On Convergence of Stochastic Processes
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Cites work
Cited in
(47)- Harmonic analysis and spectral estimation
- Estimation of Markov processes
- Semi-classical quantum mechanics and stochastic calculus of variations
- Construction of ergodic transformations
- Strengthening the weak convergence of random processes
- Asymptotes of estimates of spectral functions of stationary Gaussian sequences
- Multiple time scale analysis of interacting diffusions
- Weak convergence of smoothed empirical process in Hölder spaces
- Invariance principles for adaptive self-normalized partial sums processes.
- Convergence in law for certain additive functionals of symmetric stable processes under strong topology
- Quantum stochastic optimization
- Hölder norm test statistics for epidemic change
- Testing mean changes by maximal ratio statistics
- Transition dynamics in a network game with heterogeneous agents: the stochastic case
- Adjustment dynamics in a network game with stochastic parameters
- Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients
- A Hölderian functional central limit theorem for a multi-indexed summation process
- Weak convergence to fractional Brownian motion in some anisotropic Besov space
- Rough path recursions and diffusion approximations
- From random walks to rough paths
- Invariance principles in Besov spaces, Gaussian processes and long-range dependence
- On the invariance principle for signed-rank statistics
- An invariance principle of Donsker type in the class of Besov-Orlicz spaces
- Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator
- On the Lamperti transform of the fractional Brownian sheet
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
- Holderian weak invariance principle for stationary mixing sequences
- An invariance principle for the law of the iterated logarithm
- Self-Similarity and Lamperti Transformation for Random Fields
- On the weak convergence of stochastic processes without discontinuities of the second kind
- Stochastic Abelian and Tauberian theorems
- Foliations, the ergodic theorem and Brownian motion
- Hölderian invariance principle for Hilbertian linear processes
- On asymptotically optimal tests
- Singular integrals and Feller semigroups with jump phenomena
- Functional central limit theorems for rough volatility
- Reflected stochastic differential equations driven by standard and fractional Brownian motion
- Mixing properties of a class of nonuniformly expanding maps -- application to Hölderian invariance principles
- Monitoring time series with short detection delay
- Bifurcations in stochastic dynamical systems with simple singularities
- Asymptotics of an estimate of the spectral function of a stationary sequence
- Tightness conditions for a family of measures in a certain space of two- parameter functions of Lipschitz type
- Stein's method for rough paths
- On weak convergence of stochastic processes with Lusin path spaces
- Limit theorems in stochastic biochemical modelling
- Functional central limit theorem for double-indexed summation process
- Convergence in law of partial sum processes in \(p\)-variation norm
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