Stochastic Processes and Their Applications

Article	Citations
Random dynamics of p-Laplacian lattice systems driven by infinite-dime	38
General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment	37
A central limit theorem for the stochastic heat equation	34
Lq	29
Volatility estimation for stochastic PDEs using high-frequency observations	26
On time-inconsistent stopping problems and mixed strategy stopping times	26
Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component	24
An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation	23
Diffusive search with spatially dependent resetting	19
Stochastic functional Kolmogorov equations, I: Persistence	18
Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion	17
Invasion and fixation of microbial dormancy traits under competitive pressure	17
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients	16
Quenched asymptotics for interacting diffusions on inhomogeneous random graphs	15
Discrete-time simulation of Stochastic Volterra equations	15
Normal approximation by Stein’s method under sublinear expectations	15
SIR epidemics with stochastic infectious periods	15
Brownian motion with general drift	14
On the center of mass of the elephant random walk	14
Forward and backward stochastic differential equations with normal constraints in law	14
Optimal scaling of random-walk metropolis algorithms on general target distributions	13
Fractional Erlang queues	13
Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling	13
Optimal sustainable harvesting of populations in random environments	12
Geometric ergodicity of affine processes on cones	12

Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes	12
Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts	12
Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one	12
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces	12
Long time behavior of a mean-field model of interacting neurons	12
The Cauchy problem for fractional conservation laws driven by Lévy noise	11
Regularly varying random fields	11
Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions	11
Necessary conditions for stochastic optimal control problems in infinite dimensions	11
Tier structure of strongly endotactic reaction networks	10
A remark on triviality for the two-dimensional stochastic nonlinear wave equation	10
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization	10
Non-equilibrium and stationary fluctuations for the SSEP with slow boundary	10
A note on Herglotz’s theorem for time series on function spaces	10
Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in <	10
Distribution dependent SDEs driven by fractional Brownian motions	9
On the identifiability of interaction functions in systems of interacting particles	9
Exit times for semimartingales under nonlinear expectation	9
The extremal process of super-Brownian motion	9
Well-posedness and propagation of chaos for McKean–Vlasov equations with jumps and locally Lipschitz coefficients	9
Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling	9
Large deviations in discrete-time renewal theory	8
Law of large numbers and fluctuations in the sub-critical and L	8
A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise	8
Reflected backward stochastic differential equation driven by G-Browni	8
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	8
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance	8
Particles Systems for mean reflected BSDEs	8
Lévy driven CARMA generalized processes and stochastic partial differential equations	8
Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness	8
On the strong Markov property for stochastic differential equations driven by G<	8
Stein’s method for multivariate Brownian approximations of sums under dependence	8
An inequality connecting entropy distance, Fisher Information and large deviations	8
Invariance principles for random walks in cones	8
Extremes of vector-valued Gaussian processes	8
Infinite dimensional affine processes	7
An approximation scheme for quasi-stationary distributions of killed diffusions	7
Remarks on the non-uniqueness in law of the Navier–Stokes equations up to the J.-L. Lions’ exponent	7
Self-normalized Cramér type moderate deviations for stationary sequences and applications	7
Volterra equations driven by rough signals	7
On the optimality of double barrier strategies for Lévy processes	7
On the exact distributions of the maximum of the asymmetric telegraph process	7
An urn model with random multiple drawing and random addition	7
Drift estimation on non compact support for diffusion models	7
Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model	7
Markov chains in random environment with applications in queuing theory and machine learning	7
Regularity of multifractional moving average processes with random Hurst exponent	7
Large deviations for interacting multiscale particle systems	7
The parabolic Anderson model on the hypercube	6
Singular McKean–Vlasov SDEs: Well-posedness, regularities and Wang’s Harnack inequality	6

On the support of solutions to stochastic differential equations with path-dependent coefficients	6
The parametrix method for parabolic SPDEs	6
Moving average Multifractional Processes with Random Exponent: Lower bounds for local oscillations	6
Telegraph random evolutions on a circle	6
Heat kernel for non-local operators with variable order	6
Stationarity and uniform in time convergence for the graphon particle system	6
Precise large deviation asymptotics for products of random matrices	6
Finite-time blow-up of a non-local stochastic parabolic problem	6
Fundamental properties of process distances	6
The stochastic thin-film equation: Existence of nonnegative martingale solutions	6
Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions	6
Lower bound for local oscillations of Hermite processes	6
Wasserstein convergence rate for empirical measures on noncompact manifolds	6
Ergodicity of invariant capacities	6
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations	6
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes	6
Optimal kernel estimation of spot volatility of stochastic differential equations	6
Stationary directed polymers and energy solutions of the Burgers equation	6
Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates	6
Hypothesis testing for a Lévy-driven storage system by Poisson sampling	6
Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex	5
The domain of definition of the Lévy white noise	5
Exponential mixing for dissipative PDEs with bounded non-degenerate noise	5
Mean field interaction on random graphs with dynamically changing multi-color edges	5
Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder	5
Switching problems with controlled randomisation and associated obliquely reflected BSDEs	5
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	5
Adaptive Huber regression on Markov-dependent data	5
On estimation of quadratic variation for multivariate pure jump semimartingales	5
Statistical tests of heterogeneity for anisotropic multifractional Brownian fields	5
Renewal theory for extremal Markov sequences of Kendall type	5
A solution technique for Lévy driven long term average impulse control problems	5
The Breuer–Major theorem in total variation: Improved rates under minimal regularity	5
High excursions of Bessel and related random processes	5
The effect of graph connectivity on metastability in a stochastic system of spiking neurons	5
Constrained optimal stopping, liquidity and effort	5
A note on quadratic forms of stationary functional time series under mild conditions	5
Time reversal of Markov processes with jumps under a finite entropy condition	5
The shape of the value function under Poisson optimal stopping	5
A functional non-central limit theorem for multiple-stable processes with long-range dependence	5
The almost sure semicircle law for random band matrices with dependent entries	5
A central limit theorem for sets of probability measures	5
Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics	5
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	5
Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options	5
Transition time asymptotics of queue-based activation protocols in random-access networks	5
Local times and sample path properties of the Rosenblatt process	5
Catoni-style confidence sequences for heavy-tailed mean estimation	5
Moderate deviations of density-dependent Markov chains	5
Minimizing a stochastic convex function subject to stochastic constraints and some applications	5
Limit theorems for a class of critical superprocesses with stable branching	5
Asymptotic optimality of the generalized cμ	5
Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence	5
Ruin probabilities for a Sparre Andersen model with investments	5
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	5
Playing with ghosts in a Dynkin game	5
Large and moderate deviations for stochastic Volterra systems	5
Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs	5
Rough nonlocal diffusions	5
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	5
Simulated annealing in R	5
Risk sensitive optimal stopping	5
On stochastic Itô processes with drift in L	5
Stochastic evolution equations driven by cylindrical stable noise	5
The LAN property for McKean–Vlasov models in a mean-field regime	5
MFGs for partially reversible investment	5
Strict local martingales and the Khasminskii test for explosions	5
Asymptotic analysis of model selection criteria for general hidden Markov models	5
Fluctuation limits for mean-field interacting nonlinear Hawkes processes	5
Mutation timing in a spatial model of evolution	5
Functional limit theorems for marked Hawkes point measures	5
A new CLT for additive functionals of Markov chains	4
Averaging principle for stochastic differential equations in the random periodic regime	4
Stationary points in coalescing stochastic flows on R	4
Martingale driven BSDEs, PDEs and other related deterministic problems	4
Approximations of Piecewise Deterministic Markov Processes and their convergence properties	4
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs	4
Sticky Bessel diffusions	4
Stochastic differential equations with critical drifts	4
No-arbitrage with multiple-priors in discrete time	4

The Constrained-degree percolation model	4
Probability density function of SDEs with unbounded and path-dependent drift coefficient	4
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	4
Characterizing limits and opportunities in speeding up Markov chain mixing	4
Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach	4
On the Hill relation and the mean reaction time for metastable processes	4
Fluctuations for spatially extended Hawkes processes	4
Gaussian random fields on the sphere and sphere cross line	4
Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises	4
Sequential testing for structural stability in approximate factor models	4
Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs	4
Lower Gaussian heat kernel bounds for the random conductance model in a degenerate ergodic environment	4
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games	4
Local-density dependent Markov processes on graphons with epidemiological applications	4
LASSO estimation for spherical autoregressive processes	4
Affine pure-jump processes on positive Hilbert–Schmidt operators	4
Random walks in a strongly sparse random environment	4
On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable	4
Martingale representation in the enlargement of the filtration generated by a point process	4
Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method	4
Density estimates and short-time asymptotics for a hypoelliptic diffusion process	4
Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire	4
The Bethe ansatz for sticky Brownian motions	4
Almost sure contraction for diffusions on	4
Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Central limit theorem and moderate deviation asymptotics	4
Hydrodynamics for the partial exclusion process in random environment	4
Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders	4
Percolation of the excursion sets of planar symmetric shot noise fields	4
On sets of zero stationary harmonic measure	4
Global solutions to stochastic wave equations with superlinear coefficients	4
Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
Asymptotic optimality of degree-greedy discovering of independent sets in Configuration Model graphs	3
Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions	3
Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms	3
Itô’s formula for flows of measures on semimartingales	3
Size biased sampling from the Dickman subordinator	3
Convergence of the quantile admission process with veto power	3
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law	3
Local and global pathwise solutions for a stochastically perturbed nonlinear dispersive PDE	3
Irreducible decomposition for Markov processes	3
Locally interacting diffusions as Markov random fields on path space	3
Cluster based inference for extremes of time series	3
Skorohod and Stratonovich integrals for controlled processes	3
Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators	3
Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs	3
Krylov–Safonov estimates for a degenerate diffusion process	3
Existence of densities for multi-type continuous-state branching processes with immigration	3
Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions	3
A weak law of large numbers for realised covariation in a Hilbert space setting	3
Large sample autocovariance matrices of linear processes with heavy tails	3
Bayesian sequential least-squares estimation for the drift of a Wiener process	3
Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations	3
Quadratic G-BSDEs with convex generators and unbounded terminal condit	3
Large deviation principles for renewal–reward processes	3
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs	3
Existence of a density of the 2-dimensional Stochastic Navier Stokes Equation driven by Lévy processes or fractional Brownian motion	3
Normal approximations for discrete-time occupancy processes	3
Perturbations of multiple Schramm–Loewner evolution with two non-colliding Dyson Brownian motions	3
Strong Gaussian approximation for cumulative processes	3
A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero	3
Berry–Esseen bounds and moderate deviations for random walks on G	3
Local theorems for (multidimensional) additive functionals of semi-Markov chains	3
General multilevel adaptations for stochastic approximation algorithms II: CLTs	3
Percolation and connection times in multi-scale dynamic networks	3
Estimates on the tail probabilities of subordinators and applications to general time fractional equations	3
Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness	3
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis	3
Renormalization of stochastic continuity equations on Riemannian manifolds	3
Asymptotic behaviour of level sets of needlet random fields	3
Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus	3
On the continuous dual Hahn process	3
An optimal Gauss–Markov approximation for a process with stochastic drift and applications	3
Equilibrium in a large Lotka–Volterra system with pairwise correlated interactions	3
Aℂ0,	3
Lie symmetry methods for local volatility models	3
An ODE method to prove the geometric convergence of adaptive stochastic algorithms	3
On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system	3
Regular variation of fixed points of the smoothing transform	3
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds	3
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise	3
Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces	3
Random motions in R<	3
Heat kernel analysis on diamond fractals	3
Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games	3
Genetic composition of an exponentially growing cell population	3
Quasi-stationary distributions for subcritical superprocesses	3
Edgeworth expansions for independent bounded integer valued random variables	3
Limit theorems for Hawkes processes including inhibition	3
The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients	3
Pricing of American lookback spread options	3
Online parameter estimation for the McKean–Vlasov stochastic differential equation	3
Multivariate Hawkes processes on inhomogeneous random graphs	3
Unique quasi-stationary distribution, with a possibly stabilizing extinction	3
Continuum and thermodynamic limits for a simple random-exchange model	3