Foundations of Modern Probability

DOI10.1007/b98838zbMath0892.60001MaRDI QIDQ4357240

Olav Kallenberg

Publication date: 7 October 1997

Published in: Probability and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b98838

zbMATH Keywords

stochastic differential equation; stochastic integral; semimartingale; Feller process

Mathematics Subject Classification ID

60Hxx: Stochastic analysis

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

Related Items

Conditional limiting distribution of type III elliptical random vectors, On maximal inequalities for stable stochastic integrals, Parametric estimation of discretely sampled Gamma-OU processes, Extremes of asymptotically spherical and elliptical random vectors, Estimation of the offspring mean in a controlled branching process with a random control function, Lévy processes and stochastic integrals in the sense of generalized convolutions, Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations, Random attractors for stochastic lattice dynamical systems with infinite multiplicative white noise, Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems, Extremes of independent chi-square random vectors, Asymptotic arbitrage and numéraire portfolios in large financial markets, A Kolmogorov extension theorem for POVMs, Distribution of random elements subjected to a flexible boundary condition, Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series, Weakly dependent chains with infinite memory, Small-time moment asymptotics for Lévy processes, Optimal portfolios in Lévy markets under state-dependent bounded utility functions, Variable-length coding of two-sided asymptotically mean stationary measures, Stationarity and mixing properties of the dynamic Tobit model, \(p\)-adic spherical coordinates and their applications, The structure of unicellular maps, and a connection between maps of positive genus and planar labelled trees, On the silhouette of binary search trees, Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay, On the asymptotic distribution of certain bivariate reinsurance treaties, 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, 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, On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators, Unnamed Item, On asymptotics of multivariate integrals with applications to records, A $D_E[0,1$ representation of random upper semicontinuous functions], Stability, performance and sensitivity analysis of I.I.D. jump linear systems, A Law of Large Numbers for M/M/c/Delayoff-Setup Queues with Nonstationary Arrivals, Conditional Central Limit Theorem, Bayesian Sequential Testing Problem for a Brownian Bridge, Random Function Iterations for Consistent Stochastic Feasibility, Endogenous Formation of Limit Order Books: Dynamics Between Trades, Dynamics on the graph of the torus parametrization, Generalized operator-scaling random ball model, Chain Ladder Bias, On a random graph with immigrating vertices: Emergence of the giant component, Estimation of Tails and Related Quantities Using the Number of Near-Extremes, On martingale characterizations for some generalized space fractional Poisson processes, On the Pathwise Growth Rates of Large Fluctuations of Stochastic Population Systems with Infinite Delay, Asymptotics of Markov Kernels and the Tail Chain, TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS, The Dirichlet problem for nonlocal elliptic equations, Combinatorial anti-concentration inequalities, with applications, Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks, The second-order parabolic PDEs with singular coefficients and applications, Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment, Warped Riemannian Metrics for Location-Scale Models, A Law of Large Numbers for the Power Variation of Fractional Lévy Processes, Necessity of weak subordination for some strongly subordinated Lévy processes, Limit theorems for prices of options written on semi-Markov processes, On the locations of maxima and minima in a sequence of exchangeable random variables, Martingale solutions to a stochastic smectic-A liquid crystal model with multiplicative noise of jump type, Technical Note—Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates, Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems, The Steinhaus-Weil property: its converse, subcontinuity and Solecki amenability, Maxima of linear processes with heavy‐tailed innovations and random coefficients, Unnamed Item, Kingman’s model with random mutation probabilities: convergence and condensation I, Mixing conditions of conjugate processes, Certified dimension reduction in nonlinear Bayesian inverse problems, On the existence of semimartingales with continuous characteristics, Robust Portfolio Choice with Sticky Wages, Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics, Extinction time of logistic branching processes in a Brownian environment, Quantization and martingale couplings, On CIR Equations with General Factors, Dynamic Matching for Real-Time Ride Sharing, On Martingale Chaoses, Poisson approximation related to spectra of hierarchical Laplacians, K-th Record Values and Their Basic Properties, Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability, Universal upper estimate for prediction errors under moderate model uncertainty, Positive intertwiners for Bessel functions of type B, Extinction time of the logistic process, Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion, Kinetic walks for sampling, On a Class of Nonlocal Stochastic Functional Differential Equations with Infinite Delay, The Blessings of Multiple Causes, Comment on “Blessings of Multiple Causes”, The principle of not feeling the boundary for the SABR model, Non-demolition measurements of observables with general spectra, Discrete-time quantum Bernoulli noises, A Linear Programming Approach to Sequential Hypothesis Testing, On the predictable representation property of martingales associated with Lévy processes, Well-Posed Bayesian Inverse Problems: Priors with Exponential Tails, On the Range of Exponential Functionals of Lévy Processes, A Compensator Characterization of Planar Point Processes, Pruned Discrete Random Samples, Convergence Rates for Upwind Schemes with Rough Coefficients, A Convexity Property of Discrete Random Walks, CONTINUOUS ASSOCIATION SCHEMES AND HYPERGROUPS, The iteration of random tessellations and a construction of a homogeneous process of cell divisions, Unnamed Item, On Standardness and I-cosiness, Two-agent Pareto optimal cooperative investment in general semimartingale model, Convergence Properties in Certain Occupancy Problems Including the Karlin-Rouault Law, Asymptotics of geometrical navigation on a random set of points in the plane, The Euler Scheme for Feller Processes, The First Attempt on the Stochastic Calculus on Time Scale, Mean topological dimension for random bundle transformations, Representation of analysis results involving aleatory and epistemic uncertainty, Invariance principles and almost sure central limit theorem for the error variance estimator in linear models, Prediction in a mixed Poisson cluster model, Limit Theory for High Frequency Sampled MCARMA Models, Modeling Diffusion in Thin 2D Layers Separated by a Semipermeable Membrane, Perpetual American vanilla option pricing under single regime change risk: an exhaustive study, The statistical curse of the second half-rank, Contributions to nonstationary community theory, On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments, Limit theorems for a stable sausage, On the weak solutions to a stochastic two-phase flow model, Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions, Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach, Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems, Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation, Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model, Stochastic representations of Feynman integration, Jordan algebras, generating pivot variables and orthogonal normal models, Nonparametric estimation of time-changed Lévy models under high-frequency data, Stock market insider trading in continuous time with imperfect dynamic information, EXISTENCE CRITERIA FOR SOLUTIONS OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH SKEW-SYMMETRIC DIFFERENTIAL OPERATOR AND ADDITIVE FRACTIONAL BROWNIAN NOISE, THE POINT PROCESSES OF THE GRW THEORY OF WAVE FUNCTION COLLAPSE, On a strong metric on the space of copulas and its induced dependence measure, Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model, On values of repeated games with signals, High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere, Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility, Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows, Limit theorems for order statistics from exponentials, Asymptotic properties of Monte Carlo estimators of diffusion processes, Self-repelling diffusions via an infinite dimensional approach, Emergence of Freidlin-Wentzell's transmission conditions as a result of a singular perturbation of a semigroup, On natural and predictable processes, The stochastic reach-avoid problem and set characterization for diffusions, Outliers in the single ring theorem, Analysis and approximation of a stochastic growth model with extinction, Probability, information and statistical physics, Construction and analysis of a sticky reflected distorted Brownian motion, A multivalued strong law of large numbers, A class of Lévy driven SDEs and their explicit invariant measures, Efficient estimation of integrated volatility incorporating trading information, Various limit theorems for ratios from the uniform distribution, On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point, \(L^{1}\)-norm of Steinhaus chaos on the polydisc, Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps, On classical solutions of linear stochastic integro-differential equations, Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes, Speed and fluctuations of \(N\)-particle branching Brownian motion with spatial selection, Lyapunov and converse Lyapunov theorems for stochastic semistability, The exactness of certain randomized \(C^{\ast }\)-algebras, Estimating the survival functions in a censored semi-competing risks model, On explosions in heavy-tailed branching random walks, The fractal dimensions of the level sets of the generalized iterated Brownian motion, Characterization and computation of infinite-horizon specifications over Markov processes, On conditions in central limit theorems for martingale difference arrays, Truncated stochastic approximation with moving bounds: convergence, Asymptotic distribution of complex zeros of random analytic functions, Operator self-similar processes and functional central limit theorems, On stochastic equations with measurable coefficients driven by symmetric stable processes, Limit theorems for a random directed slab graph, Limit theorems for the spacings of weak records, On the 3-D stochastic magnetohydrodynamic-\(\alpha\) model, A basic theory of Benford's law, Idempotent and multivariate copulas with fractal support, A new family of bivariate max-infinitely divisible distributions, Gaussian convergence for stochastic acceleration of \(\mathcal {N}\) particles in the dense spectrum limit, The limiting behaviour of a mainland-island metapopulation, Comparative and qualitative robustness for law-invariant risk measures, Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration, Cubature methods for stochastic (partial) differential equations in weighted spaces, Pension funds with a minimum guarantee: a stochastic control approach, Poisson eigenvalue statistics for random Schrödinger operators on regular graphs, Singularity aspects of Archimedean copulas, Mass distributions of two-dimensional extreme-value copulas and related results, Quantitative model-checking of controlled discrete-time Markov processes, Olson order of quantum observables, Uncertain calculus with finite variation processes, Skew Brownian diffusions across Koch interfaces, Asymptotic behavior of unstable INAR(\(p\)) processes, On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\), Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes, A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature, On solutions of stochastic differential equations with parameters modeled by random sets, Extremes of Lévy driven mixed MA processes with convolution equivalent distributions, Long-range self-avoiding walk converges to \(\alpha\)-stable processes, Attraction, stability and robustness for stochastic functional differential equations with infinite delay, Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes, Estimating the algorithmic variance of randomized ensembles via the bootstrap, On orders of observables on effect algebras, Self-repelling diffusions on a Riemannian manifold, Near universal consistency of the maximum pseudolikelihood estimator for discrete models, A functional limit theorem for dependent sequences with infinite variance stable limits, Percolation in invariant Poisson graphs with i.i.d. degrees, Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution, Asymptotic distributions of error density and distribution function estimators in nonparametric regression, On bounded redundancy of universal codes, Environmental noise impact on regularity and extinction of population systems with infinite delay, Quantum observables and effect algebras, Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity, Eigenvalues of the Cauchy process on an interval have at most double multiplicity, Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks, Limit shapes of Gibbs distributions on the set of integer partitions: The expansive case, Poisson convergence for the largest eigenvalues of heavy tailed random matrices, Semigroups associated to generalized polynomials and some classical formulas, Statistical specification of jumps under semiparametric semimartingale models, Limiting distribution for the maximal standardized increment of a random walk, Queues with random back-offs, Infinite horizon stopping problems with (nearly) total reward criteria, Recurrent events and the exploding Cox model, Asymptotics for statistical functionals of long-memory sequences, Lifting, \(n\)-dimensional spectral resolutions, and \(n\)-dimensional observables, On the weak solutions to a stochastic 2D simplified Ericksen-Leslie model, Spectral resolutions and observables in \(n\)-perfect MV-algebras, Entrance and exit at infinity for stable jump diffusions, Proposal for a probabilistic model of dispersion: a first validation, The perimeter cascade in critical Boltzmann quadrangulations decorated by an \(O(n)\) loop model, Observability and nonlinear filtering, Portfolio optimization under entropic risk management, On measure solutions of backward stochastic differential equations, On exponential local martingales associated with strong Markov continuous local martingales, Modeling teletraffic arrivals by a Poisson cluster process, Supports of measure solutions for spatially homogeneous Boltzmann equations, 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, Optimal recovery of a radiating source with multiple frequencies along one line, The extremal process of super-Brownian motion, Martingale solution for stochastic active liquid crystal system, Local eigenvalue statistics of one-dimensional random nonselfadjoint pseudodifferential operators, Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise, Existence and linear approximation for the stochastic 3D magnetohydrodynamic-alpha model, Markov product invariance in classes of bivariate copulas characterized by univariate functions, Asymptotics of the eigenvalues of the Anderson Hamiltonian with white noise potential in two dimensions, Liouville dynamical percolation, On absolute continuity and singularity of multidimensional diffusions, Bootstrapping non-stationary stochastic volatility, How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond, Fractional Cauchy problem on random snowflakes, Motion by mean curvature in interacting particle systems, Spectral statistics of non-selfadjoint operators subject to small random perturbations, Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties, Compositional abstraction-based synthesis of general MDPs via approximate probabilistic relations, A class of stochastic Gronwall's inequality and its application, Central limit theorem for the least common multiple of a uniformly sampled \(m\)-tuple of integers, Stochastic generalized porous media equations driven by Lévy noise with increasing Lipschitz nonlinearities, A convergence criterion for systems of point processes from the convergence of their stochastic intensities, Limit theorems for ratios of order statistics from uniform distributions, Mean field limits for interacting Hawkes processes in a diffusive regime, A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations, Fixation time of the rock-paper-scissors model: rigorous results in the well-mixed setting, On the stochastic two-component Camassa-Holm system driven by pure jump noise, On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results, Automated verification and synthesis of stochastic hybrid systems: a survey, Limiting spherical integrals of bounded continuous functions, Convex order, quantization and monotone approximations of ARCH models, Sum of \(n\)-dimensional observables on MV-effect algebras, Tangent fields, intrinsic stationarity, and self similarity, Choquet random sup-measures with aggregations, Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques, Markov genealogy processes, Large deviations for (1 + 1)-dimensional stochastic geometric wave equation, A characterisation of the continuum Gaussian free field in arbitrary dimensions, Limit laws for empirical optimal solutions in random linear programs, Convolutional neural network based simulation and analysis for backward stochastic partial differential equations, On weak martingale solutions to a stochastic Allen-Cahn-Navier-Stokes model with inertial effects, Compositional abstraction-based synthesis for networks of stochastic switched systems, General erased-word processes: product-type filtrations, ergodic laws and Martin boundaries, Estimation of parameters of component lifetime distribution in a coherent system, Fractional equations via convergence of forms, Monte Carlo with determinantal point processes, Limit theorems for cylindrical martingale problems associated with Lévy generators, Likelihood ratio tests for many groups in high dimensions, Stationary points in coalescing stochastic flows on \(\mathbb{R}\), The scaling limit of the membrane model, No arbitrage in continuous financial markets, Almost sure Weyl law for quantized tori, Two-dimensional observables and spectral resolutions, Review of local and global existence results for stochastic PDEs with Lévy noise, Spectral resolutions and quantum observables, Markov kernels and tribes, Global existence of martingale solutions and large time behavior for a 3D stochastic nonlocal Cahn-Hilliard-Navier-Stokes systems with shear dependent viscosity, Additive regression with Hilbertian responses, Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment, On some properties of reflected maxmin copulas, Toeplitz band matrices with small random perturbations, Martingale solutions to stochastic nonlocal Cahn-Hilliard-Navier-Stokes equations with multiplicative noise of jump type, General Toeplitz matrices subject to Gaussian perturbations, Heavy-tailed configuration models at criticality, Exponential inequalities for the supremum of some counting processes and their square martingales, Inhomogeneous Lévy processes in Lie groups and homogeneous spaces, Multivariate copulas with hairpin support, Copulas with continuous, strictly increasing singular conditional distribution functions, Tail asymptotics for a Lévy-driven tandem queue with an intermediate input, The genealogy of Galton-Watson trees, Forward transition rates, Estimating functions for jump-diffusions, Asymptotic zero distribution of random orthogonal polynomials, On double-boundary non-crossing probability for a class of compound processes with applications, Sampling and estimation for (sparse) exchangeable graphs, On some càdlàguity moment estimates of stochastic jump processes, Perfect effect algebras and spectral resolutions of observables, Kac-Lévy processes, On the weak solutions to a 3D stochastic Cahn-Hilliard-Navier-Stokes model, Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle, Lyapunov criteria for the Feller-Dynkin property of martingale problems, Integration by parts on the law of the modulus of the Brownian bridge, A stock model with jumps for Itô-Liu financial markets, Observables on perfect MV-algebras, Equilibrium interfaces of biased voter models, Multivariate Laplace's approximation with estimated error and application to limit theorems, Arithmetic of (independent) sigma-fields on probability spaces, Singular perturbations involving fast diffusion, A multivariate functional limit theorem in weak \(M_1\) topology, Noisy Lagrangian tracers for filtering random rotating compressible flows, Random assignment processes: strong law of large numbers and de Finetti theorem, Discrete-space partial dynamic equations on time scales and applications to stochastic processes, Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration, Weak convergence of the past and future of Brownian motion given the present, Domains of weak continuity of statistical functionals with a view toward robust statistics, An Itō formula in the space of tempered distributions, Constructive Markov chains indexed by \(\mathbb Z\), Multivariate nonparametric test of independence, Translation invariant diffusions in the space of tempered distributions, Central limit theorems for moving average processes, Targeted campaign competition, loyal voters, and supermajorities, A note on the Birkhoff ergodic theorem, Random walks and Lévy processes as rough paths, One more approach to the convergence of the empirical process to the Brownian bridge, Nonuniversality in low-volume-fraction Ostwald ripening, Differential calculus for linear operators represented by finite signed measures and applications, A conjugate class of random probability measures based on tilting and with its posterior analysis, BSDEs driven by time-changed Lévy noises and optimal control, Diameters of random circulant graphs, Space-time continuous limit of random walks with hyperbolic scaling, Functional limit theorems for renewal shot noise processes with increasing response functions, Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise, Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems, \(L^p\)-maximal regularity of nonlocal parabolic equations and applications, On the effect of perturbation of conditional probabilities in total variation, Search trees: metric aspects and strong limit theorems, A functional CLT for the occupation time of a state-dependent branching random walk, Robust surgery loading, Goodness-of-fit tests via phi-divergences, Existence of independent random matching, Poisson-type deviation inequalities for curved continuous-time Markov chains, Noncolliding Brownian motion and determinantal processes, The lineage process in Galton-Watson trees and globally centered discrete snakes, From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions, Credit risk optimization using factor models, On lower tail probabilities of positive random sums, The exact law of large numbers via Fubini extension and characterization of insurable risks, A novel class of bivariate max-stable distributions, Compensator and exponential inequalities for some suprema of counting processes, Extremes of subexponential Lévy driven moving average processes, A multivariate empirical characteristic function test of independence with normal marginals, Donsker theorems for diffusions: necessary and sufficient conditions, Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative., Multiple maxima in multivariate samples, Asymptotic stability of empirical processes and related functionals, The continuum disordered pinning model, On infinitely divisible semimartingales, Two badly behaved percolation processes on a nonunimodular graph, Limit theorems for sums of heavy-tailed variables with random dependent weights, Fractional Lévy processes with an application to long memory moving average processes, A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs, Kingman's model with random mutation probabilities: convergence and condensation. II, Gaussian conditionally Markov sequences: modeling and characterization, Long term behavior of incomplete and time varying product ratings, A general Bayesian bootstrap for censored data based on the beta-Stacy process, A ``fractal solution to the chopstick auction, Markovianity and the Thompson monoid \(F^+\), Pricing extreme mortality risk in the wake of the COVID-19 pandemic, Inverse linear-quadratic discrete-time finite-horizon optimal control for indistinguishable homogeneous agents: a convex optimization approach, Spatial tightness at the edge of Gibbsian line ensembles, Dirichlet form analysis of the Jacobi process, Strong solution for 3D compressible liquid crystal system with random force, A central limit theorem for diffusion in sparse random graphs, Quasi-stationary distribution for Hamiltonian dynamics with singular potentials, Dynamic programming principle for classical and singular stochastic control with discretionary stopping, Generalized fractional Lévy processes with fractional Brownian motion limit, Height and the total mass of the forest of genealogical trees of a large population with general competition, The relation of spatial and tensor product of Arveson systems — the random set point of view, Construction of Levi processes on path spaces of Lie groups, A stochastic modified Beverton–Holt model with the Allee effect, Some Smoothing Properties of the Star Product of Copulas, Unnamed Item, Estimation of entropy-type integral functionals, Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective, Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration, Convergence of Stochastic Particle Systems Undergoing Advection and Coagulation, Mean–variance portfolio selection based on a generalized BNS stochastic volatility model, Asymptotic Behavior of Critical Primitive Multi-Type Branching Processes with Immigration, INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS, On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation, A random particle blob method for the Keller-Segel equation and convergence analysis, Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming, Asymptotic behavior of critical indecomposable multi-type branching processes with immigration, Approximate Ultrametricity for Random Measures and Applications to Spin Glasses, Pointless Learning, Fluid limit theorems for stochastic hybrid systems with application to neuron models, Positive quadrant dependence tests for copulas, The limiting shape of a full mailbox, Heavy Traffic Approximations of a Queue with Varying Service Rates and General Arrivals, Localization of quantum Bernoulli noises, A note on 𝐿₂-estimates for stable integrals with drift, Statistical properties of generalized discrepancies, Probability Approaches to Spatially Homogeneous Boltzmann Equations, A Method for Measuring Distance From a Training Data Set, Distribution-Invariant Risk Measures, Entropy, and Large Deviations, Gaussian Approximation of Conditional Elliptical Random Vectors, Asymptotic properties in ARCH(p)-time series, Extremes of regularly varying Lévy-driven mixed moving average processes, On a conditionally Poissonian graph process, DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY, Critical points of random polynomials with independent identically distributed roots, Privacy Aware Learning, Unnamed Item, Reversible Markov processes on general spaces and spatial migration processes, SMALL TIME ASYMPTOTICS FOR FLEMING–VIOT PROCESSES, Tightness and weak convergence for jump processes, Optimal Investment Under Information Driven Contagious Distress, Weak convergence of probability measures to Choquet capacity functionals, Asymptotic results for FGM random sequences, On the number of points near the multivariate maxima, Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs, On the maximal inequalities of Burkholder, Davis and Gundy, Functional convergence for moving averages with heavy tails and random coefficients, A Unifying Tutorial on Approximate Message Passing, Diffusion approximation of controlled branching processes using limit theorems for random step processes, Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients, Reconstruction of Sparse Polynomials via Quasi-Orthogonal Matching Pursuit Method, A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations, Dirichlet is natural, Unnamed Item, Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration, Asymptotic behavior of some factorizations of random words, A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations, Some results on convergence and distributions of fuzzy random variables, Poisson Point Process Convergence and Extreme Values in Stochastic Geometry, On Relevant Features Selection Based on Information Theory, Fractional Poisson processes of order \(k\) and beyond, A stochastic Allen–Cahn–Navier–Stokes model with inertial effects driven by multiplicative noise of jump type, The dynamics of Pareto distributed wealth in a small open economy, \(n\)-dimensional observables on \(k\)-perfect MV-algebras and \(k\)-perfect effect algebras. II: One-to-one correspondence, Countably piecewise monotonic surjection implicit dependence copulas, The distribution of the number of automorphisms of random trees, Integral kernels on complex symmetric spaces and for the Dyson Brownian Motion, A risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of models, The critical 2d stochastic heat flow, Random permutations and queues, Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations, A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes, Parameter estimation of discretely observed interacting particle systems, Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models, Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations, Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary, Inverse Problems for Discrete Heat Equations and Random Walks for a Class of Graphs, Moments of the 2D directed polymer in the subcritical regime and a generalisation of the Erdös-Taylor theorem, A generalized stochastic process: fractional \(G\)-Brownian motion, Spatial populations with seed-banks in random environment. III: Convergence towards mono-type equilibrium, The martingale problem method revisited, Estimating customer delay and tardiness sensitivity from periodic queue length observations, From Markov processes to semimartingales, Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps, Capacity of the range of random walks on groups