Li, Libo Characterisation of honest times and optional semimartingales of class-\((\Sigma)\). (English) Zbl 1515.60120 J. Theor. Probab. 35, No. 4, 2145-2175 (2022). MSC: 60G44 60G40 60G07 91G40 PDFBibTeX XMLCite \textit{L. Li}, J. Theor. Probab. 35, No. 4, 2145--2175 (2022; Zbl 1515.60120) Full Text: DOI arXiv
Gilat, David; Meilijson, Isaac; Sacerdote, Laura A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales. (English) Zbl 1507.60054 J. Theor. Probab. 35, No. 3, 1952-1955 (2022). MSC: 60G44 60G40 PDFBibTeX XMLCite \textit{D. Gilat} et al., J. Theor. Probab. 35, No. 3, 1952--1955 (2022; Zbl 1507.60054) Full Text: DOI
Jiang, Hui; Yang, Qingshan Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process. (English) Zbl 1492.60065 J. Theor. Probab. 35, No. 2, 1262-1283 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60F10 60G40 60G44 62M05 PDFBibTeX XMLCite \textit{H. Jiang} and \textit{Q. Yang}, J. Theor. Probab. 35, No. 2, 1262--1283 (2022; Zbl 1492.60065) Full Text: DOI
Profeta, Christophe Persistence and exit times for some additive functionals of skew Bessel processes. (English) Zbl 1469.60251 J. Theor. Probab. 34, No. 1, 363-390 (2021). MSC: 60J60 60G40 60G18 PDFBibTeX XMLCite \textit{C. Profeta}, J. Theor. Probab. 34, No. 1, 363--390 (2021; Zbl 1469.60251) Full Text: DOI arXiv
Erraoui, Mohamed; Hilbert, Astrid; Louriki, Mohammed Bridges with random length: gamma case. (English) Zbl 1456.60095 J. Theor. Probab. 33, No. 2, 931-953 (2020). MSC: 60G40 60G46 60G51 60H10 60J76 PDFBibTeX XMLCite \textit{M. Erraoui} et al., J. Theor. Probab. 33, No. 2, 931--953 (2020; Zbl 1456.60095) Full Text: DOI arXiv
Hinrichs, Günter; Kolb, Martin; Wachtel, Vitali Persistence of one-dimensional AR(1)-sequences. (English) Zbl 1431.60070 J. Theor. Probab. 33, No. 1, 65-102 (2020). MSC: 60J05 60G40 PDFBibTeX XMLCite \textit{G. Hinrichs} et al., J. Theor. Probab. 33, No. 1, 65--102 (2020; Zbl 1431.60070) Full Text: DOI arXiv
Criens, David Cylindrical martingale problems associated with Lévy generators. (English) Zbl 1486.60094 J. Theor. Probab. 32, No. 3, 1306-1359 (2019); correction ibid. 33, No. 3, 1791-1800 (2020). Reviewer: Martin Ondreját (Praha) MSC: 60J25 60H15 60G48 60G40 PDFBibTeX XMLCite \textit{D. Criens}, J. Theor. Probab. 32, No. 3, 1306--1359 (2019; Zbl 1486.60094) Full Text: DOI arXiv
Belton, Alexander C. R. On stopping Fock-space processes. (English) Zbl 1427.81062 J. Theor. Probab. 32, No. 1, 484-526 (2019). Reviewer: Michael Skeide (Campobasso) MSC: 81S25 46L53 60G40 PDFBibTeX XMLCite \textit{A. C. R. Belton}, J. Theor. Probab. 32, No. 1, 484--526 (2019; Zbl 1427.81062) Full Text: DOI arXiv Link
Copros, Guillaume Existence condition of strong stationary times for continuous time Markov chains on discrete graphs. (English) Zbl 1404.60107 J. Theor. Probab. 31, No. 3, 1679-1728 (2018). MSC: 60J27 60G40 PDFBibTeX XMLCite \textit{G. Copros}, J. Theor. Probab. 31, No. 3, 1679--1728 (2018; Zbl 1404.60107) Full Text: DOI arXiv
Alsmeyer, Gerold; Buckmann, Fabian Fluctuation theory for Markov random walks. (English) Zbl 1434.60255 J. Theor. Probab. 31, No. 4, 2266-2342 (2018). MSC: 60K15 60G50 60J10 60K05 60G40 PDFBibTeX XMLCite \textit{G. Alsmeyer} and \textit{F. Buckmann}, J. Theor. Probab. 31, No. 4, 2266--2342 (2018; Zbl 1434.60255) Full Text: DOI arXiv
Cordero, Fernando The first passage time of a stable process conditioned to not overshoot. (English) Zbl 1367.60055 J. Theor. Probab. 29, No. 3, 776-796 (2016). Reviewer: Peter Kern (Düsseldorf) MSC: 60G52 60G51 60G40 PDFBibTeX XMLCite \textit{F. Cordero}, J. Theor. Probab. 29, No. 3, 776--796 (2016; Zbl 1367.60055) Full Text: DOI arXiv
Mijatović, Aleksandar; Urusov, Mikhail On the loss of the semimartingale property at the hitting time of a level. (English) Zbl 1328.60114 J. Theor. Probab. 28, No. 3, 892-922 (2015). MSC: 60G48 60J60 60J55 60G40 60H10 PDFBibTeX XMLCite \textit{A. Mijatović} and \textit{M. Urusov}, J. Theor. Probab. 28, No. 3, 892--922 (2015; Zbl 1328.60114) Full Text: DOI arXiv
Peres, Yuval; Sousi, Perla Mixing times are hitting times of large sets. (English) Zbl 1323.60094 J. Theor. Probab. 28, No. 2, 488-519 (2015). MSC: 60J10 60G40 PDFBibTeX XMLCite \textit{Y. Peres} and \textit{P. Sousi}, J. Theor. Probab. 28, No. 2, 488--519 (2015; Zbl 1323.60094) Full Text: DOI arXiv
Alsmeyer, Gerold; Iksanov, Alexander; Meiners, Matthias Power and exponential moments of the number of visits and related quantities for perturbed random walks. (English) Zbl 1318.60048 J. Theor. Probab. 28, No. 1, 1-40 (2015). MSC: 60G50 60G40 60K05 PDFBibTeX XMLCite \textit{G. Alsmeyer} et al., J. Theor. Probab. 28, No. 1, 1--40 (2015; Zbl 1318.60048) Full Text: DOI arXiv
MacPhee, Iain M.; Menshikov, Mikhail V.; Wade, Andrew R. Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts. (English) Zbl 1314.60094 J. Theor. Probab. 26, No. 1, 1-30 (2013). MSC: 60G50 60G40 60J10 PDFBibTeX XMLCite \textit{I. M. MacPhee} et al., J. Theor. Probab. 26, No. 1, 1--30 (2013; Zbl 1314.60094) Full Text: DOI arXiv Link
Klass, Michael J.; Yang, Ming Maximal inequalities for additive processes. (English) Zbl 1268.60059 J. Theor. Probab. 25, No. 4, 981-1012 (2012). Reviewer: Qihe Tang (Iowa City) MSC: 60G51 60E15 60G40 60G50 PDFBibTeX XMLCite \textit{M. J. Klass} and \textit{M. Yang}, J. Theor. Probab. 25, No. 4, 981--1012 (2012; Zbl 1268.60059) Full Text: DOI
Lu, Dawei; Song, Lixin The first exit time of a Brownian motion from the Minimum and maximum parabolic domains. (English) Zbl 1235.60113 J. Theor. Probab. 24, No. 4, 1028-1043 (2011). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J65 60G40 60F10 PDFBibTeX XMLCite \textit{D. Lu} and \textit{L. Song}, J. Theor. Probab. 24, No. 4, 1028--1043 (2011; Zbl 1235.60113) Full Text: DOI
Gabriyelyan, S. S. Absolute continuity and singularity of two probability measures on a filtered space. (English) Zbl 1230.60036 J. Theor. Probab. 24, No. 3, 595-614 (2011). MSC: 60G07 PDFBibTeX XMLCite \textit{S. S. Gabriyelyan}, J. Theor. Probab. 24, No. 3, 595--614 (2011; Zbl 1230.60036) Full Text: DOI arXiv
Biane, Philippe; Letac, Gérard The mean perimeter of some random plane convex sets generated by a Brownian motion. (English) Zbl 1221.60115 J. Theor. Probab. 24, No. 2, 330-341 (2011). MSC: 60J65 52A10 60G40 PDFBibTeX XMLCite \textit{P. Biane} and \textit{G. Letac}, J. Theor. Probab. 24, No. 2, 330--341 (2011; Zbl 1221.60115) Full Text: DOI arXiv
Alili, L.; Patie, P. Boundary-crossing identities for diffusions having the time-inversion property. (English) Zbl 1197.60080 J. Theor. Probab. 23, No. 1, 65-84 (2010). Reviewer: Pavel Gapeev (London) MSC: 60J60 60J65 60G18 60G40 PDFBibTeX XMLCite \textit{L. Alili} and \textit{P. Patie}, J. Theor. Probab. 23, No. 1, 65--84 (2010; Zbl 1197.60080) Full Text: DOI arXiv
Fill, James Allen On hitting times and fastest strong stationary times for skip-free and more general chains. (English) Zbl 1173.60337 J. Theor. Probab. 22, No. 3, 587-600 (2009). MSC: 60J25 60J35 60G40 60J10 PDFBibTeX XMLCite \textit{J. A. Fill}, J. Theor. Probab. 22, No. 3, 587--600 (2009; Zbl 1173.60337) Full Text: DOI arXiv
Obłój, Jan; Pistorius, Martijn On an explicit Skorokhod embedding for spectrally negative Lévy processes. (English) Zbl 1166.60028 J. Theor. Probab. 22, No. 2, 418-440 (2009). MSC: 60G51 60G44 60G40 PDFBibTeX XMLCite \textit{J. Obłój} and \textit{M. Pistorius}, J. Theor. Probab. 22, No. 2, 418--440 (2009; Zbl 1166.60028) Full Text: DOI arXiv
Doney, R. A.; Maller, R. A. Almost sure relative stability of the overshoot of power law boundaries. (English) Zbl 1112.60036 J. Theor. Probab. 20, No. 1, 47-63 (2007). MSC: 60G50 60F15 60K05 60G40 60F05 PDFBibTeX XMLCite \textit{R. A. Doney} and \textit{R. A. Maller}, J. Theor. Probab. 20, No. 1, 47--63 (2007; Zbl 1112.60036) Full Text: DOI
Lachal, Aimé Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion. (English) Zbl 1115.60075 J. Theor. Probab. 19, No. 4, 757-771 (2006). Reviewer: Josef Steinebach (Köln) MSC: 60J65 60G40 60J25 PDFBibTeX XMLCite \textit{A. Lachal}, J. Theor. Probab. 19, No. 4, 757--771 (2006; Zbl 1115.60075) Full Text: DOI
Saada, Diane; Slonowsky, Dean A notion of stopping line for set-indexed processes. (English) Zbl 1107.60019 J. Theor. Probab. 19, No. 2, 397-410 (2006). MSC: 60G40 60G60 60G99 PDFBibTeX XMLCite \textit{D. Saada} and \textit{D. Slonowsky}, J. Theor. Probab. 19, No. 2, 397--410 (2006; Zbl 1107.60019) Full Text: DOI
Tanré, Etienne; Vallois, Pierre Range of Brownian motion with drift. (English) Zbl 1101.60063 J. Theor. Probab. 19, No. 1, 45-69 (2006). MSC: 60J65 60E10 60F05 60G17 60G40 60G44 60J60 PDFBibTeX XMLCite \textit{E. Tanré} and \textit{P. Vallois}, J. Theor. Probab. 19, No. 1, 45--69 (2006; Zbl 1101.60063) Full Text: DOI
Salminen, Paavo; Vallois, Pierre On first range times of linear diffusions. (English) Zbl 1085.60057 J. Theor. Probab. 18, No. 3, 567-593 (2005). Reviewer: René L. Schilling (Marburg) MSC: 60J60 60J65 60J45 60G40 PDFBibTeX XMLCite \textit{P. Salminen} and \textit{P. Vallois}, J. Theor. Probab. 18, No. 3, 567--593 (2005; Zbl 1085.60057) Full Text: DOI HAL
Peskir, Goran A change-of-variable formula with local time on curves. (English) Zbl 1085.60033 J. Theor. Probab. 18, No. 3, 499-535 (2005). Reviewer: Yuhu Feng (Shanghai) MSC: 60H05 60G44 PDFBibTeX XMLCite \textit{G. Peskir}, J. Theor. Probab. 18, No. 3, 499--535 (2005; Zbl 1085.60033) Full Text: DOI
Peskir, Goran Bounding the maximal height of a diffusion by the time elapsed. (English) Zbl 0999.60076 J. Theor. Probab. 14, No. 3, 845-855 (2001). Reviewer: M.Rao (Gainesville) MSC: 60J60 PDFBibTeX XMLCite \textit{G. Peskir}, J. Theor. Probab. 14, No. 3, 845--855 (2001; Zbl 0999.60076) Full Text: DOI
Kinateder, Kimberly K. J. Strong Markov properties for Markov random fields. (English) Zbl 0984.60065 J. Theor. Probab. 13, No. 4, 1101-1114 (2000). Reviewer: Andrew Olenko (Kyïv) MSC: 60G60 60J99 60G40 60G55 PDFBibTeX XMLCite \textit{K. K. J. Kinateder}, J. Theor. Probab. 13, No. 4, 1101--1114 (2000; Zbl 0984.60065) Full Text: DOI
Pak, Igor Two random walks on upper triangular matrices. (English) Zbl 0980.60010 J. Theor. Probab. 13, No. 4, 1083-1100 (2000). Reviewer: Michael Voit (Tübingen) MSC: 60B10 60G50 60B15 PDFBibTeX XMLCite \textit{I. Pak}, J. Theor. Probab. 13, No. 4, 1083--1100 (2000; Zbl 0980.60010) Full Text: DOI
Vondraček, Zoran Asymptotics of first-passage time over a one-sided stochastic boundary. (English) Zbl 0970.60091 J. Theor. Probab. 13, No. 1, 279-309 (2000). Reviewer: Alexander Gushchin (Moskva) MSC: 60J65 60G40 PDFBibTeX XMLCite \textit{Z. Vondraček}, J. Theor. Probab. 13, No. 1, 279--309 (2000; Zbl 0970.60091) Full Text: DOI
Graversen, S. E.; Peškir, G. Optimal stopping and maximal inequalities for linear diffusions. (English) Zbl 0905.60058 J. Theor. Probab. 11, No. 1, 259-277 (1998). Reviewer: T.P.Hill (Atlanta) MSC: 60J60 60G40 PDFBibTeX XMLCite \textit{S. E. Graversen} and \textit{G. Peškir}, J. Theor. Probab. 11, No. 1, 259--277 (1998; Zbl 0905.60058) Full Text: DOI
Teicher, Henry Moments of randomly stopped sums – revisited. (English) Zbl 0831.60052 J. Theor. Probab. 8, No. 4, 779-793 (1995). MSC: 60G42 60G40 PDFBibTeX XMLCite \textit{H. Teicher}, J. Theor. Probab. 8, No. 4, 779--793 (1995; Zbl 0831.60052) Full Text: DOI
Jacod, Jean; Protter, Philip A remark on the weak convergence of processes in the Skorohod topology. (English) Zbl 0787.60007 J. Theor. Probab. 6, No. 3, 463-472 (1993). Reviewer: R.Norvaiša (Ottawa) MSC: 60B10 60F17 60G40 PDFBibTeX XMLCite \textit{J. Jacod} and \textit{P. Protter}, J. Theor. Probab. 6, No. 3, 463--472 (1993; Zbl 0787.60007) Full Text: DOI
Accardi, Luigi; Koroliuk, D. Stopping times for quantum Markov chains. (English) Zbl 0751.60081 J. Theor. Probab. 5, No. 3, 521-535 (1992). MSC: 60J99 81Q99 PDFBibTeX XMLCite \textit{L. Accardi} and \textit{D. Koroliuk}, J. Theor. Probab. 5, No. 3, 521--535 (1992; Zbl 0751.60081) Full Text: DOI
Harenbrock, Marion; Schmitz, Norbert Optional sampling of submartingales with scanned index sets. (English) Zbl 0759.60050 J. Theor. Probab. 5, No. 2, 309-326 (1992). Reviewer: E.Valkeila (Helsinki) MSC: 60G42 62L15 PDFBibTeX XMLCite \textit{M. Harenbrock} and \textit{N. Schmitz}, J. Theor. Probab. 5, No. 2, 309--326 (1992; Zbl 0759.60050) Full Text: DOI
Ishak, S. Remarks on a theorem of Burkholder and Gundy. (English) Zbl 0743.60066 J. Theor. Probab. 5, No. 1, 153-158 (1992). MSC: 60G50 PDFBibTeX XMLCite \textit{S. Ishak}, J. Theor. Probab. 5, No. 1, 153--158 (1992; Zbl 0743.60066) Full Text: DOI
Fill, James Allen Strong stationary duality for continuous-time Markov chains. I: Theory. (English) Zbl 0746.60075 J. Theor. Probab. 5, No. 1, 45-70 (1992). Reviewer: E.A.van Doorn (Enschede) MSC: 60J27 PDFBibTeX XMLCite \textit{J. A. Fill}, J. Theor. Probab. 5, No. 1, 45--70 (1992; Zbl 0746.60075) Full Text: DOI
Xue, Xing-Hong Convergence of classes of subpramarts and games which become better with time. (English) Zbl 0728.60050 J. Theor. Probab. 4, No. 3, 605-623 (1991). Reviewer: E.Valkeila (Helsinki) MSC: 60G48 60G40 60F05 PDFBibTeX XMLCite \textit{X.-H. Xue}, J. Theor. Probab. 4, No. 3, 605--623 (1991; Zbl 0728.60050) Full Text: DOI
Dippon, Jürgen Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces. (English) Zbl 0721.62080 J. Theor. Probab. 4, No. 1, 37-52 (1991). Reviewer: V.Mammitzsch (Marburg) MSC: 62L20 62L15 PDFBibTeX XMLCite \textit{J. Dippon}, J. Theor. Probab. 4, No. 1, 37--52 (1991; Zbl 0721.62080) Full Text: DOI
Stong, Richard Choosing a random spanning subtree: A case study. (English) Zbl 0737.60059 J. Theor. Probab. 4, No. 4, 753-766 (1991). MSC: 60J10 05C80 PDFBibTeX XMLCite \textit{R. Stong}, J. Theor. Probab. 4, No. 4, 753--766 (1991; Zbl 0737.60059) Full Text: DOI
Zuckerman, David Covering times of random walks on bounded degree trees and other graphs. (English) Zbl 0691.60063 J. Theor. Probab. 2, No. 1, 147-157 (1989). Reviewer: O.Frank MSC: 60G50 05C80 60G40 PDFBibTeX XMLCite \textit{D. Zuckerman}, J. Theor. Probab. 2, No. 1, 147--157 (1989; Zbl 0691.60063) Full Text: DOI
Marraffa, Valeria On almost sure convergence of amarts and martingales without the Radon- Nikodym property. (English) Zbl 0644.60008 J. Theor. Probab. 1, No. 3, 255-261 (1988). Reviewer: U.Krengel MSC: 60B12 60G46 PDFBibTeX XMLCite \textit{V. Marraffa}, J. Theor. Probab. 1, No. 3, 255--261 (1988; Zbl 0644.60008) Full Text: DOI