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Stochastic processes and their applications

Stochastic processes and their applications
紙記録メディア雑誌
North-Holland Pub. Co.<Z53-T137>
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On the optimality of the refraction–reflection strategies for Lévy processes

On the optimality of the refraction–reflection strategies for Lévy processes
デジタル記事
2023-06Stochastic Processes and their Applications160p.174-217
全国の図書館
  • 掲載誌（ISSN）03044149

Change point inference in ergodic diffusion processes based on high frequency data

Change point inference in ergodic diffusion processes based on high frequency data
デジタル記事
2023-04Stochastic Processes and their Applications158p.1-39
全国の図書館
  • 掲載誌（ISSN）03044149

Asymptotic expansion and estimates of Wiener functionals

Asymptotic expansion and estimates of Wiener functionals
デジタル記事
2023-03Stochastic Processes and their Applications157p.176-248
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  • 掲載誌（ISSN）03044149

Simulation of reflected Brownian motion on two dimensional wedges

Simulation of reflected Brownian motion on two dimensional wedges
デジタル記事
2023-02Stochastic Processes and their Applications156p.349-378
全国の図書館
  • 掲載誌（ISSN）03044149

Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems

Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems
デジタル記事
2023-01Stochastic Processes and their Applications155p.180-201
全国の図書館
  • 掲載誌（ISSN）03044149

Law of large numbers and fluctuations in the sub-critical and <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si3.svg"><mml:msup><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msup></mml:math> regions for SHE and KPZ equation in dimension <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e30" altimg="si4.svg"><mml:mrow><mml:mi>d</mml:mi><mml:mo linebreak="goodbreak" linebreakstyle="after">≥</mml:mo><mml:mn>3</mml:mn></mml:mrow></mml:math>

Law of large numbers and fluctuations in the sub-critical and <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si3.svg"><mml:msup><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msup></mml:math> regions for SHE and KPZ equation in dimension <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e30" altimg="si4.svg"><mml:mrow><mml:mi>d</mml:mi><mml:mo linebreak="goodbreak" linebreakstyle="after">≥</mml:mo><mml:mn>3</mml:mn></mml:mrow></mml:math>
デジタル記事
2022-09Stochastic Processes and their Applications151p.127-173
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  • 掲載誌（ISSN）03044149

Distance covariance for random fields

Distance covariance for random fields
デジタル記事
2022-08Stochastic Processes and their Applications150p.280-322
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  • 掲載誌（ISSN）03044149

Optimal sustainable harvesting of populations in random environments

Optimal sustainable harvesting of populations in random environments
デジタル記事
2022-08Stochastic Processes and their Applications150p.678-698
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Tails of bivariate stochastic recurrence equation with triangular matrices

Tails of bivariate stochastic recurrence equation with triangular matrices
デジタル記事
2022-08Stochastic Processes and their Applications150p.147-191
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Divergence of an integral of a process with small ball estimate

Divergence of an integral of a process with small ball estimate
デジタル記事
2022-06Stochastic Processes and their Applications148p.1-24
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  • 掲載誌（ISSN）03044149

Extensions of Bougerol’s identity in law and the associated anticipative path transformations

Extensions of Bougerol’s identity in law and the associated anticipative path transformations
デジタル記事
2022-04Stochastic Processes and their Applications146p.311-334
全国の図書館
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An ODE method to prove the geometric convergence of adaptive stochastic algorithms

An ODE method to prove the geometric convergence of adaptive stochastic algorithms
デジタル記事
2022-03Stochastic Processes and their Applications145p.269-307
インターネットで読める全国の図書館
  • 掲載誌（ISSN）03044149

Probabilistic approach to the heat equation with a dynamic Hardy-type potential

Probabilistic approach to the heat equation with a dynamic Hardy-type potential
デジタル記事
2022-03Stochastic Processes and their Applications145p.204-225
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Large deviation principle for the backward continued fraction expansion

Large deviation principle for the backward continued fraction expansion
デジタル記事
2022-02Stochastic Processes and their Applications144p.153-172
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Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise

Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise
デジタル記事
2022-01Stochastic Processes and their Applications143p.1-30
全国の図書館
  • 掲載誌（ISSN）03044149

Misspecified diffusion models with high-frequency observations and an application to neural networks

Misspecified diffusion models with high-frequency observations and an application to neural networks
デジタル記事
2021-12Stochastic Processes and their Applications142p.245-292
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Concentration on Poisson spaces via modified <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e72" altimg="si4.svg"><mml:mi>Φ</mml:mi></mml:math>-Sobolev inequalities

Concentration on Poisson spaces via modified <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e72" altimg="si4.svg"><mml:mi>Φ</mml:mi></mml:math>-Sobolev inequalities
デジタル記事
2021-10Stochastic Processes and their Applications140p.216-235
全国の図書館
  • 掲載誌（ISSN）03044149

Irreducible decomposition for Markov processes

Irreducible decomposition for Markov processes
デジタル記事
2021-10Stochastic Processes and their Applications140p.339-356
全国の図書館
  • 掲載誌（ISSN）03044149

Large deviations in discrete-time renewal theory

Large deviations in discrete-time renewal theory
デジタル記事
2021-09Stochastic Processes and their Applications139p.80-109
全国の図書館
  • 掲載誌（ISSN）03044149