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On the weak rate of convergence for the Euler–Maruyama scheme with Hölder drift

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Authors: Teodor Holland

Randomized limit theorems for stationary ergodic random processes and fields

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Authors: Youri Davydov | Arkady Tempelman

The d-dimensional bootstrap percolation models with axial neighbourhoods

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Authors: Daniel Blanquicett

Asymptotic normality of spectral means of Hilbert space valued random processes

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Authors: Daniel Rademacher | Jens-Peter Kreiß | Efstathios Paparoditis

The contact process on scale-free geometric random graphs

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Research funded by DFG (425842117)

Authors: Peter Gracar | Arne Grauer

An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Authors: Chuchu Chen | Tonghe Dang | Jialin Hong

1-stable fluctuation of the derivative martingale of branching random walk

JOURNAL ARTICLE published June 2024 in Stochastic Processes and their Applications

Authors: Haojie Hou | Yan-Xia Ren | Renming Song

OrnsteinUhlenbeck type processes on Wasserstein spaces

JOURNAL ARTICLE published June 2024 in Stochastic Processes and their Applications

Authors: Panpan Ren | Feng-Yu Wang

Limit theorems for a branching random walk in a random or varying environment

JOURNAL ARTICLE published June 2024 in Stochastic Processes and their Applications

Authors: Chunmao Huang | Quansheng Liu

Central limit theorem with rate of convergence under sublinear expectations

JOURNAL ARTICLE published June 2024 in Stochastic Processes and their Applications

Authors: Qianqian Zhou | Alexander Sakhanenko | Junyi Guo

Risk assessment of river water quality using long-memory processes subject to divergence or Wasserstein uncertainty

JOURNAL ARTICLE published 18 May 2024 in Stochastic Environmental Research and Risk Assessment

Research funded by Japan Society for the Promotion of Science (22K14441)

Authors: Hidekazu Yoshioka | Yumi Yoshioka

Stochastic Systems of Difference Equations with Random Parameters Methods

BOOK CHAPTER published June 2024 in Trends in Abstract and Applied Analysis

Random Polynomials

BOOK CHAPTER published June 2024 in Trends in Abstract and Applied Analysis

Numerical Schemes for Systems of Differential Equations with Random Parameters

BOOK CHAPTER published June 2024 in Trends in Abstract and Applied Analysis

11 Filtering problem when signal and noise have periodically correlated increments

BOOK CHAPTER published 6 May 2024 in Non-Stationary Stochastic Processes Estimation

On Rio’s proof of limit theorems for dependent random fields

JOURNAL ARTICLE published May 2024 in Stochastic Processes and their Applications

Authors: Lê Vǎn Thành

Stochastic processes and mean square calculus on fractal curves

JOURNAL ARTICLE published 24 April 2024 in Random Operators and Stochastic Equations

Authors: Alireza Khalili Golmankhaneh | Kerri Welch | Cristina Serpa | Ivanka Stamova

Inhomogeneous log-Gaussian Cox processes with piecewise constant covariates: a case study in modeling of COVID-19 transmission risk in East Java

JOURNAL ARTICLE published 22 April 2024 in Stochastic Environmental Research and Risk Assessment

Research funded by Kementerian Riset, Teknologi dan Pendidikan Tinggi (1972/PKS/ITS/2023,1972/PKS/ITS/2023)

Authors: Alwan Fadlurohman | Achmad Choiruddin | Jorge Mateu

Modelling multidecadal variability in flood frequency using the Two-Component Extreme Value distribution

JOURNAL ARTICLE published 20 April 2024 in Stochastic Environmental Research and Risk Assessment

Authors: Vincenzo Totaro | Andrea Gioia | George Kuczera | Vito Iacobellis

Comparative analysis of joint distribution models for tropical cyclone atmospheric parameters in probabilistic coastal hazard analysis

JOURNAL ARTICLE published May 2024 in Stochastic Environmental Research and Risk Assessment

Research funded by USACE Engineer Research and Development Center, Coastal and Hydraulics Laboratory (W912HZ20C0050,W912HZ20C0050)

Authors: Ziyue Liu | Meredith L. Carr | Norberto C. Nadal-Caraballo | Luke A. Aucoin | Madison C. Yawn | Michelle T. Bensi