Foundations of Modern Probability
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(only showing first 100 items - show all)- Some results on convergence and distributions of fuzzy random variables
- On maximal inequalities for stable stochastic integrals
- Portfolio optimization under entropic risk management
- Fractional Poisson processes of order \(k\) and beyond
- Asymptotic stability of empirical processes and related functionals
- Probability Approaches to Spatially Homogeneous Boltzmann Equations
- Non-demolition measurements of observables with general spectra
- One more approach to the convergence of the empirical process to the Brownian bridge
- Choquet random sup-measures with aggregations
- Estimation of the offspring mean in a controlled branching process with a random control function
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
- Extremes of regularly varying Lévy-driven mixed moving average processes
- Limit theorems for sums of heavy-tailed variables with random dependent weights
- Two-dimensional observables and spectral resolutions
- Stochastic representations of Feynman integration
- On a class of nonlocal stochastic functional differential equations with infinite delay
- The perimeter cascade in critical Boltzmann quadrangulations decorated by an \(O(n)\) loop model
- Pointless learning
- CONTINUOUS ASSOCIATION SCHEMES AND HYPERGROUPS
- A note on the Birkhoff ergodic theorem
- \(\mathrm{SLE}_\kappa(\rho)\) bubble measures
- Generalized operator-scaling random ball model
- On the moments of the (2+1)-dimensional directed polymer and stochastic heat equation in the critical window
- Convergence results for a normalized triangular array of symmetric random variables
- The lineage process in Galton-Watson trees and globally centered discrete snakes
- Computational methods for adapted optimal transport
- One-point asymptotics for half-flat ASEP
- Looking forwards and backwards: dynamics and genealogies of locally regulated populations
- The relative frequency between two continuous-state branching processes with immigration and their genealogy
- scientific article; zbMATH DE number 6093262 (Why is no real title available?)
- Maximum asymmetry of copulas revisited
- Diffusion approximation of critical controlled multi-type branching processes
- Gradual convergence for Langevin dynamics on a degenerate potential
- Perfect effect algebras and spectral resolutions of observables
- Convex order, quantization and monotone approximations of ARCH models
- Limiting spherical integrals of bounded continuous functions
- Combinatorial anti-concentration inequalities, with applications
- The Dirichlet problem for nonlocal elliptic equations
- Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.
- Propagation of the front of random walk with periodic branching sources
- Hydrodynamic stability in the presence of a stochastic forcing: a case study in convection
- Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle
- Martingale representation on enlarged filtrations: the role of the accessible jump times
- On conditions in central limit theorems for martingale difference arrays
- Truncated stochastic approximation with moving bounds: convergence
- Operator self-similar processes and functional central limit theorems
- Limit theory for high frequency sampled MCARMA models
- The principle of not feeling the boundary for the SABR model
- Near universal consistency of the maximum pseudolikelihood estimator for discrete models
- Percolation in invariant Poisson graphs with i.i.d. degrees
- Asymptotic behavior of positive solutions of a competitive system subject to environmental noise
- Small-time moment asymptotics for Lévy processes
- Skorokhod M₁ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients
- Noisy Lagrangian tracers for filtering random rotating compressible flows
- EXISTENCE CRITERIA FOR SOLUTIONS OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH SKEW-SYMMETRIC DIFFERENTIAL OPERATOR AND ADDITIVE FRACTIONAL BROWNIAN NOISE
- High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere
- On values of repeated games with signals
- A risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of models
- Dirichlet is natural
- Exponential moment stability on discrete time Markovian switching singular systems
- A Method for Measuring Distance From a Training Data Set
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients
- Height and the total mass of the forest of genealogical trees of a large population with general competition
- General erased-word processes: product-type filtrations, ergodic laws and Martin boundaries
- Monte Carlo with determinantal point processes
- A random particle blob method for the Keller-Segel equation and convergence analysis
- On some properties of reflected maxmin copulas
- Toeplitz band matrices with small random perturbations
- Fire sales, default cascades and complex financial networks
- The first attempt on the stochastic calculus on time scale
- Markovianity and the Thompson monoid \(F^+\)
- On the existence of semimartingales with continuous characteristics
- Warped Riemannian metrics for location-scale models
- Radically Elementary Probability Theory. (AM-117)
- Flux large deviations of independent and reacting particle systems, with implications for macroscopic fluctuation theory
- Non-explosivity of stochastically modeled reaction networks that are complex balanced
- Credit risk optimization using factor models
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- Universality of Poisson-Dirichlet law for log-correlated Gaussian fields via level set statistics
- Bayesian sequential testing problem for a Brownian bridge
- Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations
- On absolute continuity and singularity of multidimensional diffusions
- On the silhouette of binary search trees
- Distributionally robust optimization
- Jordan algebras, generating pivot variables and orthogonal normal models
- Representation of analysis results involving aleatory and epistemic uncertainty
- Change-point detection for Lévy processes
- A general multidimensional Hermite-Hadamard type inequality
- A Law of Large Numbers for the Power Variation of Fractional Lévy Processes
- The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
- Liouville heat kernel upper bounds at large distances
- Asymptotic zero distribution of random orthogonal polynomials
- Projective limit random probabilities on Polish spaces
- Distribution-Invariant Risk Measures, Entropy, and Large Deviations
- Measurability of stochastic processes on topological probability spaces
- On asymptotics of multivariate integrals with applications to records
- A modern retrospective on probabilistic numerics
- Modeling teletraffic arrivals by a Poisson cluster process
- Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
- Integration by parts on the law of the modulus of the Brownian bridge
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