| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A central limit theorem for functions of stationary max-stable random fields on R d
|
Koch, Erwan
|
|
2019
|
|
9 |
p. 3406-3430
|
artikel
|
| 2 |
A chain of interacting particles under strain
|
Allman, Michael
|
|
2011
|
|
9 |
p. 2014-2042
29 p.
|
artikel
|
| 3 |
A functional non-central limit theorem for multiple-stable processes with long-range dependence
|
Bai, Shuyang
|
|
|
|
9 |
p. 5768-5801
|
artikel
|
| 4 |
A general framework for simulation of fractional fields
|
Cohen, Serge
|
|
2008
|
|
9 |
p. 1489-1517
29 p.
|
artikel
|
| 5 |
A general study of extremes of stationary tessellations with examples
|
Chenavier, Nicolas
|
|
2014
|
|
9 |
p. 2917-2953
37 p.
|
artikel
|
| 6 |
Almost sure central limit theorems on the Wiener space
|
Bercu, Bernard
|
|
2010
|
|
9 |
p. 1607-1628
22 p.
|
artikel
|
| 7 |
Almost sure convergence to the Quicksort process
|
Roesler, Uwe
|
|
|
|
9 |
p. 5290-5309
|
artikel
|
| 8 |
A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations
|
Li, Juan
|
|
2007
|
|
9 |
p. 1234-1250
17 p.
|
artikel
|
| 9 |
A moment problem for random discrete measures
|
Kondratiev, Yuri G.
|
|
2015
|
|
9 |
p. 3541-3569
29 p.
|
artikel
|
| 10 |
A multiparameter Garsia–Rodemich–Rumsey inequality and some applications
|
Hu, Yaozhong
|
|
2013
|
|
9 |
p. 3359-3377
19 p.
|
artikel
|
| 11 |
A new CLT for additive functionals of Markov chains
|
Peligrad, Magda
|
|
|
|
9 |
p. 5695-5708
|
artikel
|
| 12 |
An excursion approach to maxima of the Brownian bridge
|
Perman, Mihael
|
|
2014
|
|
9 |
p. 3106-3120
15 p.
|
artikel
|
| 13 |
An explicit martingale version of the one-dimensional Brenier’s Theorem with full marginals constraint
|
Henry-Labordère, Pierre
|
|
2016
|
|
9 |
p. 2800-2834
35 p.
|
artikel
|
| 14 |
An Itô calculus for a class of limit processes arising from random walks on the complex plane
|
Bonaccorsi, Stefano
|
|
2017
|
|
9 |
p. 2816-2840
25 p.
|
artikel
|
| 15 |
An L p -theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order
|
Kim, Ildoo
|
|
2016
|
|
9 |
p. 2761-2786
26 p.
|
artikel
|
| 16 |
A note on summability of ladder heights and the distributions of ladder epochs for random walks
|
Uchiyama, Kôhei
|
|
2011
|
|
9 |
p. 1938-1961
24 p.
|
artikel
|
| 17 |
A note on the discrete Gaussian free field with disordered pinning on Z d , d ≥ 2
|
Coquille, L.
|
|
2013
|
|
9 |
p. 3542-3559
18 p.
|
artikel
|
| 18 |
An overshoot approach to recurrence and transience of Markov processes
|
Böttcher, Björn
|
|
2011
|
|
9 |
p. 1962-1981
20 p.
|
artikel
|
| 19 |
Anticipating stochastic differential systems with memory
|
Mohammed, Salah
|
|
2009
|
|
9 |
p. 2773-2802
30 p.
|
artikel
|
| 20 |
Approximate martingale estimating functions for stochastic differential equations with small noises
|
Uchida, Masayuki
|
|
2008
|
|
9 |
p. 1706-1721
16 p.
|
artikel
|
| 21 |
A remark on triviality for the two-dimensional stochastic nonlinear wave equation
|
Oh, Tadahiro
|
|
|
|
9 |
p. 5838-5864
|
artikel
|
| 22 |
Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos
|
Tudor, Ciprian A.
|
|
2019
|
|
9 |
p. 3499-3526
|
artikel
|
| 23 |
Asymptotic regimes for the occupancy scheme of multiplicative cascades
|
Bertoin, Jean
|
|
2008
|
|
9 |
p. 1586-1605
20 p.
|
artikel
|
| 24 |
Asymptotic risks of Viterbi segmentation
|
Kuljus, K.
|
|
2012
|
|
9 |
p. 3312-3341
30 p.
|
artikel
|
| 25 |
Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
|
Matoussi, Anis
|
|
2017
|
|
9 |
p. 2781-2815
35 p.
|
artikel
|
| 26 |
Backward SDEs driven by Gaussian processes
|
Bender, Christian
|
|
2014
|
|
9 |
p. 2892-2916
25 p.
|
artikel
|
| 27 |
Bipower-type estimation in a noisy diffusion setting
|
Podolskij, Mark
|
|
2009
|
|
9 |
p. 2803-2831
29 p.
|
artikel
|
| 28 |
BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
|
Hamadène, S.
|
|
2009
|
|
9 |
p. 2881-2912
32 p.
|
artikel
|
| 29 |
Canonical correlation for stochastic processes
|
Eubank, R.L.
|
|
2008
|
|
9 |
p. 1634-1661
28 p.
|
artikel
|
| 30 |
Central limit theorems for arrays of decimated linear processes
|
Roueff, F.
|
|
2009
|
|
9 |
p. 3006-3041
36 p.
|
artikel
|
| 31 |
Coagulation, diffusion and the continuous Smoluchowski equation
|
Yaghouti, Mohammad Reza
|
|
2009
|
|
9 |
p. 3042-3080
39 p.
|
artikel
|
| 32 |
Conformal covariance of the Abelian sandpile height one field
|
Dürre, Maximilian
|
|
2009
|
|
9 |
p. 2725-2743
19 p.
|
artikel
|
| 33 |
Continuity for the asymptotic shape in the frog model with random initial configurations
|
Kubota, Naoki
|
|
|
|
9 |
p. 5709-5734
|
artikel
|
| 34 |
Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion
|
Jolis, Maria
|
|
2010
|
|
9 |
p. 1651-1679
29 p.
|
artikel
|
| 35 |
Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals
|
Jolis, Maria
|
|
2007
|
|
9 |
p. 1189-1207
19 p.
|
artikel
|
| 36 |
Convergence of switching diffusions
|
Christensen, Sören
|
|
2015
|
|
9 |
p. 3623-3635
13 p.
|
artikel
|
| 37 |
Convergence to Lévy stable processes under some weak dependence conditions
|
Tyran-Kamińska, Marta
|
|
2010
|
|
9 |
p. 1629-1650
22 p.
|
artikel
|
| 38 |
Convergence, unanimity and disagreement in majority dynamics on unimodular graphs and random graphs
|
Benjamini, Itai
|
|
2016
|
|
9 |
p. 2719-2733
15 p.
|
artikel
|
| 39 |
Corrigendum to “Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times” [Stochastic Process. Appl. 111 (2004) 237–258]
|
Daley, Daryl J.
|
|
2011
|
|
9 |
p. 2186-2187
2 p.
|
artikel
|
| 40 |
Critical branching random walks with small drift
|
Zheng, Xinghua
|
|
2010
|
|
9 |
p. 1821-1836
16 p.
|
artikel
|
| 41 |
Critical point and percolation probability in a long range site percolation model on Z d
|
de Lima, Bernardo N.B.
|
|
2011
|
|
9 |
p. 2043-2048
6 p.
|
artikel
|
| 42 |
Discretely sampled signals and the rough Hoff process
|
Flint, Guy
|
|
2016
|
|
9 |
p. 2593-2614
22 p.
|
artikel
|
| 43 |
Dynamical moderate deviations for the Curie–Weiss model
|
Collet, Francesca
|
|
2017
|
|
9 |
p. 2900-2925
26 p.
|
artikel
|
| 44 |
Editorial Board
|
|
|
2014
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 45 |
Editorial Board
|
|
|
2016
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 46 |
Editorial Board
|
|
|
2008
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 47 |
Editorial Board
|
|
|
2006
|
|
9 |
p. CO2-
1 p.
|
artikel
|
| 48 |
Editorial Board
|
|
|
2007
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 49 |
Editorial Board
|
|
|
2010
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 50 |
Editorial Board
|
|
|
2009
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 51 |
Editorial Board
|
|
|
2005
|
|
9 |
p. CO2-
1 p.
|
artikel
|
| 52 |
Editorial Board
|
|
|
2017
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 53 |
Editorial Board
|
|
|
2015
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 54 |
Editorial Board
|
|
|
2013
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 55 |
Editorial Board
|
|
|
2011
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 56 |
Editorial Board
|
|
|
2012
|
|
9 |
p. IFC-
1 p.
|
artikel
|
| 57 |
Editorial Board
|
|
|
2018
|
|
9 |
p. ii
|
artikel
|
| 58 |
Editorial Board
|
|
|
2019
|
|
9 |
p. ii
|
artikel
|
| 59 |
Editorial Board
|
|
|
|
|
9 |
p. ii
|
artikel
|
| 60 |
Elementary bounds on mixing times for decomposable Markov chains
|
Pillai, Natesh S.
|
|
2017
|
|
9 |
p. 3068-3109
42 p.
|
artikel
|
| 61 |
Ergodic BSDEs and related PDEs with Neumann boundary conditions
|
Richou, Adrien
|
|
2009
|
|
9 |
p. 2945-2969
25 p.
|
artikel
|
| 62 |
Ergodicity for time-changed symmetric stable processes
|
Chen, Zhen-Qing
|
|
2014
|
|
9 |
p. 2799-2823
25 p.
|
artikel
|
| 63 |
Estimates for the probability that Itô processes remain near a path
|
Bally, Vlad
|
|
2011
|
|
9 |
p. 2087-2113
27 p.
|
artikel
|
| 64 |
Estimating functions for jump–diffusions
|
Jakobsen, Nina Munkholt
|
|
2019
|
|
9 |
p. 3282-3318
|
artikel
|
| 65 |
Estimation for the additive Gaussian channel and Monge–Kantorovitch measure transportation
|
Üstünel, Ali Süleyman
|
|
2007
|
|
9 |
p. 1316-1329
14 p.
|
artikel
|
| 66 |
Estimation of the realized (co-)volatility vector: Large deviations approach
|
Djellout, Hacène
|
|
2017
|
|
9 |
p. 2926-2960
35 p.
|
artikel
|
| 67 |
Estimation of the stochastic leverage effect using the Fourier transform method
|
Curato, Imma Valentina
|
|
2019
|
|
9 |
p. 3207-3238
|
artikel
|
| 68 |
Exact convergence rates in central limit theorems for a branching random walk with a random environment in time
|
Gao, Zhiqiang
|
|
2016
|
|
9 |
p. 2634-2664
31 p.
|
artikel
|
| 69 |
Exceptional times for the dynamical discrete web
|
Fontes, L.R.G.
|
|
2009
|
|
9 |
p. 2832-2858
27 p.
|
artikel
|
| 70 |
Existence of densities for multi-type continuous-state branching processes with immigration
|
Friesen, Martin
|
|
|
|
9 |
p. 5426-5452
|
artikel
|
| 71 |
Existence, uniqueness and approximation of the jump-type stochastic Schrödinger equation for two-level systems
|
Pellegrini, Clément
|
|
2010
|
|
9 |
p. 1722-1747
26 p.
|
artikel
|
| 72 |
Exit times for a class of piecewise exponential Markov processes with two-sided jumps
|
Jacobsen, Martin
|
|
2007
|
|
9 |
p. 1330-1356
27 p.
|
artikel
|
| 73 |
Exponentially concave functions and high dimensional stochastic portfolio theory
|
Pal, Soumik
|
|
2019
|
|
9 |
p. 3116-3128
|
artikel
|
| 74 |
Extremes of q -Ornstein–Uhlenbeck processes
|
Wang, Yizao
|
|
2018
|
|
9 |
p. 2979-3005
|
artikel
|
| 75 |
Extremes of the time-average of stationary Gaussian processes
|
Dȩbicki, Krzysztof
|
|
2011
|
|
9 |
p. 2049-2063
15 p.
|
artikel
|
| 76 |
Extremes of vector-valued Gaussian processes
|
Dȩbicki, Krzysztof
|
|
|
|
9 |
p. 5802-5837
|
artikel
|
| 77 |
FBSDEs with time delayed generators: Lp -solutions, differentiability, representation formulas and path regularity
|
dos Reis, Gonçalo
|
|
2011
|
|
9 |
p. 2114-2150
37 p.
|
artikel
|
| 78 |
Finite-time blow-up of a non-local stochastic parabolic problem
|
Kavallaris, Nikos I.
|
|
|
|
9 |
p. 5605-5635
|
artikel
|
| 79 |
First order Feynman–Kac formula
|
Li, Xue-Mei
|
|
2018
|
|
9 |
p. 3006-3029
|
artikel
|
| 80 |
Fluctuations for spatially extended Hawkes processes
|
Chevallier, Julien
|
|
|
|
9 |
p. 5510-5542
|
artikel
|
| 81 |
Fluctuations of the free energy in the diluted SK-model
|
Kösters, Holger
|
|
2006
|
|
9 |
p. 1254-1268
15 p.
|
artikel
|
| 82 |
Frequently visited sets for random walks
|
Csáki, Endre
|
|
2005
|
|
9 |
p. 1503-1517
15 p.
|
artikel
|
| 83 |
Front progression in the East model
|
Blondel, Oriane
|
|
2013
|
|
9 |
p. 3430-3465
36 p.
|
artikel
|
| 84 |
Fundamental properties of process distances
|
Veraguas, Julio Backhoff
|
|
|
|
9 |
p. 5575-5591
|
artikel
|
| 85 |
Generalized Gaussian bridges
|
Sottinen, Tommi
|
|
2014
|
|
9 |
p. 3084-3105
22 p.
|
artikel
|
| 86 |
Gradient estimates and the first Neumann eigenvalue on manifolds with boundary
|
Wang, Feng-Yu
|
|
2005
|
|
9 |
p. 1475-1486
12 p.
|
artikel
|
| 87 |
Heat kernel estimates for FIN processes associated with resistance forms
|
Croydon, D.A.
|
|
2019
|
|
9 |
p. 2991-3017
|
artikel
|
| 88 |
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach
|
Okhrati, Ramin
|
|
2014
|
|
9 |
p. 2868-2891
24 p.
|
artikel
|
| 89 |
Heterogeneous credit portfolios and the dynamics of the aggregate losses
|
Dai Pra, Paolo
|
|
2009
|
|
9 |
p. 2913-2944
32 p.
|
artikel
|
| 90 |
Hitting probabilities and hitting times for stochastic fluid flows
|
Bean, Nigel G.
|
|
2005
|
|
9 |
p. 1530-1556
27 p.
|
artikel
|
| 91 |
Hitting times of Brownian motion and the Matsumoto–Yor property on trees
|
Wesołowski, Jacek
|
|
2007
|
|
9 |
p. 1303-1315
13 p.
|
artikel
|
| 92 |
Hypercontractivity for functional stochastic differential equations
|
Bao, Jianhai
|
|
2015
|
|
9 |
p. 3636-3656
21 p.
|
artikel
|
| 93 |
Implicit renewal theorem for trees with general weights
|
Jelenković, Predrag R.
|
|
2012
|
|
9 |
p. 3209-3238
30 p.
|
artikel
|
| 94 |
Information, no-arbitrage and completeness for asset price models with a change point
|
Fontana, Claudio
|
|
2014
|
|
9 |
p. 3009-3030
22 p.
|
artikel
|
| 95 |
Invariance principles for Galton–Watson trees conditioned on the number of leaves
|
Kortchemski, Igor
|
|
2012
|
|
9 |
p. 3126-3172
47 p.
|
artikel
|
| 96 |
Isotropic self-similar Markov processes
|
Liao, Ming
|
|
2011
|
|
9 |
p. 2064-2071
8 p.
|
artikel
|
| 97 |
Large deviations and renormalization for Riesz potentials of stable intersection measures
|
Chen, Xia
|
|
2010
|
|
9 |
p. 1837-1878
42 p.
|
artikel
|
| 98 |
Large deviations of infinite intersections of events in Gaussian processes
|
Mandjes, Michel
|
|
2006
|
|
9 |
p. 1269-1293
25 p.
|
artikel
|
| 99 |
Large deviations of Markov chains with multiple time-scales
|
Popovic, Lea
|
|
2019
|
|
9 |
p. 3319-3359
|
artikel
|
| 100 |
Laws of large numbers for supercritical branching Gaussian processes
|
Kouritzin, Michael A.
|
|
2019
|
|
9 |
p. 3463-3498
|
artikel
|
| 101 |
Limiting distribution for the maximal standardized increment of a random walk
|
Kabluchko, Zakhar
|
|
2014
|
|
9 |
p. 2824-2867
44 p.
|
artikel
|
| 102 |
Limit theorems in the context of multivariate long-range dependence
|
Düker, Marie-Christine
|
|
|
|
9 |
p. 5394-5425
|
artikel
|
| 103 |
Local picture and level-set percolation of the Gaussian free field on a large discrete torus
|
Abächerli, Angelo
|
|
2019
|
|
9 |
p. 3527-3546
|
artikel
|
| 104 |
Local time-space calculus for symmetric Lévy processes
|
Walsh, Alexander
|
|
2011
|
|
9 |
p. 1982-2013
32 p.
|
artikel
|
| 105 |
Lower deviations of branching processes in random environment with geometrical offspring distributions
|
Nakashima, Makoto
|
|
2013
|
|
9 |
p. 3560-3587
28 p.
|
artikel
|
| 106 |
Lévy driven moving averages and semimartingales
|
Basse, Andreas
|
|
2009
|
|
9 |
p. 2970-2991
22 p.
|
artikel
|
| 107 |
Markovianity of the invariant distribution of probabilistic cellular automata on the line
|
Casse, Jérôme
|
|
2015
|
|
9 |
p. 3458-3483
26 p.
|
artikel
|
| 108 |
Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
|
Richou, Adrien
|
|
2012
|
|
9 |
p. 3173-3208
36 p.
|
artikel
|
| 109 |
Markov processes with darning and their approximations
|
Chen, Zhen-Qing
|
|
2018
|
|
9 |
p. 3030-3053
|
artikel
|
| 110 |
Martingale approximations for continuous-time and discrete-time stationary Markov processes
|
Holzmann, Hajo
|
|
2005
|
|
9 |
p. 1518-1529
12 p.
|
artikel
|
| 111 |
Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment
|
Mallein, Bastien
|
|
2019
|
|
9 |
p. 3239-3260
|
artikel
|
| 112 |
Max-stable random sup-measures with comonotonic tail dependence
|
Molchanov, Ilya
|
|
2016
|
|
9 |
p. 2835-2859
25 p.
|
artikel
|
| 113 |
Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
|
Li, Juan
|
|
2018
|
|
9 |
p. 3118-3180
|
artikel
|
| 114 |
Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
|
Kruse, T.
|
|
2016
|
|
9 |
p. 2554-2592
39 p.
|
artikel
|
| 115 |
Mixing time of an unaligned Gibbs sampler on the square
|
Gerencsér, Balázs
|
|
2019
|
|
9 |
p. 3570-3584
|
artikel
|
| 116 |
Moment bounds for dependent sequences in smooth Banach spaces
|
Dedecker, J.
|
|
2015
|
|
9 |
p. 3401-3429
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Monotone martingale transport plans and Skorokhod embedding
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Muckenhoupt’s ( A p ) condition and the existence of the optimal martingale measure
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Kramkov, Dmitry
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2016
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Neighborhood radius estimation for variable-neighborhood random fields
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No-arbitrage under additional information for thin semimartingale models
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Aksamit, Anna
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2019
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Nonminimal sets, their projections and integral representations of stable processes
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2007
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Occupation densities in solving exit problems for Markov additive processes and their reflections
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Ivanovs, Jevgenijs
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2012
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19 p.
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On a class of singular stochastic control problems driven by Lévy noise
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Goldys, Beniamin
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2019
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On a stochastic partial differential equation with a fractional Laplacian operator
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Chang, Tongkeun
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2012
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24 p.
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On asymptotics for Vaserstein coupling of Markov chains
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Butkovsky, O.A.
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2013
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24 p.
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On categorical time series models with covariates
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Fokianos, Konstantinos
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2019
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One dimensional random walks killed on a finite set
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Uchiyama, Kôhei
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2017
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36 p.
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One-dimensional reflected rough differential equations
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Deya, Aurélien
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2019
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On exponential local martingales associated with strong Markov continuous local martingales
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Blei, Stefan
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2009
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22 p.
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On filtration enlargements and purely discontinuous martingales
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2008
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17 p.
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On Gittins’ index theorem in continuous time
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Bank, Peter
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2007
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15 p.
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On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures
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Delong, Łukasz
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2010
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28 p.
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On measure solutions of backward stochastic differential equations
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Ankirchner, Stefan
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2009
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29 p.
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On strong solutions for positive definite jump diffusions
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Mayerhofer, Eberhard
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2011
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15 p.
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On symmetric and skew Bessel processes
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Blei, Stefan
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2012
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26 p.
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| 136 |
On the asymptotics of locally dependent point processes
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Xia, Aihua
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2012
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33 p.
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| 137 |
On the empirical spectral distribution for matrices with long memory and independent rows
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Merlevède, F.
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2016
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27 p.
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| 138 |
On the ergodicity and mixing of max-stable processes
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Stoev, Stilian A.
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2008
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27 p.
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On the maximum increase and decrease of one-dimensional diffusions
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Salminen, Paavo
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On the purity of the free boundary condition Potts measure on random trees
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Formentin, Marco
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2009
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14 p.
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On weak convergence of stochastic heat equation with colored noise
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Bezdek, Pavel
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2016
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16 p.
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Optimal online selection of a monotone subsequence: a central limit theorem
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Arlotto, Alessandro
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2015
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27 p.
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Optimal rates for parameter estimation of stationary Gaussian processes
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Es-Sebaiy, Khalifa
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2019
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| 144 |
Pathwise estimates for an effective dynamics
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Legoll, Frédéric
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2017
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23 p.
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| 145 |
Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
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Mytnik, Leonid
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2015
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18 p.
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Perturbations and projections of Kalman–Bucy semigroups
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Bishop, Adrian N.
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2018
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Pointwise estimates for first passage times of perpetuity sequences
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Buraczewski, D.
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2018
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Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
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Privault, N.
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2019
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Precise large deviation asymptotics for products of random matrices
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Xiao, Hui
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Probability density function of SDEs with unbounded and path-dependent drift coefficient
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Taguchi, Dai
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Quantile estimation for Lévy measures
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Trabs, Mathias
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2015
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38 p.
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Quasi-likelihood analysis for nonsynchronously observed diffusion processes
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Ogihara, Teppei
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2014
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55 p.
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Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
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Francq, Christian
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20 p.
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Random walks in random conductances: Decoupling and spread of infection
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Gracar, P.
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2019
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Random walks on dynamic configuration models:A trichotomy
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Avena, Luca
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2019
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Reconstructing the drift of a diffusion from partially observed transition probabilities
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16 p.
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Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
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Luo, Dejun
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2019
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Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
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Quenez, Marie-Claire
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24 p.
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Reflected rough differential equations
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Aida, Shigeki
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26 p.
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Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations
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N’Zi, Modeste
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21 p.
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Regularity of diffusion coefficient for nearest neighbor asymmetric simple exclusion on Z
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24 p.
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Regularity of semigroups generated by Lévy type operators via coupling
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Wang, Jian
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21 p.
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Regularity of the American Put option in the Black–Scholes model with general discrete dividends
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Jeunesse, M.
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25 p.
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Renormalization and convergence in law for the derivative of intersection local time in R 2
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Markowsky, Greg
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34 p.
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Representations of max-stable processes via exponential tilting
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Hashorva, Enkelejd
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Representation theorems for quadratic F -consistent nonlinear expectations
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34 p.
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Restricting SLE(8/3 ) to an annulus
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24 p.
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Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations
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Andersson, Patrik
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Self-intersection local times of additive processes: Large deviation and law of the iterated logarithm
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Chen, Xia
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18 p.
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Singularities of the matrix exponent of a Markov additive process with one-sided jumps
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Ivanovs, Jevgenijs
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19 p.
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Slow recurrent regimes for a class of one-dimensional stochastic growth models
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Adam, Etienne
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Smooth density and its short time estimate for jump process determined by SDE
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Ishikawa, Yasushi
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Space–time fractional stochastic partial differential equations
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Mijena, Jebessa B.
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2015
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26 p.
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Statistical inference for a partially observed interacting system of Hawkes processes
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Liu, Chenguang
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Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management
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Pham, Huyên
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26 p.
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Stochastic currents
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Flandoli, Franco
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Stochastic differential equations with critical drifts
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Nam, Kyeongsik
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Stochastic differential equations with jump reflection at time-dependent barriers
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Stochastic model for ultraslow diffusion
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21 p.
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Stochastic non-isotropic degenerate parabolic–hyperbolic equations
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44 p.
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Stochastic processes with proportional increments and the last-arrival problem
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23 p.
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Strong-majority bootstrap percolation on regular graphs with low dissemination threshold
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25 p.
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Subdiffusivity of random walk on the 2D invasion percolation cluster
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Damron, Michael
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34 p.
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Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
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Cao, Guilan
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14 p.
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Superdiffusive and subdiffusive exceptional times in the dynamical discrete web
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Jenkins, Dan
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28 p.
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Survival of branching random walks with absorption
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Aïdékon, Elie
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37 p.
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Tail estimates for stochastic fixed point equations via nonlinear renewal theory
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52 p.
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The Cauchy problem for fractional conservation laws driven by Lévy noise
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Bhauryal, Neeraj
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The complete convergence theorem holds for contact processes in a random environment on Z d × Z +
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Yao, Qiang
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35 p.
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The Constrained-degree percolation model
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de Lima, B.N.B.
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The divisible sandpile with heavy-tailed variables
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Cipriani, Alessandra
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The forest associated with the record process on a Lévy tree
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Abraham, Romain
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21 p.
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The gap between Gromov-vague and Gromov–Hausdorff-vague topology
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Athreya, Siva
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27 p.
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The L 2 -structures of standard and switching-regime GARCH models
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Francq, Christian
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26 p.
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The multifractal nature of Volterra–Lévy processes
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25 p.
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The obstacle problem for quasilinear stochastic PDEs with degenerate operator
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Yang, Xue
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2019
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The self-intersections of a Gaussian random field
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Zhang, Rongmao
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The sequential empirical process of a random walk in random scenery
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The standard Poisson disorder problem revisited
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Thin tails of fixed points of the nonhomogeneous smoothing transform
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28 p.
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Triangular array limits for continuous time random walks
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28 p.
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Two explicit Skorokhod embeddings for simple symmetric random walk
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He, Xue Dong
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2019
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Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C 1 , η open sets
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Kim, Kyung-Youn
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29 p.
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Upper large deviations for the maximal flow in first-passage percolation
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Variance reduction for diffusions
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19 p.
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Viscosity solutions of path-dependent integro-differential equations
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Keller, Christian
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2016
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54 p.
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Volterra-type Ornstein–Uhlenbeck processes in space and time
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Pham, Viet Son
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Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs
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Bardina, Xavier
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Well-posedness of Hamilton–Jacobi equations in population dynamics and applications to large deviations
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Kraaij, Richard C.
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Well-posedness of mean-field type forward–backward stochastic differential equations
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28 p.
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Young differential equations with power type nonlinearities
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León, Jorge A.
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26 p.
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Zero-range condensation at criticality
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31 p.
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Zonal polynomials and a multidimensional quantum Bessel process
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Matysiak, Wojciech
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28 p.
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