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General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion 多分数布朗运动随机积分的一般传递公式
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-05-24 DOI: 10.1007/s10959-023-01258-5
Christian Bender, Joachim Lebovits, J. Lévy véhel
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引用次数: 0
Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion 分数布朗运动的多重自相交局部时间导数
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-05-24 DOI: 10.1007/s10959-023-01265-6
Jingjun Guo, Cuiyun Zhang, Aiqin Ma
{"title":"Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion","authors":"Jingjun Guo, Cuiyun Zhang, Aiqin Ma","doi":"10.1007/s10959-023-01265-6","DOIUrl":"https://doi.org/10.1007/s10959-023-01265-6","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47731490","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
Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model 爆炸Vasicek模型的自归一化Cramér型中偏差
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-05-12 DOI: 10.1007/s10959-023-01264-7
Hui Jiang, Yajuan Pan, Xiao Wei
{"title":"Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model","authors":"Hui Jiang, Yajuan Pan, Xiao Wei","doi":"10.1007/s10959-023-01264-7","DOIUrl":"https://doi.org/10.1007/s10959-023-01264-7","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"1-23"},"PeriodicalIF":0.8,"publicationDate":"2023-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46177519","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
The Oscillating Random Walk on $$ {mathbf {mathbb {Z}}} $$ Z $$｛mathbf｛athbb｛Z｝｝$Z上的振荡随机游动
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-05-06 DOI: 10.1007/s10959-023-01250-z
Tran Duy Vo
{"title":"The Oscillating Random Walk on \u0000 \u0000 \u0000 \u0000 $$ {mathbf {mathbb {Z}}} $$\u0000 \u0000 Z\u0000 \u0000","authors":"Tran Duy Vo","doi":"10.1007/s10959-023-01250-z","DOIUrl":"https://doi.org/10.1007/s10959-023-01250-z","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"1-22"},"PeriodicalIF":0.8,"publicationDate":"2023-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48343905","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
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
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