Stochastics, Volume 95, Issue 8 (2023)

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Stochastics, Volume 95, Issue 8 (2023)

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Research Article

Article
Reflecting image-dependent SDEs in Wasserstein space and large deviation principle
Xue Yang
Pages: 1361-1394
Published online: 13 Apr 2023
AbstractforReflecting image-dependent SDEs in Wasserstein space and large deviation principle | Full Text | References | PDF (2.2 MB) | EPUB
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Article
Moderate deviations of generalized N-urn Ehrenfest models
Lirong Ren & Xiaofeng Xue
Pages: 1395-1428
Published online: 23 May 2023
AbstractforModerate deviations of generalized N-urn Ehrenfest models | Full Text | References | PDF (2.2 MB) | EPUB
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Article
On 1-point densities for Arratia flows with drift
Andrey A. Dorogovtsev & Mykola B. Vovchanskyi
Pages: 1429-1445
Published online: 12 May 2023
AbstractforOn 1-point densities for Arratia flows with drift | Full Text | References | PDF (1.4 MB) | EPUB
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Article
On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation
Kiyoiki Hoshino
Pages: 1446-1473
Published online: 26 May 2023
AbstractforOn the stochastic differentiability of noncausal processes with respect to the process with quadratic variation | Full Text | References | PDF (1.9 MB) | EPUB
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Article
Causal predictability between stochastic processes and filtrations
Ana Merkle
Pages: 1474-1487
Published online: 29 May 2023
AbstractforCausal predictability between stochastic processes and filtrations | Full Text | References | PDF (989.8 KB) | EPUB
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Article
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends
Maddalena Cavicchioli
Pages: 1488-1509
Published online: 27 Jun 2023
AbstractforEstimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends | Full Text | References | PDF (1.5 MB) | EPUB
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Article
Complete f-moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models
Junjun Lang, Jibing Qi, Fei Zhang & Xuejun Wang
Pages: 1510-1535
Published online: 04 Jul 2023
AbstractforComplete f-moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models | Full Text | References | PDF (2.2 MB) | EPUB
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