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: 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 all cited Publications top 5 cited Publications 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. 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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. 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Zbl 1517.35168 Maurelli, Mario; Modin, Klas; Schmeding, Alexander 1 2023 ...and 1496 more Documents all cited Publications top 5 cited Publications 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. 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