Feng, Lingyu; Gao, Ting; Li, Ting; Lin, Zhongjie; Liu, Xianming Approximations of Lévy processes by integrated fast oscillating Ornstein-Uhlenbeck processes. (English) Zbl 1533.60062 Stoch. Dyn. 23, No. 8, Article ID 2340005, 12 p. (2023). MSC: 60G51 60H10 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Cappelletti, Daniele; Rempala, Grzegorz A. Individual molecules dynamics in reaction network models. (English) Zbl 1519.92072 SIAM J. Appl. Dyn. Syst. 22, No. 2, 1344-1382 (2023). MSC: 92C40 92C42 92D30 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Criens, David; Pfaffelhuber, Peter; Schmidt, Thorsten The martingale problem method revisited. (English) Zbl 1534.60069 Electron. J. Probab. 28, Paper No. 19, 46 p. (2023). MSC: 60H10 60G44 60B10 60J60 60J25 60H20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Fu, Guanxing Extended mean field games with singular controls. (English) Zbl 1511.91014 SIAM J. Control Optim. 61, No. 1, 283-312 (2023). MSC: 91A16 91G10 93E20 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Huang, Huan Some properties of Skorokhod metric on fuzzy sets. (English) Zbl 1522.54011 Fuzzy Sets Syst. 437, 35-52 (2022). MSC: 54A40 54E35 03E72 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Casanova, Adrián González; Pina, Verónica Miró; Siri-Jégousse, Arno The symmetric coalescent and Wright-Fisher models with bottlenecks. (English) Zbl 1492.60269 Ann. Appl. Probab. 32, No. 1, 235-268 (2022). MSC: 60K35 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jardón, Daniel; Sánchez, Iván Expansive properties of induced dynamical systems. (English) Zbl 1522.37014 Fuzzy Sets Syst. 425, 48-61 (2021). MSC: 37B05 54A40 54E35 × Cite Format Result Cite Review PDF Full Text: DOI
Jiang, Hui; Yang, Qingshan Sample path large deviations for the multiplicative Poisson shot noise process with compensation. (English) Zbl 1535.60050 Stochastics 93, No. 3, 447-477 (2021). Reviewer: Hernando Burgos-Soto (Toronto) MSC: 60F10 60F17 60G22 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Vysotsky, Vladislav Contraction principle for trajectories of random walks and Cramér’s theorem for kernel-weighted sums. (English) Zbl 1472.60053 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1103-1125 (2021). MSC: 60F10 60G50 49J45 52A22 54A10 60B11 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Heesen, Sophie; Stannat, Wilhelm Fluctuation limits for mean-field interacting nonlinear Hawkes processes. (English) Zbl 1475.60091 Stochastic Processes Appl. 139, 280-297 (2021). MSC: 60G55 60G57 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Xianming; Han, Guangyue A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale. (English) Zbl 1469.60189 Discrete Contin. Dyn. Syst., Ser. B 26, No. 5, 2499-2508 (2021). MSC: 60H10 34F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jardón, Daniel; Sánchez, Iván; Sanchis, Manuel Some questions about Zadeh’s extension on metric spaces. (English) Zbl 1464.54007 Fuzzy Sets Syst. 379, 115-124 (2020). MSC: 54A40 54C05 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Xinxing; Zhang, Xu; Chen, Guanrong Answers to some questions about Zadeh’s extension principle on metric spaces. (English) Zbl 1452.54009 Fuzzy Sets Syst. 387, 174-180 (2020). MSC: 54A40 54E35 × Cite Format Result Cite Review PDF Full Text: DOI
Kiiski, Matti The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales. (English) Zbl 1453.60098 Finance Stoch. 24, No. 4, 827-870 (2020). MSC: 60G44 28C05 54D30 60B05 60G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fonseca-Mora, C. A. Tightness and weak convergence of probabilities on the Skorokhod space on the dual of a nuclear space and applications. (English) Zbl 1444.60008 Stud. Math. 254, No. 2, 109-147 (2020). MSC: 60B10 60B12 60F17 60G17 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. (English) Zbl 1451.60037 J. Math. Anal. Appl. 486, No. 2, Article ID 123934, 21 p. (2020). MSC: 60F17 60J60 60K50 × Cite Format Result Cite Review PDF Full Text: DOI Link
Feng, Lingyu; Liu, Xianming On smooth approximation of Lévy processes in Skorokhod space. (English) Zbl 1498.60171 Chen, Xiaopeng (ed.) et al., Stochastic PDEs and modelling of multiscale complex system. Hackensack, NJ: World Scientific. Interdiscip. Math. Sci. 20, 167-175 (2019). MSC: 60G51 60F17 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Tateishi, Hiroshi The Skorokhod representation theorem for Young measures. (English) Zbl 1429.28002 Trans. Am. Math. Soc. 372, No. 9, 6589-6602 (2019). Reviewer: Daniele Puglisi (Catania) MSC: 28A33 60B10 × Cite Format Result Cite Review PDF Full Text: DOI
Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros Stability results for martingale representations: the general case. (English) Zbl 1447.60059 Trans. Am. Math. Soc. 372, No. 8, 5891-5946 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G05 60G07 60G44 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Karatzas, Ioannis; Yan, Minghan Semimartingales on rays, Walsh diffusions, and related problems of control and stopping. (English) Zbl 1478.60165 Stochastic Processes Appl. 129, No. 6, 1921-1963 (2019). MSC: 60H05 60G17 60G40 60H30 60J60 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas Discrete-time trawl processes. (English) Zbl 1488.60243 Stochastic Processes Appl. 129, No. 4, 1326-1348 (2019). MSC: 60K99 60G22 60G52 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Krizmanić, Danijel Joint functional convergence of partial sums and maxima for linear processes. (English) Zbl 1407.60044 Lith. Math. J. 58, No. 4, 457-479 (2018). MSC: 60F17 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chiu, Henry; Cont, Rama On pathwise quadratic variation for càdlàg functions. (English) Zbl 1406.60082 Electron. Commun. Probab. 23, Paper No. 85, 12 p. (2018). MSC: 60H05 26B35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Gradinaru, Mihai; Haugomat, Tristan Local Skorokhod topology on the space of cadlag processes. (English) Zbl 1414.60003 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1183-1213 (2018). MSC: 60B10 54H99 60J75 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Jakubowski, Adam New characterizations of the \(S\) topology on the Skorokhod space. (English) Zbl 1390.60120 Electron. Commun. Probab. 23, Paper No. 2, 16 p. (2018). MSC: 60F17 60B11 54D55 54A10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bayraktar, Erhan; Song, Qingshuo Solvability of the nonlinear Dirichlet problem with integro-differential operators. (English) Zbl 1386.60234 SIAM J. Control Optim. 56, No. 1, 292-315 (2018). Reviewer: Nikolaos Halidias (Athens) MSC: 60H30 47G20 93E20 60J75 49L25 35J60 35J66 × Cite Format Result Cite Review PDF Full Text: DOI
Buchmann, Boris; Ipsen, Yuguang F.; Maller, Ross Functional laws for trimmed Lévy processes. (English) Zbl 1400.60067 J. Appl. Probab. 54, No. 3, 873-889 (2017). MSC: 60G51 60G52 60G55 60G70 60F17 91B30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Silvestrov, D. S. Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes. (English) Zbl 1390.60270 Theory Probab. Math. Stat. 95, 131-151 (2017) and Teor. Jmovirn. Mat. Stat. 95, 119-137 (2016). MSC: 60J10 60J22 60J27 60K15 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hambly, Ben; Ledger, Sean A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line. (English) Zbl 1379.60068 Ann. Appl. Probab. 27, No. 5, 2698-2752 (2017). MSC: 60H15 60H30 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid Link
Fu, Guanxing; Horst, Ulrich Mean field games with singular controls. (English) Zbl 1386.93306 SIAM J. Control Optim. 55, No. 6, 3833-3868 (2017). MSC: 93E20 91B70 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Lu, Hongyuan; Pang, Guodong Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services. (English) Zbl 1367.60116 Queueing Syst. 85, No. 1-2, 67-115 (2017). MSC: 60K25 60F17 60F05 90B22 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Pang, Guodong; Zhou, Yuhang \(\mathrm{G}/\mathrm{G}/\infty\) queues with renewal alternating interruptions. (English) Zbl 1351.60123 Adv. Appl. Probab. 48, No. 3, 812-831 (2016). MSC: 60K25 60F17 60F05 60J75 60G44 90B22 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Korzeniowski, A.; Ventura, W. On Donsker type theorem for discretely reflected backward SDEs. (English) Zbl 1342.60089 Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 23, No. 3, 195-208 (2016). MSC: 60H10 60F05 60F17 60H05 60H35 65C30 × Cite Format Result Cite Review PDF Full Text: Link Link
Ledger, Sean Skorokhod’s M1 topology for distribution-valued processes. (English) Zbl 1338.60105 Electron. Commun. Probab. 21, Paper No. 34, 11 p. (2016). MSC: 60G07 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Dumitrescu, Roxana; Labart, Céline Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles. (English) Zbl 1342.60113 J. Math. Anal. Appl. 442, No. 1, 206-243 (2016). MSC: 60H35 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Krizmanić, Danijel Functional weak convergence of partial maxima processes. (English) Zbl 1333.60062 Extremes 19, No. 1, 7-23 (2016). MSC: 60F17 60G52 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Hongyuan; Pang, Guodong; Zhou, Yuhang \(\mathrm{G}/\mathrm{GI}/N (+ \mathrm{GI})\) queues with service interruptions in the Halfin-Whitt regime. (English) Zbl 1344.60088 Math. Methods Oper. Res. 83, No. 1, 127-160 (2016). Reviewer: Hans Daduna (Hamburg) MSC: 60K25 60F17 60F05 60J75 90B22 68M20 × Cite Format Result Cite Review PDF Full Text: DOI
Kouritzin, Michael A. On tightness of probability measures on Skorokhod spaces. (English) Zbl 1335.60005 Trans. Am. Math. Soc. 368, No. 8, 5675-5700 (2016). MSC: 60B05 60B10 × Cite Format Result Cite Review PDF Full Text: DOI
Krizmanić, Danijel \(J_1\) convergence of partial sum processes with a reduced number of jumps. (English) Zbl 1325.60039 Probab. Math. Stat. 35, No. 1, 107-128 (2015). MSC: 60F17 60G52 60G70 60G51 60G55 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Roueff, François; Soulier, Philippe Convergence to stable laws in the space \(\mathcal D\). (English) Zbl 1326.60039 J. Appl. Probab. 52, No. 1, 1-17 (2015). MSC: 60F17 60G52 60E07 60G55 60K05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Delarue, F.; Inglis, J.; Rubenthaler, S.; Tanré, E. Particle systems with a singular mean-field self-excitation. Application to neuronal networks. (English) Zbl 1328.60134 Stochastic Processes Appl. 125, No. 6, 2451-2492 (2015). MSC: 60H10 60K35 60J60 82C32 92C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pavlyukevich, Ilya; Riedle, Markus Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces. (English) Zbl 1314.60021 Stochastic Anal. Appl. 33, No. 2, 271-305 (2015). MSC: 60B12 60F17 60G51 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Landim, C. A topology for limits of Markov chains. (English) Zbl 1322.60153 Stochastic Processes Appl. 125, No. 3, 1058-1088 (2015). MSC: 60J25 60F05 60F99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hintze, Robert; Pavlyukevich, Ilya Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes. (English) Zbl 1309.60059 Bernoulli 20, No. 1, 265-281 (2014). Reviewer: Thomas Simon (Lille) MSC: 60H10 60G51 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bouchemella, Nadira; Raynaud de Fitte, Paul Weak solutions of backward stochastic differential equations with continuous generator. (English) Zbl 1314.60111 Stochastic Processes Appl. 124, No. 1, 927-960 (2014). MSC: 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Scalas, Enrico; Viles, Noèlia A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process. (English) Zbl 1301.60034 Stochastic Processes Appl. 124, No. 1, 385-410 (2014). MSC: 60F17 60H05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Łaukajtys, Weronika; Słomiński, Leszek Penalization methods for the Skorokhod problem and reflecting SDEs with jumps. (English) Zbl 1296.60152 Bernoulli 19, No. 5A, 1750-1775 (2013). Reviewer: Andrew Dale (Durban) MSC: 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Szczotka, W.; Żebrowski, P. On fully coupled continuous time random walks. (English) Zbl 1237.60038 Appl. Math. 39, No. 1, 87-102 (2012). MSC: 60G50 60E07 60F17 60G51 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Martínez, Miguel; San Martín, Jaime; Torres, Soledad Numerical method for reflected backward stochastic differential equations. (English) Zbl 1243.60050 Stochastic Anal. Appl. 29, No. 6, 1008-1032 (2011). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 34F05 93E03 × Cite Format Result Cite Review PDF Full Text: DOI
Duffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca Sample path large deviations for order statistics. (English) Zbl 1229.62058 J. Appl. Probab. 48, No. 1, 238-257 (2011). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G30 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Ferger, D.; Vogel, D. Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space. (English. Russian original) Zbl 1239.60019 Theory Probab. Appl. 54, No. 4, 609-625 (2010) and Teor. Veroyatn. Primen. 54, No. 4, 750-770 (2009). Reviewer: Hannelore Liero (Potsdam) MSC: 60F05 60G99 62M99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Blount, Douglas; Kouritzin, Michael A. On convergence determining and separating classes of functions. (English) Zbl 1210.60011 Stochastic Processes Appl. 120, No. 10, 1898-1907 (2010). Reviewer: Renata Macaitiene (Vilnius) MSC: 60B10 60B05 × Cite Format Result Cite Review PDF Full Text: DOI
Hein, Claudia; Imkeller, Peter; Pavlyukevich, Ilya Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data. (English) Zbl 1218.60027 Duan, Jinqiao (ed.) et al., Recent development in stochastic dynamics and stochastic analysis. Dedicated to Zhi-Yuan Zhang on the occasion of his 75th birthday. Hackensack, NJ: World Scientific (ISBN 978-981-4277-25-9/hbk). Interdisciplinary Mathematical Sciences 8, 161-175 (2010). Reviewer: Nicolas Perkowski (Berlin) MSC: 60F17 60G52 60H10 62F10 62M10 86A40 × Cite Format Result Cite Review PDF
Ma, Chunhua A note on “Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises”. (English) Zbl 1203.62141 Stat. Probab. Lett. 80, No. 19-20, 1528-1531 (2010). MSC: 62M05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Banys, Rimas On limit theorems for random fields. (English) Zbl 1343.60010 Liet. Mat. Rink., Liet. Mat. Draugijos Darb. 50, 18-23 (2009). MSC: 60F05 60G60 54C35 54E45 × Cite Format Result Cite Review PDF
Lan, Yan; Banerjee, Moulinath; Michailidis, George Change-point estimation under adaptive sampling. (English) Zbl 1168.62018 Ann. Stat. 37, No. 4, 1752-1791 (2009). MSC: 62F12 62J02 62M09 62E20 62L12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Stelzer, Robert First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes. (English) Zbl 1165.60326 Stochastic Processes Appl. 119, No. 6, 1932-1951 (2009). MSC: 60G51 60H10 60H35 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Boysen, Leif; Kempe, Angela; Liebscher, Volkmar; Munk, Axel; Wittich, Olaf Consistencies and rates of convergence of jump-penalized least squares estimators. (English) Zbl 1155.62034 Ann. Stat. 37, No. 1, 157-183 (2009). MSC: 62G20 62G05 41A25 41A10 62G08 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Fournier, Nicolas; Laurençot, Philippe Marcus-Lushnikov processes, Smoluchowski’s and Flory’s models. (English) Zbl 1169.60027 Stochastic Processes Appl. 119, No. 1, 167-189 (2009). Reviewer: Bo Markussen (Kopenhagen) MSC: 60K35 45K05 60G57 60H30 60F99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rahimov, I. Deterministic approximation of a sequence of nearly critical branching processes. (English) Zbl 1154.60070 Stochastic Anal. Appl. 26, No. 5, 1013-1024 (2008). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J80 62F12 60G99 × Cite Format Result Cite Review PDF Full Text: DOI
Boysen, Leif; Liebscher, Volkmar; Munk, Axel; Wittich, Olaf Scale space consistency of piecewise constant least squares estimators – another look at the regressogram. (English) Zbl 1176.62033 Cator, Eric A. (ed.) et al., Asymptotics: particles, processes and inverse problems. Festschrift for Piet Groeneboom. Papers based on the presentations at the workshop, Delft, The Netherland, July 10–14, 2006. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-71-3/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 55, 65-84 (2007). MSC: 62G08 62G20 65C60 41A10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhu, Fubo; Liu, Haiyang Stability of Doob-Meyer decomposition of Hilbert valued semimartingales under extended convergence. (Chinese. English summary) Zbl 1164.60362 J. Xuzhou Norm. Univ., Nat. Sci. 25, No. 4, 33-36 (2007). MSC: 60G46 60G51 × Cite Format Result Cite Review PDF
Coquet, François; Toldo, Sandrine Convergence of values in optimal stopping and convergence of optimal stopping times. (English) Zbl 1144.62067 Electron. J. Probab. 12, 207-228 (2007). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 62L15 60G40 60Fxx 91A60 91A80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv EuDML
Stoev, Stilian A.; Taqqu, Murad S. Limit theorems for sums of heavy-tailed variables with random dependent weights. (English) Zbl 1134.60028 Methodol. Comput. Appl. Probab. 9, No. 1, 55-87 (2007). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60F17 60G52 60F05 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Harman, Aziz On the probability space. (English) Zbl 1089.60500 J. Inst. Math. Comput. Sci., Math. Ser. 18, No. 1, 13-19 (2005). MSC: 60A05 60A99 × Cite Format Result Cite Review PDF
Kim, Dae Sig; Kim, Yun Kyong Some properties of a new metric on the space of fuzzy numbers. (English) Zbl 1056.54007 Fuzzy Sets Syst. 145, No. 3, 395-410 (2004). Reviewer: Shenggang Li (Xian) MSC: 54A40 54E35 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Yun Kyong Compactness and convexity on the space of fuzzy sets. II. (English) Zbl 1065.54001 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 57, No. 5-6, 639-653 (2004). Reviewer: S. Ganguly (Kolkata) MSC: 54A40 47H04 52A22 53C65 54C60 46S40 × Cite Format Result Cite Review PDF Full Text: DOI
Mémin, Jean Stability of Doob-Meyer decomposition under extended convergence. (English) Zbl 1052.60022 Acta Math. Appl. Sin., Engl. Ser. 19, No. 2, 177-190 (2003). MSC: 60F17 60G07 60G48 × Cite Format Result Cite Review PDF Full Text: DOI
Ghil, Byung Moon; Kim, Yun Kyong Continuity of functions defined on the space of fuzzy sets. (English) Zbl 1051.54004 Inf. Sci. 157, 155-165 (2003). Reviewer: S. Ganguly (Kolkata) MSC: 54A40 × Cite Format Result Cite Review PDF Full Text: DOI
Bandyopadhyay, Uttam; Das, Radhakanta; Biswas, Atanu Fixed width confidence interval of \(P(X<Y)\) in partial sequential sampling scheme. (English) Zbl 1023.62082 Sequential Anal. 22, No. 1-2, 75-93 (2003). MSC: 62L12 62G15 × Cite Format Result Cite Review PDF Full Text: DOI
Jacod, J.; Jakubowski, A.; Mémin, J. On asymptotic errors in discretization of processes. (English) Zbl 1058.60020 Ann. Probab. 31, No. 2, 592-608 (2003). Reviewer: L. Heinrich (Augsburg) MSC: 60F17 60H99 × Cite Format Result Cite Review PDF Full Text: DOI
Jacod, Jean; Shiryaev, Albert N. Limit theorems for stochastic processes. 2nd ed. (English) Zbl 1018.60002 Grundlehren der Mathematischen Wissenschaften. 288. Berlin: Springer. xx, 661 p. (2003). Reviewer: Markus Reiß (Berlin) MSC: 60-02 60Fxx 60Jxx 60Gxx × Cite Format Result Cite Review PDF
Babu, G. J.; Manstavičius, E. Infinitely divisible limit processes for the Ewens sampling formula. (English. Russian original) Zbl 1018.60003 Lith. Math. J. 42, No. 3, 232-242 (2002); translation from Liet. Mat. Rink. 42, No. 3, 294-307 (2002). Reviewer: Joseph M.Gani (Canberra) MSC: 60B10 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Jacka, Saul; Warren, John Examples of convergence and non-convergence of Markov chains conditioned not to die. (English) Zbl 1014.60074 Electron. J. Probab. 7, Paper No. 1, 22 p. (2002). Reviewer: Uwe Rösler (Kiel) MSC: 60J50 60B10 60G99 60J27 60J45 60J55 × Cite Format Result Cite Review PDF Full Text: DOI EuDML EMIS
Ghil, Byung Moon; Joo, Sang Yeol; Kim, Yun Kyong A characterization of compact subsets of fuzzy number space. (English) Zbl 1004.54009 Fuzzy Sets Syst. 123, No. 2, 191-195 (2001). MSC: 54A40 54C35 × Cite Format Result Cite Review PDF Full Text: DOI
Rahimov, I. Approximation of exceedance processes in large populations. (English) Zbl 0986.60085 Stoch. Models 17, No. 2, 147-156 (2001). Reviewer: Vladimir Vatutin (Moskva) MSC: 60J80 × Cite Format Result Cite Review PDF Full Text: DOI
Coquet, François; Mémin, Jean; Słominski, Leszek On weak convergence of filtrations. (English) Zbl 0987.60009 Azéma, Jacques (ed.) et al., Séminaire de Probabilités XXXV. Berlin: Springer. Lect. Notes Math. 1755, 306-328 (2001). Reviewer: Jun Kawabe (Wakasato) MSC: 60B10 60F05 × Cite Format Result Cite Review PDF Full Text: Numdam
Ogura, Yukio Weak convergence of laws of stochastic processes on Riemannian manifolds. (English) Zbl 0983.58017 Probab. Theory Relat. Fields 119, No. 4, 529-557 (2001). Reviewer: J.Picard (Aubière) MSC: 58J65 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Buldygin, V. V.; Il’jenko, A. B. On a functional limit theorem for time series constructed from shot noise processes. (English. Ukrainian original) Zbl 0990.60028 Theory Probab. Math. Stat. 63, 21-25 (2001); translation from Teor. Jmovirn. Mat. Stat. 63, 21-25 (2000). Reviewer: A.D.Borisenko (Kyïv) MSC: 60F17 × Cite Format Result Cite Review PDF
Balkema, A. A.; Pancheva, E. I. Extremal processes with one jump. (English) Zbl 0976.60046 Extremes 3, No. 2, 173-195 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60G51 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Silvestrov, Dmitrii S. Convergence in Skorokhod topology for compositions of stochastic processes. (English) Zbl 0973.60029 Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 298-306 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60F17 60G40 × Cite Format Result Cite Review PDF
Mishura, Yuliya Skorokhod space and Skorokhod topology in probabilistic considerations during 1956–1999. (English) Zbl 0973.60007 Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 281-297 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60B10 60F05 60F17 × Cite Format Result Cite Review PDF
Coquet, François; Guillemeau, Michel A remark on Skorokhod topologies for the Skorokhod reflection problem. (English) Zbl 0971.60003 Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 126-131 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60B10 34D05 93D20 × Cite Format Result Cite Review PDF
O’Brien, George L. An application of Skorokhod’s \(M_1\)-topology. (English) Zbl 0971.60004 Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 111-118 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60B10 60F17 60F10 60G52 60B11 × Cite Format Result Cite Review PDF
Billingsley, Patrick; Wichura, Michael The origins of Skorokhod’s topology. (English) Zbl 0971.60005 Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 61-65 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60B10 60F17 60G07 60B11 × Cite Format Result Cite Review PDF
Kolmogorov, Andrey N. On Skorokhod’s convergence. (English) Zbl 0969.60008 Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 53-60 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60B10 60F17 60G07 60G05 60B11 01A75 × Cite Format Result Cite Review PDF
Skorokhod, Anatolii V. Limit theorems for stochastic processes. (English) Zbl 0969.60007 Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 23-52 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60B10 60F17 60G05 60G07 60B11 × Cite Format Result Cite Review PDF
Kovalenko, I. M.; Korolyuk, V. S.; Portenko, M. I.; Samojlenko, A. M.; Syta, G. M.; Yadrenko, M. I. Anatolij Vladimirovich Skorokhod (on his 70th birthday). (English. Ukrainian original) Zbl 0972.01038 Ukr. Math. J. 52, No. 9, 1321-1323 (2000); translation from Ukr. Mat. Zh. 52, No. 9, 1155-1157 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 01A70 60-03 60H25 60H10 × Cite Format Result Cite Review PDF
Avram, Florin; Taqqu, Murad S. Robustness of the \(R/S\) statistic for fractional stable noises. (English) Zbl 0968.62037 Stat. Inference Stoch. Process. 3, No. 1-2, 69-83 (2000). MSC: 62F35 62M10 60G18 62F12 60E07 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Coquet, F.; Mémin, J.; Mackevičius, V. Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. (English) Zbl 0990.60035 Lith. Math. J. 40, No. 3, 228-235 (2000) and Liet. Mat. Rink. 40, No. 3, 295-306 (2000). Reviewer: Elisaveta Pancheva (Sofia) MSC: 60G07 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Joo, Sang Yeol; Kim, Yun Kyong Topological properties on the space of fuzzy sets. (English) Zbl 0986.54012 J. Math. Anal. Appl. 246, No. 2, 576-590 (2000). Reviewer: T.M.G.Ahsanullah (Bangladesh) MSC: 54A40 03E72 × Cite Format Result Cite Review PDF Full Text: DOI
Şchiopu-Kratina, Ioana; Daffer, Peter Tightness and the law of large numbers in \(D[0,1]\). (English) Zbl 0995.60006 Rev. Roum. Math. Pures Appl. 44, No. 3, 473-480 (1999). MSC: 60B10 60B12 × Cite Format Result Cite Review PDF
Lin, Zhengyan The invariance principle for some class of Markov chains. (English. Russian original) Zbl 0966.60065 Theory Probab. Appl. 44, No. 1, 136-139 (1999); translation from Teor. Veroyatn. Primen. 44, No. 1, 151-154 (1999). Reviewer: B.P.Harlamov (St.Peterburg) MSC: 60J10 × Cite Format Result Cite Review PDF Full Text: DOI
Pratelli, Maurizio An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales. (English) Zbl 0954.60037 Azéma, Jacques (ed.) et al., Séminaire de probabilités XXXIII. Berlin: Springer. Lect. Notes Math. 1709, 334-338 (1999). Reviewer: Ferenc Weisz (Budapest) MSC: 60G44 × Cite Format Result Cite Review PDF Full Text: Numdam EuDML
O’Brien, George L. Unusually large values for spectrally positive stable and related processes. (English) Zbl 0942.60029 Ann. Probab. 27, No. 2, 990-1008 (1999). Reviewer: S.M.Shkol’nik (Anapa) MSC: 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Kolesnikov, A. V. On topological properties of the Skorokhod space. (English. Russian original) Zbl 0946.54029 Theory Probab. Appl. 43, No. 4, 640-644 (1998); translation from Teor. Veroyatn. Primen. 43, No. 4, 781-786 (1998). Reviewer: Alexander V.Bulinskij (Moskva) MSC: 54H05 60G05 54A10 54B05 60B05 28C99 54C35 × Cite Format Result Cite Review PDF Full Text: DOI
Korolyuk, V. S.; Limnios, N. A singular perturbation approach for Liptser’s functional limit theorem and some extensions. (English) Zbl 0941.60089 Theory Probab. Math. Stat. 58, 83-87 (1999) and Teor. Jmovirn. Mat. Stat. 58, 76-80 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60J25 60F17 × Cite Format Result Cite Review PDF
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. (English) Zbl 0932.60047 Stochastic Processes Appl. 75, No. 2, 235-248 (1998). Reviewer: B.Maslowski (Praha) MSC: 60G44 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Michna, Zbigniew Self-similar processes in collective risk theory. (English) Zbl 0937.60029 J. Appl. Math. Stochastic Anal. 11, No. 4, 429-448 (1998). Reviewer: S.Asmussen (Lund) MSC: 60G15 60G70 91B30 × Cite Format Result Cite Review PDF Full Text: DOI EuDML