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Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes 状态切换跳跃扩散过程的变步长Euler-Maruyama逼近
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-05-06 DOI: 10.1007/s10959-023-01253-w
Peng Chen, Xinghu Jin, Tian Shen, Z. Su
{"title":"Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes","authors":"Peng Chen, Xinghu Jin, Tian Shen, Z. Su","doi":"10.1007/s10959-023-01253-w","DOIUrl":"https://doi.org/10.1007/s10959-023-01253-w","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"1-30"},"PeriodicalIF":0.8,"publicationDate":"2023-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42068350","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures 点测度和鞅测度驱动的非退化随机微分方程弱欧拉逼近的收敛性
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-05-06 DOI: 10.1007/s10959-023-01260-x
R. Mikulevičius, Changyong Zhang
{"title":"Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures","authors":"R. Mikulevičius, Changyong Zhang","doi":"10.1007/s10959-023-01260-x","DOIUrl":"https://doi.org/10.1007/s10959-023-01260-x","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"1-38"},"PeriodicalIF":0.8,"publicationDate":"2023-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48682522","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Quantitative Russo–Seymour–Welsh for Random Walk on Random Graphs and Decorrelation of Uniform Spanning Trees 随机图上随机漫步的定量Russo-Seymour-Welsh与一致生成树的解相关
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-05-06 DOI: 10.1007/s10959-023-01248-7
G. Ray, Tingzhou Yu
{"title":"Quantitative Russo–Seymour–Welsh for Random Walk on Random Graphs and Decorrelation of Uniform Spanning Trees","authors":"G. Ray, Tingzhou Yu","doi":"10.1007/s10959-023-01248-7","DOIUrl":"https://doi.org/10.1007/s10959-023-01248-7","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"1-27"},"PeriodicalIF":0.8,"publicationDate":"2023-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44604201","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function 广义单模与从属，及其在稳定律和Mittag-Leffler函数中的应用
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-05-04 DOI: 10.1007/s10959-023-01242-z
Safa Bridaa, W. Jedidi, Hristo S. Sendov
{"title":"Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function","authors":"Safa Bridaa, W. Jedidi, Hristo S. Sendov","doi":"10.1007/s10959-023-01242-z","DOIUrl":"https://doi.org/10.1007/s10959-023-01242-z","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-05-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44704889","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind 第二类高斯Ornstein-Uhlenbeck过程的挥发性估计
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-02-15 DOI: 10.1007/s10959-023-01238-9
R. Belfadli, Khalifa Es-Sebaiy, Fatima-Ezzahra Farah
{"title":"Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind","authors":"R. Belfadli, Khalifa Es-Sebaiy, Fatima-Ezzahra Farah","doi":"10.1007/s10959-023-01238-9","DOIUrl":"https://doi.org/10.1007/s10959-023-01238-9","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"1-17"},"PeriodicalIF":0.8,"publicationDate":"2023-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48066022","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Sylvester Index of Random Hermitian Matrices 随机厄米矩阵的Sylvester索引
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-02-03 DOI: 10.1007/s10959-022-01232-7
M. Bouali, J. Faraut
{"title":"Sylvester Index of Random Hermitian Matrices","authors":"M. Bouali, J. Faraut","doi":"10.1007/s10959-022-01232-7","DOIUrl":"https://doi.org/10.1007/s10959-022-01232-7","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"1-46"},"PeriodicalIF":0.8,"publicationDate":"2023-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42021668","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise 一般粗糙噪声下随机热方程的大偏差原理
4区 数学
Journal of Theoretical Probability Pub Date : 2023-01-06 DOI: 10.1007/s10959-022-01228-3
Ruinan Li, Ran Wang, Beibei Zhang
{"title":"A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise","authors":"Ruinan Li, Ran Wang, Beibei Zhang","doi":"10.1007/s10959-022-01228-3","DOIUrl":"https://doi.org/10.1007/s10959-022-01228-3","url":null,"abstract":"We study the Freidlin–Wentzell large deviation principle for the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise: $$begin{aligned} frac{partial u^{{varepsilon }}(t,x)}{partial t}=frac{partial ^2 u^{{varepsilon }}(t,x)}{partial x^2}+sqrt{{varepsilon }}sigma (t, x, u^{{varepsilon }}(t,x))dot{W}(t,x),quad t> 0,, xin mathbb {R}, end{aligned}$$ where $$dot{W}$$ is white in time and fractional in space with Hurst parameter $$Hin left( frac{1}{4},frac{1}{2}right) $$ . Recently, Hu and Wang (Ann Inst Henri Poincaré Probab Stat 58(1):379–423, 2022) have studied the well-posedness of this equation without the technical condition of $$sigma (0)=0$$ which was previously assumed in Hu et al. (Ann Probab 45(6):4561–4616, 2017). We adopt a new sufficient condition proposed by Matoussi et al. (Appl Math Optim 83(2):849–879, 2021) for the weak convergence criterion of the large deviation principle.","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135223164","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Ergodic Theorems with Random Weights for Stationary Random Processes and Fields 平稳随机过程与场的随机权遍历定理
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2022-12-23 DOI: 10.1007/s10959-022-01226-5
A. Tempelman
{"title":"Ergodic Theorems with Random Weights for Stationary Random Processes and Fields","authors":"A. Tempelman","doi":"10.1007/s10959-022-01226-5","DOIUrl":"https://doi.org/10.1007/s10959-022-01226-5","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"36 1","pages":"1877 - 1901"},"PeriodicalIF":0.8,"publicationDate":"2022-12-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42087148","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Error distribution of the Euler approximation scheme for stochastic Volterra equations 随机Volterra方程欧拉近似格式的误差分布
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2022-12-23 DOI: 10.1007/s10959-022-01222-9
D. Nualart, Bhargobjyoti Saikia
{"title":"Error distribution of the Euler approximation scheme for stochastic Volterra equations","authors":"D. Nualart, Bhargobjyoti Saikia","doi":"10.1007/s10959-022-01222-9","DOIUrl":"https://doi.org/10.1007/s10959-022-01222-9","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"36 1","pages":"1829 - 1876"},"PeriodicalIF":0.8,"publicationDate":"2022-12-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45326828","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators 具有对角二次元的多维反射倒向随机微分方程解的存在唯一性
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2022-12-19 DOI: 10.1007/s10959-022-01224-7
Yuyang Chen, Peng Luo
{"title":"Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators","authors":"Yuyang Chen, Peng Luo","doi":"10.1007/s10959-022-01224-7","DOIUrl":"https://doi.org/10.1007/s10959-022-01224-7","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"36 1","pages":"1698 - 1719"},"PeriodicalIF":0.8,"publicationDate":"2022-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42810454","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","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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