Probability theory. A comprehensive course
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Publication:5891083
central limit theoremmartingalesBrownian motionMarkov chainsconditional expectationmeasure theorylaws of large numbersstochastic integral
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Foundations of stochastic processes (60G05)
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- Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
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- Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter
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- Sanov-type large deviations in Schatten classes
- A random particle blob method for the Keller-Segel equation and convergence analysis
- Nonlinear continuous semimartingales
- Infinite-volume states with irreducible localization sets for gradient models on trees
- Extremal inhomogeneous Gibbs states for SOS-models and finite-spin models on trees
- Existence of Solutions for Deterministic Bilevel Games under a General Bayesian Approach
- The Differentiation Lemma and the Reynolds Transport Theorem for submanifolds with corners
- Probability Theory with Applications
- Stability analysis of a stochastic port-Hamiltonian car-following model
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- Origin-destination matrix estimation problem in a Markov chain approach
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- scientific article; zbMATH DE number 7733443 (Why is no real title available?)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
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- Collective bias models in two-tier voting systems and the democracy deficit
- Counting inversions and descents of random elements in finite Coxeter groups
- \(abc\) triples
- On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
- Circularly invariant uniformizable probability measures for linear transformations
- Spectral flatness and the volume of intersections of \(p\)-ellipsoids
- Estimation and simulation for multivariate tempered stable distributions
- Characterizing the asymptotic and catalytic stochastic orders on topological abelian groups
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers
- Generalizations of the centroid with an application in stochastic geometry
- A new computational framework for log-concave density estimation
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- Boundary crossing probabilities for the cumulative sample mean
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- Statistical solutions of hyperbolic systems of conservation laws: Numerical approximation
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- Birkhoff sum fluctuations in substitution dynamical systems
- On the boundary of the zero set of super-Brownian motion and its local time
- Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions
- On the vanishing viscosity limit of statistical solutions of the incompressible Navier-Stokes equations
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- A phase transition for preferential attachment models with additive fitness
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
- Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
- Large deviations for random walks on free products of finitely generated groups
- Quantum ergodicity on graphs: from spectral to spatial delocalization
- Are American options European after all?
- Empirical spectral measures of quantum graphs in the Benjamini-Schramm limit
- Numerical simulations for full history recursive multilevel Picard approximations for systems of high-dimensional partial differential equations
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- Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement
- Fluctuations of ergodic sums on periodic orbits under specification
- Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact support
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- Generalized Modes in Bayesian Inverse Problems
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