Sahatsathatsana, Chanokgan; Sahatsathatsana, Sattra Bounds on Poisson approximation for set of \(t\) columns that is not a \(t\)-covering. (English) Zbl 07264182 Int. J. Math. Comput. Sci. 16, No. 1, 229-238 (2021). MSC: 60G07 PDF BibTeX XML Cite \textit{C. Sahatsathatsana} and \textit{S. Sahatsathatsana}, Int. J. Math. Comput. Sci. 16, No. 1, 229--238 (2021; Zbl 07264182) Full Text: Link
Sagadeeva, M. A. Construction an observation in the Shestakov-Sviridyuk model in terms of multidimensional “white noise” distortion. (Russian. English summary) Zbl 07296524 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 12, No. 4, 41-50 (2020). MSC: 62H12 94A12 60G07 60H40 PDF BibTeX XML Cite \textit{M. A. Sagadeeva}, Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 12, No. 4, 41--50 (2020; Zbl 07296524) Full Text: DOI MNR
Vasylyk, O. I. Properties of strictly \(\varphi \)-sub-Gaussian quasi-shot-noise processes. (English. Ukrainian original) Zbl 07291165 Theory Probab. Math. Stat. 101, 51-65 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 49-62 (2019). MSC: 60G07 60G17 60F10 60H05 60K40 PDF BibTeX XML Cite \textit{O. I. Vasylyk}, Theory Probab. Math. Stat. 101, 51--65 (2020; Zbl 07291165); translation from Teor. Jmovirn. Mat. Stat. 101, 49--62 (2019) Full Text: DOI
Carlen, Eric; Carvalho, Maria; Loss, Michael Spectral gaps for reversible Markov processes with chaotic invariant measures: the Kac process with hard sphere collisions in three dimensions. (English) Zbl 07276941 Ann. Probab. 48, No. 6, 2807-2844 (2020). MSC: 60G07 39B62 35Q20 PDF BibTeX XML Cite \textit{E. Carlen} et al., Ann. Probab. 48, No. 6, 2807--2844 (2020; Zbl 07276941) Full Text: DOI Euclid
Gushchin, Alexander A. Single jump filtrations and local martingales. (English) Zbl 07270213 Mod. Stoch., Theory Appl. 7, No. 2, 135-156 (2020). MSC: 60G44 60G07 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Mod. Stoch., Theory Appl. 7, No. 2, 135--156 (2020; Zbl 07270213) Full Text: DOI
Vallejos, Ronny; Osorio, Felipe; Bevilacqua, Moreno Spatial relationships between two georeferenced variables. With applications in R. (English) Zbl 1448.62007 Cham: Springer (ISBN 978-3-030-56680-7/hbk; 978-3-030-56681-4/ebook). xii, 194 p. (2020). MSC: 62-02 62M30 62H20 62H35 60G07 PDF BibTeX XML Cite \textit{R. Vallejos} et al., Spatial relationships between two georeferenced variables. With applications in R. Cham: Springer (2020; Zbl 1448.62007) Full Text: DOI
Grigorova, Miryana; Imkeller, Peter; Ouknine, Youssef; Quenez, Marie-Claire On the strict value of the non-linear optimal stopping problem. (English) Zbl 07252769 Electron. Commun. Probab. 25, Paper No. 49, 9 p. (2020). MSC: 60G40 60G07 91G80 PDF BibTeX XML Cite \textit{M. Grigorova} et al., Electron. Commun. Probab. 25, Paper No. 49, 9 p. (2020; Zbl 07252769) Full Text: DOI Euclid
Stehlík, M.; Kisel’ák, J.; Bukina, E.; Lu, Y.; Baran, S. Fredholm integral relation between compound estimation and prediction (FIRCEP). (English) Zbl 1442.62176 Stochastic Anal. Appl. 38, No. 3, 427-459 (2020). MSC: 62K05 62H12 62M20 60G07 45B05 PDF BibTeX XML Cite \textit{M. Stehlík} et al., Stochastic Anal. Appl. 38, No. 3, 427--459 (2020; Zbl 1442.62176) Full Text: DOI
Dianetti, Jodi; Ferrari, Giorgio Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria. (English) Zbl 1443.91038 SIAM J. Control Optim. 58, No. 3, 1257-1288 (2020). MSC: 91A15 91A11 60G07 PDF BibTeX XML Cite \textit{J. Dianetti} and \textit{G. Ferrari}, SIAM J. Control Optim. 58, No. 3, 1257--1288 (2020; Zbl 1443.91038) Full Text: DOI
Bielecki, Tomasz R.; Jakubowski, Jacek; Niewȩgłowski, Mariusz Structured dependence between stochastic processes. (English) Zbl 07203222 Encyclopedia of Mathematics and its Applications 175. Cambridge: Cambridge University Press (ISBN 978-1-107-15425-4/hbk; 978-1-316-65053-0/ebook). viii, 270 p. (2020). MSC: 60-02 60G07 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Structured dependence between stochastic processes. Cambridge: Cambridge University Press (2020; Zbl 07203222) Full Text: DOI
Alomari, Huda Mohammed; Ayache, Antoine; Fradon, Myriam; Olenko, Andriy Estimation of cyclic long-memory parameters. (English) Zbl 1444.62097 Scand. J. Stat. 47, No. 1, 104-133 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62M15 60G07 42C40 PDF BibTeX XML Cite \textit{H. M. Alomari} et al., Scand. J. Stat. 47, No. 1, 104--133 (2020; Zbl 1444.62097) Full Text: DOI
Koul, Hira L.; Li, Fang Comparing two nonparametric regression curves in the presence of long memory in covariates and errors. (English) Zbl 1439.62192 Metrika 83, No. 4, 499-517 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62G08 62K20 60G07 PDF BibTeX XML Cite \textit{H. L. Koul} and \textit{F. Li}, Metrika 83, No. 4, 499--517 (2020; Zbl 1439.62192) Full Text: DOI
Filipović, Damir; Larsson, Martin; Pulido, Sergio Markov cubature rules for polynomial processes. (English) Zbl 07188037 Stochastic Processes Appl. 130, No. 4, 1947-1971 (2020). MSC: 60G07 60H30 60J10 60J25 65C30 91G60 PDF BibTeX XML Cite \textit{D. Filipović} et al., Stochastic Processes Appl. 130, No. 4, 1947--1971 (2020; Zbl 07188037) Full Text: DOI
Painsky, Amichai; Rosset, Saharon; Feder, Meir Innovation representation of stochastic processes with application to causal inference. (English) Zbl 1437.60021 IEEE Trans. Inf. Theory 66, No. 2, 1136-1154 (2020). MSC: 60G07 PDF BibTeX XML Cite \textit{A. Painsky} et al., IEEE Trans. Inf. Theory 66, No. 2, 1136--1154 (2020; Zbl 1437.60021) Full Text: DOI
Vasylyk, O. I.; Hopkalo, O. M.; Kozachenko, Yu. V.; Sakhno, L. M. Some properties and estimates for \(\varphi\)-sub-Gaussian stochastic processes. (Ukrainian. English summary) Zbl 07277707 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 4, 18-22 (2019). MSC: 60G07 60G17 60E07 60G70 PDF BibTeX XML Cite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 4, 18--22 (2019; Zbl 07277707) Full Text: DOI
Pashko, A. O.; Yanevych, T. O. Methods for modeling the Ornstein-Uhlenbeck process. (Ukrainian. English summary) Zbl 07277699 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 3, 24-29 (2019). MSC: 60G07 60G15 62M15 PDF BibTeX XML Cite \textit{A. O. Pashko} and \textit{T. O. Yanevych}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 3, 24--29 (2019; Zbl 07277699) Full Text: DOI
Canepa, Elena Cristina; Pirvu, Traian A. A mathematical model and the optimal strategy in the transactions between one bank and the Central Bank. (English) Zbl 07260026 Proc. Rom. Acad., Ser. A, Math. Phys. Tech. Sci. Inf. Sci. 20, No. 2, 107-113 (2019). MSC: 60J65 60G07 91Bxx PDF BibTeX XML Cite \textit{E. C. Canepa} and \textit{T. A. Pirvu}, Proc. Rom. Acad., Ser. A, Math. Phys. Tech. Sci. Inf. Sci. 20, No. 2, 107--113 (2019; Zbl 07260026)
Nguyen, Hung T.; Thach, Nguyen Ngoc A panorama of applied mathematical problems in economics. (English) Zbl 07248513 Thai J. Math., Spec. Iss.: Annual Meeting in Mathematics 2018, 1-20 (2019). MSC: 60G07 62P20 PDF BibTeX XML Cite \textit{H. T. Nguyen} and \textit{N. N. Thach}, Thai J. Math. , 1--20 (2019; Zbl 07248513) Full Text: Link
Coen, Arrigo; Godínez-Chaparro, Beatriz Compound Dirichlet processes. (English) Zbl 1436.60034 Antoniano-Villalobos, Isadora (ed.) et al., Selected contributions on statistics and data science in Latin America. 33rd “Foro nacional de estadística” (FNE) and 13th “Congreso Latinoamericano de Sociedades de Estadística” (CLATSE), Guadalajara, Mexico, October 1–5, 2018. Cham: Springer. Springer Proc. Math. Stat. 301, 43-58 (2019). MSC: 60G07 60K05 62P10 PDF BibTeX XML Cite \textit{A. Coen} and \textit{B. Godínez-Chaparro}, Springer Proc. Math. Stat. 301, 43--58 (2019; Zbl 1436.60034) Full Text: DOI
Cruzeiro, Ana Bela; Symeonides, Alexandra Invariant and quasi-invariant measures for equations in hydrodynamics. (English) Zbl 1442.76043 Hintermüller, Michael (ed.) et al., Topics in applied analysis and optimisation. Partial differential equations, stochastic and numerical analysis. Selected papers from the Joint CIM-WIAS workshop, TAAO’17, Lisbon, Portugal, December 6–8, 2017. Cham: Springer. CIM Ser. Math. Sci, 101-120 (2019). MSC: 76D05 35Q30 35Q35 35Q31 58J65 60G07 PDF BibTeX XML Cite \textit{A. B. Cruzeiro} and \textit{A. Symeonides}, in: Topics in applied analysis and optimisation. Partial differential equations, stochastic and numerical analysis. Selected papers from the Joint CIM-WIAS workshop, TAAO'17, Lisbon, Portugal, December 6--8, 2017. Cham: Springer. 101--120 (2019; Zbl 1442.76043) Full Text: DOI
Deheuvels, Paul Uniform-in-bandwidth functional limit laws for multivariate empirical processes. (English) Zbl 1448.60069 Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 201-239 (2019). MSC: 60F15 60F17 60G07 PDF BibTeX XML Cite \textit{P. Deheuvels}, Prog. Probab. 74, 201--239 (2019; Zbl 1448.60069) Full Text: DOI
Jakeman, John D.; Franzelin, Fabian; Narayan, Akil; Eldred, Michael; Plfüger, Dirk Polynomial chaos expansions for dependent random variables. (English) Zbl 1441.65014 Comput. Methods Appl. Mech. Eng. 351, 643-666 (2019). MSC: 65C30 60-08 60G07 PDF BibTeX XML Cite \textit{J. D. Jakeman} et al., Comput. Methods Appl. Mech. Eng. 351, 643--666 (2019; Zbl 1441.65014) Full Text: DOI
Zerakidze, Z. S.; Purtukhia, O. G. Consistent criteria for hypotheses testing. (English. Russian original) Zbl 1435.62158 Ukr. Math. J. 71, No. 4, 554-571 (2019); translation from Ukr. Mat. Zh. 71, No. 4, 486-501 (2019). MSC: 62G10 62M10 60G07 PDF BibTeX XML Cite \textit{Z. S. Zerakidze} and \textit{O. G. Purtukhia}, Ukr. Math. J. 71, No. 4, 554--571 (2019; Zbl 1435.62158); translation from Ukr. Mat. Zh. 71, No. 4, 486--501 (2019) Full Text: DOI
Blanchet, Jose; Murthy, Karthyek Quantifying distributional model risk via optimal transport. (English) Zbl 1434.60113 Math. Oper. Res. 44, No. 2, 565-600 (2019). MSC: 60G07 60F99 62P05 PDF BibTeX XML Cite \textit{J. Blanchet} and \textit{K. Murthy}, Math. Oper. Res. 44, No. 2, 565--600 (2019; Zbl 1434.60113) Full Text: DOI
Yaroslavtsev, Ivan S. On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions. (English. French summary) Zbl 07161497 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 1988-2018 (2019). Reviewer: Ferenc Weisz (Budapest) MSC: 60G44 60G07 60G57 60H99 46N30 PDF BibTeX XML Cite \textit{I. S. Yaroslavtsev}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 1988--2018 (2019; Zbl 07161497) Full Text: DOI Euclid
Geiger, Bernhard C.; Koch, Tobias On the information dimension of stochastic processes. (English) Zbl 1432.94052 IEEE Trans. Inf. Theory 65, No. 10, 6496-6518 (2019). MSC: 94A17 60G07 60G10 60G15 PDF BibTeX XML Cite \textit{B. C. Geiger} and \textit{T. Koch}, IEEE Trans. Inf. Theory 65, No. 10, 6496--6518 (2019; Zbl 1432.94052) Full Text: DOI
Aksamit, Anna; Fontana, Claudio Martingale spaces and representations under absolutely continuous changes of probability. (English) Zbl 07126977 Electron. Commun. Probab. 24, Paper No. 62, 13 p. (2019). MSC: 60G07 60G44 60H05 PDF BibTeX XML Cite \textit{A. Aksamit} and \textit{C. Fontana}, Electron. Commun. Probab. 24, Paper No. 62, 13 p. (2019; Zbl 07126977) Full Text: DOI Euclid arXiv
Zhou, Xingcai; Ni, Beibei; Zhu, Chunhua Wavelet estimation in time-varying coefficient models. (English) Zbl 1431.62133 Lith. Math. J. 59, No. 2, 276-293 (2019). MSC: 62G05 60G07 42C40 PDF BibTeX XML Cite \textit{X. Zhou} et al., Lith. Math. J. 59, No. 2, 276--293 (2019; Zbl 1431.62133) Full Text: DOI
Starkloff, Hans-Jörg Stone-Weierstrass theorems for random functions. (English) Zbl 1438.41051 Stud. Univ. Babeş-Bolyai, Math. 64, No. 2, 253-262 (2019). MSC: 41A65 60B11 60G07 PDF BibTeX XML Cite \textit{H.-J. Starkloff}, Stud. Univ. Babeş-Bolyai, Math. 64, No. 2, 253--262 (2019; Zbl 1438.41051) Full Text: DOI
Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros Stability results for martingale representations: the general case. (English) Zbl 1447.60059 Trans. Am. Math. Soc. 372, No. 8, 5891-5946 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G05 60G07 60G44 60H05 PDF BibTeX XML Cite \textit{A. Papapantoleon} et al., Trans. Am. Math. Soc. 372, No. 8, 5891--5946 (2019; Zbl 1447.60059) Full Text: DOI arXiv
Evans, Martin R.; Majumdar, Satya N. Effects of refractory period on stochastic resetting. (English) Zbl 1422.60054 J. Phys. A, Math. Theor. 52, No. 1, Article ID 01LT01, 14 p. (2019). MSC: 60G07 60G22 60J60 60K15 49M20 62N02 PDF BibTeX XML Cite \textit{M. R. Evans} and \textit{S. N. Majumdar}, J. Phys. A, Math. Theor. 52, No. 1, Article ID 01LT01, 14 p. (2019; Zbl 1422.60054) Full Text: DOI
Chen, Zhe; Leskelä, Lasse; Viitasaari, Lauri Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes. (English) Zbl 1422.60091 Stochastic Processes Appl. 129, No. 8, 2723-2757 (2019). MSC: 60H05 60G22 26A33 60G07 60G15 PDF BibTeX XML Cite \textit{Z. Chen} et al., Stochastic Processes Appl. 129, No. 8, 2723--2757 (2019; Zbl 1422.60091) Full Text: DOI
Peng, Shige Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion. (English) Zbl 1427.60004 Probability Theory and Stochastic Modelling 95. Berlin: Springer (ISBN 978-3-662-59902-0/hbk; 978-3-662-59903-7/ebook). xiii, 212 p. (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-02 60G07 60H05 60H10 35K65 PDF BibTeX XML Cite \textit{S. Peng}, Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion. Berlin: Springer (2019; Zbl 1427.60004) Full Text: DOI
Yaskov, Pavel On pathwise Riemann-Stieltjes integrals. (English) Zbl 1433.60027 Stat. Probab. Lett. 150, 101-107 (2019). MSC: 60H05 60G22 60G07 PDF BibTeX XML Cite \textit{P. Yaskov}, Stat. Probab. Lett. 150, 101--107 (2019; Zbl 1433.60027) Full Text: DOI
Jacka, Saul D.; Norgilas, Dominykas On the compensator in the Doob-Meyer decomposition of the Snell envelope. (English) Zbl 1420.60053 SIAM J. Control Optim. 57, No. 3, 1869-1889 (2019). MSC: 60G40 60G44 60J25 60G07 93E20 PDF BibTeX XML Cite \textit{S. D. Jacka} and \textit{D. Norgilas}, SIAM J. Control Optim. 57, No. 3, 1869--1889 (2019; Zbl 1420.60053) Full Text: DOI arXiv
Reich, Sebastian Data assimilation: the Schrödinger perspective. (English) Zbl 1437.62350 Acta Numerica 28, 635-711 (2019). MSC: 62M20 60G07 62L10 PDF BibTeX XML Cite \textit{S. Reich}, Acta Numerica 28, 635--711 (2019; Zbl 1437.62350) Full Text: DOI
Vadori, N.; Swishchuk, A. Convergence of random bounded linear operators in the Skorokhod space. (English) Zbl 1447.60011 Random Oper. Stoch. Equ. 27, No. 2, 131-142 (2019). MSC: 60B12 60F17 60G07 PDF BibTeX XML Cite \textit{N. Vadori} and \textit{A. Swishchuk}, Random Oper. Stoch. Equ. 27, No. 2, 131--142 (2019; Zbl 1447.60011) Full Text: DOI
Dos Reis, Gonçalo; Salkeld, William; Tugaut, Julian Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law. (English) Zbl 07057460 Ann. Appl. Probab. 29, No. 3, 1487-1540 (2019). MSC: 60F10 60G07 PDF BibTeX XML Cite \textit{G. Dos Reis} et al., Ann. Appl. Probab. 29, No. 3, 1487--1540 (2019; Zbl 07057460) Full Text: DOI Euclid arXiv
Lupaşcu-Stamate, Oana; Tudor, Ciprian A. Rosenblatt Laplace motion. (English) Zbl 07037531 Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019). MSC: 60G07 60G18 60E07 PDF BibTeX XML Cite \textit{O. Lupaşcu-Stamate} and \textit{C. A. Tudor}, Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019; Zbl 07037531) Full Text: DOI
Hao, Pingting; Hu, Liang; Jiang, Jingyan; Che, Xilong A stochastic adjustment strategy for coordination process in distributed networks. (English) Zbl 07299746 Comput. Inform. 37, No. 5, 1184-1208 (2018). MSC: 49K30 60G07 PDF BibTeX XML Cite \textit{P. Hao} et al., Comput. Inform. 37, No. 5, 1184--1208 (2018; Zbl 07299746) Full Text: DOI
Pacchiarotti, Barbara; Pigliacelli, Alessandro Large deviations for conditionally Gaussian processes: estimates of level crossing probability. (English) Zbl 1426.60034 Mod. Stoch., Theory Appl. 5, No. 4, 483-499 (2018). MSC: 60F10 60G15 60G07 PDF BibTeX XML Cite \textit{B. Pacchiarotti} and \textit{A. Pigliacelli}, Mod. Stoch., Theory Appl. 5, No. 4, 483--499 (2018; Zbl 1426.60034) Full Text: DOI arXiv
Troshki, N. V. Accuracy and reliability of a model of an isotropic and homogeneous Gaussian random field in the space \(C(\mathbb {T})\). (English. Ukrainian original) Zbl 1409.60056 Theory Probab. Math. Stat. 97, 201-209 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 188-195 (2017). MSC: 60G15 60G07 PDF BibTeX XML Cite \textit{N. V. Troshki}, Theory Probab. Math. Stat. 97, 201--209 (2018; Zbl 1409.60056); translation from Teor. Jmovirn. Mat. Stat. 97, 188--195 (2017) Full Text: DOI
Grigorova, Miryana; Imkeller, Peter; Ouknine, Youssef; Quenez, Marie-Claire Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case. (English) Zbl 1406.60060 Electron. J. Probab. 23, Paper No. 123, 31 p (2018). MSC: 60G40 93E20 60H30 60G07 47N10 91G20 91G70 PDF BibTeX XML Cite \textit{M. Grigorova} et al., Electron. J. Probab. 23, Paper No. 123, 31 p (2018; Zbl 1406.60060) Full Text: DOI Euclid
Li, Yao On the polynomial convergence rate to nonequilibrium steady states. (English) Zbl 1404.60105 Ann. Appl. Probab. 28, No. 6, 3765-3812 (2018). MSC: 60J25 82C05 37N05 60G07 82C35 PDF BibTeX XML Cite \textit{Y. Li}, Ann. Appl. Probab. 28, No. 6, 3765--3812 (2018; Zbl 1404.60105) Full Text: DOI Euclid
Louis, Pierre-Yves; Minelli, Ida G. Synchronization in interacting reinforced stochastic processes. (English) Zbl 1402.37064 Louis, Pierre-Yves (ed.) et al., Probabilistic cellular automata. Theory, applications and future perspectives. Cham: Springer (ISBN 978-3-319-65556-7/hbk; 978-3-319-65558-1/ebook). Emergence, Complexity and Computation 27, 105-118 (2018). MSC: 37H10 37A50 60G07 60K35 PDF BibTeX XML Cite \textit{P.-Y. Louis} and \textit{I. G. Minelli}, Emerg. Complex. Comput. 27, 105--118 (2018; Zbl 1402.37064) Full Text: DOI
Agahi, Hamzeh; Yadollahzadeh, Milad Some stochastic H H-divergences in information theory. (English) Zbl 1404.60047 Aequationes Math. 92, No. 6, 1051-1059 (2018). MSC: 60G07 60E15 94A17 PDF BibTeX XML Cite \textit{H. Agahi} and \textit{M. Yadollahzadeh}, Aequationes Math. 92, No. 6, 1051--1059 (2018; Zbl 1404.60047) Full Text: DOI
Jiang, Yiming; Song, Shiyu; Wang, Yongjin Pricing European vanilla options under a jump-to-default threshold diffusion model. (English) Zbl 1395.91452 J. Comput. Appl. Math. 344, 438-456 (2018). MSC: 91G20 60G07 PDF BibTeX XML Cite \textit{Y. Jiang} et al., J. Comput. Appl. Math. 344, 438--456 (2018; Zbl 1395.91452) Full Text: DOI
Nguyen Tien Dung Some sufficient conditions for Novikov’s criterion. (English) Zbl 1391.60063 Proc. Am. Math. Soc. 146, No. 8, 3583-3590 (2018). MSC: 60G07 60H07 PDF BibTeX XML Cite \textit{Nguyen Tien Dung}, Proc. Am. Math. Soc. 146, No. 8, 3583--3590 (2018; Zbl 1391.60063) Full Text: DOI
Jacod, Jean; Todorov, Viktor Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation. (English) Zbl 1391.60044 Ann. Appl. Probab. 28, No. 1, 511-576 (2018). MSC: 60F05 60F17 60G51 60G07 PDF BibTeX XML Cite \textit{J. Jacod} and \textit{V. Todorov}, Ann. Appl. Probab. 28, No. 1, 511--576 (2018; Zbl 1391.60044) Full Text: DOI
Akdim, Khadija; Eddahbi, M’hamed; Haddadi, Mouna Characterization of submartingales of a new class \((\Sigma^r)\). (English) Zbl 1390.60123 Stochastic Anal. Appl. 36, No. 3, 534-545 (2018). MSC: 60G07 60G46 60H05 PDF BibTeX XML Cite \textit{K. Akdim} et al., Stochastic Anal. Appl. 36, No. 3, 534--545 (2018; Zbl 1390.60123) Full Text: DOI
Pennanen, Teemu; Perkkiö, Ari-Pekka Convex integral functionals of regular processes. (English) Zbl 1396.60036 Stochastic Processes Appl. 128, No. 5, 1652-1677 (2018). MSC: 60G07 49K45 93E20 60B05 PDF BibTeX XML Cite \textit{T. Pennanen} and \textit{A.-P. Perkkiö}, Stochastic Processes Appl. 128, No. 5, 1652--1677 (2018; Zbl 1396.60036) Full Text: DOI
Wilkinson, Michael; Grant, John A matrix contraction process. (English) Zbl 1385.37009 J. Phys. A, Math. Theor. 51, No. 10, Article ID 105002, 19 p. (2018). Reviewer: George Stoica (Saint John) MSC: 37A50 37D45 60G07 60B20 15B52 PDF BibTeX XML Cite \textit{M. Wilkinson} and \textit{J. Grant}, J. Phys. A, Math. Theor. 51, No. 10, Article ID 105002, 19 p. (2018; Zbl 1385.37009) Full Text: DOI
Fontana, Claudio The strong predictable representation property in initially enlarged filtrations under the density hypothesis. (English) Zbl 1391.60062 Stochastic Processes Appl. 128, No. 3, 1007-1033 (2018). MSC: 60G07 60G44 PDF BibTeX XML Cite \textit{C. Fontana}, Stochastic Processes Appl. 128, No. 3, 1007--1033 (2018; Zbl 1391.60062) Full Text: DOI arXiv
Jeanblanc, Monique; Li, Libo; Song, Shiqi An enlargement of filtration formula with applications to multiple non-ordered default times. (English) Zbl 1379.60040 Finance Stoch. 22, No. 1, 205-240 (2018). Reviewer: Claudio Fontana (Paris) MSC: 60G07 91G40 60G44 PDF BibTeX XML Cite \textit{M. Jeanblanc} et al., Finance Stoch. 22, No. 1, 205--240 (2018; Zbl 1379.60040) Full Text: DOI
Baek, Jong Il; Kim, So Youn On the ordering of asymptotic pairwise negatively dependent structure of stochastic processes. (English) Zbl 1402.60040 J. Appl. Math. Inform. 35, No. 5-6, 543-550 (2017). MSC: 60G07 60E15 62H05 PDF BibTeX XML Cite \textit{J. I. Baek} and \textit{S. Y. Kim}, J. Appl. Math. Inform. 35, No. 5--6, 543--550 (2017; Zbl 1402.60040) Full Text: DOI
Landriault, David; Li, Bin; Zhang, Hongzhong A unified approach for drawdown (drawup) of time-homogeneous Markov processes. (English) Zbl 1400.60044 J. Appl. Probab. 54, No. 2, 603-626 (2017). MSC: 60G07 60G40 PDF BibTeX XML Cite \textit{D. Landriault} et al., J. Appl. Probab. 54, No. 2, 603--626 (2017; Zbl 1400.60044) Full Text: DOI
Fan, Caiyun; Zhang, Feipeng; Zhou, Yong Power-transformed linear quantile regression estimation for censored competing risks data. (English) Zbl 1388.62107 Stat. Interface 10, No. 2, 239-254 (2017). MSC: 62G08 62N01 62N02 62P10 60G07 62G07 62G20 PDF BibTeX XML Cite \textit{C. Fan} et al., Stat. Interface 10, No. 2, 239--254 (2017; Zbl 1388.62107) Full Text: DOI
Kuo, Wen-Chi; Rogans, Michael J.; Watson, Bruce A. Mixing inequalities in Riesz spaces. (English) Zbl 1386.60128 J. Math. Anal. Appl. 456, No. 2, 992-1004 (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G07 60F25 28D05 PDF BibTeX XML Cite \textit{W.-C. Kuo} et al., J. Math. Anal. Appl. 456, No. 2, 992--1004 (2017; Zbl 1386.60128) Full Text: DOI
Caron, François; Fox, Emily B. Sparse graphs using exchangeable random measures. (English) Zbl 1381.62072 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 5, 1295-1366 (2017). MSC: 62H05 05C90 60G07 PDF BibTeX XML Cite \textit{F. Caron} and \textit{E. B. Fox}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 5, 1295--1366 (2017; Zbl 1381.62072) Full Text: DOI
Crépey, Stéphane; Song, Shiqi Invariance times. (English) Zbl 1387.60061 Ann. Probab. 45, No. 6B, 4632-4674 (2017). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G07 60G44 91G70 PDF BibTeX XML Cite \textit{S. Crépey} and \textit{S. Song}, Ann. Probab. 45, No. 6B, 4632--4674 (2017; Zbl 1387.60061) Full Text: DOI Euclid
Kristl, Lisa Nonparametric estimation of time-variant densities and time-variant quantiles in a simulation model. (Nichtparametrische Schätzung zeitvarianter Dichten und zeitvarianter Quantile in einem Simulationsmodell.) (German) Zbl 1387.62005 München: Dr. Hut; Darmstadt: TU Darmstadt, Fachbereich Mathematik (Diss.) (ISBN 978-3-8439-3262-2/pbk). x, 165 p. (2017). Reviewer: Hans-Jürgen Schmidt (Potsdam) MSC: 62-02 62G05 62G07 62P30 60G07 62G20 PDF BibTeX XML Cite \textit{L. Kristl}, Nichtparametrische Schätzung zeitvarianter Dichten und zeitvarianter Quantile in einem Simulationsmodell. München: Dr. Hut; Darmstadt: TU Darmstadt, Fachbereich Mathematik (Diss.) (2017; Zbl 1387.62005)
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities. (English) Zbl 1416.91389 Front. Math. China 12, No. 5, 1085-1112 (2017). MSC: 91G40 60G07 91G20 60J28 PDF BibTeX XML Cite \textit{Y. Dong} et al., Front. Math. China 12, No. 5, 1085--1112 (2017; Zbl 1416.91389) Full Text: DOI
Grigorova, Miryana; Imkeller, Peter; Offen, Elias; Ouknine, Youssef; Quenez, Marie-Claire Reflected BSDEs when the obstacle is not right-continuous and optimal stopping. (English) Zbl 1379.60045 Ann. Appl. Probab. 27, No. 5, 3153-3188 (2017). MSC: 60G40 60H30 60G07 47N10 60G48 PDF BibTeX XML Cite \textit{M. Grigorova} et al., Ann. Appl. Probab. 27, No. 5, 3153--3188 (2017; Zbl 1379.60045) Full Text: DOI Euclid
Skorokhod, A. V. Studies in the theory of random processes. Translated from the Russian by Scripta Technica, Inc. Reprint of the 1965 edition. (English) Zbl 1375.60014 Mineola, NY: Dover Publications (ISBN 978-0-486-64240-6). viii, 199 p. (2017). MSC: 60-03 60-01 01A75 60G05 60G07 PDF BibTeX XML Cite \textit{A. V. Skorokhod}, Studies in the theory of random processes. Translated from the Russian by Scripta Technica, Inc. Reprint of the 1965 edition. Mineola, NY: Dover Publications (2017; Zbl 1375.60014)
Deutsch, Ralph Nonlinear transformations of random processes. Reprint of the 1962 original published by Prentice-Hall. (English) Zbl 1375.60003 Mineola, NY: Dover Publications (ISBN 978-0-486-81807-8). xi, 157 p. (2017). MSC: 60-01 01A75 60G05 60G07 44A99 PDF BibTeX XML Cite \textit{R. Deutsch}, Nonlinear transformations of random processes. Reprint of the 1962 original published by Prentice-Hall. Mineola, NY: Dover Publications (2017; Zbl 1375.60003)
Bezandry, Paul H. Almost periodic random sequences in probability. (English) Zbl 1377.39026 Nonauton. Dyn. Syst. 4, 16-21 (2017). MSC: 39A24 39A10 60G07 PDF BibTeX XML Cite \textit{P. H. Bezandry}, Nonauton. Dyn. Syst. 4, 16--21 (2017; Zbl 1377.39026) Full Text: DOI
Agoitia Hurtado, María Fernanda del Carmen Time-inhomogeneous polynomial processes in electricity spot price models. (English) Zbl 1419.60001 Freiburg im Breisgau: Univ. Freiburg, Fakultät für Mathematik und Physik (Diss.). vii, 151 p. (2017). MSC: 60-02 60G07 60G48 60K30 91B24 PDF BibTeX XML Cite \textit{M. F. d. C. Agoitia Hurtado}, Time-inhomogeneous polynomial processes in electricity spot price models. Freiburg im Breisgau: Univ. Freiburg, Fakultät für Mathematik und Physik (Diss.) (2017; Zbl 1419.60001) Full Text: Link Link
Etessami, Kousha; Stewart, Alistair; Yannakakis, Mihalis A polynomial time algorithm for computing extinction probabilities of multitype branching processes. (English) Zbl 1378.68074 SIAM J. Comput. 46, No. 5, 1515-1553 (2017). MSC: 68Q25 60G07 60J80 68Q42 68Q87 68W25 PDF BibTeX XML Cite \textit{K. Etessami} et al., SIAM J. Comput. 46, No. 5, 1515--1553 (2017; Zbl 1378.68074) Full Text: DOI
Yamnenko, R. E. The distribution of the supremum of a \(\gamma \)-reflected stochastic process with an input process belonging to some exponential type Orlicz space. (English. Ukrainian original) Zbl 1371.60095 Theory Probab. Math. Stat. 94, 185-201 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 173-188 (2016). MSC: 60G99 60G07 60G22 91B30 PDF BibTeX XML Cite \textit{R. E. Yamnenko}, Theory Probab. Math. Stat. 94, 185--201 (2017; Zbl 1371.60095); translation from Teor. Jmovirn. Mat. Stat. 94, 173--188 (2016) Full Text: DOI
Troshki, N. V. Upper bounds for supremums of the norms of the deviation between a homogeneous isotropic random field and its model. (English. Ukrainian original) Zbl 1371.60093 Theory Probab. Math. Stat. 94, 159-184 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 150-172 (2016). MSC: 60G60 60G15 60G07 PDF BibTeX XML Cite \textit{N. V. Troshki}, Theory Probab. Math. Stat. 94, 159--184 (2017; Zbl 1371.60093); translation from Teor. Jmovirn. Mat. Stat. 94, 150--172 (2016) Full Text: DOI
Kiiski, Matti; Perkkiö, Ari-Pekka Optional and predictable projections of normal integrands and convex-valued processes. (English) Zbl 1373.60063 Set-Valued Var. Anal. 25, No. 2, 313-332 (2017). MSC: 60G07 28B20 46A20 49J53 52A20 PDF BibTeX XML Cite \textit{M. Kiiski} and \textit{A.-P. Perkkiö}, Set-Valued Var. Anal. 25, No. 2, 313--332 (2017; Zbl 1373.60063) Full Text: DOI
Eyi-Obiang, Fulgence; Ouknine, Youssef; Moutsinga, Octave On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes. (English) Zbl 1378.60069 J. Theor. Probab. 30, No. 1, 117-142 (2017). MSC: 60G48 60G44 60H99 60G20 60G07 PDF BibTeX XML Cite \textit{F. Eyi-Obiang} et al., J. Theor. Probab. 30, No. 1, 117--142 (2017; Zbl 1378.60069) Full Text: DOI
Zambotti, Lorenzo Random obstacle problems. École d’Été de Probabilités de Saint-Flour XLV – 2015. (English) Zbl 1386.60002 Lecture Notes in Mathematics 2181. École d’Été de Probabilités de Saint-Flour. Cham: Springer (ISBN 978-3-319-52095-7/pbk; 978-3-319-52096-4/ebook). ix, 162 p. (2017). Reviewer: Nirode C. Mohanty (Huntington Beach) MSC: 60-02 60J65 60G07 60H15 PDF BibTeX XML Cite \textit{L. Zambotti}, Random obstacle problems. École d'Été de Probabilités de Saint-Flour XLV -- 2015. Cham: Springer (2017; Zbl 1386.60002) Full Text: DOI
Kallenberg, Olav Random measures, theory and applications. (English) Zbl 1376.60003 Probability Theory and Stochastic Modelling 77. Cham: Springer (ISBN 978-3-319-41596-3/hbk; 978-3-319-41598-7/ebook). xiii, 694 p. (2017). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60-02 60G57 60G07 60G10 60G55 60B05 60G60 60E05 60H05 PDF BibTeX XML Cite \textit{O. Kallenberg}, Random measures, theory and applications. Cham: Springer (2017; Zbl 1376.60003) Full Text: DOI
Zhao, Yanxiang; Wang, Jiakou; Ma, Yanping; Du, Qiang Generalized local and nonlocal master equations for some stochastic processes. (English) Zbl 1443.60052 Comput. Math. Appl. 71, No. 11, 2497-2512 (2016). MSC: 60G99 60G07 60J35 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Comput. Math. Appl. 71, No. 11, 2497--2512 (2016; Zbl 1443.60052) Full Text: DOI
Catana, Luigi-Ionuţ A property of unidimensional distributions which is lost in multidimensional case. (English) Zbl 1411.60008 Gaz. Mat., Ser. A 34(113), No. 3-4, 39-41 (2016). MSC: 60A10 60G07 PDF BibTeX XML Cite \textit{L.-I. Catana}, Gaz. Mat., Ser. A 34(113), No. 3--4, 39--41 (2016; Zbl 1411.60008)
Bertrand, Nathalie; Bouyer, Patricia; Brihaye, Thomas; Carlier, Pierre Analysing decisive stochastic processes. (English) Zbl 1388.68202 Chatzigiannakis, Ioannis (ed.) et al., 43rd international colloquium on automata, languages, and programming, ICALP 2016, Rome, Italy, July 12–15, 2016. Proceedings. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik (ISBN 978-3-95977-013-2). LIPIcs – Leibniz International Proceedings in Informatics 55, Article 101, 14 p. (2016). MSC: 68Q87 60G07 PDF BibTeX XML Cite \textit{N. Bertrand} et al., LIPIcs -- Leibniz Int. Proc. Inform. 55, Article 101, 14 p. (2016; Zbl 1388.68202) Full Text: DOI
Buchak, Kh. V. Skellam processes directed by Gamma subordinators. (English) Zbl 1374.60064 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 3, 9-12 (2016). MSC: 60G07 PDF BibTeX XML Cite \textit{Kh. V. Buchak}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 3, 9--12 (2016; Zbl 1374.60064)
Rigo, Pietro; Thorisson, Hermann Transfer theorems and right-continuous processes. (English) Zbl 1374.60003 Theory Stoch. Process. 21, No. 2, 91-95 (2016). MSC: 60A10 60A05 60F99 60G07 60G17 PDF BibTeX XML Cite \textit{P. Rigo} and \textit{H. Thorisson}, Theory Stoch. Process. 21, No. 2, 91--95 (2016; Zbl 1374.60003) Full Text: Link
Liu, Shu-Jun; Krstic, Miroslav Stochastic averaging in discrete time and its applications to extremum seeking. (English) Zbl 1359.93450 IEEE Trans. Autom. Control 61, No. 1, 90-102 (2016). MSC: 93E03 60G07 PDF BibTeX XML Cite \textit{S.-J. Liu} and \textit{M. Krstic}, IEEE Trans. Autom. Control 61, No. 1, 90--102 (2016; Zbl 1359.93450) Full Text: DOI arXiv
Kostoglotov, A. A.; Kuznetsov, A. A.; Lazarenko, S. V. Model synthesis of dynamic process with non-stationary disturbances based on maximum of generalized power function. (Russian. English summary) Zbl 1374.93348 Mat. Model. 28, No. 12, 133-142 (2016). Reviewer: Sergei Georgievich Zhuravlev (Moskva) MSC: 93E11 93E10 93E03 60H10 60G07 60H35 60K37 PDF BibTeX XML Cite \textit{A. A. Kostoglotov} et al., Mat. Model. 28, No. 12, 133--142 (2016; Zbl 1374.93348) Full Text: MNR
El-Taha, Muhammad Asymptotic time averages and frequency distributions. (English) Zbl 1384.60074 Int. J. Stoch. Anal. 2016, Article ID 2741214, 10 p. (2016). MSC: 60G17 60G07 PDF BibTeX XML Cite \textit{M. El-Taha}, Int. J. Stoch. Anal. 2016, Article ID 2741214, 10 p. (2016; Zbl 1384.60074) Full Text: DOI
Sottinen, Tommi; Viitasaari, Lauri Stochastic analysis of Gaussian processes via Fredholm representation. (English) Zbl 1384.60072 Int. J. Stoch. Anal. 2016, Article ID 8694365, 15 p. (2016). MSC: 60G15 60G07 60H07 60H30 PDF BibTeX XML Cite \textit{T. Sottinen} and \textit{L. Viitasaari}, Int. J. Stoch. Anal. 2016, Article ID 8694365, 15 p. (2016; Zbl 1384.60072) Full Text: DOI arXiv
Bekar, Nurgül Okur; Akdemir, Hande Günay; İşcan, İmdat Some extensions of preinvexity for stochastic processes. (English) Zbl 1356.60059 Anastassiou, George A. (ed.) et al., Computational analysis. AMAT, Ankara, May 2015. Selected contributions presented at the 3rd international conference on applied mathematics and approximation theory, Ankara, Turkey, May 28–31, 2015. Cham: Springer (ISBN 978-3-319-28441-5/hbk; 978-3-319-28443-9/ebook). Springer Proceedings in Mathematics & Statistics 155, 259-270 (2016). MSC: 60G07 PDF BibTeX XML Cite \textit{N. O. Bekar} et al., in: Computational analysis. AMAT, Ankara, May 2015. Selected contributions presented at the 3rd international conference on applied mathematics and approximation theory, Ankara, Turkey, May 28--31, 2015. Cham: Springer. 259--270 (2016; Zbl 1356.60059) Full Text: DOI
Jacod, Jean; Todorov, Viktor Efficient estimation of integrated volatility in presence of infinite variation jumps with multiple activity indices. (English) Zbl 1354.60019 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 317-341 (2016). MSC: 60F05 60F17 60G51 60G07 PDF BibTeX XML Cite \textit{J. Jacod} and \textit{V. Todorov}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 317--341 (2016; Zbl 1354.60019) Full Text: DOI
Fradelizi, Matthieu; Madiman, Mokshay; Wang, Liyao Optimal concentration of information content for log-concave densities. (English) Zbl 1358.60036 Houdré, Christian (ed.) et al., High dimensional probability VII. The Cargèse volume. Selected papers based on the presentations at the 7th conference, HDP VII, Institut d’Études Scientifiques de Cargèse, IESC, Fance, May 26–30, 2014. Basel: Birkhäuser/Springer (ISBN 978-3-319-40517-9/hbk; 978-3-319-40519-3/ebook). Progress in Probability 71, 45-60 (2016). MSC: 60E15 60G07 94A17 52A40 PDF BibTeX XML Cite \textit{M. Fradelizi} et al., Prog. Probab. 71, 45--60 (2016; Zbl 1358.60036) Full Text: DOI
Acciaio, Beatrice; Penner, Irina Characterization of max-continuous local martingales vanishing at infinity. (English) Zbl 1354.60045 Electron. Commun. Probab. 21, Paper No. 71, 10 p. (2016). MSC: 60G44 60G48 60G40 60G07 PDF BibTeX XML Cite \textit{B. Acciaio} and \textit{I. Penner}, Electron. Commun. Probab. 21, Paper No. 71, 10 p. (2016; Zbl 1354.60045) Full Text: DOI Euclid arXiv
Bogachev, V. I.; Miftakhov, A. F. On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes. (English) Zbl 1363.60003 Theory Stoch. Process. 21, No. 1, 1-11 (2016). MSC: 60B10 60G07 PDF BibTeX XML Cite \textit{V. I. Bogachev} and \textit{A. F. Miftakhov}, Theory Stoch. Process. 21, No. 1, 1--11 (2016; Zbl 1363.60003)
Song, Sh. Random time with differentiable conditional distribution function. (English. Russian original) Zbl 1375.60083 Theory Probab. Appl. 60, No. 4, 647-669 (2016); translation from Teor. Veroyatn. Primen. 60, No. 4, 740-769 (2015). MSC: 60G40 60G48 60G07 PDF BibTeX XML Cite \textit{Sh. Song}, Theory Probab. Appl. 60, No. 4, 647--669 (2016; Zbl 1375.60083); translation from Teor. Veroyatn. Primen. 60, No. 4, 740--769 (2015) Full Text: DOI
Yamnenko, Rostyslav Averaged deviations of Orlicz processes and majorizing measures. (English) Zbl 1352.60074 Mod. Stoch., Theory Appl. 3, No. 3, 249-268 (2016). MSC: 60G99 60G07 PDF BibTeX XML Cite \textit{R. Yamnenko}, Mod. Stoch., Theory Appl. 3, No. 3, 249--268 (2016; Zbl 1352.60074) Full Text: DOI arXiv
Petrović, Ljiljana; Dimitrijević, Slađana; Valjarević, Dragana Granger causality and stopping times. (English) Zbl 1347.60046 Lith. Math. J. 56, No. 3, 410-416 (2016). MSC: 60G40 60G07 60G44 PDF BibTeX XML Cite \textit{L. Petrović} et al., Lith. Math. J. 56, No. 3, 410--416 (2016; Zbl 1347.60046) Full Text: DOI
Hu, Mingshang; Wang, Falei; Zheng, Guoqiang Quasi-continuous random variables and processes under the \(G\)-expectation framework. (English) Zbl 1343.60037 Stochastic Processes Appl. 126, No. 8, 2367-2387 (2016). MSC: 60G07 60H05 60H10 60H30 PDF BibTeX XML Cite \textit{M. Hu} et al., Stochastic Processes Appl. 126, No. 8, 2367--2387 (2016; Zbl 1343.60037) Full Text: DOI arXiv
Song, Shiqi Drift operator in a viable expansion of information flow. (English) Zbl 1344.60038 Stochastic Processes Appl. 126, No. 8, 2297-2322 (2016). MSC: 60G07 60G44 60G40 91G80 PDF BibTeX XML Cite \textit{S. Song}, Stochastic Processes Appl. 126, No. 8, 2297--2322 (2016; Zbl 1344.60038) Full Text: DOI arXiv
Bayraktar, Erhan; Zhou, Zhou On a stopping game in continuous time. (English) Zbl 1345.60037 Proc. Am. Math. Soc. 144, No. 8, 3589-3596 (2016). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 91A60 91A10 60G07 93E20 37A50 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{Z. Zhou}, Proc. Am. Math. Soc. 144, No. 8, 3589--3596 (2016; Zbl 1345.60037) Full Text: DOI arXiv
Bouzebda, Salim; Chokri, Khalid; Louani, Djamal Some uniform consistency results in the partially linear additive model components estimation. (English) Zbl 1337.62100 Commun. Stat., Theory Methods 45, No. 5, 1278-1310 (2016). MSC: 62G20 62G32 62J05 60G07 60F15 62G08 PDF BibTeX XML Cite \textit{S. Bouzebda} et al., Commun. Stat., Theory Methods 45, No. 5, 1278--1310 (2016; Zbl 1337.62100) Full Text: DOI
Kruglov, Victor M. On natural and predictable processes. (English) Zbl 1338.60104 Sankhyā, Ser. A 78, No. 1, 43-51 (2016). MSC: 60G05 60G07 PDF BibTeX XML Cite \textit{V. M. Kruglov}, Sankhyā, Ser. A 78, No. 1, 43--51 (2016; Zbl 1338.60104) Full Text: DOI
Ledger, Sean Skorokhod’s M1 topology for distribution-valued processes. (English) Zbl 1338.60105 Electron. Commun. Probab. 21, Paper No. 34, 11 p. (2016). MSC: 60G07 60F17 PDF BibTeX XML Cite \textit{S. Ledger}, Electron. Commun. Probab. 21, Paper No. 34, 11 p. (2016; Zbl 1338.60105) Full Text: DOI Euclid arXiv
Viitasaari, Lauri Representation of stationary and stationary increment processes via Langevin equation and self-similar processes. (English) Zbl 1343.60040 Stat. Probab. Lett. 115, 45-53 (2016). MSC: 60G10 60G18 60H10 60G07 PDF BibTeX XML Cite \textit{L. Viitasaari}, Stat. Probab. Lett. 115, 45--53 (2016; Zbl 1343.60040) Full Text: DOI arXiv
Şençimen, Celaleddin; Pehlivan, Serpil On exhaustive families of random functions and certain types of convergence. (English) Zbl 1337.60048 Stochastics 88, No. 2, 285-299 (2016). MSC: 60G07 60G05 60F05 54E70 PDF BibTeX XML Cite \textit{C. Şençimen} and \textit{S. Pehlivan}, Stochastics 88, No. 2, 285--299 (2016; Zbl 1337.60048) Full Text: DOI
Choulli, Tahir; Schweizer, Martin Locally \(\Phi\)-integrable \(\sigma\)-martingale densities for general semimartingales. (English) Zbl 1337.60083 Stochastics 88, No. 2, 191-266 (2016). MSC: 60G48 60G44 60G07 91G80 91B02 PDF BibTeX XML Cite \textit{T. Choulli} and \textit{M. Schweizer}, Stochastics 88, No. 2, 191--266 (2016; Zbl 1337.60083) Full Text: DOI