Non-binary branching process and non-Markovian exploration process
Estimating the conditional density by histogram type estimators and model selection
Unbiased Monte Carlo estimate of stochastic differential equations expectations
Stability of Densities for Perturbed Diffusions and Markov Chains
Central limit theorem for supercritical binary homogeneous Crump-Mode-Jagers processes
Minimax regression estimation for Poisson coprocess
Quasi-ergodicity for absorbing Markov processes via deviation inequality
L p -Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p∈(1,2)
A note on upper-patched generators for Archimedean copulas
Further refinement of self-normalized Cramér-type moderate deviations
Tutte’s invariant approach for Brownian motion reflected in the quadrant
Power-law decay of the degree-sequence probabilities of multiple random graphs with application to graph isomorphism
Qualitative Robustness in Bayesian Inference
Estimating the division kernel of a size-structured population
A Stein characterisation of the generalized hyperbolic distribution
Two-Sided Infinite Systems of Competing Brownian Particles
On the reflected random walk on R +
Small and large scale behavior of moments of Poisson cluster processes
Bootstrapping periodically autoregressive models
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
On nonparametric classification for weakly dependent functional processes
Moment estimates implied by modified log-Sobolev inequalities
Extremes of γ-reflected Gaussian processes with stationary increments
Validation of positive expectation dependence