Cover Image

Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Søjmark, Andreas, Wunderlich, Fabrice
Format:	Preprint
Published:	2024
Subjects:	Probability Statistics Theory 60F17, 60H05, 60K50, 35S10, 60H10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Critical stationary fluctuations in reaction--diffusion processes
by: Cardoso, Luis, et al.
Published: (2026)

Small-time asymptotics for hypoelliptic diffusions
by: Földes, Juraj, et al.
Published: (2024)

Hörmander properties of discrete time Markov processes
by: Rey, Clément
Published: (2024)

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

Strong rate of convergence for the Euler--Maruyama scheme of SDEs with unbounded Hölder continuous drift coefficient
by: Moritoki, Tsukasa, et al.
Published: (2026)

Functional CLTs for subordinated Lévy models in physics, finance, and econometrics
by: Søjmark, Andreas, et al.
Published: (2023)

A free boundary problem for the mean-field limit of diffusing particles with nonlinear boundary reactivity
by: Fausti, Eliana, et al.
Published: (2026)

Exit-problem for a class of non-Markov processes with path dependency
by: Aleksian, Ashot, et al.
Published: (2023)

Tightness and weak convergence in the topology of local uniform convergence for stochastic processes in the dual of a nuclear space
by: Fonseca-Mora, C. A.
Published: (2023)

Large deviation principles for singular Riesz-type diffusive flows
by: Hess-Childs, Elias
Published: (2023)

Normal approximation for the polynomial functionals of correlated random field sampling along random walk path in dimension $1+1$
by: Huang, Ao, et al.
Published: (2026)

Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
by: Aryasova, Olga, et al.
Published: (2025)

Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
by: Pavlyukevich, Ilya, et al.
Published: (2023)

Opinion dynamics on dense dynamic random graphs
by: Baldassarri, Simone, et al.
Published: (2024)

A stochastic approach to time-dependent BEC
by: Borasi, Luigi, et al.
Published: (2025)

Statistical inference for a stochastic generalized logistic differential equation
by: Baltazar-Larios, Fernando, et al.
Published: (2024)

Emergence of regularity for limit points of McKean-Vlasov particle systems
by: Crowell, Robert Alexander
Published: (2024)

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
by: Butkovsky, Oleg, et al.
Published: (2022)

Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
by: Aleksian, Ashot, et al.
Published: (2025)

Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations
by: Jourdain, Benjamin, et al.
Published: (2025)

Expansion and attraction of RDS: long time behavior of the solution to singular SDE
by: Ling, Chengcheng, et al.
Published: (2022)

Propagation of chaos for point processes induced by particle systems with mean-field drift interaction
by: Kolliopoulos, Nikolaos, et al.
Published: (2023)

Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises
by: Kolliopoulos, Nikolaos, et al.
Published: (2024)

Propagation of chaos for maxima of particle systems with mean-field drift interaction
by: Kolliopoulos, Nikolaos, et al.
Published: (2022)

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

Weak convergence of stochastic integrals with applications to SPDEs
by: Bardina, Xavier, et al.
Published: (2025)

Integrability properties and stochastic McKean-Vlasov dynamics with singular Lennard-Jones drift: a mesoscale regularization
by: Greco, Ernesto M., et al.
Published: (2026)

Large deviations for a spatial average of stochastic heat and wave equations
by: Ebina, Masahisa
Published: (2024)

On large deviations for the range of a two-dimensional random walk
by: Popov, Serguei, et al.
Published: (2026)

Particle Systems and McKean--Vlasov Dynamics with Singular Interaction through Local Times
by: Baker, Graeme, et al.
Published: (2025)

Large deviations for the maximum and reversed order statistics of Weibull-like variables
by: Jansen, Sabine
Published: (2024)

Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
by: Elmansouri, Badr, et al.
Published: (2025)

An interacting particle system for the front of an epidemic advancing through a susceptible population
by: Fausti, Eliana, et al.
Published: (2022)

Moderate Deviation Principles for Stochastic Differential Equations in Fast-Varying Markovian Environment
by: Qian, Hongjiang
Published: (2025)

Mean field limits of large Jackson networks in heavy traffic
by: Atar, Rami
Published: (2026)

Convergence rate for random walk approximations of mean field BSDEs
by: Djehiche, Boualem, et al.
Published: (2024)

Weak convergence of stochastic integrals
by: Bardina, Xavier, et al.
Published: (2025)

Homogenization of a multivariate diffusion with semipermeable interfaces
by: Aryasova, Olga, et al.
Published: (2023)

The convergence of stochastic differential equations to their linearisation in small noise limits
by: Blake, Liam, et al.
Published: (2023)

Superdiffusive planar random walks with polynomial space-time drifts
by: da Costa, Conrado, et al.
Published: (2024)