Oprisan, Adina Large deviation principle for additive functionals of semi-Markov processes. (English) Zbl 1522.60040 Stochastic Anal. Appl. 41, No. 2, 257-275 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F10 60F05 60F17 60G57 PDFBibTeX XMLCite \textit{A. Oprisan}, Stochastic Anal. Appl. 41, No. 2, 257--275 (2023; Zbl 1522.60040) Full Text: DOI
Scheffler, Peter; Schnurr, Alexander; Schulte, Daniel Operator-stable-like processes. (English) Zbl 1515.60265 Stochastic Anal. Appl. 41, No. 2, 185-213 (2023). MSC: 60J25 60J76 60G17 60H10 PDFBibTeX XMLCite \textit{P. Scheffler} et al., Stochastic Anal. Appl. 41, No. 2, 185--213 (2023; Zbl 1515.60265) Full Text: DOI arXiv
Yu, Qian; Shen, Guangjun; Yin, Xiuwei Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process. (English) Zbl 1500.60054 Stochastic Anal. Appl. 40, No. 6, 978-995 (2022). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J65 60G18 60J55 PDFBibTeX XMLCite \textit{Q. Yu} et al., Stochastic Anal. Appl. 40, No. 6, 978--995 (2022; Zbl 1500.60054) Full Text: DOI arXiv
Leonenko, Nikolai; Pirozzi, Enrica First passage times for some classes of fractional time-changed diffusions. (English) Zbl 1495.60075 Stochastic Anal. Appl. 40, No. 4, 735-763 (2022). MSC: 60J60 60G15 60G22 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{E. Pirozzi}, Stochastic Anal. Appl. 40, No. 4, 735--763 (2022; Zbl 1495.60075) Full Text: DOI
Qiao, Huijie Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises. (English) Zbl 1492.60100 Stochastic Anal. Appl. 40, No. 2, 352-379 (2022). MSC: 60G35 60G51 60H10 PDFBibTeX XMLCite \textit{H. Qiao}, Stochastic Anal. Appl. 40, No. 2, 352--379 (2022; Zbl 1492.60100) Full Text: DOI arXiv
Golui, Subrata; Pal, Chandan Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion. (English) Zbl 1482.91016 Stochastic Anal. Appl. 40, No. 1, 78-95 (2022). MSC: 91A15 91A10 91A05 60J27 PDFBibTeX XMLCite \textit{S. Golui} and \textit{C. Pal}, Stochastic Anal. Appl. 40, No. 1, 78--95 (2022; Zbl 1482.91016) Full Text: DOI
Gapeev, Pavel V.; Rodosthenous, Neofytos Optimal stopping games in models with various information flows. (English) Zbl 1490.60098 Stochastic Anal. Appl. 39, No. 6, 1050-1094 (2021). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 34K10 60J60 60J27 62M20 PDFBibTeX XMLCite \textit{P. V. Gapeev} and \textit{N. Rodosthenous}, Stochastic Anal. Appl. 39, No. 6, 1050--1094 (2021; Zbl 1490.60098) Full Text: DOI Link
Jiang, Yupeng; Macrina, Andrea; Peters, Gareth W. Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods. (English) Zbl 1480.60236 Stochastic Anal. Appl. 39, No. 4, 569-609 (2021). MSC: 60J60 60J70 60J65 PDFBibTeX XMLCite \textit{Y. Jiang} et al., Stochastic Anal. Appl. 39, No. 4, 569--609 (2021; Zbl 1480.60236) Full Text: DOI arXiv
Al-Obaidi, Ali H. M.; Dshalalow, Jewgeni H. Generalized Poisson measures on topological spaces and applications. (English) Zbl 1477.60076 Stochastic Anal. Appl. 39, No. 3, 525-548 (2021). MSC: 60G57 60G55 60H05 PDFBibTeX XMLCite \textit{A. H. M. Al-Obaidi} and \textit{J. H. Dshalalow}, Stochastic Anal. Appl. 39, No. 3, 525--548 (2021; Zbl 1477.60076) Full Text: DOI
Fatheddin, Parisa The law of the iterated logarithm for a class of SPDEs. (English) Zbl 1473.60059 Stochastic Anal. Appl. 39, No. 1, 113-135 (2021). Reviewer: David Prömel (Mannheim) MSC: 60F10 60H15 60J70 PDFBibTeX XMLCite \textit{P. Fatheddin}, Stochastic Anal. Appl. 39, No. 1, 113--135 (2021; Zbl 1473.60059) Full Text: DOI arXiv
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai Tempered fractional Poisson processes and fractional equations with \(Z\)-transform. (English) Zbl 1472.60070 Stochastic Anal. Appl. 38, No. 5, 939-957 (2020). MSC: 60G22 60G55 60E07 60G20 PDFBibTeX XMLCite \textit{N. Gupta} et al., Stochastic Anal. Appl. 38, No. 5, 939--957 (2020; Zbl 1472.60070) Full Text: DOI arXiv
Vuillermot, Pierre-A. On Bernstein processes of maximal entropy. (English) Zbl 1472.60108 Stochastic Anal. Appl. 38, No. 5, 886-908 (2020). MSC: 60H25 60H15 PDFBibTeX XMLCite \textit{P.-A. Vuillermot}, Stochastic Anal. Appl. 38, No. 5, 886--908 (2020; Zbl 1472.60108) Full Text: DOI arXiv
Czapla, Dawid; Hille, Sander C.; Horbacz, Katarzyna; Wojewódka-Ściążko, Hanna The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations. (English) Zbl 1472.60125 Stochastic Anal. Appl. 39, No. 2, 357-379 (2020). MSC: 60J25 60J74 60F17 47D07 PDFBibTeX XMLCite \textit{D. Czapla} et al., Stochastic Anal. Appl. 39, No. 2, 357--379 (2020; Zbl 1472.60125) Full Text: DOI arXiv
Sala, Carlo; Barone-Adesi, Giovanni Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set. (English) Zbl 1445.91064 Stochastic Anal. Appl. 38, No. 4, 686-707 (2020). MSC: 91G20 60G44 62P05 PDFBibTeX XMLCite \textit{C. Sala} and \textit{G. Barone-Adesi}, Stochastic Anal. Appl. 38, No. 4, 686--707 (2020; Zbl 1445.91064) Full Text: DOI
Zhang, Xiaoyu; Xu, Yong; Schmalfuß, Björn; Pei, Bin Random attractors for stochastic differential equations driven by two-sided Lévy processes. (English) Zbl 1428.37050 Stochastic Anal. Appl. 37, No. 6, 1028-1041 (2019). MSC: 37G35 37H20 60H10 37H10 60G65 PDFBibTeX XMLCite \textit{X. Zhang} et al., Stochastic Anal. Appl. 37, No. 6, 1028--1041 (2019; Zbl 1428.37050) Full Text: DOI
Saravanakumar, S.; Balasubramaniam, P. On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process. (English) Zbl 1428.34022 Stochastic Anal. Appl. 37, No. 6, 955-976 (2019). MSC: 34A08 60H10 34G20 34F05 47N20 34A37 PDFBibTeX XMLCite \textit{S. Saravanakumar} and \textit{P. Balasubramaniam}, Stochastic Anal. Appl. 37, No. 6, 955--976 (2019; Zbl 1428.34022) Full Text: DOI
Arnaudon, Marc; Del Moral, Pierre A variational approach to nonlinear and interacting diffusions. (English) Zbl 1480.65025 Stochastic Anal. Appl. 37, No. 5, 717-748 (2019). MSC: 65C35 82M30 58J65 47J20 PDFBibTeX XMLCite \textit{M. Arnaudon} and \textit{P. Del Moral}, Stochastic Anal. Appl. 37, No. 5, 717--748 (2019; Zbl 1480.65025) Full Text: DOI arXiv
Gasiński, Leszek; Papageorgiou, Nikolaos S. Convergence theorems for adapted sequences of random sets. (English) Zbl 1469.60131 Stochastic Anal. Appl. 37, No. 2, 189-218 (2019). MSC: 60G48 28B20 46B22 60G42 PDFBibTeX XMLCite \textit{L. Gasiński} and \textit{N. S. Papageorgiou}, Stochastic Anal. Appl. 37, No. 2, 189--218 (2019; Zbl 1469.60131) Full Text: DOI
Maheshwari, A.; Vellaisamy, P. Non-homogeneous space-time fractional Poisson processes. (English) Zbl 1488.60098 Stochastic Anal. Appl. 37, No. 2, 137-154 (2019). MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{A. Maheshwari} and \textit{P. Vellaisamy}, Stochastic Anal. Appl. 37, No. 2, 137--154 (2019; Zbl 1488.60098) Full Text: DOI arXiv
Kang, Yuan Bao Martingale representation theorem for \(G\)-Brownian motion. (English) Zbl 1488.60145 Stochastic Anal. Appl. 37, No. 1, 19-35 (2019). MSC: 60H10 60H05 60H30 PDFBibTeX XMLCite \textit{Y. B. Kang}, Stochastic Anal. Appl. 37, No. 1, 19--35 (2019; Zbl 1488.60145) Full Text: DOI
Al-Obaidi, Ali H. M.; Dshalalow, Jewgeni H. On intensities of perturbed random measures on Hausdorff spaces. (English) Zbl 1465.60042 Stochastic Anal. Appl. 36, No. 6, 932-959 (2018). MSC: 60G57 60G55 60H30 60H05 PDFBibTeX XMLCite \textit{A. H. M. Al-Obaidi} and \textit{J. H. Dshalalow}, Stochastic Anal. Appl. 36, No. 6, 932--959 (2018; Zbl 1465.60042) Full Text: DOI
Jakubowski, Jacek; Wiśniewolski, Maciej Invariance formulas for stopping times of squared Bessel process. (English) Zbl 1401.60143 Stochastic Anal. Appl. 36, No. 4, 671-699 (2018). MSC: 60J25 60H30 60G40 PDFBibTeX XMLCite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Stochastic Anal. Appl. 36, No. 4, 671--699 (2018; Zbl 1401.60143) Full Text: DOI
Palmowski, Zbigniew; Stettner, Łukasz; Sulima, Anna A note on chaotic and predictable representations for Itô-Markov additive processes. (English) Zbl 1401.60145 Stochastic Anal. Appl. 36, No. 4, 622-638 (2018). MSC: 60J27 60H05 PDFBibTeX XMLCite \textit{Z. Palmowski} et al., Stochastic Anal. Appl. 36, No. 4, 622--638 (2018; Zbl 1401.60145) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion. (English) Zbl 1401.62137 Stochastic Anal. Appl. 36, No. 4, 600-612 (2018). MSC: 62M09 62F12 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 36, No. 4, 600--612 (2018; Zbl 1401.62137) Full Text: DOI
Lassalle, Rémi Causal transport plans and their Monge-Kantorovich problems. (English) Zbl 1385.93087 Stochastic Anal. Appl. 36, No. 3, 452-484 (2018). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{R. Lassalle}, Stochastic Anal. Appl. 36, No. 3, 452--484 (2018; Zbl 1385.93087) Full Text: DOI arXiv
Sakthivel, R.; Revathi, P.; Ren, Yong; Shen, Guangjun Retarded stochastic differential equations with infinite delay driven by Rosenblatt process. (English) Zbl 1392.60054 Stochastic Anal. Appl. 36, No. 2, 304-323 (2018). Reviewer: Xiaohu Wang (Chengdu) MSC: 60H10 34K50 34K30 60G18 PDFBibTeX XMLCite \textit{R. Sakthivel} et al., Stochastic Anal. Appl. 36, No. 2, 304--323 (2018; Zbl 1392.60054) Full Text: DOI
Confortola, Fulvia; Fuhrman, Marco; Guatteri, Giuseppina; Tessitore, Gianmario Linear-quadratic optimal control under non-Markovian switching. (English) Zbl 1390.93865 Stochastic Anal. Appl. 36, No. 1, 166-180 (2018). MSC: 93E20 60H10 PDFBibTeX XMLCite \textit{F. Confortola} et al., Stochastic Anal. Appl. 36, No. 1, 166--180 (2018; Zbl 1390.93865) Full Text: DOI arXiv
Li, Juan; Min, Hui Weak solutions of mean-field stochastic differential equations. (English) Zbl 1408.60046 Stochastic Anal. Appl. 35, No. 3, 542-568 (2017). MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{J. Li} and \textit{H. Min}, Stochastic Anal. Appl. 35, No. 3, 542--568 (2017; Zbl 1408.60046) Full Text: DOI
Giorgi, Federico; Pacchiarotti, Barbara Large deviations for conditional Volterra processes. (English) Zbl 1359.60041 Stochastic Anal. Appl. 35, No. 2, 191-210 (2017). MSC: 60F10 60G15 65C05 PDFBibTeX XMLCite \textit{F. Giorgi} and \textit{B. Pacchiarotti}, Stochastic Anal. Appl. 35, No. 2, 191--210 (2017; Zbl 1359.60041) Full Text: DOI
Leonenko, N. N.; Ruiz-Medina, M. D.; Taqqu, M. S. Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence. (English) Zbl 1359.60066 Stochastic Anal. Appl. 35, No. 1, 144-177 (2017). MSC: 60G60 60G15 60F99 60E07 60E10 60H05 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stochastic Anal. Appl. 35, No. 1, 144--177 (2017; Zbl 1359.60066) Full Text: DOI arXiv Link
Žák, František Existence of equilibrium for infinite system of interacting diffusions. (English) Zbl 1350.60106 Stochastic Anal. Appl. 34, No. 6, 1057-1082 (2016). MSC: 60K35 60J60 60H10 37A25 PDFBibTeX XMLCite \textit{F. Žák}, Stochastic Anal. Appl. 34, No. 6, 1057--1082 (2016; Zbl 1350.60106) Full Text: DOI arXiv
Kohatsu-Higa, Arturo; Li, Libo Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients. (English) Zbl 1350.60050 Stochastic Anal. Appl. 34, No. 6, 979-1024 (2016). MSC: 60H10 60J75 60G51 60J35 PDFBibTeX XMLCite \textit{A. Kohatsu-Higa} and \textit{L. Li}, Stochastic Anal. Appl. 34, No. 6, 979--1024 (2016; Zbl 1350.60050) Full Text: DOI
Florchinger, Patrick Finite-dimensional filter for a class of nonlinear systems with correlated noises. (English) Zbl 1346.93376 Stochastic Anal. Appl. 34, No. 5, 882-892 (2016). MSC: 93E11 60G35 60G57 60H10 60H15 PDFBibTeX XMLCite \textit{P. Florchinger}, Stochastic Anal. Appl. 34, No. 5, 882--892 (2016; Zbl 1346.93376) Full Text: DOI
Ma, Chunsheng Isotropic covariance matrix polynomials on spheres. (English) Zbl 1342.60052 Stochastic Anal. Appl. 34, No. 4, 679-706 (2016). MSC: 60G10 60G15 60G60 62M30 PDFBibTeX XMLCite \textit{C. Ma}, Stochastic Anal. Appl. 34, No. 4, 679--706 (2016; Zbl 1342.60052) Full Text: DOI
Vuillermot, Pierre-A.; Zambrini, Jean-C. On some Gaussian Bernstein processes in \(\mathbb{R}^N\) and the periodic Ornstein-Uhlenbeck process. (English) Zbl 1342.35134 Stochastic Anal. Appl. 34, No. 4, 573-597 (2016). MSC: 35K20 60H30 60K99 PDFBibTeX XMLCite \textit{P.-A. Vuillermot} and \textit{J.-C. Zambrini}, Stochastic Anal. Appl. 34, No. 4, 573--597 (2016; Zbl 1342.35134) Full Text: DOI arXiv
Ma, Chunsheng Stochastic representations of isotropic vector random fields on spheres. (English) Zbl 1341.60043 Stochastic Anal. Appl. 34, No. 3, 389-403 (2016). MSC: 60G60 60G15 62M10 62M30 PDFBibTeX XMLCite \textit{C. Ma}, Stochastic Anal. Appl. 34, No. 3, 389--403 (2016; Zbl 1341.60043) Full Text: DOI
Florchinger, Patrick Exact finite-dimensional filter for exponential functionals of the state of Beneš systems. (English) Zbl 1331.93200 Stochastic Anal. Appl. 33, No. 6, 1056-1067 (2015). MSC: 93E11 93E10 60G35 60G57 60H10 60H15 PDFBibTeX XMLCite \textit{P. Florchinger}, Stochastic Anal. Appl. 33, No. 6, 1056--1067 (2015; Zbl 1331.93200) Full Text: DOI
Hinz, Michael Magnetic energies and Feynman-Kac-Itô formulas for symmetric Markov processes. (English) Zbl 1329.60266 Stochastic Anal. Appl. 33, No. 6, 1020-1049 (2015). MSC: 60J25 60H05 60J35 60J55 60J45 60J75 47A07 81Q10 81Q35 28A80 PDFBibTeX XMLCite \textit{M. Hinz}, Stochastic Anal. Appl. 33, No. 6, 1020--1049 (2015; Zbl 1329.60266) Full Text: DOI arXiv
Takahashi, Hiroshi; Kanagawa, Shuya; Yoshihara, Ken-Ichi Asymptotic behavior of solutions of some difference equations defined by weakly dependent random vectors. (English) Zbl 1333.39014 Stochastic Anal. Appl. 33, No. 4, 740-755 (2015). Reviewer: Ondřej Došlý (Brno) MSC: 39A50 39A30 60G10 60H10 39A12 PDFBibTeX XMLCite \textit{H. Takahashi} et al., Stochastic Anal. Appl. 33, No. 4, 740--755 (2015; Zbl 1333.39014) Full Text: DOI
Alvarez-Andrade, Sergio; Bouzebda, Salim On the local time of the weighted bootstrap and compound empirical processes. (English) Zbl 1327.62315 Stochastic Anal. Appl. 33, No. 4, 609-629 (2015). MSC: 62G30 60F17 62F40 62G07 60F15 60J55 PDFBibTeX XMLCite \textit{S. Alvarez-Andrade} and \textit{S. Bouzebda}, Stochastic Anal. Appl. 33, No. 4, 609--629 (2015; Zbl 1327.62315) Full Text: DOI
Sokol, Alexander; Hansen, Niels Richard Exponential martingales and changes of measure for counting processes. (English) Zbl 1325.60063 Stochastic Anal. Appl. 33, No. 5, 823-843 (2015). MSC: 60G44 60H05 60G55 60J60 60J27 PDFBibTeX XMLCite \textit{A. Sokol} and \textit{N. R. Hansen}, Stochastic Anal. Appl. 33, No. 5, 823--843 (2015; Zbl 1325.60063) Full Text: DOI arXiv
Mikulevičius, Remigijus; Zhang, Changyong Weak Euler approximation for Itô diffusion and jump processes. (English) Zbl 1317.60100 Stochastic Anal. Appl. 33, No. 3, 549-571 (2015). MSC: 60J60 60J75 60H10 60H30 60G52 35S10 PDFBibTeX XMLCite \textit{R. Mikulevičius} and \textit{C. Zhang}, Stochastic Anal. Appl. 33, No. 3, 549--571 (2015; Zbl 1317.60100) Full Text: DOI arXiv
Chang, Mou-Hsiung Recurrence and transience of quantum Markov semigroups. (English) Zbl 1329.46061 Stochastic Anal. Appl. 33, No. 1, 123-198 (2015). MSC: 46L57 60J35 81Q99 PDFBibTeX XMLCite \textit{M.-H. Chang}, Stochastic Anal. Appl. 33, No. 1, 123--198 (2015; Zbl 1329.46061) Full Text: DOI
Elliott, Robert J.; Siu, Tak Kuen A note on differentiability in a Markov chain market using stochastic flows. (English) Zbl 1336.91073 Stochastic Anal. Appl. 33, No. 1, 110-122 (2015). Reviewer: Gianluca Cassese (Milano) MSC: 91G20 91G80 60J28 60H30 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{T. K. Siu}, Stochastic Anal. Appl. 33, No. 1, 110--122 (2015; Zbl 1336.91073) Full Text: DOI
Cruzeiro, Ana Bela; Vuillermot, Pierre-A. Forward-backward stochastic differential equations generated by Bernstein diffusions. (English) Zbl 1336.60110 Stochastic Anal. Appl. 33, No. 1, 91-109 (2015). MSC: 60H10 60H30 60J60 PDFBibTeX XMLCite \textit{A. B. Cruzeiro} and \textit{P.-A. Vuillermot}, Stochastic Anal. Appl. 33, No. 1, 91--109 (2015; Zbl 1336.60110) Full Text: DOI arXiv HAL
Michta, Mariusz; Świątek, Kamil Łukasz Set-valued stochastic integrals and equations with respect to two-parameter martingales. (English) Zbl 1310.60066 Stochastic Anal. Appl. 33, No. 1, 40-66 (2015). MSC: 60H05 60H20 60G44 60H99 60G60 PDFBibTeX XMLCite \textit{M. Michta} and \textit{K. Ł. Świątek}, Stochastic Anal. Appl. 33, No. 1, 40--66 (2015; Zbl 1310.60066) Full Text: DOI
Xiong, Dewen The exp-UIV for markets with partial information and complete information. (English) Zbl 1311.91199 Stochastic Anal. Appl. 32, No. 5, 851-875 (2014). Reviewer: Monique Pontier (Toulouse) MSC: 91G80 60H30 60G44 PDFBibTeX XMLCite \textit{D. Xiong}, Stochastic Anal. Appl. 32, No. 5, 851--875 (2014; Zbl 1311.91199) Full Text: DOI
Wang, Feng-Yu Derivative formula and Harnack inequality for SDEs driven by Lévy processes. (English) Zbl 1296.60230 Stochastic Anal. Appl. 32, No. 1, 30-49 (2014). Reviewer: Andrzej Świerniak (Gliwice) MSC: 60J75 60J45 60H10 80A20 60H25 PDFBibTeX XMLCite \textit{F.-Y. Wang}, Stochastic Anal. Appl. 32, No. 1, 30--49 (2014; Zbl 1296.60230) Full Text: DOI arXiv
Parczewski, Peter A fractional Donsker theorem. (English) Zbl 1291.60063 Stochastic Anal. Appl. 32, No. 2, 328-347 (2014). MSC: 60F17 60G22 60G15 PDFBibTeX XMLCite \textit{P. Parczewski}, Stochastic Anal. Appl. 32, No. 2, 328--347 (2014; Zbl 1291.60063) Full Text: DOI
Hanif, Muhammad Local linear estimation of jump-diffusion models by using asymmetric kernels. (English) Zbl 1283.62172 Stochastic Anal. Appl. 31, No. 6, 956-974 (2013). MSC: 62M05 62G05 60J60 60J75 62G20 PDFBibTeX XMLCite \textit{M. Hanif}, Stochastic Anal. Appl. 31, No. 6, 956--974 (2013; Zbl 1283.62172) Full Text: DOI
Ben Alaya, Mohamed; Kebaier, Ahmed Asymptotic behavior of the maximum likelihood estimator for ergodic and nonergodic square-root diffusions. (English) Zbl 1381.60111 Stochastic Anal. Appl. 31, No. 4, 552-573 (2013). MSC: 60J60 60F05 62F12 PDFBibTeX XMLCite \textit{M. Ben Alaya} and \textit{A. Kebaier}, Stochastic Anal. Appl. 31, No. 4, 552--573 (2013; Zbl 1381.60111) Full Text: DOI HAL
Anh, V. V.; Leonenko, N. N.; Ruiz-Medina, M. D. Macroscaling limit theorems for filtered spatiotemporal random fields. (English) Zbl 1327.62095 Stochastic Anal. Appl. 31, No. 3, 460-508 (2013). MSC: 62F05 60G10 60G20 60G15 62J02 PDFBibTeX XMLCite \textit{V. V. Anh} et al., Stochastic Anal. Appl. 31, No. 3, 460--508 (2013; Zbl 1327.62095) Full Text: DOI
Liao, Yuan; Rosalsky, Andrew Some strong laws for normed weighted sums of stochastically dominated Banach space valued random elements irrespective of their joint distributions. (English) Zbl 1268.60039 Stochastic Anal. Appl. 31, No. 3, 427-439 (2013). MSC: 60F15 60B12 60B11 PDFBibTeX XMLCite \textit{Y. Liao} and \textit{A. Rosalsky}, Stochastic Anal. Appl. 31, No. 3, 427--439 (2013; Zbl 1268.60039) Full Text: DOI
Fernando, B. P. W.; Sritharan, S. S. Nonlinear filtering of stochastic Navier-Stokes equation with Itô-Lévy noise. (English) Zbl 1311.60068 Stochastic Anal. Appl. 31, No. 3, 381-426 (2013). Reviewer: Feng-Yu Wang (Swansea) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{B. P. W. Fernando} and \textit{S. S. Sritharan}, Stochastic Anal. Appl. 31, No. 3, 381--426 (2013; Zbl 1311.60068) Full Text: DOI
Olenko, Andriy Limit theorems for weighted functionals of cyclical long-range dependent random fields. (English) Zbl 1267.60056 Stochastic Anal. Appl. 31, No. 2, 199-213 (2013). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G60 60F17 PDFBibTeX XMLCite \textit{A. Olenko}, Stochastic Anal. Appl. 31, No. 2, 199--213 (2013; Zbl 1267.60056) Full Text: DOI arXiv
Barczy, Mátyás; Döring, Leif On entire moments of self-similar Markov processes. (English) Zbl 1264.60027 Stochastic Anal. Appl. 31, No. 2, 191-198 (2013). MSC: 60G18 60H10 60G51 PDFBibTeX XMLCite \textit{M. Barczy} and \textit{L. Döring}, Stochastic Anal. Appl. 31, No. 2, 191--198 (2013; Zbl 1264.60027) Full Text: DOI arXiv
Goutte, Stéphane; Oudjane, Nadia; Russo, Francesco On some expectation and derivative operators related to integral representations of random variables with respect to a PII process. (English) Zbl 1288.60058 Stochastic Anal. Appl. 31, No. 1, 108-141 (2013). Reviewer: Antonis Papapantoleon (Berlin) MSC: 60G51 60H05 91G20 PDFBibTeX XMLCite \textit{S. Goutte} et al., Stochastic Anal. Appl. 31, No. 1, 108--141 (2013; Zbl 1288.60058) Full Text: DOI arXiv
Oprisan, Adina; Korzeniowski, Andrzej Large deviations via almost sure CLT for functionals of Markov processes. (English) Zbl 1270.60033 Stochastic Anal. Appl. 30, No. 5, 933-947 (2012). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F10 60B10 60F17 60J25 60G50 60G57 PDFBibTeX XMLCite \textit{A. Oprisan} and \textit{A. Korzeniowski}, Stochastic Anal. Appl. 30, No. 5, 933--947 (2012; Zbl 1270.60033) Full Text: DOI
Shahidi, F. A.; Ganiev, I. G. Vector valued martingale-ergodic and ergodic-martingale theorems. (English) Zbl 1268.47014 Stochastic Anal. Appl. 30, No. 5, 916-932 (2012). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 47A35 28D05 46G10 60G48 PDFBibTeX XMLCite \textit{F. A. Shahidi} and \textit{I. G. Ganiev}, Stochastic Anal. Appl. 30, No. 5, 916--932 (2012; Zbl 1268.47014) Full Text: DOI arXiv
Iglói, Endre; Barczy, Mátyás Path properties of dilatively stable processes and singularity of their distributions. (English) Zbl 1260.60072 Stochastic Anal. Appl. 30, No. 5, 831-848 (2012). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G18 PDFBibTeX XMLCite \textit{E. Iglói} and \textit{M. Barczy}, Stochastic Anal. Appl. 30, No. 5, 831--848 (2012; Zbl 1260.60072) Full Text: DOI arXiv
Bulut, Ummugul; Allen, Edward J. Derivation of SPDEs for correlated random walk transport models in one and two dimensions. (English) Zbl 1246.82089 Stochastic Anal. Appl. 30, No. 4, 553-567 (2012). MSC: 82C70 60H15 82C41 60H10 65C30 PDFBibTeX XMLCite \textit{U. Bulut} and \textit{E. J. Allen}, Stochastic Anal. Appl. 30, No. 4, 553--567 (2012; Zbl 1246.82089) Full Text: DOI
Kusuoka, Shigeo; Liang, Song A classical mechanical model of Brownian motion with one particle coupled to a random wave field. (English) Zbl 1246.60092 Stochastic Anal. Appl. 30, No. 3, 493-528 (2012). MSC: 60H30 34F05 60J60 60J65 PDFBibTeX XMLCite \textit{S. Kusuoka} and \textit{S. Liang}, Stochastic Anal. Appl. 30, No. 3, 493--528 (2012; Zbl 1246.60092) Full Text: DOI
Xiong, Dewen; Kohlmann, Michael Modeling the forward CDS spreads with jumps. (English) Zbl 1242.91198 Stochastic Anal. Appl. 30, No. 3, 375-402 (2012). MSC: 91G20 60H30 60G44 PDFBibTeX XMLCite \textit{D. Xiong} and \textit{M. Kohlmann}, Stochastic Anal. Appl. 30, No. 3, 375--402 (2012; Zbl 1242.91198) Full Text: DOI
Xiong, Dewen; Kohlmann, Michael Defaultable Bond markets with jumps. (English) Zbl 1257.91055 Stochastic Anal. Appl. 30, No. 2, 285-321 (2012). Reviewer: Henryk Gzyl (Caracas) MSC: 91G80 60H30 60G44 PDFBibTeX XMLCite \textit{D. Xiong} and \textit{M. Kohlmann}, Stochastic Anal. Appl. 30, No. 2, 285--321 (2012; Zbl 1257.91055) Full Text: DOI
Bourguin, Solesne; Tudor, Ciprian A. Berry-Esséen bounds for long memory moving averages via Stein’s method and Malliavin calculus. (English) Zbl 1236.60022 Stochastic Anal. Appl. 29, No. 5, 881-905 (2011). Reviewer: V. M. Kruglov (Moskva) MSC: 60F05 60H05 91G70 PDFBibTeX XMLCite \textit{S. Bourguin} and \textit{C. A. Tudor}, Stochastic Anal. Appl. 29, No. 5, 881--905 (2011; Zbl 1236.60022) Full Text: DOI arXiv
Koroliuk, V. S.; Limnios, N.; Samoilenko, I. V. Poisson approximation of impulsive recurrent process with semi-Markov switching. (English) Zbl 1236.60086 Stochastic Anal. Appl. 29, No. 5, 769-778 (2011). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60K15 60K37 60B10 60F17 60H25 PDFBibTeX XMLCite \textit{V. S. Koroliuk} et al., Stochastic Anal. Appl. 29, No. 5, 769--778 (2011; Zbl 1236.60086) Full Text: DOI arXiv
Chueshov, Igor; Millet, Annie Stochastic two-dimensional hydrodynamical systems: Wong-Zakai approximation and support theorem. (English) Zbl 1229.60078 Stochastic Anal. Appl. 29, No. 4, 570-611 (2011). Reviewer: Kai Liu (Liverpool) MSC: 60H15 60H30 PDFBibTeX XMLCite \textit{I. Chueshov} and \textit{A. Millet}, Stochastic Anal. Appl. 29, No. 4, 570--611 (2011; Zbl 1229.60078) Full Text: DOI arXiv
Dogan, Elife; Allen, Edward J. Derivation of stochastic partial differential equations for reaction-diffusion processes. (English) Zbl 1218.60055 Stochastic Anal. Appl. 29, No. 3, 424-443 (2011). MSC: 60H15 35R60 60H35 PDFBibTeX XMLCite \textit{E. Dogan} and \textit{E. J. Allen}, Stochastic Anal. Appl. 29, No. 3, 424--443 (2011; Zbl 1218.60055) Full Text: DOI
Liew, Chuin Ching; Siu, Tak Kuen Martingale representation and admissible portfolio process with regime switching. (English) Zbl 1232.91629 Stochastic Anal. Appl. 29, No. 1, 106-120 (2011). MSC: 91G10 60G44 60H30 PDFBibTeX XMLCite \textit{C. C. Liew} and \textit{T. K. Siu}, Stochastic Anal. Appl. 29, No. 1, 106--120 (2011; Zbl 1232.91629) Full Text: DOI
Wang, Xuejun; Li, Xiaoqin; Hu, Shuhe; Yang, Wenzhi Strong limit theorems for weighted sums of negatively associated random variables. (English) Zbl 1208.60028 Stochastic Anal. Appl. 29, No. 1, 1-14 (2011). MSC: 60F15 60E05 PDFBibTeX XMLCite \textit{X. Wang} et al., Stochastic Anal. Appl. 29, No. 1, 1--14 (2011; Zbl 1208.60028) Full Text: DOI
Zhao, Juan Strong solutions of a class of stochastic differential equations with jumps. (English) Zbl 1202.60115 Stochastic Anal. Appl. 28, No. 5, 735-746 (2010). Reviewer: B. G. Pachpatte (Aurangabad) MSC: 60H35 60H20 60H10 PDFBibTeX XMLCite \textit{J. Zhao}, Stochastic Anal. Appl. 28, No. 5, 735--746 (2010; Zbl 1202.60115) Full Text: DOI arXiv
Tanaka, Teruo Continuity properties of optimal multiple stopping value. (English) Zbl 1207.60033 Stochastic Anal. Appl. 28, No. 4, 602-622 (2010). Reviewer: Vladimir Mazalov (Petrozavodsk) MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{T. Tanaka}, Stochastic Anal. Appl. 28, No. 4, 602--622 (2010; Zbl 1207.60033) Full Text: DOI
Zähle, Henryk Approximation of SEDs by population-size-dependent Galton-Watson processes. (English) Zbl 1190.60048 Stochastic Anal. Appl. 28, No. 2, 377-388 (2010). Reviewer: Nicolas Perkowski (Berlin) MSC: 60H10 60J80 60F17 PDFBibTeX XMLCite \textit{H. Zähle}, Stochastic Anal. Appl. 28, No. 2, 377--388 (2010; Zbl 1190.60048) Full Text: DOI
Leonenko, N. N.; Ruiz-Medina, M. D. Spatial scalings for randomly initialized heat and Burgers equations with quadratic potentials. (English) Zbl 1202.60073 Stochastic Anal. Appl. 28, No. 2, 303-321 (2010). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60G60 60G15 62M15 60H15 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{M. D. Ruiz-Medina}, Stochastic Anal. Appl. 28, No. 2, 303--321 (2010; Zbl 1202.60073) Full Text: DOI
Li, Deli; Qi, Yongcheng; Rosalsky, Andrew On the set of limit points of normed sums of geometrically weighted I.I.D. Bounded random variables. (English) Zbl 1193.60043 Stochastic Anal. Appl. 28, No. 1, 86-102 (2010). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60F15 PDFBibTeX XMLCite \textit{D. Li} et al., Stochastic Anal. Appl. 28, No. 1, 86--102 (2010; Zbl 1193.60043) Full Text: DOI
Di Nunno, Giulia; Eide, Inga Baadshaug Minimal-variance hedging in large financial markets: random fields approach. (English) Zbl 1195.60095 Stochastic Anal. Appl. 28, No. 1, 54-85 (2010). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H30 91G20 60H05 60G57 91B25 60G60 PDFBibTeX XMLCite \textit{G. Di Nunno} and \textit{I. B. Eide}, Stochastic Anal. Appl. 28, No. 1, 54--85 (2010; Zbl 1195.60095) Full Text: DOI Link
Czyżewska-Jankowska, Agnieszka; Jurek, Zbigniew J. A note on a composition of two random integral mappings \(\mathcal J^{\beta }\) and some examples. (English) Zbl 1189.60049 Stochastic Anal. Appl. 27, No. 6, 1212-1222 (2009). Reviewer: Wolfgang Freudenberg (Cottbus) MSC: 60F05 60E07 60B11 60H05 60B10 PDFBibTeX XMLCite \textit{A. Czyżewska-Jankowska} and \textit{Z. J. Jurek}, Stochastic Anal. Appl. 27, No. 6, 1212--1222 (2009; Zbl 1189.60049) Full Text: DOI arXiv
Pacheco-González, Carlos G. Approximation for the normal inverse Gaussian process using random sums. (English) Zbl 1190.60025 Stochastic Anal. Appl. 27, No. 6, 1191-1200 (2009). Reviewer: Erich Häusler (Gießen) MSC: 60F17 60G50 PDFBibTeX XMLCite \textit{C. G. Pacheco-González}, Stochastic Anal. Appl. 27, No. 6, 1191--1200 (2009; Zbl 1190.60025) Full Text: DOI
Campi, Luciano Mean-variance hedging in large financial markets. (English) Zbl 1178.91191 Stochastic Anal. Appl. 27, No. 6, 1129-1147 (2009). MSC: 91G20 91G10 60H05 60G48 PDFBibTeX XMLCite \textit{L. Campi}, Stochastic Anal. Appl. 27, No. 6, 1129--1147 (2009; Zbl 1178.91191) Full Text: DOI Link
Rao, M. M. Random measures and applications. (English) Zbl 1235.60054 Stochastic Anal. Appl. 27, No. 5, 1014-1076 (2009). MSC: 60G57 28C20 60H05 60B11 62M15 PDFBibTeX XMLCite \textit{M. M. Rao}, Stochastic Anal. Appl. 27, No. 5, 1014--1076 (2009; Zbl 1235.60054) Full Text: DOI
Capasso, Vincenzo; Morale, Daniela Asymptotic behavior of a system of stochastic particles subject to nonlocal interactions. (English) Zbl 1179.60040 Stochastic Anal. Appl. 27, No. 3, 574-603 (2009). Reviewer: Bo Markussen (Kopenhagen) MSC: 60H10 60H20 60F99 60G57 60K35 PDFBibTeX XMLCite \textit{V. Capasso} and \textit{D. Morale}, Stochastic Anal. Appl. 27, No. 3, 574--603 (2009; Zbl 1179.60040) Full Text: DOI
Torres, Soledad; Tudor, Ciprian A. Donsker type theorem for the Rosenblatt process and a binary market model. (English) Zbl 1166.60313 Stochastic Anal. Appl. 27, No. 3, 555-573 (2009). MSC: 60F17 91B70 60G18 PDFBibTeX XMLCite \textit{S. Torres} and \textit{C. A. Tudor}, Stochastic Anal. Appl. 27, No. 3, 555--573 (2009; Zbl 1166.60313) Full Text: DOI arXiv
Roussas, George G. On conditional independence, mixing, and association. (English) Zbl 1160.60002 Stochastic Anal. Appl. 26, No. 6, 1274-1309 (2008). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60A99 60G99 62F05 62F12 62G05 PDFBibTeX XMLCite \textit{G. G. Roussas}, Stochastic Anal. Appl. 26, No. 6, 1274--1309 (2008; Zbl 1160.60002) Full Text: DOI
Kumon, Masayuki; Takemura, Akimichi; Takeuchi, Kei Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games. (English) Zbl 1154.62078 Stochastic Anal. Appl. 26, No. 6, 1161-1180 (2008). MSC: 62P05 62C10 91B28 91A40 62M20 91A15 PDFBibTeX XMLCite \textit{M. Kumon} et al., Stochastic Anal. Appl. 26, No. 6, 1161--1180 (2008; Zbl 1154.62078) Full Text: DOI arXiv
Li, Deli; Qi, Yongcheng; Rosalsky, Andrew A supplement to the Einmahl-Li results on two-sided iterated logarithm type behavior for I.I.D. Random variables. (English) Zbl 1151.60321 Stochastic Anal. Appl. 26, No. 5, 1095-1110 (2008). MSC: 60F15 60G50 PDFBibTeX XMLCite \textit{D. Li} et al., Stochastic Anal. Appl. 26, No. 5, 1095--1110 (2008; Zbl 1151.60321) Full Text: DOI
Bennett, Jonathan; Wu, Jiang-Lun An optimal control problem associated with SDEs driven by Lévy-type processes. (English) Zbl 1144.60036 Stochastic Anal. Appl. 26, No. 3, 471-494 (2008). Reviewer: Henri Schurz (Carbondale) MSC: 60H10 60H30 60J75 49L25 93E20 PDFBibTeX XMLCite \textit{J. Bennett} and \textit{J.-L. Wu}, Stochastic Anal. Appl. 26, No. 3, 471--494 (2008; Zbl 1144.60036) Full Text: DOI
Allen, Edward J. Derivation of stochastic partial differential equations. (English) Zbl 1136.60343 Stochastic Anal. Appl. 26, No. 2, 357-378 (2008). MSC: 60H15 35R60 60H10 65C30 PDFBibTeX XMLCite \textit{E. J. Allen}, Stochastic Anal. Appl. 26, No. 2, 357--378 (2008; Zbl 1136.60343) Full Text: DOI
Yan, Hao; Zhang, Junyu; Guo, Xianping Continuous-time Markov decision processes with unbounded transition and discounted-reward rates. (English) Zbl 1191.90091 Stochastic Anal. Appl. 26, No. 2, 209-231 (2008). MSC: 90C40 PDFBibTeX XMLCite \textit{H. Yan} et al., Stochastic Anal. Appl. 26, No. 2, 209--231 (2008; Zbl 1191.90091) Full Text: DOI
Li, Zenghu; Xiong, Jie Continuous local time of a purely atomic immigration superprocess with dependent spatial motion. (English) Zbl 1128.60073 Stochastic Anal. Appl. 25, No. 6, 1273-1296 (2007). MSC: 60J80 60G57 60H20 PDFBibTeX XMLCite \textit{Z. Li} and \textit{J. Xiong}, Stochastic Anal. Appl. 25, No. 6, 1273--1296 (2007; Zbl 1128.60073) Full Text: DOI arXiv
De Donno, Marzia On a class of generalized integrands. (English) Zbl 1134.60038 Stochastic Anal. Appl. 25, No. 6, 1167-1188 (2007). Reviewer: Klaus Schürger (Bonn) MSC: 60H05 60G44 PDFBibTeX XMLCite \textit{M. De Donno}, Stochastic Anal. Appl. 25, No. 6, 1167--1188 (2007; Zbl 1134.60038) Full Text: DOI
Zhang, Xicheng; Zhang, Xianwen Probability approaches to spatially homogeneous Boltzmann equations. (English) Zbl 1126.76050 Stochastic Anal. Appl. 25, No. 6, 1129-1150 (2007). MSC: 76P05 76M35 45K05 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{X. Zhang}, Stochastic Anal. Appl. 25, No. 6, 1129--1150 (2007; Zbl 1126.76050) Full Text: DOI
Fang, Shizan; Luo, Dejun Flow of homeomorphisms and stochastic transport equations. (English) Zbl 1125.60083 Stochastic Anal. Appl. 25, No. 5, 1079-1108 (2007). MSC: 60J60 60H10 34A12 PDFBibTeX XMLCite \textit{S. Fang} and \textit{D. Luo}, Stochastic Anal. Appl. 25, No. 5, 1079--1108 (2007; Zbl 1125.60083) Full Text: DOI
Maejima, Makoto; Tudor, Ciprian A. Wiener integrals with respect to the Hermite process and a non-central limit theorem. (English) Zbl 1130.60061 Stochastic Anal. Appl. 25, No. 5, 1043-1056 (2007). Reviewer: Pavel Gapeev (London) MSC: 60H05 60F05 60G18 PDFBibTeX XMLCite \textit{M. Maejima} and \textit{C. A. Tudor}, Stochastic Anal. Appl. 25, No. 5, 1043--1056 (2007; Zbl 1130.60061) Full Text: DOI
Meyer-Brandis, Thilo Stochastic Feynman-Kac equations associated to Lévy-Itô diffusions. (English) Zbl 1128.60059 Stochastic Anal. Appl. 25, No. 5, 913-932 (2007). Reviewer: George Stoica (Saint John) MSC: 60H40 PDFBibTeX XMLCite \textit{T. Meyer-Brandis}, Stochastic Anal. Appl. 25, No. 5, 913--932 (2007; Zbl 1128.60059) Full Text: DOI
Kohlmann, Michael; Xiong, Dewen The mean-variance hedging of a defaultable option with partial information. (English) Zbl 1132.91468 Stochastic Anal. Appl. 25, No. 4, 869-893 (2007). MSC: 91B28 60H30 60G44 PDFBibTeX XMLCite \textit{M. Kohlmann} and \textit{D. Xiong}, Stochastic Anal. Appl. 25, No. 4, 869--893 (2007; Zbl 1132.91468) Full Text: DOI
Liu, Weidong; Lin, Zheng-Yan Asymptotics for self-normalized random products of sums for mixing sequences. (English) Zbl 1123.60302 Stochastic Anal. Appl. 25, No. 4, 739-762 (2007). MSC: 60F05 PDFBibTeX XMLCite \textit{W. Liu} and \textit{Z.-Y. Lin}, Stochastic Anal. Appl. 25, No. 4, 739--762 (2007; Zbl 1123.60302) Full Text: DOI
Reiß, Markus; Riedle, Markus; van Gaans, Onno On Émery’s inequality and a variation-of-constants formula. (English) Zbl 1127.60062 Stochastic Anal. Appl. 25, No. 2, 353-379 (2007). Reviewer: Maria Stolarczyk (Katowice) MSC: 60H20 60G48 34K50 PDFBibTeX XMLCite \textit{M. Reiß} et al., Stochastic Anal. Appl. 25, No. 2, 353--379 (2007; Zbl 1127.60062) Full Text: DOI Link
Hou, Yanyan; Ying, Jiangang Sample path properties of a class of operator stable processes. (English) Zbl 1130.60047 Stochastic Anal. Appl. 25, No. 2, 317-335 (2007). Reviewer: Peter Mörters (Bath) MSC: 60G17 28A78 60F15 60G18 60G52 PDFBibTeX XMLCite \textit{Y. Hou} and \textit{J. Ying}, Stochastic Anal. Appl. 25, No. 2, 317--335 (2007; Zbl 1130.60047) Full Text: DOI
Liu, Weidong; Lin, Zheng-Yan Asymptotics for self-normalized random products of sums for mixing sequences. (English) Zbl 1115.60027 Stochastic Anal. Appl. 25, No. 2, 293-315 (2007). MSC: 60F05 PDFBibTeX XMLCite \textit{W. Liu} and \textit{Z.-Y. Lin}, Stochastic Anal. Appl. 25, No. 2, 293--315 (2007; Zbl 1115.60027) Full Text: DOI
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. A functional central limit theorem for the realized power variation of integrated stable processes. (English) Zbl 1128.60017 Stochastic Anal. Appl. 25, No. 1, 169-186 (2007). Reviewer: Michael Drmota (Wien) MSC: 60F05 60F15 60G18 62M99 PDFBibTeX XMLCite \textit{J. M. Corcuera} et al., Stochastic Anal. Appl. 25, No. 1, 169--186 (2007; Zbl 1128.60017) Full Text: DOI