期刊： JOURNAL OF THEORETICAL PROBABILITY, ; ()
We study the eigenvalues of a Laplace-Beltrami operator defined on the set of the symmetric polynomials, where the eigenvalues are expressed in terms ......
期刊： JOURNAL OF THEORETICAL PROBABILITY, ; ()
Under the scenario of high-frequency data, a consistent estimator of the realized Laplace transform of volatility is proposed by Todorov and Tauchen (......
期刊： JOURNAL OF THEORETICAL PROBABILITY, ; ()
We consider the existence and Holder continuity conditions for the k-th-order derivatives of self-intersection local time for d-dimensional fractional......
期刊： JOURNAL OF THEORETICAL PROBABILITY, ; ()
We study the local convergence of critical Galton-Watson trees and Levy trees under various conditionings. Assuming a very general monotonicity proper......
期刊： JOURNAL OF THEORETICAL PROBABILITY, ; ()
The goal of this paper is to approximate two kinds of McKean-Vlasov stochastic differential equations (SDEs) with irregular coefficients via weakly in......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (4)
The basic aim of this paper is to provide a fundamental tool, the resolvent decomposition theorem, in the construction theory of denumerable Markov pr......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (4)
In this article, we investigate the percolative properties of Brownian interlacements, a model introduced by Sznitman (Bull Braz Math Soc New Ser 44(4......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (2)
We give a Cramer moderate deviation expansion for martingales with differences having finite conditional moments of order 2+rho,rho is an element of (......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (2)
Given a target distribution mu and a proposal chain with generator Q on a finite state space, in this paper, we study two types of Metropolis-Hastings......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (2)
We give a simplified and complete proof of the convergence of the chordal exploration process in critical FK-Ising percolation to chordal SLE kappa. O......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (3)
Let (Omega, F, (F) t >= 0, P) be a complete stochastic basis, and X be a semimartingale with predictable compensator ( B, C,.). Consider a family o......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (1)
In this paper, we are concerned with the subgeometric rate of convergence of a Markov chain with discrete-time parameter to its invariant measure in t......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (1)
In this paper, we study mean-field stochastic differential equations with jumps. By Malliavin calculus for Wiener-Poisson functionals, sharp gradient ......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 0; ()
Let be a symmetric and aperiodic random walk on and a collection of independent and identically distributed random variables. Consider a random walk i......
期刊： JOURNAL OF THEORETICAL PROBABILITY, 0; ()
Let X = {X(t) is an element of R-d, t is an element of R-N} be a centered space-time anisotropic Gaussian random field with stationary increments, who......
