Eisenberg, Julia; Krühner, Paul On Itô’s formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions. (English) Zbl 07484425 Stat. Probab. Lett. 184, Article ID 109369, 6 p. (2022). MSC: 60H07 PDF BibTeX XML Cite \textit{J. Eisenberg} and \textit{P. Krühner}, Stat. Probab. Lett. 184, Article ID 109369, 6 p. (2022; Zbl 07484425) Full Text: DOI OpenURL
Fonseca-Mora, Christian A. Stochastic integration with respect to cylindrical semimartingales. (English) Zbl 07478681 Electron. J. Probab. 26, Paper No. 147, 48 p. (2021). MSC: 60H05 60B11 60G20 60G48 PDF BibTeX XML Cite \textit{C. A. Fonseca-Mora}, Electron. J. Probab. 26, Paper No. 147, 48 p. (2021; Zbl 07478681) Full Text: DOI arXiv OpenURL
Kunitomo, Naoto; Kurisu, Daisuke Detecting factors of quadratic variation in the presence of market microstructure noise. (English) Zbl 1477.62297 Jpn. J. Stat. Data Sci. 4, No. 1, 601-641 (2021). MSC: 62P05 62M07 62M10 PDF BibTeX XML Cite \textit{N. Kunitomo} and \textit{D. Kurisu}, Jpn. J. Stat. Data Sci. 4, No. 1, 601--641 (2021; Zbl 1477.62297) Full Text: DOI OpenURL
Jarni, Imane; Ouknine, Youssef On reflection with two-sided jumps. (English) Zbl 07428742 J. Theor. Probab. 34, No. 4, 1811-1830 (2021). Reviewer: Henri Schurz (Carbondale) MSC: 60H20 60H10 60G44 60G17 PDF BibTeX XML Cite \textit{I. Jarni} and \textit{Y. Ouknine}, J. Theor. Probab. 34, No. 4, 1811--1830 (2021; Zbl 07428742) Full Text: DOI OpenURL
Abdelghani, M.; Melnikov, A.; Pak, A. On Krylov’s estimates for optional semimartingales. (English) Zbl 1479.60085 Random Oper. Stoch. Equ. 29, No. 3, 161-171 (2021). MSC: 60G48 60H25 60E15 PDF BibTeX XML Cite \textit{M. Abdelghani} et al., Random Oper. Stoch. Equ. 29, No. 3, 161--171 (2021; Zbl 1479.60085) Full Text: DOI OpenURL
Heiny, Johannes; Podolskij, Mark On estimation of quadratic variation for multivariate pure jump semimartingales. (English) Zbl 1469.60079 Stochastic Processes Appl. 138, 234-254 (2021). MSC: 60F05 60F17 62M15 62H25 PDF BibTeX XML Cite \textit{J. Heiny} and \textit{M. Podolskij}, Stochastic Processes Appl. 138, 234--254 (2021; Zbl 1469.60079) Full Text: DOI arXiv OpenURL
Albeverio, Sergio; De Vecchi, Francesco C.; Morando, Paola; Ugolini, Stefania Random transformations and invariance of semimartingales on Lie groups. (English) Zbl 1470.60145 Random Oper. Stoch. Equ. 29, No. 1, 41-65 (2021). MSC: 60H10 22E30 PDF BibTeX XML Cite \textit{S. Albeverio} et al., Random Oper. Stoch. Equ. 29, No. 1, 41--65 (2021; Zbl 1470.60145) Full Text: DOI arXiv OpenURL
Treviño-Aguilar, Erick A Doob-Meyer decomposition under model ambiguity: the case of compactness. (English) Zbl 1465.60036 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 617-634 (2021). MSC: 60G40 60G44 PDF BibTeX XML Cite \textit{E. Treviño-Aguilar}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 617--634 (2021; Zbl 1465.60036) Full Text: Link OpenURL
Wang, Qi; Figueroa-López, José E.; Kuffner, Todd A. Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise. (English) Zbl 1459.62203 Electron. J. Stat. 15, No. 1, 506-553 (2021). Reviewer: Apostolos Batsidis (Ioannina) MSC: 62P05 62M09 62F15 60G48 PDF BibTeX XML Cite \textit{Q. Wang} et al., Electron. J. Stat. 15, No. 1, 506--553 (2021; Zbl 1459.62203) Full Text: DOI arXiv Euclid OpenURL
Bálint, Dániel Ágoston; Schweizer, Martin Properly discounted asset prices are semimartingales. (English) Zbl 1461.91323 Math. Financ. Econ. 14, No. 4, 661-674 (2020). MSC: 91G30 60G48 PDF BibTeX XML Cite \textit{D. Á. Bálint} and \textit{M. Schweizer}, Math. Financ. Econ. 14, No. 4, 661--674 (2020; Zbl 1461.91323) Full Text: DOI OpenURL
Liu, Guomin Exit times for semimartingales under nonlinear expectation. (English) Zbl 1473.60070 Stochastic Processes Appl. 130, No. 12, 7338-7362 (2020). Reviewer: Dominique Lépingle (Orléans) MSC: 60G40 60G44 60G48 60H10 PDF BibTeX XML Cite \textit{G. Liu}, Stochastic Processes Appl. 130, No. 12, 7338--7362 (2020; Zbl 1473.60070) Full Text: DOI arXiv OpenURL
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 OpenURL
Hilbert, Astrid; Jarni, Imane; Ouknine, Youssef On reflected stochastic differential equations driven by regulated semimartingales. (English) Zbl 1460.60072 Stat. Probab. Lett. 167, Article ID 108912, 7 p. (2020). MSC: 60H20 60G17 PDF BibTeX XML Cite \textit{A. Hilbert} et al., Stat. Probab. Lett. 167, Article ID 108912, 7 p. (2020; Zbl 1460.60072) Full Text: DOI OpenURL
Jeanblanc, Monique; Li, Libo Characteristics and constructions of default times. (English) Zbl 1448.91312 SIAM J. Financ. Math. 11, No. 3, 720-749 (2020). Reviewer: George Stoica (Saint John) MSC: 91G40 60G44 PDF BibTeX XML Cite \textit{M. Jeanblanc} and \textit{L. Li}, SIAM J. Financ. Math. 11, No. 3, 720--749 (2020; Zbl 1448.91312) Full Text: DOI HAL OpenURL
Mania, Michael; Tevzadze, Revaz Change of variable formulas for non-anticipative functionals. (English) Zbl 1461.60058 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050006, 21 p. (2020). MSC: 60H30 46G05 PDF BibTeX XML Cite \textit{M. Mania} and \textit{R. Tevzadze}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050006, 21 p. (2020; Zbl 1461.60058) Full Text: DOI arXiv OpenURL
Albeverio, Sergio; De Vecchi, Francesco C.; Morando, Paola; Ugolini, Stefania Weak symmetries of stochastic differential equations driven by semimartingales with jumps. (English) Zbl 1465.60046 Electron. J. Probab. 25, Paper No. 44, 34 p. (2020). MSC: 60H10 60G48 58D19 PDF BibTeX XML Cite \textit{S. Albeverio} et al., Electron. J. Probab. 25, Paper No. 44, 34 p. (2020; Zbl 1465.60046) Full Text: DOI arXiv Euclid OpenURL
Fonseca-Mora, Christian A. Semimartingales on duals of nuclear spaces. (English) Zbl 1445.60037 Electron. J. Probab. 25, Paper No. 36, 24 p. (2020). MSC: 60G48 60B11 60G17 60G20 PDF BibTeX XML Cite \textit{C. A. Fonseca-Mora}, Electron. J. Probab. 25, Paper No. 36, 24 p. (2020; Zbl 1445.60037) Full Text: DOI arXiv Euclid OpenURL
Hounyo, Ulrich; Varneskov, Rasmus T. Inference for local distributions at high sampling frequencies: a bootstrap approach. (English) Zbl 1456.62249 J. Econom. 215, No. 1, 1-34 (2020). MSC: 62P05 62G09 62G10 62G20 62M10 PDF BibTeX XML Cite \textit{U. Hounyo} and \textit{R. T. Varneskov}, J. Econom. 215, No. 1, 1--34 (2020; Zbl 1456.62249) Full Text: DOI Link OpenURL
Davis, Richard A.; Nielsen, Mikkel Slot; Rohde, Victor Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes. (English) Zbl 1466.60116 Bernoulli 26, No. 2, 799-827 (2020). MSC: 60H10 34F05 62M10 PDF BibTeX XML Cite \textit{R. A. Davis} et al., Bernoulli 26, No. 2, 799--827 (2020; Zbl 1466.60116) Full Text: DOI arXiv Euclid OpenURL
di Tella, Paolo On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization. (English) Zbl 1471.60059 Stochastic Processes Appl. 130, No. 2, 760-784 (2020). MSC: 60G44 60G40 60G57 PDF BibTeX XML Cite \textit{P. di Tella}, Stochastic Processes Appl. 130, No. 2, 760--784 (2020; Zbl 1471.60059) Full Text: DOI arXiv OpenURL
Khosrawi-Sardroudi, Wahid Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration. (English) Zbl 1423.60002 Freiburg im Breisgau: Univ. Freiburg, Fakultät für Mathematik und Physik (Diss.). viii, 175 p. (2019). MSC: 60-02 60G48 60H30 68T05 91G80 PDF BibTeX XML Cite \textit{W. Khosrawi-Sardroudi}, Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration. Freiburg im Breisgau: Univ. Freiburg, Fakultät für Mathematik und Physik (Diss.) (2019; Zbl 1423.60002) Full Text: DOI Link OpenURL
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique No-arbitrage under additional information for thin semimartingale models. (English) Zbl 1479.60083 Stochastic Processes Appl. 129, No. 9, 3080-3115 (2019). MSC: 60G44 60H30 91G99 PDF BibTeX XML Cite \textit{A. Aksamit} et al., Stochastic Processes Appl. 129, No. 9, 3080--3115 (2019; Zbl 1479.60083) Full Text: DOI arXiv OpenURL
Eberlein, Ernst; Kallsen, Jan Mathematical finance. (English) Zbl 1452.91001 Springer Finance. Cham: Springer (ISBN 978-3-030-26105-4/hbk; 978-3-030-26106-1/ebook). xvii, 772 p. (2019). Reviewer: Tak Kuen Siu (Sydney) MSC: 91-01 91G20 91G10 91G30 60G51 60G40 60G44 60H30 91G80 60J70 PDF BibTeX XML Cite \textit{E. Eberlein} and \textit{J. Kallsen}, Mathematical finance. Cham: Springer (2019; Zbl 1452.91001) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{I. Karatzas} and \textit{M. Yan}, Stochastic Processes Appl. 129, No. 6, 1921--1963 (2019; Zbl 1478.60165) Full Text: DOI arXiv OpenURL
Bansaye, Vincent; Caballero, Maria-Emilia; Méléard, Sylvie Scaling limits of population and evolution processes in random environment. (English) Zbl 1466.60150 Electron. J. Probab. 24, Paper No. 19, 38 p. (2019). MSC: 60J27 60J74 60F15 60F05 60F10 PDF BibTeX XML Cite \textit{V. Bansaye} et al., Electron. J. Probab. 24, Paper No. 19, 38 p. (2019; Zbl 1466.60150) Full Text: DOI Euclid OpenURL
Di Nunno, Giulia; Fiacco, Andrea; Karlsen, Erik Hove On the approximation of Lévy driven Volterra processes and their integrals. (English) Zbl 1422.60064 J. Math. Anal. Appl. 476, No. 1, 120-148 (2019). MSC: 60G22 60G51 60H05 PDF BibTeX XML Cite \textit{G. Di Nunno} et al., J. Math. Anal. Appl. 476, No. 1, 120--148 (2019; Zbl 1422.60064) Full Text: DOI arXiv OpenURL
Pelger, Markus Large-dimensional factor modeling based on high-frequency observations. (English) Zbl 1452.62786 J. Econom. 208, No. 1, 23-42 (2019). MSC: 62P05 62H25 62H12 62P20 PDF BibTeX XML Cite \textit{M. Pelger}, J. Econom. 208, No. 1, 23--42 (2019; Zbl 1452.62786) Full Text: DOI OpenURL
Chevyrev, Ilya; Friz, Peter K. Canonical RDEs and general semimartingales as rough paths. (English) Zbl 1475.60203 Ann. Probab. 47, No. 1, 420-463 (2019). Reviewer: Xuan Loc Nguyen (Hanoi) MSC: 60L20 60H10 PDF BibTeX XML Cite \textit{I. Chevyrev} and \textit{P. K. Friz}, Ann. Probab. 47, No. 1, 420--463 (2019; Zbl 1475.60203) Full Text: DOI arXiv Euclid OpenURL
Levanony, David On the consistent filtering of convergent semimartingales. (English) Zbl 1404.93031 Stochastic Processes Appl. 129, No. 1, 323-335 (2019). MSC: 93E11 93E12 60G48 PDF BibTeX XML Cite \textit{D. Levanony}, Stochastic Processes Appl. 129, No. 1, 323--335 (2019; Zbl 1404.93031) Full Text: DOI OpenURL
Lopera-Gómez, Carlos M.; González-Álvarez, Nelfi G. Simultaneous confidence bands for the estimation of expected discounted warranty costs for coherent systems under minimal repair. (English) Zbl 1435.62365 Rev. Colomb. Estad. 41, No. 1, 1-30 (2018). MSC: 62N05 62-08 PDF BibTeX XML Cite \textit{C. M. Lopera-Gómez} and \textit{N. G. González-Álvarez}, Rev. Colomb. Estad. 41, No. 1, 1--30 (2018; Zbl 1435.62365) Full Text: DOI OpenURL
Marinacci, Massimo; Severino, Federico Weak time-derivatives and no-arbitrage pricing. (English) Zbl 1416.91380 Finance Stoch. 22, No. 4, 1007-1036 (2018). MSC: 91G20 91G30 60G44 PDF BibTeX XML Cite \textit{M. Marinacci} and \textit{F. Severino}, Finance Stoch. 22, No. 4, 1007--1036 (2018; Zbl 1416.91380) Full Text: DOI OpenURL
Liu, Chong; Prömel, David J. Examples of Itô Càdlàg rough paths. (English) Zbl 1434.60314 Proc. Am. Math. Soc. 146, No. 11, 4937-4950 (2018). Reviewer: Martin Ondreját (Praha) MSC: 60L20 60G17 91G99 PDF BibTeX XML Cite \textit{C. Liu} and \textit{D. J. Prömel}, Proc. Am. Math. Soc. 146, No. 11, 4937--4950 (2018; Zbl 1434.60314) Full Text: DOI arXiv OpenURL
Abdelghani, Mohamed; Melnikov, Alexander A comparison theorem for stochastic equations of optional semimartingales. (English) Zbl 1394.60041 Stoch. Dyn. 18, No. 4, Article ID 1850029, 21 p. (2018). MSC: 60G44 60H05 60H20 PDF BibTeX XML Cite \textit{M. Abdelghani} and \textit{A. Melnikov}, Stoch. Dyn. 18, No. 4, Article ID 1850029, 21 p. (2018; Zbl 1394.60041) Full Text: DOI OpenURL
Arnaudon, Marc; Cruzeiro, Ana Bela; Fang, Shizan Generalized stochastic Lagrangian paths for the Navier-Stokes equation. (English) Zbl 1397.49061 Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 18, No. 3, 1033-1060 (2018). Reviewer: Jacques Franchi (Strasbourg) MSC: 49Q20 35Q30 58J65 PDF BibTeX XML Cite \textit{M. Arnaudon} et al., Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 18, No. 3, 1033--1060 (2018; Zbl 1397.49061) Full Text: DOI arXiv OpenURL
Karandikar, Rajeeva L.; Rao, B. V. Introduction to stochastic calculus. (English) Zbl 1434.60003 Indian Statistical Institute Series. Singapore: Springer (ISBN 978-981-10-8317-4/hbk; 978-981-10-8318-1/ebook). xiii, 441 p. (2018). Reviewer: Jordan M. Stoyanov (Sofia) MSC: 60-02 60G48 60H05 60H10 60H15 PDF BibTeX XML Cite \textit{R. L. Karandikar} and \textit{B. V. Rao}, Introduction to stochastic calculus. Singapore: Springer (2018; Zbl 1434.60003) Full Text: DOI OpenURL
Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos; Yan, Minghan Stochastic integral equations for Walsh semimartingales. (English. French summary) Zbl 1391.60090 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 726-756 (2018). MSC: 60G42 60H10 PDF BibTeX XML Cite \textit{T. Ichiba} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 726--756 (2018; Zbl 1391.60090) Full Text: DOI arXiv Euclid OpenURL
Ganguly, Arnab Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales. (English) Zbl 1391.60047 Stochastic Processes Appl. 128, No. 7, 2179-2227 (2018). MSC: 60F10 60G51 60H05 60H10 60J25 60J60 PDF BibTeX XML Cite \textit{A. Ganguly}, Stochastic Processes Appl. 128, No. 7, 2179--2227 (2018; Zbl 1391.60047) Full Text: DOI arXiv OpenURL
Trevino Aguilar, Erick The lower Snell envelope of smooth functions: an optional decomposition. (English) Zbl 1390.60139 Electron. Commun. Probab. 23, Paper No. 12, 10 p. (2018). MSC: 60G17 60G40 91G80 PDF BibTeX XML Cite \textit{E. Trevino Aguilar}, Electron. Commun. Probab. 23, Paper No. 12, 10 p. (2018; Zbl 1390.60139) Full Text: DOI Euclid OpenURL
Corcuera, José Manuel; Di Nunno, Giulia Kyle-Back’s model with a random horizon. (English) Zbl 1395.91435 Int. J. Theor. Appl. Finance 21, No. 2, Article ID 1850016, 41 p. (2018). MSC: 91G20 60G44 60H30 93E20 PDF BibTeX XML Cite \textit{J. M. Corcuera} and \textit{G. Di Nunno}, Int. J. Theor. Appl. Finance 21, No. 2, Article ID 1850016, 41 p. (2018; Zbl 1395.91435) Full Text: DOI OpenURL
Schweizer, Martin; Zivoi, Danijel; Šikić, Mario Dynamic mean-variance optimization problems with deterministic information. (English) Zbl 1395.91420 Int. J. Theor. Appl. Finance 21, No. 2, Article ID 1850011, 38 p. (2018). MSC: 91G10 60G42 60H30 PDF BibTeX XML Cite \textit{M. Schweizer} et al., Int. J. Theor. Appl. Finance 21, No. 2, Article ID 1850011, 38 p. (2018; Zbl 1395.91420) Full Text: DOI OpenURL
Larsen, Kasper; Mostovyi, Oleksii; Žitković, Gordan An expansion in the model space in the context of utility maximization. (English) Zbl 1396.91692 Finance Stoch. 22, No. 2, 297-326 (2018). Reviewer: Nadi Serhan Aydın (Istanbul) MSC: 91G10 93E20 60G44 91G60 PDF BibTeX XML Cite \textit{K. Larsen} et al., Finance Stoch. 22, No. 2, 297--326 (2018; Zbl 1396.91692) Full Text: DOI arXiv OpenURL
Friz, Peter K.; Zhang, Huilin Differential equations driven by rough paths with jumps. (English) Zbl 1432.60098 J. Differ. Equations 264, No. 10, 6226-6301 (2018). Reviewer: Jing Cui (Wuhu) MSC: 60L20 60H10 60H05 60G17 60L90 PDF BibTeX XML Cite \textit{P. K. Friz} and \textit{H. Zhang}, J. Differ. Equations 264, No. 10, 6226--6301 (2018; Zbl 1432.60098) Full Text: DOI arXiv OpenURL
Dalessandro, Antonio; Peters, Gareth W. Tensor approximation of generalized correlated diffusions and functional copula operators. (English) Zbl 1390.60265 Methodol. Comput. Appl. Probab. 20, No. 1, 237-271 (2018). MSC: 60J10 60H10 60J28 62H20 PDF BibTeX XML Cite \textit{A. Dalessandro} and \textit{G. W. Peters}, Methodol. Comput. Appl. Probab. 20, No. 1, 237--271 (2018; Zbl 1390.60265) Full Text: DOI arXiv Link OpenURL
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique No-arbitrage under a class of honest times. (English) Zbl 1391.91166 Finance Stoch. 22, No. 1, 127-159 (2018). Reviewer: Martynas Manstavičius (Vilnius) MSC: 91G99 91B24 60G40 60G48 60H30 PDF BibTeX XML Cite \textit{A. Aksamit} et al., Finance Stoch. 22, No. 1, 127--159 (2018; Zbl 1391.91166) Full Text: DOI arXiv Link OpenURL
Bandi, Federico M.; Pirino, Davide; Renò, Roberto Excess idle time. (English) Zbl 1420.91539 Econometrica 85, No. 6, 1793-1846 (2017). MSC: 91G99 60G44 PDF BibTeX XML Cite \textit{F. M. Bandi} et al., Econometrica 85, No. 6, 1793--1846 (2017; Zbl 1420.91539) Full Text: DOI OpenURL
Karandikar, Rajeeva L. Remarks on the stochastic integral. (English) Zbl 1388.60094 Indian J. Pure Appl. Math. 48, No. 4, 469-493 (2017). MSC: 60H05 PDF BibTeX XML Cite \textit{R. L. Karandikar}, Indian J. Pure Appl. Math. 48, No. 4, 469--493 (2017; Zbl 1388.60094) Full Text: DOI OpenURL
Falkowski, Adrian; Słomiński, Leszek SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation. (English) Zbl 1372.60094 Stochastic Processes Appl. 127, No. 11, 3536-3557 (2017). MSC: 60H20 60G22 PDF BibTeX XML Cite \textit{A. Falkowski} and \textit{L. Słomiński}, Stochastic Processes Appl. 127, No. 11, 3536--3557 (2017; Zbl 1372.60094) Full Text: DOI OpenURL
Podolskij, Mark; Schmidt, Christian; Vetter, Mathias On \(U\)- and \(V\)-statistics for discontinuous Itô semimartingales. (English. French summary) Zbl 1372.60063 Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 3, 1007-1050 (2017). MSC: 60G48 60F05 60H05 62F12 PDF BibTeX XML Cite \textit{M. Podolskij} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 3, 1007--1050 (2017; Zbl 1372.60063) Full Text: DOI arXiv OpenURL
Chen, Richard Y.; Mykland, Per A. Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data. (English) Zbl 1388.62304 J. Econom. 200, No. 1, 79-103 (2017). MSC: 62P05 62M10 60G48 60F05 PDF BibTeX XML Cite \textit{R. Y. Chen} and \textit{P. A. Mykland}, J. Econom. 200, No. 1, 79--103 (2017; Zbl 1388.62304) Full Text: DOI arXiv OpenURL
Bhar, Suprio An Itō formula in the space of tempered distributions. (English) Zbl 1370.60095 J. Theor. Probab. 30, No. 2, 510-528 (2017); correction ibid. 30, No. 4, 1786-1787 (2017). Reviewer: Anna Karczewska (Zielona Gora) MSC: 60H05 60G48 60H10 60H15 60G51 PDF BibTeX XML Cite \textit{S. Bhar}, J. Theor. Probab. 30, No. 2, 510--528 (2017; Zbl 1370.60095) Full Text: DOI arXiv OpenURL
Mancini, Cecilia Truncated realized covariance when prices have infinite variation jumps. (English) Zbl 1367.60046 Stochastic Processes Appl. 127, No. 6, 1998-2035 (2017). MSC: 60G48 60F05 60J65 62H12 62M09 60J75 91B70 PDF BibTeX XML Cite \textit{C. Mancini}, Stochastic Processes Appl. 127, No. 6, 1998--2035 (2017; Zbl 1367.60046) Full Text: DOI Link OpenURL
Maticiuc, Lucian; Răşcanu, Aurel; Słomiński, Leszek Multivalued monotone stochastic differential equations with jumps. (English) Zbl 1362.60057 Stoch. Dyn. 17, No. 3, Article ID 1750018, 25 p. (2017). MSC: 60H10 60H20 60G48 34F05 34A60 PDF BibTeX XML Cite \textit{L. Maticiuc} et al., Stoch. Dyn. 17, No. 3, Article ID 1750018, 25 p. (2017; Zbl 1362.60057) Full Text: DOI arXiv OpenURL
Treviño Aguilar, Erick Semimartingale properties of the lower Snell envelope in optimal stopping under model uncertainty. (English) Zbl 1380.60049 Braz. J. Probab. Stat. 31, No. 1, 194-213 (2017). MSC: 60G40 60H10 91G20 PDF BibTeX XML Cite \textit{E. Treviño Aguilar}, Braz. J. Probab. Stat. 31, No. 1, 194--213 (2017; Zbl 1380.60049) Full Text: DOI Euclid OpenURL
Xing, Hao Stability of the exponential utility maximization problem with respect to preferences. (English) Zbl 1377.91153 Math. Finance 27, No. 1, 38-67 (2017). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{H. Xing}, Math. Finance 27, No. 1, 38--67 (2017; Zbl 1377.91153) Full Text: DOI arXiv Link OpenURL
Choulli, T.; Ma, J. Explicit description of HARA forward utilities and their optimal portfolios. (English. Russian original) Zbl 1358.91090 Theory Probab. Appl. 61, No. 1, 57-93 (2017); translation from Teor. Veroyatn. Primen. 61, No. 1, 69-113 (2016). MSC: 91G10 91G99 91B16 60G44 60H30 PDF BibTeX XML Cite \textit{T. Choulli} and \textit{J. Ma}, Theory Probab. Appl. 61, No. 1, 57--93 (2017; Zbl 1358.91090); translation from Teor. Veroyatn. Primen. 61, No. 1, 69--113 (2016) Full Text: DOI arXiv OpenURL
Glau, Kathrin; Grbac, Zorana; Papapantoleon, Antonis A unified view of Libor models. (English) Zbl 1367.91182 Kallsen, Jan (ed.) et al., Advanced modeling in mathematical finance. In honour of Ernst Eberlein on the occasion of his 70th birthday, Kiel, Germany, May 22–25, 2015. Cham: Springer (ISBN 978-3-319-45873-1/hbk; 978-3-319-45875-5/ebook). Springer Proceedings in Mathematics & Statistics 189, 423-452 (2016). MSC: 91G30 60G44 60H30 PDF BibTeX XML Cite \textit{K. Glau} et al., Springer Proc. Math. Stat. 189, 423--452 (2016; Zbl 1367.91182) Full Text: DOI arXiv OpenURL
Abdelghani, M. N.; Melnikov, A. V. Financial markets in the context of the general theory of optional processes. (English) Zbl 1414.91359 Bélair, Jacques (ed.) et al., Mathematical and computational approaches in advancing modern science and engineering. Based on the international conference on applied mathematics, modeling and computational science, AMMCS, jointly held with the annual meeting of the Canadian applied and industrial mathematics, CAIMS, June 7–15, 2015. Cham: Springer. 519-528 (2016). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{M. N. Abdelghani} and \textit{A. V. Melnikov}, in: Mathematical and computational approaches in advancing modern science and engineering. Based on the international conference on applied mathematics, modeling and computational science, AMMCS, jointly held with the annual meeting of the Canadian applied and industrial mathematics, CAIMS, June 7--15, 2015. Cham: Springer. 519--528 (2016; Zbl 1414.91359) Full Text: DOI OpenURL
Ruffino, Paulo R.; Morgado, Leandro B.; Melo, Alison M. Decomposition of stochastic flows generated by Stratonovich SDEs with jumps. (English) Zbl 1353.60055 Discrete Contin. Dyn. Syst., Ser. B 21, No. 9, 3209-3218 (2016). MSC: 60H10 60G48 58J65 58D05 PDF BibTeX XML Cite \textit{P. R. Ruffino} et al., Discrete Contin. Dyn. Syst., Ser. B 21, No. 9, 3209--3218 (2016; Zbl 1353.60055) Full Text: DOI arXiv OpenURL
Li, Jing; Li, Lingfei; Mendoza-Arriaga, Rafael Additive subordination and its applications in finance. (English) Zbl 1372.60110 Finance Stoch. 20, No. 3, 589-634 (2016). Reviewer: Alexander Schnurr (Siegen) MSC: 60J25 60J35 60J60 60J75 91G20 91G80 47D06 47D07 PDF BibTeX XML Cite \textit{J. Li} et al., Finance Stoch. 20, No. 3, 589--634 (2016; Zbl 1372.60110) Full Text: DOI OpenURL
Koroliuk, Volodymyr S.; Limnios, Nikolaos; Samoilenko, Igor V. Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach. (Approximations de Lévy et de Poisson des systèmes stochastiques modulés, via une approche basée sur les semi-martingales.) (English. Abridged French version) Zbl 1339.60028 C. R., Math., Acad. Sci. Paris 354, No. 7, 723-728 (2016). MSC: 60F17 60F05 60G51 60G55 60J55 60J75 60G48 60G44 PDF BibTeX XML Cite \textit{V. S. Koroliuk} et al., C. R., Math., Acad. Sci. Paris 354, No. 7, 723--728 (2016; Zbl 1339.60028) Full Text: DOI OpenURL
Choulli, Tahir; Schweizer, Martin Locally \(\Phi\)-integrable \(\sigma\)-martingale densities for general semimartingales. (English) Zbl 1337.60083 Stochastics 88, No. 2, 191-266 (2016). MSC: 60G48 60G44 60G07 91G80 91B02 PDF BibTeX XML Cite \textit{T. Choulli} and \textit{M. Schweizer}, Stochastics 88, No. 2, 191--266 (2016; Zbl 1337.60083) Full Text: DOI OpenURL
Acciaio, Beatrice; Fontana, Claudio; Kardaras, Constantinos Arbitrage of the first kind and filtration enlargements in semimartingale financial models. (English) Zbl 1337.60081 Stochastic Processes Appl. 126, No. 6, 1761-1784 (2016). MSC: 60G48 60G44 91G10 PDF BibTeX XML Cite \textit{B. Acciaio} et al., Stochastic Processes Appl. 126, No. 6, 1761--1784 (2016; Zbl 1337.60081) Full Text: DOI arXiv OpenURL
Cai, Jiatu; Fukasawa, Masaaki; Rosenbaum, Mathieu; Tankov, Peter Optimal discretization of hedging strategies with directional views. (English) Zbl 1348.60098 SIAM J. Financ. Math. 7, 34-69 (2016). MSC: 60H30 60H10 49J55 49N10 60F17 91G80 93E20 PDF BibTeX XML Cite \textit{J. Cai} et al., SIAM J. Financ. Math. 7, 34--69 (2016; Zbl 1348.60098) Full Text: DOI arXiv OpenURL
Cont, Rama; Lu, Yi Weak approximation of martingale representations. (English) Zbl 1336.60109 Stochastic Processes Appl. 126, No. 3, 857-882 (2016). MSC: 60H10 60G44 60F05 60H07 60G48 60H35 PDF BibTeX XML Cite \textit{R. Cont} and \textit{Y. Lu}, Stochastic Processes Appl. 126, No. 3, 857--882 (2016; Zbl 1336.60109) Full Text: DOI arXiv OpenURL
Basse-O’Connor, Andreas; Rosiński, Jan On infinitely divisible semimartingales. (English) Zbl 1408.60034 Probab. Theory Relat. Fields 164, No. 1-2, 133-163 (2016). MSC: 60G48 60H05 60G51 60G17 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} and \textit{J. Rosiński}, Probab. Theory Relat. Fields 164, No. 1--2, 133--163 (2016; Zbl 1408.60034) Full Text: DOI arXiv Link OpenURL
Khedher, Asma; Vanmaele, Michèle Discretisation of FBSDEs driven by càdlàg martingales. (English) Zbl 1333.60155 J. Math. Anal. Appl. 435, No. 1, 508-531 (2016). MSC: 60H35 60H10 60G44 60J75 60G48 65C30 PDF BibTeX XML Cite \textit{A. Khedher} and \textit{M. Vanmaele}, J. Math. Anal. Appl. 435, No. 1, 508--531 (2016; Zbl 1333.60155) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{X. Xiao} and \textit{H. Yin}, Chin. J. Appl. Probab. Stat. 31, No. 4, 337--346 (2015; Zbl 1349.60031) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{S. Gerhold} et al., Stochastics 87, No. 5, 723--746 (2015; Zbl 1337.60020) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{M. Pihlsgård}, J. Appl. Probab. 52, No. 4, 1062--1075 (2015; Zbl 1334.60069) Full Text: DOI Euclid OpenURL
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 OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
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 PDF BibTeX XML Cite \textit{M. Yor}, Electron. Commun. Probab. 20, Paper No. 70, 5 p. (2015; Zbl 1329.60099) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{T. Choulli} et al., Finance Stoch. 19, No. 4, 719--741 (2015; Zbl 1358.91091) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{C. Kühn} and \textit{B. Ulbricht}, Stochastic Anal. Appl. 33, No. 5, 792--822 (2015; Zbl 1338.91129) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{A. Osekowski}, Bull. Pol. Acad. Sci., Math. 63, No. 1, 73--88 (2015; Zbl 1325.60065) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Stochastic calculus for quantitative finance. Amsterdam: Elsevier; London: ISTE Press (2015; Zbl 1331.60001) OpenURL
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 PDF BibTeX XML Cite \textit{S. Christensen} and \textit{A. Irle}, Stochastic Processes Appl. 125, No. 9, 3623--3635 (2015; Zbl 1327.93349) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{I. Karatzas} and \textit{C. Kardaras}, Electron. Commun. Probab. 20, Paper No. 59, 10 p. (2015; Zbl 1327.60102) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
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 PDF BibTeX XML Cite \textit{M. Bibinger} and \textit{M. Vetter}, Ann. Inst. Stat. Math. 67, No. 4, 707--743 (2015; Zbl 1440.62364) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
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 PDF BibTeX XML Cite \textit{H. Wang}, J. Appl. Probab. 52, No. 1, 149--166 (2015; Zbl 1322.65019) Full Text: DOI Euclid OpenURL
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 PDF BibTeX XML Cite \textit{M. Duembgen} and \textit{M. Podolskij}, Stochastic Processes Appl. 125, No. 4, 1195--1217 (2015; Zbl 1322.60029) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{L. Słomiński}, Stochastic Processes Appl. 125, No. 2, 759--779 (2015; Zbl 1325.60096) Full Text: DOI arXiv OpenURL
Curry, Charles; Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Wiese, Anke Lévy processes and quasi-shuffle algebras. (English) Zbl 1337.60152 Stochastics 86, No. 4, 632-642 (2014). MSC: 60H30 60G51 60G44 PDF BibTeX XML Cite \textit{C. Curry} et al., Stochastics 86, No. 4, 632--642 (2014; Zbl 1337.60152) Full Text: DOI arXiv OpenURL
Podolskij, Mark; Schmidt, Christian; Ziegel, Johanna F. Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales. (English) Zbl 1308.60051 Ann. Appl. Probab. 24, No. 6, 2491-2526 (2014). Reviewer: Dongsheng Tu (Kingston) MSC: 60G48 60F05 60F15 60F17 60H05 62M09 62P05 91G80 PDF BibTeX XML Cite \textit{M. Podolskij} et al., Ann. Appl. Probab. 24, No. 6, 2491--2526 (2014; Zbl 1308.60051) Full Text: DOI arXiv Euclid OpenURL
Wu, Jing Well-posedness of Stratonovich multi-valued SDEs driven by semimartingales. (English) Zbl 1325.60100 Stoch. Dyn. 14, No. 4, Article ID 1450005, 25 p. (2014). MSC: 60H10 60H99 60G48 PDF BibTeX XML Cite \textit{J. Wu}, Stoch. Dyn. 14, No. 4, Article ID 1450005, 25 p. (2014; Zbl 1325.60100) Full Text: DOI OpenURL
Petrović, Ljiljana; Valjarević, Dragana Statistical causality and martingale representation property with application to stochastic differential equations. (English) Zbl 1315.60046 Bull. Aust. Math. Soc. 90, No. 2, 327-338 (2014). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G44 60H10 60G48 PDF BibTeX XML Cite \textit{L. Petrović} and \textit{D. Valjarević}, Bull. Aust. Math. Soc. 90, No. 2, 327--338 (2014; Zbl 1315.60046) Full Text: DOI OpenURL
Gobet, Emmanuel; Landon, Nicolas Optimization of joint \(p\)-variations of Brownian semimartingales. (English) Zbl 1333.60081 Electron. Commun. Probab. 19, Paper No. 36, 14 p. (2014). MSC: 60G40 60G48 60F15 60J65 60G17 PDF BibTeX XML Cite \textit{E. Gobet} and \textit{N. Landon}, Electron. Commun. Probab. 19, Paper No. 36, 14 p. (2014; Zbl 1333.60081) Full Text: DOI OpenURL
Strong, Winslow Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension. (English) Zbl 1314.60090 Finance Stoch. 18, No. 3, 487-514 (2014). MSC: 60G48 60H05 91B25 91G80 PDF BibTeX XML Cite \textit{W. Strong}, Finance Stoch. 18, No. 3, 487--514 (2014; Zbl 1314.60090) Full Text: DOI arXiv OpenURL
Bevilacqua, A.; Flandoli, F. An occupation time formula for semimartingales in \(\mathbb{R}^N\). (English) Zbl 1310.60045 Stochastic Processes Appl. 124, No. 10, 3342-3361 (2014). MSC: 60G48 60J55 PDF BibTeX XML Cite \textit{A. Bevilacqua} and \textit{F. Flandoli}, Stochastic Processes Appl. 124, No. 10, 3342--3361 (2014; Zbl 1310.60045) Full Text: DOI arXiv OpenURL
Basse-O’Connor, A.; Graversen, S.-E.; Pedersen, J. Stochastic integration on the real line. (English) Zbl 1306.60061 and Teor. Veroyatn. Primen. 58, No. 2, 255-380 (2013). MSC: 60H05 60G51 60G10 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} et al., Theory Probab. Appl. 58, No. 2, 193--215 (2014; Zbl 1306.60061) Full Text: DOI OpenURL
Aït-Sahalia, Yacine; Jacod, Jean High-frequency financial econometrics. (English) Zbl 1298.91018 Princeton, NJ: Princeton University Press (ISBN 978-0-691-16143-3/hbk; 978-1-400-85032-7/ebook). xxiv, 659 p. (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91-02 60G48 91G70 62P05 PDF BibTeX XML Cite \textit{Y. Aït-Sahalia} and \textit{J. Jacod}, High-frequency financial econometrics. Princeton, NJ: Princeton University Press (2014; Zbl 1298.91018) OpenURL
Rosenbaum, Mathieu; Tankov, Peter Asymptotically optimal discretization of hedging strategies with jumps. (English) Zbl 1302.91178 Ann. Appl. Probab. 24, No. 3, 1002-1048 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91G10 60H05 60J70 60H30 60J75 PDF BibTeX XML Cite \textit{M. Rosenbaum} and \textit{P. Tankov}, Ann. Appl. Probab. 24, No. 3, 1002--1048 (2014; Zbl 1302.91178) Full Text: DOI arXiv Euclid OpenURL
Bertoin, Jean; Yor, Marc Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula. (English) Zbl 1295.26011 Bull. Lond. Math. Soc. 46, No. 3, 553-560 (2014). Reviewer: Ruhollah Jahanipur (Kashan) MSC: 26A45 60J55 PDF BibTeX XML Cite \textit{J. Bertoin} and \textit{M. Yor}, Bull. Lond. Math. Soc. 46, No. 3, 553--560 (2014; Zbl 1295.26011) Full Text: DOI arXiv Link OpenURL
Bouhadou, S.; Ouknine, Y. Stochastic equations of processes with jumps. (English) Zbl 1297.60038 Stoch. Dyn. 14, No. 1, Article ID 1350006, 18 p. (2014). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{S. Bouhadou} and \textit{Y. Ouknine}, Stoch. Dyn. 14, No. 1, Article ID 1350006, 18 p. (2014; Zbl 1297.60038) Full Text: DOI OpenURL
Kadiev, Ramazan I.; Ponosov, Arcady Partial stability of linear stochastic functional differential equations and the W-transform. (English) Zbl 1286.34108 Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 21, No. 1, 1-35 (2014). MSC: 34K50 34K06 34K20 93D25 PDF BibTeX XML Cite \textit{R. I. Kadiev} and \textit{A. Ponosov}, Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 21, No. 1, 1--35 (2014; Zbl 1286.34108) Full Text: Link OpenURL
Łochowski, Rafał Marcin; Ghomrasni, Raouf Integral and local limit theorems for level crossings of diffusions and the Skorohod problem. (English) Zbl 1296.60082 Electron. J. Probab. 19, Paper No. 10, 33 p. (2014). Reviewer: Peter Parczewski (Mannheim) MSC: 60F17 60F15 60G44 60G17 PDF BibTeX XML Cite \textit{R. M. Łochowski} and \textit{R. Ghomrasni}, Electron. J. Probab. 19, Paper No. 10, 33 p. (2014; Zbl 1296.60082) Full Text: DOI OpenURL
Lin, Zhengyan; Wang, Hanchao Weak convergence and its application. (English) Zbl 1318.60002 Hackensack, NJ: World Scientific (ISBN 978-981-4447-69-0/hbk; 978-981-4447-71-3/ebook). viii, 176 p. (2014). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60-01 60B05 60G05 60F05 60G51 62G30 PDF BibTeX XML Cite \textit{Z. Lin} and \textit{H. Wang}, Weak convergence and its application. Hackensack, NJ: World Scientific (2014; Zbl 1318.60002) Full Text: DOI OpenURL
Malinowski, Marek T. On equations with a fuzzy stochastic integral with respect to semimartingales. (English) Zbl 1338.60165 Kruse, Rudolf (ed.) et al., Synergies of soft computing and statistics for intelligent data analysis. Papers based on the presentations at the 6th international conference on soft methods and probability and statistics, SMPS, Konstanz, Germany, October 4–6, 2012. Berlin: Springer (ISBN 978-3-642-33041-4/pbk; 978-3-642-33042-1/ebook). Advances in Intelligent Systems and Computing 190, 93-101 (2013). MSC: 60H20 60H05 60H10 60H99 60G48 60A86 PDF BibTeX XML Cite \textit{M. T. Malinowski}, Adv. Intell. Syst. Comput. 190, 93--101 (2013; Zbl 1338.60165) Full Text: DOI OpenURL