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Main Authors:	Fießinger, Felix, Stadje, Mitja
Format:	Preprint
Published:	2023
Subjects:	Probability 60H05, 60G48, 60G44, 60J65
Online Access:	https://arxiv.org/abs/2307.16519
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Special Dirichlet Processes: Structure, Uniqueness and Stability
by: Kennerberg, Philip
Published: (2026)

Separating Times for One-Dimensional General Diffusions
by: Criens, David, et al.
Published: (2022)

Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary
by: Potiron, Yoann
Published: (2023)

SPDEs driven by standard symmetric $α$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
by: Bodó, Gergely, et al.
Published: (2024)

Bregman variation of semimartingales
by: Bogdan, Krzysztof, et al.
Published: (2024)

On sequences of martingales with jumps on Riemannian submanifolds
by: Okazaki, Fumiya
Published: (2024)

Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies
by: Sojmark, Andreas, et al.
Published: (2023)

Conditions for recurrence and transience for time-inhomogeneous random walks
by: Abramov, Vyacheslav M.
Published: (2023)

Unified Signature Cumulants and Generalized Magnus Expansions
by: Friz, Peter K., et al.
Published: (2021)

Vector-Valued Stochastic Integration With Respect to Semimartingales in the Dual of Nuclear Space
by: Fonseca-Mora, C. A.
Published: (2025)

Stochastic Calculus via Stopping Derivatives
by: Simpson, Alex
Published: (2025)

Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes
by: Iksanov, Alexander, et al.
Published: (2021)

Smoothness of martingale observables and generalized Feynman-Kac formulas
by: Karrila, Alex, et al.
Published: (2026)

Convergence Uniform on Compacts in Probability with Applications to Stochastic Analysis in Duals of Nuclear Spaces
by: Fonseca-Mora, C. A.
Published: (2023)

Skew-Normal Diffusions
by: Hongler, Max-Olivier, et al.
Published: (2023)

Expected Signature Kernels for Lévy Rough Paths
by: Friz, Peter K., et al.
Published: (2025)

On expected signatures and signature cumulants in semimartingale models
by: Friz, Peter K., et al.
Published: (2024)

An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
by: Fontes, Ramiro
Published: (2026)

Martingale measure associated with the critical $2d$ stochastic heat flow
by: Nakashima, Makoto
Published: (2025)

Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures
by: Ren, Panpan, et al.
Published: (2024)

Scaling limit of boundary random walks: A martingale problem approach
by: Arroyave, Juan Carlos, et al.
Published: (2025)

Feller Property and Absorption of Diffusions for Multi-Species Metacommunities
by: Henry, Benoît, et al.
Published: (2026)

Multi-dimensional fractional Brownian motion in the G-setting
by: Biagini, Francesca, et al.
Published: (2023)

Horizontal $Δ$-semimartingales on orthonormal frame bundles
by: Okazaki, Fumiya
Published: (2021)

Extending the noise of splitting to its completion and stability of Brownian maxima
by: Vidmar, Matija, et al.
Published: (2024)

Berry-Esséen bound for complex Wiener-Itô integral
by: Chen, Huiping, et al.
Published: (2024)

Relative compactness of Itô integrals on the M1 Skorokhod space with identification of limits
by: Wunderlich, Fabrice
Published: (2025)

A regularized Kellerer theorem in arbitrary dimension
by: Pammer, Gudmund, et al.
Published: (2022)

Mind the jumps: when 2BSDEs meet semi-martingales
by: Possamaï, Dylan, et al.
Published: (2025)

Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis
by: Jansson, Erik, et al.
Published: (2024)

The Brownian marble
by: Johnston, Samuel G. G., et al.
Published: (2025)

Cylindrical Martingale-Valued Measures, Stochastic Integration and SPDEs
by: Cambronero, Santiago, et al.
Published: (2023)

A characterisation of the continuum Gaussian free field in $d \geq 2$ dimensions
by: Aru, Juhan, et al.
Published: (2021)

Mean residual life processes and associated submartingales
by: Bogso, Antoine-Marie
Published: (2018)

The fundamental theorem of asset pricing with and without transaction costs
by: Kühn, Christoph
Published: (2023)

On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
by: Xodarev, Akmal
Published: (2026)

Martingale dimensions for a class of metric measure spaces
by: Hino, Masanori
Published: (2025)

Almost sure and moment convergence for triangular Pólya urns
by: Janson, Svante
Published: (2024)

No arbitrage and the existence of ACLMMs in general diffusion models
by: Criens, David, et al.
Published: (2024)

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