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Journal of Theoretical Probability最新文献

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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
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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
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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
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
{"title":"General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion","authors":"Christian Bender, Joachim Lebovits, J. Lévy véhel","doi":"10.1007/s10959-023-01258-5","DOIUrl":"https://doi.org/10.1007/s10959-023-01258-5","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":"49361159","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
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
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