| Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations |
8 |
| Distribution dependent SDEs for Landau type equations |
7 |
| On weak uniqueness and distributional properties of a solution to an SDE with alpha-stable noise |
7 |
| Reflected BSDEs with regulated trajectories |
7 |
| Refined basic couplings and Wasserstein-type distances for SDEs with Levy noises |
7 |
| Polynomial processes in stochastic portfolio theory |
6 |
| Optimal rates for parameter estimation of stationary Gaussian processes |
6 |
| Convergence, fluctuations and large deviations for finite state mean field games via the Master Equation |
6 |
| Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory |
6 |
| Spectrally negative Levy processes with Parisian reflection below and classical reflection above |
6 |
| Extremal behavior of hitting a cone by correlated Brownian motion with drift |
6 |
| Relaxation patterns and semi-Markov dynamics |
6 |
| Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions |
6 |
| Quadratic backward stochastic differential equations driven by G-Brownian motion: Discrete solutions and approximation |
5 |
| Spread of a catalytic branching random walk on a multidimensional lattice |
5 |
| Statistical inference for Vasicek-type model driven by Hermite processes |
5 |
| Weak order in averaging principle for stochastic wave equation with a fast oscillation |
5 |
| User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient |
5 |
| Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem |
5 |
| Self-duality and shock dynamics in the n-species priority ASEP |
4 |
| A bound on the Wasserstein-2 distance between linear combinations of independent random variables |
4 |
| Fluctuations of Omega-killed spectrally negative Levy processes |
4 |
| Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift |
4 |
| Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs |
4 |
| Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering |
4 |
| The strong predictable representation property in initially enlarged filtrations under the density hypothesis |
4 |
| Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels |
4 |
| Conditioned real self-similar Markov processes |
4 |
| Lifschitz singularity for subordinate Brownian motions in presence of the Poissonian potential on the Sierpiriski gasket |
3 |
| The enhanced Sanov theorem and propagation of chaos |
3 |
| Levy area with a drift as a renormalization limit of Markov chains on periodic graphs |
3 |
| Global martingale solutions for a stochastic population cross-diffusion system |
3 |
| Exact asymptotics in eigenproblems for fractional Brownian covariance operators |
3 |
| Continuum percolation for Cox point processes |
3 |
| Distribution dependent SDEs with singular coefficients |
3 |
| Limit theorems for multivariate Bessel processes in the freezing regime |
3 |
| On the refracted-reflected spectrally negative Levy processes |
3 |
| Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients |
3 |
| Quadratic-exponential growth BSDEs with jumps and their Malliavin's differentiability |
3 |
| Time inhomogeneous Stochastic Differential Equations involving the local time of the unknown process, and associated parabolic operators |
3 |
| Multivariate stochastic delay differential equations and CAR representations of CARMA processes |
3 |
| Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean |
3 |
| Central limit theorem for functionals of a generalized self-similar Gaussian process |
3 |
| Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility |
3 |
| Strong convergence of the Euler-Maruyama approximation for a class of Levy-driven SDEs |
3 |
| A continuous-state polynomial branching process |
3 |
| Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Levy process |
3 |
| Smooth solutions to portfolio liquidation problems under price-sensitive market impact |
3 |
| Non-equilibrium and stationary fluctuations of a slowed boundary symmetric exclusion |
3 |
| Discrete-time trawl processes |
3 |
