Contact information of Elsevier
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
2017, Volume 127, Issue 5
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
- 2527-2553 The gap between Gromov-vague and Gromov–Hausdorff-vague topology
by Athreya, Siva & Löhr, Wolfgang & Winter, Anita
- 2554-2592 Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
by Kruse, T. & Popier, A.
- 2593-2614 Discretely sampled signals and the rough Hoff process
by Flint, Guy & Hambly, Ben & Lyons, Terry
- 2615-2633 Muckenhoupt’s (Ap) condition and the existence of the optimal martingale measure
by Kramkov, Dmitry & Weston, Kim
- 2634-2664 Exact convergence rates in central limit theorems for a branching random walk with a random environment in time
by Gao, Zhiqiang & Liu, Quansheng
- 2665-2718 Viscosity solutions of path-dependent integro-differential equations
by Keller, Christian
- 2719-2733 Convergence, unanimity and disagreement in majority dynamics on unimodular graphs and random graphs
by Benjamini, Itai & Chan, Siu-On & O’Donnell, Ryan & Tamuz, Omer & Tan, Li-Yang
- 2734-2760 On the empirical spectral distribution for matrices with long memory and independent rows
by Merlevède, F. & Peligrad, M.
- 2761-2786 An Lp-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order
by Kim, Ildoo & Kim, Kyeong-Hun
- 2787-2799 The sequential empirical process of a random walk in random scenery
by Wendler, Martin
- 2800-2834 An explicit martingale version of the one-dimensional Brenier’s Theorem with full marginals constraint
by Henry-Labordère, Pierre & Tan, Xiaolu & Touzi, Nizar
- 2835-2859 Max-stable random sup-measures with comonotonic tail dependence
by Molchanov, Ilya & Strokorb, Kirstin
- 2860-2875 On weak convergence of stochastic heat equation with colored noise
by Bezdek, Pavel
2016, Volume 126, Issue 8
- 2181-2210 The multifractal nature of Boltzmann processes
by Xu, Liping
- 2211-2252 An individual-based model for the Lenski experiment, and the deceleration of the relative fitness
by González Casanova, Adrián & Kurt, Noemi & Wakolbinger, Anton & Yuan, Linglong
- 2253-2296 Some fluctuation results for weakly interacting multi-type particle systems
by Budhiraja, Amarjit & Wu, Ruoyu
- 2297-2322 Drift operator in a viable expansion of information flow
by Song, Shiqi
- 2323-2366 Averaging along irregular curves and regularisation of ODEs
by Catellier, R. & Gubinelli, M.
- 2367-2387 Quasi-continuous random variables and processes under the G-expectation framework
by Hu, Mingshang & Wang, Falei & Zheng, Guoqiang
- 2388-2409 Evolutionary games on the torus with weak selection
by Cox, J. Theodore & Durrett, Rick
- 2410-2429 Fractal dimensions of rough differential equations driven by fractional Brownian motions
by Lou, Shuwen & Ouyang, Cheng
- 2430-2464 Berry–Esseen type estimates for nonconventional sums
by Hafouta, Yeor & Kifer, Yuri
- 2465-2493 A unified approach to self-normalized block sampling
by Bai, Shuyang & Taqqu, Murad S. & Zhang, Ting
- 2494-2525 Hawkes and INAR(∞) processes
by Kirchner, Matthias
2016, Volume 126, Issue 7
- 1885-1900 On the functional CLT for stationary Markov chains started at a point
by Barrera, David & Peligrad, Costel & Peligrad, Magda
- 1901-1931 Importance sampling and statistical Romberg method for Lévy processes
by Alaya, Mohamed Ben & Hajji, Kaouther & Kebaier, Ahmed
- 1932-1973 Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach
by Cosso, Andrea & Fuhrman, Marco & Pham, Huyên
- 1974-2013 Exponential extinction time of the contact process on finite graphs
by Mountford, Thomas & Mourrat, Jean-Christophe & Valesin, Daniel & Yao, Qiang
- 2014-2037 Risk-consistent conditional systemic risk measures
by Hoffmann, Hannes & Meyer-Brandis, Thilo & Svindland, Gregor
- 2038-2061 Perpetual American options in diffusion-type models with running maxima and drawdowns
by Gapeev, Pavel V. & Rodosthenous, Neofytos
- 2062-2091 Affine realizations with affine state processes for stochastic partial differential equations
by Tappe, Stefan
- 2092-2122 Statistical inference for time-changed Lévy processes via Mellin transform approach
by Belomestny, Denis & Schoenmakers, John
- 2123-2162 Simulation of BSDEs with jumps by Wiener Chaos expansion
by Geiss, Christel & Labart, Céline
- 2163-2179 Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise
by Barbu, Viorel & Röckner, Michael
2016, Volume 126, Issue 6
- 1585-1621 Optimal inventory control with path-dependent cost criteria
by Weerasinghe, Ananda & Zhu, Chao
- 1622-1680 Metastable states, quasi-stationary distributions and soft measures
by Bianchi, Alessandra & Gaudillière, Alexandre
- 1681-1709 The distribution of the quasispecies for a Moran model on the sharp peak landscape
by Cerf, Raphaël & Dalmau, Joseba
- 1710-1743 Locally stationary Hawkes processes
by Roueff, François & von Sachs, Rainer & Sansonnet, Laure
- 1744-1760 Bootstrap random walks
by Collevecchio, Andrea & Hamza, Kais & Shi, Meng
- 1761-1784 Arbitrage of the first kind and filtration enlargements in semimartingale financial models
by Acciaio, Beatrice & Fontana, Claudio & Kardaras, Constantinos
- 1785-1818 Large deviations for Markov-modulated diffusion processes with rapid switching
by Huang, Gang & Mandjes, Michel & Spreij, Peter
- 1819-1838 Limit theorems for weighted Bernoulli random fields under Hannan’s condition
by Klicnarová, Jana & Volný, Dalibor & Wang, Yizao
- 1839-1883 Branching within branching: A model for host–parasite co-evolution
by Alsmeyer, Gerold & Gröttrup, Sören
2016, Volume 126, Issue 5
- 1285-1305 Large deviations for Bernstein bridges
by Privault, Nicolas & Yang, Xiangfeng & Zambrini, Jean-Claude
- 1306-1330 Concentration for Poisson functionals: Component counts in random geometric graphs
by Bachmann, Sascha
- 1331-1352 Sample paths of a Lévy process leading to first passage over high levels in finite time
by Griffin, Philip S. & Roberts, Dale O.
- 1353-1384 Large deviations for power-law thinned Lévy processes
by Aïdékon, Elie & van der Hofstad, Remco & Kliem, Sandra & van Leeuwaarden, Johan S.H.
- 1385-1411 Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
by Azaïs, Jean-Marc & Pham, Viet-Hung
- 1412-1432 Frequently visited sites of the inner boundary of simple random walk range
by Okada, Izumi
- 1433-1471 Nonparametric estimation of the division rate of an age dependent branching process
by Hoffmann, Marc & Olivier, Adélaïde
- 1472-1502 The α-hypergeometric stochastic volatility model
by Da Fonseca, José & Martini, Claude
- 1503-1510 A CLT for multi-dimensional martingale differences in a lexicographic order
by Cohen, Guy
- 1511-1552 Bounded solutions, Lp(p>1) solutions and L1 solutions for one dimensional BSDEs under general assumptions
by Fan, ShengJun
- 1553-1584 Convergence of BSΔEs driven by random walks to BSDEs: The case of (in)finite activity jumps with general driver
by Madan, Dilip & Pistorius, Martijn & Stadje, Mitja
2016, Volume 126, Issue 4
- 983-996 Einstein relation for reversible random walks in random environment on Z
by Lam, Hoang-Chuong & Depauw, Jerome
- 997-1018 On the almost sure topological limits of collections of local empirical processes at many different scales
by Varron, Davit
- 1019-1035 On the dual problem of utility maximization in incomplete markets
by Gu, Lingqi & Lin, Yiqing & Yang, Junjian
- 1036-1065 Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
by Bai, Shuyang & Ginovyan, Mamikon S. & Taqqu, Murad S.
- 1066-1086 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
by Hu, Ying & Tang, Shanjian
- 1087-1123 Large-maturity regimes of the Heston forward smile
by Jacquier, Antoine & Roome, Patrick
- 1124-1144 On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation
by Chi, Zhiyi
- 1145-1183 Weak error for Continuous Time Markov Chains related to fractional in time P(I)DEs
by Kelbert, M. & Konakov, V. & Menozzi, S.
- 1184-1205 Some effects of the noise intensity upon non-linear stochastic heat equations on [0,1]
by Xie, Bin
- 1206-1225 A quenched functional central limit theorem for random walks in random environments under (T)γ
by Bouchet, Élodie & Sabot, Christophe & dos Santos, Renato Soares
- 1226-1263 Minimal thinness with respect to subordinate killed Brownian motions
by Kim, Panki & Song, Renming & Vondraček, Zoran
- 1264-1283 Hamilton’s Harnack inequality and the W-entropy formula on complete Riemannian manifolds
by Li, Xiang-Dong
2016, Volume 126, Issue 3
- 651-679 Markov bridges: SDE representation
by Çetin, Umut & Danilova, Albina
- 680-702 Quantitative results for the Fleming–Viot particle system and quasi-stationary distributions in discrete space
by Cloez, Bertrand & Thai, Marie-Noémie
- 703-734 Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs
by Imkeller, Peter & Willrich, Niklas
- 735-766 Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients
by Keller, Christian & Zhang, Jianfeng
- 767-799 Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series
by Davis, Richard A. & Mikosch, Thomas & Pfaffel, Oliver
- 800-831 Scaling limits for the exclusion process with a slow site
by Franco, Tertuliano & Gonçalves, Patrícia & Schütz, Gunter M.
- 832-856 Stable random fields, point processes and large deviations
by Fasen, Vicky & Roy, Parthanil
- 857-882 Weak approximation of martingale representations
by Cont, Rama & Lu, Yi
- 883-905 Excursion probability of certain non-centered smooth Gaussian random fields
by Cheng, Dan
- 906-929 Random locations, ordered random sets and stationarity
by Shen, Yi
- 930-947 Fluctuation theorems for synchronization of interacting Pólya’s urns
by Crimaldi, Irene & Dai Pra, Paolo & Minelli, Ida Germana
- 948-982 Edwards–Wilkinson fluctuations in the Howitt–Warren flows
by Yu, Jinjiong
2016, Volume 126, Issue 2
- 315-336 Asymptotic proportion of arbitrage points in fractional binary markets
by Cordero, Fernando & Klein, Irene & Perez-Ostafe, Lavinia
- 337-359 Single jump processes and strict local martingales
by Herdegen, Martin & Herrmann, Sebastian
- 360-391 Stochastic coalescence multi-fragmentation processes
by Cepeda, Eduardo
- 392-413 Iterated random functions and slowly varying tails
by Dyszewski, Piotr
- 414-438 On recurrence and transience of two-dimensional Lévy and Lévy-type processes
by Sandrić, Nikola
- 439-469 Excited Mob
by Amir, Gideon & Orenshtein, Tal
- 470-502 First order transition for the branching random walk at the critical parameter
by Madaule, Thomas
- 503-541 Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
by Mariucci, Ester
- 542-571 Pinning model with heavy tailed disorder
by Torri, Niccolò
- 572-607 On the continuity of the probabilistic representation of a semilinear Neumann–Dirichlet problem
by Maticiuc, Lucian & Răşcanu, Aurel
- 608-627 Random mass splitting and a quenched invariance principle
by Banerjee, Sayan & Hoffman, Christopher
- 628-650 Shy and fixed-distance couplings of Brownian motions on manifolds
by Pascu, Mihai N. & Popescu, Ionel
2016, Volume 126, Issue 1
- 1-32 Discrete time stochastic multi-player competitive games with affine payoffs
by Guo, Ivan & Rutkowski, Marek
- 33-65 Stochastic flows and an interface SDE on metric graphs
by Hajri, Hatem & Raimond, Olivier
- 66-99 Ergodicity of a generalized Jacobi equation and applications
by Marie, Nicolas
- 100-117 Sharp estimate on the supremum of a class of sums of small i.i.d. random variables
by Major, Péter
- 118-137 Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables
by Major, Péter
- 138-170 Large deviations for weighted empirical measures arising in importance sampling
by Hult, Henrik & Nyquist, Pierre
- 171-185 Harmonizable fractional stable fields: Local nondeterminism and joint continuity of the local times
by Ayache, Antoine & Xiao, Yimin
- 186-208 Strong Markov property of determinantal processes with extended kernels
by Osada, Hirofumi & Tanemura, Hideki
- 209-233 On the stationary tail index of iterated random Lipschitz functions
by Alsmeyer, Gerold
- 234-264 Bootstrap percolation and the geometry of complex networks
by Candellero, Elisabetta & Fountoulakis, Nikolaos
- 265-289 Fires on large recursive trees
by Marzouk, Cyril
- 290-311 Holderian weak invariance principle under a Hannan type condition
by Giraudo, Davide
2015, Volume 125, Issue 12
Printed from https://ideas.repec.org/s/eee/spapps8.html
