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Bifractional Brownian Motions on Metric Spaces 度量空间上的双分数布朗运动
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-08-25 DOI: 10.1007/s10959-023-01284-3
Chunsheng Ma
{"title":"Bifractional Brownian Motions on Metric Spaces","authors":"Chunsheng Ma","doi":"10.1007/s10959-023-01284-3","DOIUrl":"https://doi.org/10.1007/s10959-023-01284-3","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47461005","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
Harmonic Moments and Large Deviations for the Markov Branching Process with Immigration 具有迁移的马尔可夫分支过程的调和矩和大偏差
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-08-14 DOI: 10.1007/s10959-023-01280-7
Liuyan Li, Junping Li
{"title":"Harmonic Moments and Large Deviations for the Markov Branching Process with Immigration","authors":"Liuyan Li, Junping Li","doi":"10.1007/s10959-023-01280-7","DOIUrl":"https://doi.org/10.1007/s10959-023-01280-7","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43087086","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
Sub-exponentiality in Statistical Exponential Models 统计指数模型中的次指数性
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-08-12 DOI: 10.1007/s10959-023-01281-6
B. Trivellato
{"title":"Sub-exponentiality in Statistical Exponential Models","authors":"B. Trivellato","doi":"10.1007/s10959-023-01281-6","DOIUrl":"https://doi.org/10.1007/s10959-023-01281-6","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48036667","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
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition 单调条件下G-布朗运动驱动的反射倒向随机微分方程
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-08-02 DOI: 10.1007/s10959-023-01279-0
Bingjun Wang, Hongjun Gao, Mingxia Yuan, Qingkun Xiao
{"title":"Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition","authors":"Bingjun Wang, Hongjun Gao, Mingxia Yuan, Qingkun Xiao","doi":"10.1007/s10959-023-01279-0","DOIUrl":"https://doi.org/10.1007/s10959-023-01279-0","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41761584","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 Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations 双时间尺度正反向随机微分方程平均原理的强收敛速率
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-07-29 DOI: 10.1007/s10959-023-01278-1
Jie Xu, Qiqi Lian
{"title":"A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations","authors":"Jie Xu, Qiqi Lian","doi":"10.1007/s10959-023-01278-1","DOIUrl":"https://doi.org/10.1007/s10959-023-01278-1","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41910854","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
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices 大维一般信息加噪声型矩阵的极限谱分布分析
4区 数学
Journal of Theoretical Probability Pub Date : 2023-07-28 DOI: 10.1007/s10959-023-01276-3
Huanchao Zhou, Jiang Hu, Zhidong Bai, Jack W. Silverstein
{"title":"Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices","authors":"Huanchao Zhou, Jiang Hu, Zhidong Bai, Jack W. Silverstein","doi":"10.1007/s10959-023-01276-3","DOIUrl":"https://doi.org/10.1007/s10959-023-01276-3","url":null,"abstract":"In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the “general information-plus-noise\" type, as studied in Zhou (JTP 36:1203–1226, 2023). Through the equation defining its Stieltjes transform, it is shown that the limiting distribution has a continuous derivative away from zero, the derivative being analytic wherever it is positive, and we show the determination criterion for its support. We also extend the result in Zhou (JTP 36:1203-1226, 2023) to allow for all possible ratios of row to column of the underlying random matrix.","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134966447","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 Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients 具有不连续线性增长系数的Lévy过程驱动的广义倒向二重随机微分方程
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-06-30 DOI: 10.1007/s10959-023-01270-9
J. Owo, A. Aman
{"title":"Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients","authors":"J. Owo, A. Aman","doi":"10.1007/s10959-023-01270-9","DOIUrl":"https://doi.org/10.1007/s10959-023-01270-9","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44152052","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
Scaling Limits of Slim and Fat Trees 细树和粗树的缩放极限
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-06-23 DOI: 10.1007/s10959-023-01261-w
V. Kargin
{"title":"Scaling Limits of Slim and Fat Trees","authors":"V. Kargin","doi":"10.1007/s10959-023-01261-w","DOIUrl":"https://doi.org/10.1007/s10959-023-01261-w","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45442333","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
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling 粗糙波动率建模中ait - sahalia型模型的分析
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-06-13 DOI: 10.1007/s10959-023-01269-2
E. Coffie, X. Mao, F. Proske
{"title":"On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling","authors":"E. Coffie, X. Mao, F. Proske","doi":"10.1007/s10959-023-01269-2","DOIUrl":"https://doi.org/10.1007/s10959-023-01269-2","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44238315","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
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps 具有复势和泊松跳的非线性分数阶Schrödinger演化方程的指数行为
IF 0.8 4区 数学
Journal of Theoretical Probability Pub Date : 2023-06-07 DOI: 10.1007/s10959-023-01266-5
N. Durga, P. Muthukumar
{"title":"Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps","authors":"N. Durga, P. Muthukumar","doi":"10.1007/s10959-023-01266-5","DOIUrl":"https://doi.org/10.1007/s10959-023-01266-5","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2023-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43070015","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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