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MEXIT: Maximal un-coupling times for stochastic processes
MEXIT: Maximal un-coupling times for stochastic processes
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MEXIT: Maximal un-coupling times for stochastic processes

Ernst, 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.V

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2
Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
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Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes

Majka, Mateusz B.

Stochastic processes and their applications, 2017-12, Vol.127 (12), p.4083-4125 [Periódico revisado por pares]

Elsevier B.V

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3
Mirror and synchronous couplings of geometric Brownian motions
Mirror and synchronous couplings of geometric Brownian motions
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Mirror and synchronous couplings of geometric Brownian motions

Jacka, Saul D. ; Mijatović, Aleksandar ; Širaj, Dejan

Stochastic processes and their applications, 2014-02, Vol.124 (2), p.1055-1069 [Periódico revisado por pares]

Elsevier B.V

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4
Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
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Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises

Luo, Dejun ; Wang, Jian

Stochastic processes and their applications, 2019-09, Vol.129 (9), p.3129-3173 [Periódico revisado por pares]

Elsevier B.V

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5
Multiperiod martingale transport
Multiperiod martingale transport
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Multiperiod martingale transport

Nutz, Marcel ; Stebegg, Florian ; Tan, Xiaowei

Stochastic processes and their applications, 2020-03, Vol.130 (3), p.1568-1615 [Periódico revisado por pares]

Elsevier B.V

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6
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
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Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings

Chernozhukov, Victor ; Chetverikov, Denis ; Kato, Kengo

Stochastic processes and their applications, 2016-12, Vol.126 (12), p.3632-3651 [Periódico revisado por pares]

Elsevier B.V

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7
Ergodicity of regime-switching diffusions in Wasserstein distances
Ergodicity of regime-switching diffusions in Wasserstein distances
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Ergodicity of regime-switching diffusions in Wasserstein distances

Shao, Jinghai

Stochastic processes and their applications, 2015-02, Vol.125 (2), p.739-758 [Periódico revisado por pares]

Elsevier B.V

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8
Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
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Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels

Chevallier, 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.V

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9
Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
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Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling

Liang, Mingjie ; Wang, Jian

Stochastic processes and their applications, 2020-05, Vol.130 (5), p.3053-3094 [Periódico revisado por pares]

Elsevier B.V

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Strong ergodicity of the regime-switching diffusion processes
Strong ergodicity of the regime-switching diffusion processes
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Strong ergodicity of the regime-switching diffusion processes

Shao, Jinghai ; Xi, Fubao

Stochastic processes and their applications, 2013-11, Vol.123 (11), p.3903-3918 [Periódico revisado por pares]

Elsevier B.V

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