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MEXIT: Maximal un-coupling times for stochastic processesErnst, Philip A. ; Kendall, Wilfrid S. ; Roberts, Gareth O. ; Rosenthal, Jeffrey S.Stochastic processes and their applications, 2019-02, Vol.129 (2), p.355-380 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processesMajka, Mateusz B.Stochastic processes and their applications, 2017-12, Vol.127 (12), p.4083-4125 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Mirror and synchronous couplings of geometric Brownian motionsJacka, Saul D. ; Mijatović, Aleksandar ; Širaj, DejanStochastic processes and their applications, 2014-02, Vol.124 (2), p.1055-1069 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Multiperiod martingale transportNutz, Marcel ; Stebegg, Florian ; Tan, XiaoweiStochastic processes and their applications, 2020-03, Vol.130 (3), p.1568-1615 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noisesLuo, Dejun ; Wang, JianStochastic processes and their applications, 2019-09, Vol.129 (9), p.3129-3173 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplingsChernozhukov, Victor ; Chetverikov, Denis ; Kato, KengoStochastic processes and their applications, 2016-12, Vol.126 (12), p.3632-3651 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Ergodicity of regime-switching diffusions in Wasserstein distancesShao, JinghaiStochastic processes and their applications, 2015-02, Vol.125 (2), p.739-758 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernelsChevallier, J. ; Duarte, A. ; Löcherbach, E. ; Ost, G.Stochastic processes and their applications, 2019-01, Vol.129 (1), p.1-27 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via couplingLiang, Mingjie ; Wang, JianStochastic processes and their applications, 2020-05, Vol.130 (5), p.3053-3094 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Strong ergodicity of the regime-switching diffusion processesShao, Jinghai ; Xi, FubaoStochastic processes and their applications, 2013-11, Vol.123 (11), p.3903-3918 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |