Search Results - "Probability (math.PR)"
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Optimal dividends and capital injection: A general Lévy model with extensions to regime-switching models
ISSN: 0167-6687Published: Elsevier BV 01.01.2023Published in Insurance: Mathematics and Economics (01.01.2023)Get full text
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Barycenters and a law of large numbers in Gromov hyperbolic spaces
ISSN: 0213-2230, 2235-0616Published: European Mathematical Society - EMS - Publishing House GmbH 01.05.2024Published in Revista Matemática Iberoamericana (01.05.2024)“…We investigate barycenters of probability measures on Gromov hyperbolic spaces, toward development of convex optimization in this class of metric spaces. We…”
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Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations
ISSN: 0304-4149Published: Elsevier BV 01.12.2024Published in Stochastic Processes and their Applications (01.12.2024)Get full text
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Central limit theorem for linear eigenvalue statistics of the adjacency matrices of random simplicial complexes
ISSN: 1042-9832, 1098-2418Published: Wiley 12.08.2024Published in Random Structures & Algorithms (12.08.2024)Get full text
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Hydrodynamic limits of interacting particle systems on crystal lattices in periodic realizations
ISSN: 1083-6489, 1083-6489Published: Institute of Mathematical Statistics 01.01.2023Published in Electronic Journal of Probability (01.01.2023)Get full text
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Stochastic Optimal Transport with at Most Quadratic Growth Cost
ISSN: 0095-4616, 1432-0606Published: Springer Science and Business Media LLC 15.05.2024Published in Applied Mathematics & Optimization (15.05.2024)Get full text
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Reaction cleaving and complex-balanced distributions for chemical reaction networks with general kinetics
ISSN: 2804-3871, 2804-3871Published: Peer Community In 01.01.2025Published in Peer community journal (01.01.2025)“…Reaction networks have become a major modelling framework in the biological sciences from epidemiology and population biology to genetics and cellular biology…”
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Itô–Föllmer calculus in Banach spaces I: the Itô formula
ISSN: 1083-6489, 1083-6489Published: Institute of Mathematical Statistics 01.01.2023Published in Electronic Journal of Probability (01.01.2023)Get full text
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A renewal theorem for relatively stable variables
ISSN: 0024-6093, 1469-2120Published: Wiley 21.07.2020Published in Bulletin of the London Mathematical Society (21.07.2020)Get full text
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Martingale Nature and Laws of the Iterated Logarithm for Markov Processes of Pure-Jump Type
ISSN: 0894-9840, 1572-9230Published: Springer Science and Business Media LLC 03.09.2020Published in Journal of Theoretical Probability (03.09.2020)Get full text
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Realized cumulants for martingales
ISSN: 1083-589X, 1083-589XPublished: Institute of Mathematical Statistics 01.01.2021Published in Electronic Communications in Probability (01.01.2021)Get full text
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Non-Parametric Conditional U-Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design
ISSN: 2227-7390, 2227-7390Published: Basel MDPI AG 01.01.2023Published in Mathematics (01.01.2023)“…Stute presented the so-called conditional U-statistics generalizing the Nadaraya–Watson estimates of the regression function. Stute demonstrated their…”
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A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals
ISSN: 0894-9840, 1572-9230Published: Springer Science and Business Media LLC 04.11.2024Published in Journal of Theoretical Probability (04.11.2024)Get full text
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Non-existence of measurable solutions of certain functional equations via probabilistic approaches
ISSN: 0001-9054, 1420-8903Published: Springer Science and Business Media LLC 26.05.2021Published in Aequationes mathematicae (26.05.2021)Get full text
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Slit-Slide-Sew Bijections for Bipartite and Quasibipartite Plane Maps
ISSN: 1077-8926, 1077-8926Published: The Electronic Journal of Combinatorics 10.07.2020Published in The Electronic Journal of Combinatorics (10.07.2020)“…We unify and extend previous bijections on plane quadrangulations to bipartite and quasibipartite plane maps. Starting from a bipartite plane map with a…”
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Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk
ISSN: 0257-0130, 1572-9443Published: Springer Science and Business Media LLC 03.11.2020Published in Queueing Systems (03.11.2020)Get full text
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Stability problems for Cantor stochastic differential equations
ISSN: 0304-4149Published: Elsevier BV 01.01.2018Published in Stochastic Processes and their Applications (01.01.2018)Get full text
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Scaling Limits of Random Walk Bridges Conditioned to Avoid a Finite Set
ISSN: 0894-9840, 1572-9230Published: Springer Science and Business Media LLC 09.05.2019Published in Journal of Theoretical Probability (09.05.2019)Get full text
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Environmental management and restoration under unified risk and uncertainty using robustified dynamic Orlicz risk
ISSN: 1007-5704Published: Elsevier BV 01.01.2025Published in Communications in Nonlinear Science and Numerical Simulation (01.01.2025)Get full text
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One dimensional random walks killed on a finite set
ISSN: 0304-4149Published: Elsevier BV 01.09.2017Published in Stochastic Processes and their Applications (01.09.2017)Get full text
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