Department of Mathematics

Department of Mathematics Research Probability Theory and ... Publications in Probability Theory and ...

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Publications in Probability Theory and Combinatorics

A Central Limit Theorem for Diffusion in Sparse Random Graphs

Amini, Hamed; Bayraktar, Erhan; Chakraborty, Suman

Part of Journal of statistical physics, 2023.

DOI for A Central Limit Theorem for Diffusion in Sparse Random Graphs
Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games

Fjellström, Carmina; Nyström, Kaj; Wang, Yuqiong

Part of Journal of Differential Equations, p. 150-178, 2023.

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De Finetti's Control Problem with Competition

Ekström, Erik; Lindensjo, Kristoffer

Part of Applied mathematics and optimization, 2023.

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No additional tournaments are quasirandom-forcing?

Hancock, Robert; Kabela, Adam; Kral', Daniel; Martins, Taisa et al.

Part of European journal of combinatorics (Print), 2023.

DOI for No additional tournaments are quasirandom-forcing?
Note on asymptotic behavior of spatial sign autocovariance matrices

Voutilainen, Marko; Ilmonen, Pauliina; Viitasaari, Lauri; Lietzén, Niko

Part of Statistics and Probability Letters, 2023.

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On the mean subtree order of trees under edge contraction

Luo, Zuwen; Xu, Kexiang; Wagner, Stephan; Wang, Hua

Part of Journal of Graph Theory, p. 535-551, 2023.

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Tug-of-war with Kolmogorov

Fjellström, Carmina; Nyström, Kaj; Vestberg, Matias

Part of Journal of Differential Equations, p. 501-558, 2023.

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A Hiring and Firing Problem with IncompleteInformation

Wang, Ying

2022.

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A Nearly Neutral Model of Molecular Signatures of Natural Selection after Change in Population Size

Müller, Rebekka; Kaj, Ingemar; Mugal, Carina

Part of Genome Biology and Evolution, 2022.

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A POLYNOMIAL ASSOCIATED WITH ROOTED TREES AND SPECIFIC POSETS

Misananteniana, Valisoa Razanajatovo; Wagner, Stephan

Part of TRANSACTIONS ON COMBINATORICS, p. 255-279, 2022.

DOI for A POLYNOMIAL ASSOCIATED WITH ROOTED TREES AND SPECIFIC POSETS
A sequential estimation problem with control and discretionary stopping

Ekström, Erik; Karatzas, Ioannis

Part of PROBABILITY UNCERTAINTY AND QUANTITATIVE RISK, p. 151-168, 2022.

DOI for A sequential estimation problem with control and discretionary stopping
American call options under incomplete information

Göransson, Daniel

2022.

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Automorphisms of Random Trees

Olsson, Christoffer; Wagner, Stephan

Part of 33rd International Conference on Probabilistic, Combinatorial and Asymptotic Methods for the Analysis of Algorithms (AofA 2022), p. 16-1, 2022.

DOI for Automorphisms of Random Trees
Bayesian sequential composite hypothesis testing in discrete time

Ekström, Erik; Wang, Yuqiong

Part of ESAIM. P&S, p. 265-282, 2022.

DOI for Bayesian sequential composite hypothesis testing in discrete time Download full text (pdf) of Bayesian sequential composite hypothesis testing in discrete time

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Bayesian sequential least-squares estimation for the drift of a Wiener process

Ekström, Erik; Karatzas, Ioannis; Vaicenavicius, Juozas

Part of Stochastic Processes and their Applications, p. 335-352, 2022.

DOI for Bayesian sequential least-squares estimation for the drift of a Wiener process
Central limit theorems for additive functionals and fringe trees in tries

Janson, Svante

Part of Electronic Journal of Probability, p. 1-63, 2022.

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Continuous-time digital search tree and a border aggregation model

Janson, Svante; Thacker, Debleena

Part of Bernoulli, p. 2563-2577, 2022.

DOI for Continuous-time digital search tree and a border aggregation model
Discrete Logarithms, Integer Factorization and their role in Classical and Quantum Cryptography

Sjöberg, Emil

2022.

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Disorder detection with costly observations

Bayraktar, Erhan; Ekström, Erik; Guo, Jia

Part of Journal of Applied Probability, p. 338-349, 2022.

DOI for Disorder detection with costly observations
Distinct Fringe Subtrees in Random Trees

Seelbach Benkner, Louisa; Wagner, Stephan

Part of Algorithmica, p. 3686-3728, 2022.

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Down-step statistics in generalized Dyck paths

Asinowski, Andrei; Hackl, Benjamin; Selkirk, Sarah J.

Part of Discrete Mathematics & Theoretical Computer Science, 2022.

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Dynkin Games with Incomplete and Asymmetric Information

De Angelis, Tiziano; Ekström, Erik; Glover, Kristoffer

Part of Mathematics of Operations Research, p. 560-586, 2022.

DOI for Dynkin Games with Incomplete and Asymmetric Information
Elliptic Curves and Cryptography

Ahlqvist, David

2022.

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Financial Models With Transaction Costs

Auffredic, Jérémy

2022.

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Gini index on generalized r-partitions

Mansour, Toufik; Schork, Matthias; Shattuck, Mark; Wagner, Stephan

Part of Mathematica Slovaca, p. 1129-1144, 2022.

DOI for Gini index on generalized r-partitions
How to detect a salami slicer: A stochastic controller-and-stopper game with unknown competition

Ekström, Erik; Lindensjö, Kristoffer; Olofsson, Marcus

Part of SIAM Journal of Control and Optimization, p. 545-574, 2022.

DOI for How to detect a salami slicer: A stochastic controller-and-stopper game with unknown competition
Maximum number of subtrees in cacti and block graphs

Li, Jie; Xu, Kexiang; Zhang, Tianli; Wang, Hua et al.

Part of Aequationes Mathematicae, p. 1027-1040, 2022.

DOI for Maximum number of subtrees in cacti and block graphs
Minimal matchings of point processes

Holroyd, Alexander E.; Janson, Svante; Wästlund, Johan

Part of Probability theory and related fields, p. 571-611, 2022.

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Multi-dimensional sequential testing and detection

Ekström, Erik; Wang, Yuqiong

Part of Stochastics, p. 789-806, 2022.

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Neural Networks for Option Pricing

Lindqvist, Sebastian

2022.

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On convergence for graphexes

Janson, Svante

Part of European journal of combinatorics (Print), 2022.

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On Minimizing Properties of Geodesics

Perman, Zoe

2022.

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Optimizing high-dimensional stochastic forestry via reinforcement learning

Tahvonen, Olli; Suominen, Antti; Malo, Pekka; Viitasaari, Lauri et al.

Part of Journal of Economic Dynamics and Control, 2022.

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Perpetual American Options and ImpliedVolatility

Mellquist, Ebba

2022.

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Quickest detection with an observation cost

Norman, William

2022.

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Ramsey's Theorem

Berggren, Leo

2022.

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Short cycles in high genus unicellular maps

Janson, Svante; Louf, Baptiste

Part of Annales de l'I.H.P. Probabilites et statistiques, p. 1547-1564, 2022.

DOI for Short cycles in high genus unicellular maps
Sobolev regularity of occupation measures and paths, variability and compositions

Hinz, Michael; Tolle, Jonas M.; Viitasaari, Lauri

Part of Electronic Journal of Probability, 2022.

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Stationary Wong-Zakai Approximation of Fractional Brownian Motion and Stochastic Differential Equations with Noise Perturbations

Viitasaari, Lauri; Zeng, Caibin

Part of FRACTAL AND FRACTIONAL, 2022.

DOI for Stationary Wong-Zakai Approximation of Fractional Brownian Motion and Stochastic Differential Equations with Noise Perturbations Download full text (pdf) of Stationary Wong-Zakai Approximation of Fractional Brownian Motion and Stochastic Differential Equations with Noise Perturbations

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Steiner Wiener index and line graphs of trees

Kovse, Matjaz; Misanantenaina, Valisoa Razanajatovo; Wagner, Stephan

Part of DISCRETE MATHEMATICS LETTERS, p. 86-91, 2022.

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Successive minimum spanning trees

Janson, Svante; Sorkin, Gregory B.

Part of Random structures & algorithms (Print), p. 126-172, 2022.

DOI for Successive minimum spanning trees
Synchronization in a self-exciting buffer model

Kaj, Ingemar

Part of Queueing systems, p. 305-307, 2022.

DOI for Synchronization in a self-exciting buffer model
The asymptotic distribution of cluster sizes for supercritical percolation on random split trees

Berzunza Ojeda, Gabriel; Holmgren, Cecilia

Part of Random structures & algorithms (Print), p. 631-652, 2022.

DOI for The asymptotic distribution of cluster sizes for supercritical percolation on random split trees
The distance profile of rooted and unrooted simply generated trees

Berzunza Ojeda, Gabriel; Janson, Svante

Part of Combinatorics, probability & computing, p. 368-410, 2022.

DOI for The distance profile of rooted and unrooted simply generated trees Download full text (pdf) of The distance profile of rooted and unrooted simply generated trees

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The Dividend Problem for Diffusion Processes

Deigård, Patrik

2022.

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The fluctuations of the giant cluster for percolation on random split trees

Berzunza Ojeda, Gabriel; Cai, Xing Shi; Holmgren, Cecilia

Part of Latin American Journal of Probability and Mathematical Statistics, p. 665-700, 2022.

DOI for The fluctuations of the giant cluster for percolation on random split trees
The multivariate time series analysis of the SEK/USD exchange rate

Hong, Le

2022.

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The self-exciting Hawkes processand dynamic contagion

Dahlqvist, Isak

2022.

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The sum of powers of subtree sizes for conditioned Galton-Watson trees

Fill, James Allen; Janson, Svante

Part of Electronic Journal of Probability, 2022.

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Trees with minimum number of infima closed sets

Andriantiana, Eric Ould Dadah; Wagner, Stephan

Part of Discrete Mathematics, 2022.

DOI for Trees with minimum number of infima closed sets

Last modified: 2022-04-20