Imagen de Portada

Weak convergence of stochastic integrals

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Bardina, Xavier, Boukfal, Salim
Formato:	Preprint
Publicado:	2025
Materias:	Probability 60H05, 60F17
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

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

Kac-Stroock type approximations for the Brownian motion
por: Bardina, Xavier, et al.
Publicado: (2025)

Weak convergence of the integral of semi-Markov processes
por: Pedicone, Andrea, et al.
Publicado: (2025)

Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks
por: Søjmark, Andreas, et al.
Publicado: (2024)

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

Existence of weak solutions to stochastic heat equations driven by truncated $α$-stable white noises with non-Lipschitz coefficients
por: Wang, Yongjin, et al.
Publicado: (2022)

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

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

Stratonovich-type integral with respect to a general stochastic measure
por: Radchenko, Vadym
Publicado: (2016)

Regularity of paths of stochastic measures
por: Radchenko, Vadym
Publicado: (2024)

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

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

Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
por: Friesen, Martin, et al.
Publicado: (2024)

New approach to optimal control of delayed stochastic Volterra integral equations
por: Konan, Roméo Kouassi, et al.
Publicado: (2026)

Central limit theorem for the Allen-Cahn equation with supercritical random initial conditions
por: Piernot, Colin, et al.
Publicado: (2026)

A stochastic process defined via the random permutation divisors
por: Manstavičius, Eugenijus
Publicado: (2025)

Sample path properties of multidimensional integral with respect to stochastic measure
por: Manikin, Boris, et al.
Publicado: (2024)

Bilateral Gamma Approximation in Weiner Space
por: Barman, Kalyan, et al.
Publicado: (2024)

Hörmander properties of discrete time Markov processes
por: Rey, Clément
Publicado: (2024)

Stochastic epidemic models with varying infectivity and waning immunity
por: Forien, Raphaël, et al.
Publicado: (2022)

Density convergence on Markov diffusion chaos via Stein's method
por: Dang, Thanh, et al.
Publicado: (2025)

Fluctuations of stochastic PDEs with long-range correlations
por: Gerolla, Luca, et al.
Publicado: (2023)

Markov-modulated Ornstein-Uhlenbeck processes
por: Huang, Gang, et al.
Publicado: (2014)

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

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

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

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

Limit theorems for compensated weighted sums and application to numerical approximations
por: Liu, Yanghui
Publicado: (2024)

Hölder estimates and weak convergences of certain weighted sum processes
por: Aida, Shigeki, et al.
Publicado: (2024)

Gaussian structure in coalescing stochastic flows
por: Dorogovtsev, A. A., et al.
Publicado: (2021)

Central limit theorems for stochastic wave equations in high dimensions
por: Ebina, Masahisa
Publicado: (2023)

$\mathbb{L}^p$-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
por: Elmansouri, Badr, et al.
Publicado: (2025)

A law of large numbers concerning the distribution of critical points of random Fourier series
por: Fu, Qiangang "Brandon'', et al.
Publicado: (2024)

Scaling limit of the KPZ equation with non-integrable spatial correlations
por: Gerolla, Luca, et al.
Publicado: (2024)

Quenched scaling limit of critical percolation clusters on Galton-Watson trees
por: Archer, Eleanor, et al.
Publicado: (2025)

Drilling holes in the Brownian disk: The Brownian annulus
por: Gall, Jean-François Le, et al.
Publicado: (2024)

Central limit theorems for nonlinear stochastic wave equations in dimension three
por: Ebina, Masahisa
Publicado: (2022)

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

A central limit theorem for the stochastic cable equation
por: Nishino, Soma
Publicado: (2025)

Renewal structure of the Tree Builder Random Walk
por: Ribeiro, Rodrigo
Publicado: (2023)