Bandini, Elena; Cosso, Andrea; Fuhrman, Marco; Pham, Huyên Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem. (English) Zbl 1405.93229 Stochastic Processes Appl. 129, No. 2, 674-711 (2019). MSC: 93E20 60G35 60H30 93C20 90C39 49L25 49N10 PDF BibTeX XML Cite \textit{E. Bandini} et al., Stochastic Processes Appl. 129, No. 2, 674--711 (2019; Zbl 1405.93229) Full Text: DOI
Li, Juan; Zhao, Nana Representation of asymptotic values for nonexpansive stochastic control systems. (English) Zbl 1405.60079 Stochastic Processes Appl. 129, No. 2, 634-673 (2019). MSC: 60H10 60K35 PDF BibTeX XML Cite \textit{J. Li} and \textit{N. Zhao}, Stochastic Processes Appl. 129, No. 2, 634--673 (2019; Zbl 1405.60079) Full Text: DOI arXiv
Hu, Yaozhong; Øksendal, Bernt Linear Volterra backward stochastic integral equations. (English) Zbl 1405.60074 Stochastic Processes Appl. 129, No. 2, 626-633 (2019). MSC: 60H07 60H20 60H30 45D05 45R05 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{B. Øksendal}, Stochastic Processes Appl. 129, No. 2, 626--633 (2019; Zbl 1405.60074) Full Text: DOI
Feng, Runhuan; Kuznetsov, Alexey; Yang, Fenghao Exponential functionals of Lévy processes and variable annuity guaranteed benefits. (English) Zbl 1405.60060 Stochastic Processes Appl. 129, No. 2, 604-625 (2019). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{R. Feng} et al., Stochastic Processes Appl. 129, No. 2, 604--625 (2019; Zbl 1405.60060) Full Text: DOI arXiv
Kamphorst, Bart; Zwart, Bert Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift. (English) Zbl 1403.60038 Stochastic Processes Appl. 129, No. 2, 572-603 (2019). MSC: 60G51 60K25 PDF BibTeX XML Cite \textit{B. Kamphorst} and \textit{B. Zwart}, Stochastic Processes Appl. 129, No. 2, 572--603 (2019; Zbl 1403.60038) Full Text: DOI arXiv
Rey, Clément Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process. (English) Zbl 1404.60097 Stochastic Processes Appl. 129, No. 2, 539-571 (2019). MSC: 60H35 60H10 60J60 65C30 PDF BibTeX XML Cite \textit{C. Rey}, Stochastic Processes Appl. 129, No. 2, 539--571 (2019; Zbl 1404.60097) Full Text: DOI
Leckey, Kevin; Neininger, Ralph; Sulzbach, Henning Process convergence for the complexity of radix selection on Markov sources. (English) Zbl 1405.60042 Stochastic Processes Appl. 129, No. 2, 507-538 (2019). MSC: 60F17 60G15 68P10 60C05 68Q25 PDF BibTeX XML Cite \textit{K. Leckey} et al., Stochastic Processes Appl. 129, No. 2, 507--538 (2019; Zbl 1405.60042) Full Text: DOI arXiv
Kulik, Alexei M. On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise. (English) Zbl 1405.60117 Stochastic Processes Appl. 129, No. 2, 473-506 (2019). MSC: 60J35 60J75 35S05 35S10 47G30 60H10 PDF BibTeX XML Cite \textit{A. M. Kulik}, Stochastic Processes Appl. 129, No. 2, 473--506 (2019; Zbl 1405.60117) Full Text: DOI
Dareiotis, Konstantinos; Ekström, Erik Density symmetries for a class of 2-D diffusions with applications to finance. (English) Zbl 1403.60046 Stochastic Processes Appl. 129, No. 2, 452-472 (2019). MSC: 60H10 91G30 PDF BibTeX XML Cite \textit{K. Dareiotis} and \textit{E. Ekström}, Stochastic Processes Appl. 129, No. 2, 452--472 (2019; Zbl 1403.60046) Full Text: DOI arXiv
Todorov, Viktor Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale. (English) Zbl 1409.62164 Stochastic Processes Appl. 129, No. 2, 419-451 (2019). MSC: 62M05 62G07 62G20 60J75 PDF BibTeX XML Cite \textit{V. Todorov}, Stochastic Processes Appl. 129, No. 2, 419--451 (2019; Zbl 1409.62164) Full Text: DOI
Sun, Jingrui; Yong, Jiongmin Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria. (English) Zbl 1405.91025 Stochastic Processes Appl. 129, No. 2, 381-418 (2019). MSC: 91A15 91A23 91A05 60H10 49N70 49N10 PDF BibTeX XML Cite \textit{J. Sun} and \textit{J. Yong}, Stochastic Processes Appl. 129, No. 2, 381--418 (2019; Zbl 1405.91025) Full Text: DOI arXiv
Ernst, Philip A.; Kendall, Wilfrid S.; Roberts, Gareth O.; Rosenthal, Jeffrey S. MEXIT: maximal un-coupling times for stochastic processes. (English) Zbl 1403.60062 Stochastic Processes Appl. 129, No. 2, 355-380 (2019). MSC: 60J10 60K35 PDF BibTeX XML Cite \textit{P. A. Ernst} et al., Stochastic Processes Appl. 129, No. 2, 355--380 (2019; Zbl 1403.60062) Full Text: DOI