Time consistent dynamic risk processes
Keywords: 91B28; 91B30; 91B70; 60G17; 60G44; 46A20Dynamic risk measures; Time consistency; BMO martingales; Snell envelope
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Exceptional times for the dynamical discrete web
Keywords: 60K35; 60G17; 60G50Coalescing random walks; Exceptional times; Dynamical random walks; Brownian web; Hausdorff dimension; Law of the iterated logarithm; Sticky random walks
Continuum random trees and branching processes with immigration
Keywords: 60F17; 60G17; 60J80Continuous-state branching process; Immigration; Size-biased tree; Lévy tree; Continuum random tree; Height process; Contour process; Ray–Knight theorem; Limit theorem; Invariance principle; Galton–Watson branching process
Stochastic 2-microlocal analysis
Keywords: 62G05; 60G15; 60G17; 60G182-microlocal analysis; (Multi)fractional Brownian motion; Gaussian processes; Hölder regularity; Multi-parameter processes
Assessing the number of mean square derivatives of a Gaussian process
Keywords: 62M; 60G15; 60G17; 41A25Inference for Gaussian processes; Hölder regularity; Piecewise Lagrange interpolation; Regular sequences
Penalizations of the Brownian motion with a functional of its local times
Keywords: 60B10; 60J65; 60G17; 60G44; 60J25; 60J55Penalization; Local time; Brownian motion
Besov regularity of stochastic measures
Keywords: 60G17; 60G57Stochastic measures; Besov spaces
Chung LIL for integrated α stable process
Keywords: 60F15; 60G15; 60G17; Integrated α stable process; Functional law of the integrated logarithm; Small ball probability;
Asymptotic bounds for infinitely divisible sequences
Keywords: primary; 60G17; secondary; 60G15Infinitely divisible processes; Boundedness of sample paths; Lévy processes; Rademacher series
The self-intersections of a Gaussian random field
Keywords: 60G17; 60J65; 60F15Hausdorff measure; Multiple point; kk-Multiple times set; Local time; Gaussian random field
Level-crossing approach to a time-limited service system with two types of vacations
Keywords: 60G17; 60K25; Level-crossing method; Workload process; Time-limited service; Vacation time;
Uniform law of large numbers and consistency of estimators for Harris diffusions
Keywords: 60G17; 60F10; 92B20; 68T10; Uniform law of large numbers; Harris diffusion; Maximum likelihood estimator;
Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries
Keywords: 60G17; 60G40; Compound Poisson processes; Stopping times; Linear boundaries; CPP; Compound Poisson processes; C.d.f.; Cumulative distribution function; I.i.d.; Independent identically distributed; G/M; General compound renewal process with exponential jum
Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients
Keywords: primary; 60H10; 60G17; secondary; 55P10; Stochastic flow; Homotopy and homeomorphism; Non-Lipschitzian; Kolmogorov's modification theorem; Non-contact property;
Some remarks on Laplacian growth
Keywords: 60G17; 30C35; 60K35; 60J99; Hele-Shaw; Hastings-Levitov; DLA; Laplacian growth; Random conformal map; Random composition;
Dimension results for sample paths of operator stable Lévy processes
Keywords: 60J25, 28A80; secondary 60G51; 60G17; Lévy processes; Operator stable processes; Range; Hausdorff dimension; Packing dimension;
Extremal behavior of regularly varying stochastic processes
Keywords: 60F17; 60G17; secondary 60G07; 60G70; Regular variation; Extreme values; Functional limit theorem; Markov processes;
Small deviations for fractional stable processes
Keywords: 60E07; 60G15; 60G17; 60G18; Fractional Brownian motion; Gaussian process; Linear fractional stable motion; Riemann-Liouville process; Small ball constants; Small ball probabilities; Small deviations; Stable process; Wavelets;
Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes
Keywords: 60G17; 60F15; 60F17; 60J65; Empirical processes; Clustering rates; Chung-Mogulskii functional laws; Strassen's law of the iterated logarithm; Wiener process;