and their approximations
by Chen, Zhen-Qing & Peng, Jun
- 3054-3081 The divisible sandpile with heavy-tailed variables
by Cipriani, Alessandra & Hazra, Rajat Subhra & Ruszel, Wioletta M.
- 3082-3117 Volterra-type Ornstein–Uhlenbeck processes in space and time
by Pham, Viet Son & Chong, Carsten
- 3118-3180 Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
by Li, Juan
- 3181-3219 Smooth density and its short time estimate for jump process determined by SDE
by Ishikawa, Yasushi & Kunita, Hiroshi & Tsuchiya, Masaaki
2018, Volume 128, Issue 8
- 2489-2537 Discretizing Malliavin calculus
by Bender, Christian & Parczewski, Peter
- 2538-2556 Equivalent martingale measures for Lévy-driven moving averages and related processes
by Basse-O’Connor, Andreas & Nielsen, Mikkel Slot & Pedersen, Jan
- 2557-2580 Weak order in averaging principle for stochastic wave equation with a fast oscillation
by Fu, Hongbo & Wan, Li & Liu, Jicheng & Liu, Xianming
- 2581-2604 Large deviations for the empirical measure of a diffusion via weak convergence methods
by Dupuis, Paul & Lipshutz, David
- 2605-2641 Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients
by Ascanelli, Alessia & Süß, André
- 2642-2687 Time inhomogeneous Stochastic Differential Equations involving the local time of the unknown process, and associated parabolic operators
by Étoré, Pierre & Martinez, Miguel
- 2688-2709 Asymptotical properties of distributions of isotropic Lévy processes
by Kim, Panki & Mimica, Ante
- 2710-2749 Optimal control for two-dimensional stochastic second grade fluids
by Chemetov, Nikolai & Cipriano, Fernanda
- 2750-2778 A one-dimensional version of the random interlacements
by Camargo, Darcy & Popov, Serguei
- 2779-2815 Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
by Heiny, Johannes & Mikosch, Thomas
- 2816-2855 Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
by Steland, Ansgar & von Sachs, Rainer
2018, Volume 128, Issue 7
- 2153-2178 Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications
by Gairing, Jan & Högele, Michael & Kosenkova, Tetiana
- 2179-2227 Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
by Ganguly, Arnab
- 2228-2269 The enhanced Sanov theorem and propagation of chaos
by Deuschel, Jean-Dominique & Friz, Peter K. & Maurelli, Mario & Slowik, Martin
- 2270-2296 Law of large numbers for the many-server earliest-deadline-first queue
by Atar, Rami & Biswas, Anup & Kaspi, Haya
- 2297-2324 Asymptotic behaviour of high Gaussian minima
by Chakrabarty, Arijit & Samorodnitsky, Gennady
- 2325-2340 Spread of a catalytic branching random walk on a multidimensional lattice
by Bulinskaya, Ekaterina Vl.
- 2341-2366 Branching random walk with trapping zones
by Biard, Romain & Mallein, Bastien & Rabehasaina, Landy
- 2367-2403 Homogenization of dissipative, noisy, Hamiltonian dynamics
by Birrell, Jeremiah & Wehr, Jan
- 2404-2426 Lévy area with a drift as a renormalization limit of Markov chains on periodic graphs
by Lopusanschi, Olga & Simon, Damien
- 2427-2447 Fractional diffusion-type equations with exponential and logarithmic differential operators
by Beghin, Luisa
- 2448-2462 On the local times of stationary processes with conditional local limit theorems
by Denker, Manfred & Zheng, Xiaofei
- 2463-2488 Weak atomic convergence of finite voter models toward Fleming–Viot processes
by Chen, Yu-Ting & Cox, J. Theodore
2018, Volume 128, Issue 6
- 1797-1829 Absolute continuity of the invariant measure in piecewise deterministic Markov Processes having degenerate jumps
by Löcherbach, E.
- 1830-1848 Estimation error for occupation time functionals of stationary Markov processes
by Altmeyer, Randolf & Chorowski, Jakub
- 1849-1856 A sharp bound on the expected number of upcrossings of an L2-bounded Martingale
by Gilat, David & Meilijson, Isaac & Sacerdote, Laura
- 1857-1888 Systems of stochastic Poisson equations: Hitting probabilities
by Sanz-Solé, Marta & Viles, Noèlia
- 1889-1928 Asymptotics for the normalized error of the Ninomiya–Victoir scheme
by Al Gerbi, A. & Jourdain, B. & Clément, E.
- 1929-1957 Parametric inference for discrete observations of diffusion processes with mixed effects
by Delattre, Maud & Genon-Catalot, Valentine & Larédo, Catherine
- 1958-1987 Estimating spot volatility in the presence of infinite variation jumps
by Liu, Qiang & Liu, Yiqi & Liu, Zhi
- 1988-2006 The relation between quenched and annealed Lyapunov exponents in random potential on trees
by Wiegel, Gundelinde Maria
- 2007-2059 Exact asymptotics in eigenproblems for fractional Brownian covariance operators
by Chigansky, Pavel & Kleptsyna, Marina
- 2060-2082 Limit theory for the empirical extremogram of random fields
by Buhl, Sven & Klüppelberg, Claudia
- 2083-2130 Quadratic–exponential growth BSDEs with jumps and their Malliavin’s differentiability
by Fujii, Masaaki & Takahashi, Akihiko
- 2131-2151 Stochastic porous media equation on general measure spaces with increasing Lipschitz nonlinearities
by Röckner, Michael & Wu, Weina & Xie, Yingchao
2018, Volume 128, Issue 5
- 1439-1465 Limit theorems for Hilbert space-valued linear processes under long range dependence
by Düker, Marie-Christine
- 1466-1484 Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability
by Sato, Ryosuke & Miyabe, Kenshi & Takemura, Akimichi
- 1485-1524 Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
by Arapostathis, Ari & Biswas, Anup
- 1525-1557 Favorite sites of randomly biased walks on a supercritical Galton–Watson tree
by Chen, Dayue & de Raphélis, Loïc & Hu, Yueyun
- 1558-1589 Metastability for small random perturbations of a PDE with blow-up
by Groisman, Pablo & Saglietti, Santiago & Saintier, Nicolas
- 1590-1614 Latent voter model on locally tree-like random graphs
by Huo, Ran & Durrett, Rick
- 1615-1634 Products of random variables and the first digit phenomenon
by Chenavier, Nicolas & Massé, Bruno & Schneider, Dominique
- 1635-1651 Covariance of stochastic integrals with respect to fractional Brownian motion
by Maayan, Yohaï & Mayer-Wolf, Eddy
- 1652-1677 Convex integral functionals of regular processes
by Pennanen, Teemu & Perkkiö, Ari-Pekka
- 1678-1710 Lower bounds for moments of global scores of pairwise Markov chains
by Lember, Jüri & Matzinger, Heinrich & Sova, Joonas & Zucca, Fabio
- 1711-1749 Itô’s calculus under sublinear expectations via regularity of PDEs and rough paths
by Guo, Xin & Pan, Chen
- 1750-1771 Persistence probabilities for stationary increment processes
by Aurzada, Frank & Guillotin-Plantard, Nadine & Pène, Françoise
- 1772-1796 Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion
by Wang, Ran & Xu, Lihu
2018, Volume 128, Issue 4
- 1073-1094 Convergence results for a class of time-varying simulated annealing algorithms
by Gerber, Mathieu & Bornn, Luke
- 1095-1113 On optimal investment with processes of long or negative memory
by Chau, Huy N. & Rásonyi, Miklós
- 1114-1134 Monotonicity preserving transformations of MOT and SEP
by Huesmann, Martin & Stebegg, Florian
- 1135-1164 Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
by Barczy, Mátyás & Ben Alaya, Mohamed & Kebaier, Ahmed & Pap, Gyula
- 1165-1207 Self-duality and shock dynamics in the n-species priority ASEP
by Belitsky, V. & Schütz, G.M.
- 1208-1237 Bounds to the normal for proximity region graphs
by Goldstein, Larry & Johnson, Tobias & Lachièze-Rey, Raphaël
- 1238-1293 Paracontrolled calculus and Funaki–Quastel approximation for the KPZ equation
by Hoshino, Masato
- 1294-1315 Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields
by Lan, Xiaohong & Marinucci, Domenico & Xiao, Yimin
- 1316-1332 On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes
by Korshunov, Dmitry
- 1333-1346 On the normal approximation for random fields via martingale methods
by Peligrad, Magda & Zhang, Na
- 1347-1385 On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
by Cuny, Christophe & Dedecker, Jérôme & Merlevède, Florence
- 1386-1404 A characterization of Wishart processes and Wishart distributions
by Graczyk, Piotr & Małecki, Jacek & Mayerhofer, Eberhard
- 1405-1437 Irreducible recurrence, ergodicity, and extremality of invariant measures for resolvents
by Beznea, Lucian & Cîmpean, Iulian & Röckner, Michael
2018, Volume 128, Issue 3
- 727-755 Conjugate processes: Theory and application to risk forecasting
by Horta, Eduardo & Ziegelmann, Flavio
- 756-802 Martingale problems for some degenerate Kolmogorov equations
by Menozzi, Stéphane
- 803-818 On the regularity of American options with regime-switching uncertainty
by Jacka, Saul D. & Ocejo, Adriana
- 819-846 On a notion of partially conditionally identically distributed sequences
by Fortini, Sandra & Petrone, Sonia & Sporysheva, Polina
- 847-883 Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering
by Pagès, Gilles & Sagna, Abass
- 884-896 Hausdorff measure of SLE curves
by Rezaei, Mohammad A.
- 897-938 Density analysis of non-Markovian BSDEs and applications to biology and finance
by Mastrolia, Thibaut
- 939-962 On the block counting process and the fixation line of the Bolthausen–Sznitman coalescent
by Kukla, Jonas & Möhle, Martin
- 963-978 Time change equations for Lévy-type processes
by Krühner, Paul & Schnurr, Alexander
- 979-1006 Smooth solutions to portfolio liquidation problems under price-sensitive market impact
by Graewe, Paulwin & Horst, Ulrich & Séré, Eric
- 1007-1033 The strong predictable representation property in initially enlarged filtrations under the density hypothesis
by Fontana, Claudio
- 1034-1071 The asymptotic smile of a multiscaling stochastic volatility model
by Caravenna, Francesco & Corbetta, Jacopo
2018, Volume 128, Issue 2
- 373-403 The free energy of the random walk pinning model
by Nakashima, Makoto
- 404-425 Central limit theorem for functionals of a generalized self-similar Gaussian process
by Harnett, Daniel & Nualart, David
- 426-444 The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields
by Sönmez, Ercan
- 445-460 Limit theorems for critical first-passage percolation on the triangular lattice
by Yao, Chang-Long
- 461-486 Ornstein–Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility
by Benth, Fred Espen & Rüdiger, Barbara & Süss, Andre
- 487-504 Renewal structure of the Brownian taut string
by Schertzer, Emmanuel
- 505-544 Functional limit theorems for a new class of non-stationary shot noise processes
by Pang, Guodong & Zhou, Yuhang
- 545-594 Stochastic Komatu–Loewner evolutions and BMD domain constant
by Chen, Zhen-Qing & Fukushima, Masatoshi
- 595-621 Distribution dependent SDEs for Landau type equations
by Wang, Feng-Yu
- 622-643 A regularity theory for quasi-linear Stochastic PDEs in weighted Sobolev spaces
by Kim, Ildoo & Kim, Kyeong-Hun
- 644-688 Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities
by Bensoussan, Alain & Li, Yiqun & Yam, Sheung Chi Phillip
- 689-706 Dynamic uniqueness for stochastic chains with unbounded memory
by Gallesco, Christophe & Gallo, Sandro & Takahashi, Daniel Y.
- 707-725 On purely discontinuous additive functionals of subordinate Brownian motions
by Vondraček, Zoran & Wagner, Vanja
2018, Volume 128, Issue 1
- 1-38 Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes
by Grzywny, Tomasz & Kwaśnicki, Mateusz
- 39-78 Domain and range symmetries of operator fractional Brownian fields
by Didier, Gustavo & Meerschaert, Mark M. & Pipiras, Vladas
- 79-107 A random flight process associated to a Lorentz gas with variable density in a gravitational field
by Burdzy, Krzysztof & Rizzolo, Douglas
- 108-131 Asymptotic results for exponential functionals of Lévy processes
by Li, Zenghu & Xu, Wei
- 132-155 Non parametric estimation for random walks in random environment
by Diel, Roland & Lerasle, Matthieu
- 156-181 Ergodic properties of generalized Ornstein–Uhlenbeck processes
by Kevei, Péter
- 182-210 Branching random walks, stable point processes and regular variation
by Bhattacharya, Ayan & Hazra, Rajat Subhra & Roy, Parthanil
- 211-232 Stability problems for Cantor stochastic differential equations
by Hashimoto, Hiroya & Tsuchiya, Takahiro
- 233-254 Semimartingale: Itô or not ?
by Aït-Sahalia, Yacine & Jacod, Jean
- 255-290 Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
by Avram, Florin & Pérez, José-Luis & Yamazaki, Kazutoshi
- 291-305 Functional limit theorems for Galton–Watson processes with very active immigration
by Iksanov, Alexander & Kabluchko, Zakhar
- 306-331 On the refracted–reflected spectrally negative Lévy processes
by Pérez, José-Luis & Yamazaki, Kazutoshi
- 332-353 A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos
by Del Moral, Pierre & Jasra, Ajay
- 354-371 A sharp first order analysis of Feynman–Kac particle models, Part II: Particle Gibbs samplers
by Del Moral, Pierre & Jasra, Ajay
2017, Volume 127, Issue 12
- 3825-3869 Fluctuations of the total number of critical points of random spherical harmonics
by Cammarota, V. & Wigman, I.
- 3870-3912 Mean-field limit of generalized Hawkes processes
by Chevallier, Julien
- 3913-3927 The value of foresight
by Ernst, Philip A. & Rogers, L.C.G. & Zhou, Quan
- 3928-3942 Expected number of real roots of random trigonometric polynomials
by Flasche, Hendrik
- 3943-3965 Dynamics of multivariate default system in random environment
by El Karoui, Nicole & Jeanblanc, Monique & Jiao, Ying
- 3966-3996 Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs
by Ekren, Ibrahim
- 3997-4028 Functional Itô calculus, path-dependence and the computation of Greeks
by Jazaerli, Samy & F. Saporito, Yuri
- 4029-4052 Stochastic Burgers equation from long range exclusion interactions
by Gonçalves, Patrícia & Jara, Milton
- 4053-4082 A Dirichlet form approach to MCMC optimal scaling
by Zanella, Giacomo & Bédard, Mylène & Kendall, Wilfrid S.
- 4083-4125 Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
by Majka, Mateusz B.
- 4126-4138 Stability of the phase transition of critical-field Ising model on Cayley trees under inhomogeneous external fields
by Bissacot, Rodrigo & Endo, Eric Ossami & van Enter, Aernout C.D.
- 4139-4189 Weak Dirichlet processes with jumps
by Bandini, Elena & Russo, Francesco
2017, Volume 127, Issue 11
- 3465-3511 Lp solutions of backward stochastic differential equations with jumps
by Yao, Song
- 3512-3535 Heavy-tailed fractional Pearson diffusions
by Leonenko, N.N. & Papić, I. & Sikorskii, A. & Šuvak, N.
- 3536-3557 SDEs with constraints driven by semimartingales and processes with bounded p-variation
by Falkowski, Adrian & Słomiński, Leszek
- 3558-3595 Edgeworth expansion for the pre-averaging estimator
by Podolskij, Mark & Veliyev, Bezirgen & Yoshida, Nakahiro
- 3596-3642 Rough path properties for local time of symmetric α stable process
by Wang, Qingfeng & Zhao, Huaizhong
- 3643-3660 Local times of stochastic differential equations driven by fractional Brownian motions
by Lou, Shuwen & Ouyang, Cheng
- 3661-3688 A stroll along the gamma
by Arras, Benjamin & Swan, Yvik
- 3689-3718 Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
by Comte, Fabienne & Prieur, Clémentine & Samson, Adeline
- 3719-3753 Continuous spin models on annealed generalized random graphs
by Dommers, S. & Külske, C. & Schriever, P.
- 3754-3775 On the asymptotic normality of estimating the affine preferential attachment network models with random initial degrees
by Gao, Fengnan & van der Vaart, Aad
- 3776-3791 Decimation of the Dyson–Ising ferromagnet
by van Enter, Aernout & Le Ny, Arnaud
- 3792-3824 Singular SDEs with critical non-local and non-symmetric Lévy type generator
by Xie, Longjie
2017, Volume 127, Issue 10
- 3135-3158 Certain properties related to well posedness of switching diffusions
by Nguyen, Dang Hai & Yin, George & Zhu, Chao
- 3159-3186 Supercritical loop percolation on Zd for d≥3
by Chang, Yinshan
- 3187-3227 Random version of Dvoretzky’s theorem in ℓpn
by Paouris, Grigoris & Valettas, Petros & Zinn, Joel
- 3228-3250 Stochastic integrals and BDG’s inequalities in Orlicz-type spaces
by Xie, Yingchao & Zhang, Xicheng
- 3251-3267 Generalized immediate exchange models and their symmetries
by Redig, Frank & Sau, Federico
- 3268-3290 Limit theorems for random walks
by Bendikov, Alexander & Cygan, Wojciech & Trojan, Bartosz
- 3291-3330 The intermediate disorder regime for a directed polymer model on a hierarchical lattice
by Alberts, Tom & Clark, Jeremy & Kocić, Saša
- 3331-3353 Arbitrage theory for non convex financial market models
by Lepinette, Emmanuel & Tran, Tuan
- 3354-3371 Quasilinear parabolic stochastic partial differential equations: Existence, uniqueness
by Hofmanová, Martina & Zhang, Tusheng
- 3372-3411 Large deviations for generalized Polya urns with arbitrary urn function
by Franchini, Simone
- 3412-3446 A CLT concerning critical points of random functions on a Euclidean space
by Nicolaescu, Liviu I.
- 3447-3464 Integral equations for Rost’s reversed barriers: Existence and uniqueness results
by De Angelis, Tiziano & Kitapbayev, Yerkin
2017, Volume 127, Issue 9
- 2781-2815 Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
by Matoussi, Anis & Sabbagh, Wissal & Zhang, Tusheng
- 2816-2840 An Itô calculus for a class of limit processes arising from random walks on the complex plane
by Bonaccorsi, Stefano & Calcaterra, Craig & Mazzucchi, Sonia
- 2841-2863 Pathwise estimates for an effective dynamics
by Legoll, Frédéric & Lelièvre, Tony & Olla, Stefano
- 2864-2899 One dimensional random walks killed on a finite set
by Uchiyama, Kôhei
- 2900-2925 Dynamical moderate deviations for the Curie–Weiss model
by Collet, Francesca & Kraaij, Richard C.
- 2926-2960 Estimation of the realized (co-)volatility vector: Large deviations approach
by Djellout, Hacène & Guillin, Arnaud & Samoura, Yacouba
- 2961-3004 Stochastic non-isotropic degenerate parabolic–hyperbolic equations
by Gess, Benjamin & Souganidis, Panagiotis E.
- 3005-3013 Monotone martingale transport plans and Skorokhod embedding
by Beiglböck, Mathias & Henry-Labordère, Pierre & Touzi, Nizar
- 3014-3041 Thin tails of fixed points of the nonhomogeneous smoothing transform
by Alsmeyer, Gerold & Dyszewski, Piotr
- 3042-3067 Young differential equations with power type nonlinearities
by León, Jorge A. & Nualart, David & Tindel, Samy
- 3068-3109 Elementary bounds on mixing times for decomposable Markov chains
by Pillai, Natesh S. & Smith, Aaron
- 3110-3134 Strong-majority bootstrap percolation on regular graphs with low dissemination threshold
by Mitsche, Dieter & Pérez-Giménez, Xavier & Prałat, Paweł
2017, Volume 127, Issue 8
Printed from https://ideas.repec.org/s/eee/spapps7.html
