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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) |
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 |
Networks of reinforced stochastic processes: Probability of asymptotic polarization and related general results JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications |
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) |
Deviation inequalities for dependent sequences with applications to strong approximations JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications |
Randomized limit theorems for stationary ergodic random processes and fields JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications |
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) |
The JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications |
Regular variation in Hilbert spaces and principal component analysis for functional extremes JOURNAL ARTICLE published August 2024 in Stochastic Processes and their Applications |
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 |
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) |
Asymptotic normality of spectral means of Hilbert space valued random processes JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications |
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications |
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) |
The concentration of zero-noise limits of invariant measures for stochastic dynamical systems JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications |
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 |
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) |
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) |
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) |
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) |