Pages that link to "Item:Q61365"

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

Displaying 50 items.

• Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
• On a renewal process average (Q678384) (← links)
• The free energy of the random walk pinning model (Q679607) (← links)
• Central limit theorem for functionals of a generalized self-similar Gaussian process (Q679608) (← links)
• The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields (Q679610) (← links)
• Limit theorems for critical first-passage percolation on the triangular lattice (Q679612) (← links)
• Conjugate processes: theory and application to risk forecasting (Q681983) (← links)
• Martingale problems for some degenerate Kolmogorov equations (Q681984) (← links)
• On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
• On a notion of partially conditionally identically distributed sequences (Q681988) (← links)
• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• Hausdorff measure of SLE curves (Q681990) (← links)
• Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991) (← links)
• On the block counting process and the fixation line of the Bolthausen-Sznitman coalescent (Q681993) (← links)
• Time change equations for Lévy-type processes (Q681994) (← links)
• Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
• The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
• The asymptotic smile of a multiscaling stochastic volatility model (Q681999) (← links)
• A limit theorem for tagged particles in a class of self-organizing particle systems (Q689159) (← links)
• Splitting at the infimum and excursions in half-lines for random walks and Lévy processes (Q689160) (← links)
• Sample function properties of two-parameter Markov processes (Q689163) (← links)
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes (Q689165) (← links)
• A generalization of the Kalman filter to models with infinite variance (Q689167) (← links)
• Kernel estimation for additive models under dependence (Q689169) (← links)
• On the central limit theorem for an ergodic Markov chain (Q689171) (← links)
• On pathwise rate conservation for a class of semi-martingales (Q689175) (← links)
• On hitting times for jump-diffusion processes with past dependent local characteristics (Q689177) (← links)
• On the order of convergence in linear mean estimation of weakly stationary stochastic processes (Q689180) (← links)
• On the increments of Wiener process -- a look through subsequences (Q689183) (← links)
• An addendum to ``A limitation of Markov representation for stationary processes'' (Q689185) (← links)
• A path decomposition for Lévy processes (Q689457) (← links)
• On a weighted embedding for pontograms (Q689458) (← links)
• Rates of convergence to Brownian local time (Q689459) (← links)
• A law of the iterated logarithm for stochastic integrals (Q689461) (← links)
• On the time a diffusion process spends along a line (Q689463) (← links)
• Self-organization and a.s. convergence of the one-dimensional Kohonen algorithm with non-uniformly distributed stimuli (Q689465) (← links)
• Multiscale analysis of Gaussian Markov processes of order \(p\) on (0,1) (Q689467) (← links)
• Limit theorems for cumulative processes (Q689468) (← links)
• A functional limit theorem for trimmed sums (Q689469) (← links)
• Spectral estimates and stable processes (Q689470) (← links)
• A large deviation result for the least squares estimators in nonlinear regression (Q689473) (← links)
• Spectral representation of intrinsically stationary fields (Q713203) (← links)
• Global alignment of molecular sequences via ancestral state reconstruction (Q713206) (← links)
• \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition (Q713208) (← links)
• Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
• An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes (Q713210) (← links)
• Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing (Q713212) (← links)
• On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
• On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs (Q713215) (← links)
• The point process approach for fractionally differentiated random walks under heavy traffic (Q713216) (← links)