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Schmidt, Thorsten; Tappe, Stefan Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity. (English) Zbl 1334.60123 Chojnowska-Michalik, Anna (ed.) et al., Stochastic analysis. Special volume in honour of Jerzy Zabczyk. Selected papers based on the presentations at the Banach Center conference on stochastic analysis and control, Bȩdlewo, Poland, May 6–10, 2013. Warsaw: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-28-7/pbk). Banach Center Publications 105, 211-238 (2015). MSC: 60H30 60J65 60G57 91B30 91G40 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tang, Mingtian; Wang, Yunyan The asymptotic behavior of \(\mathrm{INAR}(p)\) models. (English) Zbl 1319.60184 Commun. Stat., Theory Methods 43, No. 14, 3047-3056 (2014). MSC: 60K37 60J05 60J10 60A10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Nishiyama, Yoichi Some central limit theorems for \(\ell^\infty\)-valued semimartingales and their applications. (English) Zbl 0895.60025 Probab. Theory Relat. Fields 108, No. 4, 459-494 (1997). MSC: 60F05 60F17 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Filimonov, E. V. An exponential estimate for a solution of a stochastic differential equation with jumps. (English. Russian original) Zbl 0895.60059 Theory Probab. Appl. 41, No. 4, 773-780 (1996); translation from Teor. Veroyatn. Primen. 41, No. 4, 906-913 (1996). MSC: 60H10 × Cite Format Result Cite Review PDF
Yamada, Keigo Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes. (English) Zbl 0811.60067 Stochastic Processes Appl. 52, No. 1, 135-164 (1994). Reviewer: He Sheng Wu (Shanghai) MSC: 60J75 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Rojtgarts, A. D. Two-parameter martingales associated with an integer-valued random measure. (English. Russian original) Zbl 0738.60038 Theory Probab. Math. Stat. 43, 153-160 (1991); translation from Teor. Veroyatn. Mat. Stat., Kiev 43, 135-142 (1990). MSC: 60G44 60G57 × Cite Format Result Cite Review PDF
Bakhovets, E. B. On a class of integer valued Markov measures. (Russian) Zbl 0593.60062 Stochastic processes. Theory and practice, Collect. sci. Works, Kiev 1985, 3-14 (1985). Reviewer: M.Iosifescu MSC: 60G57 60G55 × Cite Format Result Cite Review PDF
Gamkrelidze, N. G. On ”smoothing” the probabilities for sums of independent integer-valued variables. (English) Zbl 0501.60027 Theory Probab. Appl. 26, 823-828 (1982). MSC: 60E99 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Gamkrelidze, N. G. On the smoothing of probabilities for the sums of integer valued random variables. (Russian) Zbl 0491.60020 Teor. Veroyatn. Primen. 26, 835-841 (1981). MSC: 60E99 60G50 × Cite Format Result Cite Review PDF
Banis, R. On the convergence of superpositions of integer-valued random measures. (Russian) Zbl 0408.60054 Litov. Mat. Sb. 19, No. 1, 3-21 (1979). MSC: 60G57 60B10 × Cite Format Result Cite Review PDF