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Stochastic processes under parameter uncertainty

JOURNAL ARTICLE published October 2024 in Journal of Mathematical Analysis and Applications

Research funded by Deutsche Forschungsgemeinschaft (SCHM 2160/15-1)

Authors: David Criens

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

Networks of reinforced stochastic processes: Probability of asymptotic polarization and related general results

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Authors: Giacomo Aletti | Irene Crimaldi | Andrea Ghiglietti

Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Research funded by Narodowe Centrum Nauki (2021/41/N/ST1/04139)

Authors: Łukasz Leżaj

Deviation inequalities for dependent sequences with applications to strong approximations

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Authors: Jérôme Dedecker | Florence Merlevède | Emmanuel Rio

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

Self-similar co-ascent processes and Palm calculus

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Research funded by Deutsche Forschungsgemeinschaft (443916008)

Authors: Christian Mönch

The d-dimensional bootstrap percolation models with axial neighbourhoods

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Authors: Daniel Blanquicett

Regular variation in Hilbert spaces and principal component analysis for functional extremes

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Authors: Stephan Clémençon | Nathan Huet | Anne Sabourin

On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein–Uhlenbeck processes

JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications

Authors: Anita Behme | Paolo Di Tella | Apostolos Sideris

Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Research funded by Bundesministerium für Bildung und Forschung (01DG15010)

Authors: Rhoss Likibi Pellat | Olivier Menoukeu Pamen

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

Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Authors: Anna Melnykova | Patricia Reynaud-Bouret | Adeline Samson

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

The concentration of zero-noise limits of invariant measures for stochastic dynamical systems

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Authors: Zhao Dong | Fan Gu | Liang Li

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

Backward stochastic differential equations with double mean reflections

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Research funded by Shandong Province Natural Science Foundation (ZR2023ZD35,2023HWYQ-049) | German Research Foundation (317210226\u2013SFB 1283) | National Natural Science Foundation of China (12301178)

Authors: Hanwu Li

On the orthogonality of zero-mean Gaussian measures: Sufficiently dense sampling

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Research funded by Swiss National Science Foundation (SNSF-175529)

Authors: Reinhard Furrer | Michael Hediger

Stability for generalized stochastic equations

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Research funded by Fundacao de Amparo a Pesquisa do Estado de Sao Paulo (2019/03188-7,2021/12213-5) | Conselho Nacional de Desenvolvimento Cientifico e Tecnologico (309344/2017-4,310540/2019-4,431517/2018-5)

Authors: F. Andrade da Silva | E.M. Bonotto | M. Federson

Markov selections and Feller properties of nonlinear diffusions

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Research funded by Deutsche Forschungsgemeinschaft (SCHM 2160/15-1,SCHM 2160/13-1)

Authors: David Criens | Lars Niemann