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
Forward and backward stochastic differential equations with normal constraints in law	15
Discrete-time simulation of Stochastic Volterra equations	15
On the center of mass of the elephant random walk	15
Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts	14
Optimal sustainable harvesting of populations in random environments	13
Distribution dependent SDEs driven by fractional Brownian motions	13
Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in <	12
The extremal process of super-Brownian motion	12
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	11
Infinite dimensional affine processes	11
Tier structure of strongly endotactic reaction networks	10
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
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

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
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
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
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
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
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
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
Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs	5
Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder	5
Asymptotic behaviour of level sets of needlet random fields	5
The almost sure semicircle law for random band matrices with dependent entries	5
On stochastic Itô processes with drift in L	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
No-arbitrage with multiple-priors in discrete time	5
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	5
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	5
Transition time asymptotics of queue-based activation protocols in random-access networks	5
Rough nonlocal diffusions	5
Simulated annealing in R	5
Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators	5
Aℂ0,	5
Asymptotic optimality of the generalized cμ	5
Itô’s formula for flows of measures on semimartingales	5
On estimation of quadratic variation for multivariate pure jump semimartingales	5
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	5
LASSO estimation for spherical autoregressive processes	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
The Breuer–Major theorem in total variation: Improved rates under minimal regularity	5
Minimizing a stochastic convex function subject to stochastic constraints and some applications	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
The domain of definition of the Lévy white noise	5
Global solutions to stochastic wave equations with superlinear coefficients	4
Quasi-stationary distributions for subcritical superprocesses	4
Size biased sampling from the Dickman subordinator	4
Limit theorems for Hawkes processes including inhibition	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
Stochastic Volterra equations with Hölder diffusion coefficients	4
Equilibrium in a large Lotka–Volterra system with pairwise correlated interactions	4
On sets of zero stationary harmonic measure	4
Large deviation principles for renewal–reward processes	4
Characterizing limits and opportunities in speeding up Markov chain mixing	4
Skorohod and Stratonovich integrals for controlled processes	4
On a waiting-time result of Kontoyiannis: Mixing or decoupling?	4
Renormalization of stochastic continuity equations on Riemannian manifolds	4
Averaging principle for stochastic differential equations in the random periodic regime	4
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
Fine asymptotics for the maximum degree in weighted recursive trees with bounded random weights	4
Central limit theorem for majority dynamics: Bribing three voters suffices	4
Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations	4
Strict local martingales and the Khasminskii test for explosions	4
Genetic composition of an exponentially growing cell population	4
Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders	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
Strong Gaussian approximation for cumulative processes	4
Percolation of the excursion sets of planar symmetric shot noise fields	4
Moderate deviations of density-dependent Markov chains	4
On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system	4
Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models	3
Graphon particle system: Uniform-in-time concentration bounds	3
An ODE method to prove the geometric convergence of adaptive stochastic algorithms	3
On a skew stable Lévy process	3
Bayesian sequential least-squares estimation for the drift of a Wiener process	3
On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications	3
An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains	3
On the continuous dual Hahn process	3

Berry–Esseen bounds and moderate deviations for random walks on G	3
Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit	3
Random motions in R<	3
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law	3
Irreducible decomposition for Markov processes	3
Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis	3
The lower tail of the half-space KPZ equation	3
Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs	3
Edgeworth expansions for independent bounded integer valued random variables	3
Interacting Hawkes processes with multiplicative inhibition	3
Weak solutions for singular multiplicative SDEs via regularization by noise	3
An optimal Gauss–Markov approximation for a process with stochastic drift and applications	3
Quadratic G-BSDEs with convex generators and unbounded terminal condit	3
Multivariate Hawkes processes on inhomogeneous random graphs	3
Optimal estimation of the rough Hurst parameter in additive noise	3
Importance sampling for maxima on trees	3
Range of random walks on free products	3
Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games	3
Ergodicity of a nonlinear stochastic reaction–diffusion equation with memory	3
A stochastic calculus for Rosenblatt processes	3
Large sample autocovariance matrices of linear processes with heavy tails	3
Ergodicity of the infinite swapping algorithm at low temperature	3
Parameter estimation of discretely observed interacting particle systems	3
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs	3
A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero	3
Local theorems for (multidimensional) additive functionals of semi-Markov chains	3
Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales	3
Stochastic Gradient Hamiltonian Monte Carlo for non-convex learning	3
Nonparametric calibration for stochastic reaction–diffusion equations based on discrete observations	3
Percolation and connection times in multi-scale dynamic networks	3
Extremes of locally stationary Gaussian and chi fields on manifolds	3
Non-equilibrium fluctuations of the weakly asymmetric normalized binary contact path process	3
Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus	3
Mixing time trichotomy in regenerating dynamic digraphs	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
Some properties of solutions of Itô equations with drift in L	3
Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls	3
Fractal dimensions of the Rosenblatt process	3
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise	3
Unique quasi-stationary distribution, with a possibly stabilizing extinction	3
General multilevel adaptations for stochastic approximation algorithms II: CLTs	3
Asymptotic optimality of degree-greedy discovering of independent sets in Configuration Model graphs	3
Majority dynamics and the median process: Connections, convergence and some new conjectures	3
Perturbations of multiple Schramm–Loewner evolution with two non-colliding Dyson Brownian motions	3
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds	3
Backward Itô–Ventzell and stochastic interpolation formulae	3
Heat kernel analysis on diamond fractals	3
Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations	3
Cluster based inference for extremes of time series	3
Mean-field limits for non-linear Hawkes processes with excitation and inhibition	3
Partial derivative with respect to the measure and its application to general controlled mean-field systems	3
A change of variable formula with applications to multi-dimensional optimal stopping problems	3
Lévy-driven causal CARMA random fields	3