Pages that link to "Item:Q61365"
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The following pages link to Stochastic Processes and their Applications (Q61365):
Displaying 50 items.
- A sharp estimate for cover times on binary trees (Q424523) (← links)
- Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526) (← links)
- Central limit theorem for Markov processes with spectral gap in the Wasserstein metric (Q424528) (← links)
- Harmonic deformation of Delaunay triangulations (Q424530) (← links)
- On the 3-D stochastic magnetohydrodynamic-\(\alpha\) model (Q424532) (← links)
- Optimal detection of a hidden target: the median rule (Q424533) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes (Q429283) (← links)
- Hunt's hypothesis (H) and Getoor's conjecture for Lévy processes (Q429286) (← links)
- On the limit distributions of continuous-state branching processes with immigration (Q429288) (← links)
- 2-microlocal analysis of martingales and stochastic integrals (Q429291) (← links)
- Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula (Q429294) (← links)
- Conditions for the existence of quasi-stationary distributions for birth-death processes with killing (Q429295) (← links)
- An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory (Q429296) (← links)
- Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times (Q429298) (← links)
- Erratum to ``Nonparametric estimation of the stationary density and the transition density of a Markov chain'' (Q429299) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- Strong and weak orders in averaging for SPDEs (Q432500) (← links)
- Subcritical branching processes in a random environment without the Cramer condition (Q432502) (← links)
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Sampling per mode for rare event simulation in switching diffusions (Q432507) (← links)
- Stochastic variational inequalities with oblique subgradients (Q432510) (← links)
- On the number of empty boxes in the Bernoulli sieve. II. (Q432511) (← links)
- On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
- On the semimartingale nature of Feller processes with killing (Q432514) (← links)
- The law of large numbers for self-exciting correlated defaults (Q436290) (← links)
- Relative stability in strictly stationary random sequences (Q436291) (← links)
- The cutoff phenomenon for Ehrenfest chains (Q436294) (← links)
- Stitching pairs of Lévy processes into harnesses (Q436295) (← links)
- Optimal martingale measures for defaultable assets (Q436296) (← links)
- Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions (Q436302) (← links)
- Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
- On the asymptotics of locally dependent point processes (Q444347) (← links)
- The complete convergence theorem holds for contact processes in a random environment on \({\mathbb Z}^d \times {\mathbb Z}^{+}\) (Q444348) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Invariance principles for Galton-Watson trees conditioned on the number of leaves (Q444351) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- Implicit renewal theorem for trees with general weights (Q444354) (← links)
- Stochastic processes with proportional increments and the last-arrival problem (Q444355) (← links)
- On symmetric and skew Bessel processes (Q444357) (← links)
- On a stochastic partial differential equation with a fractional Laplacian operator (Q444358) (← links)
- Asymptotic risks of Viterbi segmentation (Q444360) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process (Q449228) (← links)
- Large deviations for invariant measures of SPDEs with two reflecting walls (Q449229) (← links)
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
