The Time-Dependent Symbol of a Non-Homogeneous Itô Process and corresponding Maximal Inequalities
S Rickelhoff, A Schnurr - Journal of Theoretical Probability, 2023 - Springer
The probabilistic symbol is defined as the right-hand side derivative at time zero of the
characteristic functions corresponding to the one-dimensional marginals of a time …
characteristic functions corresponding to the one-dimensional marginals of a time …
Particle systems for mean reflected BSDEs with jumps
Y Lin, K Xu - arXiv preprint arXiv:2404.01916, 2024 - arxiv.org
In this paper, we study the mean reflected backward stochastic differential equations with
jump (BSDEJs) where the generator only depends on $ Y $. We extend the work of Briand …
jump (BSDEJs) where the generator only depends on $ Y $. We extend the work of Briand …
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues
NE Kordzakhia, AA Novikov, AN Shiryaev - Theory of Probability & Its …, 2023 - SIAM
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its
Martingale Analogues Page 1 Copyright © by SIAM. Unauthorized reproduction of this …
Martingale Analogues Page 1 Copyright © by SIAM. Unauthorized reproduction of this …
Spread rate of catalytic branching symmetric stable processes
Y Nishimori - arXiv preprint arXiv:2306.09664, 2023 - arxiv.org
We study the growth order of the maximal displacement of branching symmetric $\alpha $-
stable processes. We assume the branching rate measure $\mu $ is in the Kato class and …
stable processes. We assume the branching rate measure $\mu $ is in the Kato class and …
[引用][C] Неравенство Колмогорова для максимума суммы случайных величин и его мартингальные аналоги
НЕ Кордзахия, АА Новиков, АН Ширяев - Теория вероятностей и ее …, 2023 - mathnet.ru
Дается обзор результатов, связанных с распространением неравенства Колмогорова
для распределения модуля максимума суммы центрированных независимых …
для распределения модуля максимума суммы центрированных независимых …