×

Stochastic Processes and their Applications

An 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: Journal; Indexed cover-to-cover
Documents Indexed: 5,248 Publications (since 1973)
References Indexed: 5,130 Publications with 116,128 References.
all top 5

Latest Issues

181 (2025)
180 (2025)
179 (2025)
178 (2024)
177 (2024)
176 (2024)
175 (2024)
174 (2024)
173 (2024)
172 (2024)
171 (2024)
170 (2024)
169 (2024)
168 (2024)
167 (2024)
166 (2023)
165 (2023)
164 (2023)
163 (2023)
162 (2023)
161 (2023)
160 (2023)
159 (2023)
158 (2023)
157 (2023)
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)
...and 344 more Volumes
all top 5

Authors

37 Nualart, David
26 Mikosch, Thomas
25 Samorodnitsky, Gennady Pinkhosovich
23 Taqqu, Murad S.
21 Kim, Panki
21 Resnick, Sidney Ira
21 Zhang, Tusheng S.
20 Durrett, Richard Timothy
19 Horváth, Lajos
18 Tindel, Samy
18 Wang, Feng-Yu
17 Csörgő, Miklós
17 Hu, Ying
17 Kyprianou, Andreas E.
17 Song, Renming
16 Liu, Quansheng
16 Maller, Ross Arthur
16 Shi, Zhan
16 Yor, Marc
16 Yoshida, Nakahiro
15 Davis, Richard A.
15 Imkeller, Peter
15 Révész, Pál
15 Słomiński, Leszek
15 Surgailis, Donatas
15 Vares, Maria Eulalia
14 Asmussen, Søren
14 Bayraktar, Erhan
14 Csáki, Endre
14 Ferrari, Pablo Augusto
14 Hüsler, Jürg
14 Iksanov, Aleksander M.
14 Wang, Jian
13 Alsmeyer, Gerold
13 Chen, Zhen-Qing
13 Hambly, Ben M.
13 Khoshnevisan, Davar
13 Merlevède, Florence
13 Orsingher, Enzo
13 Peligrad, Magda
13 Shao, Qi-Man
13 Vallois, Pierre
13 Xiao, Yimin
12 Albeverio, Sergio A.
12 Budhiraja, Amarjit S.
12 Jeanblanc, Monique
12 Klüppelberg, Claudia
12 Krylov, Nicolaĭ Vladimirovich
12 Volný, Dalibor
12 Xiong, Jie
12 Zhang, Xicheng
11 Bouchard, Bruno
11 Dawson, Donald Andrew
11 den Hollander, Frank
11 Gonçalves, Patrícia C.
11 Hall, Peter Gavin
11 Heyde, Christopher Charles
11 Kabluchko, Zakhar A.
11 Landim, Claudio
11 Meerschaert, Mark Marvin
11 Pakes, Anthony G.
11 Peng, Shige
11 Podolskij, Mark
11 Roberts, Gareth O.
11 Russo, Francesco
11 Tudor, Ciprian A.
10 Adler, Robert Joseph
10 Berkes, István
10 de Haan, Laurens
10 Dedecker, Jérôme
10 Glynn, Peter W.
10 Hsing, Tailen
10 Jacod, Jean
10 Mao, Xuerong
10 Mountford, Thomas S.
10 Pham, Huyên
10 Popov, Serguei Yu.
10 Ren, Yanxia
10 Rosen, Jay S.
9 Albin, J. M. P.
9 Bass, Richard F.
9 Bojdecki, Tomasz
9 Braverman, Michael Sh.
9 Brown, Timothy C.
9 Bryc, Włodzimierz
9 Buraczewski, Dariusz
9 Crimaldi, Irene
9 Dai Pra, Paolo
9 Doukhan, Paul
9 Grama, Ion G.
9 Hu, Yueyun
9 Ivanovs, Jevgeņijs
9 Jara, Milton D.
9 Khas’minskiĭ, Rafail Zalmanovich
9 Kim, KyeongHun
9 Last, Günter
9 Ma, Jin
9 Pardoux, Etienne
9 Piterbarg, Vladimir Il’ich
9 Röckner, Michael
...and 4,688 more Authors
all top 5

Fields

4,906 Probability theory and stochastic processes (60-XX)
817 Statistics (62-XX)
375 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
337 Partial differential equations (35-XX)
309 Statistical mechanics, structure of matter (82-XX)
227 Systems theory; control (93-XX)
184 Numerical analysis (65-XX)
167 Biology and other natural sciences (92-XX)
135 Operations research, mathematical programming (90-XX)
118 Dynamical systems and ergodic theory (37-XX)
99 Combinatorics (05-XX)
99 Calculus of variations and optimal control; optimization (49-XX)
80 Operator theory (47-XX)
73 Measure and integration (28-XX)
61 Ordinary differential equations (34-XX)
47 Global analysis, analysis on manifolds (58-XX)
44 Computer science (68-XX)
44 Fluid mechanics (76-XX)
37 Potential theory (31-XX)
36 Linear and multilinear algebra; matrix theory (15-XX)
31 Functional analysis (46-XX)
27 Harmonic analysis on Euclidean spaces (42-XX)
26 Integral equations (45-XX)
25 Real functions (26-XX)
22 Information and communication theory, circuits (94-XX)
19 Special functions (33-XX)
16 Number theory (11-XX)
15 Convex and discrete geometry (52-XX)
14 Differential geometry (53-XX)
14 Quantum theory (81-XX)
13 History and biography (01-XX)
13 Integral transforms, operational calculus (44-XX)
12 Approximations and expansions (41-XX)
9 Functions of a complex variable (30-XX)
7 Mechanics of particles and systems (70-XX)
5 Difference and functional equations (39-XX)
4 General and overarching topics; collections (00-XX)
4 Mathematical logic and foundations (03-XX)
4 Topological groups, Lie groups (22-XX)
4 Sequences, series, summability (40-XX)
4 Algebraic topology (55-XX)
4 Classical thermodynamics, heat transfer (80-XX)
4 Geophysics (86-XX)
3 Group theory and generalizations (20-XX)
3 Several complex variables and analytic spaces (32-XX)
3 Mechanics of deformable solids (74-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Field theory and polynomials (12-XX)
2 Geometry (51-XX)
2 General topology (54-XX)
2 Manifolds and cell complexes (57-XX)
1 Associative rings and algebras (16-XX)
1 Abstract harmonic analysis (43-XX)
1 Optics, electromagnetic theory (78-XX)

Publications by Year

Citations contained in zbMATH Open

4,549 Publications have been cited 61,200 times in 36,976 Documents Cited by Year
Martingales and stochastic integrals in the theory of continuous trading. Zbl 0482.60097
Harrison, J. Michael; Pliska, Stanley R.
616
1981
Environmental Brownian noise suppresses explosions in population dynamics. Zbl 1058.60046
Mao, Xuerong; Marion, Glenn; Renshaw, Eric
544
2002
The coalescent. Zbl 0491.60076
Kingman, J. F. C.
481
1982
Stability of stochastic differential equations with Markovian switching. Zbl 0962.60043
Mao, Xuerong
381
1999
Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation. Zbl 1158.60023
Peng, Shige
317
2008
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Zbl 1075.60072
Mattingly, J. C.; Stuart, A. M.; Higham, D. J.
274
2002
Heat kernel estimates for stable-like processes on \(d\)-sets. Zbl 1075.60556
Chen, Zhen-Qing; Kumagai, Takashi
259
2003
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
246
2003
Microstructure noise in the continuous case: the pre-averaging approach. Zbl 1166.62078
Jacod, Jean; Li, Yingying; Mykland, Per A.; Podolskij, Mark; Vetter, Mathias
246
2009
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Zbl 1071.60059
Bouchard, Bruno; Touzi, Nizar
240
2004
Subexponentiality of the product of independent random variables. Zbl 0799.60015
Cline, D. B. H.; Samorodnitsky, G.
233
1994
Tempering stable processes. Zbl 1118.60037
Rosiński, Jan
232
2007
\(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
217
2003
Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022
Buckdahn, Rainer; Li, Juan; Peng, Shige
192
2009
A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020
Doukhan, P.; Louhichi, S.
187
1999
Regular variation of GARCH processes. Zbl 1060.60033
Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas
181
2002
Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037
Asmussen, Søren; Avram, Florin; Pistorius, Martijn R.
177
2004
Strong approximation theorems for density dependent Markov chains. Zbl 0373.60085
Kurtz, Thomas G.
168
1978
Functional limit theorems for multitype branching processes and generalized Pólya urns. Zbl 1075.60109
Janson, Svante
166
2004
Dynamic coherent risk measures. Zbl 1114.91055
Riedel, Frank
157
2004
Some mixing properties of time series models. Zbl 0564.62068
Pham, Tuan D.; Tran, Lanh T.
156
1985
Long-time behaviour of a stochastic prey–predator model. Zbl 1075.60539
Rudnicki, Ryszard
150
2003
Asymptotic properties of realized power variations and related functionals of semimartingales. Zbl 1142.60022
Jacod, Jean
149
2008
Nonparametric regression estimation for dependent functional data: asymptotic normality. Zbl 1101.62031
Masry, Elias
144
2005
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
136
2000
Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise. Zbl 1117.60064
Sritharan, S. S.; Sundar, P.
132
2006
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042
Delarue, François
131
2002
Distribution dependent SDEs for Landau type equations. Zbl 1380.60077
Wang, Feng-Yu
131
2018
Maximum-likelihood estimation for hidden Markov models. Zbl 0738.62081
Leroux, Brian G.
129
1992
A stochastic calculus model of continuous trading: Complete markets. Zbl 0511.60094
Harrison, J. Michael; Pliska, Stanley R.
129
1983
Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1176.60043
Gao, Fuqing
127
2009
Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients. Zbl 0835.60049
Mao, Xuerong
125
1995
On the optimal stopping problem for one-dimensional diffusions. Zbl 1075.60524
Dayanik, Savas; Karatzas, Ioannis
123
2003
M-estimation for autoregression with infinite variance. Zbl 0801.62081
Davis, Richard A.; Knight, Keith; Liu, Jian
120
1992
Brownian analogues of Burke’s theorem. Zbl 1058.60078
O’Connell, Neil; Yor, Marc
119
2001
Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
119
2011
Razumikhin-type theorems on exponential stability of stochastic functional differential equations. Zbl 0889.60062
Mao, X.
116
1996
Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations. Zbl 1096.60026
Peng, Shige; Zhu, Xuehong
115
2006
Stability of regime-switching diffusions. Zbl 1119.60065
Khasminskii, R. Z.; Zhu, C.; Yin, G.
115
2007
Backward stochastic differential equations with jumps and related nonlinear expectations. Zbl 1110.60062
Royer, Manuela
112
2006
Triangular array limits for continuous time random walks. Zbl 1153.60023
Meerschaert, Mark M.; Scheffler, Hans-Peter
111
2008
Regularly varying multivariate time series. Zbl 1161.60319
Basrak, Bojan; Segers, Johan
111
2009
On convolution tails. Zbl 0487.60016
Embrechts, Paul; Goldie, Charles M.
110
1982
A universal result in almost sure central limit theory. Zbl 1053.60022
Berkes, István; Csáki, Endre
108
2001
A random walk on \(p\)-adics – the generator and its spectrum. Zbl 0810.60065
Albeverio, Sergio; Karwowski, Witold
106
1994
Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. Zbl 1047.60059
Wu, Liming
104
2001
On the Kullback-Leibler information divergence of locally stationary processes. Zbl 0849.60032
Dahlhaus, R.
104
1996
Backward stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1300.60074
Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng
104
2014
Stopping times and related Itô’s calculus with \(G\)-Brownian motion. Zbl 1225.60088
Li, Xinpeng; Peng, Shige
104
2011
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
103
2008
Selecting the optimal sample fraction in univariate extreme value estimation. Zbl 0926.62013
Drees, Holger; Kaufmann, Edgar
102
1998
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
102
2002
Some limit theorems for Hawkes processes and application to financial statistics. Zbl 1292.60032
Bacry, E.; Delattre, S.; Hoffmann, M.; Muzy, J. F.
102
2013
Asymptotic behaviour of Wiener-Hopf factors of a random walk. Zbl 0353.60073
Veraverbeke, N.
100
1977
Optimal trading strategy for an investor: the case of partial information. Zbl 0934.91021
Lakner, Peter
99
1998
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
99
2003
Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058
Gyöngy, István
98
1998
BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. Zbl 1075.60534
El-Karoui, N.; Hamadène, S.
98
2003
On generalized multiplicative cascades. Zbl 1028.60087
Liu, Quansheng
97
2000
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
97
2008
Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type. Zbl 0533.60021
Sato, Ken-iti; Yamazato, Makoto
96
1984
Option hedging for semimartingales. Zbl 0735.90028
Schweizer, Martin
95
1991
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034
Douc, Randal; Fort, Gersende; Guillin, Arnaud
94
2009
Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070
Jarner, Søren Fiig; Hansen, Ernst
90
2000
Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion. Zbl 1300.60075
Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng
90
2014
Strong approximations for epidemic models. Zbl 0823.92024
Ball, Frank; Donnelly, Peter
89
1995
On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042
Veretennikov, A. Yu.
88
1997
Stochastic equations of non-negative processes with jumps. Zbl 1184.60022
Fu, Zongfei; Li, Zenghu
88
2010
Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps. Zbl 1118.60070
Masuda, Hiroki
87
2007
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Zbl 0612.62127
Collomb, Gérard; Härdle, Wolfgang
86
1986
Itô’s stochastic calculus: its surprising power for applications. Zbl 1202.60079
Kunita, Hiroshi
86
2010
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients. Zbl 1226.60095
Gyöngy, István; Rásonyi, Miklós
85
2011
On pathwise stochastic integration. Zbl 0816.60047
Karandikar, Rajeeva L.
85
1995
On solutions of backward stochastic differential equations with jumps and applications. Zbl 0890.60049
Situ, Rong
85
1997
Particle representations for a class of nonlinear SPDEs. Zbl 0996.60071
Kurtz, Thomas G.; Xiong, Jie
84
1999
Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. Zbl 0315.60035
Tweedie, Richard L.
84
1975
Utility maximization with partial information. Zbl 0834.90022
Lakner, Peter
83
1995
Risk theory in a stochastic economic environment. Zbl 0777.62098
Paulsen, Jostein
83
1993
Extremes of a certain class of Gaussian processes. Zbl 0997.60057
Hüsler, J.; Piterbarg, V.
83
1999
Distribution dependent SDEs with singular coefficients. Zbl 1433.60034
Huang, Xing; Wang, Feng-Yu
83
2019
Operator scaling stable random fields. Zbl 1111.60033
Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter
82
2007
Weak approximation of killed diffusion using Euler schemes. Zbl 1045.60082
Gobet, Emmanuel
82
2000
Averaging along irregular curves and regularisation of ODEs. Zbl 1348.60083
Catellier, R.; Gubinelli, M.
82
2016
A forward scheme for backward SDEs. Zbl 1131.60054
Bender, Christian; Denk, Robert
81
2007
Multivariate regression estimation: Local polynomial fitting for time series. Zbl 0889.60039
Masry, E.
81
1996
Estimation in nonlinear time series models. Zbl 0598.62109
Tjøstheim, Dag
80
1986
Limit theorems for multipower variation in the presence of jumps. Zbl 1096.60022
Barndorff-Nielsen, Ole E.; Shephard, Neil; Winkel, Matthias
80
2006
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029
de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G.
80
1989
Large deviations for the Boussinesq equations under random influences. Zbl 1163.60315
Duan, Jinqiao; Millet, Annie
80
2009
Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040
Nyrhinen, Harri
79
2001
Power tailed ruin probabilities in the presence of risky investments. Zbl 1058.60095
Kalashnikov, Vladimir; Norberg, Ragnar
79
2002
General branching processes as Markov fields. Zbl 0678.92009
Jagers, Peter
79
1989
Nonparametric regression estimation under mixing conditions. Zbl 0699.62038
Roussas, George G.
79
1990
Additional logarithmic utility of an insider. Zbl 0934.91020
Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin
78
1998
Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062
Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen
78
2014
On a continuous analogue of the stochastic difference equation \(X_ n = \rho X_{n-1} + B_n\). Zbl 0482.60062
Wolfe, Stephen James
78
1982
Reflected BSDEs and mixed game problem. Zbl 0999.91005
Hamadène, S.; Lepeltier, J.-P.
77
2000
On smoothed probability density estimation for stationary processes. Zbl 0588.62156
Castellana, J. V.; Leadbetter, M. R.
77
1986
Nonparametric regression with long-range dependence. Zbl 0713.62048
Hall, Peter; Hart, Jeffrey D.
77
1990
Weak convergence of multivariate fractional processes. Zbl 1028.60030
Marinucci, D.; Robinson, P. M.
76
2000
Dual process in the two-parameter Poisson-Dirichlet diffusion. Zbl 07963478
Griffiths, Robert C.; Ruggiero, Matteo; Spanò, Dario; Zhou, Youzhou
1
2025
On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift. Zbl 07963483
Krylov, N. V.
1
2025
Coarsening in zero-range processes. Zbl 07963485
Armendáriz, Inés; Beltrán, Johel; Cuesta, Daniela; Jara, Milton
1
2025
Numerical approximation of SDEs with fractional noise and distributional drift. Zbl 07979978
Goudenège, Ludovic; Haress, El Mehdi; Richard, Alexandre
1
2025
Spread of parasites affecting death and division rates in a cell population. Zbl 1530.92253
Marguet, Aline; Smadi, Charline
3
2024
On the existence and uniqueness of solution to a stochastic chemotaxis-Navier-Stokes model. Zbl 1534.35456
Hausenblas, Erika; Moghomye, Boris Jidjou; Razafimandimby, Paul André
3
2024
Asymptotic covariances for functionals of weakly stationary random fields. Zbl 1532.60106
Maini, Leonardo
3
2024
Affine Volterra processes with jumps. Zbl 1544.60071
Bondi, Alessandro; Livieri, Giulia; Pulido, Sergio
2
2024
Approximate filtering via discrete dual processes. Zbl 1534.62132
Kon Kam King, Guillaume; Pandolfi, Andrea; Piretto, Marco; Ruggiero, Matteo
2
2024
Orthogonal intertwiners for infinite particle systems in the continuum. Zbl 1530.60072
Wagner, Stefan
2
2024
Entropy and the discrete central limit theorem. Zbl 1534.60034
Gavalakis, Lampros; Kontoyiannis, Ioannis
2
2024
Optimal estimation of the rough Hurst parameter in additive noise. Zbl 07812501
Szymanski, Grégoire
2
2024
Markov selections and Feller properties of nonlinear diffusions. Zbl 07869134
Criens, David; Niemann, Lars
2
2024
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos. Zbl 07941422
Liu, Gi-Ren
1
2024
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality. Zbl 1534.60139
Collin, Orphée; Popov, Serguei
1
2024
An adaptive time-stepping fully discrete scheme for stochastic NLS equation: strong convergence and numerical asymptotics. Zbl 1540.60161
Chen, Chuchu; Dang, Tonghe; Hong, Jialin
1
2024
Volatility estimation of hidden Markov processes and adaptive filtration. Zbl 07869148
Kutoyants, Yury A.
1
2024
Drift estimation for a multi-dimensional diffusion process using deep neural networks. Zbl 07812480
Oga, Akihiro; Koike, Yuta
1
2024
Approximate message passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systems. Zbl 1534.60010
Hachem, Walid
1
2024
Long-range dependent completely correlated mixed fractional Brownian motion. Zbl 07812488
Dufitinema, Josephine; Shokrollahi, Foad; Sottinen, Tommi; Viitasaari, Lauri
1
2024
Heat kernel bounds and Ricci curvature for Lipschitz manifolds. Zbl 07812491
Braun, Mathias; Rigoni, Chiara
1
2024
Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains. Zbl 1534.60103
Costantini, Cristina; Kurtz, Thomas G.
1
2024
Lyapunov exponents in a slow environment. Zbl 1532.60143
Rosati, Tommaso
1
2024
Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations. Zbl 1532.60050
Della Corte, Serena; Kraaij, Richard C.
1
2024
Measure-valued affine and polynomial diffusions. Zbl 1546.60152
Cuchiero, Christa; Di Persio, Luca; Guida, Francesco; Svaluto-Ferro, Sara
1
2024
Backward doubly stochastic differential equations and SPDEs with quadratic growth. Zbl 1544.60067
Hu, Ying; Wen, Jiaqiang; Xiong, Jie
1
2024
Stochastic control/stopping problem with expectation constraints. Zbl 07923197
Bayraktar, Erhan; Yao, Song
1
2024
Fast consensus and metastability in a highly polarized social network. Zbl 07923233
Galves, Antonio; Laxa, Kádmo
1
2024
Moderate deviations for the current and tagged particle in symmetric simple exclusion processes. Zbl 1534.60157
Xue, Xiaofeng; Zhao, Linjie
1
2024
Elastic drifted Brownian motions and non-local boundary conditions. Zbl 1544.60083
D’Ovidio, Mirko; Iafrate, Francesco
1
2024
Fluctuation analysis for particle-based stochastic reaction-diffusion models. Zbl 1527.60076
Heldman, M.; Isaacson, S. A.; Ma, J.; Spiliopoulos, K.
1
2024
Invariance of Brownian motion associated with exponential functionals. Zbl 1534.60111
Hariya, Yuu
1
2024
Scale-free percolation mixing time. Zbl 1530.05171
Cipriani, Alessandra; Salvi, Michele
1
2024
Laplace principle for large population games with control interaction. Zbl 1533.91047
Luo, Peng; Tangpi, Ludovic
1
2024
Metastability for the degenerate Potts model with positive external magnetic field under Glauber dynamics. Zbl 07842659
Bet, Gianmarco; Gallo, Anna; Nardi, F. R.
1
2024
Central limit theorem with rate of convergence under sublinear expectations. Zbl 07842662
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi
1
2024
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes. Zbl 1534.60062
Kobayashi, Kei; Park, Hyunchul
1
2024
A detection problem with a monotone observation rate. Zbl 1540.60071
Ekström, Erik; Milazzo, Alessandro
1
2024
Optimal stopping of BSDEs with constrained jumps and related zero-sum games. Zbl 1547.60043
Perninge, Magnus
1
2024
Networks of reinforced stochastic processes: probability of asymptotic polarization and related general results. Zbl 07879390
Aletti, Giacomo; Crimaldi, Irene; Ghiglietti, Andrea
1
2024
Deviation inequalities for dependent sequences with applications to strong approximations. Zbl 1546.60061
Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel
1
2024
Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang’s Harnack inequality. Zbl 1508.60060
Ren, Panpan
12
2023
The LAN property for McKean-Vlasov models in a mean-field regime. Zbl 1504.60192
Della Maestra, Laetitia; Hoffmann, Marc
10
2023
Almost sure contraction for diffusions on \(\mathbb{R}^d\). Application to generalized Langevin diffusions. Zbl 1523.60131
Monmarché, Pierre
10
2023
Online parameter estimation for the McKean-Vlasov stochastic differential equation. Zbl 1518.60033
Sharrock, Louis; Kantas, Nikolas; Parpas, Panos; Pavliotis, Grigorios A.
10
2023
Large deviations for interacting multiscale particle systems. Zbl 1508.60036
Bezemek, Z. W.; Spiliopoulos, K.
9
2023
Exponential ergodicity for singular reflecting McKean-Vlasov SDEs. Zbl 1511.60091
Wang, Feng-Yu
9
2023
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion. Zbl 1532.60144
Tuan, Nguyen Huy; Caraballo, Tomás; Thach, Tran Ngoc
7
2023
Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus. Zbl 1508.60050
Huesmann, Martin; Mattesini, Francesco; Trevisan, Dario
5
2023
Itô’s formula for flows of measures on semimartingales. Zbl 1509.60124
Guo, Xin; Pham, Huyên; Wei, Xiaoli
5
2023
Weak solutions for singular multiplicative SDEs via regularization by noise. Zbl 1515.60176
Bechtold, Florian; Hofmanová, Martina
5
2023
Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm. Zbl 1509.90145
Gadat, Sébastien; Panloup, Fabien
5
2023
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations. Zbl 1518.60028
Hildebrandt, Florian; Trabs, Mathias
5
2023
Ergodicity of a nonlinear stochastic reaction-diffusion equation with memory. Zbl 1515.60238
Nguyen, Hung D.
4
2023
Asymptotic behaviour of level sets of needlet random fields. Zbl 1515.60159
Shevchenko, Radomyra; Todino, Anna Paola
4
2023
Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales. Zbl 1514.60087
Prodhomme, Adrien
4
2023
The Bethe ansatz for sticky Brownian motions. Zbl 1524.60180
Brockington, Dom; Warren, Jon
4
2023
Large deviation principles for renewal-reward processes. Zbl 1511.60049
Zamparo, Marco
4
2023
Parameter estimation of discretely observed interacting particle systems. Zbl 07726175
Amorino, Chiara; Heidari, Akram; Pilipauskaitė, Vytautė; Podolskij, Mark
4
2023
Pathwise regularisation of singular interacting particle systems and their mean field limits. Zbl 1509.60173
Harang, Fabian A.; Mayorcas, Avi
4
2023
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions. Zbl 1525.60071
Fan, Xiliang; Yu, Ting; Yuan, Chenggui
4
2023
On the Hill relation and the mean reaction time for metastable processes. Zbl 1503.60103
Baudel, Manon; Guyader, Arnaud; Lelièvre, Tony
3
2023
On the meeting of random walks on random DFA. Zbl 1536.05422
Quattropani, Matteo; Sau, Federico
3
2023
An expansion formula for Hawkes processes and application to cyber-insurance derivatives. Zbl 1511.60071
Hillairet, Caroline; Réveillac, Anthony; Rosenbaum, Mathieu
3
2023
Random motions in \(\mathbb{R}^3\) with orthogonal directions. Zbl 1532.60229
Cinque, Fabrizio; Orsingher, Enzo
3
2023
Kolmogorov equations on spaces of measures associated to nonlinear filtering processes. Zbl 1517.60092
Martini, Mattia
3
2023
Fractal dimensions of the Rosenblatt process. Zbl 1532.60073
Daw, Lara; Kerchev, George
3
2023
Catoni-style confidence sequences for heavy-tailed mean estimation. Zbl 07726169
Wang, Hongjian; Ramdas, Aaditya
3
2023
On a skew stable Lévy process. Zbl 1504.60055
Iksanov, Alexander; Pilipenko, Andrey
3
2023
Positive self-similar Markov processes obtained by resurrection. Zbl 1508.60048
Kim, Panki; Song, Renming; Vondraček, Zoran
3
2023
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs. Zbl 1520.60030
Fan, Shengjun; Hu, Ying; Tang, Shanjian
3
2023
On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications. Zbl 1524.60126
Hernández, Camilo
3
2023
Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls. Zbl 1520.93610
Dianetti, Jodi; Ferrari, Giorgio
3
2023
On the concavity of the TAP free energy in the SK model. Zbl 1534.82016
Gufler, Stephan; Schertzer, Adrien; Schmidt, Marius A.
3
2023
Mean field games with absorption and common noise with a model of bank run. Zbl 1528.91008
Burzoni, Matteo; Campi, Luciano
3
2023
Drazin-inverse and heat capacity for driven random walkers on the ring. Zbl 1524.60184
Khodabandehlou, Faezeh; Maes, Irene
3
2023
Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems. Zbl 1515.60315
Hayashi, Kohei
2
2023
On the spectral gap in the Kac-Luttinger model and Bose-Einstein condensation. Zbl 1533.60189
Sznitman, Alain-Sol
2
2023
Simultaneous ruin probability for multivariate Gaussian risk model. Zbl 1511.60061
Bisewski, Krzysztof; Dȩbicki, Krzysztof; Kriukov, Nikolai
2
2023
Stochastic Volterra equations with Hölder diffusion coefficients. Zbl 1537.60090
Prömel, David J.; Scheffels, David
2
2023
Hydrodynamics for the ABC model with slow/fast boundary. Zbl 1523.60164
Gonçalves, Patricia; Misturini, Ricardo; Occelli, Alessandra
2
2023
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion. Zbl 1508.91029
Ghosh, Mrinal K.; Golui, Subrata; Pal, Chandan; Pradhan, Somnath
2
2023
The effect of disorder on quenched and averaged large deviations for random walks in random environments: boundary behavior. Zbl 1526.60052
Bazaes, Rodrigo; Mukherjee, Chiranjib; Ramírez, Alejandro F.; Saglietti, Santiago
2
2023
Dual spaces of cadlag processes. Zbl 1517.46053
Pennanen, Teemu; Perkkiö, Ari-Pekka
2
2023
Strong solutions to reflecting stochastic differential equations with singular drift. Zbl 1502.60098
Yang, Saisai; Zhang, Tusheng
2
2023
Graphon particle system: uniform-in-time concentration bounds. Zbl 1502.60143
Bayraktar, Erhan; Wu, Ruoyu
2
2023
Fine asymptotics for the maximum degree in weighted recursive trees with bounded random weights. Zbl 1509.05157
Eslava, Laura; Lodewijks, Bas; Ortgiese, Marcel
2
2023
Markov projection of semimartingales – application to comparison results. Zbl 1539.60048
Köpfer, Benedikt; Rüschendorf, Ludger
2
2023
A change of variable formula with applications to multi-dimensional optimal stopping problems. Zbl 1525.60066
Cai, Cheng; De Angelis, Tiziano
2
2023
Global-in-time probabilistically strong solutions to stochastic power-law equations: existence and non-uniqueness. Zbl 1543.76002
Lü, Huaxiang; Zhu, Xiangchan
2
2023
A class of dimension-free metrics for the convergence of empirical measures. Zbl 1522.60015
Han, Jiequn; Hu, Ruimeng; Long, Jihao
2
2023
On the first and second largest components in the percolated random geometric graph. Zbl 1521.05184
Lichev, Lyuben; Lodewijks, Bas; Mitsche, Dieter; Schapira, Bruno
2
2023
Hydrodynamic limit for a boundary driven super-diffusive symmetric exclusion. Zbl 1524.60261
Bernardin, Cédric; Cardoso, Pedro; Gonçalves, Patrícia; Scotta, Stefano
2
2023
Majority dynamics and the median process: connections, convergence and some new conjectures. Zbl 1515.60299
Amir, Gideon; Baldasso, Rangel; Beilin, Nissan
1
2023
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators. Zbl 07628757
Gannaz, Irène
1
2023
Instantaneous support propagation for \(\Lambda\)-Fleming-Viot processes. Zbl 1512.60031
Hughes, Thomas; Zhou, Xiaowen
1
2023
On eigenvalues of the Brownian sheet matrix. Zbl 1531.60011
Song, Jian; Xiao, Yimin; Yuan, Wangjun
1
2023
Existence, uniqueness and ergodicity for the centered Fleming-Viot process. Zbl 1535.37012
Champagnat, Nicolas; Hass, Vincent
1
2023
On a waiting-time result of Kontoyiannis: mixing or decoupling? Zbl 1540.37019
Cristadoro, Giampaolo; Degli Esposti, Mirko; Jakšić, Vojkan; Raquépas, Renaud
1
2023
Incompressible Euler equations with stochastic forcing: a geometric approach. Zbl 1517.35168
Maurelli, Mario; Modin, Klas; Schmeding, Alexander
1
2023
...and 1496 more Documents
all top 5

Cited by 25,237 Authors

166 Jiang, Daqing
130 Mao, Xuerong
100 Nualart, David
97 Hashorva, Enkelejd
94 Wang, Feng-Yu
93 Chen, Zhen-Qing
87 Tudor, Ciprian A.
82 Song, Renming
82 Yan, Litan
78 Leonenko, Nikolai N.
77 Horváth, Lajos
77 Wang, Jian
76 Yin, George Gang
76 Yuan, Chenggui
73 Kyprianou, Andreas E.
72 Zhang, Tusheng S.
69 Bayraktar, Erhan
69 Taqqu, Murad S.
68 Dębicki, Krzysztof
68 Kim, Panki
68 Röckner, Michael
67 Elliott, Robert James
67 Mandjes, Michel Robertus Hendrikus
67 Xiao, Yimin
67 Yang, Yang
66 Ren, Yong
64 Zhang, Li-Xin
63 Ouknine, Youssef
63 Samorodnitsky, Gennady Pinkhosovich
63 Zhang, Xicheng
61 Hayat, Tasawar
61 Hu, Yaozhong
61 Xiong, Jie
59 Iksanov, Aleksander M.
59 Mikosch, Thomas
59 Mishura, Yuliya Stepanivna
56 Lin, Zhengyan
56 Roberts, Gareth O.
56 Russo, Francesco
56 Wu, Fuke
55 Doukhan, Paul
55 Klüppelberg, Claudia
55 Nourdin, Ivan
55 Palmowski, Zbigniew
54 Siu, Tak Kuen
54 Tindel, Samy
53 Duan, Jinqiao
53 Liu, Qun
53 Madan, Dilip B.
53 Zhu, Quanxin
52 Resnick, Sidney Ira
52 Surgailis, Donatas
51 Øksendal, Bernt Karsten
51 Peccati, Giovanni
51 Wang, Ke
50 Bouzebda, Salim
50 Dedecker, Jérôme
50 Landim, Claudio
50 Merlevède, Florence
49 Fan, Shengjun
49 Wu, Zhen
49 Zhou, Xiaowen
48 Flandoli, Franco
48 Liu, Quansheng
48 Ren, Yanxia
48 Shen, Guangjun
47 Brzeźniak, Zdzisław
47 Meerschaert, Mark Marvin
47 Peligrad, Magda
47 Touzi, Nizar
46 Al-saedi, Ahmed Eid Salem
46 Orsingher, Enzo
45 Hu, Ying
45 Liu, Meng
45 Podolskij, Mark
45 Tang, Qihe
44 Bao, Jianhai
44 Moulines, Eric
44 Pagès, Gilles
44 Pardo, Juan Carlos
44 Spiliopoulos, Konstantinos V.
44 Tang, Shanjian
43 Budhiraja, Amarjit S.
43 Imkeller, Peter
43 Janson, Svante
43 Jeanblanc, Monique
43 Kumagai, Takashi
43 Wang, Xuejun
42 den Hollander, Frank
42 Glynn, Peter W.
42 Jentzen, Arnulf
42 Pham, Huyên
42 Tan, Zhongquan
42 Wang, Yuebao
42 Zhang, Jianfeng
42 Zhao, Weidong
41 Csörgő, Miklós
41 Gonçalves, Patrícia C.
41 Jasra, Ajay
41 Kokoszka, Piotr S.
...and 25,137 more Authors
all top 5

Cited in 1,002 Journals

2,950 Stochastic Processes and their Applications
1,282 Statistics & Probability Letters
967 The Annals of Applied Probability
766 The Annals of Probability
686 Journal of Theoretical Probability
648 Bernoulli
620 Journal of Statistical Physics
608 Journal of Applied Probability
601 Probability Theory and Related Fields
587 Journal of Mathematical Analysis and Applications
563 Communications in Statistics. Theory and Methods
552 Electronic Journal of Probability
508 Stochastic Analysis and Applications
459 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
433 Advances in Applied Probability
400 Journal of Statistical Planning and Inference
382 Stochastics
375 Journal of Multivariate Analysis
370 The Annals of Statistics
360 Journal of Econometrics
347 Stochastics and Dynamics
337 Insurance Mathematics & Economics
309 Journal of Time Series Analysis
282 Journal of Differential Equations
273 Mathematical Finance
270 SIAM Journal on Control and Optimization
262 Methodology and Computing in Applied Probability
258 Queueing Systems
251 Journal of Functional Analysis
243 Finance and Stochastics
241 Electronic Journal of Statistics
237 Applied Mathematics and Optimization
229 Potential Analysis
220 Communications in Mathematical Physics
216 Applied Mathematics and Computation
211 ALEA. Latin American Journal of Probability and Mathematical Statistics
208 Physica A
205 Extremes
202 Electronic Communications in Probability
200 Quantitative Finance
199 Journal of Computational and Applied Mathematics
195 Stochastic Models
194 International Journal of Theoretical and Applied Finance
182 Theoretical Population Biology
182 Statistical Inference for Stochastic Processes
177 Transactions of the American Mathematical Society
174 Journal of Mathematical Biology
174 Econometric Theory
171 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
165 Statistics
162 Journal of Mathematical Physics
154 SIAM Journal on Financial Mathematics
153 European Journal of Operational Research
149 Lithuanian Mathematical Journal
145 Stochastic and Partial Differential Equations. Analysis and Computations
144 Science China. Mathematics
143 Probability in the Engineering and Informational Sciences
142 Annals of the Institute of Statistical Mathematics
141 Journal of Nonparametric Statistics
139 Scandinavian Journal of Statistics
138 Discrete and Continuous Dynamical Systems. Series B
138 Journal of Statistical Mechanics: Theory and Experiment
129 Advances in Difference Equations
120 Systems & Control Letters
119 Annals of Operations Research
119 Acta Mathematica Sinica. English Series
117 Journal of Physics A: Mathematical and Theoretical
114 Mathematical Methods in the Applied Sciences
114 Comptes Rendus. Mathématique. Académie des Sciences, Paris
112 Theory of Probability and its Applications
112 Computational Statistics and Data Analysis
109 Acta Mathematicae Applicatae Sinica. English Series
107 Infinite Dimensional Analysis, Quantum Probability and Related Topics
104 Theory of Probability and Mathematical Statistics
104 Communications in Nonlinear Science and Numerical Simulation
103 Automatica
101 Chaos, Solitons and Fractals
99 Journal of Inequalities and Applications
97 Applied Mathematical Finance
95 Random Operators and Stochastic Equations
95 Abstract and Applied Analysis
93 Statistics and Computing
91 Journal of the Franklin Institute
91 Acta Applicandae Mathematicae
91 Frontiers of Mathematics in China
90 Mathematical Problems in Engineering
90 Modern Stochastics. Theory and Applications
89 Journal of Optimization Theory and Applications
89 Mathematics and Financial Economics
88 Computers & Mathematics with Applications
88 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
88 Journal of Mathematical Sciences (New York)
87 Journal of Economic Dynamics & Control
87 SIAM Journal on Mathematical Analysis
86 Mathematical Biosciences
86 Proceedings of the American Mathematical Society
85 Scandinavian Actuarial Journal
83 Mathematics of Operations Research
83 Test
82 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
...and 902 more Journals
all top 5

Cited in 62 Fields

26,837 Probability theory and stochastic processes (60-XX)
8,821 Statistics (62-XX)
5,568 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3,740 Partial differential equations (35-XX)
2,762 Numerical analysis (65-XX)
2,595 Systems theory; control (93-XX)
2,438 Statistical mechanics, structure of matter (82-XX)
2,354 Biology and other natural sciences (92-XX)
1,539 Operations research, mathematical programming (90-XX)
1,358 Ordinary differential equations (34-XX)
1,228 Dynamical systems and ergodic theory (37-XX)
1,161 Calculus of variations and optimal control; optimization (49-XX)
898 Combinatorics (05-XX)
799 Operator theory (47-XX)
678 Computer science (68-XX)
486 Fluid mechanics (76-XX)
449 Functional analysis (46-XX)
443 Measure and integration (28-XX)
405 Real functions (26-XX)
302 Global analysis, analysis on manifolds (58-XX)
300 Quantum theory (81-XX)
298 Integral equations (45-XX)
262 Potential theory (31-XX)
255 Harmonic analysis on Euclidean spaces (42-XX)
213 Linear and multilinear algebra; matrix theory (15-XX)
205 Information and communication theory, circuits (94-XX)
177 Special functions (33-XX)
129 Difference and functional equations (39-XX)
125 Approximations and expansions (41-XX)
124 Number theory (11-XX)
124 Differential geometry (53-XX)
106 Mechanics of particles and systems (70-XX)
100 Integral transforms, operational calculus (44-XX)
99 Functions of a complex variable (30-XX)
98 Geophysics (86-XX)
84 Convex and discrete geometry (52-XX)
71 Classical thermodynamics, heat transfer (80-XX)
68 Mechanics of deformable solids (74-XX)
48 Group theory and generalizations (20-XX)
47 General and overarching topics; collections (00-XX)
44 History and biography (01-XX)
44 Abstract harmonic analysis (43-XX)
41 Topological groups, Lie groups (22-XX)
33 General topology (54-XX)
27 Nonassociative rings and algebras (17-XX)
26 Sequences, series, summability (40-XX)
24 Algebraic topology (55-XX)
22 Mathematical logic and foundations (03-XX)
20 Relativity and gravitational theory (83-XX)
17 Optics, electromagnetic theory (78-XX)
16 Associative rings and algebras (16-XX)
15 Astronomy and astrophysics (85-XX)
14 Algebraic geometry (14-XX)
13 Order, lattices, ordered algebraic structures (06-XX)
11 Field theory and polynomials (12-XX)
11 Several complex variables and analytic spaces (32-XX)
9 Manifolds and cell complexes (57-XX)
8 Geometry (51-XX)
6 Category theory; homological algebra (18-XX)
6 Mathematics education (97-XX)
4 General algebraic systems (08-XX)
3 Commutative algebra (13-XX)

Citations by Year