Economics at your fingertips  

Stochastic Processes and their Applications

1973 - 2020

Current editor(s): T. Mikosch

From Elsevier
Bibliographic data for series maintained by Haili He ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2020, volume 130, issue 8

Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one pp. 4513-4562 Downloads
Manil T. Mohan
On the strong Feller property for stochastic delay differential equations with singular drift pp. 4563-4592 Downloads
Stefan Bachmann
Lower bound for local oscillations of Hermite processes pp. 4593-4607 Downloads
Antoine Ayache
General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment pp. 4608-4642 Downloads
Dang H. Nguyen, Nhu N. Nguyen and George Yin
Nonparametric estimation of the service time distribution in discrete-time queueing networks pp. 4643-4666 Downloads
Sebastian Schweer and Cornelia Wichelhaus
Statistical tests of heterogeneity for anisotropic multifractional Brownian fields pp. 4667-4692 Downloads
Huong T.L. Vu and Frédéric J.P. Richard
Optimal kernel estimation of spot volatility of stochastic differential equations pp. 4693-4720 Downloads
José E. Figueroa-López and Cheng Li
Exponential mixing for dissipative PDEs with bounded non-degenerate noise pp. 4721-4745 Downloads
Sergei Kuksin and Huilin Zhang
Backward stochastic differential equations with two barriers and generalized reflection pp. 4746-4765 Downloads
Adrian Falkowski and Leszek Słomiński
Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals pp. 4766-4792 Downloads
Eija Laukkarinen
The speed of a general random walk reinforced by its recent history pp. 4793-4807 Downloads
Ross G. Pinsky
Stability of optimal filter higher-order derivatives pp. 4808-4858 Downloads
Vladislav Z.B. Tadić and Arnaud Doucet
High excursions of Bessel and related random processes pp. 4859-4872 Downloads
Vladimir I. Piterbarg and Igor V. Rodionov
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces pp. 4873-4891 Downloads
Galatia Cleanthous, Athanasios G. Georgiadis, Annika Lang and Emilio Porcu
Functional central limit theorem for random walks in random environment defined on regular trees pp. 4892-4909 Downloads
Andrea Collevecchio, Masato Takei and Yuma Uematsu
Stationary points in coalescing stochastic flows on R pp. 4910-4926 Downloads
Andrey A. Dorogovtsev, Georgii V. Riabov and Björn Schmalfuß
Stein’s method for multivariate Brownian approximations of sums under dependence pp. 4927-4967 Downloads
Mikołaj J. Kasprzak
Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise pp. 4968-5005 Downloads
Jean Daniel Mukam and Antoine Tambue
Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method pp. 5006-5036 Downloads
Ankush Agarwal and Julien Claisse
Ergodicity of invariant capacities pp. 5037-5059 Downloads
Chunrong Feng, Panyu Wu and Huaizhong Zhao
Sublinear variance in Euclidean first-passage percolation pp. 5060-5099 Downloads
Megan Bernstein, Michael Damron and Torin Greenwood
Krylov–Safonov estimates for a degenerate diffusion process pp. 5100-5123 Downloads
Fu Zhang and Kai Du
Self-normalized Cramér type moderate deviations for stationary sequences and applications pp. 5124-5148 Downloads
Xiequan Fan, Ion Grama, Quansheng Liu and Qi-Man Shao
Sequential testing for structural stability in approximate factor models pp. 5149-5187 Downloads
Matteo Barigozzi and Lorenzo Trapani
Lq(Lp)-theory of stochastic differential equations pp. 5188-5211 Downloads
Pengcheng Xia, Longjie Xie, Xicheng Zhang and Guohuan Zhao

2020, volume 130, issue 7

Forward–backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs pp. 3865-3894 Downloads
Evelina Shamarova and Rui Sá Pereira
SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions pp. 3895-3919 Downloads
Damiano Brigo, Monique Jeanblanc and Frédéric Vrins
Invariance principles for random walks in cones pp. 3920-3942 Downloads
Jetlir Duraj and Vitali Wachtel
The discrete Gaussian free field on a compact manifold pp. 3943-3966 Downloads
Alessandra Cipriani and Bart van Ginkel
Law of two-sided exit by a spectrally positive strictly stable process pp. 3967-3989 Downloads
Zhiyi Chi
Random walks in a strongly sparse random environment pp. 3990-4027 Downloads
Dariusz Buraczewski, Piotr Dyszewski, Alexander Iksanov and Alexander Marynych
Path-space moderate deviations for a class of Curie–Weiss models with dissipation pp. 4028-4061 Downloads
Francesca Collet and Richard C. Kraaij
Necessary conditions for stochastic optimal control problems in infinite dimensions pp. 4081-4103 Downloads
Hélène Frankowska and Xu Zhang
Regular variation of fixed points of the smoothing transform pp. 4104-4140 Downloads
Xingang Liang and Quansheng Liu
Geometric ergodicity of affine processes on cones pp. 4141-4173 Downloads
Eberhard Mayerhofer, Robert Stelzer and Johanna Vestweber
Existence of a density of the 2-dimensional Stochastic Navier Stokes Equation driven by Lévy processes or fractional Brownian motion pp. 4174-4205 Downloads
E. Hausenblas and Paul A. Razafimandimby
A note on quadratic forms of stationary functional time series under mild conditions pp. 4206-4251 Downloads
Anne van Delft
SIR epidemics with stochastic infectious periods pp. 4252-4274 Downloads
Matthieu Simon
On a maximal inequality and its application to SDEs with singular drift pp. 4275-4293 Downloads
Xuan Liu and Guangyu Xi
Convergence of the quantile admission process with veto power pp. 4294-4325 Downloads
Naomi Dvora Feldheim and Ohad Noy Feldheim
Non-equilibrium and stationary fluctuations for the SSEP with slow boundary pp. 4326-4357 Downloads
P. Gonçalves, M. Jara, O. Menezes and A. Neumann
Limit theorems for a class of critical superprocesses with stable branching pp. 4358-4391 Downloads
Yan-Xia Ren, Renming Song and Zhenyao Sun
Estimates on the tail probabilities of subordinators and applications to general time fractional equations pp. 4392-4443 Downloads
Soobin Cho and Panki Kim
Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire pp. 4444-4469 Downloads
Oleksii Mostovyi
Regularly varying random fields pp. 4470-4492 Downloads
Lifan Wu and Gennady Samorodnitsky
A large sample property in approximating the superposition of i.i.d. finite point processes pp. 4493-4511 Downloads
Tianshu Cong, Aihua Xia and Fuxi Zhang

2020, volume 130, issue 6

Fractional Erlang queues pp. 3249-3276 Downloads
Giacomo Ascione, Nikolai Leonenko and Enrica Pirozzi
Renewal theory for extremal Markov sequences of Kendall type pp. 3277-3294 Downloads
Barbara H. Jasiulis-Gołdyn, Jolanta K. Misiewicz, Karolina Naskręt and Edward Omey
An implicit numerical scheme for a class of backward doubly stochastic differential equations pp. 3295-3324 Downloads
Yaozhong Hu, David Nualart and Xiaoming Song
Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component pp. 3325-3368 Downloads
Charles-Edouard Bréhier
The parabolic Anderson model on the hypercube pp. 3369-3393 Downloads
Luca Avena, Onur Gün and Marion Hesse
When is it best to follow the leader? pp. 3394-3407 Downloads
Philip A. Ernst, L.C.G. Rogers and Quan Zhou
From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in 1+1 dimensions pp. 3408-3444 Downloads
Guanglin Rang
Q-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries pp. 3445-3476 Downloads
William Oçafrain
On the speed and spectrum of mean-field random walks among random conductances pp. 3477-3498 Downloads
Andrea Collevecchio and Paul Jung
Convergence of metric two-level measure spaces pp. 3499-3539 Downloads
Roland Meizis
General erased-word processes: Product-type filtrations, ergodic laws and Martin boundaries pp. 3540-3573 Downloads
Julian Gerstenberg
Heat kernel for non-local operators with variable order pp. 3574-3647 Downloads
Xin Chen, Zhen-Qing Chen and Jian Wang
Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions pp. 3648-3686 Downloads
Archil Gulisashvili
A note on Herglotz’s theorem for time series on function spaces pp. 3687-3710 Downloads
Anne van Delft and Michael Eichler
Weighted bounded mean oscillation applied to backward stochastic differential equations pp. 3711-3752 Downloads
Stefan Geiss and Juha Ylinen
Analysis of a micro–macro acceleration method with minimum relative entropy moment matching pp. 3753-3801 Downloads
Tony Lelièvre, Giovanni Samaey and Przemysław Zieliński
Lie symmetry methods for local volatility models pp. 3802-3841 Downloads
Mark Craddock and Martino Grasselli
Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces pp. 3842-3864 Downloads
Ali Khezeli

2020, volume 130, issue 5

Long time behavior of a mean-field model of interacting neurons pp. 2553-2595 Downloads
Quentin Cormier, Etienne Tanré and Romain Veltz
An inequality connecting entropy distance, Fisher Information and large deviations pp. 2596-2638 Downloads
Bastian Hilder, Mark A. Peletier, Upanshu Sharma and Oliver Tse
On the support of solutions to stochastic differential equations with path-dependent coefficients pp. 2639-2674 Downloads
Rama Cont and Alexander Kalinin
Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion pp. 2675-2692 Downloads
Jialin Hong, Chuying Huang, Minoo Kamrani and Xu Wang
Lyapunov criteria for the Feller–Dynkin property of martingale problems pp. 2693-2736 Downloads
David Criens
Brownian motion with general drift pp. 2737-2750 Downloads
D. Kinzebulatov and Yu. A. Semënov
Metastability for the contact process with two types of particles and priorities pp. 2751-2777 Downloads
Mariela Pentón Machado
Scaling limit of wetting models in 1+1 dimensions pinned to a shrinking strip pp. 2778-2807 Downloads
Jean-Dominique Deuschel and Tal Orenshtein
Lattice model for fast diffusion equation pp. 2808-2837 Downloads
F. Hernández, M. Jara and F. Valentim
Normal approximation by Stein’s method under sublinear expectations pp. 2838-2850 Downloads
Yongsheng Song
Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling pp. 2851-2885 Downloads
Dawid Czapla, Katarzyna Horbacz and Hanna Wojewódka-Ściążko
On time-inconsistent stopping problems and mixed strategy stopping times pp. 2886-2917 Downloads
Sören Christensen and Kristoffer Lindensjö
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization pp. 2918-2953 Downloads
B. Acciaio, J. Backhoff-Veraguas and A. Zalashko
Diffusive search with spatially dependent resetting pp. 2954-2973 Downloads
Ross G. Pinsky
On Bernstein processes generated by hierarchies of linear parabolic systems in Rd pp. 2974-3004 Downloads
Pierre-A. Vuillermot and J.-C. Zambrini
Volatility estimation for stochastic PDEs using high-frequency observations pp. 3005-3052 Downloads
Markus Bibinger and Mathias Trabs
Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling pp. 3053-3094 Downloads
Mingjie Liang and Jian Wang
Penalization of Galton–Watson processes pp. 3095-3119 Downloads
Romain Abraham and Pierre Debs
Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs pp. 3120-3153 Downloads
Marco Fuhrman and Marie-Amélie Morlais
On non-stationary solutions to MSDDEs: Representations and the cointegration space pp. 3154-3173 Downloads
Mikkel Slot Nielsen
On Rd-valued multi-self-similar Markov processes pp. 3174-3192 Downloads
Loïc Chaumont and Salem Lamine
An approximation scheme for quasi-stationary distributions of killed diffusions pp. 3193-3219 Downloads
Andi Q. Wang, Gareth O. Roberts and David Steinsaltz
Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions pp. 3220-3248 Downloads
Jonas M. Tölle

2020, volume 130, issue 4

Stable limits for Markov chains via the Principle of Conditioning pp. 1853-1878 Downloads
Mohamed El Machkouri, Adam Jakubowski and Dalibor Volný
Well-posedness and long time behavior of singular Langevin stochastic differential equations pp. 1879-1896 Downloads
Renming Song and Longjie Xie
Optimal martingale transport between radially symmetric marginals in general dimensions pp. 1897-1912 Downloads
Tongseok Lim
Optimal liquidation under partial information with price impact pp. 1913-1946 Downloads
Katia Colaneri, Zehra Eksi, Rüdiger Frey and Michaela Szölgyenyi
Markov cubature rules for polynomial processes pp. 1947-1971 Downloads
Damir Filipović, Martin Larsson and Sergio Pulido
The monotone case approach for the solution of certain multidimensional optimal stopping problems pp. 1972-1993 Downloads
Sören Christensen and Albrecht Irle
Scaling limits of processes with fast nonlinear mean reversion pp. 1994-2031 Downloads
Thomas Cayé, Martin Herdegen and Johannes Muhle-Karbe
Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes pp. 2032-2057 Downloads
R. Le Guével and J. Lévy Véhel
Stochastic representation of solution to nonlocal-in-time diffusion pp. 2058-2085 Downloads
Qiang Du, Lorenzo Toniazzi and Zhi Zhou
Space–time random walk loop measures pp. 2086-2126 Downloads
Stefan Adams and Quirin Vogel
Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion pp. 2127-2158 Downloads
Igor Honoré
Generalized Burgers equation with rough transport noise pp. 2159-2184 Downloads
Antoine Hocquet, Torstein Nilssen and Wilhelm Stannat
Random walks and Brownian motion on cubical complexes pp. 2185-2199 Downloads
Tom M.W. Nye
Perturbation bounds for Monte Carlo within Metropolis via restricted approximations pp. 2200-2227 Downloads
Felipe Medina-Aguayo, Daniel Rudolf and Nikolaus Schweizer
Trimmed Lévy processes and their extremal components pp. 2228-2249 Downloads
Yuguang Ipsen, Ross Maller and Sidney Resnick
A CLT for linear spectral statistics of large random information-plus-noise matrices pp. 2250-2281 Downloads
Marwa Banna, Jamal Najim and Jianfeng Yao
On the range of simple symmetric random walks on the line pp. 2282-2295 Downloads
Yuan-Hong Chen and Jun Wu
Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients pp. 2296-2311 Downloads
Philip Protter, Lisha Qiu and Jaime San Martin
PageRank on inhomogeneous random digraphs pp. 2312-2348 Downloads
Jiung Lee and Mariana Olvera-Cravioto
Optimal variance stopping with linear diffusions pp. 2349-2383 Downloads
Kamille Sofie Tågholt Gad and Pekka Matomäki
Malliavin calculus for non-colliding particle systems pp. 2384-2406 Downloads
Nobuaki Naganuma and Dai Taguchi
Approximations of stochastic Navier–Stokes equations pp. 2407-2432 Downloads
Shijie Shang and Tusheng Zhang
A reduction principle for the critical values of random spherical harmonics pp. 2433-2470 Downloads
Valentina Cammarota and Domenico Marinucci
From infinite urn schemes to self-similar stable processes pp. 2471-2487 Downloads
Olivier Durieu, Gennady Samorodnitsky and Yizao Wang
Markov branching processes with disasters: Extinction, survival and duality to p-jump processes pp. 2488-2518 Downloads
Felix Hermann and Peter Pfaffelhuber
Directed chain stochastic differential equations pp. 2519-2551 Downloads
Nils Detering, Jean-Pierre Fouque and Tomoyuki Ichiba

2020, volume 130, issue 3

Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations pp. 1159-1205 Downloads
Kengo Kato and Daisuke Kurisu
L2-theory of linear degenerate SPDEs and Lp (p>0) estimates for the uniform norm of weak solutions pp. 1206-1225 Downloads
Jinniao Qiu
On the signature and cubature of the fractional Brownian motion for H>12 pp. 1226-1257 Downloads
Riccardo Passeggeri
Optimal stopping with f-expectations: The irregular case pp. 1258-1288 Downloads
Miryana Grigorova, Peter Imkeller, Youssef Ouknine and Marie-Claire Quenez
Large deviations of conditioned diffusions and applications pp. 1289-1308 Downloads
Paolo Baldi, Lucia Caramellino and Maurizia Rossi
Explosion in weighted hyperbolic random graphs and geometric inhomogeneous random graphs pp. 1309-1367 Downloads
Júlia Komjáthy and Bas Lodewijks
General tax structures for a Lévy insurance risk process under the Cramér condition pp. 1368-1387 Downloads
Philip S. Griffin
Existence of infinite Viterbi path for pairwise Markov models pp. 1388-1425 Downloads
Jüri Lember and Joonas Sova
On Shige Peng’s central limit theorem pp. 1426-1434 Downloads
N.V. Krylov
Heavy traffic limit for the workload plateau process in a tandem queue with identical service times pp. 1435-1460 Downloads
H. Christian Gromoll, Bryce Terwilliger and Bert Zwart
Gradient flow approach to local mean-field spin systems pp. 1461-1514 Downloads
K. Bashiri and A. Bovier
Stability of piecewise deterministic Markovian metapopulation processes on networks pp. 1515-1544 Downloads
Pierre Montagnon
Local and global existence of pathwise solution for the stochastic Boussinesq equations with multiplicative noises pp. 1545-1567 Downloads
Lihuai Du and Ting Zhang
Multiperiod martingale transport pp. 1568-1615 Downloads
Marcel Nutz, Florian Stebegg and Xiaowei Tan
A semigroup approach to nonlinear Lévy processes pp. 1616-1642 Downloads
Robert Denk, Michael Kupper and Max Nendel
Continuum directed random polymers on disordered hierarchical diamond lattices pp. 1643-1668 Downloads
Jeremy Thane Clark
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance pp. 1669-1712 Downloads
Francesco Cordoni, Luca Di Persio, Lucian Maticiuc and Adrian Zălinescu
The correlation function of a queue with Lévy and Markov additive input pp. 1713-1734 Downloads
Wouter Berkelmans, Agata Cichocka and Michel Mandjes
Spectral representations of quasi-infinitely divisible processes pp. 1735-1791 Downloads
Riccardo Passeggeri
Stochastic recursions: Between Kesten’s and Grincevičius–Grey’s assumptions pp. 1792-1819 Downloads
Ewa Damek and Bartosz Kołodziejek
Mean field analysis of neural networks: A central limit theorem pp. 1820-1852 Downloads
Justin Sirignano and Konstantinos Spiliopoulos

2020, volume 130, issue 2

Stable processes conditioned to avoid an interval pp. 471-487 Downloads
Leif Döring, Andreas E. Kyprianou and Philip Weissmann
Poisson percolation on the oriented square lattice pp. 488-502 Downloads
Irina Cristali, Matthew Junge and Rick Durrett
Large deviations for empirical measures of mean-field Gibbs measures pp. 503-520 Downloads
Wei Liu and Liming Wu
Minimal Root’s embeddings for general starting and target distributions pp. 521-544 Downloads
Jiajie Wang
Discretization error for the maximum of a Gaussian field pp. 545-559 Downloads
Jean-Marc Azaïs and Malika Chassan
FK–Ising coupling applied to near-critical planar models pp. 560-583 Downloads
Federico Camia, Jianping Jiang and Charles M. Newman
Jump processes on the boundaries of random trees pp. 584-604 Downloads
Yuki Tokushige
Berry–Esseen bounds in the inhomogeneous Curie–Weiss model with external field pp. 605-629 Downloads
Sander Dommers and Peter Eichelsbacher
Self-decomposability of weak variance generalised gamma convolutions pp. 630-655 Downloads
Boris Buchmann, Kevin W. Lu and Dilip B. Madan
On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions pp. 656-676 Downloads
Jiagang Ren, Jing Wu and Mengqi Zheng
Self-similar solutions of kinetic-type equations: The boundary case pp. 677-693 Downloads
Kamil Bogus, Dariusz Buraczewski and Alexander Marynych
Market delay and G-expectations pp. 694-707 Downloads
Yan Dolinsky and Jonathan Zouari
Continuous-time random walk between Lévy-spaced targets in the real line pp. 708-732 Downloads
Alessandra Bianchi, Marco Lenci and Françoise Pène
Posterior consistency for partially observed Markov models pp. 733-759 Downloads
Randal Douc, Jimmy Olsson and François Roueff
On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization pp. 760-784 Downloads
Paolo Di Tella
Conditional nonlinear expectations pp. 785-805 Downloads
Daniel Bartl
Optimal stopping of a Brownian bridge with an unknown pinning point pp. 806-823 Downloads
Erik Ekström and Juozas Vaicenavicius
Dyson type formula for pure jump Lévy processes with some applications to finance pp. 824-844 Downloads
Sixian Jin, Henry Schellhorn and Josep Vives
Bayesian estimations for diagonalizable bilinear SPDEs pp. 845-877 Downloads
Ziteng Cheng, Igor Cialenco and Ruoting Gong
Degree growth rates and index estimation in a directed preferential attachment model pp. 878-906 Downloads
Tiandong Wang and Sidney I. Resnick
An entropic interpolation proof of the HWI inequality pp. 907-923 Downloads
Ivan Gentil, Christian Léonard, Luigia Ripani and Luca Tamanini
Stefan problems for reflected SPDEs driven by space–time white noise pp. 924-961 Downloads
Ben Hambly and Jasdeep Kalsi
The heavy range of randomly biased walks on trees pp. 962-999 Downloads
Pierre Andreoletti and Roland Diel
Selection of equilibria in a linear quadratic mean-field game pp. 1000-1040 Downloads
François Delarue and Rinel Foguen Tchuendom
Metropolis–Hastings reversiblizations of non-reversible Markov chains pp. 1041-1073 Downloads
Michael C.H. Choi
Law of large numbers for supercritical superprocesses with non-local branching pp. 1074-1102 Downloads
Sandra Palau and Ting Yang
Contact process under renewals II pp. 1103-1118 Downloads
Luiz Renato Fontes, Thomas S. Mountford and Maria Eulália Vares
Maintenance of diversity in a hierarchical host–parasite model with balancing selection and reinfection pp. 1119-1158 Downloads
Cornelia Pokalyuk and Anton Wakolbinger

2020, volume 130, issue 1

W2,p-solutions of parabolic SPDEs in general domains pp. 1-19 Downloads
Kai Du
Optimal importance sampling for Lévy processes pp. 20-46 Downloads
Adrien Genin and Peter Tankov
Forward–backward SDEs with distributional coefficients pp. 47-78 Downloads
Elena Issoglio and Shuai Jing
Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift pp. 79-107 Downloads
P.E. Chaudru de Raynal
Exponents for the number of pairs of α-favorite points of a simple random walk in Z2 pp. 108-138 Downloads
Izumi Okada
Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation pp. 139-170 Downloads
Richard C. Kraaij, Alexandre Lazarescu, Christian Maes and Mark Peletier
Mathematical foundation of nonequilibrium fluctuation–dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients pp. 171-202 Downloads
Xian Chen and Chen Jia
Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise pp. 203-231 Downloads
Vasileios Maroulas, Xiaoyang Pan and Jie Xiong
Weak martingale solutions to the stochastic Landau–Lifshitz–Gilbert equation with multi-dimensional noise via a convergent finite-element scheme pp. 232-261 Downloads
Beniamin Goldys, Joseph F. Grotowski and Kim-Ngan Le
On laws of large numbers for systems with mean-field interactions and Markovian switching pp. 262-296 Downloads
Son L. Nguyen, George Yin and Tuan A. Hoang
Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions pp. 297-327 Downloads
Kengo Kamatani
Recursive computation of invariant distributions of Feller processes pp. 328-365 Downloads
Gilles Pagès and Clément Rey
Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces pp. 366-393 Downloads
Kai Liu
Linearized filtering of affine processes using stochastic Riccati equations pp. 394-430 Downloads
Lukas Gonon and Josef Teichmann
Estimates of Dirichlet heat kernel for symmetric Markov processes pp. 431-470 Downloads
Tomasz Grzywny, Kyung-Youn Kim and Panki Kim
Page updated 2020-07-13