Pages that link to "Item:Q61365"
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The following pages link to Stochastic Processes and their Applications (Q61365):
Displayed 50 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- Large deviations for Bernstein bridges (Q265634) (← links)
- Concentration for Poisson functionals: component counts in random geometric graphs (Q265636) (← links)
- Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
- Large deviations for power-law thinned Lévy processes (Q265642) (← links)
- Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets (Q265644) (← links)
- Frequently visited sites of the inner boundary of simple random walk range (Q265646) (← links)
- Nonparametric estimation of the division rate of an age dependent branching process (Q265648) (← links)
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- A CLT for multi-dimensional martingale differences in a lexicographic order (Q265652) (← links)
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- Metastable states, quasi-stationary distributions and soft measures (Q271842) (← links)
- The distribution of the quasispecies for a Moran model on the sharp peak landscape (Q271844) (← links)
- Locally stationary Hawkes processes (Q271846) (← links)
- Bootstrap random walks (Q271849) (← links)
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
- Limit theorems for weighted Bernoulli random fields under Hannan's condition (Q271857) (← links)
- Branching within branching: a model for host-parasite co-evolution (Q271859) (← links)
- On the functional CLT for stationary Markov chains started at a point (Q271861) (← links)
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Exponential extinction time of the contact process on finite graphs (Q271872) (← links)
- Risk-consistent conditional systemic risk measures (Q271876) (← links)
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Affine realizations with affine state processes for stochastic partial differential equations (Q271881) (← links)
- Statistical inference for time-changed Lévy processes via Mellin transform approach (Q271884) (← links)
- Simulation of BSDEs with jumps by Wiener chaos expansion (Q271886) (← links)
- Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise (Q271887) (← links)
- The multifractal nature of Boltzmann processes (Q288825) (← links)
- An individual-based model for the Lenski experiment, and the deceleration of the relative fitness (Q288828) (← links)
- Some fluctuation results for weakly interacting multi-type particle systems (Q288830) (← links)
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- Averaging along irregular curves and regularisation of ODEs (Q288834) (← links)
- Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
- Evolutionary games on the torus with weak selection (Q288839) (← links)
- Fractal dimensions of rough differential equations driven by fractional Brownian motions (Q288841) (← links)
- Berry-Esseen type estimates for nonconventional sums (Q288843) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Hawkes and INAR(\(\infty\)) processes (Q288846) (← links)
- Equivalence of a mixing condition and the LSI in spin systems with infinite range interaction (Q311979) (← links)
- Stochastic Newton equation in strong potential limit (Q311981) (← links)
- Volatility of Boolean functions (Q311982) (← links)
- Spectral estimation for diffusions with random sampling times (Q311984) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Gaussian bounds and collisions of variable speed random walks on lattices with power law conductances (Q311988) (← links)
- Rate of convergence in first-passage percolation under low moments (Q311990) (← links)