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Content
2018, Volume 128, Issue 1
- 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
- 2447-2481 A one-level limit order book model with memory and variable spread
by Chávez-Casillas, Jonathan A. & Figueroa-López, José E.
- 2482-2507 Approximating a diffusion by a finite-state hidden Markov model
by Kontoyiannis, I. & Meyn, S.P.
- 2508-2541 Fluctuations, stability and instability of a distributed particle filter with local exchange
by Heine, Kari & Whiteley, Nick
- 2542-2559 Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient
by Menoukeu Pamen, Olivier & Taguchi, Dai
- 2560-2585 Intrinsic expansions for averaged diffusion processes
by Pagliarani, S. & Pascucci, A. & Pignotti, M.
- 2586-2629 Optimal stopping with random maturity under nonlinear expectations
by Bayraktar, Erhan & Yao, Song
- 2630-2649 Scaling limit of subcritical contact process
by Deshayes, Aurelia & Rolla, Leonardo T.
- 2650-2678 Interacting generalized Friedman’s urn systems
by Aletti, Giacomo & Ghiglietti, Andrea
- 2679-2698 On future drawdowns of Lévy processes
by Baurdoux, E.J. & Palmowski, Z. & Pistorius, M.R.
- 2699-2724 Splitting and time reversal for Markov additive processes
by Ivanovs, Jevgenijs
- 2725-2750 Study of almost everywhere convergence of series by mean of martingale methods
by Cuny, Christophe & Fan, Ai Hua
- 2751-2779 Scaling transition for nonlinear random fields with long-range dependence
by Pilipauskaitė, Vytautė & Surgailis, Donatas
2017, Volume 127, Issue 7
- 2093-2137 On the interpretation of the Master Equation
by Bensoussan, A. & Frehse, J. & Yam, S.C.P.
- 2138-2178 The jamming constant of uniform random graphs
by Bermolen, Paola & Jonckheere, Matthieu & Moyal, Pascal
- 2179-2207 Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: The iid case
by Heiny, Johannes & Mikosch, Thomas
- 2208-2242 Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing
by Buchmann, Boris & Kaehler, Benjamin & Maller, Ross & Szimayer, Alexander
- 2243-2261 On the multi-step MLE-process for ergodic diffusion
by Kutoyants, Yu.A.
- 2262-2280 Stochastic PDEs with heavy-tailed noise
by Chong, Carsten
- 2281-2315 Stochastic differential equation for Brox diffusion
by Hu, Yaozhong & Lê, Khoa & Mytnik, Leonid
- 2316-2338 Intermittency for the Hyperbolic Anderson Model with rough noise in space
by Balan, Raluca M. & Jolis, Maria & Quer-Sardanyons, Lluís
- 2339-2345 A condition for distinguishing sceneries on non-abelian groups
by Hildebrand, Martin
- 2346-2372 Law of large numbers for random walks on attractive spin-flip dynamics
by Bethuelsen, Stein Andreas & Heydenreich, Markus
- 2373-2395 Invariance for rough differential equations
by Coutin, Laure & Marie, Nicolas
- 2396-2427 Stochastic maximum principle for SPDEs with delay
by Guatteri, Giuseppina & Masiero, Federica & Orrieri, Carlo
- 2428-2445 Doob–Martin compactification of a Markov chain for growing random words sequentially
by Choi, Hye Soo & Evans, Steven N.
2017, Volume 127, Issue 6
- 1721-1737 Long-time behaviour and propagation of chaos for mean field kinetic particles
by Monmarché, Pierre
- 1738-1762 On the convergence of monotone schemes for path-dependent PDEs
by Ren, Zhenjie & Tan, Xiaolu
- 1763-1784 Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
by Dombry, Clément & Kabluchko, Zakhar
- 1785-1799 Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
by Baños, David & Krühner, Paul
- 1800-1839 Statistical inference for ergodic point processes and application to Limit Order Book
by Clinet, Simon & Yoshida, Nakahiro
- 1840-1869 Multi-class oscillating systems of interacting neurons
by Ditlevsen, Susanne & Löcherbach, Eva
- 1870-1896 Reciprocal classes of random walks on graphs
by Conforti, Giovanni & Léonard, Christian
- 1897-1925 Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
by Ge, Hao & Jia, Chen & Jiang, Da-Quan
- 1926-1959 Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations
by Qiu, Jinniao
- 1960-1997 On dynamical systems perturbed by a null-recurrent motion: The general case
by Pajor-Gyulai, Zs. & Salins, M.
- 1998-2035 Truncated Realized Covariance when prices have infinite variation jumps
by Mancini, Cecilia
- 2036-2067 A central limit theorem for the Euler integral of a Gaussian random field
by Naitzat, Gregory & Adler, Robert J.
- 2068-2087 Stochastic Komatu–Loewner evolutions and SLEs
by Chen, Zhen-Qing & Fukushima, Masatoshi & Suzuki, Hiroyuki
2017, Volume 127, Issue 5
- 1375-1416 Two-parameter process limits for an infinite-server queue with arrival dependent service times
by Pang, Guodong & Zhou, Yuhang
- 1417-1440 Multilevel sequential Monte Carlo samplers
by Beskos, Alexandros & Jasra, Ajay & Law, Kody & Tempone, Raul & Zhou, Yan
- 1441-1474 Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes
by Bandini, Elena & Fuhrman, Marco
- 1475-1495 Least squares estimators for stochastic differential equations driven by small Lévy noises
by Long, Hongwei & Ma, Chunhua & Shimizu, Yasutaka
- 1496-1516 Finite dimensional Fokker–Planck equations for continuous time random walk limits
by Busani, Ofer
- 1517-1543 Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale
by Hoffmann, Michael & Vetter, Mathias
- 1544-1564 A random cell splitting scheme on the sphere
by Deuss, Christian & Hörrmann, Julia & Thäle, Christoph
- 1565-1598 Change of measure up to a random time: Details
by Kreher, Dörte
- 1599-1621 Multidimensional Lévy white noise in weighted Besov spaces
by Fageot, Julien & Fallah, Alireza & Unser, Michael
- 1622-1636 Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals
by Zheng, Guangqu
- 1637-1648 New deviation inequalities for martingales with bounded increments
by Rio, Emmanuel
- 1649-1675 Tail generating functions for extendable branching processes
by Sagitov, Serik
- 1676-1720 On the limiting law of the length of the longest common and increasing subsequences in random words
by Breton, Jean-Christophe & Houdré, Christian
2017, Volume 127, Issue 4
- 1045-1124 Level lines of Gaussian Free Field I: Zero-boundary GFF
by Wang, Menglu & Wu, Hao
- 1125-1170 Conditional Markov chains: Properties, construction and structured dependence
by Bielecki, Tomasz R. & Jakubowski, Jacek & Niewęgłowski, Mariusz
- 1171-1203 Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations
by Gobet, E. & Turkedjiev, P.
- 1204-1233 A general non-existence result for linear BSDEs driven by Gaussian processes
by Bender, Christian & Viitasaari, Lauri
- 1234-1254 Conditioning subordinators embedded in Markov processes
by Kyprianou, Andreas E. & Rivero, Victor & Şengül, Batı
- 1255-1281 Berry–Esseen’s bound and Cramér’s large deviation expansion for a supercritical branching process in a random environment
by Grama, Ion & Liu, Quansheng & Miqueu, Eric
- 1282-1296 Exact convergence rate of the local limit theorem for branching random walks on the integer lattice
by Gao, Zhiqiang
- 1297-1320 Large deviations for multi-scale jump-diffusion processes
by Kumar, Rohini & Popovic, Lea
- 1321-1353 Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media
by Bahlali, Khaled & Elouaflin, Abouo & Pardoux, Etienne
- 1354-1374 Intermittency fronts for space-time fractional stochastic partial differential equations in (d+1) dimensions
by Asogwa, Sunday A. & Nane, Erkan
2017, Volume 127, Issue 3
- 701-748 The interplay of two mutations in a population of varying size: A stochastic eco-evolutionary model for clonal interference
by Billiard, Sylvain & Smadi, Charline
- 749-782 On the conditional small ball property of multivariate Lévy-driven moving average processes
by Pakkanen, Mikko S. & Sottinen, Tommi & Yazigi, Adil
- 783-802 Equilibrium fluctuations for a discrete Atlas model
by Hernández, Freddy & Jara, Milton & Valentim, Fábio Júlio
- 803-830 Percolation of even sites for enhanced random sequential adsorption
by Daniels, Christopher J.E. & Penrose, Mathew D.
- 831-876 Stochastic partial differential equations with singular terminal condition
by Matoussi, A. & Piozin, L. & Popier, A.
- 877-900 Stochastic evolution equations with Volterra noise
by Čoupek, P. & Maslowski, B.
- 901-926 Polynomial diffusions on compact quadric sets
by Larsson, Martin & Pulido, Sergio
- 927-956 Tightness and duality of martingale transport on the Skorokhod space
by Guo, Gaoyue & Tan, Xiaolu & Touzi, Nizar
- 957-994 Continuous state branching processes in random environment: The Brownian case
by Palau, S. & Pardo, J.C.
- 995-1017 Functional limit theorems for the number of occupied boxes in the Bernoulli sieve
by Alsmeyer, Gerold & Iksanov, Alexander & Marynych, Alexander
- 1018-1041 Existence and estimates of moments for Lévy-type processes
by Kühn, Franziska
2017, Volume 127, Issue 2
- 359-384 Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
by Kusuoka, Seiichiro
- 385-418 Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact support
by Kliem, Sandra
- 419-448 Statistical inference for perturbed multiscale dynamical systems
by Gailus, Siragan & Spiliopoulos, Konstantinos
- 449-474 Decorated Young tableaux and the Poissonized Robinson–Schensted process
by Nica, Mihai
- 475-496 On the class of distributions of subordinated Lévy processes and bases
by Sauri, Orimar & Veraart, Almut E.D.
- 497-525 Extremes of locally stationary chi-square processes with trend
by Liu, Peng & Ji, Lanpeng
- 526-573 Generalized Poland–Scheraga denaturation model and two-dimensional renewal processes
by Giacomin, Giambattista & Khatib, Maha
- 574-589 Time inhomogeneity in longest gap and longest run problems
by Asmussen, Søren & Ivanovs, Jevgenijs & Nielsen, Anders Rønn
- 590-621 Common ancestor type distribution: A Moran model and its deterministic limit
by Cordero, Fernando
- 622-642 Zero-sum risk-sensitive stochastic games
by Bäuerle, Nicole & Rieder, Ulrich
- 643-656 Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
by Albrecher, Hansjörg & Ivanovs, Jevgenijs
- 657-668 A simple proof of heavy tail estimates for affine type Lipschitz recursions
by Buraczewski, Dariusz & Damek, Ewa
- 669-700 Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion
by Jaramillo, Arturo & Nualart, David
2017, Volume 127, Issue 1
- 1-19 A stochastic variational approach to the viscous Camassa–Holm and Leray-alpha equations
by Cruzeiro, Ana Bela & Liu, Guoping
- 20-36 Small ball properties and representation results
by Mishura, Yuliya & Shevchenko, Georgiy
- 37-79 On a class of stochastic partial differential equations
by Song, Jian
- 80-106 Fractionally integrated inverse stable subordinators
by Iksanov, Alexander & Kabluchko, Zakhar & Marynych, Alexander & Shevchenko, Georgiy
- 107-134 Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion
by Hu, Mingshang & Ji, Shaolin
- 135-178 A boundary driven generalized contact process with exchange of particles: Hydrodynamics in infinite volume
by Kuoch, Kevin & Mourragui, Mustapha & Saada, Ellen
- 179-208 A Glivenko–Cantelli theorem for almost additive functions on lattices
by Schumacher, Christoph & Schwarzenberger, Fabian & Veselić, Ivan
- 209-227 An integral representation of dilatively stable processes with independent increments
by Bhatti, T. & Kern, P.
- 228-272 Hydrodynamic limit for the Ginzburg–Landau ∇ϕ interface model with a conservation law and Dirichlet boundary conditions
by Nishikawa, Takao
- 273-303 On the Smoluchowski–Kramers approximation for a system with infinite degrees of freedom exposed to a magnetic field
by Cerrai, Sandra & Salins, Michael
- 304-324 Geodesic forests in last-passage percolation
by López, Sergio I. & Pimentel, Leandro P.R.
- 325-357 Infinite dimensional weak Dirichlet processes and convolution type processes
by Fabbri, Giorgio & Russo, Francesco
2016, Volume 126, Issue 12
- 3607-3622 The mathematical work of Evarist Giné
by Koltchinskii, Vladimir & Nickl, Richard & van de Geer, Sara & Wellner, Jon A.
- 3623-3631 Reminiscences, and some explorations about the bootstrap
by Dudley, R.M.
- 3632-3651 Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
by Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo
- 3652-3680 Upper bounds on product and multiplier empirical processes
by Mendelson, Shahar
- 3681-3700 Convergence of quantile and depth regions
by Kuelbs, James & Zinn, Joel
- 3701-3715 Finite sampling inequalities: An application to two-sample Kolmogorov–Smirnov statistics
by Greene, Evan & Wellner, Jon A.
- 3716-3732 Unbiased estimation of the volume of a convex body
by Baldin, Nikolay & Reiß, Markus
- 3733-3759 Asymptotic normality of quadratic estimators
by Robins, James M. & Li, Lingling & Tchetgen, Eric Tchetgen & van der Vaart, Aad
- 3760-3773 Robust estimation of U-statistics
by Joly, Emilien & Lugosi, Gábor
- 3774-3789 Minimal penalty for Goldenshluger–Lepski method
by Lacour, C. & Massart, P.
- 3790-3807 The Hurst phenomenon and the rescaled range statistic
by Mason, David M.
- 3808-3827 Nonparametric estimation of trend in directional data
by Beran, Rudolf
- 3828-3842 Sub-optimality of some continuous shrinkage priors
by Bhattacharya, Anirban & Dunson, David B. & Pati, Debdeep & Pillai, Natesh S.
- 3843-3853 On an approach to boundary crossing by stochastic processes
by Brown, Mark & de la Peña, Victor H. & Klass, Michael J. & Sit, Tony
- 3854-3864 A law of the iterated logarithm for Grenander’s estimator
by Dümbgen, Lutz & Wellner, Jon A. & Wolff, Malcolm
- 3865-3887 Regularized distributions and entropic stability of Cramer’s characterization of the normal law
by Bobkov, S.G. & Chistyakov, G.P. & Götze, F.
- 3888-3912 Rho-estimators for shape restricted density estimation
by Baraud, Y. & Birgé, L.
- 3913-3934 A sharp adaptive confidence ball for self-similar functions
by Nickl, Richard & Szabó, Botond
- 3935-3951 A graphical approach to the analysis of matrix completion
by Sun, Tingni & Zhang, Cun-Hui
- 3952-3967 Estimation of low-rank covariance function
by Koltchinskii, V. & Lounici, K. & Tsybakov, A.B.
2016, Volume 126, Issue 11
- 3243-3282 Maximum likelihood estimation for Wishart processes
by Alfonsi, Aurélien & Kebaier, Ahmed & Rey, Clément
- 3283-3309 Condensation and symmetry-breaking in the zero-range process with weak site disorder
by Mailler, Cécile & Mörters, Peter & Ueltschi, Daniel
- 3310-3330 Extreme eigenvalues of sparse, heavy tailed random matrices
by Auffinger, Antonio & Tang, Si
- 3331-3352 Fluctuations of linear statistics of half-heavy-tailed random matrices
by Benaych-Georges, Florent & Maltsev, Anna
- 3353-3376 Processes iterated ad libitum
by Casse, Jérôme & Marckert, Jean-François
- 3377-3401 Superprocesses with interaction and immigration
by Xiong, Jie & Yang, Xu
- 3402-3462 Localisation in the Bouchaud–Anderson model
by Muirhead, Stephen & Pymar, Richard
- 3463-3479 Rare events for the Manneville–Pomeau map
by Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike & Vaienti, Sandro
- 3480-3498 Ergodic theory of the symmetric inclusion process
by Kuoch, Kevin & Redig, Frank
- 3499-3526 Multi-scale metastable dynamics and the asymptotic stationary distribution of perturbed Markov chains
by Betz, Volker & Le Roux, Stéphane
- 3527-3577 Asymptotic theory for large volatility matrix estimation based on high-frequency financial data
by Kim, Donggyu & Wang, Yazhen & Zou, Jian
- 3578-3604 Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
by Comets, Francis & Falconnet, Mikael & Loukianov, Oleg & Loukianova, Dasha
2016, Volume 126, Issue 10
- 2877-2912 Equivalence of a mixing condition and the LSI in spin systems with infinite range interaction
by Henderson, Christopher & Menz, Georg
- 2913-2955 Stochastic Newton equation in strong potential limit
by Liang, Song
- 2956-2975 Volatility of Boolean functions
by Jonasson, Johan & Steif, Jeffrey E.
- 2976-3008 Spectral estimation for diffusions with random sampling times
by Chorowski, Jakub & Trabs, Mathias
- 3009-3040 Statistical inference for nonparametric GARCH models
by Meister, Alexander & Kreiß, Jens-Peter
- 3041-3064 Gaussian bounds and collisions of variable speed random walks on lattices with power law conductances
by Chen, Xinxing
- 3065-3076 Rate of convergence in first-passage percolation under low moments
by Damron, Michael & Kubota, Naoki
- 3077-3101 Long time behavior of telegraph processes under convex potentials
by Fontbona, Joaquin & Guérin, Hélène & Malrieu, Florent
- 3102-3123 Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker–Planck equations
by Mei, Hongwei & Yin, George & Wu, Fuke
- 3124-3144 Solutions of BSDE’s with jumps and quadratic/locally Lipschitz generator
by Antonelli, Fabio & Mancini, Carlo
- 3145-3170 Almost sure convergence of maxima for chaotic dynamical systems
by Holland, M.P. & Nicol, M. & Török, A.
- 3171-3201 Modulation equation for SPDEs in unbounded domains with space–time white noise — Linear theory
by Bianchi, Luigi Amedeo & Blömker, Dirk
- 3202-3234 Finite difference schemes for linear stochastic integro-differential equations
by Dareiotis, Konstantinos & Leahy, James-Michael
2016, Volume 126, Issue 9