Pub Date : 2024-01-07DOI: 10.1080/17442508.2023.2295847
S. Valère Bitseki Penda
The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point...
{"title":"Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case","authors":"S. Valère Bitseki Penda","doi":"10.1080/17442508.2023.2295847","DOIUrl":"https://doi.org/10.1080/17442508.2023.2295847","url":null,"abstract":"The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"7 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139409713","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 : 2024-01-07DOI: 10.1080/17442508.2023.2300290
Haide Gou
This paper deals with a class of nonlocal problem for multi-term time-fractional measure integro-differential evolution equations of mixed type in Hilbert spaces. Firstly, we introduce the concept ...
本文讨论了一类希尔伯特空间中混合型多期时间分量整微分演化方程的非局部问题。首先，我们引入 ...
{"title":"On the S-asymptotically ω-periodic mild solutions for multi-term time fractional measure integro-differential equations","authors":"Haide Gou","doi":"10.1080/17442508.2023.2300290","DOIUrl":"https://doi.org/10.1080/17442508.2023.2300290","url":null,"abstract":"This paper deals with a class of nonlocal problem for multi-term time-fractional measure integro-differential evolution equations of mixed type in Hilbert spaces. Firstly, we introduce the concept ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"81 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139409706","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 : 2024-01-01DOI: 10.1080/17442508.2023.2298861
Xiaoqian Zheng, Chunhua Wang, Xuejun Wang
This article mainly investigates the complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities, which improves th...
{"title":"Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application","authors":"Xiaoqian Zheng, Chunhua Wang, Xuejun Wang","doi":"10.1080/17442508.2023.2298861","DOIUrl":"https://doi.org/10.1080/17442508.2023.2298861","url":null,"abstract":"This article mainly investigates the complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities, which improves th...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"34 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139103709","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 : 2023-12-06DOI: 10.1080/17442508.2023.2286252
Nacira Agram, Bernt Øksendal
The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean–Vlasov (mean-field) stochastic differential equation.If the Do...
{"title":"The Donsker delta function and local time for McKean–Vlasov processes and applications","authors":"Nacira Agram, Bernt Øksendal","doi":"10.1080/17442508.2023.2286252","DOIUrl":"https://doi.org/10.1080/17442508.2023.2286252","url":null,"abstract":"The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean–Vlasov (mean-field) stochastic differential equation.If the Do...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"14 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543833","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 : 2023-12-05DOI: 10.1080/17442508.2023.2284194
Peter Grandits, Maike Klein
We consider two insurance companies with wealth processes given by independent Brownian motions with controllable non-negative drift. The drift rates sum up to 1. The companies aim at finding a str...
{"title":"Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion","authors":"Peter Grandits, Maike Klein","doi":"10.1080/17442508.2023.2284194","DOIUrl":"https://doi.org/10.1080/17442508.2023.2284194","url":null,"abstract":"We consider two insurance companies with wealth processes given by independent Brownian motions with controllable non-negative drift. The drift rates sum up to 1. The companies aim at finding a str...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"12 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543824","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 : 2023-11-27DOI: 10.1080/17442508.2023.2256923
Harto Saarinen
We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Pois...
在泊松约束下研究一类一般线性扩散的双边最优控制问题:控制只允许在一个独立的点的到达时间。
{"title":"Two-sided Poisson control of linear diffusions","authors":"Harto Saarinen","doi":"10.1080/17442508.2023.2256923","DOIUrl":"https://doi.org/10.1080/17442508.2023.2256923","url":null,"abstract":"We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Pois...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"73 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138544445","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 : 2023-11-20DOI: 10.1080/17442508.2023.2281585
Bettina Porvázsnyik
In this paper a continuous-time evolving random graph model is defined and examined. The main units of the model are complete graphs on N vertices, where N≥3 is a fixed integer. At each birth event...
{"title":"A continuous-time N-interaction random graph model","authors":"Bettina Porvázsnyik","doi":"10.1080/17442508.2023.2281585","DOIUrl":"https://doi.org/10.1080/17442508.2023.2281585","url":null,"abstract":"In this paper a continuous-time evolving random graph model is defined and examined. The main units of the model are complete graphs on N vertices, where N≥3 is a fixed integer. At each birth event...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"54 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543823","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 : 2023-11-20DOI: 10.1080/17442508.2023.2254880
Paweł J. Szabłowski
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification are important because they are...
{"title":"Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths","authors":"Paweł J. Szabłowski","doi":"10.1080/17442508.2023.2254880","DOIUrl":"https://doi.org/10.1080/17442508.2023.2254880","url":null,"abstract":"We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification are important because they are...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543827","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 : 2023-11-15DOI: 10.1080/17442508.2023.2282160
Huijie Qiao, Shengqing Zhu
In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space...
{"title":"Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations","authors":"Huijie Qiao, Shengqing Zhu","doi":"10.1080/17442508.2023.2282160","DOIUrl":"https://doi.org/10.1080/17442508.2023.2282160","url":null,"abstract":"In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"87 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543826","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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