JournalTOCs

ESAIM: Probability and Statistics
Journal Prestige (SJR): 0.812

Citation Impact (citeScore): 1
Number of Followers: 4

This is an Open Access Journal

Open Access journal
ISSN (Print) 1292-8100 - ISSN (Online) 1262-3318
Published by EDP Sciences

[68 journals]

Wellposedness of second order reflected BSDEs: A new formulation
- Authors: Hun O, Mun-Chol Kim, Kon-Gun Kim
  First page: 1
  Abstract:
  Authors : Hun O, Mun-Chol Kim and Kon-Gun Kim.
  ESAIM: Probability and Statistics Vol. 28 , page 1
  Published online: 12/01/2024
  Keywords: Second order backward stochastic differential equation ; reflected backward stochastic differential equation.60H10 ; 60H30.
  Keywords: Second order backward stochastic differential equation; reflected backward stochastic differential equation; 60H10; 60H30
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-01-12
  DOI: 10.1051/ps/2023019
  Issue No: Vol. 28 (2024)
A decentralized algorithm for a mean field control problem of piecewise
deterministic Markov processes
- Authors: Adrien Séguret, Thomas Le Corre, Nadia Oudjane
  First page: 22
  Abstract:
  Authors : Adrien Séguret, Thomas Le Corre and Nadia Oudjane.
  ESAIM: Probability and Statistics Vol. 28 , page 22
  Published online: 12/01/2024
  Keywords: Stochastic optimization ; Lagrangian decomposition ; Uzawa’s algorithm ; optimal control of piecewise deterministric Markov processes ; mean field control.49N80 ; 90C15 ; 93E20.
  Keywords: Stochastic optimization; Lagrangian decomposition; Uzawa’s algorithm; optimal control of piecewise deterministric Markov processes; mean field control; 49N80; 90C15; 93E20
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-01-12
  DOI: 10.1051/ps/2023021
  Issue No: Vol. 28 (2024)
Self-interacting diffusions: Long-time behaviour and exit-problem in the
uniformly convex case
- Authors: A. Aleksian, P. Del Moral, A. Kurtzmann, J. Tugaut
  First page: 46
  Abstract:
  Authors : A. Aleksian, P. Del Moral, A. Kurtzmann and J. Tugaut.
  ESAIM: Probability and Statistics Vol. 28 , page 46
  Published online: 22/02/2024
  Keywords: Self-interacting diffusion ; long-time behaviour ; exit-time, Kramers’ law ; deterministic flow.60K35 ; 60H10 ; 60J60.
  Keywords: Self-interacting diffusion; long-time behaviour; exit-time, Kramers’ law; deterministic flow; 60K35; 60H10; 60J60
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-02-22
  DOI: 10.1051/ps/2023020
  Issue No: Vol. 28 (2024)
On the Construction of Conditional Probability Densities in the Brownian
and Compound Poisson Filtrations
- Authors: Pavel V. Gapeev, Monique Jeanblanc
  First page: 62
  Abstract:
  Authors : Pavel V. Gapeev and Monique Jeanblanc.
  ESAIM: Probability and Statistics Vol. 28 , page 62
  Published online: 15/03/2024
  Keywords: Conditional probability density process ; Brownian motion ; compound Poisson process ; Jacod’s equivalence hypothesis.60G44 ; 60J65 ; 60G40 ; 60G35 ; 60H10 ; 91G40.
  Keywords: Conditional probability density process; Brownian motion; compound Poisson process; Jacod’s equivalence hypothesis; 60G44; 60J65; 60G40; 60G35; 60H10; 91G40
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-03-15
  DOI: 10.1051/ps/2023022
  Issue No: Vol. 28 (2024)
Splitting for some classes of homeomorphic and coalescing stochastic flows
- Authors: M.B. Vovchanskyi
  First page: 75
  Abstract:
  Authors : M.B. Vovchanskyi.
  ESAIM: Probability and Statistics Vol. 28 , page 75
  Published online: 04/04/2024
  Keywords: Splitting scheme ; stochastic flow ; stochastic differential equation.60H35 ; 60K35 ; 65C30.
  Keywords: Splitting scheme; stochastic flow; stochastic differential equation; 60H35; 60K35; 65C30
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-04-04
  DOI: 10.1051/ps/2024004
  Issue No: Vol. 28 (2024)
Stopping times occurring simultaneously
- Authors: Philip Protter, Alejandra Quintos
  First page: 110
  Abstract:
  Authors : Philip Protter and Alejandra Quintos.
  ESAIM: Probability and Statistics Vol. 28 , page 110
  Published online: 15/04/2024
  Keywords: Stopping time ; stochastic process ; multivariate Cox process ; compensator ; singular distribution.60G40 ; 60G55 ; 91G40.
  Keywords: Stopping time; stochastic process; multivariate Cox process; compensator; singular distribution; 60G40; 60G55; 91G40
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-04-15
  DOI: 10.1051/ps/2024001
  Issue No: Vol. 28 (2024)
Universal consistency of the k-NN rule in metric spaces and Nagata
dimension. II
- Authors: Sushma Kumari, Vladimir G. Pestov
  First page: 132
  Abstract:
  Authors : Sushma Kumari and Vladimir G. Pestov.
  ESAIM: Probability and Statistics Vol. 28 , page 132
  Published online: 30/04/2024
  Keywords: k-NN classifier ; universal consistency ; strong universal consistency ; distance ties ; Nagata dimension ; de Groot dimension ; sigma-finite dimensional metric spaces ; Heisenberg group ; Lebesgue–Besicovitch property.62H30 ; 54F45.
  Keywords: k-NN classifier; universal consistency; strong universal consistency; distance ties; Nagata dimension; de Groot dimension; sigma-finite dimensional metric spaces; Heisenberg group; Lebesgue–Besicovitch property; 62H30; 54F45
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-04-30
  DOI: 10.1051/ps/2024002
  Issue No: Vol. 28 (2024)
Itô-Krylov’s Formula for a Flow of Measures
- Authors: Thomas Cavallazzi
  First page: 161
  Abstract:
  Authors : Thomas Cavallazzi.
  ESAIM: Probability and Statistics Vol. 28 , page 161
  Published online: 07/05/2024
  Keywords: Itô’s formula ; flow of probability measures ; linear functional derivative ; Krylov’s estimate.60H05 ; 60H50.
  Keywords: Itô’s formula; flow of probability measures; linear functional derivative; Krylov’s estimate; 60H05; 60H50
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-05-07
  DOI: 10.1051/ps/2024003
  Issue No: Vol. 28 (2024)
Deformed Normal Distributions
- Authors: Tore Langholm, Harald Totland
  First page: 195
  Abstract:
  Authors : Tore Langholm and Harald Totland.
  ESAIM: Probability and Statistics Vol. 28 , page 195
  Published online: 15/05/2024
  Keywords: Normal distribution ; product distribution ; multiplicative error ; heat equation ; generalized Weierstrass transform ; tracking.60E05 ; 62Exx.
  Keywords: Normal distribution; product distribution; multiplicative error; heat equation; generalized Weierstrass transform; tracking; 60E05; 62Exx
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-05-15
  DOI: 10.1051/ps/2024005
  Issue No: Vol. 28 (2024)
The vanishing learning rate asymptotic for linear L2-boosting
- Authors: Clément Dombry, Youssef Esstafa
  First page: 227
  Abstract:
  Authors : Clément Dombry and Youssef Esstafa.
  ESAIM: Probability and Statistics Vol. 28 , page 227
  Published online: 24/05/2024
  Keywords: Boosting ; non parametric regression ; statistical learning ; stochastic algorithm ; Markov chain ; convergence of stochastic process.62G08 ; 60J20.
  Keywords: Boosting; non parametric regression; statistical learning; stochastic algorithm; Markov chain; convergence of stochastic process; 62G08; 60J20
  Citation: ESAIM: Probability and Statistics Vol. 28
  PubDate: 2024-05-24
  DOI: 10.1051/ps/2024006
  Issue No: Vol. 28 (2024)

HOME > Browse the 73 Subjects covered by JournalTOCs
Subject	Total Journals