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Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result 弱狄利克特过程的特征和伊托公式：等价结果
Stochastics Pub Date : 2024-09-12 DOI: 10.1080/17442508.2024.2397984
Elena Bandini, Francesco Russo
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引用次数: 0
Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators 流形和与算子相关的更一般度量空间上核条件 U 统计估计子的 Oracle 不等式和上界
Stochastics Pub Date : 2024-08-20 DOI: 10.1080/17442508.2024.2391898
Salim Bouzebda, Nourelhouda Taachouche
{"title":"Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators","authors":"Salim Bouzebda, Nourelhouda Taachouche","doi":"10.1080/17442508.2024.2391898","DOIUrl":"https://doi.org/10.1080/17442508.2024.2391898","url":null,"abstract":"U-statistics represent a fundamental class of statistics that emerge from modelling quantities of interest defined by multi-subject responses. These statistics generalize the empirical mean of a ra...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"72 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210252","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers 具有反射障碍的广义扩散过程的非线性最小二乘估计器
Stochastics Pub Date : 2024-08-20 DOI: 10.1080/17442508.2024.2393257
Yuecai Han, Dingwen Zhang
{"title":"Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers","authors":"Yuecai Han, Dingwen Zhang","doi":"10.1080/17442508.2024.2393257","DOIUrl":"https://doi.org/10.1080/17442508.2024.2393257","url":null,"abstract":"In this paper, we investigate the parameter estimation problem for generalized diffusion processes with two-sided reflected barriers. The estimator is obtained using the nonlinear least squares met...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"177 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210254","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stability properties of some port-Hamiltonian SPDEs 一些端口-哈密尔顿 SPDE 的稳定性能
Stochastics Pub Date : 2024-08-20 DOI: 10.1080/17442508.2024.2387773
Peter Kuchling, Barbara Rüdiger, Baris Ugurcan
{"title":"Stability properties of some port-Hamiltonian SPDEs","authors":"Peter Kuchling, Barbara Rüdiger, Baris Ugurcan","doi":"10.1080/17442508.2024.2387773","DOIUrl":"https://doi.org/10.1080/17442508.2024.2387773","url":null,"abstract":"We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"19 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210253","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Finite-time ruin probability of a risk model with perturbation and subexponential main claims and by-claims 具有扰动和次指数主债权和副债权的风险模型的有限时间毁坏概率
Stochastics Pub Date : 2024-08-19 DOI: 10.1080/17442508.2024.2392827
Kaiyong Wang, Baoyin Xun, Xiaojuan Guo
{"title":"Finite-time ruin probability of a risk model with perturbation and subexponential main claims and by-claims","authors":"Kaiyong Wang, Baoyin Xun, Xiaojuan Guo","doi":"10.1080/17442508.2024.2392827","DOIUrl":"https://doi.org/10.1080/17442508.2024.2392827","url":null,"abstract":"The paper considers a nonstandard risk model with stochastic return and perturbation, in which the price process of the investment portfolio is described as a geometric Lévy process and each main c...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"70 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210218","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Probabilistic analysis of the (q, 2)-Fock space: vacuum distribution and moments of the field operator (q, 2)-Fock 空间的概率分析：真空分布与场算子矩
Stochastics Pub Date : 2024-08-15 DOI: 10.1080/17442508.2024.2390095
Yungang Lu
{"title":"Probabilistic analysis of the (q, 2)-Fock space: vacuum distribution and moments of the field operator","authors":"Yungang Lu","doi":"10.1080/17442508.2024.2390095","DOIUrl":"https://doi.org/10.1080/17442508.2024.2390095","url":null,"abstract":"We study some probabilistic aspects of the (q,2)-Fock space over a given Hilbert space. Specifically, our focus is on determining the vacuum distribution of the field operator. We ascertain the pre...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"43 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210216","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mean-field backward stochastic differential equations with mean reflection and nonlinear resistance 具有平均反射和非线性阻力的平均场反向随机微分方程
Stochastics Pub Date : 2024-08-12 DOI: 10.1080/17442508.2024.2387066
Peng Luo
{"title":"Mean-field backward stochastic differential equations with mean reflection and nonlinear resistance","authors":"Peng Luo","doi":"10.1080/17442508.2024.2387066","DOIUrl":"https://doi.org/10.1080/17442508.2024.2387066","url":null,"abstract":"The present paper is devoted to the study of the well-posedness of mean field BSDEs with mean reflection and nonlinear resistance. By the contraction mapping argument, we first prove that the mean-...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"10 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Blotto game with testing (the locks, bombs and testing model) 带有测试功能的 Blotto 游戏（锁、炸弹和测试模型）
Stochastics Pub Date : 2024-08-09 DOI: 10.1080/17442508.2024.2387063
I. Sonin
{"title":"Blotto game with testing (the locks, bombs and testing model)","authors":"I. Sonin","doi":"10.1080/17442508.2024.2387063","DOIUrl":"https://doi.org/10.1080/17442508.2024.2387063","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"5 10","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141921825","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Limiting distributions for particles near the frontier of spatially inhomogeneous branching symmetric α -stable processes 空间不均匀分支对称 α 稳定过程前沿附近粒子的极限分布
Stochastics Pub Date : 2024-08-09 DOI: 10.1080/17442508.2024.2389199
Yasuhito Nishimori
{"title":"Limiting distributions for particles near the frontier of spatially inhomogeneous branching symmetric\u0000 α\u0000 -stable processes","authors":"Yasuhito Nishimori","doi":"10.1080/17442508.2024.2389199","DOIUrl":"https://doi.org/10.1080/17442508.2024.2389199","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"35 46","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141924525","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Higher order moments for SPDE with monotone nonlinearities* 具有单调非线性的 SPDE 的高阶矩 *
Stochastics Pub Date : 2024-08-09 DOI: 10.1080/17442508.2024.2384554
Manuel V. Gnann, Jochem Hoogendijk, Mark C. Veraar
{"title":"Higher order moments for SPDE with monotone nonlinearities*","authors":"Manuel V. Gnann, Jochem Hoogendijk, Mark C. Veraar","doi":"10.1080/17442508.2024.2384554","DOIUrl":"https://doi.org/10.1080/17442508.2024.2384554","url":null,"abstract":"This paper introduces a new p-dependent coercivity condition through which Lp-moments for solutions can be obtained for a large class of SPDEs in the variational framework. If p = 2, our condition ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"43 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141940846","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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