Pages that link to "Item:Q61365"

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

Displaying 50 items.

• Scaling limit for the diffusion exit problem in the Levinson case (Q617907) (← links)
• Stability of Feynman-Kac formulae with path-dependent potentials (Q617910) (← links)
• Large deviations for random dynamical systems and applications to hidden Markov models (Q617911) (← links)
• Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• Martingales and rates of presence in homogeneous fragmentations (Q617915) (← links)
• Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916) (← links)
• Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
• On confined McKean Langevin processes satisfying the mean no-permeability boundary condition (Q645593) (← links)
• Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
• A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
• A local limit theorem for a transient chaotic walk in a frozen environment (Q645598) (← links)
• On the stability and ergodicity of adaptive scaling Metropolis algorithms (Q645599) (← links)
• Recovery rates in investment-grade pools of credit assets: a large deviations analysis (Q645601) (← links)
• Nonparametric regression with martingale increment errors (Q645603) (← links)
• Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data (Q645604) (← links)
• Convergence of random series and the rate of convergence of the strong law of large numbers in game-theoretic probability (Q655314) (← links)
• On exit time of stable processes (Q655315) (← links)
• Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
• Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
• On regularity of invariant measures of multivalued stochastic differential equations (Q655318) (← links)
• Exponential ergodicity and regularity for equations with Lévy noise (Q655319) (← links)
• Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form (Q655320) (← links)
• Almost sure invariance principles via martingale approximation (Q655321) (← links)
• A Langevin process reflected at a partially elastic boundary. I (Q655323) (← links)
• Joint distribution of the process and its sojourn time in a half-line \([a,+\infty)\) for pseudo-processes driven by a high-order heat-type equation (Q655324) (← links)
• Slow and fast scales for superprocess limits of age-structured populations (Q655325) (← links)
• Crossing velocities for an annealed random walk in a random potential (Q655326) (← links)
• Asymptotic analysis of the optimal cost in some transportation problems with random locations (Q655327) (← links)
• 2D backward stochastic Navier-Stokes equations with nonlinear forcing (Q655328) (← links)
• A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals (Q655329) (← links)
• Strong approximation of partial sums under dependence conditions with application to dynamical systems (Q655330) (← links)
• Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension (Q655331) (← links)
• The central limit theorem for sums of trimmed variables with heavy tails (Q665434) (← links)
• Pathwise definition of second-order SDEs (Q665435) (← links)
• Properties of the limit shape for some last-passage growth models in random environments (Q665436) (← links)
• Moments, moderate and large deviations for a branching process in a random environment (Q665437) (← links)
• Large deviations of realized volatility (Q665439) (← links)
• On exceedances of high levels (Q665441) (← links)
• Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
• Effect of truncation on large deviations for heavy-tailed random vectors (Q665444) (← links)
• On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445) (← links)
• Weak approximation of \(G\)-expectations (Q665446) (← links)
• Flying randomly in \(\mathbb R^d\) with Dirichlet displacements (Q665447) (← links)
• High-density limits of hierarchically structured branching-diffusing populations (Q678370) (← links)
• Fourier analysis applied to SPDEs (Q678372) (← links)
• An almost sure central limit theorem for the overlap parameters in the Hopfield model (Q678374) (← links)
• Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane (Q678376) (← links)
• Asymptotic singular windings of ergodic diffusions (Q678377) (← links)
• Transition matrices with equal germs (Q678379) (← links)