Pages that link to "Item:Q61365"

The following pages link to Stochastic Processes and their Applications (Q61365):

Displaying 50 items.

• Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (Q449231) (← links)
• On the Markov property of some Brownian martingales (Q449234) (← links)
• From Sturm-Liouville problems to fractional and anomalous diffusions (Q449235) (← links)
• Hoeffding's inequality for supermartingales (Q449236) (← links)
• Random pinning model with finite range correlations: disorder relevant regime (Q449238) (← links)
• Fractional \(P(\phi)_1\)-processes and Gibbs measures (Q449239) (← links)
• On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
• Convergence of a misanthrope process to the entropy solution of 1D problems (Q454856) (← links)
• Linear prediction in functional data analysis (Q454858) (← links)
• Consensus in the two-state Axelrod model (Q454860) (← links)
• The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
• Total variation approximation for quasi-equilibrium distributions. II (Q454863) (← links)
• Coalescence in the recent past in rapidly growing populations (Q454864) (← links)
• Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
• Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
• On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
• Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
• Derandomization in game-theoretic probability (Q468727) (← links)
• Deviation inequalities for separately Lipschitz functionals of iterated random functions (Q468728) (← links)
• Homogenization of parabolic equations with large time-dependent random potential (Q468729) (← links)
• Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
• A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations (Q468732) (← links)
• Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions (Q468735) (← links)
• Maximums on trees (Q468736) (← links)
• Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information (Q468738) (← links)
• Approximating the value functions for stochastic differential games with the ones having bounded second derivatives (Q468739) (← links)
• The distribution of the quasispecies for the Wright-Fisher model on the sharp peak landscape (Q468740) (← links)
• Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
• Continuous-time limit of repeated interactions for a system in a confining potential (Q468744) (← links)
• Quadratic covariation estimates in non-smooth stochastic calculus (Q468746) (← links)
• Phase transition for finite-speed detection among moving particles (Q468747) (← links)
• Gibbs-non-Gibbs dynamical transitions for mean-field interacting Brownian motions (Q468749) (← links)
• Limit theorems and governing equations for Lévy walks (Q491171) (← links)
• Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
• A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176) (← links)
• Factorization formulas for 2D critical percolation, revisited (Q491177) (← links)
• On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) (Q491179) (← links)
• Simple examples of pure-jump strict local martingales (Q491181) (← links)
• Asymptotic structure and singularities in constrained directed graphs (Q491183) (← links)
• Spinning Brownian motion (Q491185) (← links)
• Reflected BSDEs on filtered probability spaces (Q491186) (← links)
• Martingale representation property in progressively enlarged filtrations (Q491187) (← links)
• Max-stable processes and stationary systems of Lévy particles (Q491189) (← links)
• Convex hulls of random walks and their scaling limits (Q491191) (← links)
• On the number of large triangles in the Brownian triangulation and fragmentation processes (Q491192) (← links)
• Space-time fractional stochastic partial differential equations (Q491909) (← links)
• Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912) (← links)
• Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients (Q491913) (← links)
• Superdiffusive and subdiffusive exceptional times in the dynamical discrete web (Q491915) (← links)
• Moment bounds for dependent sequences in smooth Banach spaces (Q491917) (← links)