Stopping times and tightness

From MaRDI portal
Publication:1251416

DOI10.1214/aop/1176995579zbMath0391.60007OpenAlexW4254653047WikidataQ111271348 ScholiaQ111271348MaRDI QIDQ1251416

David J. Aldous

Publication date: 1978

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995579



Related Items

Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain, Extended convergence to continuous in probability processes with independent increments, Large deviations for Markov-modulated diffusion processes with rapid switching, Rate of convergence of the Nanbu particle system for hard potentials and Maxwell molecules, Large deviation principle for the mean reflected stochastic differential equation with jumps, Limit theory for moderate deviations from a unit root, An occupation time approach for convergence of measure-valued processes, and the death process of a branching system, Measure-branching renewal processes, Asymptotic fluctuations of a particle system with singular interaction., Euler's approximations of solutions of SDEs with reflecting boundary., The method of stochastic exponentials for large deviations, Uniqueness and propagation of chaos for the Boltzmann equation with moderately soft potentials, On the convergence of point processes, Resistance to antibiotics: limit theorems for a stochastic SIS model structured by level of resistance, Speed and fluctuations of \(N\)-particle branching Brownian motion with spatial selection, Convergence of two-parameter stochastic processes, Convergence in probability for perturbed stochastic integral equations, Uniqueness in law for pure jump Markov processes, Superbrownian motion and the spatial lambda-Fleming-Viot process, Stopping times and tightness for multiparameter martingales, Critical age-dependent branching Markov processes and their scaling limits, Strong clumping of critical space-time branching models in subcritical dimensions, The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise, Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes, 2D stochastic chemotaxis-Navier-Stokes system, Stochastic tamed Navier-Stokes equations on \(\mathbb{R}^3\): the existence and the uniqueness of solutions and the existence of an invariant measure, Occupation densities of ensembles of branching random walks, Strong existence and uniqueness for stable stochastic differential equations with distributional drift, Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises, Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise, Infinite rate mutually catalytic branching in infinitely many colonies: construction, characterization and convergence, Weak convergence of equity derivatives pricing with default risk, On stochastic equations with measurable coefficients driven by symmetric stable processes, Stochastic equations, flows and measure-valued processes, Normal approximation of the solution to the stochastic heat equation with Lévy noise, Review of local and global existence results for stochastic PDEs with Lévy noise, Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence, Branching processes with interaction and a generalized Ray-Knight theorem, Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case, Martingale solutions and Markov selection of stochastic 3D Navier-Stokes equations with jump, An ergodic theorem of a parabolic Anderson model driven by Lévy noise, Stochastic Navier-Stokes equations driven by Lévy noise in unbounded 3D domains, Quasi-stationary distributions and population processes, Superposition principle for non-local Fokker-Planck-Kolmogorov operators, Polymorphic evolution sequence and evolutionary branching, Weak and strong solutions to the nonhomogeneous incompressible Navier-Stokes-Cahn-Hilliard system, Applications of weak convergence for hedging of game options, Central limit theorem for weighted martingales with applications, An invariance principle for biased voter model interfaces, Lévy flights in evolutionary ecology, Convergence of continuous stochastic processes on compact metric spaces converging in the Lipschitz distance, Two-sided estimates on Dirichlet heat kernels for time-dependent parabolic operators with singular drifts in \(C^{1,\alpha }\)-domains, On tightness and stopping times, Genetic composition of an exponentially growing cell population, Some stability results of optimal investment in a simple Lévy market, Stochastic Navier-Stokes equations on a thin spherical domain, Approximations of stochastic Navier-Stokes equations, Probabilistic approach to finite state mean field games, Approximation of a generalized continuous-state branching process with interaction, On degenerate stochastic equations of Itô type with jumps, On subordinate random walks, Large deviations for a simple closed queueing model, Skew Brownian diffusions across Koch interfaces, A random field approach to weak convergence of processes, Catalytic discrete state branching models and related limit theorems, Persistence of critical multitype particle and measure branching processes, Small jumps asymptotic of the moving optimum Poissonian SDE, A Trotter-type approach to infinite rate mutually catalytic branching, Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise, Convergence of a stochastic particle approximation for fractional scalar conservation laws, A microscopic probabilistic description of a locally regulated population and macroscopic approximations, Estimation for discretely observed continuous state branching processes with immigration, A probabilistic approach for nonlinear equations involving the fractional Laplacian and a singular operator, Rescaling limits of the spatial Lambda-Fleming-Viot process with selection, Sticky-reflected stochastic heat equation driven by colored noise, Quenched invariance principle for a class of random conductance models with long-range jumps, Likelihood estimation and inference in threshold regression, Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise, Approximation of jump processes on fractals, A multidimensional process involving local time, On stability and existence of solutions of SDEs with reflection at the boundary, Local asymptotic normality and mixed normality for Markov statistical models, Periodic homogenization of nonsymmetric Lévy-type processes, Stochastic heat equations with logarithmic nonlinearity, Trait-dependent branching particle systems with competition and multiple offspring, Quenched invariance principle for long range random walks in balanced random environments, Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises, Extensive condensation in a model of preferential attachment with fitness, Stochastic partial differential equations describing neutral genetic diversity under short range and long range dispersal, The Fleming-Viot process with McKean-Vlasov dynamics, Propagation of chaos: a review of models, methods and applications. II: Applications, A conversation with David J. Aldous, Invariance principles for stochastic area and related stochastic integrals, Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments, Necessary and sufficient conditions for convergence of semimartingales and point processes. II, The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck, On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients, Weak convergence of semimartingales and discretisation methods, Invariance principles for random walks on hypergroups on \(\mathbb{R}_ +\) and \(\mathbb{N}\), Tightness of pairs of tight càdlàg processes, The jamming constant of uniform random graphs, \(C\)-tightness criterion for non-adapted random fields, Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise, Existence of Weak Solutions to Stochastic Evolution Inclusions, THE BOOTSTRAP IN THRESHOLD REGRESSION, 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations, Zero-Inertia Limit: From Particle Swarm Optimization to Consensus-Based Optimization, Approximations of stochastic 3D tamed Navier-Stokes equations, The role of mode switching in a population of actin polymers with constraints, Equivalent conditions for the tightness of a sequence of continuous Hilbert valued martingales, Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise, Moderate deviations for neutral stochastic differential delay equations with jumps, Stochastic constrained Navier-Stokes equations on \(\mathbb{T}^2\), Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients, On solutions of equations with measurable coefficients driven by α- stable processes, Unnamed Item, A jump-type SDE approach to real-valued self-similar Markov processes, Limit theorems for stochastic difference-differential equations, Scaling limits of a model for selection at two scales, Stochastic 3D Leray-\(\alpha\) model with fractional dissipation, Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises, On the mean‐field limit for the consensus‐based optimization, A q -binomial extension of the CRR asset pricing model, Stochastic control of tidal dynamics equation with Lévy noise, Stochastic Processes in the Decades after 1950, The spatial \(\Lambda\)-Fleming-Viot process in a random environment, Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise, Rational bubbles: too many to be true?, Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes, Central limit theorems for martingales. I: Continuous limits, Depth-first search performance in a random digraph with geometric outdegree distribution, Embedded Markov chain approximations in Skorokhod topologies, On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes, 3D stochastic Landau-Lifshitz-Gilbert equations coupled with Maxwell's equations with full energy, Scaling limit of the Fleming-Viot multicolor process, A spatial measure-valued model for chemical reaction networks in heterogeneous systems, Markov chain approximations for nonsymmetric processes, Dynamics and Large Deviations for Fractional Stochastic Partial Differential Equations with Lévy Noise, The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity, A spatial measure-valued model for radiation-induced DNA damage kinetics and repair under protracted irradiation condition, Weak solutions of backward stochastic differential equations with continuous generator, Volatility in options formulae for general stochastic dynamics, Scaling limit for stochastic control problems in population dynamics, Fluctuation limits of the single point catalytic super-stable processes, Large population and size scale limit of a stochastic particle model, Stability of solitons under rapidly oscillating random perturbations of the initial conditions, Weak convergence of Markov-modulated diffusion processes with rapid switching, From Individual Stochastic Processes to Macroscopic Models in Adaptive Evolution, Invasion and adaptive evolution for individual-based spatially structured populations, Markov chain approximations for symmetric jump processes, Weak convergence of semimartingales, On the \(\alpha \)-dependence of stochastic differential equations with Hölder drift and driven by \(\alpha \)-stable Lévy processes, Evolution of discrete populations and the canonical diffusion of adaptive dynamics, Large deviations for 2D primitive equations driven by multiplicative Lévy noises, Random conductance models with stable-like jumps: quenched invariance principle, Stochastic equations with time-dependent drift driven by Lévy processes, Weak convergence of semimartingales, Notes on tightness of markov processes, Stochastic differential equations with time-dependent reflecting barriers, Multi-scaled diffusion-approximation. Applications to wave propagation in random media., Endemic Behaviour of SIS Epidemics with General Infectious Period Distributions, Limit Theorems for Continuous-Time Branching Flows, On estimation of the variances for critical branching processes with immigration, Limit Theory for Random Coefficient First-Order Autoregressive Process, A note on 𝐿₂-estimates for stable integrals with drift, Continuous Local Time of a Purely Atomic Immigration Superprocess with Dependent Spatial Motion, Stochastic equations of non-negative processes with jumps, A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients, Skew convolution semigroups and affine Markov processes, A stability theorem for stochastic differential equations and application to stochastic control problems, [https://portal.mardi4nfdi.de/wiki/Publication:3347061 �quations de type de Boltzmann, spatialement homog�nes], Symmetric Markov chains on ℤ^{𝕕} with unbounded range, Large population limit and time behaviour of a stochastic particle model describing an age-structured population, Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models, Central limit theorems for local martingales, Preferential attachment when stable, Coagulation-transport equations and the nested coalescents, Convergence of the age structure of general schemes of population processes, Remarks on the functional central limit theorem for martingales, Unnamed Item, On the equivalence between some jumping SDEs with rough coefficients and some non-local PDEs, Functional CLT for martingale-like nonstationary dependent structures, Fluctuation limits of a locally regulated population and generalized Langevin equations, $\alpha $-continuity properties of the symmetric $\alpha $-stable process, Conditional log-Laplace functionals of immigration superprocesses with dependent spatial mo\-tion, Transition operators of diffusions reduce zero-crossing, Finiteness of entropy for the homogeneous Boltzmann equation with measure initial condition, A stochastic SIR model with contact-tracing: large population limits and statistical inference, Large deviations for neutral functional SDEs with jumps, Mean Field Limits of Particle-Based Stochastic Reaction-Diffusion Models, Sub and supercritical stochastic quasi-geostrophic equation