Foundations of Modern Probability
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(only showing first 100 items - show all)- Itô type measure-valued stochastic differential equations
- Poisson cluster measures: Quasi-invariance, integration by parts and equilibrium stochastic dynamics
- Bounds for the transition density of time-homogeneous diffusion processes
- Optimal and better transport plans
- A decomposition of Markov processes via group actions
- Measure-valued flows given consistent exchangeable families
- A general definition of conditional information and its application to ergodic decomposition
- A test for independence of two multivariate samples
- A general multidimensional Hermite-Hadamard type inequality
- Internal supply chain coordination in the electric utility industry
- On the fluctuations about the Vlasov limit for \(N\)-particle systems with mean-field interactions
- The stability of conditional Markov processes and Markov chains in random environments
- Quasi-stationary distributions and diffusion models in population dynamics
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
- Nearest neighbor conditional estimation for Harris recurrent Markov chains
- Small-time expansions for the transition distributions of Lévy processes
- Integral expressions of Lyapunov exponents for autonomous ordinary differential systems
- The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
- Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
- Likelihood inference for a fractionally cointegrated vector autoregressive model
- A Cox process with log-normal intensity.
- On the number of near-maximum insurance claim under dependence.
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
- Ballot theorems and sojourn laws for stationary processes
- Asymptotically invariant sampling and averaging
- Brownian motion and random walk above quenched random wall
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
- Maximum asymmetry of copulas revisited
- Distributed testing and estimation under sparse high dimensional models
- KPZ and Airy limits of Hall-Littlewood random plane partitions
- Polynomial chaos expansion approach to interest rate models
- Exchangeable trait allocations
- The Brownian limit of separable permutations
- On the mixing time of Kac's walk and other high-dimensional Gibbs samplers with constraints
- On the length of copula level curves
- Strong Feller property of sticky reflected distorted Brownian motion
- Probabilistic properties of generalized stochastic processes in algebras of generalized functions
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes
- A maximum principle for mean-field SDEs with time change
- Expected similarity estimation for large-scale batch and streaming anomaly detection
- On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics
- A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces
- Weak law of large numbers for linear processes
- Special weak Dirichlet processes and BSDEs driven by a random measure
- A structured population model suggests that long life and post-reproductive lifespan promote the evolution of cooperation
- Particle Gaussian mixture filters. I.
- Asymptotic behavior of positive solutions of a competitive system subject to environmental noise
- Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes
- Canonical RDEs and general semimartingales as rough paths
- Impact of demography on extinction/fixation events
- Statistical estimation of the Shannon entropy
- Change-point detection for Lévy processes
- Stable limit theorems for empirical processes under conditional neighborhood dependence
- From random partitions to fractional Brownian sheets
- SPDE limit of the global fluctuations in rank-based models
- On patterns of conditional independences and covariance signs among binary variables
- The greedy walk on an inhomogeneous Poisson process
- Duality and fixation in \(\Xi\)-Wright-Fisher processes with frequency-dependent selection
- Stopping times
- De Finetti-type theorems for nonexchangeable \(0\)-\(1\) random variables
- Bivariate maximum insurance claim and related point processes
- Structure of large random hypergraphs
- Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
- Stochastic integral operator model for IS, US and WSSUS channels
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Segregating Markov chains
- Palm measure duality and conditioning in regenerative sets
- Convergence results for a normalized triangular array of symmetric random variables
- Remarks on domination of maxima
- Limit distributions of norms of vectors of positive i. i. d. random variables
- On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
- Laws of the iterated logarithm for the range of random walks in two and three dimensions
- Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
- Flows, coalescence and noise.
- Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
- On multivariate Gaussian tails
- Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold
- Local hitting and conditioning in symmetric interval partitions.
- Variation analysis of uncertain stationary independent increment processes
- Crossings of smooth shot noise processes
- Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
- Small and large time stability of the time taken for a Lévy process to cross curved boundaries
- Distributional convergence for the number of symbol comparisons used by QuickSort
- Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
- Symmetric representations of bivariate distributions
- Projective limit random probabilities on Polish spaces
- A new order relation on fuzzy soft sets and its application
- Convergence rates for rank-based models with applications to portfolio theory
- Some limit results for probabilities estimates of Brownian motion with polynomial drift
- The Wright-Fisher model with efficiency
- 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
- Diffusion limit for the partner model at the critical value
- The Euler equations of an inviscid incompressible fluid driven by a Lévy noise
- Moderate parts in regenerative compositions: the case of regular variation
- Operations that preserve integrability, and truncated Riesz spaces
- Combining p-values to test for multiple structural breaks in cointegrated regressions
- On the moments of the (2+1)-dimensional directed polymer and stochastic heat equation in the critical window
- Observables on lexicographic effect algebras
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