Jourdain, Benjamin; Pagès, Gilles Convex order, quantization and monotone approximations of ARCH models. (English) Zbl 1515.60116 J. Theor. Probab. 35, No. 4, 2480-2517 (2022). MSC: 60G42 94A29 62M10 PDFBibTeX XMLCite \textit{B. Jourdain} and \textit{G. Pagès}, J. Theor. Probab. 35, No. 4, 2480--2517 (2022; Zbl 1515.60116) Full Text: DOI arXiv
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 1495.60023 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G22 60G18 60G17 60G05 60G15 PDFBibTeX XMLCite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 1495.60023) Full Text: DOI arXiv
Franceschi, S. Green’s functions with oblique Neumann boundary conditions in the quadrant. (English) Zbl 1481.30026 J. Theor. Probab. 34, No. 4, 1775-1810 (2021). MSC: 30E25 60J45 60J65 60H30 PDFBibTeX XMLCite \textit{S. Franceschi}, J. Theor. Probab. 34, No. 4, 1775--1810 (2021; Zbl 1481.30026) Full Text: DOI arXiv
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. (English) Zbl 1456.35198 J. Theor. Probab. 34, No. 1, 173-205 (2021). MSC: 35Q84 60J76 60J25 35A01 35A02 PDFBibTeX XMLCite \textit{L. Döring} et al., J. Theor. Probab. 34, No. 1, 173--205 (2021; Zbl 1456.35198) Full Text: DOI arXiv
Bogso, Antoine-Marie Mean residual life processes and associated submartingales. (English) Zbl 1465.60019 J. Theor. Probab. 33, No. 1, 36-64 (2020). Reviewer: Ferenc Weisz (Budapest) MSC: 60E15 60G44 60J25 32F17 PDFBibTeX XMLCite \textit{A.-M. Bogso}, J. Theor. Probab. 33, No. 1, 36--64 (2020; Zbl 1465.60019) Full Text: DOI arXiv
Sarantsev, Andrey Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution. (English) Zbl 1378.60105 J. Theor. Probab. 30, No. 3, 1200-1223 (2017). MSC: 60J60 60J55 60J65 60H10 60K35 PDFBibTeX XMLCite \textit{A. Sarantsev}, J. Theor. Probab. 30, No. 3, 1200--1223 (2017; Zbl 1378.60105) Full Text: DOI arXiv
Obłój, Jan; Pistorius, Martijn On an explicit Skorokhod embedding for spectrally negative Lévy processes. (English) Zbl 1166.60028 J. Theor. Probab. 22, No. 2, 418-440 (2009). MSC: 60G51 60G44 60G40 PDFBibTeX XMLCite \textit{J. Obłój} and \textit{M. Pistorius}, J. Theor. Probab. 22, No. 2, 418--440 (2009; Zbl 1166.60028) Full Text: DOI arXiv