Faÿ, Gilles Moment bounds for non-linear functionals of the periodogram. (English) Zbl 1191.62158 Stochastic Processes Appl. 120, No. 6, 983-1009 (2010). MSC: 62M15 65T50 62M10 PDFBibTeX XMLCite \textit{G. Faÿ}, Stochastic Processes Appl. 120, No. 6, 983--1009 (2010; Zbl 1191.62158) Full Text: DOI arXiv
Pra, Paolo Dai; Louis, Pierre-Yves; Minelli, Ida Germana Realizable monotonicity for continuous-time Markov processes. (English) Zbl 1200.60064 Stochastic Processes Appl. 120, No. 6, 959-982 (2010). Reviewer: Roman Urban (Wrocław) MSC: 60J27 60J10 60E15 90C90 PDFBibTeX XMLCite \textit{P. D. Pra} et al., Stochastic Processes Appl. 120, No. 6, 959--982 (2010; Zbl 1200.60064) Full Text: DOI arXiv
Nagahata, Yukio Spectral gap for zero-range processes with jump rate \(g(x)=x^{\gamma}\). (English) Zbl 1195.60127 Stochastic Processes Appl. 120, No. 6, 949-958 (2010). MSC: 60K35 PDFBibTeX XMLCite \textit{Y. Nagahata}, Stochastic Processes Appl. 120, No. 6, 949--958 (2010; Zbl 1195.60127) Full Text: DOI
Shcherbakov, Vadim; Volkov, Stanislav Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects. (English) Zbl 1202.60060 Stochastic Processes Appl. 120, No. 6, 926-948 (2010). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G17 60J20 60C05 PDFBibTeX XMLCite \textit{V. Shcherbakov} and \textit{S. Volkov}, Stochastic Processes Appl. 120, No. 6, 926--948 (2010; Zbl 1202.60060) Full Text: DOI arXiv
Depperschmidt, Andrej; Pfaffelhuber, Peter Asymptotics of a Brownian ratchet for protein translocation. (English) Zbl 1190.92007 Stochastic Processes Appl. 120, No. 6, 901-925 (2010). MSC: 92C37 92C40 60J65 60G55 PDFBibTeX XMLCite \textit{A. Depperschmidt} and \textit{P. Pfaffelhuber}, Stochastic Processes Appl. 120, No. 6, 901--925 (2010; Zbl 1190.92007) Full Text: DOI arXiv
Rossignol, Raphaël; Théret, Marie Law of large numbers for the maximal flow through tilted cylinders in two-dimensional first passage percolation. (English) Zbl 1196.60168 Stochastic Processes Appl. 120, No. 6, 873-900 (2010). MSC: 60K35 82B43 PDFBibTeX XMLCite \textit{R. Rossignol} and \textit{M. Théret}, Stochastic Processes Appl. 120, No. 6, 873--900 (2010; Zbl 1196.60168) Full Text: DOI arXiv
Choulli, Tahir; Vandaele, Nele; Vanmaele, Michèle The Föllmer-Schweizer decomposition: comparison and description. (English) Zbl 1196.60077 Stochastic Processes Appl. 120, No. 6, 853-872 (2010). Reviewer: Thomas Wakefield (Youngstown) MSC: 60G46 PDFBibTeX XMLCite \textit{T. Choulli} et al., Stochastic Processes Appl. 120, No. 6, 853--872 (2010; Zbl 1196.60077) Full Text: DOI
Fukasawa, Masaaki Realized volatility with stochastic sampling. (English) Zbl 1191.62176 Stochastic Processes Appl. 120, No. 6, 829-852 (2010). MSC: 62P05 91G70 60F05 62E20 PDFBibTeX XMLCite \textit{M. Fukasawa}, Stochastic Processes Appl. 120, No. 6, 829--852 (2010; Zbl 1191.62176) Full Text: DOI
Barbe, Ph.; McCormick, W. P. An extension of a logarithmic form of Cramér’s ruin theorem to some FARIMA and related processes. (English) Zbl 1202.60039 Stochastic Processes Appl. 120, No. 6, 801-828 (2010). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60F10 60G70 60G50 62P05 60F99 60K25 60K99 PDFBibTeX XMLCite \textit{Ph. Barbe} and \textit{W. P. McCormick}, Stochastic Processes Appl. 120, No. 6, 801--828 (2010; Zbl 1202.60039) Full Text: DOI arXiv
Maticiuc, Lucian; Răşcanu, Aurel A stochastic approach to a multivalued Dirichlet-Neumann problem. (English) Zbl 1195.35192 Stochastic Processes Appl. 120, No. 6, 777-800 (2010). MSC: 35K85 60H10 60H30 47J20 49J40 35R60 35D40 PDFBibTeX XMLCite \textit{L. Maticiuc} and \textit{A. Răşcanu}, Stochastic Processes Appl. 120, No. 6, 777--800 (2010; Zbl 1195.35192) Full Text: DOI arXiv
Dozzi, Marco; López-Mimbela, José Alfredo Finite-time blowup and existence of global positive solutions of a semi-linear SPDE. (English) Zbl 1193.35258 Stochastic Processes Appl. 120, No. 6, 767-776 (2010). MSC: 35R60 60H15 35B09 35B44 PDFBibTeX XMLCite \textit{M. Dozzi} and \textit{J. A. López-Mimbela}, Stochastic Processes Appl. 120, No. 6, 767--776 (2010; Zbl 1193.35258) Full Text: DOI arXiv