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Scaling Limits of Slim and Fat Trees 细树和粗树的缩放极限
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-06-23 DOI: 10.1007/s10959-023-01261-w
V. Kargin
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引用次数: 1
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling 粗糙波动率建模中ait - sahalia型模型的分析
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-06-13 DOI: 10.1007/s10959-023-01269-2
E. Coffie, X. Mao, F. Proske
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引用次数: 0
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps 具有复势和泊松跳的非线性分数阶Schrödinger演化方程的指数行为
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-06-07 DOI: 10.1007/s10959-023-01266-5
N. Durga, P. Muthukumar
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引用次数: 0
General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion 多分数布朗运动随机积分的一般传递公式
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-05-24 DOI: 10.1007/s10959-023-01258-5
Christian Bender, Joachim Lebovits, J. Lévy véhel
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引用次数: 0
Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion 分数布朗运动的多重自相交局部时间导数
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-05-24 DOI: 10.1007/s10959-023-01265-6
Jingjun Guo, Cuiyun Zhang, Aiqin Ma
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引用次数: 0
Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model 爆炸Vasicek模型的自归一化Cramér型中偏差
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-05-12 DOI: 10.1007/s10959-023-01264-7
Hui Jiang, Yajuan Pan, Xiao Wei
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引用次数: 0
The Oscillating Random Walk on $$ {mathbf {mathbb {Z}}} $$ Z $${mathbf{athbb{Z}}$Z上的振荡随机游动
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-05-06 DOI: 10.1007/s10959-023-01250-z
Tran Duy Vo
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引用次数: 0
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes 状态切换跳跃扩散过程的变步长Euler-Maruyama逼近
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-05-06 DOI: 10.1007/s10959-023-01253-w
Peng Chen, Xinghu Jin, Tian Shen, Z. Su
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引用次数: 0
Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures 点测度和鞅测度驱动的非退化随机微分方程弱欧拉逼近的收敛性
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-05-06 DOI: 10.1007/s10959-023-01260-x
R. Mikulevičius, Changyong Zhang
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引用次数: 0
Quantitative Russo–Seymour–Welsh for Random Walk on Random Graphs and Decorrelation of Uniform Spanning Trees 随机图上随机漫步的定量Russo-Seymour-Welsh与一致生成树的解相关
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-05-06 DOI: 10.1007/s10959-023-01248-7
G. Ray, Tingzhou Yu
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引用次数: 0
期刊
Journal of Theoretical Probability
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