Mathematics - oalib

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Mathematics

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主页: http://arxiv.org/archive/math

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$L^p$ solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients

ShengJun Fan,Long Jiang

On small time asymptotics for rough differential equations driven by fractional Brownian motions

Fabrice Baudoin,Cheng Ouyang

A note on first passage probabilities of a Lévy process reflected at a general barrier

Zbigniew Palmowski,Przemys？aw ？wi？tek

Convergence Types and Rates in Generic Karhunen-Loève Expansions with Applications to Sample Path Properties

Ingo Steinwart

Persistence of integrated stable processes

Christophe Profeta,Thomas Simon

Application of moderate deviation techniques to prove Sinai's Theorem on RWRE

Marcelo Ventura Freire

Symmetric diffusions with polynomial eigenvectors

Dominique Bakry

Front fluctuations for the stochastic Cahn-Hilliard equation

L. Bertini,S. Brassesco,P. Buttà

A limiting random analytic function related to the CUE

Reda Chhaibi,Joseph Najnudel,Ashkan Nikeghbali

On non-standard limits of Brownian semi-stationary processes

Kerstin Gaertner,Mark Podolskij

The strong mixing and the operator-selfdecomposability properties

Richard C. Bradley,Zbigniew J. Jurek

Multi-scaling of moments in stochastic volatility models

Paolo Dai Pra,Paolo Pigato

Local limit theorem for the maximum of a random walk

Johannes Kugler

Integrability of solutions of the Skorokhod Embedding Problem for Diffusions

David Hobson

Equivalence between Random Stopping Times in Continuous Time

Eran Shmaya,Eilon Solan

Analysis of Push-type Epidemic Data Dissemination in Fully Connected Networks

Mine Caglar,Ali Devin Sezer

Talagrand's transportation-cost inequality and applications to (rough) path spaces

Sebastian Riedel

Solving optimal stopping problems for Lévy processes in infinite horizon via $A$-transform

Elena Boguslavskaya

Joint densities of first hitting times of a diffusion process through two time dependent boundaries

Laura Sacerdote,Ottavia Telve,Cristina Zucca

Exact exponential tail estimations in the Law of Iterated Logarithm for Bochner's mixed Lebesgue spaces

E. Ostrovsky,L. Sirota

Uniform asymptotics for the tail probability of weighted sums with heavy tails

Chenhua Zhang

Economic couplings and acyclic flows

Davide Gabrielli,Ida Germana Minelli

Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms

Radu V. Craiu,Lawrence Gray,Krzysztof ？atuszyński,Neal Madras,Gareth O. Roberts,Jeffrey S. Rosenthal

A stationary process associated with the Dirichlet distribution arising from the complex projective space

Nizar Demni

Hitting times of points for symmetric Lévy processes with completely monotone jumps

Tomasz Juszczyszyn,Mateusz Kwa？nicki

Uniform H？lder Estimates on Semigroups Generated by Non-Local Operators of Variable Order

Dejun Luo,Jian Wang

Short time kernel asymptotics for rough differential equation driven by fractional Brownian motion

Yuzuru Inahama

Controlled viscosity solutions of fully nonlinear rough PDEs

Massimiliano Gubinelli,Samy Tindel,Iván Torrecilla

Quadratic BSDEs with rough drivers and $L^2$--terminal condition

M'hamed Eddahbi,Abou Sène

Stochastic Ordering of Infinite Binomial Galton-Watson Trees

Erik I. Broman

Evolution of the ABC model among the segregated configurations in the zero-temperature limit

Ricardo Misturini

Universality of the ESD for a fixed matrix plus small random noise: a stability approach

Philip Matchett Wood

Poisson approximation for two scan statistics with rates of convergence

Xiao Fang,David Siegmund

A limit process for a sequence of partial sums of residuals of a simple regression against order statistics with Markov-modulated noise

Artyom Kovalevskii,Evgeny Shatalin

Pathwise Uniqueness of the Stochastic Heat Equations with Spatially Inhomogeneous White Noise

Eyal Neuman

Derivative for the intersection local time of fractional Brownian Motions

Litan Yan

Infinite Systems of Competing Brownian Particles

Andrey Sarantsev

Density convergence in the Breuer-Major theorem for Gaussian stationary sequences

Yaozhong Hu,David Nualart,Samy Tindel,Fangjun Xu

First-order weak balanced schemes for bilinear stochastic differential equations

H. A. Mardones,C. M. Mora

Transience of Edge-Reinforced Random Walk

Margherita Disertori,Christophe Sabot,Pierre Tarrès

Outlier eigenvalues for deformed i.i.d. random matrices

Charles Bordenave,Mireille Capitaine

The contact process on finite homogeneous trees revisited

Michael Cranston,Thomas Mountford,Jean-Christophe Mourrat,Daniel Valesin

Exact asymptotics for the instant of crossing a curve boundary by an asymptotically stable random walk

Denis Denisov,Vitali Wachtel

Monotone and boolean unitary Brownian motions

Tarek Hamdi

An invariance principle to Ferrari-Spohn diffusions

Dmitry Ioffe,Senya Shlosman,Yvan Velenik

On Mixing Properties of Reversible Markov Chains

Richard C. Bradley

Accuracy of Maximum Likelihood Parameter Estimators for Heston volatility SDE

Robert Azencott,Yutheeka Gadhyan

Exponential Family Techniques for the Lognormal Left Tail

Soren Asmussen,Jens Ledet Jensen,Leonardo Rojas-Nandayapa

On optimal mean-field type control problems of stochastic systems with jump processes under partial information

Yaozhong Hu,David Nualart,Qing Zhou

On a condition number of random polynomial systems

Hoi Nguyen

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