Probability theory. An analytic view.
Brownian motionDirichlet problemergodic theoremsGaussian measuresinfinitely divisible distributionsintroductionlimit theoremsLévy processesmartingalespotential theoryprobability theoryreferencetextbookweak convergence
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Martingales and classical analysis (60G46) Processes with independent increments; Lévy processes (60G51)
- Thick points of high-dimensional Gaussian free fields
- General theorem on a finite support of mixed strategy in the theory of zero-sum games
- Endpoint estimates of positive operators in a filtered measure space
- PCA-based estimation for functional linear regression with functional responses
- Infinite systems of competing Brownian particles
- A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
- Locality of the heat kernel on metric measure spaces
- Coupling of Brownian motions in Banach spaces
- Williams decomposition for superprocesses
- Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations
- The homogenization problem for Vicsek set
- Partial mixing and Edgeworth expansion
- Two-weighted estimates for positive operators and Doob maximal operators on filtered measure spaces
- Invariance of white noise for KdV on the line
- Euclidean lattices, theta invariants, and thermodynamic formalism
- Weighted estimates for the bilinear maximal operator on filtered measure spaces
- On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations
- Stochastic integrals and Brownian motion on abstract nilpotent Lie groups
- Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients
- Conservative random walk
- The Boué-Dupuis formula and the exponential hypercontractivity in the Gaussian space
- Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence
- Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures
- The scaling limit of the membrane model
- Existence of periodic solutions in distribution for stochastic Newtonian systems
- Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations
- Poincaré type inequalities for group measure spaces and related transportation cost inequalities
- A generalization of the submartingale property: maximal inequality and applications to various stochastic processes
- A supermartingale approach to Gaussian process based sequential design of experiments
- The circular law for sparse non-Hermitian matrices
- Strong law of large numbers for supercritical superprocesses under second moment condition
- Stochastic integrals and BDG's inequalities in Orlicz-type spaces
- Beyond Haar and Cameron-Martin: the Steinhaus support
- Gaussian free fields and KPZ relation in \(\mathbb{R}^4\)
- A note on similarity-based definitions of possibility and probability
- Splitting tessellations in spherical spaces
- Radial boundary values of Poisson integrals on infinite-dimensional balls
- The fundamental solution to 1D degenerate diffusion equation with one-sided boundary
- On quasisymmetric embeddings of the Brownian map and continuum trees
- Steep points of Gaussian free fields in any dimension
- Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
- On the conformal walk dimension: quasisymmetric uniformization for symmetric diffusions
- scientific article; zbMATH DE number 2131213 (Why is no real title available?)
- Moment formulas for multitype continuous state and continuous time branching process with immigration
- scientific article; zbMATH DE number 520220 (Why is no real title available?)
- Gaussian Hilbert Spaces
- Sparse exchangeable graphs and their limits via graphon processes
- Homomorphisms from Functional Equations in Probability
- Proof of a McKean conjecture on the rate of convergence of Boltzmann-equation solutions
- Structure-preserving equivalent martingale measures for H-SII models
- Cutting down trees with a Markov chainsaw
- scientific article; zbMATH DE number 914848 (Why is no real title available?)
- Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors
- Distribution-dependent stochastic differential delay equations in finite and infinite dimensions
- Minibatch forward-backward-forward methods for solving stochastic variational inequalities
- A zero-one law for Markov chains
- Mod-\(\phi\) convergence. II: Estimates on the speed of convergence
- Foundations of modern probability. In 2 volumes
- Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations
- Gaussian measures in Hilbert space. Construction and properties
- Large deviation principles for countable Markov shifts
- The probabilistic estimates on the largest and smallest q-singular values of random matrices
- Asymptotic behaviour of a random walk killed on a finite set
- Probability in Banach spaces. Isoperimetry and processes
- On the existence of optimal policies for a class of static and sequential dynamic teams
- Weak extinction versus global exponential growth of total mass for superdiffusions
- Average preserving variation processes in view of optimization
- Nonlinear continuous semimartingales
- Regularisation by fractional noise for one-dimensional differential equations with distributional drift
- BERNOULLI ACTIONS OF TYPE III WITH PRESCRIBED ASSOCIATED FLOW
- Loewner chains and evolution families on parallel slit half-planes
- On Gibbs measures and topological solitons of exterior equivariant wave maps
- Almost sure detection of the presence of malicious components in cyber-physical systems
- Iterated-logarithm laws for convex hulls of random walks with drift
- Probability theory. An analytic view
- Clustering, coding, and the concept of similarity
- Nonlinear semimartingales and Markov processes with jumps
- Cameron–Martin type theorem for a class of non-Gaussian measures
- Regularization by noise for rough differential equations driven by Gaussian rough paths
- Noise sensitivity of the minimum spanning tree of the complete graph
- Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
- Limit theorems and fractal properties of digit gaps in Pierce expansions
- Stochastic Kimura equation
- Convergence in distribution of randomized algorithms: the case of partially separable optimization
- A stochastic representation theorem for sublinear semigroups with non-local generators
- A new stock market valuation measure with application to retriement planning
- Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
- Extension of monotone operators and Lipschitz maps invariant for a group of isometries
- Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes
- On the measurability of the event that a random closed set is compact
- Large deviations for dynamical Schrödinger problems
- On the use of M-quantiles for outlier detection in multidimensional data
- Stochastic algorithms for large-scale composite optimization: the case of likelihood maximization for X-FEL imaging
- A central limit approach for ring-LWE noise analysis
- A normal map-based proximal stochastic gradient method: convergence and identification properties
- Berry-Esseen bounds for large-time asymptotics of one-dimensional diffusion processes via Malliavin-Stein method
- Posterior convergence for Bayesian functional linear regression
- An exercise in Malliavin's calculus
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