Domínguez-Molina, J. Armando; Rocha-Arteaga, Alfonso Stochastic integral and covariation representations for rectangular Lévy process ensembles. (English) Zbl 1498.60170 Mena, Ramsés H. (ed.) et al., XI symposium on probability and stochastic processes. CIMAT, Guanajuato, Mexico, November 18–22, 2013. Cham: Birkhäuser/Springer. Prog. Probab. 69, 119-139 (2015). MSC: 60G51 60H05 60E07 PDFBibTeX XMLCite \textit{J. A. Domínguez-Molina} and \textit{A. Rocha-Arteaga}, Prog. Probab. 69, 119--139 (2015; Zbl 1498.60170) Full Text: DOI
Xiao, Xiaoyong; Yin, Hongwei The speed of convergence of the threshold version of bipower variation for semimartingales. (English) Zbl 1349.60031 Chin. J. Appl. Probab. Stat. 31, No. 4, 337-346 (2015). MSC: 60F05 60G48 PDFBibTeX XMLCite \textit{X. Xiao} and \textit{H. Yin}, Chin. J. Appl. Probab. Stat. 31, No. 4, 337--346 (2015; Zbl 1349.60031) Full Text: DOI
Gerhold, Stefan; Kleinert, Max; Porkert, Piet; Shkolnikov, Mykhaylo Small time central limit theorems for semimartingales with applications. (English) Zbl 1337.60020 Stochastics 87, No. 5, 723-746 (2015). MSC: 60F05 60F17 60G48 60H10 91G20 91G80 PDFBibTeX XMLCite \textit{S. Gerhold} et al., Stochastics 87, No. 5, 723--746 (2015; Zbl 1337.60020) Full Text: DOI arXiv
Pihlsgård, Mats Local martingales with two reflecting barriers. (English) Zbl 1334.60069 J. Appl. Probab. 52, No. 4, 1062-1075 (2015). MSC: 60G48 60G44 60F15 60F05 60G51 60H05 60J65 60G17 PDFBibTeX XMLCite \textit{M. Pihlsgård}, J. Appl. Probab. 52, No. 4, 1062--1075 (2015; Zbl 1334.60069) Full Text: DOI Euclid
Kuwae, K. Stochastic calculus over symmetric Markov processes with time reversal. (English) Zbl 1336.60104 Nagoya Math. J. 220, 91-148 (2015). MSC: 60H05 60J25 60J55 60J45 60J75 31C25 PDFBibTeX XMLCite \textit{K. Kuwae}, Nagoya Math. J. 220, 91--148 (2015; Zbl 1336.60104) Full Text: DOI Euclid
Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Patras, Frédéric; Wiese, Anke Flows and stochastic Taylor series in Itô calculus. (English) Zbl 1416.60058 J. Phys. A, Math. Theor. 48, No. 49, Article ID 495202, 17 p. (2015). MSC: 60H05 60H10 PDFBibTeX XMLCite \textit{K. Ebrahimi-Fard} et al., J. Phys. A, Math. Theor. 48, No. 49, Article ID 495202, 17 p. (2015; Zbl 1416.60058) Full Text: DOI arXiv
Yor, Marc A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales. (English) Zbl 1329.60099 Electron. Commun. Probab. 20, Paper No. 70, 5 p. (2015). MSC: 60G15 60G44 60G48 PDFBibTeX XMLCite \textit{M. Yor}, Electron. Commun. Probab. 20, Paper No. 70, 5 p. (2015; Zbl 1329.60099) Full Text: DOI
Choulli, Tahir; Deng, Jun; Ma, Junfeng How non-arbitrage, viability and numéraire portfolio are related. (English) Zbl 1358.91091 Finance Stoch. 19, No. 4, 719-741 (2015). MSC: 91G10 91G99 91B16 60G44 60H30 PDFBibTeX XMLCite \textit{T. Choulli} et al., Finance Stoch. 19, No. 4, 719--741 (2015; Zbl 1358.91091) Full Text: DOI arXiv
Kühn, Christoph; Ulbricht, Björn Modeling capital gains taxes for trading strategies of infinite variation. (English) Zbl 1338.91129 Stochastic Anal. Appl. 33, No. 5, 792-822 (2015). MSC: 91G10 91B60 60G48 60J55 PDFBibTeX XMLCite \textit{C. Kühn} and \textit{B. Ulbricht}, Stochastic Anal. Appl. 33, No. 5, 792--822 (2015; Zbl 1338.91129) Full Text: DOI arXiv
Osekowski, Adam A weak-type inequality for submartingales and Itô processes. (English) Zbl 1325.60065 Bull. Pol. Acad. Sci., Math. 63, No. 1, 73-88 (2015). MSC: 60G48 60H05 60G44 60G42 PDFBibTeX XMLCite \textit{A. Osekowski}, Bull. Pol. Acad. Sci., Math. 63, No. 1, 73--88 (2015; Zbl 1325.60065) Full Text: DOI
Gushchin, Alexander A. Stochastic calculus for quantitative finance. (English) Zbl 1331.60001 Amsterdam: Elsevier; London: ISTE Press (ISBN 978-1-78548-034-8/hbk). xxi, 185 p. (2015). Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne) MSC: 60-01 91G80 60H05 60G44 60H30 PDFBibTeX XMLCite \textit{A. A. Gushchin}, Stochastic calculus for quantitative finance. Amsterdam: Elsevier; London: ISTE Press (2015; Zbl 1331.60001)
Christensen, Sören; Irle, Albrecht Convergence of switching diffusions. (English) Zbl 1327.93349 Stochastic Processes Appl. 125, No. 9, 3623-3635 (2015). MSC: 93E03 60H20 60H30 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{A. Irle}, Stochastic Processes Appl. 125, No. 9, 3623--3635 (2015; Zbl 1327.93349) Full Text: DOI arXiv
Karatzas, Ioannis; Kardaras, Constantinos Optional decomposition for continuous semimartingales under arbitrary filtrations. (English) Zbl 1327.60102 Electron. Commun. Probab. 20, Paper No. 59, 10 p. (2015). MSC: 60G48 60H05 60H30 91B25 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{C. Kardaras}, Electron. Commun. Probab. 20, Paper No. 59, 10 p. (2015; Zbl 1327.60102) Full Text: DOI arXiv
Morgado, Leandro Batista; Ruffino, Paulo R. C. Extension of time for decomposition of stochastic flows in spaces with complementary foliations. (English) Zbl 1332.60086 Electron. Commun. Probab. 20, Paper No. 38, 9 p. (2015). MSC: 60H10 58J65 58D05 60D05 57R30 PDFBibTeX XMLCite \textit{L. B. Morgado} and \textit{P. R. C. Ruffino}, Electron. Commun. Probab. 20, Paper No. 38, 9 p. (2015; Zbl 1332.60086) Full Text: DOI arXiv
Bibinger, Markus; Vetter, Mathias Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps. (English) Zbl 1440.62364 Ann. Inst. Stat. Math. 67, No. 4, 707-743 (2015). MSC: 62P05 62M05 60G44 60F05 PDFBibTeX XMLCite \textit{M. Bibinger} and \textit{M. Vetter}, Ann. Inst. Stat. Math. 67, No. 4, 707--743 (2015; Zbl 1440.62364) Full Text: DOI arXiv
Cohen, Samuel N.; Elliott, Robert J. Stochastic calculus and applications. 2nd revised and expanded edition. (English) Zbl 1338.60001 Probability and Its Applications. New York, NY: Birkhäuser/Springer (ISBN 978-1-4939-2866-8/hbk; 978-1-4939-2867-5/ebook). xxiii, 666 p. (2015). Reviewer: Jordan M. Stoyanov (Ljubljana) MSC: 60-01 60H05 60H10 60G07 60G42 60G44 60G40 60G48 60G57 93E11 93E20 PDFBibTeX XMLCite \textit{S. N. Cohen} and \textit{R. J. Elliott}, Stochastic calculus and applications. 2nd revised and expanded edition. New York, NY: Birkhäuser/Springer (2015; Zbl 1338.60001) Full Text: DOI Backlinks: MO
Wang, Hanchao The Euler scheme for a stochastic differential equation driven by pure jump semimartingales. (English) Zbl 1322.65019 J. Appl. Probab. 52, No. 1, 149-166 (2015). MSC: 65C30 60H35 60H10 60G48 60J75 60F17 PDFBibTeX XMLCite \textit{H. Wang}, J. Appl. Probab. 52, No. 1, 149--166 (2015; Zbl 1322.65019) Full Text: DOI Euclid
Duembgen, Moritz; Podolskij, Mark High-frequency asymptotics for path-dependent functionals of Itô semimartingales. (English) Zbl 1322.60029 Stochastic Processes Appl. 125, No. 4, 1195-1217 (2015). MSC: 60F17 60F15 60F05 60G48 PDFBibTeX XMLCite \textit{M. Duembgen} and \textit{M. Podolskij}, Stochastic Processes Appl. 125, No. 4, 1195--1217 (2015; Zbl 1322.60029) Full Text: DOI arXiv
Słomiński, Leszek On reflected Stratonovich stochastic differential equations. (English) Zbl 1325.60096 Stochastic Processes Appl. 125, No. 2, 759-779 (2015). MSC: 60H10 60H20 60G48 60G17 PDFBibTeX XMLCite \textit{L. Słomiński}, Stochastic Processes Appl. 125, No. 2, 759--779 (2015; Zbl 1325.60096) Full Text: DOI arXiv