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Error bounds for one-dimensional constrained Langevin approximations for nearly density-dependent Markov chains
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- Advances in Applied Probability , First View
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- 26 July 2024, pp. 1-43
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Change of measure in a Heston–Hawkes stochastic volatility model
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- Advances in Applied Probability , First View
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- 24 July 2024, pp. 1-30
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An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
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- Forum of Mathematics, Sigma / Volume 12 / 2024
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- 11 April 2024, e52
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Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing
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- Journal of Applied Probability , First View
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- 06 March 2024, pp. 1-24
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Invariant measures and large deviation principles for stochastic Schrödinger delay lattice systems
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics , First View
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- 04 March 2024, pp. 1-42
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Continuous dependence of stationary distributions on parameters for stochastic predator–prey models
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- Journal of Applied Probability , First View
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- 22 February 2024, pp. 1-19
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An exponential nonuniform Berry–Esseen bound of the maximum likelihood estimator in a Jacobi process
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- Journal of Applied Probability , First View
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- 14 February 2024, pp. 1-18
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ON MODELLING WATER QUALITY WITH STOCHASTIC DIFFERENTIAL EQUATIONS
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- The ANZIAM Journal / Volume 65 / Issue 3 / July 2023
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- 09 January 2024, pp. 273-284
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Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment
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- Journal of Applied Probability , First View
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- 01 December 2023, pp. 1-23
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Stochastic differential equation approximations of generative adversarial network training and its long-run behavior
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- Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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- 02 October 2023, pp. 465-489
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- June 2024
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SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES
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- Nagoya Mathematical Journal / Volume 253 / March 2024
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- 08 September 2023, pp. 241-264
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- March 2024
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Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes
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- Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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- 07 August 2023, pp. 490-514
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- June 2024
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PDE for the joint law of the pair of a continuous diffusion and its running maximum
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 10 July 2023, pp. 1171-1210
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- December 2023
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Robustness of nonuniform mean-square exponential dichotomies
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 154 / Issue 2 / April 2024
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- 18 April 2023, pp. 525-567
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- April 2024
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Sandwiched SDEs with unbounded drift driven by Hölder noises
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- Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
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- 08 March 2023, pp. 927-964
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- September 2023
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On mixed fractional stochastic differential equations with discontinuous drift coefficient
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 01 December 2022, pp. 589-606
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- June 2023
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Optimal stopping under g-Expectation with
${L}\exp\bigl(\mu\sqrt{2\log\!(1+\textbf{L})}\bigr)$ -integrable reward process
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 14 September 2022, pp. 241-252
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- March 2023
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Probabilistic analysis of replicator–mutator equations
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- Advances in Applied Probability / Volume 54 / Issue 1 / March 2022
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- 23 March 2022, pp. 167-201
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- March 2022
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Convergence rate of the EM algorithm for SDEs with low regular drifts
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 14 February 2022, pp. 447-470
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- June 2022
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ASYMPTOTIC BEHAVIOUR OF THE STOCHASTIC MAKI–THOMPSON MODEL WITH A FORGETTING MECHANISM ON OPEN POPULATIONS
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- The ANZIAM Journal / Volume 62 / Issue 2 / April 2020
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- 06 November 2020, pp. 185-208
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