Frikha, Noufel; Konakov, Valentin; Menozzi, Stéphane Well-posedness of some non-linear stable driven SDEs. (English) Zbl 07314366 Discrete Contin. Dyn. Syst. 41, No. 2, 849-898 (2021). MSC: 60H10 60G46 60H30 35R09 PDF BibTeX XML Cite \textit{N. Frikha} et al., Discrete Contin. Dyn. Syst. 41, No. 2, 849--898 (2021; Zbl 07314366) Full Text: DOI
Barrasso, Adrien; Russo, Francesco Martingale driven BSDEs, PDEs and other related deterministic problems. (English) Zbl 07312689 Stochastic Processes Appl. 133, 193-228 (2021). MSC: 60H30 60H10 35S05 60J35 60J60 60J75 PDF BibTeX XML Cite \textit{A. Barrasso} and \textit{F. Russo}, Stochastic Processes Appl. 133, 193--228 (2021; Zbl 07312689) Full Text: DOI
Gradinaru, Mihai; Haugomat, Tristan Locally Feller processes and martingale local problems. (English) Zbl 07312687 Stochastic Processes Appl. 133, 129-165 (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J25 60G44 60J35 60B10 47D07 PDF BibTeX XML Cite \textit{M. Gradinaru} and \textit{T. Haugomat}, Stochastic Processes Appl. 133, 129--165 (2021; Zbl 07312687) Full Text: DOI
Gushchin, A. A. The joint law of a max-continuous local submartingale and its maximum. (English. Russian original) Zbl 07308474 Theory Probab. Appl. 65, No. 4, 545-557 (2021); translation from Teor. Veroyatn. Primen. 65, No. 4, 693-709 (2020). MSC: 60 37 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Theory Probab. Appl. 65, No. 4, 545--557 (2021; Zbl 07308474); translation from Teor. Veroyatn. Primen. 65, No. 4, 693--709 (2020) Full Text: DOI
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. (English) Zbl 07306258 J. Theor. Probab. 34, No. 1, 173-205 (2021). MSC: 35Q84 60J76 60J25 35A01 35A02 PDF BibTeX XML Cite \textit{L. Döring} et al., J. Theor. Probab. 34, No. 1, 173--205 (2021; Zbl 07306258) Full Text: DOI
Benazzoli, Chiara; Campi, Luciano; Di Persio, Luca Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model. (English) Zbl 07312353 Stochastic Processes Appl. 130, No. 11, 6927-6964 (2020). MSC: 91A16 91A80 91G45 PDF BibTeX XML Cite \textit{C. Benazzoli} et al., Stochastic Processes Appl. 130, No. 11, 6927--6964 (2020; Zbl 07312353) Full Text: DOI
Dalessandro, Antonio; Peters, Gareth W. Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas. (English) Zbl 07297550 Methodol. Comput. Appl. Probab. 22, No. 3, 1089-1124 (2020). MSC: 47N30 60B15 46N30 62G32 62H86 PDF BibTeX XML Cite \textit{A. Dalessandro} and \textit{G. W. Peters}, Methodol. Comput. Appl. Probab. 22, No. 3, 1089--1124 (2020; Zbl 07297550) Full Text: DOI
Komorowski, Tomasz; Bobrowski, Adam A quantitative Hopf-type maximum principle for subsolutions of elliptic PDEs. (English) Zbl 1455.35033 Discrete Contin. Dyn. Syst., Ser. S 13, No. 12, 3495-3502 (2020). MSC: 35B50 35A23 35A09 35J25 PDF BibTeX XML Cite \textit{T. Komorowski} and \textit{A. Bobrowski}, Discrete Contin. Dyn. Syst., Ser. S 13, No. 12, 3495--3502 (2020; Zbl 1455.35033) Full Text: DOI
Löhr, Wolfgang; Mytnik, Leonid; Winter, Anita The Aldous chain on cladograms in the diffusion limit. (English) Zbl 1452.60045 Ann. Probab. 48, No. 5, 2565-2590 (2020). MSC: 60J25 60J80 60J60 PDF BibTeX XML Cite \textit{W. Löhr} et al., Ann. Probab. 48, No. 5, 2565--2590 (2020; Zbl 1452.60045) Full Text: DOI Euclid
Li, Zenghu Continuous-state branching processes with immigration. (English) Zbl 1453.60145 Jiao, Ying (ed.), From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 – June 9, 2017. Singapore: Springer. Math. Lect. Peking Univ., 1-69 (2020). MSC: 60J80 60J85 60H10 60H20 PDF BibTeX XML Cite \textit{Z. Li}, in: From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 -- June 9, 2017. Singapore: Springer. 1--69 (2020; Zbl 1453.60145) Full Text: DOI
Bandini, Elena; Russo, Francesco The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures. (English) Zbl 07272863 Stoch. Dyn. 20, No. 6, Article ID 2040011, 27 p. (2020). MSC: 60J76 60G57 60H30 PDF BibTeX XML Cite \textit{E. Bandini} and \textit{F. Russo}, Stoch. Dyn. 20, No. 6, Article ID 2040011, 27 p. (2020; Zbl 07272863) Full Text: DOI
Gubinelli, M.; Turra, M. Hyperviscous stochastic Navier-Stokes equations with white noise invariant measure. (English) Zbl 1448.60138 Stoch. Dyn. 20, No. 6, Article ID 2040005, 39 p. (2020). Reviewer: Piotr Biler (Wrocław) MSC: 60H15 35Q30 60H40 35R60 PDF BibTeX XML Cite \textit{M. Gubinelli} and \textit{M. Turra}, Stoch. Dyn. 20, No. 6, Article ID 2040005, 39 p. (2020; Zbl 1448.60138) Full Text: DOI
Chaudru de Raynal, Paul-Éric; Menozzi, Stéphane; Priola, Enrico Weak well-posedness of multidimensional stable driven SDEs in the critical case. (English) Zbl 07272856 Stoch. Dyn. 20, No. 6, Article ID 2040004, 20 p. (2020). MSC: 60H10 60H30 35B30 PDF BibTeX XML Cite \textit{P.-É. Chaudru de Raynal} et al., Stoch. Dyn. 20, No. 6, Article ID 2040004, 20 p. (2020; Zbl 07272856) Full Text: DOI
Röckner, Michael; Xie, Longjie; Zhang, Xicheng Superposition principle for non-local Fokker-Planck-Kolmogorov operators. (English) Zbl 07271328 Probab. Theory Relat. Fields 178, No. 3-4, 699-733 (2020). MSC: 60H10 60J75 PDF BibTeX XML Cite \textit{M. Röckner} et al., Probab. Theory Relat. Fields 178, No. 3--4, 699--733 (2020; Zbl 07271328) Full Text: DOI
Kallsen, Jan; Krühner, Paul On uniqueness of solutions to martingale problems – counterexamples and sufficient criteria. (English) Zbl 07252727 Electron. J. Probab. 25, Paper No. 95, 33 p. (2020). MSC: 47G30 60J35 60J75 PDF BibTeX XML Cite \textit{J. Kallsen} and \textit{P. Krühner}, Electron. J. Probab. 25, Paper No. 95, 33 p. (2020; Zbl 07252727) Full Text: DOI Euclid
Cabezas-Rivas, Esther; Haslhofer, Robert Brownian motion on Perelman’s almost Ricci-flat manifold. (English) Zbl 07225386 J. Reine Angew. Math. 764, 217-239 (2020). MSC: 53E20 35K55 58J65 PDF BibTeX XML Cite \textit{E. Cabezas-Rivas} and \textit{R. Haslhofer}, J. Reine Angew. Math. 764, 217--239 (2020; Zbl 07225386) Full Text: DOI
Barrasso, Adrien; Russo, Francesco Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales. (English) Zbl 1453.60114 Potential Anal. 53, No. 2, 449-481 (2020). MSC: 60H15 60G44 60H10 PDF BibTeX XML Cite \textit{A. Barrasso} and \textit{F. Russo}, Potential Anal. 53, No. 2, 449--481 (2020; Zbl 1453.60114) Full Text: DOI
Kühn, Franziska Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators. (English) Zbl 1448.60162 Electron. J. Probab. 25, Paper No. 16, 26 p. (2020). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J35 60J25 60H10 60J76 45K05 35S05 60G51 PDF BibTeX XML Cite \textit{F. Kühn}, Electron. J. Probab. 25, Paper No. 16, 26 p. (2020; Zbl 1448.60162) Full Text: DOI Euclid
Criens, David Limit theorems for cylindrical martingale problems associated with Lévy generators. (English) Zbl 1434.60193 J. Theor. Probab. 33, No. 2, 866-905 (2020). MSC: 60J25 60F05 60H15 PDF BibTeX XML Cite \textit{D. Criens}, J. Theor. Probab. 33, No. 2, 866--905 (2020; Zbl 1434.60193) Full Text: DOI
Burzoni, Matteo; Šikić, Mario Robust martingale selection problem and its connections to the no-arbitrage theory. (English) Zbl 07200957 Math. Finance 30, No. 1, 260-286 (2020). MSC: 91G PDF BibTeX XML Cite \textit{M. Burzoni} and \textit{M. Šikić}, Math. Finance 30, No. 1, 260--286 (2020; Zbl 07200957) Full Text: DOI
Frikha, Noufel; Li, Libo Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals. (English. French summary) Zbl 1451.35073 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1002-1040 (2020). Reviewer: Vincenzo Vespri (Firenze) MSC: 35K65 60H10 60G46 60H30 PDF BibTeX XML Cite \textit{N. Frikha} and \textit{L. Li}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1002--1040 (2020; Zbl 1451.35073) Full Text: DOI Euclid
Criens, David Lyapunov criteria for the Feller-Dynkin property of martingale problems. (English) Zbl 1434.60192 Stochastic Processes Appl. 130, No. 5, 2693-2736 (2020). MSC: 60J25 60G44 60H10 PDF BibTeX XML Cite \textit{D. Criens}, Stochastic Processes Appl. 130, No. 5, 2693--2736 (2020; Zbl 1434.60192) Full Text: DOI
Chen, Xian; Jia, Chen Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks. (English) Zbl 1431.60083 J. Math. Biol. 80, No. 4, 959-994 (2020). MSC: 60J25 60J27 60J28 60G44 92C40 92C42 92C45 92B05 PDF BibTeX XML Cite \textit{X. Chen} and \textit{C. Jia}, J. Math. Biol. 80, No. 4, 959--994 (2020; Zbl 1431.60083) Full Text: DOI
Chaker, Jamil The martingale problem for a class of nonlocal operators of diagonal type. (English) Zbl 1444.60049 Math. Nachr. 292, No. 11, 2316-2337 (2019). MSC: 60H10 47G20 60G46 60G52 60J74 PDF BibTeX XML Cite \textit{J. Chaker}, Math. Nachr. 292, No. 11, 2316--2337 (2019; Zbl 1444.60049) Full Text: DOI
Beltrán, J.; Chavez, E.; Landim, C. From coalescing random walks on a torus to Kingman’s coalescent. (English) Zbl 1427.82022 J. Stat. Phys. 177, No. 6, 1172-1206 (2019). MSC: 82C22 60K35 60J27 PDF BibTeX XML Cite \textit{J. Beltrán} et al., J. Stat. Phys. 177, No. 6, 1172--1206 (2019; Zbl 1427.82022) Full Text: DOI
Choi, Won On the representation of probability vector with special diffusion operator using the mutation and gene conversion rate. (English) Zbl 1428.92078 Korean J. Math. 27, No. 1, 1-8 (2019). MSC: 92D10 60H30 60G44 PDF BibTeX XML Cite \textit{W. Choi}, Korean J. Math. 27, No. 1, 1--8 (2019; Zbl 1428.92078) Full Text: DOI Link
Kareev, I. A.; Zaikin, A. A. Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model. (English) Zbl 1442.62182 Lobachevskii J. Math. 40, No. 8, 1178-1185 (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L10 62F07 62F15 60G44 PDF BibTeX XML Cite \textit{I. A. Kareev} and \textit{A. A. Zaikin}, Lobachevskii J. Math. 40, No. 8, 1178--1185 (2019; Zbl 1442.62182) Full Text: DOI
Jeon, Junkee; Koo, Hyeng Keun; Shin, Yong Hyun Ratcheting with a bliss level of consumption. (English) Zbl 1432.91105 Optim. Lett. 13, No. 7, 1535-1556 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91G20 60G40 60G44 PDF BibTeX XML Cite \textit{J. Jeon} et al., Optim. Lett. 13, No. 7, 1535--1556 (2019; Zbl 1432.91105) Full Text: DOI
Kolokoltsov, Vassili N. The probabilistic point of view on the generalized fractional partial differential equations. (English) Zbl 07115448 Fract. Calc. Appl. Anal. 22, No. 3, 543-600 (2019). MSC: 34A08 35S05 35S11 35S15 60J25 60J35 60J50 60J75 PDF BibTeX XML Cite \textit{V. N. Kolokoltsov}, Fract. Calc. Appl. Anal. 22, No. 3, 543--600 (2019; Zbl 07115448) Full Text: DOI
Huesmann, Martin; Trevisan, Dario A Benamou-Brenier formulation of martingale optimal transport. (English) Zbl 1428.62526 Bernoulli 25, No. 4A, 2729-2757 (2019). MSC: 60G44 49Q22 82C31 PDF BibTeX XML Cite \textit{M. Huesmann} and \textit{D. Trevisan}, Bernoulli 25, No. 4A, 2729--2757 (2019; Zbl 1428.62526) Full Text: DOI Euclid arXiv
Liang, Mingjie; Wang, Jian Spatial regularity of semigroups generated by Lévy type operators. (English) Zbl 1427.60161 Math. Nachr. 292, No. 7, 1551-1566 (2019). MSC: 60J25 60J76 47D07 PDF BibTeX XML Cite \textit{M. Liang} and \textit{J. Wang}, Math. Nachr. 292, No. 7, 1551--1566 (2019; Zbl 1427.60161) Full Text: DOI
Criens, David Cylindrical martingale problems associated with Lévy generators. (English) Zbl 07081637 J. Theor. Probab. 32, No. 3, 1306-1359 (2019); erratum ibid. 33, No. 3, 1791-1800 (2020). MSC: 60J25 60H15 60G48 PDF BibTeX XML Cite \textit{D. Criens}, J. Theor. Probab. 32, No. 3, 1306--1359 (2019; Zbl 07081637) Full Text: DOI
Bezborodov, Viktor; Kondratiev, Yuri; Kutoviy, Oleksandr Lattice birth-and-death processes. (English) Zbl 1415.60112 Mosc. Math. J. 19, No. 1, 7-36 (2019). MSC: 60K35 82C22 PDF BibTeX XML Cite \textit{V. Bezborodov} et al., Mosc. Math. J. 19, No. 1, 7--36 (2019; Zbl 1415.60112) Full Text: Link arXiv
Belomestny, Denis; Hildebrand, Roland; Schoenmakers, John Optimal stopping via pathwise dual empirical maximisation. (English) Zbl 07068067 Appl. Math. Optim. 79, No. 3, 715-741 (2019). MSC: 60G40 60G17 PDF BibTeX XML Cite \textit{D. Belomestny} et al., Appl. Math. Optim. 79, No. 3, 715--741 (2019; Zbl 07068067) Full Text: DOI
Pennanen, Teemu; Perkkiö, Ari-Pekka Convex duality in nonlinear optimal transport. (English) Zbl 1423.46104 J. Funct. Anal. 277, No. 4, 1029-1060 (2019). Reviewer: Stefan Cobzaş (Cluj-Napoca) MSC: 46N10 46N30 49N15 PDF BibTeX XML Cite \textit{T. Pennanen} and \textit{A.-P. Perkkiö}, J. Funct. Anal. 277, No. 4, 1029--1060 (2019; Zbl 1423.46104) Full Text: DOI arXiv
Cuchiero, Christa; Larsson, Martin; Svaluto-Ferro, Sara Probability measure-valued polynomial diffusions. (English) Zbl 07055668 Electron. J. Probab. 24, Paper No. 30, 32 p. (2019). MSC: 60J68 60G57 PDF BibTeX XML Cite \textit{C. Cuchiero} et al., Electron. J. Probab. 24, Paper No. 30, 32 p. (2019; Zbl 07055668) Full Text: DOI Euclid arXiv
Grillmeier, Hubertus; Grün, Günther Nonnegativity preserving convergent schemes for stochastic porous-medium equations. (English) Zbl 1448.65159 Math. Comput. 88, No. 317, 1021-1059 (2019). MSC: 65M60 65M06 65N30 35B09 35K65 35R35 37L55 37M05 60H15 65C30 76S05 35Q35 PDF BibTeX XML Cite \textit{H. Grillmeier} and \textit{G. Grün}, Math. Comput. 88, No. 317, 1021--1059 (2019; Zbl 1448.65159) Full Text: DOI
Kulik, Alexei M. On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise. (English) Zbl 1405.60117 Stochastic Processes Appl. 129, No. 2, 473-506 (2019). MSC: 60J35 60J75 35S05 35S10 47G30 60H10 PDF BibTeX XML Cite \textit{A. M. Kulik}, Stochastic Processes Appl. 129, No. 2, 473--506 (2019; Zbl 1405.60117) Full Text: DOI
Zhao, Guohuan Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts. (English) Zbl 1451.60049 Proc. Am. Math. Soc. 147, No. 2, 849-860 (2019). MSC: 60G52 60H10 60G51 PDF BibTeX XML Cite \textit{G. Zhao}, Proc. Am. Math. Soc. 147, No. 2, 849--860 (2019; Zbl 1451.60049) Full Text: DOI arXiv
Vovchanskii, M. B. Convergence of solutions of SDEs to Harris flows. (English) Zbl 1438.60083 Theory Stoch. Process. 23, No. 2, 80-91 (2018). MSC: 60H10 60G44 60G60 60G57 PDF BibTeX XML Cite \textit{M. B. Vovchanskii}, Theory Stoch. Process. 23, No. 2, 80--91 (2018; Zbl 1438.60083) Full Text: Link arXiv
Borisov, A. V.; Miller, G. B.; Stefanovich, A. I. Controllable Markov jump processes. I: Optimum filtering based on complex observations. (English. Russian original) Zbl 1420.93033 J. Comput. Syst. Sci. Int. 57, No. 6, 890-906 (2018); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2018, No. 6, 64-83 (2018). MSC: 93E11 93C15 60G44 PDF BibTeX XML Cite \textit{A. V. Borisov} et al., J. Comput. Syst. Sci. Int. 57, No. 6, 890--906 (2018; Zbl 1420.93033); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2018, No. 6, 64--83 (2018) Full Text: DOI
Wang, Haiyang; Zhang, Jianfeng Forward backward SDEs in weak formulation. (English) Zbl 1419.60041 Math. Control Relat. Fields 8, No. 3-4, 1021-1049 (2018). MSC: 60H07 60H30 35R60 34F05 PDF BibTeX XML Cite \textit{H. Wang} and \textit{J. Zhang}, Math. Control Relat. Fields 8, No. 3--4, 1021--1049 (2018; Zbl 1419.60041) Full Text: DOI arXiv
Criens, David; Glau, Kathrin Absolute continuity of semimartingales. (English) Zbl 1406.60062 Electron. J. Probab. 23, Paper No. 125, 28 p (2018). MSC: 60G44 60G48 PDF BibTeX XML Cite \textit{D. Criens} and \textit{K. Glau}, Electron. J. Probab. 23, Paper No. 125, 28 p (2018; Zbl 1406.60062) Full Text: DOI Euclid arXiv
Ginovyan, Mamikon; Keryan, Karen Reconstruction of martingales and applications to multiple Haar series. (English) Zbl 1424.60059 Stud. Sci. Math. Hung. 55, No. 4, 542-558 (2018). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G42 42C25 26A39 PDF BibTeX XML Cite \textit{M. Ginovyan} and \textit{K. Keryan}, Stud. Sci. Math. Hung. 55, No. 4, 542--558 (2018; Zbl 1424.60059) Full Text: DOI
Gubinelli, Massimiliano; Perkowski, Nicolas Probabilistic approach to the stochastic Burgers equation. (English) Zbl 1405.35262 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 515-527 (2018). MSC: 35R60 35Q53 PDF BibTeX XML Cite \textit{M. Gubinelli} and \textit{N. Perkowski}, in: Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10--14, 2016. Cham: Springer. 515--527 (2018; Zbl 1405.35262) Full Text: DOI arXiv
Xi, Fubao; Zhu, Chao On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators. (English) Zbl 1417.60069 Stochastic Processes Appl. 128, No. 12, 4277-4308 (2018). MSC: 60J25 60J27 60J60 60J75 PDF BibTeX XML Cite \textit{F. Xi} and \textit{C. Zhu}, Stochastic Processes Appl. 128, No. 12, 4277--4308 (2018; Zbl 1417.60069) Full Text: DOI arXiv
Campi, Luciano; Fischer, Markus \(N\)-player games and mean-field games with absorption. (English) Zbl 1420.91020 Ann. Appl. Probab. 28, No. 4, 2188-2242 (2018). MSC: 91A23 91A06 91A15 49N70 60K35 60B10 PDF BibTeX XML Cite \textit{L. Campi} and \textit{M. Fischer}, Ann. Appl. Probab. 28, No. 4, 2188--2242 (2018; Zbl 1420.91020) Full Text: DOI Euclid arXiv
Bo, Lijun; Capponi, Agostino Portfolio choice with market – credit-risk dependencies. (English) Zbl 1415.91254 SIAM J. Control Optim. 56, No. 4, 3050-3091 (2018). MSC: 91G10 91G40 60G44 35Q91 PDF BibTeX XML Cite \textit{L. Bo} and \textit{A. Capponi}, SIAM J. Control Optim. 56, No. 4, 3050--3091 (2018; Zbl 1415.91254) Full Text: DOI
Chaudru De Raynal, Paul-Eric Weak regularization by stochastic drift: result and counter example. (English) Zbl 1409.60089 Discrete Contin. Dyn. Syst. 38, No. 3, 1269-1291 (2018). MSC: 60H10 35R60 60H15 PDF BibTeX XML Cite \textit{P.-E. Chaudru De Raynal}, Discrete Contin. Dyn. Syst. 38, No. 3, 1269--1291 (2018; Zbl 1409.60089) Full Text: DOI
Chen, Zhen-Qing; Wang, Jie-Ming Perturbation by non-local operators. (English. French summary) Zbl 1391.60190 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 606-639 (2018); erratum ibid. 54, No. 2, 606–639 (2018). MSC: 60J35 47G20 60J76 47D07 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{J.-M. Wang}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 606--639 (2018; Zbl 1391.60190) Full Text: DOI Euclid arXiv
Leppänen, Juho Intermittent quasistatic dynamical systems: weak convergence of fluctuations. (English) Zbl 1388.37029 Nonauton. Dyn. Syst. 5, 8-34 (2018). MSC: 37C60 37D25 37A10 60G44 60H10 37A50 PDF BibTeX XML Cite \textit{J. Leppänen}, Nonauton. Dyn. Syst. 5, 8--34 (2018; Zbl 1388.37029) Full Text: DOI arXiv
Knopova, Victoria; Kulik, Alexei Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise. (English. French summary) Zbl 1391.60191 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 100-140 (2018). MSC: 60J35 60J75 35S05 35S10 47G30 PDF BibTeX XML Cite \textit{V. Knopova} and \textit{A. Kulik}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 100--140 (2018; Zbl 1391.60191) Full Text: DOI arXiv
Kühn, Franziska On martingale problems and Feller processes. (English) Zbl 1390.60278 Electron. J. Probab. 23, Paper No. 13, 18 p. (2018). MSC: 60J25 60G44 60J75 60H10 60G51 PDF BibTeX XML Cite \textit{F. Kühn}, Electron. J. Probab. 23, Paper No. 13, 18 p. (2018; Zbl 1390.60278) Full Text: DOI Euclid arXiv
Guo, Xin; Pan, Chen Itô’s calculus under sublinear expectations via regularity of PDEs and rough paths. (English) Zbl 1390.60160 Stochastic Processes Appl. 128, No. 5, 1711-1749 (2018). MSC: 60G44 60H05 35K61 93E20 PDF BibTeX XML Cite \textit{X. Guo} and \textit{C. Pan}, Stochastic Processes Appl. 128, No. 5, 1711--1749 (2018; Zbl 1390.60160) Full Text: DOI
Guo, Xin; Pan, Chen; Peng, Shige Martingale problem under nonlinear expectations. (English) Zbl 1391.60094 Math. Financ. Econ. 12, No. 2, 135-164 (2018). MSC: 60G44 60G40 60H30 49J10 93E20 60H15 PDF BibTeX XML Cite \textit{X. Guo} et al., Math. Financ. Econ. 12, No. 2, 135--164 (2018; Zbl 1391.60094) Full Text: DOI arXiv
Criens, David Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets. (English) Zbl 1395.91531 Int. J. Theor. Appl. Finance 21, No. 1, Article ID 1850002, 41 p. (2018). MSC: 91G99 91B24 60H10 60G44 PDF BibTeX XML Cite \textit{D. Criens}, Int. J. Theor. Appl. Finance 21, No. 1, Article ID 1850002, 41 p. (2018; Zbl 1395.91531) Full Text: DOI arXiv
Menozzi, Stéphane Martingale problems for some degenerate Kolmogorov equations. (English) Zbl 1390.60219 Stochastic Processes Appl. 128, No. 3, 756-802 (2018). MSC: 60H10 60G46 60H30 35K65 PDF BibTeX XML Cite \textit{S. Menozzi}, Stochastic Processes Appl. 128, No. 3, 756--802 (2018; Zbl 1390.60219) Full Text: DOI
Jin, Peng On weak solutions of SDEs with singular time-dependent drift and driven by stable processes. (English) Zbl 1386.60202 Stoch. Dyn. 18, No. 2, Article ID 1850013, 23 p. (2018). MSC: 60H10 60J75 60J35 PDF BibTeX XML Cite \textit{P. Jin}, Stoch. Dyn. 18, No. 2, Article ID 1850013, 23 p. (2018; Zbl 1386.60202) Full Text: DOI
Eyi-Obiang, Fulgence; Ouknine, Youssef; Moutsinga, Octave; Trutnau, Gerald Some contributions to the study of stochastic processes of the classes \(\Sigma (H)\) and \((\Sigma)\). (English) Zbl 1394.60056 Stochastics 89, No. 8, 1253-1269 (2017). MSC: 60H05 60G40 60G44 60J55 PDF BibTeX XML Cite \textit{F. Eyi-Obiang} et al., Stochastics 89, No. 8, 1253--1269 (2017; Zbl 1394.60056) Full Text: DOI
Gapeev, Pavel V.; Stoev, Yavor I. On the sequential testing and quickest change-point detection problems for Gaussian processes. (English) Zbl 1394.60030 Stochastics 89, No. 8, 1143-1165 (2017). MSC: 60G15 60G40 60J60 34K10 62M20 62C10 62L15 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{Y. I. Stoev}, Stochastics 89, No. 8, 1143--1165 (2017; Zbl 1394.60030) Full Text: DOI
Lysenko, Nikolay Maximization of functionals depending on the terminal value and the running maximum of a martingale: a mass transport approach. (English) Zbl 1399.60073 Theory Stoch. Process. 22, No. 1, 30-40 (2017). MSC: 60G44 PDF BibTeX XML Cite \textit{N. Lysenko}, Theory Stoch. Process. 22, No. 1, 30--40 (2017; Zbl 1399.60073) Full Text: Link arXiv
Kusuoka, Shigeo On supermartingale problems. (English) Zbl 1407.91291 Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol. 21. Singapore: Springer. Adv. Math. Econ. 21, 75-97 (2017). MSC: 91G80 60G48 60H10 PDF BibTeX XML Cite \textit{S. Kusuoka}, Adv. Math. Econ. 21, 75--97 (2017; Zbl 1407.91291) Full Text: DOI
Jin, Peng Brownian motion with singular time-dependent drift. (English) Zbl 1412.60082 J. Theor. Probab. 30, No. 4, 1499-1538 (2017). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{P. Jin}, J. Theor. Probab. 30, No. 4, 1499--1538 (2017; Zbl 1412.60082) Full Text: DOI arXiv
Beltrán, J.; Jara, M.; Landim, C. A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes. (English) Zbl 1379.60090 Probab. Theory Relat. Fields 169, No. 3-4, 1169-1220 (2017). Reviewer: Piotr Garbaczewski (Opole) MSC: 60J60 60K35 82C22 PDF BibTeX XML Cite \textit{J. Beltrán} et al., Probab. Theory Relat. Fields 169, No. 3--4, 1169--1220 (2017; Zbl 1379.60090) Full Text: DOI arXiv
Obłój, Jan; Spoida, Peter An iterated Azéma-Yor type embedding for finitely many marginals. (English) Zbl 1380.60048 Ann. Probab. 45, No. 4, 2210-2247 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G40 60G44 PDF BibTeX XML Cite \textit{J. Obłój} and \textit{P. Spoida}, Ann. Probab. 45, No. 4, 2210--2247 (2017; Zbl 1380.60048) Full Text: DOI Euclid arXiv
Fischer, Markus On the connection between symmetric \(N\)-player games and mean field games. (English) Zbl 1375.91009 Ann. Appl. Probab. 27, No. 2, 757-810 (2017). MSC: 91A06 91A13 91A23 60K35 60H10 60B10 93E20 PDF BibTeX XML Cite \textit{M. Fischer}, Ann. Appl. Probab. 27, No. 2, 757--810 (2017; Zbl 1375.91009) Full Text: DOI Euclid arXiv
Källblad, Sigrid; Tan, Xiaolu; Touzi, Nizar Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks. (English) Zbl 1370.60075 Ann. Appl. Probab. 27, No. 2, 686-719 (2017). MSC: 60G40 60G44 PDF BibTeX XML Cite \textit{S. Källblad} et al., Ann. Appl. Probab. 27, No. 2, 686--719 (2017; Zbl 1370.60075) Full Text: DOI Euclid arXiv
Russo, Francesco; Wurzer, Lukas Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time. (English) Zbl 1367.60086 Stoch. Dyn. 17, No. 4, Article ID 1750030, 36 p. (2017). MSC: 60H30 60H10 35J61 PDF BibTeX XML Cite \textit{F. Russo} and \textit{L. Wurzer}, Stoch. Dyn. 17, No. 4, Article ID 1750030, 36 p. (2017; Zbl 1367.60086) Full Text: DOI
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 PDF BibTeX XML Cite \textit{J. Li} and \textit{H. Min}, Stochastic Anal. Appl. 35, No. 3, 542--568 (2017; Zbl 1408.60046) Full Text: DOI
Kang, Weining; Ramanan, Kavita On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries. (English) Zbl 06696273 Ann. Probab. 45, No. 1, 404-468 (2017). MSC: 60J60 60H10 60J65 90B15 90B22 PDF BibTeX XML Cite \textit{W. Kang} and \textit{K. Ramanan}, Ann. Probab. 45, No. 1, 404--468 (2017; Zbl 06696273) Full Text: DOI Euclid arXiv
Wang, Li; Yang, Xu; Zhou, Xiaowen A distribution-function-valued SPDE and its applications. (English) Zbl 1358.60074 J. Differ. Equations 262, No. 2, 1085-1118 (2017). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60F15 60J80 60K35 60J68 60J65 PDF BibTeX XML Cite \textit{L. Wang} et al., J. Differ. Equations 262, No. 2, 1085--1118 (2017; Zbl 1358.60074) Full Text: DOI arXiv
Ding, Feng Complexity, convergence and computational efficiency for system identification algorithms. (Chinese. English summary) Zbl 1374.93328 Control Decis. 31, No. 10, 1729-1741 (2016). MSC: 93E10 68Q25 68W10 93A15 93C10 PDF BibTeX XML Cite \textit{F. Ding}, Control Decis. 31, No. 10, 1729--1741 (2016; Zbl 1374.93328) Full Text: DOI
Huang, Lorick; Menozzi, Stéphane A parametrix approach for some degenerate stable driven SDEs. (English. French summary) Zbl 1355.60076 Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 4, 1925-1975 (2016). MSC: 60H10 60G52 60G44 35K65 35R09 PDF BibTeX XML Cite \textit{L. Huang} and \textit{S. Menozzi}, Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 4, 1925--1975 (2016; Zbl 1355.60076) Full Text: DOI
Liu, Jian-Guo; Yang, Rong Propagation of chaos for large Brownian particle system with Coulomb interaction. (English) Zbl 1355.82025 Res. Math. Sci. 3, Paper No. 40, 33 p. (2016). MSC: 82C22 60J65 35Q82 35D30 35D35 PDF BibTeX XML Cite \textit{J.-G. Liu} and \textit{R. Yang}, Res. Math. Sci. 3, Paper No. 40, 33 p. (2016; Zbl 1355.82025) Full Text: DOI
Henry-Labordère, Pierre; Touzi, Nizar An explicit martingale version of the one-dimensional Brenier theorem. (English) Zbl 1369.91181 Finance Stoch. 20, No. 3, 635-668 (2016). MSC: 91G20 60G44 49Q20 PDF BibTeX XML Cite \textit{P. Henry-Labordère} and \textit{N. Touzi}, Finance Stoch. 20, No. 3, 635--668 (2016; Zbl 1369.91181) Full Text: DOI
Bayraktar, Erhan; Zhang, Yuchong Fundamental theorem of asset pricing under transaction costs and model uncertainty. (English) Zbl 1364.91158 Math. Oper. Res. 41, No. 3, 1039-1054 (2016). Reviewer: Martynas Manstavičius (Vilnius) MSC: 91G99 91B24 60G42 03E15 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{Y. Zhang}, Math. Oper. Res. 41, No. 3, 1039--1054 (2016; Zbl 1364.91158) Full Text: DOI arXiv
Castaing, C.; Marques, M. D. P. Monteiro; Raynaud De Fitte, P. A Skorokhod problem governed by a closed convex moving set. (English) Zbl 1350.34048 J. Convex Anal. 23, No. 2, 387-423 (2016). Reviewer: Valerii V. Obukhovskij (Voronezh) MSC: 34G25 49J52 49J53 60H10 PDF BibTeX XML Cite \textit{C. Castaing} et al., J. Convex Anal. 23, No. 2, 387--423 (2016; Zbl 1350.34048) Full Text: Link
Laachir, Ismail; Russo, Francesco BSDEs, càdlàg martingale problems, and orthogonalization under basis risk. (English) Zbl 1414.91381 SIAM J. Financ. Math. 7, 308-356 (2016). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G20 91G80 60J25 60G48 60H10 PDF BibTeX XML Cite \textit{I. Laachir} and \textit{F. Russo}, SIAM J. Financ. Math. 7, 308--356 (2016; Zbl 1414.91381) Full Text: DOI
Chen, Zhen-Qing; Zhang, Xicheng Heat kernels and analyticity of non-symmetric jump diffusion semigroups. (English) Zbl 1345.60086 Probab. Theory Relat. Fields 165, No. 1-2, 267-312 (2016). MSC: 60J60 60J75 60J35 47D07 60H10 60G51 60G52 47G20 26A33 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{X. Zhang}, Probab. Theory Relat. Fields 165, No. 1--2, 267--312 (2016; Zbl 1345.60086) Full Text: DOI arXiv
Lingala, N.; Namachchivaya, N. Sri Nonlinear and additive white noise perturbations of linear delay differential equations at the verge of instability: an averaging approach. (English) Zbl 1420.34098 Stoch. Dyn. 16, No. 4, Article ID 1650013, 34 p. (2016). MSC: 34K50 34K06 34K27 PDF BibTeX XML Cite \textit{N. Lingala} and \textit{N. S. Namachchivaya}, Stoch. Dyn. 16, No. 4, Article ID 1650013, 34 p. (2016; Zbl 1420.34098) Full Text: DOI
Trevisan, Dario Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients. (English) Zbl 1336.60159 Electron. J. Probab. 21, Paper No. 22, 41 p. (2016). MSC: 60J60 35Q84 PDF BibTeX XML Cite \textit{D. Trevisan}, Electron. J. Probab. 21, Paper No. 22, 41 p. (2016; Zbl 1336.60159) Full Text: DOI Euclid arXiv
Chen, Zhen-Qing; Dou, XiaoMan Drift perturbation of subordinate Brownian motions with Gaussian component. (English) Zbl 1337.60202 Sci. China, Math. 59, No. 2, 239-260 (2016). MSC: 60J65 60G51 60H10 60J35 60J45 35K08 47G20 47D07 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{X. Dou}, Sci. China, Math. 59, No. 2, 239--260 (2016; Zbl 1337.60202) Full Text: DOI
Claisse, Julien; Talay, Denis; Tan, Xiaolu A pseudo-Markov property for controlled diffusion processes. (English) Zbl 1341.60097 SIAM J. Control Optim. 54, No. 2, 1017-1029 (2016). MSC: 60J60 60G44 49L20 93E20 90C39 PDF BibTeX XML Cite \textit{J. Claisse} et al., SIAM J. Control Optim. 54, No. 2, 1017--1029 (2016; Zbl 1341.60097) Full Text: DOI arXiv
Yin, G.; Guo, Xian-ping; Talafha, Yousef; Baran, Nicholas A. Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation. (English) Zbl 1338.49039 Acta Math. Appl. Sin., Engl. Ser. 32, No. 1, 17-34 (2016). MSC: 49J55 93E20 60H10 34F05 60J60 60J75 60J27 PDF BibTeX XML Cite \textit{G. Yin} et al., Acta Math. Appl. Sin., Engl. Ser. 32, No. 1, 17--34 (2016; Zbl 1338.49039) Full Text: DOI
Alfonsi, Aurélien; Labart, Céline; Lelong, Jérôme Stochastic local intensity loss models with interacting particle systems. (English) Zbl 1348.91276 Math. Finance 26, No. 2, 366-394 (2016). MSC: 91G40 91G20 60K35 60H10 65C05 82C22 91B80 91G80 PDF BibTeX XML Cite \textit{A. Alfonsi} et al., Math. Finance 26, No. 2, 366--394 (2016; Zbl 1348.91276) Full Text: DOI arXiv
Chen, Zhen-Qing; Wang, Longmin Uniqueness of stable processes with drift. (English) Zbl 1335.60085 Proc. Am. Math. Soc. 144, No. 6, 2661-2675 (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H10 60G52 60G44 47G20 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{L. Wang}, Proc. Am. Math. Soc. 144, No. 6, 2661--2675 (2016; Zbl 1335.60085) Full Text: DOI arXiv
Imkeller, Peter; Willrich, Niklas Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs. (English) Zbl 1334.60068 Stochastic Processes Appl. 126, No. 3, 703-734 (2016). MSC: 60G44 60H10 60G51 60G52 60J25 60J75 60G46 47G30 PDF BibTeX XML Cite \textit{P. Imkeller} and \textit{N. Willrich}, Stochastic Processes Appl. 126, No. 3, 703--734 (2016; Zbl 1334.60068) Full Text: DOI
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 PDF BibTeX XML Cite \textit{U. Çetin} and \textit{A. Danilova}, Stochastic Processes Appl. 126, No. 3, 651--679 (2016; Zbl 1337.60178) Full Text: DOI
De Simoi, Jacopo; Liverani, Carlangelo The martingale approach after Varadhan and Dolgopyat. (English) Zbl 1356.37010 Dolgopyat, Dmitry (ed.) et al., Hyperbolic dynamics, fluctuations and large deviations. Special semester on hyperbolic dynamics, large deviations and fluctuations, January – June 2013, Centre Interfacultaire Bernoulli, École Polytechnique Fédérale de Lausanne, Lausanne, Switzerland. Proceedings. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-1112-1/hbk; 978-1-4704-2266-0/ebook). Proceedings of Symposia in Pure Mathematics 89, 311-33- (2015). MSC: 37A50 37D30 60F05 PDF BibTeX XML Cite \textit{J. De Simoi} and \textit{C. Liverani}, Proc. Symp. Pure Math. 89, 311--33- (2015; Zbl 1356.37010) Full Text: DOI arXiv
Andersen, Lars Nørvang; Asmussen, Søren; Glynn, Peter W.; Pihlsgård, Mats Lévy processes with two-sided reflection. (English) Zbl 1338.60126 Andersen, Lars Nørvang et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). Lecture Notes in Mathematics 2149. Lévy Matters, 67-182 (2015). MSC: 60G51 60F17 60F05 60F10 60G44 60J55 60K25 60K30 34K50 PDF BibTeX XML Cite \textit{L. N. Andersen} et al., Lect. Notes Math. 2149, 67--182 (2015; Zbl 1338.60126) Full Text: DOI
Mytnik, Leonid; Xiong, Jie Well-posedness of the martingale problem for superprocess with interaction. (English) Zbl 1342.60062 Ill. J. Math. 59, No. 2, 485-497 (2015). Reviewer: Guy Jumarie (Montréal) MSC: 60G44 60J68 60H15 60H10 PDF BibTeX XML Cite \textit{L. Mytnik} and \textit{J. Xiong}, Ill. J. Math. 59, No. 2, 485--497 (2015; Zbl 1342.60062) Full Text: Euclid
Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg Boundary non-crossing probabilities for fractional Brownian motion with trend. (English) Zbl 1337.60065 Stochastics 87, No. 6, 946-965 (2015). MSC: 60G22 60F10 PDF BibTeX XML Cite \textit{E. Hashorva} et al., Stochastics 87, No. 6, 946--965 (2015; Zbl 1337.60065) Full Text: DOI arXiv
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 PDF BibTeX XML Cite \textit{K. Kuwae}, Nagoya Math. J. 220, 91--148 (2015; Zbl 1336.60104) Full Text: DOI Euclid
Wieczorek, Radosław A stochastic particles model of fragmentation process with shattering. (English) Zbl 1328.60222 Electron. J. Probab. 20, Paper No. 86, 17 p. (2015). MSC: 60K35 60J35 60J80 70F45 PDF BibTeX XML Cite \textit{R. Wieczorek}, Electron. J. Probab. 20, Paper No. 86, 17 p. (2015; Zbl 1328.60222) Full Text: DOI
Röckner, Michael; Zhu, Rongchan; Zhu, Xiangchan Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions. (English) Zbl 1322.60122 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 125, 358-397 (2015). MSC: 60H15 60H10 60H30 34K50 35Q35 PDF BibTeX XML Cite \textit{M. Röckner} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 125, 358--397 (2015; Zbl 1322.60122) Full Text: DOI arXiv
Feehan, Paul M. N.; Pop, Camelia A. On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes. (English) Zbl 1330.60062 Trans. Am. Math. Soc. 367, No. 11, 7565-7593 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G44 60J60 60H10 60H30 35K65 PDF BibTeX XML Cite \textit{P. M. N. Feehan} and \textit{C. A. Pop}, Trans. Am. Math. Soc. 367, No. 11, 7565--7593 (2015; Zbl 1330.60062) Full Text: DOI arXiv
Arlotto, Alessandro; Nguyen, Vinh V.; Steele, J. Michael Optimal online selection of a monotone subsequence: a central limit theorem. (English) Zbl 1327.60053 Stochastic Processes Appl. 125, No. 9, 3596-3622 (2015). MSC: 60F05 60F17 60G40 60C05 60G42 90C40 90C27 90C39 PDF BibTeX XML Cite \textit{A. Arlotto} et al., Stochastic Processes Appl. 125, No. 9, 3596--3622 (2015; Zbl 1327.60053) Full Text: DOI arXiv
Costantini, Cristina; Kurtz, Thomas Gordon Viscosity methods giving uniqueness for martingale problems. (English) Zbl 1341.60030 Electron. J. Probab. 20, Paper No. 67, 27 p. (2015). MSC: 60G44 60J60 60J75 60J25 60J35 60G46 47D07 PDF BibTeX XML Cite \textit{C. Costantini} and \textit{T. G. Kurtz}, Electron. J. Probab. 20, Paper No. 67, 27 p. (2015; Zbl 1341.60030) Full Text: DOI arXiv
Lacker, Daniel Mean field games via controlled martingale problems: existence of Markovian equilibria. (English) Zbl 1346.60083 Stochastic Processes Appl. 125, No. 7, 2856-2894 (2015). MSC: 60H10 60G44 60J25 49N70 91A23 91A15 PDF BibTeX XML Cite \textit{D. Lacker}, Stochastic Processes Appl. 125, No. 7, 2856--2894 (2015; Zbl 1346.60083) Full Text: DOI arXiv
Cox, Alexander M. G.; Obłój, Jan On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale. (English) Zbl 1328.60109 Stochastic Processes Appl. 125, No. 8, 3280-3300 (2015). MSC: 60G44 60G70 60G40 PDF BibTeX XML Cite \textit{A. M. G. Cox} and \textit{J. Obłój}, Stochastic Processes Appl. 125, No. 8, 3280--3300 (2015; Zbl 1328.60109) Full Text: DOI arXiv