Stochastic Processes and their ApplicationsAn Official Journal of the Bernoulli Society for Mathematical Statistics and Probability Short Title: Stochastic Processes Appl. Publisher: Elsevier (North-Holland), Amsterdam ISSN: 0304-4149 Online: http://www.sciencedirect.com/science/journal/03044149 Comments: Indexed cover-to-cover Documents Indexed: 4,880 Publications (since 1973) References Indexed: 4,764 Publications with 103,240 References. all top 5 Latest Issues 156 (2023) 155 (2023) 154 (2022) 153 (2022) 152 (2022) 151 (2022) 150 (2022) 149 (2022) 148 (2022) 147 (2022) 146 (2022) 145 (2022) 144 (2022) 143 (2022) 142 (2021) 141 (2021) 140 (2021) 139 (2021) 138 (2021) 137 (2021) 136 (2021) 135 (2021) 134 (2021) 133 (2021) 132 (2021) 130, No. 12 (2020) 130, No. 11 (2020) 130, No. 10 (2020) 130, No. 9 (2020) 130, No. 8 (2020) 130, No. 7 (2020) 130, No. 6 (2020) 130, No. 5 (2020) 130, No. 4 (2020) 130, No. 3 (2020) 130, No. 2 (2020) 130, No. 1 (2020) 129, No. 12 (2019) 129, No. 11 (2019) 129, No. 10 (2019) 129, No. 9 (2019) 129, No. 8 (2019) 129, No. 7 (2019) 129, No. 6 (2019) 129, No. 5 (2019) 129, No. 4 (2019) 129, No. 3 (2019) 129, No. 2 (2019) 129, No. 1 (2019) 128, No. 12 (2018) 128, No. 11 (2018) 128, No. 10 (2018) 128, No. 9 (2018) 128, No. 8 (2018) 128, No. 7 (2018) 128, No. 5 (2018) 128, No. 4 (2018) 128, No. 3 (2018) 128, No. 2 (2018) 128, No. 1 (2018) 127, No. 12 (2017) 127, No. 11 (2017) 127, No. 10 (2017) 127, No. 9 (2017) 127, No. 8 (2017) 127, No. 7 (2017) 127, No. 6 (2017) 127, No. 5 (2017) 127, No. 4 (2017) 127, No. 3 (2017) 127, No. 2 (2017) 127, No. 1 (2017) 126, No. 12 (2016) 126, No. 11 (2016) 126, No. 10 (2016) 126, No. 9 (2016) 126, No. 8 (2016) 126, No. 7 (2016) 126, No. 6 (2016) 126, No. 5 (2016) 126, No. 4 (2016) 126, No. 3 (2016) 126, No. 2 (2016) 126, No. 1 (2016) 125, No. 12 (2015) 125, No. 11 (2015) 125, No. 10 (2015) 125, No. 9 (2015) 125, No. 8 (2015) 125, No. 7 (2015) 125, No. 6 (2015) 125, No. 5 (2015) 125, No. 4 (2015) 125, No. 3 (2015) 125, No. 2 (2015) 125, No. 1 (2015) 124, No. 12 (2014) 124, No. 11 (2014) 124, No. 10 (2014) 124, No. 9 (2014) ...and 319 more Volumes all top 5 Authors 37 Nualart, David 25 Mikosch, Thomas 24 Samorodnitsky, Gennady Pinkhosovich 23 Taqqu, Murad S. 21 Resnick, Sidney Ira 21 Zhang, Tusheng S. 20 Kim, Panki 19 Durrett, Richard Timothy 19 Horváth, Lajos 17 Kyprianou, Andreas E. 16 Csörgő, Miklós 16 Maller, Ross Arthur 16 Tindel, Samy 16 Yor, Marc 15 Davis, Richard A. 15 Hu, Ying 15 Imkeller, Peter 15 Révész, Pál 15 Shi, Zhan 15 Słomiński, Leszek 15 Song, Renming 14 Asmussen, Søren 14 Csáki, Endre 14 Ferrari, Pablo Augusto 14 Hüsler, Jürg 14 Liu, Quansheng 14 Surgailis, Donatas 14 Wang, Feng-Yu 13 Alsmeyer, Gerold 13 Bayraktar, Erhan 13 Chen, Zhen-Qing 13 Iksanov, Aleksander M. 13 Khoshnevisan, Davar 13 Peligrad, Magda 13 Shao, Qi-Man 13 Vallois, Pierre 13 Vares, Maria Eulalia 12 Albeverio, Sergio A. 12 Budhiraja, Amarjit S. 12 Jeanblanc, Monique 12 Klüppelberg, Claudia 12 Merlevède, Florence 12 Orsingher, Enzo 12 Volný, Dalibor 12 Wang, Jian 12 Xiao, Yimin 12 Yoshida, Nakahiro 12 Zhang, Xicheng 11 Dawson, Donald Andrew 11 Hall, Peter Gavin 11 Hambly, Ben M. 11 Heyde, Christopher Charles 11 Krylov, Nicolaĭ Vladimirovich 11 Meerschaert, Mark Marvin 11 Pakes, Anthony G. 11 Peng, Shige 11 Roberts, Gareth O. 10 Adler, Robert Joseph 10 Berkes, István 10 Bouchard, Bruno 10 de Haan, Laurens 10 Hsing, Tailen 10 Jacod, Jean 10 Kabluchko, Zakhar A. 10 Podolskij, Mark 10 Rosen, Jay S. 10 Russo, Francesco 9 Albin, J. M. P. 9 Bass, Richard F. 9 Bojdecki, Tomasz 9 Braverman, Michael Sh. 9 Brown, Timothy C. 9 Bryc, Włodzimierz 9 Dai Pra, Paolo 9 Dedecker, Jérôme 9 den Hollander, Frank 9 Doukhan, Paul 9 Khas’minskiĭ, Rafail Zalmanovich 9 Kim, KyeongHun 9 Landim, Claudio 9 Last, Günter 9 Ma, Jin 9 Mao, Xuerong 9 Pardoux, Etienne 9 Pham, Huyên 9 Piterbarg, Vladimir Il’ich 9 Röckner, Michael 9 Sidoravicius, Vladas 9 Thorisson, Hermann 9 Touzi, Nizar 9 Wang, Yizao 9 Wu, Wei Biao 9 Xiong, Jie 9 Zeitouni, Ofer 8 Barbour, Andrew David 8 Bertoin, Jean 8 Bruss, Franz Thomas 8 Cambanis, Stamatis 8 Daley, Daryl John 8 Damek, Ewa ...and 4,290 more Authors all top 5 Fields 4,558 Probability theory and stochastic processes (60-XX) 768 Statistics (62-XX) 345 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 295 Partial differential equations (35-XX) 270 Statistical mechanics, structure of matter (82-XX) 213 Systems theory; control (93-XX) 170 Numerical analysis (65-XX) 143 Biology and other natural sciences (92-XX) 132 Operations research, mathematical programming (90-XX) 99 Dynamical systems and ergodic theory (37-XX) 83 Calculus of variations and optimal control; optimization (49-XX) 82 Combinatorics (05-XX) 72 Operator theory (47-XX) 69 Measure and integration (28-XX) 57 Ordinary differential equations (34-XX) 43 Global analysis, analysis on manifolds (58-XX) 39 Fluid mechanics (76-XX) 37 Computer science (68-XX) 36 Potential theory (31-XX) 31 Linear and multilinear algebra; matrix theory (15-XX) 25 Functional analysis (46-XX) 24 Harmonic analysis on Euclidean spaces (42-XX) 21 Real functions (26-XX) 20 Integral equations (45-XX) 20 Information and communication theory, circuits (94-XX) 16 Special functions (33-XX) 15 Number theory (11-XX) 13 History and biography (01-XX) 12 Approximations and expansions (41-XX) 12 Integral transforms, operational calculus (44-XX) 12 Convex and discrete geometry (52-XX) 12 Quantum theory (81-XX) 10 Differential geometry (53-XX) 7 Functions of a complex variable (30-XX) 7 Mechanics of particles and systems (70-XX) 5 Difference and functional equations (39-XX) 4 Mathematical logic and foundations (03-XX) 4 Topological groups, Lie groups (22-XX) 4 Sequences, series, summability (40-XX) 3 General and overarching topics; collections (00-XX) 3 Group theory and generalizations (20-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Algebraic topology (55-XX) 3 Mechanics of deformable solids (74-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 Field theory and polynomials (12-XX) 2 General topology (54-XX) 2 Manifolds and cell complexes (57-XX) 2 Geophysics (86-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Associative rings and algebras (16-XX) 1 Abstract harmonic analysis (43-XX) 1 Geometry (51-XX) 1 Optics, electromagnetic theory (78-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4,164 Publications have been cited 48,997 times in 30,236 Documents Cited by ▼ Year ▼ Martingales and stochastic integrals in the theory of continuous trading. Zbl 0482.60097Harrison, J. Michael; Pliska, Stanley R. 567 1981 Environmental Brownian noise suppresses explosions in population dynamics. Zbl 1058.60046Mao, Xuerong; Marion, Glenn; Renshaw, Eric 454 2002 The coalescent. Zbl 0491.60076Kingman, J. F. C. 428 1982 Stability of stochastic differential equations with Markovian switching. Zbl 0962.60043Mao, Xuerong 326 1999 Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation. Zbl 1158.60023Peng, Shige 237 2008 Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 221 2003 Heat kernel estimates for stable-like processes on \(d\)-sets. Zbl 1075.60556Chen, Zhen-Qing; Kumagai, Takashi 220 2003 Subexponentiality of the product of independent random variables. Zbl 0799.60015Cline, D. B. H.; Samorodnitsky, G. 204 1994 Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Zbl 1071.60059Bouchard, Bruno; Touzi, Nizar 201 2004 Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Zbl 1075.60072Mattingly, J. C.; Stuart, A. M.; Higham, D. J. 196 2002 \(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L. 188 2003 Microstructure noise in the continuous case: the pre-averaging approach. Zbl 1166.62078Jacod, Jean; Li, Yingying; Mykland, Per A.; Podolskij, Mark; Vetter, Mathias 182 2009 Tempering stable processes. Zbl 1118.60037Rosiński, Jan 177 2007 Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037Asmussen, Søren; Avram, Florin; Pistorius, Martijn R. 168 2004 Regular variation of GARCH processes. Zbl 1060.60033Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas 166 2002 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020Doukhan, P.; Louhichi, S. 162 1999 Dynamic coherent risk measures. Zbl 1114.91055Riedel, Frank 144 2004 Some mixing properties of time series models. Zbl 0564.62068Pham, Tuan D.; Tran, Lanh T. 138 1985 Strong approximation theorems for density dependent Markov chains. Zbl 0373.60085Kurtz, Thomas G. 138 1978 Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022Buckdahn, Rainer; Li, Juan; Peng, Shige 136 2009 Asymptotic properties of realized power variations and related functionals of semimartingales. Zbl 1142.60022Jacod, Jean 130 2008 Functional limit theorems for multitype branching processes and generalized Pólya urns. Zbl 1075.60109Janson, Svante 128 2004 Long-time behaviour of a stochastic prey–predator model. Zbl 1075.60539Rudnicki, Ryszard 122 2003 Chaotic and predictable representations for Lévy processes. Zbl 1047.60088Nualart, David; Schoutens, Wim 121 2000 Nonparametric regression estimation for dependent functional data: asymptotic normality. Zbl 1101.62031Masry, Elias 121 2005 A stochastic calculus model of continuous trading: Complete markets. Zbl 0511.60094Harrison, J. Michael; Pliska, Stanley R. 118 1983 Maximum-likelihood estimation for hidden Markov models. Zbl 0738.62081Leroux, Brian G. 114 1992 Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise. Zbl 1117.60064Sritharan, S. S.; Sundar, P. 110 2006 On the optimal stopping problem for one-dimensional diffusions. Zbl 1075.60524Dayanik, Savas; Karatzas, Ioannis 110 2003 Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients. Zbl 0835.60049Mao, Xuerong 107 1995 On convolution tails. Zbl 0487.60016Embrechts, Paul; Goldie, Charles M. 101 1982 On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042Delarue, François 101 2002 M-estimation for autoregression with infinite variance. Zbl 0801.62081Davis, Richard A.; Knight, Keith; Liu, Jian 99 1992 A universal result in almost sure central limit theory. Zbl 1053.60022Berkes, István; Csáki, Endre 98 2001 Triangular array limits for continuous time random walks. Zbl 1153.60023Meerschaert, Mark M.; Scheffler, Hans-Peter 98 2008 Razumikhin-type theorems on exponential stability of stochastic functional differential equations. Zbl 0889.60062Mao, X. 97 1996 Asymptotic behaviour of Wiener-Hopf factors of a random walk. Zbl 0353.60073Veraverbeke, N. 96 1977 Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 96 2011 Backward stochastic differential equations with jumps and related nonlinear expectations. Zbl 1110.60062Royer, Manuela 95 2006 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 93 2007 Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1176.60043Gao, Fuqing 93 2009 Selecting the optimal sample fraction in univariate extreme value estimation. Zbl 0926.62013Drees, Holger; Kaufmann, Edgar 91 1998 A random walk on \(p\)-adics – the generator and its spectrum. Zbl 0810.60065Albeverio, Sergio; Karwowski, Witold 90 1994 Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations. Zbl 1096.60026Peng, Shige; Zhu, Xuehong 90 2006 Regularly varying multivariate time series. Zbl 1161.60319Basrak, Bojan; Segers, Johan 90 2009 Brownian analogues of Burke’s theorem. Zbl 1058.60078O’Connell, Neil; Yor, Marc 89 2001 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 88 2008 Option hedging for semimartingales. Zbl 0735.90028Schweizer, Martin 86 1991 On generalized multiplicative cascades. Zbl 1028.60087Liu, Quansheng 85 2000 On the Kullback-Leibler information divergence of locally stationary processes. Zbl 0849.60032Dahlhaus, R. 84 1996 BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. Zbl 1075.60534El-Karoui, N.; Hamadène, S. 82 2003 Optimal trading strategy for an investor: the case of partial information. Zbl 0934.91021Lakner, Peter 81 1998 Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type. Zbl 0533.60021Sato, Ken-iti; Yamazato, Makoto 81 1984 Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. Zbl 1047.60059Wu, Liming 80 2001 Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541Yuan, Chenggui; Mao, Xuerong 80 2003 Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Zbl 0612.62127Collomb, Gérard; Härdle, Wolfgang 79 1986 Stopping times and related Itô’s calculus with \(G\)-Brownian motion. Zbl 1225.60088Li, Xinpeng; Peng, Shige 79 2011 On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042Veretennikov, A. Yu. 78 1997 Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034Douc, Randal; Fort, Gersende; Guillin, Arnaud 78 2009 Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070Jarner, Søren Fiig; Hansen, Ernst 77 2000 Nonparametric regression with long-range dependence. Zbl 0713.62048Hall, Peter; Hart, Jeffrey D. 76 1990 Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058Gyöngy, István 76 1998 On solutions of backward stochastic differential equations with jumps and applications. Zbl 0890.60049Situ, Rong 76 1997 Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040Nyrhinen, Harri 76 2001 Regularization of differential equations by fractional noise. Zbl 1075.60536Nualart, David; Ouknine, Youssef 76 2002 Extremes of a certain class of Gaussian processes. Zbl 0997.60057Hüsler, J.; Piterbarg, V. 76 1999 Strong approximations for epidemic models. Zbl 0823.92024Ball, Frank; Donnelly, Peter 75 1995 Multivariate regression estimation: Local polynomial fitting for time series. Zbl 0889.60039Masry, E. 75 1996 Backward stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1300.60074Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng 75 2014 On smoothed probability density estimation for stationary processes. Zbl 0588.62156Castellana, J. V.; Leadbetter, M. R. 75 1986 Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. Zbl 0315.60035Tweedie, Richard L. 74 1975 Power tailed ruin probabilities in the presence of risky investments. Zbl 1058.60095Kalashnikov, Vladimir; Norberg, Ragnar 74 2002 Additional logarithmic utility of an insider. Zbl 0934.91020Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin 73 1998 Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G. 73 1989 Nonparametric regression estimation under mixing conditions. Zbl 0699.62038Roussas, George G. 73 1990 Some limit theorems for Hawkes processes and application to financial statistics. Zbl 1292.60032Bacry, E.; Delattre, S.; Hoffmann, M.; Muzy, J. F. 73 2013 Risk theory in a stochastic economic environment. Zbl 0777.62098Paulsen, Jostein 73 1993 Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps. Zbl 1118.60070Masuda, Hiroki 72 2007 Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041Mao, Xuerong; Shen, Yi; Yuan, Chenggui 72 2008 Itô’s stochastic calculus: its surprising power for applications. Zbl 1202.60079Kunita, Hiroshi 72 2010 Estimation in nonlinear time series models. Zbl 0598.62109Tjøstheim, Dag 71 1986 On pathwise stochastic integration. Zbl 0816.60047Karandikar, Rajeeva L. 70 1995 Operator scaling stable random fields. Zbl 1111.60033Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter 70 2007 Weak approximation of killed diffusion using Euler schemes. Zbl 1045.60082Gobet, Emmanuel 70 2000 Stochastic equations of non-negative processes with jumps. Zbl 1184.60022Fu, Zongfei; Li, Zenghu 69 2010 Parabolic SPDEs driven by Poisson white noise. Zbl 0934.60055Albeverio, Sergio; Wu, Jiang-Lun; Zhang, Tu-Sheng 68 1998 Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion. Zbl 1300.60075Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng 68 2014 Ruin problems with assets and liabilities of diffusion type. Zbl 0962.60075Norberg, Ragnar 67 1999 General branching processes as Markov fields. Zbl 0678.92009Jagers, Peter 66 1989 Limit theorems for multipower variation in the presence of jumps. Zbl 1096.60022Barndorff-Nielsen, Ole E.; Shephard, Neil; Winkel, Matthias 66 2006 Weak convergence of multivariate fractional processes. Zbl 1028.60030Marinucci, D.; Robinson, P. M. 66 2000 Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030Zhang, Yi; Shen, Xinmei; Weng, Chengguo 66 2009 On the ruin probabilities in a general economic environment. Zbl 0997.60041Nyrhinen, Harri 66 1999 Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen 66 2014 Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation. Zbl 0885.62045Liebscher, E. 65 1996 Utility maximization with partial information. Zbl 0834.90022Lakner, Peter 65 1995 A microscopic interpretation for adaptive dynamics trait substitution sequence models. Zbl 1100.60055Champagnat, Nicolas 65 2006 A forward scheme for backward SDEs. Zbl 1131.60054Bender, Christian; Denk, Robert 65 2007 Reflected BSDEs and mixed game problem. Zbl 0999.91005Hamadène, S.; Lepeltier, J.-P. 64 2000 Fractional ARIMA with stable innovations. Zbl 0846.62066Kokoszka, Piotr S.; Taqqu, Murad S. 63 1995 Optimal sustainable harvesting of populations in random environments. Zbl 1492.91229Alvarez E., Luis H. R.; Hening, Alexandru 4 2022 Remarks on the non-uniqueness in law of the Navier-Stokes equations up to the J.-L. Lions’ exponent. Zbl 1490.35254Yamazaki, Kazuo 3 2022 Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence. Zbl 1481.35294Lelièvre, Tony; Ramil, Mouad; Reygner, Julien 3 2022 Approximations of piecewise deterministic Markov processes and their convergence properties. Zbl 1500.60044Bertazzi, Andrea; Bierkens, Joris; Dobson, Paul 1 2022 Optimal portfolio choice with path dependent benchmarked labor income: a mean field model. Zbl 1489.34117Djehiche, Boualem; Gozzi, Fausto; Zanco, Giovanni; Zanella, Margherita 1 2022 Extremal clustering under moderate long range dependence and moderately heavy tails. Zbl 1494.60056Chen, Zaoli; Samorodnitsky, Gennady 1 2022 Density estimates and short-time asymptotics for a hypoelliptic diffusion process. 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Zbl 1483.60074Lachieze-Rey, Raphael; Muirhead, Stephen 1 2022 Positive hulls of random walks and bridges. Zbl 1486.52008Godland, Thomas; Kabluchko, Zakhar 1 2022 Some properties of solutions of Itô equations with drift in \(L_{d+1}\). Zbl 1494.60065Krylov, N. V. 1 2022 Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations. Zbl 1490.60057Pianoforte, Federico; Schulte, Matthias 1 2022 Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models. Zbl 1491.60119Jin, Zhumengmeng; Hobert, James P. 1 2022 Interacting Hawkes processes with multiplicative inhibition. Zbl 1492.60134Duval, Céline; Luçon, Eric; Pouzat, Christophe 1 2022 Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality. 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Zbl 1469.65035Angeli, Letizia; Grosskinsky, Stefan; Johansen, Adam M. 1 2021 ...and 1496 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 20,741 Authors 127 Jiang, Daqing 104 Mao, Xuerong 93 Nualart, David 90 Hashorva, Enkelejd 87 Chen, Zhen-Qing 75 Horváth, Lajos 73 Yan, Litan 72 Tudor, Ciprian A. 70 Leonenko, Nikolai N. 69 Kyprianou, Andreas E. 68 Yuan, Chenggui 67 Wang, Jian 66 Taqqu, Murad S. 64 Elliott, Robert James 64 Song, Renming 63 Kim, Panki 63 Yin, George Gang 62 Ren, Yong 62 Xiao, Yimin 61 Zhang, Tusheng S. 60 Dębicki, Krzysztof 60 Mandjes, Michel Robertus Hendrikus 60 Röckner, Michael 60 Samorodnitsky, Gennady Pinkhosovich 58 Wang, Feng-Yu 58 Yang, Yang 57 Ouknine, Youssef 55 Mikosch, Thomas 55 Zhang, Li-Xin 53 Lin, Zhengyan 52 Nourdin, Ivan 51 Bayraktar, Erhan 51 Doukhan, Paul 51 Iksanov, Aleksander M. 51 Siu, Tak Kuen 50 Klüppelberg, Claudia 50 Russo, Francesco 49 Hayat, Tasawar 49 Mishura, Yuliya Stepanivna 48 Resnick, Sidney Ira 48 Roberts, Gareth O. 48 Surgailis, Donatas 48 Xiong, Jie 48 Zhang, Xicheng 47 Øksendal, Bernt Karsten 47 Tindel, Samy 46 Hu, Yaozhong 46 Liu, Qun 46 Wang, Ke 45 Meerschaert, Mark Marvin 44 Peccati, Giovanni 44 Tang, Qihe 43 Flandoli, Franco 43 Palmowski, Zbigniew 43 Wu, Fuke 42 Brzeźniak, Zdzisław 42 Liu, Meng 42 Moulines, Eric 42 Touzi, Nizar 41 Dedecker, Jérôme 41 Imkeller, Peter 41 Merlevède, Florence 41 Wang, Yuebao 40 Csörgő, Miklós 40 Fan, Shengjun 40 Kumagai, Takashi 40 Liu, Quansheng 40 Yang, Hailiang 40 Zeifman, Alexander Izrailevich 39 Albeverio, Sergio A. 39 Janson, Svante 39 Landim, Claudio 39 Madan, Dilip B. 39 Peligrad, Magda 38 Jeanblanc, Monique 38 Pap, Gyula 38 Pitman, Jim William 38 Shen, Guangjun 38 Wu, Zhen 37 Budhiraja, Amarjit S. 37 Durrett, Richard Timothy 37 Glynn, Peter W. 37 Pham, Huyên 37 Tan, Zhongquan 37 Wang, Yongjin 37 Yor, Marc 37 Zwart, Bert P. 36 Bao, Jianhai 36 Davis, Richard A. 36 Duan, Jinqiao 36 Maller, Ross Arthur 36 Wu, Jianglun 36 Wu, Wei Biao 36 Zhou, Xiaowen 35 Al-saedi, Ahmed Eid Salem 35 Jacod, Jean 35 Li, Zenghu 35 Ren, Yanxia 35 Wang, Kaiyong 34 Friz, Peter Karl ...and 20,641 more Authors all top 5 Cited in 906 Journals 2,649 Stochastic Processes and their Applications 1,180 Statistics & Probability Letters 798 The Annals of Applied Probability 718 The Annals of Probability 556 Journal of Statistical Physics 556 Journal of Theoretical Probability 549 Probability Theory and Related Fields 533 Bernoulli 527 Journal of Applied Probability 505 Journal of Mathematical Analysis and Applications 455 Stochastic Analysis and Applications 445 Communications in Statistics. 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