Pages that link to "Item:Q61365"

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

Displaying 50 items.

• Biased random walk in a one-dimensional percolation model (Q734642) (← links)
• Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
• A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles (Q734647) (← links)
• The swapping algorithm for the Hopfield model with two patterns (Q734648) (← links)
• An empirical central limit theorem in L\(^1\) for stationary sequences (Q734650) (← links)
• Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection (Q734651) (← links)
• Averaging of stochastic flows: twist maps and escape from resonance (Q734652) (← links)
• A connection between extreme value theory and long time approximation of SDEs (Q734653) (← links)
• Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
• Rescaled weighted random ball models and stable self-similar random fields (Q734656) (← links)
• Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds (Q734657) (← links)
• Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent (Q734658) (← links)
• New techniques for empirical processes of dependent data (Q734659) (← links)
• Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
• On the dependence structure of wavelet coefficients for spherical random fields (Q734663) (← links)
• A central limit theorem for isotropic flows (Q734664) (← links)
• Symmetric martingales and symmetric smiles (Q734666) (← links)
• Tree structured independence for exponential Brownian functionals (Q734668) (← links)
• Reflection principle and Ocone martingales (Q734669) (← links)
• The gap between Gromov-Vague and Gromov-Hausdorff-vague topology (Q737166) (← links)
• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
• Discretely sampled signals and the rough Hoff process (Q737171) (← links)
• Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172) (← links)
• Exact convergence rates in central limit theorems for a branching random walk with a random environment in time (Q737173) (← links)
• Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
• Convergence, unanimity and disagreement in majority dynamics on unimodular graphs and random graphs (Q737177) (← links)
• On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
• An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order (Q737179) (← links)
• The sequential empirical process of a random walk in random scenery (Q737180) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Max-stable random sup-measures with comonotonic tail dependence (Q737183) (← links)
• On weak convergence of stochastic heat equation with colored noise (Q737184) (← links)
• Ergodicity for time-changed symmetric stable processes (Q740185) (← links)
• Limiting distribution for the maximal standardized increment of a random walk (Q740186) (← links)
• Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
• Backward SDEs driven by Gaussian processes (Q740188) (← links)
• A general study of extremes of stationary tessellations with examples (Q740189) (← links)
• Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
• Information, no-arbitrage and completeness for asset price models with a change point (Q740193) (← links)
• Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
• Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in \(C^{1, \eta}\) open sets (Q740195) (← links)
• Generalized Gaussian bridges (Q740196) (← links)
• An excursion approach to maxima of the Brownian bridge (Q740197) (← links)
• The multifractal nature of Volterra-Lévy processes (Q740198) (← links)
• Random walks in the quarter plane, discrete harmonic functions and conformal mappings (Q740663) (← links)
• Non-homogeneous random walks on a semi-infinite strip (Q740664) (← links)
• Splitting trees with neutral mutations at birth (Q740665) (← links)
• Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
• Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)