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
2025, Volume 183, Issue C
- S0304414925000146 Almost sure limit theorems with applications to non-regular continued fraction algorithms
by Bonanno, Claudio & Schindler, Tanja I.
- S0304414925000158 Berry-Esseen bounds for functionals of independent random variables
by Shao, Qi-Man & Zhang, Zhuo-Song
- S0304414925000195 The accumulation of beneficial mutations and convergence to a Poisson process
by Udomchatpitak, Nantawat & Schweinsberg, Jason
- S0304414925000201 Existence of quasi-stationary distributions for downward skip-free Markov chains
by Yamato, Kosuke
- S0304414925000286 Profile cut-off phenomenon for the ergodic Feller root process
by Barrera, Gerardo & Esquivel, Liliana
- S0304414925000298 Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time
by Cacitti-Holland, Dorian & Denis, Laurent & Popier, Alexandre
- S0304414925000304 Self-switching random walks on Erdös–Rényi random graphs feel the phase transition
by Iacobelli, G. & Ost, G. & Takahashi, D.Y.
- S0304414925000341 Poisson approximation of fixed-degree nodes in weighted random connection models
by Hirsch, Christian & Jahnel, Benedikt & Jhawar, Sanjoy Kumar & Juhasz, Peter
- S0304414925000365 Wasserstein asymptotics for Brownian motion on the flat torus and Brownian interlacements
by Mariani, Mauro & Trevisan, Dario
- S0304414925000377 The contact process on a graph adapting to the infection
by Fernley, John & Mörters, Peter & Ortgiese, Marcel
- S0304414925000389 Laws of the iterated and single logarithm for sums of independent indicators, with applications to the Ginibre point process and Karlin’s occupancy scheme
by Buraczewski, Dariusz & Iksanov, Alexander & Kotelnikova, Valeriya
- S0304414925000407 Fast exact simulation of the first-passage event of a subordinator
by González Cázares, Jorge Ignacio & Lin, Feng & Mijatović, Aleksandar
- S0304414925000419 Symmetry and functional inequalities for stable Lévy-type operators
by Huang, Lu-Jing & Wang, Tao
- S030441492500016X On the expected ℓ∞-norm of high-dimensional martingales
by Harvey, Nicholas J.A. & Liaw, Christopher & Portella, Victor S.
- S030441492500033X On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes
by Das, Kaustav & Markowsky, Gregory & Wu, Binghao
2025, Volume 182, Issue C
- S0304414924002631 On the saddle point of a zero-sum stopper vs. singular-controller game
by Bovo, Andrea & De Angelis, Tiziano
- S0304414925000018 Aging and sub-aging for one-dimensional random walks amongst random conductances
by Croydon, D.A. & Kious, D. & Scali, C.
- S0304414925000031 McKean–Vlasov stochastic equations with Hölder coefficients
by Pascucci, Andrea & Rondelli, Alessio
- S0304414925000043 Limit theorems for the site frequency spectrum of neutral mutations in an exponentially growing population
by Gunnarsson, Einar Bjarki & Leder, Kevin & Zhang, Xuanming
- S0304414925000055 Local weak limits for collapsed branching processes with random out-degrees
by Banerjee, Sayan & Deka, Prabhanka & Olvera-Cravioto, Mariana
- S0304414925000067 Local limit theorem for time-inhomogeneous functions of Markov processes
by Koralov, Leonid & Yan, Shuo
- S0304414925000079 The compact support property of rough super Brownian motion on R2
by Jin, Ruhong & Perkowski, Nicolas
- S0304414925000080 Gaussian fluctuations for the wave equation under rough random perturbations
by Balan, Raluca M. & Huang, Jingyu & Wang, Xiong & Xia, Panqiu & Yuan, Wangjun
- S0304414925000092 Strong approximations in the almost sure central limit theorem and limit behavior of the center of mass
by Hu, Zhishui & Wang, Wei & Dong, Liang
- S0304414925000109 Exact asymptotics of ruin probabilities with linear Hawkes arrivals
by Palmowski, Zbigniew & Pojer, Simon & Thonhauser, Stefan
- S0304414925000134 Corrigendum to “Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes” [Stochastic Processes and their Applications 176 (2024) 104422]
by Foss, Sergey & Korshunov, Dmitry & Palmowski, Zbigniew
- S0304414925000171 Almost sure approximations and laws of iterated logarithm for signatures
by Kifer, Yuri
- S0304414925000183 Stability of wandering bumps for Hawkes processes interacting on the circle
by Agathe-Nerine, Zoé
- S030441492500002X On decomposition of the last passage time of diffusions
by Egami, Masahiko & Kevkhishvili, Rusudan
2025, Volume 181, Issue C
- S0304414924002333 Correlation structure and resonant pairs for arithmetic random waves
by Cammarota, Valentina & Maffucci, Riccardo W. & Marinucci, Domenico & Rossi, Maurizia
- S0304414924002412 Numerical approximation of SDEs with fractional noise and distributional drift
by Goudenège, Ludovic & Haress, El Mehdi & Richard, Alexandre
- S0304414924002424 Wasserstein convergence rates for empirical measures of random subsequence of {nα}
by Wu, Bingyao & Zhu, Jie-Xiang
- S0304414924002436 Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation
by Alfonsi, Aurélien
- S0304414924002448 Diffusive limit approximation of pure jump optimal ergodic control problems
by Abeille, Marc & Bouchard, Bruno & Croissant, Lorenzo
- S0304414924002552 Time changed spherical Brownian motions with longitudinal drifts
by Ascione, Giacomo & Vidotto, Anna
- S0304414924002564 Gradient-type estimates for the dynamic φ24-model
by Kunick, Florian & Tsatsoulis, Pavlos
- S0304414924002576 Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach
by König, Philipp & Richthammer, Thomas
- S0304414924002588 Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line
by Wang, Hua-Ming & Wang, Lingyun
- S0304414924002606 Laws of the iterated logarithm for occupation times of Markov processes
by Cho, Soobin & Kim, Panki & Lee, Jaehun
- S0304414924002643 Linking population-size-dependent and controlled branching processes
by Braunsteins, Peter & Hautphenne, Sophie & Kerlidis, James
- S0304414924002655 Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
by Amorino, Chiara & Gloter, Arnaud & Halconruy, Hélène
- S0304414924002667 Filtered data based estimators for stochastic processes driven by colored noise
by Pavliotis, Grigorios A. & Reich, Sebastian & Zanoni, Andrea
- S0304414924002679 Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise
by Wang, Renhai & Bai, Hailang & Chen, Pengyu & Freitas, Mirelson M.
- S0304414924002680 On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends
by Cheng, Dan
- S0304414924002692 Convex integral functionals of càdlàg processes
by Perkkiö, Ari-Pekka & Treviño-Aguilar, Erick
- S030441492400245X How the interplay of dormancy and selection affects the wave of advance of an advantageous gene
by Blath, Jochen & Hammer, Matthias & Jacobi, Dave & Nie, Florian
- S030441492400259X Spatial growth-fragmentations and excursions from hyperplanes
by Da Silva, William & Pardo, Juan Carlos
2025, Volume 179, Issue C
- S0304414924001753 Rate of escape of the conditioned two-dimensional simple random walk
by Collin, Orphée & Popov, Serguei
- S0304414924002047 Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times
by Jacquet, Antonin
- S0304414924002059 Weak convergence of continuous-state branching processes with large immigration
by Foucart, Clément & Yuan, Linglong
- S0304414924002060 Some remarks on the effect of the Random Batch Method on phase transition
by Guillin, Arnaud & Le Bris, Pierre & Monmarché, Pierre
- S0304414924002072 Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
by Čoupek, Petr & Kříž, Pavel & Maslowski, Bohdan
- S0304414924002084 Dual process in the two-parameter Poisson–Dirichlet diffusion
by Griffiths, Robert C. & Ruggiero, Matteo & Spanò, Dario & Zhou, Youzhou
- S0304414924002096 Mixed orthogonality graphs for continuous-time stationary processes
by Fasen-Hartmann, Vicky & Schenk, Lea
- S0304414924002102 Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators
by Luo, Sheng & Li, Wenqiang & Li, Xun & Wei, Qingmeng
- S0304414924002114 Well-Posedness of the generalised Dean–Kawasaki Equation with correlated noise on bounded domains
by Popat, Shyam
- S0304414924002126 L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems
by Liu, Linshan & Majka, Mateusz B. & Monmarché, Pierre
- S0304414924002138 On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift
by Krylov, N.V.
- S0304414924002151 Coarsening in zero-range processes
by Armendáriz, Inés & Beltrán, Johel & Cuesta, Daniela & Jara, Milton
- S0304414924002163 Coupling by change of measure for conditional McKean–Vlasov SDEs and applications
by Huang, Xing
- S0304414924002175 SDEs with two reflecting barriers driven by optional processes with regulated trajectories
by Falkowski, Adrian
- S0304414924002187 Epidemics on critical random graphs with heavy-tailed degree distribution
by Clancy, David
- S0304414924002199 Compound Poisson distributions for random dynamical systems using probabilistic approximations
by Amorim, Lucas & Haydn, Nicolai & Vaienti, Sandro
- S0304414924002205 First passage percolation with recovery
by Candellero, Elisabetta & Garcia-Sanchez, Tom
- S030441492400214X Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread
by Antonopoulou, D.C. & Farazakis, D. & Karali, G.
- S030441492400228X An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line
by Hambly, Ben & Meier, Julian & Søjmark, Andreas
2024, Volume 178, Issue C
- S0304414924001649 Sharp approximation and hitting times for stochastic invasion processes
by Bansaye, Vincent & Erny, Xavier & Méléard, Sylvie
- S0304414924001674 A mean field game approach to equilibrium consumption under external habit formation
by Bo, Lijun & Wang, Shihua & Yu, Xiang
- S0304414924001686 Empirical optimal transport under estimated costs: Distributional limits and statistical applications
by Hundrieser, Shayan & Mordant, Gilles & Weitkamp, Christoph A. & Munk, Axel
- S0304414924001698 Non-equilibrium fluctuations for SEP(α) with open boundary
by Franceschini, C. & Gonçalves, P. & Jara, M. & Salvador, B.
- S0304414924001704 On g-expectations and filtration-consistent nonlinear expectations
by Zheng, Shiqiu
- S0304414924001728 On concentration of the empirical measure for radial transport costs
by Larsson, Martin & Park, Jonghwa & Wiesel, Johannes
- S0304414924001741 Fisher information bounds and applications to SDEs with small noise
by Dung, Nguyen Tien & Hang, Nguyen Thu
- S0304414924001832 Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos
by Liu, Gi-Ren
- S0304414924001844 Large deviations for slow–fast processes on connected complete Riemannian manifolds
by Hu, Yanyan & Kraaij, Richard C. & Xi, Fubao
- S0304414924001856 Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property
by Jiménez, Juan J.
- S0304414924001868 A stochastic analysis of particle systems with pairing
by Fromion, Vincent & Robert, Philippe & Zaherddine, Jana
- S0304414924001881 Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations
by Hamaguchi, Yushi
- S0304414924001893 Markov chains generating random permutations and set partitions
by Stark, Dudley
- S0304414924001996 A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens–Pitman model
by Bercu, Bernard & Favaro, Stefano
- S030441492400173X Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients
by Pang, Chenxu & Wang, Xiaojie
- S030441492400187X Fractional stable random fields on the Sierpiński gasket
by Baudoin, Fabrice & Lacaux, Céline
- S030441492400190X Strong limit theorems for step-reinforced random walks
by Hu, Zhishui & Zhang, Yiting
- S030441492400200X A class of processes defined in the white noise space through generalized fractional operators
by Beghin, Luisa & Cristofaro, Lorenzo & Mishura, Yuliya
2024, Volume 177, Issue C
- S0304414924001376 Directed polymers in a random environment: A review of the phase transitions
by Zygouras, Nikos
- S0304414924001492 A class of space–time discretizations for the stochastic p-Stokes system
by Le, Kim-Ngan & Wichmann, Jörn
- S0304414924001509 Quasi-potential for the one dimensional SSEP in weak contact with reservoirs
by Landim, Claudio & Velasco, Sonia
- S0304414924001510 A finite-dimensional approximation for partial differential equations on Wasserstein space
by Talbi, Mehdi
- S0304414924001546 Principal-Multiagents problem under equivalent changes of measure: General study and an existence result
by Hernández-Santibáñez, Nicolás
- S0304414924001613 Small ball probabilities for the stochastic heat equation with colored noise
by Chen, Jiaming
- S0304414924001625 Ray–Knight compactification of birth and death processes
by Li, Liping
- S0304414924001637 Quasi-stationary distribution for continuous-state branching processes with competition
by Li, Pei-Sen & Wang, Jian & Zhou, Xiaowen
- S0304414924001650 Fast consensus and metastability in a highly polarized social network
by Galves, Antonio & Laxa, Kádmo
- S0304414924001662 Droplet dynamics in a two-dimensional rarefied gas under Kawasaki dynamics
by Baldassarri, Simone & Gaudillière, Alexandre & den Hollander, Frank & Nardi, Francesca R. & Olivieri, Enzo & Scoppola, Elisabetta
- S0304414924001716 Stationary solutions to stochastic 3D Euler equations in Hölder space
by Lü, Lin & Zhu, Rongchan
2024, Volume 176, Issue C
- S0304414924001224 Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)
by Bally, Vlad & Qin, Yifeng
- S0304414924001236 The contact process with an asymptomatic state
by Belhadji, Lamia & Lanchier, Nicolas & Mercer, Max
- S0304414924001248 Large deviations for regime-switching diffusions with infinite delay
by Wang, Ya & Wu, Fuke & Zhu, Chao
- S0304414924001261 Superdiffusive planar random walks with polynomial space–time drifts
by da Costa, Conrado & Menshikov, Mikhail & Shcherbakov, Vadim & Wade, Andrew
- S0304414924001273 Site frequency spectrum of a rescued population under rare resistant mutations
by Bonnet, Céline & Leman, Hélène
- S0304414924001285 Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes
by Foss, Sergey & Korshunov, Dmitry & Palmowski, Zbigniew
- S0304414924001297 Metastability of the three-state Potts model with asymmetrical external field
by Ahn, Jeonghyun
- S0304414924001303 Diagonally quadratic BSDE with oblique reflection and optimal switching
by Luo, Peng & Zhu, Mengbo
- S0304414924001315 Targeted immunization thresholds for the contact process on power-law trees
by Fernley, John & Jacob, Emmanuel
- S0304414924001327 Detection of a structural break in intraday volatility pattern
by Kokoszka, Piotr & Kutta, Tim & Mohammadi, Neda & Wang, Haonan & Wang, Shixuan
- S0304414924001339 Networks of reinforced stochastic processes: A complete description of the first-order asymptotics
by Aletti, Giacomo & Crimaldi, Irene & Ghiglietti, Andrea
- S0304414924001340 Random walks in the high-dimensional limit II: The crinkled subordinator
by Kabluchko, Zakhar & Marynych, Alexander & Raschel, Kilian
- S0304414924001352 Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations
by Boniece, B. Cooper & Figueroa-López, José E. & Han, Yuchen
- S0304414924001364 Stochastic control/stopping problem with expectation constraints
by Bayraktar, Erhan & Yao, Song
- S0304414924001388 Sample path moderate deviations for shot noise processes in the high intensity regime
by Anugu, Sumith Reddy & Pang, Guodong
- S0304414924001406 Couplings of Brownian motions on SU(2) and SL(2,R)
by Bénéfice, Magalie
- S0304414924001418 Line-of-sight Cox percolation on Poisson–Delaunay triangulation
by Corlin Marchand, David & Coupier, David & Henry, Benoît
- S0304414924001522 Martingale solution of the stochastic Camassa–Holm equation with pure jump noise
by Chen, Yong & Duan, Jinqiao & Gao, Hongjun
- S0304414924001534 Processes with catastrophes: Large deviation point of view
by Logachov, A. & Logachova, O. & Yambartsev, A.
- S0304414924001558 Linear–quadratic stochastic Volterra controls I: Causal feedback strategies
by Hamaguchi, Yushi & Wang, Tianxiao
- S030441492400125X Central limit theorem under the Dedecker–Rio condition in some Banach spaces
by Bigot, Aurélie
- S030441492400139X Macroscopic limit for stochastic chemical reactions involving diffusion and spatial heterogeneity
by Egan, Malcolm & Tang, Bao Quoc
- S030441492400142X Loop-erased partitioning via parametric spanning trees: Monotonicities & 1D-scaling
by Avena, Luca & Driessen, Jannetje & Koperberg, Twan
2024, Volume 175, Issue C
- S0304414924000917 Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
by Janák, Josef & Reiß, Markus
- S0304414924000929 Hole radii for the Kac polynomials and derivatives
by Nguyen, Hoi H. & Nguyen, Oanh
- S0304414924000930 A note on oriented percolation with inhomogeneities and strict inequalities
by de Lima, Bernardo N.B. & Ungaretti, Daniel & Vares, Maria Eulália
- S0304414924000942 Critical Gaussian multiplicative chaos for singular measures
by Lacoin, Hubert
- S0304414924000954 Asymptotic expansion of the quadratic variation of fractional stochastic differential equation
by Yamagishi, Hayate & Yoshida, Nakahiro
- S0304414924000978 Deviation inequality for Banach-valued orthomartingales
by Giraudo, Davide
- S0304414924001078 A multi-dimensional version of Lamperti’s relation and the Matsumoto–Yor processes
by Gerard, Thomas & Rapenne, Valentin & Sabot, Christophe & Zeng, Xiaolin
- S0304414924001091 Cyclical long memory: Decoupling, modulation, and modeling
by Kechagias, Stefanos & Pipiras, Vladas & Zoubouloglou, Pavlos
- S0304414924001108 Stable trees as mixings of inhomogeneous continuum random trees
by Wang, Minmin
- S0304414924001182 Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates
by León, Jorge A. & Liu, Yanghui & Tindel, Samy
- S0304414924001194 A non-oriented first passage percolation model and statistical invariance by time reversal
by Ramírez, Alejandro F. & Saglietti, Santiago & Shao, Lingyun
- S0304414924001200 Quenched large deviations in renewal theory
by den Hollander, Frank & Zamparo, Marco
- S0304414924001212 Construction and convergence results for stable webs
by Mountford, Thomas & Ravishankar, Krishnamurthi
- S030441492400098X Measure-valued affine and polynomial diffusions
by Cuchiero, Christa & Di Persio, Luca & Guida, Francesco & Svaluto-Ferro, Sara
- S030441492400108X Lipschitz-continuity of time constant in generalized First-passage percolation
by Can, Van Hao & Nakajima, Shuta & Nguyen, Van Quyet
- S030441492400111X Backward doubly stochastic differential equations and SPDEs with quadratic growth
by Hu, Ying & Wen, Jiaqiang & Xiong, Jie
2024, Volume 174, Issue C
- S0304414924000681 Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit
by Leżaj, Łukasz
- S0304414924000814 Regular variation in Hilbert spaces and principal component analysis for functional extremes
by Clémençon, Stephan & Huet, Nathan & Sabourin, Anne
- S0304414924000826 Networks of reinforced stochastic processes: Probability of asymptotic polarization and related general results
by Aletti, Giacomo & Crimaldi, Irene & Ghiglietti, Andrea
- S0304414924000838 Deviation inequalities for dependent sequences with applications to strong approximations
by Dedecker, Jérôme & Merlevède, Florence & Rio, Emmanuel
- S0304414924000851 On the weak rate of convergence for the Euler–Maruyama scheme with Hölder drift
by Holland, Teodor
- S0304414924000863 Randomized limit theorems for stationary ergodic random processes and fields
by Davydov, Youri & Tempelman, Arkady
- S0304414924000887 On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein–Uhlenbeck processes
by Behme, Anita & Di Tella, Paolo & Sideris, Apostolos
- S0304414924000899 The d-dimensional bootstrap percolation models with axial neighbourhoods
by Blanquicett, Daniel
- S0304414924000905 Parameter inference for degenerate diffusion processes
by Iguchi, Yuga & Beskos, Alexandros & Graham, Matthew M.
- S0304414924000966 Scaling limits of nonlinear functions of random grain model, with application to Burgers’ equation
by Surgailis, Donatas
- S030441492400084X Self-similar co-ascent processes and Palm calculus
by Mönch, Christian
2024, Volume 173, Issue C
- S0304414924000607 Markov selections and Feller properties of nonlinear diffusions
by Criens, David & Niemann, Lars
- S0304414924000619 Optimal stopping of BSDEs with constrained jumps and related zero-sum games
by Perninge, Magnus
- S0304414924000620 On the orthogonality of zero-mean Gaussian measures: Sufficiently dense sampling
by Furrer, Reinhard & Hediger, Michael
- S0304414924000632 Asymptotic normality of spectral means of Hilbert space valued random processes
by Rademacher, Daniel & Kreiß, Jens-Peter & Paparoditis, Efstathios
- S0304414924000644 Stability for generalized stochastic equations
by Andrade da Silva, F. & Bonotto, E.M. & Federson, M.
- S0304414924000656 Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications
by Likibi Pellat, Rhoss & Menoukeu Pamen, Olivier
- S0304414924000668 The contact process on scale-free geometric random graphs
by Gracar, Peter & Grauer, Arne
- S0304414924000693 The concentration of zero-noise limits of invariant measures for stochastic dynamical systems
by Dong, Zhao & Gu, Fan & Li, Liang
- S0304414924000772 Backward stochastic differential equations with double mean reflections
by Li, Hanwu
- S0304414924000784 Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations
by Melnykova, Anna & Reynaud-Bouret, Patricia & Samson, Adeline
- S0304414924000796 An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics
by Chen, Chuchu & Dang, Tonghe & Hong, Jialin
- S0304414924000802 Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows
by Crucinio, Francesca R. & De Bortoli, Valentin & Doucet, Arnaud & Johansen, Adam M.
- S0304414924000875 Volatility estimation of hidden Markov processes and adaptive filtration
by Kutoyants, Yury A.
- S030441492400067X A controller-stopper-game with hidden controller type
by Bodnariu, Andi & Lindensjö, Kristoffer
- S030441492400070X Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach
by Castro, Matheus M. & Lamb, Jeroen S.W. & Olicón-Méndez, Guillermo & Rasmussen, Martin
2024, Volume 172, Issue C
- S0304414924000243 Hyperbolic radial spanning tree
by Coupier, David & Flammant, Lucas & Tran, Viet Chi
- S0304414924000395 The spatial sojourn time for the solution to the wave equation with moving time: Central and non-central limit theorems
by Tudor, Ciprian A. & Zurcher, Jérémy
- S0304414924000401 Wasserstein distance estimates for jump-diffusion processes
by Breton, Jean-Christophe & Privault, Nicolas
- S0304414924000413 A geometric extension of the Itô-Wentzell and Kunita’s formulas
by Bethencourt de León, Aythami & Takao, So
- S0304414924000425 Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model
by Andres, Sebastian & Croydon, David A. & Kumagai, Takashi
- S0304414924000437 A detection problem with a monotone observation rate
by Ekström, Erik & Milazzo, Alessandro
- S0304414924000449 1-stable fluctuation of the derivative martingale of branching random walk
by Hou, Haojie & Ren, Yan-Xia & Song, Renming
- S0304414924000450 Ornstein−Uhlenbeck type processes on Wasserstein spaces
by Ren, Panpan & Wang, Feng-Yu
- S0304414924000462 Limit theorems for a branching random walk in a random or varying environment
by Huang, Chunmao & Liu, Quansheng
- S0304414924000474 Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials
by Bao, Jianhai & Fang, Rongjuan & Wang, Jian
- S0304414924000486 Optimal stopping of an Ornstein–Uhlenbeck bridge
by Azze, A. & D’Auria, B. & García-Portugués, E.
- S0304414924000498 Metastability for the degenerate Potts Model with positive external magnetic field under Glauber dynamics
by Bet, Gianmarco & Gallo, Anna & Nardi, F.R.
- S0304414924000577 Solutions for Poissonian stopping problems of linear diffusions via extremal processes
by Alvarez E., Luis H.R. & Lempa, Jukka & Saarinen, Harto & Sillanpää, Wiljami
- S0304414924000589 Revisit of a Diaconis urn model
by Yang, Li & Hu, Jiang & Bai, Zhidong
- S0304414924000590 Central limit theorem with rate of convergence under sublinear expectations
by Zhou, Qianqian & Sakhanenko, Alexander & Guo, Junyi
2024, Volume 171, Issue C
- S0304414924000206 Laplace principle for large population games with control interaction
by Luo, Peng & Tangpi, Ludovic
- S0304414924000218 One-dimensional McKean–Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients
by Ning, Ning & Wu, Jing & Zheng, Jinwei
- S0304414924000231 Itô stochastic differentials
by Armstrong, John & Ionescu, Andrei
- S0304414924000255 Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect
by Fradon, Myriam & Kern, Julian & Rœlly, Sylvie & Zass, Alexander
- S0304414924000267 Fluctuations and moderate deviations for a catalytic Fleming–Viot branching system in nonequilibrium
by Gao, Fuqing & Gao, Yunshi & Xiong, Jie
- S0304414924000358 Explosion and non-explosion for the continuous-time frog model
by Bezborodov, Viktor & Di Persio, Luca & Kuchling, Peter
- S0304414924000371 A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes
by Kobayashi, Kei & Park, Hyunchul
- S0304414924000383 The dual Derrida–Retaux conjecture
by Chen, Xinxing & Hu, Yueyun & Shi, Zhan
- S030441492400019X On Rio’s proof of limit theorems for dependent random fields
by Thành, Lê Vǎn
- S030441492400022X The importance Markov chain
by Andral, Charly & Douc, Randal & Marival, Hugo & Robert, Christian P.
- S030441492400036X Dependent conditional tail expectation for extreme levels
by Goegebeur, Yuri & Guillou, Armelle & Qin, Jing
2024, Volume 170, Issue C
- S0304414923002120 Drift estimation for a multi-dimensional diffusion process using deep neural networks
by Oga, Akihiro & Koike, Yuta
- S0304414923002326 Strong transience for one-dimensional Markov chains with asymptotically zero drifts
by Lo, Chak Hei & Menshikov, Mikhail V. & Wade, Andrew R.
- S0304414923002338 Weak Dirichlet processes and generalized martingale problems
by Bandini, Elena & Russo, Francesco
- S0304414923002466 On the existence and uniqueness of solution to a stochastic Chemotaxis–Navier–Stokes model
by Hausenblas, Erika & Moghomye, Boris Jidjou & Razafimandimby, Paul André
- S0304414923002491 Time-delayed generalized BSDEs
by Di Persio, Luca & Garbelli, Matteo & Maticiuc, Lucian & Zălinescu, Adrian
- S0304414923002508 A stochastic target problem for branching diffusion processes
by Kharroubi, Idris & Ocello, Antonio
- S0304414923002612 Long-range dependent completely correlated mixed fractional Brownian motion
by Dufitinema, Josephine & Shokrollahi, Foad & Sottinen, Tommi & Viitasaari, Lauri
- S0304414923002624 Randomized empirical processes and confidence bands via virtual resampling
by Csörgő, Miklós
- S0304414923002636 Measure-valued growth processes in continuous space and growth properties starting from an infinite interface
by Louvet, Apolline & Véber, Amandine
- S0304414923002648 Heat kernel bounds and Ricci curvature for Lipschitz manifolds
by Braun, Mathias & Rigoni, Chiara
- S0304414923002661 Entropy and the discrete central limit theorem
by Gavalakis, Lampros & Kontoyiannis, Ioannis
- S0304414924000012 Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
by Costantini, Cristina & Kurtz, Thomas G.
- S0304414924000024 Lyapunov exponents in a slow environment
by Rosati, Tommaso
Printed from https://ideas.repec.org/s/eee/spapps.html
