Pub Date : 2024-09-12DOI: 10.1080/17442508.2024.2397984
Elena Bandini, Francesco Russo
The main objective consists in generalizing a well-known Itô formula of J. Jacod and A. Shiryaev: given a càdlàg process S, there is an equivalence between the fact that S is a semimartingale with ...
{"title":"Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result","authors":"Elena Bandini, Francesco Russo","doi":"10.1080/17442508.2024.2397984","DOIUrl":"https://doi.org/10.1080/17442508.2024.2397984","url":null,"abstract":"The main objective consists in generalizing a well-known Itô formula of J. Jacod and A. Shiryaev: given a càdlàg process S, there is an equivalence between the fact that S is a semimartingale with ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"258 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210251","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-20DOI: 10.1080/17442508.2024.2391898
Salim Bouzebda, Nourelhouda Taachouche
U-statistics represent a fundamental class of statistics that emerge from modelling quantities of interest defined by multi-subject responses. These statistics generalize the empirical mean of a ra...
U 统计量代表了一类基本的统计量，这些统计量产生于对多受试者反应所定义的感兴趣的量进行建模。这些统计量概括了多受试者反应的经验平均值。
{"title":"Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators","authors":"Salim Bouzebda, Nourelhouda Taachouche","doi":"10.1080/17442508.2024.2391898","DOIUrl":"https://doi.org/10.1080/17442508.2024.2391898","url":null,"abstract":"U-statistics represent a fundamental class of statistics that emerge from modelling quantities of interest defined by multi-subject responses. These statistics generalize the empirical mean of a ra...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"72 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210252","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-20DOI: 10.1080/17442508.2024.2393257
Yuecai Han, Dingwen Zhang
In this paper, we investigate the parameter estimation problem for generalized diffusion processes with two-sided reflected barriers. The estimator is obtained using the nonlinear least squares met...
本文研究了具有双面反射障碍的广义扩散过程的参数估计问题。估计器是利用非线性最小二乘法得到的。
{"title":"Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers","authors":"Yuecai Han, Dingwen Zhang","doi":"10.1080/17442508.2024.2393257","DOIUrl":"https://doi.org/10.1080/17442508.2024.2393257","url":null,"abstract":"In this paper, we investigate the parameter estimation problem for generalized diffusion processes with two-sided reflected barriers. The estimator is obtained using the nonlinear least squares met...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"177 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210254","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-20DOI: 10.1080/17442508.2024.2387773
Peter Kuchling, Barbara Rüdiger, Baris Ugurcan
We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class ...
{"title":"Stability properties of some port-Hamiltonian SPDEs","authors":"Peter Kuchling, Barbara Rüdiger, Baris Ugurcan","doi":"10.1080/17442508.2024.2387773","DOIUrl":"https://doi.org/10.1080/17442508.2024.2387773","url":null,"abstract":"We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"19 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210253","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-19DOI: 10.1080/17442508.2024.2392827
Kaiyong Wang, Baoyin Xun, Xiaojuan Guo
The paper considers a nonstandard risk model with stochastic return and perturbation, in which the price process of the investment portfolio is described as a geometric Lévy process and each main c...
{"title":"Finite-time ruin probability of a risk model with perturbation and subexponential main claims and by-claims","authors":"Kaiyong Wang, Baoyin Xun, Xiaojuan Guo","doi":"10.1080/17442508.2024.2392827","DOIUrl":"https://doi.org/10.1080/17442508.2024.2392827","url":null,"abstract":"The paper considers a nonstandard risk model with stochastic return and perturbation, in which the price process of the investment portfolio is described as a geometric Lévy process and each main c...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"70 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210218","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-15DOI: 10.1080/17442508.2024.2390095
Yungang Lu
We study some probabilistic aspects of the (q,2)-Fock space over a given Hilbert space. Specifically, our focus is on determining the vacuum distribution of the field operator. We ascertain the pre...
{"title":"Probabilistic analysis of the (q, 2)-Fock space: vacuum distribution and moments of the field operator","authors":"Yungang Lu","doi":"10.1080/17442508.2024.2390095","DOIUrl":"https://doi.org/10.1080/17442508.2024.2390095","url":null,"abstract":"We study some probabilistic aspects of the (q,2)-Fock space over a given Hilbert space. Specifically, our focus is on determining the vacuum distribution of the field operator. We ascertain the pre...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"43 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210216","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-12DOI: 10.1080/17442508.2024.2387066
Peng Luo
The present paper is devoted to the study of the well-posedness of mean field BSDEs with mean reflection and nonlinear resistance. By the contraction mapping argument, we first prove that the mean-...
{"title":"Mean-field backward stochastic differential equations with mean reflection and nonlinear resistance","authors":"Peng Luo","doi":"10.1080/17442508.2024.2387066","DOIUrl":"https://doi.org/10.1080/17442508.2024.2387066","url":null,"abstract":"The present paper is devoted to the study of the well-posedness of mean field BSDEs with mean reflection and nonlinear resistance. By the contraction mapping argument, we first prove that the mean-...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"10 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-09DOI: 10.1080/17442508.2024.2387063
I. Sonin
{"title":"Blotto game with testing (the locks, bombs and testing model)","authors":"I. Sonin","doi":"10.1080/17442508.2024.2387063","DOIUrl":"https://doi.org/10.1080/17442508.2024.2387063","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"5 10","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141921825","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-09DOI: 10.1080/17442508.2024.2389199
Yasuhito Nishimori
{"title":"Limiting distributions for particles near the frontier of spatially inhomogeneous branching symmetric\u0000 α\u0000 -stable processes","authors":"Yasuhito Nishimori","doi":"10.1080/17442508.2024.2389199","DOIUrl":"https://doi.org/10.1080/17442508.2024.2389199","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"35 46","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141924525","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-09DOI: 10.1080/17442508.2024.2384554
Manuel V. Gnann, Jochem Hoogendijk, Mark C. Veraar
This paper introduces a new p-dependent coercivity condition through which Lp-moments for solutions can be obtained for a large class of SPDEs in the variational framework. If p = 2, our condition ...
本文介绍了一个新的取决于 p 的矫顽力条件，通过这个条件，可以在变分框架内获得一大类 SPDE 的解的 Lp 矩。如果 p = 2，我们的条件 ...
{"title":"Higher order moments for SPDE with monotone nonlinearities*","authors":"Manuel V. Gnann, Jochem Hoogendijk, Mark C. Veraar","doi":"10.1080/17442508.2024.2384554","DOIUrl":"https://doi.org/10.1080/17442508.2024.2384554","url":null,"abstract":"This paper introduces a new p-dependent coercivity condition through which Lp-moments for solutions can be obtained for a large class of SPDEs in the variational framework. If p = 2, our condition ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"43 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141940846","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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