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: 4,936 Publications (since 1973) References Indexed: 4,820 Publications with 105,105 References. all top 5 Latest Issues 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) 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) ...and 323 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 Durrett, Richard Timothy 20 Kim, Panki 19 Horváth, Lajos 17 Kyprianou, Andreas E. 16 Csörgő, Miklós 16 Hu, Ying 16 Maller, Ross Arthur 16 Tindel, Samy 16 Yor, Marc 15 Davis, Richard A. 15 Imkeller, Peter 15 Liu, Quansheng 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 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 13 Yoshida, Nakahiro 12 Albeverio, Sergio A. 12 Budhiraja, Amarjit S. 12 Hambly, Ben M. 12 Jeanblanc, Monique 12 Klüppelberg, Claudia 12 Merlevède, Florence 12 Orsingher, Enzo 12 Volný, Dalibor 12 Wang, Jian 12 Xiao, Yimin 12 Zhang, Xicheng 11 Dawson, Donald Andrew 11 Hall, Peter Gavin 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 Pham, Huyên 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 Grama, Ion G. 9 Khas’minskiĭ, Rafail Zalmanovich 9 Kim, KyeongHun 9 Landim, Claudio 9 Last, Günter 9 Ma, Jin 9 Mao, Xuerong 9 Pardoux, Etienne 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 Buraczewski, Dariusz 8 Cambanis, Stamatis ...and 4,349 more Authors all top 5 Fields 4,612 Probability theory and stochastic processes (60-XX) 778 Statistics (62-XX) 348 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 301 Partial differential equations (35-XX) 277 Statistical mechanics, structure of matter (82-XX) 216 Systems theory; control (93-XX) 172 Numerical analysis (65-XX) 148 Biology and other natural sciences (92-XX) 132 Operations research, mathematical programming (90-XX) 103 Dynamical systems and ergodic theory (37-XX) 87 Combinatorics (05-XX) 85 Calculus of variations and optimal control; optimization (49-XX) 74 Operator theory (47-XX) 70 Measure and integration (28-XX) 57 Ordinary differential equations (34-XX) 44 Global analysis, analysis on manifolds (58-XX) 42 Fluid mechanics (76-XX) 39 Computer science (68-XX) 36 Potential theory (31-XX) 31 Linear and multilinear algebra; matrix theory (15-XX) 27 Functional analysis (46-XX) 25 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) 17 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) 3 Geophysics (86-XX) 2 Field theory and polynomials (12-XX) 2 General topology (54-XX) 2 Manifolds and cell complexes (57-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 4,205 Publications have been cited 50,151 times in 30,851 Documents Cited by ▼ Year ▼ Martingales and stochastic integrals in the theory of continuous trading. Zbl 0482.60097Harrison, J. Michael; Pliska, Stanley R. 570 1981 Environmental Brownian noise suppresses explosions in population dynamics. Zbl 1058.60046Mao, Xuerong; Marion, Glenn; Renshaw, Eric 461 2002 The coalescent. Zbl 0491.60076Kingman, J. F. C. 435 1982 Stability of stochastic differential equations with Markovian switching. Zbl 0962.60043Mao, Xuerong 332 1999 Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation. Zbl 1158.60023Peng, Shige 243 2008 Heat kernel estimates for stable-like processes on \(d\)-sets. Zbl 1075.60556Chen, Zhen-Qing; Kumagai, Takashi 227 2003 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 222 2003 Subexponentiality of the product of independent random variables. Zbl 0799.60015Cline, D. B. H.; Samorodnitsky, G. 209 1994 Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Zbl 1075.60072Mattingly, J. C.; Stuart, A. M.; Higham, D. J. 206 2002 Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Zbl 1071.60059Bouchard, Bruno; Touzi, Nizar 205 2004 \(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L. 189 2003 Microstructure noise in the continuous case: the pre-averaging approach. Zbl 1166.62078Jacod, Jean; Li, Yingying; Mykland, Per A.; Podolskij, Mark; Vetter, Mathias 184 2009 Tempering stable processes. Zbl 1118.60037Rosiński, Jan 182 2007 Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037Asmussen, Søren; Avram, Florin; Pistorius, Martijn R. 169 2004 Regular variation of GARCH processes. Zbl 1060.60033Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas 169 2002 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020Doukhan, P.; Louhichi, S. 166 1999 Dynamic coherent risk measures. Zbl 1114.91055Riedel, Frank 144 2004 Strong approximation theorems for density dependent Markov chains. Zbl 0373.60085Kurtz, Thomas G. 144 1978 Some mixing properties of time series models. Zbl 0564.62068Pham, Tuan D.; Tran, Lanh T. 141 1985 Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022Buckdahn, Rainer; Li, Juan; Peng, Shige 136 2009 Functional limit theorems for multitype branching processes and generalized Pólya urns. Zbl 1075.60109Janson, Svante 134 2004 Asymptotic properties of realized power variations and related functionals of semimartingales. Zbl 1142.60022Jacod, Jean 131 2008 Long-time behaviour of a stochastic prey–predator model. Zbl 1075.60539Rudnicki, Ryszard 127 2003 Nonparametric regression estimation for dependent functional data: asymptotic normality. Zbl 1101.62031Masry, Elias 123 2005 Chaotic and predictable representations for Lévy processes. Zbl 1047.60088Nualart, David; Schoutens, Wim 122 2000 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. 116 1992 Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise. Zbl 1117.60064Sritharan, S. S.; Sundar, P. 113 2006 On the optimal stopping problem for one-dimensional diffusions. Zbl 1075.60524Dayanik, Savas; Karatzas, Ioannis 112 2003 Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients. Zbl 0835.60049Mao, Xuerong 111 1995 On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042Delarue, François 104 2002 On convolution tails. Zbl 0487.60016Embrechts, Paul; Goldie, Charles M. 102 1982 Triangular array limits for continuous time random walks. Zbl 1153.60023Meerschaert, Mark M.; Scheffler, Hans-Peter 100 2008 A universal result in almost sure central limit theory. Zbl 1053.60022Berkes, István; Csáki, Endre 99 2001 M-estimation for autoregression with infinite variance. Zbl 0801.62081Davis, Richard A.; Knight, Keith; Liu, Jian 99 1992 Razumikhin-type theorems on exponential stability of stochastic functional differential equations. Zbl 0889.60062Mao, X. 98 1996 Backward stochastic differential equations with jumps and related nonlinear expectations. Zbl 1110.60062Royer, Manuela 98 2006 Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 97 2011 Asymptotic behaviour of Wiener-Hopf factors of a random walk. Zbl 0353.60073Veraverbeke, N. 96 1977 Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1176.60043Gao, Fuqing 95 2009 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 95 2007 Selecting the optimal sample fraction in univariate extreme value estimation. Zbl 0926.62013Drees, Holger; Kaufmann, Edgar 94 1998 Brownian analogues of Burke’s theorem. Zbl 1058.60078O’Connell, Neil; Yor, Marc 94 2001 Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations. Zbl 1096.60026Peng, Shige; Zhu, Xuehong 94 2006 Regularly varying multivariate time series. Zbl 1161.60319Basrak, Bojan; Segers, Johan 91 2009 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 91 2008 A random walk on \(p\)-adics – the generator and its spectrum. Zbl 0810.60065Albeverio, Sergio; Karwowski, Witold 90 1994 Option hedging for semimartingales. Zbl 0735.90028Schweizer, Martin 89 1991 On generalized multiplicative cascades. Zbl 1028.60087Liu, Quansheng 87 2000 On the Kullback-Leibler information divergence of locally stationary processes. Zbl 0849.60032Dahlhaus, R. 85 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. 85 2003 Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type. Zbl 0533.60021Sato, Ken-iti; Yamazato, Makoto 84 1984 Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. Zbl 1047.60059Wu, Liming 84 2001 Optimal trading strategy for an investor: the case of partial information. Zbl 0934.91021Lakner, Peter 83 1998 Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541Yuan, Chenggui; Mao, Xuerong 82 2003 Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034Douc, Randal; Fort, Gersende; Guillin, Arnaud 81 2009 Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Zbl 0612.62127Collomb, Gérard; Härdle, Wolfgang 80 1986 Backward stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1300.60074Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng 79 2014 Regularization of differential equations by fractional noise. Zbl 1075.60536Nualart, David; Ouknine, Youssef 79 2002 Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058Gyöngy, István 79 1998 Some limit theorems for Hawkes processes and application to financial statistics. Zbl 1292.60032Bacry, E.; Delattre, S.; Hoffmann, M.; Muzy, J. F. 79 2013 Stopping times and related Itô’s calculus with \(G\)-Brownian motion. Zbl 1225.60088Li, Xinpeng; Peng, Shige 79 2011 Extremes of a certain class of Gaussian processes. Zbl 0997.60057Hüsler, J.; Piterbarg, V. 78 1999 On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042Veretennikov, A. Yu. 78 1997 Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070Jarner, Søren Fiig; Hansen, Ernst 77 2000 Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040Nyrhinen, Harri 76 2001 On solutions of backward stochastic differential equations with jumps and applications. Zbl 0890.60049Situ, Rong 76 1997 Nonparametric regression with long-range dependence. Zbl 0713.62048Hall, Peter; Hart, Jeffrey D. 76 1990 Multivariate regression estimation: Local polynomial fitting for time series. Zbl 0889.60039Masry, E. 75 1996 Strong approximations for epidemic models. Zbl 0823.92024Ball, Frank; Donnelly, Peter 75 1995 On smoothed probability density estimation for stationary processes. Zbl 0588.62156Castellana, J. V.; Leadbetter, M. R. 75 1986 Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps. Zbl 1118.60070Masuda, Hiroki 75 2007 Additional logarithmic utility of an insider. Zbl 0934.91020Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin 74 1998 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 Itô’s stochastic calculus: its surprising power for applications. Zbl 1202.60079Kunita, Hiroshi 74 2010 Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041Mao, Xuerong; Shen, Yi; Yuan, Chenggui 74 2008 Operator scaling stable random fields. Zbl 1111.60033Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter 73 2007 Risk theory in a stochastic economic environment. Zbl 0777.62098Paulsen, Jostein 73 1993 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 Stochastic equations of non-negative processes with jumps. Zbl 1184.60022Fu, Zongfei; Li, Zenghu 72 2010 Weak approximation of killed diffusion using Euler schemes. Zbl 1045.60082Gobet, Emmanuel 71 2000 On pathwise stochastic integration. Zbl 0816.60047Karandikar, Rajeeva L. 71 1995 Estimation in nonlinear time series models. Zbl 0598.62109Tjøstheim, Dag 71 1986 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 70 2014 Distribution dependent SDEs for Landau type equations. Zbl 1380.60077Wang, Feng-Yu 70 2018 Weak convergence of multivariate fractional processes. Zbl 1028.60030Marinucci, D.; Robinson, P. M. 69 2000 Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen 69 2014 Parabolic SPDEs driven by Poisson white noise. Zbl 0934.60055Albeverio, Sergio; Wu, Jiang-Lun; Zhang, Tu-Sheng 68 1998 A forward scheme for backward SDEs. Zbl 1131.60054Bender, Christian; Denk, Robert 68 2007 Ruin problems with assets and liabilities of diffusion type. Zbl 0962.60075Norberg, Ragnar 67 1999 Utility maximization with partial information. Zbl 0834.90022Lakner, Peter 67 1995 General branching processes as Markov fields. Zbl 0678.92009Jagers, Peter 67 1989 Reflected BSDEs and mixed game problem. Zbl 0999.91005Hamadène, S.; Lepeltier, J.-P. 66 2000 On the ruin probabilities in a general economic environment. Zbl 0997.60041Nyrhinen, Harri 66 1999 Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation. Zbl 0885.62045Liebscher, E. 66 1996 Limit theorems for multipower variation in the presence of jumps. Zbl 1096.60022Barndorff-Nielsen, Ole E.; Shephard, Neil; Winkel, Matthias 66 2006 Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030Zhang, Yi; Shen, Xinmei; Weng, Chengguo 66 2009 Fractional ARIMA with stable innovations. Zbl 0846.62066Kokoszka, Piotr S.; Taqqu, Murad S. 65 1995 Large deviations for interacting multiscale particle systems. 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Zbl 1492.60095Ayache, Antoine; Bouly, Florent 1 2022 Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts. Zbl 1484.60027Adams, Daniel; dos Reis, Gonçalo; Ravaille, Romain; Salkeld, William; Tugaut, Julian 1 2022 Critical droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions. Zbl 1486.60120Baldassarri, Simone; Nardi, Francesca R. 1 2022 Percolation of the excursion sets of planar symmetric shot noise fields. 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 Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms. Zbl 1487.60142Huang, Lu-Jing; Kim, Kyung-Youn; Mao, Yong-Hua; Wang, Tao 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 Mean-field limit of age and leaky memory dependent Hawkes processes. Zbl 1489.60041Schmutz, Valentin 1 2022 Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons. Zbl 1493.62557De Santis, E.; Galves, A.; Nappo, G.; Piccioni, M. 1 2022 Continuum and thermodynamic limits for a simple random-exchange model. Zbl 1489.60122Düring, Bertram; Georgiou, Nicos; Merino-Aceituno, Sara; Scalas, Enrico 1 2022 On the center of mass of the elephant random walk. Zbl 1469.60135Bercu, Bernard; Laulin, Lucile 10 2021 On the identifiability of interaction functions in systems of interacting particles. Zbl 1468.60120Li, Zhongyang; Lu, Fei; Maggioni, Mauro; Tang, Sui; Zhang, Cheng 6 2021 Stochastic functional Kolmogorov equations. I: Persistence. Zbl 1484.34187Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George 5 2021 Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients. Zbl 1472.60099Cui, Jianbo; Hong, Jialin; Sun, Liying 4 2021 Functional limit theorems for marked Hawkes point measures. Zbl 1469.60160Horst, Ulrich; Xu, Wei 4 2021 Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in \(\mathbb{R}^2\). Zbl 1464.35238Li, Jingna; Liu, Hongxia; Tang, Hao 4 2021 On stochastic Itô processes with drift in \(L_d\). Zbl 1469.60186Krylov, N. V. 4 2021 On the exact distributions of the maximum of the asymmetric telegraph process. Zbl 1479.60206Cinque, Fabrizio; Orsingher, Enzo 4 2021 Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness. Zbl 1475.60059Gulisashvili, Archil 4 2021 Large deviations in discrete-time renewal theory. Zbl 1472.60054Zamparo, Marco 4 2021 Stochastic mSQG equations with multiplicative transport noises: white noise solutions and scaling limit. Zbl 1468.60081Luo, Dejun; Zhu, Rongchan 3 2021 A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise. Zbl 1471.60097Choi, Jae-Hwan; Han, Beom-Seok 3 2021 Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes. Zbl 1469.60248Champagnat, Nicolas; Villemonais, Denis 3 2021 Lasso estimation for spherical autoregressive processes. Zbl 1467.62126Caponera, Alessia; Durastanti, Claudio; Vidotto, Anna 3 2021 Renormalization of stochastic continuity equations on Riemannian manifolds. Zbl 1483.58009Galimberti, Luca; Karlsen, Kenneth H. 3 2021 Global solutions to stochastic wave equations with superlinear coefficients. Zbl 1475.60124Millet, Annie; Sanz-Solé, Marta 3 2021 Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders. Zbl 1475.60142Cho, Soobin; Kim, Panki 3 2021 Fluctuation limits for mean-field interacting nonlinear Hawkes processes. Zbl 1475.60091Heesen, Sophie; Stannat, Wilhelm 3 2021 Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs. Zbl 1480.60159Hu, Mingshang; Wang, Falei 3 2021 Large sample autocovariance matrices of linear processes with heavy tails. Zbl 1476.60014Heiny, Johannes; Mikosch, Thomas 3 2021 Regularity of multifractional moving average processes with random Hurst exponent. Zbl 1475.60075Loboda, Dennis; Mies, Fabian; Steland, Ansgar 2 2021 Continuity properties and the support of killed exponential functionals. Zbl 1475.60086Behme, Anita; Lindner, Alexander; Reker, Jana; Rivero, Victor 2 2021 Drift estimation on non compact support for diffusion models. Zbl 1473.62290Comte, Fabienne; Genon-Catalot, Valentine 2 2021 Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games. Zbl 1469.60123Klimsiak, Tomasz 2 2021 The domain of definition of the Lévy white noise. Zbl 1469.60113Fageot, Julien; Humeau, Thomas 2 2021 Competing growth processes with random growth rates and random birth times. Zbl 1469.60278Mailler, Cécile; Mörters, Peter; Senkevich, Anna 2 2021 Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. Zbl 1475.60162Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje 2 2021 Hypothesis testing for a Lévy-driven storage system by Poisson sampling. Zbl 1475.60191Mandjes, M.; Ravner, L. 2 2021 Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics. Zbl 1469.60075Ganguly, Arnab; Sundar, P. 2 2021 Martingale driven BSDEs, PDEs and other related deterministic problems. Zbl 1469.60217Barrasso, Adrien; Russo, Francesco 2 2021 Limit theorems for cloning algorithms. Zbl 1469.65035Angeli, Letizia; Grosskinsky, Stefan; Johansen, Adam M. 2 2021 Beta Laguerre processes in a high temperature regime. Zbl 1469.60349Trinh, Hoang Dung; Trinh, Khanh Duy 2 2021 The extremal process of super-Brownian motion. Zbl 1469.60260Ren, Yan-Xia; Song, Renming; Zhang, Rui 2 2021 Markov chains in random environment with applications in queuing theory and machine learning. Zbl 1469.60235Lovas, Attila; Rásonyi, Miklós 2 2021 Volterra equations driven by rough signals. Zbl 1481.60204Harang, Fabian A.; Tindel, Samy 2 2021 Hydrodynamics for the partial exclusion process in random environment. Zbl 1479.60194Floreani, Simone; Redig, Frank; Sau, Federico 2 2021 Implementable coupling of Lévy process and Brownian motion. Zbl 1479.60096Fomichov, Vladimir; González Cázares, Jorge; Ivanovs, Jevgenijs 2 2021 Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations. Zbl 1476.60140Genon-Catalot, Valentine; Larédo, Catherine 2 2021 Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant. Zbl 1476.60143Ernst, Philip A.; Franceschi, Sandro; Huang, Dongzhou 2 2021 ...and 1481 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 21,235 Authors 130 Jiang, Daqing 105 Mao, Xuerong 93 Nualart, David 90 Hashorva, Enkelejd 88 Chen, Zhen-Qing 75 Horváth, Lajos 75 Yan, Litan 74 Leonenko, Nikolai N. 73 Tudor, Ciprian A. 69 Kyprianou, Andreas E. 69 Yuan, Chenggui 68 Wang, Jian 67 Song, Renming 67 Taqqu, Murad S. 65 Elliott, Robert James 64 Kim, Panki 64 Yin, George Gang 63 Xiao, Yimin 62 Mandjes, Michel Robertus Hendrikus 62 Ren, Yong 62 Zhang, Tusheng S. 61 Dębicki, Krzysztof 61 Röckner, Michael 60 Samorodnitsky, Gennady Pinkhosovich 58 Wang, Feng-Yu 58 Yang, Yang 57 Ouknine, Youssef 57 Zhang, Xicheng 55 Mikosch, Thomas 55 Zhang, Li-Xin 53 Bayraktar, Erhan 53 Iksanov, Aleksander M. 53 Lin, Zhengyan 53 Nourdin, Ivan 52 Siu, Tak Kuen 51 Doukhan, Paul 50 Klüppelberg, Claudia 50 Russo, Francesco 49 Hayat, Tasawar 49 Mishura, Yuliya Stepanivna 49 Resnick, Sidney Ira 49 Roberts, Gareth O. 49 Surgailis, Donatas 49 Tindel, Samy 48 Liu, Qun 48 Xiong, Jie 47 Øksendal, Bernt Karsten 47 Peccati, Giovanni 46 Hu, Yaozhong 46 Wang, Ke 45 Meerschaert, Mark Marvin 45 Palmowski, Zbigniew 44 Flandoli, Franco 44 Tang, Qihe 43 Wu, Fuke 42 Brzeźniak, Zdzisław 42 Liu, Meng 42 Moulines, Eric 42 Touzi, Nizar 41 Dedecker, Jérôme 41 Fan, Shengjun 41 Imkeller, Peter 41 Landim, Claudio 41 Madan, Dilip B. 41 Merlevède, Florence 41 Wang, Yuebao 40 Csörgő, Miklós 40 Kumagai, Takashi 40 Liu, Quansheng 40 Yang, Hailiang 40 Zeifman, Alexander Izrailevich 39 Albeverio, Sergio A. 39 Bao, Jianhai 39 Janson, Svante 39 Pap, Gyula 39 Peligrad, Magda 39 Shen, Guangjun 39 Wu, Zhen 39 Zhou, Xiaowen 38 Budhiraja, Amarjit S. 38 Durrett, Richard Timothy 38 Jeanblanc, Monique 38 Pitman, Jim William 37 Davis, Richard A. 37 Duan, Jinqiao 37 Glynn, Peter W. 37 Pham, Huyên 37 Tan, Zhongquan 37 Wang, Yongjin 37 Yor, Marc 37 Zwart, Bert P. 36 Li, Zenghu 36 Maller, Ross Arthur 36 Ren, Yanxia 36 Wu, Jianglun 36 Wu, Wei Biao 35 Al-saedi, Ahmed Eid Salem 35 den Hollander, Frank 35 Jacod, Jean 35 Kokoszka, Piotr S. ...and 21,135 more Authors all top 5 Cited in 916 Journals 2,681 Stochastic Processes and their Applications 1,183 Statistics & Probability Letters 807 The Annals of Applied Probability 721 The Annals of Probability 562 Journal of Theoretical Probability 560 Journal of Applied Probability 559 Journal of Statistical Physics 557 Bernoulli 553 Probability Theory and Related Fields 520 Journal of Mathematical Analysis and Applications 466 Stochastic Analysis and Applications 451 Communications in Statistics. 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Theory and Applications 67 Sequential Analysis 65 Mathematical Methods of Operations Research ...and 816 more Journals all top 5 Cited in 62 Fields 22,680 Probability theory and stochastic processes (60-XX) 7,483 Statistics (62-XX) 4,677 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,823 Partial differential equations (35-XX) 2,267 Numerical analysis (65-XX) 2,130 Systems theory; control (93-XX) 1,968 Statistical mechanics, structure of matter (82-XX) 1,910 Biology and other natural sciences (92-XX) 1,378 Operations research, mathematical programming (90-XX) 1,080 Ordinary differential equations (34-XX) 896 Dynamical systems and ergodic theory (37-XX) 870 Calculus of variations and optimal control; optimization (49-XX) 673 Combinatorics (05-XX) 652 Operator theory (47-XX) 519 Computer science (68-XX) 378 Measure and integration (28-XX) 374 Functional analysis (46-XX) 373 Fluid mechanics (76-XX) 320 Real functions (26-XX) 245 Global analysis, analysis on manifolds (58-XX) 237 Quantum theory (81-XX) 232 Integral equations (45-XX) 223 Potential theory (31-XX) 208 Harmonic analysis on Euclidean spaces (42-XX) 179 Information and communication theory, circuits (94-XX) 177 Linear and multilinear algebra; matrix theory (15-XX) 138 Special functions (33-XX) 112 Approximations and expansions (41-XX) 103 Differential geometry (53-XX) 101 Difference and functional equations (39-XX) 100 Number theory (11-XX) 83 Integral transforms, operational calculus (44-XX) 82 Geophysics (86-XX) 78 Functions of a complex variable (30-XX) 73 Mechanics of particles and systems (70-XX) 69 Convex and discrete geometry (52-XX) 52 Mechanics of deformable solids (74-XX) 50 Classical thermodynamics, heat transfer (80-XX) 43 Group theory and generalizations (20-XX) 40 Abstract harmonic analysis (43-XX) 33 Topological groups, Lie groups (22-XX) 30 History and biography (01-XX) 28 General topology (54-XX) 25 General and overarching topics; collections (00-XX) 22 Sequences, series, summability (40-XX) 19 Nonassociative rings and algebras (17-XX) 18 Mathematical logic and foundations (03-XX) 18 Algebraic topology (55-XX) 17 Relativity and gravitational theory (83-XX) 13 Order, lattices, ordered algebraic structures (06-XX) 13 Associative rings and algebras (16-XX) 12 Optics, electromagnetic theory (78-XX) 12 Astronomy and astrophysics (85-XX) 10 Algebraic geometry (14-XX) 9 Field theory and polynomials (12-XX) 9 Several complex variables and analytic spaces (32-XX) 7 Geometry (51-XX) 5 Manifolds and cell complexes (57-XX) 4 General algebraic systems (08-XX) 4 Mathematics education (97-XX) 3 Commutative algebra (13-XX) 3 Category theory; homological algebra (18-XX) Citations by Year