Pages that link to "Item:Q61365"
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The following pages link to Stochastic Processes and their Applications (Q61365):
Displaying 50 items.
- Quasi-stationary distributions and Yaglom limits of self-similar Markov processes (Q713217) (← links)
- The scaling limit of Poisson-driven order statistics with applications in geometric probability (Q713218) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Hybrid Monte Carlo on Hilbert spaces (Q719371) (← links)
- Convergence to type I distribution of the extremes of sequences defined by random difference equation (Q719372) (← links)
- Large deviations for the local fluctuations of random walks (Q719376) (← links)
- Almost sure asymptotics for the local time of a diffusion in Brownian environment (Q719377) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
- Absolute continuity under flows generated by SDE with measurable drift coefficients (Q719381) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- DNA approach to scenery reconstruction (Q719766) (← links)
- A non-ergodic probabilistic cellular automaton with a unique invariant measure (Q719767) (← links)
- Context tree selection: a unifying view (Q719769) (← links)
- Convergence of a queueing system in heavy traffic with general patience-time distributions (Q719770) (← links)
- Markov chain mixing time on cycles (Q719772) (← links)
- Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems (Q719773) (← links)
- Extremes of Gaussian processes with a smooth random variance (Q719775) (← links)
- Rearrangements of Gaussian fields (Q719776) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- Multi-operator scaling random fields (Q719779) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Harnack inequalities for functional SDEs with multiplicative noise and applications (Q719781) (← links)
- Corrigendum to ``Constructions of coupling processes for Lévy processes'' (Q719782) (← links)
- Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation (Q730341) (← links)
- Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact support (Q730342) (← links)
- Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
- Decorated Young tableaux and the poissonized Robinson-Schensted process (Q730345) (← links)
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- Generalized Poland-Scheraga denaturation model and two-dimensional renewal processes (Q730349) (← links)
- Time inhomogeneity in longest gap and longest run problems (Q730351) (← links)
- Common ancestor type distribution: a Moran model and its deterministic limit (Q730352) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355) (← links)
- Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (Q730357) (← links)
- Some rigorous results on semiflexible polymers. I: Free and confined polymers (Q734626) (← links)
- Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment (Q734628) (← links)
- Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
- Local independence of fractional Brownian motion (Q734630) (← links)
- Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
- Occupation times of subcritical branching immigration systems with Markov motions (Q734632) (← links)
- Stochastic representation of subdiffusion processes with time-dependent drift (Q734633) (← links)
- Optimal stopping with irregular reward functions (Q734634) (← links)
- Discrete-time random motion in a continuous random medium (Q734635) (← links)
- A strictly stationary, \(N\)-tuplewise independent counterexample to the central limit theorem (Q734636) (← links)
- On Hölder solutions of the integro-differential Zakai equation (Q734637) (← links)
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion (Q734638) (← links)
- Fluctuations in the Ising model on a sparse random graph (Q734640) (← links)
