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Stochastic Processes and their Applications

1973 - 2020

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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
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