:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Bellingeri, Carlo, Ferrucci, Emilio
Format:	Preprint
Published:	2025
Subjects:	Probability 60H05, 60G22, 60C05
Online Access:	https://arxiv.org/abs/2512.14986
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A BDG inequality for stochastic Volterra integrals
by: Pannier, Alexandre
Published: (2025)

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

Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)

Canonical Rough Path over Tempered Fractional Brownian Motion: Existence, Construction, and Applications
by: Lechiheb, Atef
Published: (2025)

A law of large numbers for kinetic interacting diffusions
by: Bellingeri, Carlo, et al.
Published: (2025)

Absolute continuity of finite-dimensional distributions of Hermite processes via Malliavin calculus
by: Loosveldt, Laurent, et al.
Published: (2025)

Lévy processes as weak limits of rough Heston models
by: Bondi, Alessandro, et al.
Published: (2025)

Fluctuation from averaging limit under fractional Brownian motion
by: Yang, Xiaoyu, et al.
Published: (2026)

On Infinitesimal Generators and Feynman-Kac Integrals of Adelic Diffusion
by: Weisbart, David
Published: (2020)

Regularization of Hyperbolic Stochastic Partial Differential Equations By Two Fractional Brownian Sheets
by: Belfadli, Rachid, et al.
Published: (2026)

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

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

Malliavin smoothness of the Rosenblatt process
by: Loosveldt, Laurent, et al.
Published: (2025)

Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces
by: Bodó, Gergely, et al.
Published: (2024)

Stochastic wave equation with additive fractional noise: solvability and global Hölder continuity
by: Liu, Shuhui, et al.
Published: (2023)

Limit theorems for stochastic Volterra processes
by: Bianchi, Luigi Amedeo, et al.
Published: (2025)

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

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

Non-exchangeable mean-field theory for adaptive weights: propagation of dissociatedness and graphon sampling lemma
by: Zhou, Datong
Published: (2025)

Sharp supremum and Hölder bounds for stochastic integrals indexed by a parameter
by: Cox, Sonja, et al.
Published: (2024)

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

On the large-time behaviour of affine Volterra processes
by: Jacquier, Antoine, et al.
Published: (2022)

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

Towards a Mathematical Theory of Adaptive Memory: From Time-Varying to Responsive Fractional Brownian Motion
by: Jiang, Jiahao
Published: (2025)

Multivariate Tempered Space-Fractional Negative Binomial Process and Risk Models with Shocks
by: Pathak, Ashok Kumar, et al.
Published: (2024)

An alternative formulation of the discrete-time fractional Poisson process
by: Yoshida, Naohiro
Published: (2026)

On symmetric fuzzy stochastic Volterra integral equations with retardation
by: Malinowski, Marek T.
Published: (2024)

Fractional Homogenization of Parabolic Equations with Long-Range Random Potentials
by: Lechiheb, Atef
Published: (2025)

Malliavin Calculus and Stochastic Differential Equations
by: Fang, Shizan, et al.
Published: (2025)

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

Scaling limit of heavy tailed nearly unstable cumulative INAR($\infty$) processes and rough fractional diffusions
by: Wang, Yingli, et al.
Published: (2024)

Derivatives Along a Curve and the Functional Stochastic Calculus
by: Houdré, Christian, et al.
Published: (2026)

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

Averaging principle for equation driven by a stochastic measure
by: Radchenko, Vadym
Published: (2018)

Nonparametric learning of stochastic differential equations from sparse and noisy data
by: Ganguly, Arnab, et al.
Published: (2025)

Modified wavelet variation for the Hermite processes
by: Loosveldt, Laurent, et al.
Published: (2024)

Generalized Reflected BSDEs with RCLL Random Obstacles in a General Filtration
by: Elmansouri, Badr, et al.
Published: (2025)

On a Class of Dynamical Poisson-Voronoi Tessellations
by: Baccelli, François, et al.
Published: (2025)

Bivariate Tempered Space-Fractional Poisson Process and Shock Models
by: Soni, Ritik, et al.
Published: (2023)

Fast Simulation of Size-Constrained Multitype Bienaymé-Galton-Watson Forests and Applications
by: Hernández, Osvaldo Angtuncio
Published: (2020)