Probability Theory and Related Fields

Title Publication Date Language Citations
On the rate of convergence in Wasserstein distance of the empirical measure2014/10/18English360
Integration with respect to fractal functions and stochastic calculus. I1998/07/01English349
Risk bounds for model selection via penalization1999/02/01English331
Macdonald processes2013/03/30English249
Stein’s method on Wiener chaos2008/06/20English232
Gaussian free fields for mathematicians2007/05/09English223
Strong solutions of stochastic equations with singular time dependent drift2004/05/25English213
Time-fractional telegraph equations and telegraph processes with brownian time2003/11/12English201
Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type1999/03/01English201
Integration questions related to fractional Brownian motion2000/10/01English199
Forward-backward stochastic differential equations and quasilinear parabolic PDEs1999/05/01English188
Censored stable processes2003/05/22English177
Stochastic analysis, rough path analysis and fractional Brownian motions2002/01/01English174
Wellposedness of second order backward SDEs2011/02/04English170
BSDE with quadratic growth and unbounded terminal value2006/04/24English166
Quadratic BSDEs with convex generators and unbounded terminal conditions2007/08/01English166
Heat kernel estimates for jump processes of mixed types on metric measure spaces2007/04/25English159
Large deviations for Wigner's law and Voiculescu's non-commutative entropy1997/08/01English157
Minimal Penalties for Gaussian Model Selection2006/07/04English156
Stochastic evolution equations with fractional Brownian motion2003/07/04English146
Sharp metastability threshold for two-dimensional bootstrap percolation2003/02/01English144
Non-intersecting paths, random tilings and random matrices2002/06/01English144
Filtration-consistent nonlinear expectations and related g-expectations2002/05/01English141
Logarithmic Sobolev inequalities on noncompact Riemannian manifolds1997/11/01English141
Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations2009/10/31English139
Martingale optimal transport and robust hedging in continuous time2013/10/08English134
Bulk universality for generalized Wigner matrices2011/10/06English131
Reconstruction and estimation in the planted partition model2014/07/20English127
Probabilistic and fractal aspects of Lévy trees2004/11/11English121
Hitting time statistics and extreme value theory2009/04/29English120