:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autori principali:	Bayraktar, Elise, Clément, Emmanuelle
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability
Accesso online:	https://arxiv.org/abs/2509.04920
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Estimation of a pure-jump stable Cox-Ingersoll-Ross process
di: Bayraktar, Elise, et al.
Pubblicazione: (2023)

Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model
di: Bayraktar, Elise, et al.
Pubblicazione: (2024)

Weak irreducibility of stochastic delay differential equation driven by pure jump noise
di: Yang, Hao, et al.
Pubblicazione: (2025)

Time fractional stochastic differential equations driven by pure jump Lévy noise
di: Wu, Peixue, et al.
Pubblicazione: (2020)

On some topological and spectral properties of kinetic Langevin processes driven by L{é}vy noises
di: Batisse, T, et al.
Pubblicazione: (2026)

Gradient estimates for semigroups associated with stochastic differential equations driven by cylindrical Lévy processes
di: Dang, Thanh, et al.
Pubblicazione: (2024)

Total progeny for spectrally negative branching L{é}vy processes with absorption
di: Profeta, Christophe
Pubblicazione: (2025)

Survival and maximum of spectrally negative branching L{é}vy processes with absorption
di: Profeta, Christophe
Pubblicazione: (2023)

Ergodicity of stochastic functional differential equation with jumps and finite delay
di: Ye, Mingkun, et al.
Pubblicazione: (2026)

The stochastic MHD equations driven by pure jump noise in $L^p$ spaces
di: Ni, Kaicheng, et al.
Pubblicazione: (2024)

Limit theorems of stochastic differential equations with jumps
di: Qiao, Huijie
Pubblicazione: (2020)

On the maximal displacement of some critical branching L{é}vy processes with stable offspring distribution
di: Profeta, Christophe
Pubblicazione: (2025)

Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
di: Jarni, Imane, et al.
Pubblicazione: (2024)

Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
di: Rao, B. L. S. Prakasa
Pubblicazione: (2024)

Well-posedness and propagation of chaos for L{é}vy-driven McKean-Vlasov SDEs under Lipschitz assumptions
di: Cavallazzi, Thomas
Pubblicazione: (2023)

Nonparametric estimation of linear multiplier for stochastic differential equations driven by multiplicative stochastic volatility
di: Rao, B. L. S Prakasa
Pubblicazione: (2024)

Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
di: Richard, Alexandre, et al.
Pubblicazione: (2016)

Comparing statistical and deep learning techniques for parameter estimation of continuous-time stochastic differentiable equations
di: Sankoh, Aroon, et al.
Pubblicazione: (2025)

Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
di: Al-Hussein, AbdulRahman
Pubblicazione: (2024)

Asymptotic expansion of a Hurst index estimator for a stochastic differential equation driven by fBm
di: Yamagishi, Hayate
Pubblicazione: (2024)

Large deviations for invariant measures of multivalued stochastic differential equations with jumps
di: Qiao, Huijie
Pubblicazione: (2024)

Coupled forward-backward stochastic differential equations with jumps in random environments
di: Hernández-Hernández, Daniel, et al.
Pubblicazione: (2023)

Locally Lipschitz Path Dependent FBSDEs with Unbounded Terminal Conditions in Brownian and L{é}vy Settings
di: Geiss, Hannah, et al.
Pubblicazione: (2025)

Multivalued backward stochastic differential equations with jumps and moving boundary
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

Existence of affine realizations for stochastic partial differential equations driven by Lévy processes
di: Tappe, Stefan
Pubblicazione: (2019)

Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes
di: Tappe, Stefan
Pubblicazione: (2019)

Long-time behaviors of some stochastic differential equations driven by Lévy noise
di: Orlovskyi, I., et al.
Pubblicazione: (2024)

Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
di: Shi, Chungang
Pubblicazione: (2024)

Synchronization of stochastic dissipative differential equation driven by fractional Brownian motions
di: Cao, Qiyong, et al.
Pubblicazione: (2025)

Infinite horizon quadratic backward stochastic differential equations driven by $G$-Brownian motion
di: Lin, Yiqing, et al.
Pubblicazione: (2025)

Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
di: Wu, Weina, et al.
Pubblicazione: (2024)

Randomisation of rough stochastic differential equations
di: Friz, Peter K., et al.
Pubblicazione: (2025)

Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control
di: Peng, Xiaoxiao, et al.
Pubblicazione: (2023)

On the small mass limit of stochastic wave equation driven by cylindrical stable process
di: Zhao, Qingming, et al.
Pubblicazione: (2025)

Nonparametric density estimation for the small jumps of Lévy processes
di: Duval, Céline, et al.
Pubblicazione: (2024)

Stability equivalence for stochastic differential equations, stochastic differential delay equations and their corresponding Euler-Maruyama methods in $G$-framework
di: Lu, Wen
Pubblicazione: (2024)

The generator gradient estimator is an adjoint state method for stochastic differential equations
di: Badolle, Quentin, et al.
Pubblicazione: (2024)

Central limit theorem for periodic solutions of stochastic differential equations driven by Levy noise
di: Deng, Xinying, et al.
Pubblicazione: (2024)

Euler-Maruyama method for distribution dependent stochastic differential equation driven by multiplicative fractional Brownian motion
di: Shen, Guangjun, et al.
Pubblicazione: (2025)

On the Poisson equation for nonreversible Markov jump processes
di: Khodabandehlou, Faezeh, et al.
Pubblicazione: (2023)