cicyt UNIZAR

Probability

Authors and titles for math.PR in Mar 2018

[ total of 181 entries: 1-25 | 26-50 | 51-75 | 76-100 | ... | 176-181 ]
[ showing 25 entries per page: fewer | more | all ]
[1]  arXiv:1803.00108 [pdf, ps, other]
Title: Martingale decomposition of a $L^2$ space with nonlinear stochastic integrals
Authors: Clarence Simard
Subjects: Probability (math.PR)
[2]  arXiv:1803.00194 [pdf, ps, other]
Title: Chordal Komatu-Loewner equation for a family of continuously growing hulls
Authors: Takuya Murayama (Department of Mathematics, Kyoto University)
Subjects: Probability (math.PR); Complex Variables (math.CV)
[3]  arXiv:1803.00258 [pdf, ps, other]
Title: The existence phase transition for scale invariant Poisson random fractal models
Authors: Erik I. Broman
Comments: 22 pages
Subjects: Probability (math.PR)
[4]  arXiv:1803.00264 [pdf, ps, other]
Title: Penalization of non-smooth dynamical systems with noise : ergodicity and asymptotic formulae for threshold crossings probabilities
Subjects: Probability (math.PR)
[5]  arXiv:1803.00273 [pdf, ps, other]
Title: A factorization of a Lévy process over a phase-type horizon
Subjects: Probability (math.PR)
[6]  arXiv:1803.00335 [pdf, other]
Title: Itô integrals for fractional Brownian motion and applications to option pricing
Comments: 33 pages, 1 figure
Subjects: Probability (math.PR)
[7]  arXiv:1803.00354 [pdf, ps, other]
Title: Poisson cylinders in hyperbolic space
Comments: 29 pages
Journal-ref: Electronic Journal of Probability, Vol. 20 (2015), Paper 41
Subjects: Probability (math.PR)
[8]  arXiv:1803.00409 [pdf, ps, other]
Title: A simple proof of the theorem of Sklar and its extension to distribution functions
Authors: Gane Samb Lo
Comments: 5
Subjects: Probability (math.PR)
[9]  arXiv:1803.00477 [pdf, ps, other]
Title: Markovian structure of the Volterra Heston model
Authors: Eduardo Abi Jaber (CEREMADE), Omar El Euch
Subjects: Probability (math.PR)
[10]  arXiv:1803.00503 [pdf, ps, other]
Title: Anticipating Random Periodic Solutions--II. SPDEs with Multiplicative Linear Noise
Subjects: Probability (math.PR)
[11]  arXiv:1803.00509 [pdf, ps, other]
Title: Central limit theorems for multilevel Monte Carlo methods
Subjects: Probability (math.PR)
[12]  arXiv:1803.00648 [pdf, ps, other]
Title: Uniform large deviation principles for Banach space valued stochastic differential equations
Subjects: Probability (math.PR)
[13]  arXiv:1803.00790 [pdf, ps, other]
Title: A pathwise construction of Birth-Death-Swap systems leading to an averaging result in the presence of two timescales
Subjects: Probability (math.PR)
[14]  arXiv:1803.00793 [pdf, ps, other]
Title: Equivalence of some subcritical properties in continuum percolation
Authors: Jean-Baptiste Gouéré (IDP), Marie Théret (LPSM)
Subjects: Probability (math.PR)
[15]  arXiv:1803.00802 [pdf, ps, other]
Title: Jointly Controlled Lotteries with Biased Coins
Subjects: Probability (math.PR); Computer Science and Game Theory (cs.GT)
[16]  arXiv:1803.00823 [pdf, ps, other]
Title: The "No Justice in the Universe" phenomenon: why honesty of effort may not be rewarded in tournaments
Comments: 26 pages, 2 figures
Subjects: Probability (math.PR); Computer Science and Game Theory (cs.GT); Combinatorics (math.CO)
[17]  arXiv:1803.00877 [pdf, other]
Title: The last zero crossing of an iterated Brownian motion with drift
Subjects: Probability (math.PR)
[18]  arXiv:1803.00878 [pdf, ps, other]
Title: Sunspot Equilibrium in General Quitting Games
Subjects: Probability (math.PR)
[19]  arXiv:1803.00880 [pdf, other]
Title: A comparative study of stochastic resonance for a model with two pathways by escape times, linear response, invariant measures and the conditional Kolmogorov-Smirnov Test
Authors: Tommy Liu
Subjects: Probability (math.PR); Mathematical Physics (math-ph); Data Analysis, Statistics and Probability (physics.data-an); Geophysics (physics.geo-ph)
[20]  arXiv:1803.00911 [pdf, ps, other]
Title: Optional projection in duality
Comments: 25 pages
Subjects: Probability (math.PR)
[21]  arXiv:1803.01017 [pdf, ps, other]
Title: A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities
Subjects: Probability (math.PR)
[22]  arXiv:1803.01032 [pdf, ps, other]
Title: Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion
Comments: 19
Subjects: Probability (math.PR)
[23]  arXiv:1803.01082 [pdf, ps, other]
Title: Large deviations analysis for the $M/H_2/n + M$ queue in the Halfin-Whitt regime
Subjects: Probability (math.PR)
[24]  arXiv:1803.01120 [pdf, ps, other]
Title: Sharp moderate maximal inequalities for upward skip-free Markov chains
Authors: Chen Jia
Comments: 16 pages
Subjects: Probability (math.PR)
[25]  arXiv:1803.01209 [pdf, other]
Title: Stochastic Resonance for a Model with Two Pathways
Authors: Tommy Liu
Comments: PhD thesis defended at the University of Reading
Subjects: Probability (math.PR); Statistics Theory (math.ST); Data Analysis, Statistics and Probability (physics.data-an); Geophysics (physics.geo-ph)
[ total of 181 entries: 1-25 | 26-50 | 51-75 | 76-100 | ... | 176-181 ]
[ showing 25 entries per page: fewer | more | all ]

Disable MathJax (What is MathJax?)