Stochastic Processes and Their Applications

Article	Citations
Random dynamics of p-Laplacian lattice systems driven by infinite-dime	42
A central limit theorem for the stochastic heat equation	36
Stochastic functional Kolmogorov equations, I: Persistence	20
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients	19
Quenched asymptotics for interacting diffusions on inhomogeneous random graphs	17
Invasion and fixation of microbial dormancy traits under competitive pressure	17
Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes	16
Discrete-time simulation of Stochastic Volterra equations	15
On the center of mass of the elephant random walk	15
Forward and backward stochastic differential equations with normal constraints in law	15
Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts	14
Distribution dependent SDEs driven by fractional Brownian motions	13
Optimal sustainable harvesting of populations in random environments	13
Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in <	12
The extremal process of super-Brownian motion	12
Infinite dimensional affine processes	11
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	11
Particles Systems for mean reflected BSDEs	10
On the identifiability of interaction functions in systems of interacting particles	10
Law of large numbers and fluctuations in the sub-critical and L	10
Well-posedness and propagation of chaos for McKean–Vlasov equations with jumps and locally Lipschitz coefficients	10
Tier structure of strongly endotactic reaction networks	10
Affine pure-jump processes on positive Hilbert–Schmidt operators	9
Remarks on the non-uniqueness in law of the Navier–Stokes equations up to the J.-L. Lions’ exponent	9
A central limit theorem for sets of probability measures	9

Exit times for semimartingales under nonlinear expectation	9
Reflected backward stochastic differential equation driven by G-Browni	9
Large deviations in discrete-time renewal theory	9
On the exact distributions of the maximum of the asymmetric telegraph process	9
Singular McKean–Vlasov SDEs: Well-posedness, regularities and Wang’s Harnack inequality	9
On the optimality of double barrier strategies for Lévy processes	8
Regularity of multifractional moving average processes with random Hurst exponent	8
Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model	8
Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness	8
Large and moderate deviations for stochastic Volterra systems	8
Hydrodynamics for the partial exclusion process in random environment	8
Telegraph random evolutions on a circle	8
Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions	8
Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates	8
A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise	8
The shape of the value function under Poisson optimal stopping	8
On the strong Markov property for stochastic differential equations driven by G<	8
Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence	7
Functional limit theorems for marked Hawkes point measures	7
Local-density dependent Markov processes on graphons with epidemiological applications	7
Risk sensitive optimal stopping	7
Hypothesis testing for a Lévy-driven storage system by Poisson sampling	7
An urn model with random multiple drawing and random addition	7
Large deviations for interacting multiscale particle systems	7
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations	7
Drift estimation on non compact support for diffusion models	7
Stochastic evolution equations driven by cylindrical stable noise	7
Moving average Multifractional Processes with Random Exponent: Lower bounds for local oscillations	7
Stationarity and uniform in time convergence for the graphon particle system	7
Adaptive Huber regression on Markov-dependent data	7
Asymptotic analysis of model selection criteria for general hidden Markov models	7
The stochastic thin-film equation: Existence of nonnegative martingale solutions	7
Volterra equations driven by rough signals	7
Markov chains in random environment with applications in queuing theory and machine learning	7
The LAN property for McKean–Vlasov models in a mean-field regime	7
Ruin probabilities for a Sparre Andersen model with investments	6
Switching problems with controlled randomisation and associated obliquely reflected BSDEs	6
MFGs for partially reversible investment	6
Catoni-style confidence sequences for heavy-tailed mean estimation	6
Constrained optimal stopping, liquidity and effort	6
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	6
Wasserstein convergence rate for empirical measures on noncompact manifolds	6
Time reversal of Markov processes with jumps under a finite entropy condition	6
Affine Volterra processes with jumps	6
The effect of graph connectivity on metastability in a stochastic system of spiking neurons	6
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs	6
Online parameter estimation for the McKean–Vlasov stochastic differential equation	6
On the Hill relation and the mean reaction time for metastable processes	6
A solution technique for Lévy driven long term average impulse control problems	6
Local times and sample path properties of the Rosenblatt process	6

Almost sure contraction for diffusions on	6
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	6
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	5
Simulated annealing in R	5
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	5
Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators	5
Transition time asymptotics of queue-based activation protocols in random-access networks	5
Aℂ0,	5
Asymptotic optimality of the generalized cμ	5
Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex	5
Mean field interaction on random graphs with dynamically changing multi-color edges	5
Itô’s formula for flows of measures on semimartingales	5
On estimation of quadratic variation for multivariate pure jump semimartingales	5
The Breuer–Major theorem in total variation: Improved rates under minimal regularity	5
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	5
Minimizing a stochastic convex function subject to stochastic constraints and some applications	5
LASSO estimation for spherical autoregressive processes	5
Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions	5
A weak law of large numbers for realised covariation in a Hilbert space setting	5
Asymptotic behaviour of level sets of needlet random fields	5
The almost sure semicircle law for random band matrices with dependent entries	5
The domain of definition of the Lévy white noise	5
Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs	5
On stochastic Itô processes with drift in L	5
Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder	5
Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options	5
Fluctuation limits for mean-field interacting nonlinear Hawkes processes	5
Rough nonlocal diffusions	5
No-arbitrage with multiple-priors in discrete time	5
Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach	4
The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients	4
Limit theorems for quantum trajectories	4
Sticky Bessel diffusions	4
Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Central limit theorem and moderate deviation asymptotics	4
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games	4
Central limit theorem for majority dynamics: Bribing three voters suffices	4
Fine asymptotics for the maximum degree in weighted recursive trees with bounded random weights	4
Strict local martingales and the Khasminskii test for explosions	4
Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations	4
Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders	4
Genetic composition of an exponentially growing cell population	4
Drazin-inverse and heat capacity for driven random walkers on the ring	4
Martingale driven BSDEs, PDEs and other related deterministic problems	4
Gaussian random fields on the sphere and sphere cross line	4
Approximations of Piecewise Deterministic Markov Processes and their convergence properties	4
Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness	4
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant	4
Continuum and thermodynamic limits for a simple random-exchange model	4
Percolation of the excursion sets of planar symmetric shot noise fields	4
Strong Gaussian approximation for cumulative processes	4
Moderate deviations of density-dependent Markov chains	4
On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system	4
Quasi-stationary distributions for subcritical superprocesses	4
Global solutions to stochastic wave equations with superlinear coefficients	4
Limit theorems for Hawkes processes including inhibition	4
Size biased sampling from the Dickman subordinator	4
Density estimates and short-time asymptotics for a hypoelliptic diffusion process	4
Martingale representation in the enlargement of the filtration generated by a point process	4
Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises	4
The Bethe ansatz for sticky Brownian motions	4
A numerical scheme for stochastic differential equations with distributional drift	4
Lower Gaussian heat kernel bounds for the random conductance model in a degenerate ergodic environment	4
Locally interacting diffusions as Markov random fields on path space	4
Equilibrium in a large Lotka–Volterra system with pairwise correlated interactions	4
Stochastic Volterra equations with Hölder diffusion coefficients	4
On sets of zero stationary harmonic measure	4
Large deviation principles for renewal–reward processes	4
Skorohod and Stratonovich integrals for controlled processes	4
Characterizing limits and opportunities in speeding up Markov chain mixing	4
Renormalization of stochastic continuity equations on Riemannian manifolds	4
On a waiting-time result of Kontoyiannis: Mixing or decoupling?	4
Averaging principle for stochastic differential equations in the random periodic regime	4
Edgeworth expansions for independent bounded integer valued random variables	3
A stochastic calculus for Rosenblatt processes	3
Weak solutions for singular multiplicative SDEs via regularization by noise	3
Ergodicity of the infinite swapping algorithm at low temperature	3
An optimal Gauss–Markov approximation for a process with stochastic drift and applications	3
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs	3
Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales	3
Optimal estimation of the rough Hurst parameter in additive noise	3

Nonparametric calibration for stochastic reaction–diffusion equations based on discrete observations	3
Range of random walks on free products	3
Extremes of locally stationary Gaussian and chi fields on manifolds	3
Ergodicity of a nonlinear stochastic reaction–diffusion equation with memory	3
Large sample autocovariance matrices of linear processes with heavy tails	3
Parameter estimation of discretely observed interacting particle systems	3
Mixing time trichotomy in regenerating dynamic digraphs	3
A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
Local theorems for (multidimensional) additive functionals of semi-Markov chains	3
Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls	3
Stochastic Gradient Hamiltonian Monte Carlo for non-convex learning	3
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise	3
Percolation and connection times in multi-scale dynamic networks	3
General multilevel adaptations for stochastic approximation algorithms II: CLTs	3
Non-equilibrium fluctuations of the weakly asymmetric normalized binary contact path process	3
Majority dynamics and the median process: Connections, convergence and some new conjectures	3
Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus	3
Backward Itô–Ventzell and stochastic interpolation formulae	3
Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations	3
Some properties of solutions of Itô equations with drift in L	3
Mean-field limits for non-linear Hawkes processes with excitation and inhibition	3
Fractal dimensions of the Rosenblatt process	3
Unique quasi-stationary distribution, with a possibly stabilizing extinction	3
Asymptotic optimality of degree-greedy discovering of independent sets in Configuration Model graphs	3
Lévy-driven causal CARMA random fields	3
Perturbations of multiple Schramm–Loewner evolution with two non-colliding Dyson Brownian motions	3
Graphon particle system: Uniform-in-time concentration bounds	3
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds	3
An ODE method to prove the geometric convergence of adaptive stochastic algorithms	3
Heat kernel analysis on diamond fractals	3
Bayesian sequential least-squares estimation for the drift of a Wiener process	3
Cluster based inference for extremes of time series	3
An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains	3
Partial derivative with respect to the measure and its application to general controlled mean-field systems	3
Berry–Esseen bounds and moderate deviations for random walks on G	3
A change of variable formula with applications to multi-dimensional optimal stopping problems	3
Random motions in R<	3
Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models	3
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis	3
Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs	3
On a skew stable Lévy process	3
Interacting Hawkes processes with multiplicative inhibition	3
On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications	3
On the continuous dual Hahn process	3
Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit	3
Quadratic G-BSDEs with convex generators and unbounded terminal condit	3
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law	3
Multivariate Hawkes processes on inhomogeneous random graphs	3
Irreducible decomposition for Markov processes	3
Importance sampling for maxima on trees	3
The lower tail of the half-space KPZ equation	3
Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games	3
Competing growth processes with random growth rates and random birth times	2
Implementable coupling of Lévy process and Brownian motion	2
Concentration on Poisson spaces via modified Φ-Sobolev inequalities	2
Small counts in nested Karlin’s occupancy scheme generated by discrete Weibull-like distributions	2
Modifiers of mutation rate in selectively fluctuating environments	2
Mean field games with absorption and common noise with a model of bank run	2
Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations	2
Continuity properties and the support of killed exponential functionals	2
Quaternionic stochastic areas	2
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion	2
Convergence of densities of spatial averages of stochastic heat equation	2
An optimal stopping problem for spectrally negative Markov additive processes	2
Extensions of Bougerol’s identity in law and the associated anticipative path transformations	2
On the first and second largest components in the percolated random geometric graph	2
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	2
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs	2
Pathwise regularisation of singular interacting particle systems and their mean field limits	2
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	2
On the existence and uniqueness of solution to a stochastic Chemotaxis–Navier–Stokes model	2
The Feller Coupling for random derangements	2
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise	2
A critical branching process with immigration in random environment	2
Intersections of Poisson k-flats in constant curvature spaces	2
Hydrodynamics for the ABC model with slow/fast boundary	2
RAP-modulated fluid processes: First passages and the stationary distribution	2
Maximal moments and uniform modulus of continuity for stable random fields	2
Moderate deviations for the current and tagged particle in symmetric simple exclusion processes	2
American options in a non-linear incomplete market model with default	2
Positive hulls of random walks and bridges	2
A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption	2
On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes	2
Strong solutions to reflecting stochastic differential equations with singular drift	2
Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons	2
CLT for approximating ergodic limit of SPDEs via a full discretization	2
Lines of descent in a Moran model with frequency-dependent selection and mutation	2
Spatially inhomogeneous populations with seed-banks: II. Clustering regime	2
Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration	2
Asymptotic covariances for functionals of weakly stationary random fields	2
Hydrodynamics of the weakly asymmetric normalized binary contact path process	2
Strong solutions of forward–backward stochastic differential equations with measurable coefficients	2
Strict Kantorovich contractions for Markov chains and Euler schemes with general noise	2
Long-range dependent completely correlated mixed fractional Brownian motion	2