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CLT for approximating ergodic limit of SPDEs via a full discretization
Author: Chen, Chuchu; Dang, Tonghe; Hong, Jialin; Zhou, Tau
Journal: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 2023; Vol. 157, Issue , pp. 1-41. DOI: 10.1016/j.spa.2022.11.015
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Existence and smoothness of the densities of stochastic functional differential equations with jumps
Author: Ren, Jiagang; Zhang, Hua
Journal: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 2023; Vol. 157, Issue , pp. 140-175. DOI: 10.1016/j.spa.2022.12.001
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Bridging the first and last passage times for Levy models
Author: Landriault, David; Li, Bin; Lkabous, Mohamed Amine; Wang, Zijia
Journal: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 2023; Vol. 157, Issue , pp. 308-334. DOI: 10.1016/j.spa.2022.12.005
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Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
Author: Fan, Shengjun; Hu, Ying; Tang, Shanjian
Journal: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 2023; Vol. 157, Issue , pp. 335-375. DOI: 10.1016/j.spa.2022.12.008
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Whittle estimation based on the extremal spectral density of a heavy-tailed random field
Author: Damek, Ewa; Mikosch, Thomas; Zhao, Yuwei; Zienkiewicz, Jacek
Journal: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 2023; Vol. 155, Issue , pp. 232-267. DOI: 10.1016/j.spa.2022.10.004
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Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group
Author: Xiao, Hui; Grama, Ion; Liu, Quansheng
Journal: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 2023; Vol. 158, Issue , pp. 103-133. DOI: 10.1016/j.spa.2022.12.013
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The effect of disorder on quenched and averaged large deviations for random walks in random environments: Boundary behavior
Author: Bazaes, Rodrigo; Mukherjee, Chiranjib; Ramirez, Alejandro F.; Saglietti, Santiago
Journal: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 2023; Vol. 158, Issue , pp. 208-237. DOI: 10.1016/j.spa.2023.01.003
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Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
Author: Ji, Lanpeng; Peng, Xiaofan
Journal: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 2023; Vol. 158, Issue , pp. 418-452. DOI: 10.1016/j.spa.2023.01.013