Terkko Navigator / Stochastic processes and their applications

Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games

Drift estimation on non compact support for diffusion models

Metastability in a continuous mean-field model at low temperature and strong interaction

Functional limit theorems for marked Hawkes point measures

Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients

On regularity of functions of Markov chains

Embedding of Walsh Brownian motion

Asymptotic approach for backward stochastic differential equation with singular terminal condition

The shape of the value function under Poisson optimal stopping

Martingale driven BSDEs, PDEs and other related deterministic problems

Extremes of locally stationary Gaussian and chi fields on manifolds

On the center of mass of the elephant random walk

Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Central limit theorem and moderate deviation asymptotics

Hypothesis testing for a Lévy-driven storage system by Poisson sampling

Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach

General multilevel adaptations for stochastic approximation algorithms II: CLTs

Approximation of the allelic frequency spectrum in general supercritical branching populations

Asymptotic analysis of model selection criteria for general hidden Markov models

On the identifiability of interaction functions in systems of interacting particles

Quasi-stationary distributions for subcritical superprocesses

Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs

Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration

A lower bound on the displacement of particles in 2D Gibbsian particle systems

Itô’s formula for jump processes in Lp-spaces

Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators

On the strong Markov property for stochastic differential equations driven by G-Brownian motion

The value of insider information for super-replication with quadratic transaction costs

Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations

Hamilton cycles and perfect matchings in the KPKVB model

Quaternionic stochastic areas

The effect of graph connectivity on metastability in a stochastic system of spiking neurons

Simulated annealing in Rd with slowly growing potentials

Particles Systems for mean reflected BSDEs

On sets of zero stationary harmonic measure

Discrete-time TASEP with holdback

The almost sure semicircle law for random band matrices with dependent entries

Truncated moments of perpetuities and a new central limit theorem for GARCH processes without Kesten’s regularity

Asymptotic optimality of degree-greedy discovering of independent sets in Configuration Model graphs

Martingale representation in the enlargement of the filtration generated by a point process

On the optimality of double barrier strategies for Lévy processes

Heat kernel analysis on diamond fractals

The Breuer–Major theorem in total variation: Improved rates under minimal regularity

Playing with ghosts in a Dynkin game

Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps

Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics

Local and global pathwise solutions for a stochastically perturbed nonlinear dispersive PDE

Pricing of American lookback spread options

An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation

Moment bounds of a class of stochastic heat equations driven by space–time colored noise in bounded domains

The parametrix method for parabolic SPDEs