Stochastic Processes and Their Applications

Article	Citations
Mean field analysis of neural networks: A central limit theorem	39
Random dynamics of p-Laplacian lattice systems driven by infinite-dime	36
General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment	35
A central limit theorem for the stochastic heat equation	33
Lq	28
On time-inconsistent stopping problems and mixed strategy stopping times	26
Volatility estimation for stochastic PDEs using high-frequency observations	25
Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component	24
Optimal stopping with f-expectations: The irregu	22
An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation	20
Diffusive search with spatially dependent resetting	18
Stochastic functional Kolmogorov equations, I: Persistence	16
Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion	15
Quenched asymptotics for interacting diffusions on inhomogeneous random graphs	15
Normal approximation by Stein’s method under sublinear expectations	15
SIR epidemics with stochastic infectious periods	15
Discrete-time simulation of Stochastic Volterra equations	15
Forward and backward stochastic differential equations with normal constraints in law	14
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients	14
Explosion in weighted hyperbolic random graphs and geometric inhomogeneous random graphs	14
A semigroup approach to nonlinear Lévy processes	14
On the center of mass of the elephant random walk	14
Brownian motion with general drift	13
Optimal scaling of random-walk metropolis algorithms on general target distributions	13
Invasion and fixation of microbial dormancy traits under competitive pressure	13

Fractional Erlang queues	13
Optimal sustainable harvesting of populations in random environments	12
Geometric ergodicity of affine processes on cones	12
Long time behavior of a mean-field model of interacting neurons	12
Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one	12
Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes	12
Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling	12
Necessary conditions for stochastic optimal control problems in infinite dimensions	11
Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions	11
Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces	11
Stochastic representation of solution to nonlocal-in-time diffusion	11
On Shige Peng’s central limit theorem	11
Regularly varying random fields	11
Multiperiod martingale transport	10
Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in <	10
Optimal liquidation under partial information with price impact	10
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization	10
PageRank on inhomogeneous random digraphs	10
The Cauchy problem for fractional conservation laws driven by Lévy noise	10
Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling	10
A remark on triviality for the two-dimensional stochastic nonlinear wave equation	10
Exit times for semimartingales under nonlinear expectation	9
Perturbation bounds for Monte Carlo within Metropolis via restricted approximations	9
A note on Herglotz’s theorem for time series on function spaces	9
The extremal process of super-Brownian motion	9
Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts	9
Tier structure of strongly endotactic reaction networks	9
Non-equilibrium and stationary fluctuations for the SSEP with slow boundary	9
Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness	8
A reduction principle for the critical values of random spherical harmonics	8
Stein’s method for multivariate Brownian approximations of sums under dependence	8
An inequality connecting entropy distance, Fisher Information and large deviations	8
Extremes of vector-valued Gaussian processes	8
On the strong Markov property for stochastic differential equations driven by G<	8
Large deviations in discrete-time renewal theory	8
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance	8
Lévy driven CARMA generalized processes and stochastic partial differential equations	8
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	8
Distribution dependent SDEs driven by fractional Brownian motions	8
A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise	8
Spectral representations of quasi-infinitely divisible processes	8
Well-posedness and propagation of chaos for McKean–Vlasov equations with jumps and locally Lipschitz coefficients	7
Law of large numbers and fluctuations in the sub-critical and L	7
Invariance principles for random walks in cones	7
Existence of infinite Viterbi path for pairwise Markov models	7
On the optimality of double barrier strategies for Lévy processes	7
Particles Systems for mean reflected BSDEs	7
Reflected backward stochastic differential equation driven by G-Browni	7
Infinite dimensional affine processes	7
Markov chains in random environment with applications in queuing theory and machine learning	7

An approximation scheme for quasi-stationary distributions of killed diffusions	7
On the exact distributions of the maximum of the asymmetric telegraph process	7
On the identifiability of interaction functions in systems of interacting particles	7
Volterra equations driven by rough signals	7
On the signature and cubature of the fractional Brownian motion for H<	6
An urn model with random multiple drawing and random addition	6
Telegraph random evolutions on a circle	6
Finite-time blow-up of a non-local stochastic parabolic problem	6
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	6
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations	6
Generalized Burgers equation with rough transport noise	6
Lower bound for local oscillations of Hermite processes	6
Wasserstein convergence rate for empirical measures on noncompact manifolds	6
Precise large deviation asymptotics for products of random matrices	6
On the support of solutions to stochastic differential equations with path-dependent coefficients	6
The parabolic Anderson model on the hypercube	6
Stationary directed polymers and energy solutions of the Burgers equation	6
Large deviations for interacting multiscale particle systems	6
From infinite urn schemes to self-similar stable processes	6
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes	6
Drift estimation on non compact support for diffusion models	6
Moving average Multifractional Processes with Random Exponent: Lower bounds for local oscillations	6
Stationarity and uniform in time convergence for the graphon particle system	6
Optimal kernel estimation of spot volatility of stochastic differential equations	6
Remarks on the non-uniqueness in law of the Navier–Stokes equations up to the J.-L. Lions’ exponent	6
The parametrix method for parabolic SPDEs	6
Regularity of multifractional moving average processes with random Hurst exponent	6
Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model	6
Fundamental properties of process distances	6
Self-normalized Cramér type moderate deviations for stationary sequences and applications	6
Hypothesis testing for a Lévy-driven storage system by Poisson sampling	6
Ergodicity of invariant capacities	6
MFGs for partially reversible investment	5
Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence	5
Limit theorems for a class of critical superprocesses with stable branching	5
Fluctuation limits for mean-field interacting nonlinear Hawkes processes	5
The domain of definition of the Lévy white noise	5
The stochastic thin-film equation: Existence of nonnegative martingale solutions	5
Heat kernel for non-local operators with variable order	5
Transition time asymptotics of queue-based activation protocols in random-access networks	5
Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex	5
A central limit theorem for sets of probability measures	5
The almost sure semicircle law for random band matrices with dependent entries	5
Local times and sample path properties of the Rosenblatt process	5
Minimizing a stochastic convex function subject to stochastic constraints and some applications	5
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance	5
Asymptotic optimality of the generalized cμ	5
Functional limit theorems for marked Hawkes point measures	5
Markov branching processes with disasters: Extinction, survival and duality to p	5
A CLT for linear spectral statistics of large random information-plus-noise matrices	5
Stochastic evolution equations driven by cylindrical stable noise	5
Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates	5
Trimmed Lévy processes and their extremal components	5
Large and moderate deviations for stochastic Volterra systems	5
Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions	5
Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics	5
Catoni-style confidence sequences for heavy-tailed mean estimation	5
Statistical tests of heterogeneity for anisotropic multifractional Brownian fields	5
Singular McKean–Vlasov SDEs: Well-posedness, regularities and Wang’s Harnack inequality	5
Mutation timing in a spatial model of evolution	5
The effect of graph connectivity on metastability in a stochastic system of spiking neurons	5
Exponential mixing for dissipative PDEs with bounded non-degenerate noise	5
A functional non-central limit theorem for multiple-stable processes with long-range dependence	5
Renewal theory for extremal Markov sequences of Kendall type	5
Ruin probabilities for a Sparre Andersen model with investments	5
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	5
Mean field interaction on random graphs with dynamically changing multi-color edges	5
Strict local martingales and the Khasminskii test for explosions	5
Adaptive Huber regression on Markov-dependent data	5
A solution technique for Lévy driven long term average impulse control problems	5
Playing with ghosts in a Dynkin game	4
A note on quadratic forms of stationary functional time series under mild conditions	4
The Constrained-degree percolation model	4
Optimal martingale transport between radially symmetric marginals in general dimensions	4
Moderate deviations of density-dependent Markov chains	4
Global solutions to stochastic wave equations with superlinear coefficients	4
Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs	4
On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable	4
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	4
Switching problems with controlled randomisation and associated obliquely reflected BSDEs	4

Fluctuations for spatially extended Hawkes processes	4
The LAN property for McKean–Vlasov models in a mean-field regime	4
Gaussian random fields on the sphere and sphere cross line	4
Directed chain stochastic differential equations	4
Continuum directed random polymers on disordered hierarchical diamond lattices	4
Stochastic differential equations with critical drifts	4
Local-density dependent Markov processes on graphons with epidemiological applications	4
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	4
Local and global existence of pathwise solution for the stochastic Boussinesq equations with multiplicative noises	4
Random walks in a strongly sparse random environment	4
LASSO estimation for spherical autoregressive processes	4
Characterizing limits and opportunities in speeding up Markov chain mixing	4
On estimation of quadratic variation for multivariate pure jump semimartingales	4
Martingale representation in the enlargement of the filtration generated by a point process	4
Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder	4
Time reversal of Markov processes with jumps under a finite entropy condition	4
Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options	4
Stationary points in coalescing stochastic flows on R	4
On stochastic Itô processes with drift in L	4
On the Hill relation and the mean reaction time for metastable processes	4
Simulated annealing in R	4
Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Central limit theorem and moderate deviation asymptotics	4
No-arbitrage with multiple-priors in discrete time	4
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	4
Well-posedness and long time behavior of singular Langevin stochastic differential equations	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
A new CLT for additive functionals of Markov chains	4
Risk sensitive optimal stopping	4
Rough nonlocal diffusions	4
Stable limits for Markov chains via the Principle of Conditioning	4
Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method	4
The Breuer–Major theorem in total variation: Improved rates under minimal regularity	4
Averaging principle for stochastic differential equations in the random periodic regime	4
Approximations of Piecewise Deterministic Markov Processes and their convergence properties	4
Density estimates and short-time asymptotics for a hypoelliptic diffusion process	4
Sequential testing for structural stability in approximate factor models	4
High excursions of Bessel and related random processes	4
Local theorems for (multidimensional) additive functionals of semi-Markov chains	3
General multilevel adaptations for stochastic approximation algorithms II: CLTs	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
Pricing of American lookback spread options	3
Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire	3
Aℂ0,	3
An ODE method to prove the geometric convergence of adaptive stochastic algorithms	3
Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations	3
An optimal Gauss–Markov approximation for a process with stochastic drift and applications	3
Large deviation principles for renewal–reward processes	3
Hydrodynamics for the partial exclusion process in random environment	3
Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces	3
The shape of the value function under Poisson optimal stopping	3
Space–time random walk loop measures	3
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise	3
Irreducible decomposition for Markov processes	3
Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games	3
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds	3
Renormalization of stochastic continuity equations on Riemannian manifolds	3
Percolation and connection times in multi-scale dynamic networks	3
Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs	3
Cluster based inference for extremes of time series	3
Limit theorems for Hawkes processes including inhibition	3
Krylov–Safonov estimates for a degenerate diffusion process	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs	3
Asymptotic optimality of degree-greedy discovering of independent sets in Configuration Model graphs	3
Scaling limits of processes with fast nonlinear mean reversion	3
Size biased sampling from the Dickman subordinator	3
Convergence of the quantile admission process with veto power	3
The correlation function of a queue with Lévy and Markov additive input	3
Itô’s formula for flows of measures on semimartingales	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
Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach	3
Locally interacting diffusions as Markov random fields on path space	3
Martingale driven BSDEs, PDEs and other related deterministic problems	3
Estimates on the tail probabilities of subordinators and applications to general time fractional equations	3
Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators	3
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis	3
The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients	3
Existence of densities for multi-type continuous-state branching processes with immigration	3
Bayesian sequential least-squares estimation for the drift of a Wiener process	3
Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus	3
Asymptotic behaviour of level sets of needlet random fields	3
Constrained optimal stopping, liquidity and effort	3
Lie symmetry methods for local volatility models	3
Gradient flow approach to local mean-field spin systems	3
Perturbations of multiple Schramm–Loewner evolution with two non-colliding Dyson Brownian motions	3
Strong Gaussian approximation for cumulative processes	3
Existence of a density of the 2-dimensional Stochastic Navier Stokes Equation driven by Lévy processes or fractional Brownian motion	3
Local and global pathwise solutions for a stochastically perturbed nonlinear dispersive PDE	3
Heat kernel analysis on diamond fractals	3
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games	3