Pages that link to "Item:Q61365"

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

Displaying 50 items.

• A random cell splitting scheme on the sphere (Q529430) (← links)
• Change of measure up to a random time: details (Q529431) (← links)
• Multidimensional Lévy white noise in weighted Besov spaces (Q529433) (← links)
• Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals (Q529435) (← links)
• New deviation inequalities for martingales with bounded increments (Q529436) (← links)
• Tail generating functions for extendable branching processes (Q529437) (← links)
• On the limiting law of the length of the longest common and increasing subsequences in random words (Q529438) (← links)
• Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noise (Q544482) (← links)
• Parameter estimation for the stochastically perturbed Navier-Stokes equations (Q544483) (← links)
• Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion processes (Q544486) (← links)
• Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (Q544488) (← links)
• Quantitative Breuer-Major theorems (Q544489) (← links)
• Locally stationary long memory estimation (Q544490) (← links)
• The speed of convergence of the threshold estimator of integrated variance (Q544491) (← links)
• Lévy random bridges and the modelling of financial information (Q544493) (← links)
• Phase transition on the degree sequence of a random graph process with vertex copying and deletion (Q544495) (← links)
• Erratum to: ``Regularly varying multivariate time series'' (Q544496) (← links)
• Exit time and invariant measure asymptotics for small noise constrained diffusions (Q544497) (← links)
• The small world effect on the coalescing time of random walks (Q544499) (← links)
• Convergence of a stochastic particle approximation for fractional scalar conservation laws (Q544501) (← links)
• Intrinsic volumes of the maximal polytope process in higher dimensional STIT tessellations (Q544502) (← links)
• Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
• Asymptotic and spectral properties of exponentially \(\phi\)-ergodic Markov processes (Q544504) (← links)
• Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
• Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
• Ruin probability in the Cramér-Lundberg model with risky investments (Q544507) (← links)
• Conditional distribution of heavy tailed random variables on large deviations of their sum (Q544509) (← links)
• Green function estimates for relativistic stable processes in half-space-like open sets (Q544510) (← links)
• Corrigendum to ``On suprema of Lévy processes with light tails'' (Q544512) (← links)
• Multivariate operator-self-similar random fields (Q544513) (← links)
• Constructions of coupling processes for Lévy processes (Q544515) (← links)
• Spectral estimation of the Lévy density in partially observed affine models (Q544516) (← links)
• Transition density estimates for jump Lévy processes (Q544517) (← links)
• The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
• On the local time of random walk on the 2-dimensional comb (Q544520) (← links)
• The prolific backbone for supercritical superprocesses (Q544521) (← links)
• Riesz transform and integration by parts formulas for random variables (Q544522) (← links)
• Systems of stochastic partial differential equations with reflection: existence and uniqueness (Q544523) (← links)
• Quasi-invariant stochastic flows of SDEs with non-smooth drifts on compact manifolds (Q544524) (← links)
• Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula (Q544525) (← links)
• Smoluchowski's equation: rate of convergence of the Marcus-Lushnikov process (Q544526) (← links)
• Optimal stopping for non-linear expectations. I (Q550129) (← links)
• Optimal stopping for non-linear expectations. II (Q550130) (← links)
• Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
• On the limit law of a random walk conditioned to reach a high level (Q550133) (← links)
• Hitting and returning to rare events for all alpha-mixing processes (Q550135) (← links)
• Lagging and leading coupled continuous time random walks, renewal times and their joint limits (Q550136) (← links)
• Some new almost sure results on the functional increments of the uniform empirical process (Q550137) (← links)
• Long-term behaviour of a cyclic catalytic branching system (Q550139) (← links)
• Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications (Q550141) (← links)