Oga, Akihiro; Koike, Yuta Drift estimation for a multi-dimensional diffusion process using deep neural networks. (English) Zbl 07812480 Stochastic Processes Appl. 170, Article ID 104240, 25 p. (2024). MSC: 62M05 62G08 62G05 62G20 68T07 PDFBibTeX XMLCite \textit{A. Oga} and \textit{Y. Koike}, Stochastic Processes Appl. 170, Article ID 104240, 25 p. (2024; Zbl 07812480) Full Text: DOI arXiv
Heldman, M.; Isaacson, S. A.; Ma, J.; Spiliopoulos, K. Fluctuation analysis for particle-based stochastic reaction-diffusion models. (English) Zbl 1527.60076 Stochastic Processes Appl. 167, Article ID 104234, 61 p. (2024). MSC: 60K35 60F05 60J60 82C31 PDFBibTeX XMLCite \textit{M. Heldman} et al., Stochastic Processes Appl. 167, Article ID 104234, 61 p. (2024; Zbl 1527.60076) Full Text: DOI arXiv
Dianetti, Jodi; Ferrari, Giorgio Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls. (English) Zbl 1520.93610 Stochastic Processes Appl. 162, 547-592 (2023). MSC: 93E20 60H17 91A55 49J40 PDFBibTeX XMLCite \textit{J. Dianetti} and \textit{G. Ferrari}, Stochastic Processes Appl. 162, 547--592 (2023; Zbl 1520.93610) Full Text: DOI arXiv
Christensen, Sören; Fischer, Simon A new integral equation for Brownian stopping problems with finite time horizon. (English) Zbl 1526.60031 Stochastic Processes Appl. 162, 338-360 (2023). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{S. Fischer}, Stochastic Processes Appl. 162, 338--360 (2023; Zbl 1526.60031) Full Text: DOI arXiv
Parekh, Shalin Convergence of ASEP to KPZ with basic coupling of the dynamics. (English) Zbl 1511.60148 Stochastic Processes Appl. 160, 351-370 (2023). MSC: 60K35 60H15 82C22 PDFBibTeX XMLCite \textit{S. Parekh}, Stochastic Processes Appl. 160, 351--370 (2023; Zbl 1511.60148) Full Text: DOI arXiv
Harang, Fabian A.; Mayorcas, Avi Pathwise regularisation of singular interacting particle systems and their mean field limits. (English) Zbl 1509.60173 Stochastic Processes Appl. 159, 499-540 (2023). MSC: 60K35 35Q79 60H10 60H50 PDFBibTeX XMLCite \textit{F. A. Harang} and \textit{A. Mayorcas}, Stochastic Processes Appl. 159, 499--540 (2023; Zbl 1509.60173) Full Text: DOI arXiv
Chen, Yu-Ting The replicator equation in stochastic spatial evolutionary games. (English) Zbl 1509.60167 Stochastic Processes Appl. 157, 94-139 (2023). MSC: 60K35 91A22 91A40 PDFBibTeX XMLCite \textit{Y.-T. Chen}, Stochastic Processes Appl. 157, 94--139 (2023; Zbl 1509.60167) Full Text: DOI arXiv
Ren, Panpan Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang’s Harnack inequality. (English) Zbl 1508.60060 Stochastic Processes Appl. 156, 291-311 (2023). Reviewer: David Nualart (Lawrence) MSC: 60H10 60B10 PDFBibTeX XMLCite \textit{P. Ren}, Stochastic Processes Appl. 156, 291--311 (2023; Zbl 1508.60060) Full Text: DOI arXiv
Bielecki, Tomasz R.; Cheng, Ziteng; Gong, Ruoting Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility. (English) Zbl 1502.60063 Stochastic Processes Appl. 156, 246-290 (2023). MSC: 60G51 60J25 60J65 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Stochastic Processes Appl. 156, 246--290 (2023; Zbl 1502.60063) Full Text: DOI arXiv
Yang, Saisai; Zhang, Tusheng Strong solutions to reflecting stochastic differential equations with singular drift. (English) Zbl 1502.60098 Stochastic Processes Appl. 156, 126-155 (2023). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{S. Yang} and \textit{T. Zhang}, Stochastic Processes Appl. 156, 126--155 (2023; Zbl 1502.60098) Full Text: DOI arXiv
Baudel, Manon; Guyader, Arnaud; Lelièvre, Tony On the Hill relation and the mean reaction time for metastable processes. (English) Zbl 1503.60103 Stochastic Processes Appl. 155, 393-436 (2023). MSC: 60J22 65C40 82C31 PDFBibTeX XMLCite \textit{M. Baudel} et al., Stochastic Processes Appl. 155, 393--436 (2023; Zbl 1503.60103) Full Text: DOI arXiv
Fasen-Hartmann, Vicky; Mayer, Celeste Empirical spectral processes for stationary state space models. (English) Zbl 1508.60046 Stochastic Processes Appl. 155, 319-354 (2023). MSC: 60F17 60G51 60H10 62G20 62M15 PDFBibTeX XMLCite \textit{V. Fasen-Hartmann} and \textit{C. Mayer}, Stochastic Processes Appl. 155, 319--354 (2023; Zbl 1508.60046) Full Text: DOI arXiv
Gomes, Pablo A.; Lima, Otávio; Silva, Roger W. C. Percolation of words on the hypercubic lattice with one-dimensional long-range interactions. (English) Zbl 1503.60148 Stochastic Processes Appl. 153, 79-90 (2022). MSC: 60K35 82B41 82B43 PDFBibTeX XMLCite \textit{P. A. Gomes} et al., Stochastic Processes Appl. 153, 79--90 (2022; Zbl 1503.60148) Full Text: DOI arXiv
Dandapani, Aditi; Protter, Philip Strict local martingales and the Khasminskii test for explosions. (English) Zbl 1494.60046 Stochastic Processes Appl. 150, 716-728 (2022). MSC: 60G44 60H10 PDFBibTeX XMLCite \textit{A. Dandapani} and \textit{P. Protter}, Stochastic Processes Appl. 150, 716--728 (2022; Zbl 1494.60046) Full Text: DOI arXiv
Kuan, Jeffrey Coxeter group actions on interacting particle systems. (English) Zbl 1494.60096 Stochastic Processes Appl. 150, 397-410 (2022). MSC: 60K35 82C22 PDFBibTeX XMLCite \textit{J. Kuan}, Stochastic Processes Appl. 150, 397--410 (2022; Zbl 1494.60096) Full Text: DOI arXiv
Yamazaki, Kazuo Remarks on the non-uniqueness in law of the Navier-Stokes equations up to the J.-L. Lions’ exponent. (English) Zbl 1490.35254 Stochastic Processes Appl. 147, 226-269 (2022). Reviewer: Piotr Biler (Wrocław) MSC: 35Q30 35R60 76D05 PDFBibTeX XMLCite \textit{K. Yamazaki}, Stochastic Processes Appl. 147, 226--269 (2022; Zbl 1490.35254) Full Text: DOI arXiv
Lelièvre, Tony; Ramil, Mouad; Reygner, Julien Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence. (English) Zbl 1481.35294 Stochastic Processes Appl. 144, 173-201 (2022). MSC: 35P05 35R60 47B07 60H10 82C31 PDFBibTeX XMLCite \textit{T. Lelièvre} et al., Stochastic Processes Appl. 144, 173--201 (2022; Zbl 1481.35294) Full Text: DOI arXiv
Sieber, Julian Formulae for the derivative of the Poincaré constant of Gibbs measures. (English) Zbl 1475.60094 Stochastic Processes Appl. 140, 1-20 (2021). MSC: 60G57 60J60 35P15 60E15 47A55 PDFBibTeX XMLCite \textit{J. Sieber}, Stochastic Processes Appl. 140, 1--20 (2021; Zbl 1475.60094) Full Text: DOI arXiv
Ivanovs, Jevgenijs; Thøstesen, Jakob D. Discretization of the Lamperti representation of a positive self-similar Markov process. (English) Zbl 1469.60099 Stochastic Processes Appl. 137, 200-221 (2021). MSC: 60F17 60G18 60G51 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{J. D. Thøstesen}, Stochastic Processes Appl. 137, 200--221 (2021; Zbl 1469.60099) Full Text: DOI arXiv
Mailler, Cécile; Mörters, Peter; Senkevich, Anna Competing growth processes with random growth rates and random birth times. (English) Zbl 1469.60278 Stochastic Processes Appl. 135, 183-226 (2021). MSC: 60J85 92C99 PDFBibTeX XMLCite \textit{C. Mailler} et al., Stochastic Processes Appl. 135, 183--226 (2021; Zbl 1469.60278) Full Text: DOI arXiv
Pepin, Bob Concentration inequalities for additive functionals: a martingale approach. (English) Zbl 1469.60250 Stochastic Processes Appl. 135, 103-138 (2021). MSC: 60J60 60E15 60H10 PDFBibTeX XMLCite \textit{B. Pepin}, Stochastic Processes Appl. 135, 103--138 (2021; Zbl 1469.60250) Full Text: DOI arXiv
Barrasso, Adrien; Russo, Francesco Martingale driven BSDEs, PDEs and other related deterministic problems. (English) Zbl 1469.60217 Stochastic Processes Appl. 133, 193-228 (2021). MSC: 60H30 60H10 35S05 60J35 60J60 PDFBibTeX XMLCite \textit{A. Barrasso} and \textit{F. Russo}, Stochastic Processes Appl. 133, 193--228 (2021; Zbl 1469.60217) Full Text: DOI arXiv HAL
Gradinaru, Mihai; Haugomat, Tristan Locally Feller processes and martingale local problems. (English) Zbl 1466.60148 Stochastic Processes Appl. 133, 129-165 (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J25 60G44 60J35 60B10 47D07 PDFBibTeX XMLCite \textit{M. Gradinaru} and \textit{T. Haugomat}, Stochastic Processes Appl. 133, 129--165 (2021; Zbl 1466.60148) Full Text: DOI arXiv
Ganguly, Arnab; Sundar, P. Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics. (English) Zbl 1469.60075 Stochastic Processes Appl. 133, 74-110 (2021). MSC: 60F05 60F10 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{A. Ganguly} and \textit{P. Sundar}, Stochastic Processes Appl. 133, 74--110 (2021; Zbl 1469.60075) Full Text: DOI arXiv
Hodgkinson, Liam; McVinish, Ross; Pollett, Philip K. Normal approximations for discrete-time occupancy processes. (English) Zbl 1450.60036 Stochastic Processes Appl. 130, No. 10, 6414-6444 (2020). MSC: 60J10 60F05 60F25 92D30 92D40 PDFBibTeX XMLCite \textit{L. Hodgkinson} et al., Stochastic Processes Appl. 130, No. 10, 6414--6444 (2020; Zbl 1450.60036) Full Text: DOI arXiv
Sauri, Orimar On the divergence and vorticity of vector ambit fields. (English) Zbl 1455.60071 Stochastic Processes Appl. 130, No. 10, 6184-6225 (2020). MSC: 60G60 60E07 60G51 PDFBibTeX XMLCite \textit{O. Sauri}, Stochastic Processes Appl. 130, No. 10, 6184--6225 (2020; Zbl 1455.60071) Full Text: DOI arXiv
Shamarova, Evelina; Sá Pereira, Rui Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs. (English) Zbl 1456.60162 Stochastic Processes Appl. 130, No. 7, 3865-3894 (2020). MSC: 60H15 60H10 60G51 45K05 35K45 35K51 PDFBibTeX XMLCite \textit{E. Shamarova} and \textit{R. Sá Pereira}, Stochastic Processes Appl. 130, No. 7, 3865--3894 (2020; Zbl 1456.60162) Full Text: DOI arXiv
Protter, Philip; Qiu, Lisha; Martin, Jaime San Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients. (English) Zbl 07188050 Stochastic Processes Appl. 130, No. 4, 2296-2311 (2020). MSC: 65C30 60H15 PDFBibTeX XMLCite \textit{P. Protter} et al., Stochastic Processes Appl. 130, No. 4, 2296--2311 (2020; Zbl 07188050) Full Text: DOI arXiv
Ren, Jiagang; Wu, Jing; Zheng, Mengqi On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions. (English) Zbl 1475.35142 Stochastic Processes Appl. 130, No. 2, 656-676 (2020). MSC: 35J25 35K10 35D40 35D30 PDFBibTeX XMLCite \textit{J. Ren} et al., Stochastic Processes Appl. 130, No. 2, 656--676 (2020; Zbl 1475.35142) Full Text: DOI
Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B. Self-decomposability of weak variance generalised gamma convolutions. (English) Zbl 1471.60128 Stochastic Processes Appl. 130, No. 2, 630-655 (2020). MSC: 60J65 60E07 60G51 PDFBibTeX XMLCite \textit{B. Buchmann} et al., Stochastic Processes Appl. 130, No. 2, 630--655 (2020; Zbl 1471.60128) Full Text: DOI arXiv
Wang, Jiajie Minimal Root’s embeddings for general starting and target distributions. (English) Zbl 1471.60058 Stochastic Processes Appl. 130, No. 2, 521-544 (2020). MSC: 60G40 60H10 PDFBibTeX XMLCite \textit{J. Wang}, Stochastic Processes Appl. 130, No. 2, 521--544 (2020; Zbl 1471.60058) Full Text: DOI arXiv
Chen, Xian; Jia, Chen Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients. (English) Zbl 1471.60121 Stochastic Processes Appl. 130, No. 1, 171-202 (2020). MSC: 60J60 35R60 PDFBibTeX XMLCite \textit{X. Chen} and \textit{C. Jia}, Stochastic Processes Appl. 130, No. 1, 171--202 (2020; Zbl 1471.60121) Full Text: DOI arXiv
da Costa, Conrado; Freitas Paulo da Costa, Bernardo; Jara, Milton Reaction-diffusion models: from particle systems to SDE’s. (English) Zbl 1443.60032 Stochastic Processes Appl. 129, No. 11, 4411-4430 (2019). MSC: 60F17 60K35 60H10 60J65 82C22 PDFBibTeX XMLCite \textit{C. da Costa} et al., Stochastic Processes Appl. 129, No. 11, 4411--4430 (2019; Zbl 1443.60032) Full Text: DOI arXiv
Nassar, Elma; Pardoux, Etienne Small jumps asymptotic of the moving optimum Poissonian SDE. (English) Zbl 1426.60078 Stochastic Processes Appl. 129, No. 7, 2320-2340 (2019). MSC: 60H10 60F05 60F10 PDFBibTeX XMLCite \textit{E. Nassar} and \textit{E. Pardoux}, Stochastic Processes Appl. 129, No. 7, 2320--2340 (2019; Zbl 1426.60078) Full Text: DOI
Dupuis, Paul; Lipshutz, David Large deviations for the empirical measure of a diffusion via weak convergence methods. (English) Zbl 1388.60067 Stochastic Processes Appl. 128, No. 8, 2581-2604 (2018). MSC: 60F10 60H10 60J60 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{D. Lipshutz}, Stochastic Processes Appl. 128, No. 8, 2581--2604 (2018; Zbl 1388.60067) Full Text: DOI
Chen, Yu-Ting; Cox, J. Theodore Weak atomic convergence of finite voter models toward Fleming-Viot processes. (English) Zbl 1388.60158 Stochastic Processes Appl. 128, No. 7, 2463-2488 (2018). MSC: 60K35 82C22 60F05 60J60 PDFBibTeX XMLCite \textit{Y.-T. Chen} and \textit{J. T. Cox}, Stochastic Processes Appl. 128, No. 7, 2463--2488 (2018; Zbl 1388.60158) Full Text: DOI arXiv
Gonçalves, Patrícia; Jara, Milton Stochastic Burgers equation from long range exclusion interactions. (English) Zbl 1374.60193 Stochastic Processes Appl. 127, No. 12, 4029-4052 (2017). MSC: 60K35 PDFBibTeX XMLCite \textit{P. Gonçalves} and \textit{M. Jara}, Stochastic Processes Appl. 127, No. 12, 4029--4052 (2017; Zbl 1374.60193) Full Text: DOI arXiv
Cammarota, V.; Wigman, I. Fluctuations of the total number of critical points of random spherical harmonics. (English) Zbl 1377.60060 Stochastic Processes Appl. 127, No. 12, 3825-3869 (2017). MSC: 60G60 33C55 42C10 60B10 PDFBibTeX XMLCite \textit{V. Cammarota} and \textit{I. Wigman}, Stochastic Processes Appl. 127, No. 12, 3825--3869 (2017; Zbl 1377.60060) Full Text: DOI arXiv
Bayraktar, Erhan; Yao, Song Optimal stopping with random maturity under nonlinear expectations. (English) Zbl 1373.60078 Stochastic Processes Appl. 127, No. 8, 2586-2629 (2017). MSC: 60G40 60H30 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{S. Yao}, Stochastic Processes Appl. 127, No. 8, 2586--2629 (2017; Zbl 1373.60078) Full Text: DOI arXiv
Keller, Christian Viscosity solutions of path-dependent integro-differential equations. (English) Zbl 1383.45004 Stochastic Processes Appl. 126, No. 9, 2665-2718 (2016). MSC: 45K05 35D40 60H10 60H30 35R09 PDFBibTeX XMLCite \textit{C. Keller}, Stochastic Processes Appl. 126, No. 9, 2665--2718 (2016; Zbl 1383.45004) Full Text: DOI arXiv
Çetin, Umut; Danilova, Albina Markov bridges: SDE representation. (English) Zbl 1337.60178 Stochastic Processes Appl. 126, No. 3, 651-679 (2016). MSC: 60J25 60H10 60J65 60J60 60G44 60F05 PDFBibTeX XMLCite \textit{U. Çetin} and \textit{A. Danilova}, Stochastic Processes Appl. 126, No. 3, 651--679 (2016; Zbl 1337.60178) Full Text: DOI arXiv
Mallein, Bastien Maximal displacement of a branching random walk in time-inhomogeneous environment. (English) Zbl 1330.60105 Stochastic Processes Appl. 125, No. 10, 3958-4019 (2015). MSC: 60J80 60G50 PDFBibTeX XMLCite \textit{B. Mallein}, Stochastic Processes Appl. 125, No. 10, 3958--4019 (2015; Zbl 1330.60105) Full Text: DOI arXiv
Ruf, Johannes The uniform integrability of martingales. On a question by Alexander Cherny. (English) Zbl 1321.60086 Stochastic Processes Appl. 125, No. 10, 3657-3662 (2015). MSC: 60G44 60G40 PDFBibTeX XMLCite \textit{J. Ruf}, Stochastic Processes Appl. 125, No. 10, 3657--3662 (2015; Zbl 1321.60086) Full Text: DOI arXiv
Carinci, Gioia; Giardinà, Cristian; Giberti, Claudio; Redig, Frank Dualities in population genetics: a fresh look with new dualities. (English) Zbl 1326.92056 Stochastic Processes Appl. 125, No. 3, 941-969 (2015). MSC: 92D25 60J05 82C22 PDFBibTeX XMLCite \textit{G. Carinci} et al., Stochastic Processes Appl. 125, No. 3, 941--969 (2015; Zbl 1326.92056) Full Text: DOI arXiv
Deschamps, Julien Continuous-time limit of repeated interactions for a system in a confining potential. (English) Zbl 1336.60141 Stochastic Processes Appl. 125, No. 1, 327-342 (2015). MSC: 60J05 60H10 60F05 60J60 PDFBibTeX XMLCite \textit{J. Deschamps}, Stochastic Processes Appl. 125, No. 1, 327--342 (2015; Zbl 1336.60141) Full Text: DOI
Krylov, N. V. Approximating the value functions for stochastic differential games with the ones having bounded second derivatives. (English) Zbl 1302.49053 Stochastic Processes Appl. 125, No. 1, 254-271 (2015). MSC: 49N70 91A15 91A23 49L25 35D40 PDFBibTeX XMLCite \textit{N. V. Krylov}, Stochastic Processes Appl. 125, No. 1, 254--271 (2015; Zbl 1302.49053) Full Text: DOI arXiv
Duhalde, Xan; Foucart, Clément; Ma, Chunhua On the hitting times of continuous-state branching processes with immigration. (English) Zbl 1323.60116 Stochastic Processes Appl. 124, No. 12, 4182-4201 (2014). MSC: 60J80 60J25 60G17 PDFBibTeX XMLCite \textit{X. Duhalde} et al., Stochastic Processes Appl. 124, No. 12, 4182--4201 (2014; Zbl 1323.60116) Full Text: DOI arXiv
Kang, Wanmo; Kang, Chulmin Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\). (English) Zbl 1309.60019 Stochastic Processes Appl. 124, No. 6, 2188-2227 (2014). MSC: 60F10 60J60 PDFBibTeX XMLCite \textit{W. Kang} and \textit{C. Kang}, Stochastic Processes Appl. 124, No. 6, 2188--2227 (2014; Zbl 1309.60019) Full Text: DOI
Kramkov, Dmitry; Predoiu, Silviu Integral representation of martingales motivated by the problem of endogenous completeness in financial economics. (English) Zbl 1301.60058 Stochastic Processes Appl. 124, No. 1, 81-100 (2014). MSC: 60G44 91B51 35K15 35K90 PDFBibTeX XMLCite \textit{D. Kramkov} and \textit{S. Predoiu}, Stochastic Processes Appl. 124, No. 1, 81--100 (2014; Zbl 1301.60058) Full Text: DOI arXiv
Krylov, N. V. On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains. (English) Zbl 1287.49027 Stochastic Processes Appl. 123, No. 8, 3273-3298 (2013). MSC: 49L20 49N70 91A15 91A23 93E20 PDFBibTeX XMLCite \textit{N. V. Krylov}, Stochastic Processes Appl. 123, No. 8, 3273--3298 (2013; Zbl 1287.49027) Full Text: DOI arXiv
Iksanov, Alexander Functional limit theorems for renewal shot noise processes with increasing response functions. (English) Zbl 1302.60058 Stochastic Processes Appl. 123, No. 6, 1987-2010 (2013). MSC: 60F17 60K05 60G22 60G52 PDFBibTeX XMLCite \textit{A. Iksanov}, Stochastic Processes Appl. 123, No. 6, 1987--2010 (2013; Zbl 1302.60058) Full Text: DOI arXiv
Berschneider, Georg Spectral representation of intrinsically stationary fields. (English) Zbl 1260.60069 Stochastic Processes Appl. 122, No. 12, 3837-3851 (2012). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G60 42A82 62M15 86A32 PDFBibTeX XMLCite \textit{G. Berschneider}, Stochastic Processes Appl. 122, No. 12, 3837--3851 (2012; Zbl 1260.60069) Full Text: DOI
Daneshgar, Amir; Javadi, Ramin; Miclo, Laurent On nodal domains and higher-order Cheeger inequalities of finite reversible Markov processes. (English) Zbl 1260.60153 Stochastic Processes Appl. 122, No. 4, 1748-1776 (2012). Reviewer: Sophia L. Kalpazidou (Thessaloniki) MSC: 60J27 60J35 60E15 31C20 05C38 05C80 PDFBibTeX XMLCite \textit{A. Daneshgar} et al., Stochastic Processes Appl. 122, No. 4, 1748--1776 (2012; Zbl 1260.60153) Full Text: DOI
Kosygina, Elena; Mountford, Thomas Crossing velocities for an annealed random walk in a random potential. (English) Zbl 1231.60120 Stochastic Processes Appl. 122, No. 1, 277-304 (2012). MSC: 60K37 82B41 82B44 PDFBibTeX XMLCite \textit{E. Kosygina} and \textit{T. Mountford}, Stochastic Processes Appl. 122, No. 1, 277--304 (2012; Zbl 1231.60120) Full Text: DOI arXiv
Delattre, Sylvain; Gaïffas, Stéphane Nonparametric regression with martingale increment errors. (English) Zbl 1226.62036 Stochastic Processes Appl. 121, No. 12, 2899-2924 (2011). MSC: 62G08 60G42 62G20 PDFBibTeX XMLCite \textit{S. Delattre} and \textit{S. Gaïffas}, Stochastic Processes Appl. 121, No. 12, 2899--2924 (2011; Zbl 1226.62036) Full Text: DOI arXiv
Krylov, N. V.; Wang, Teng Filtering partially observable diffusions up to the exit time from a domain. (English) Zbl 1233.62168 Stochastic Processes Appl. 121, No. 8, 1785-1815 (2011). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 62M20 60G35 93E11 60H15 PDFBibTeX XMLCite \textit{N. V. Krylov} and \textit{T. Wang}, Stochastic Processes Appl. 121, No. 8, 1785--1815 (2011; Zbl 1233.62168) Full Text: DOI Link
Evans, Lawrence Christopher; Stroock, Daniel W. An approximation scheme for reflected stochastic differential equations. (English) Zbl 1267.60077 Stochastic Processes Appl. 121, No. 7, 1464-1491 (2011). MSC: 60H35 60F17 60H10 60J60 PDFBibTeX XMLCite \textit{L. C. Evans} and \textit{D. W. Stroock}, Stochastic Processes Appl. 121, No. 7, 1464--1491 (2011; Zbl 1267.60077) Full Text: DOI arXiv
Campi, Luciano; Çetin, Umut; Danilova, Albina Dynamic Markov bridges motivated by models of insider trading. (English) Zbl 1225.60072 Stochastic Processes Appl. 121, No. 3, 534-567 (2011). Reviewer: Sören Christensen (Kiel) MSC: 60G44 93E11 91G80 60H05 60H10 PDFBibTeX XMLCite \textit{L. Campi} et al., Stochastic Processes Appl. 121, No. 3, 534--567 (2011; Zbl 1225.60072) Full Text: DOI arXiv
Fukushima, Masatoshi From one dimensional diffusions to symmetric Markov processes. (English) Zbl 1221.60113 Stochastic Processes Appl. 120, No. 5, 590-604 (2010). Reviewer: Zoran Vondraček (Zagreb) MSC: 60J60 60J50 60J25 31C25 PDFBibTeX XMLCite \textit{M. Fukushima}, Stochastic Processes Appl. 120, No. 5, 590--604 (2010; Zbl 1221.60113) Full Text: DOI
Dede, Sophie An empirical central limit theorem in L\(^1\) for stationary sequences. (English) Zbl 1176.60022 Stochastic Processes Appl. 119, No. 10, 3494-3515 (2009). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F17 60G10 62G30 PDFBibTeX XMLCite \textit{S. Dede}, Stochastic Processes Appl. 119, No. 10, 3494--3515 (2009; Zbl 1176.60022) Full Text: DOI arXiv
Jack, Andrew; Johnson, Timothy C.; Zervos, Mihail A singular control model with application to the goodwill problem. (English) Zbl 1149.93037 Stochastic Processes Appl. 118, No. 11, 2098-2124 (2008). MSC: 93E20 49J15 49L20 60J60 91B70 PDFBibTeX XMLCite \textit{A. Jack} et al., Stochastic Processes Appl. 118, No. 11, 2098--2124 (2008; Zbl 1149.93037) Full Text: DOI arXiv
Dereich, Steffen The coding complexity of diffusion processes under supremum norm distortion. (English) Zbl 1157.60036 Stochastic Processes Appl. 118, No. 6, 917-937 (2008). Reviewer: Nicolae S. Mera (London) MSC: 60G35 41A25 94A15 PDFBibTeX XMLCite \textit{S. Dereich}, Stochastic Processes Appl. 118, No. 6, 917--937 (2008; Zbl 1157.60036) Full Text: DOI arXiv
Marquardt, Tina; Stelzer, Robert Multivariate CARMA processes. (English) Zbl 1115.62087 Stochastic Processes Appl. 117, No. 1, 96-120 (2007). Reviewer: Andrew Olenko (Kyïv) MSC: 62M10 60G51 60H10 PDFBibTeX XMLCite \textit{T. Marquardt} and \textit{R. Stelzer}, Stochastic Processes Appl. 117, No. 1, 96--120 (2007; Zbl 1115.62087) Full Text: DOI Link
Gozzi, Fausto; Russo, Francesco Verification theorems for stochastic optimal control problems via a time dependent Fukushima–Dirichlet decomposition. (English) Zbl 1115.49023 Stochastic Processes Appl. 116, No. 11, 1530-1562 (2006). MSC: 49L25 49N60 60H05 93B52 93E20 35J60 47D03 47D07 60J35 93B50 93E03 PDFBibTeX XMLCite \textit{F. Gozzi} and \textit{F. Russo}, Stochastic Processes Appl. 116, No. 11, 1530--1562 (2006; Zbl 1115.49023) Full Text: DOI arXiv
Albeverio, S.; Marinelli, C. Reconstructing the drift of a diffusion from partially observed transition probabilities. (English) Zbl 1079.60522 Stochastic Processes Appl. 115, No. 9, 1487-1502 (2005). MSC: 60J60 60J35 35R30 44A12 PDFBibTeX XMLCite \textit{S. Albeverio} and \textit{C. Marinelli}, Stochastic Processes Appl. 115, No. 9, 1487--1502 (2005; Zbl 1079.60522) Full Text: DOI
Cranston, Michael; Greven, Andreas Coupling and harmonic functions in the case of continuous time Markov processes. (English) Zbl 0845.60075 Stochastic Processes Appl. 60, No. 2, 261-286 (1995). Reviewer: E.Kazarovitsky (Kiev) MSC: 60J27 47D07 60J45 31C05 PDFBibTeX XMLCite \textit{M. Cranston} and \textit{A. Greven}, Stochastic Processes Appl. 60, No. 2, 261--286 (1995; Zbl 0845.60075) Full Text: DOI