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Stochastic Processes and their Applications
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2015, Volume 125, Issue 4
- 1195-1217 High-frequency asymptotics for path-dependent functionals of Itô semimartingales
by Duembgen, Moritz & Podolskij, Mark - 1218-1243 A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes
by Bercu, Bernard & Blandin, Vassili - 1244-1281 Integrated density of states for Poisson–Schrödinger perturbations of subordinate Brownian motions on the Sierpiński gasket
by Kaleta, Kamil & Pietruska-Pałuba, Katarzyna - 1282-1306 MRL order, log-concavity and an application to peacocks
by Bogso, Antoine Marie - 1307-1322 Intensity process for a pure jump Lévy structural model with incomplete information
by Dong, Xin & Zheng, Harry - 1323-1351 The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims
by Goutte, Stéphane & Ngoupeyou, Armand - 1352-1367 Strict local martingales with jumps
by Protter, Philip - 1368-1393 One-point reflection
by Chen, Zhen-Qing & Fukushima, Masatoshi - 1394-1425 A fractional Brownian field indexed by L2 and a varying Hurst parameter
by Richard, Alexandre - 1426-1469 Superposition of COGARCH processes
by Behme, Anita & Chong, Carsten & Klüppelberg, Claudia - 1470-1499 Fractional time stochastic partial differential equations
by Chen, Zhen-Qing & Kim, Kyeong-Hun & Kim, Panki - 1500-1540 Time homogeneous diffusion with drift and killing to meet a given marginal
by Noble, John M. - 1541-1568 The Hausdorff spectrum of a class of multifractal processes
by Decrouez, Geoffrey & Hambly, Ben & Jones, Owen Dafydd - 1569-1604 Pruning of CRT-sub-trees
by Abraham, Romain & Delmas, Jean-François & He, Hui - 1605-1628 Moment bounds and asymptotics for the stochastic wave equation
by Chen, Le & Dalang, Robert C. - 1629-1652 Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
by Avram, Florin & Leonenko, Nikolai & Sakhno, Ludmila - 1653-1687 Speed of convergence for laws of rare events and escape rates
by Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike - 1688-1713 Two-sided bounds for Lp-norms of combinations of products of independent random variables
by Damek, Ewa & Latała, Rafał & Nayar, Piotr & Tkocz, Tomasz
2015, Volume 125, Issue 3
- 819-866 Hypothesis testing for stochastic PDEs driven by additive noise
by Cialenco, Igor & Xu, Liaosha - 867-885 Derivative formulae for SDEs driven by multiplicative α-stable-like processes
by Wang, Linlin & Xie, Longjie & Zhang, Xicheng - 886-917 A predator–prey SIR type dynamics on large complete graphs with three phase transitions
by Kortchemski, Igor - 918-940 Hitting properties and non-uniqueness for SDEs driven by stable processes
by Berestycki, J. & Döring, L. & Mytnik, L. & Zambotti, L. - 941-969 Dualities in population genetics: A fresh look with new dualities
by Carinci, Gioia & Giardinà, Cristian & Giberti, Claudio & Redig, Frank - 970-993 Large deviation principle for some measure-valued processes
by Fatheddin, Parisa & Xiong, Jie - 994-1008 A decomposition for additive functionals of Lévy processes
by Valverde, Luis Acuña - 1009-1031 Asymptotic expansions for SDE’s with small multiplicative noise
by Albeverio, Sergio & Smii, Boubaker - 1032-1057 Randomly trapped random walks on Zd
by Černý, Jiří & Wassmer, Tobias - 1058-1088 A topology for limits of Markov chains
by Landim, C. - 1089-1126 The Λ-lookdown model with selection
by Bah, B. & Pardoux, E. - 1127-1147 Linear Multifractional Stable Motion: Representation via Haar basis
by Hamonier, Julien - 1148-1194 Brownian net with killing
by Newman, C.M. & Ravishankar, K. & Schertzer, E.
2015, Volume 125, Issue 2
- 401-427 Energy of taut strings accompanying Wiener process
by Lifshits, Mikhail & Setterqvist, Eric - 428-457 Central limit theorems for supercritical superprocesses
by Ren, Yan-Xia & Song, Renming & Zhang, Rui - 458-481 Extreme slowdowns for one-dimensional excited random walks
by Peterson, Jonathon - 482-512 On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
by Zhang, Rong-Mao & Sin, Chor-yiu (CY) & Ling, Shiqing - 513-537 Sharpness versus robustness of the percolation transition in 2d contact processes
by van den Berg, J. & Björnberg, J.E. & Heydenreich, M. - 538-551 On the local fluctuations of last-passage percolation models
by Cator, Eric & Pimentel, Leandro P.R. - 552-570 Conformal restriction: The radial case
by Wu, Hao - 571-596 Reflected BSDEs in time-dependent convex regions
by Klimsiak, Tomasz & Rozkosz, Andrzej & Słomiński, Leszek - 597-633 Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
by Choukroun, Sébastien & Cosso, Andrea & Pham, Huyên - 634-652 Varadhan estimates for rough differential equations driven by fractional Brownian motions
by Baudoin, Fabrice & Ouyang, Cheng & Zhang, Xuejing - 653-677 On non-standard limits of Brownian semi-stationary processes
by Gärtner, Kerstin & Podolskij, Mark - 678-707 Analytical pricing of American Put options on a Zero Coupon Bond in the Heath–Jarrow–Morton model
by Chiarolla, Maria B. & De Angelis, Tiziano - 708-738 Rate of convergence in the law of large numbers for supercritical general multi-type branching processes
by Iksanov, Alexander & Meiners, Matthias - 739-758 Ergodicity of regime-switching diffusions in Wasserstein distances
by Shao, Jinghai - 759-779 On reflected Stratonovich stochastic differential equations
by Słomiński, Leszek - 780-796 Extremal behavior of squared Bessel processes attracted by the Brown–Resnick process
by Das, Bikramjit & Engelke, Sebastian & Hashorva, Enkelejd - 797-818 High order heat-type equations and random walks on the complex plane
by Bonaccorsi, Stefano & Mazzucchi, Sonia
2015, Volume 125, Issue 1
- 1-38 Games of singular control and stopping driven by spectrally one-sided Lévy processes
by Hernández-Hernández, Daniel & Yamazaki, Kazutoshi - 39-59 Derandomization in game-theoretic probability
by Miyabe, Kenshi & Takemura, Akimichi - 60-90 Deviation inequalities for separately Lipschitz functionals of iterated random functions
by Dedecker, Jérôme & Fan, Xiequan - 91-115 Homogenization of parabolic equations with large time-dependent random potential
by Gu, Yu & Bal, Guillaume - 116-160 Fourier transform methods for pathwise covariance estimation in the presence of jumps
by Cuchiero, Christa & Teichmann, Josef - 161-181 A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
by Diehl, Joscha & Oberhauser, Harald & Riedel, Sebastian - 182-216 Nourdin–Peccati analysis on Wiener and Wiener–Poisson space for general distributions
by Eden, Richard & Víquez, Juan - 217-232 Maximums on trees
by Jelenković, Predrag R. & Olvera-Cravioto, Mariana - 233-253 Nonparametric estimation of the service time distribution in the discrete-time GI/G/∞ queue with partial information
by Schweer, Sebastian & Wichelhaus, Cornelia - 254-271 Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
by Krylov, N.V. - 272-293 The distribution of the quasispecies for the Wright–Fisher model on the sharp peak landscape
by Dalmau, Joseba - 294-326 Robust model selection for a semimartingale continuous time regression from discrete data
by Victor, Konev & Serguei, Pergamenchtchikov - 327-342 Continuous-time limit of repeated interactions for a system in a confining potential
by Deschamps, Julien - 343-361 Quadratic covariation estimates in non-smooth stochastic calculus
by Almada Monter, Sergio Angel - 362-370 Phase transition for finite-speed detection among moving particles
by Sidoravicius, Vladas & Stauffer, Alexandre - 371-400 Gibbs-non-Gibbs dynamical transitions for mean-field interacting Brownian motions
by den Hollander, F. & Redig, F. & van Zuijlen, W.
2014, Volume 124, Issue 12
- 3887-3920 Infinite horizon stopping problems with (nearly) total reward criteria
by Palczewski, Jan & Stettner, Łukasz - 3921-3947 Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations
by Wu, Zhen & Yu, Zhiyong - 3948-3964 Probabilistic approach for semi-linear stochastic fractal equations
by Xie, Yingchao & Zhang, Qi & Zhang, Xicheng - 3965-3985 Resolvent metric and the heat kernel estimate for random walks
by Telcs, András & Vespri, Vincenzo - 3986-4011 A class of asymptotically self-similar stable processes with stationary increments
by Can, Sami Umut - 4012-4029 An invariance principle for stationary random fields under Hannan’s condition
by Volný, Dalibor & Wang, Yizao - 4030-4049 New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
by Lan, Guangqiang & Wu, Jiang-Lun - 4050-4079 Optimal expulsion and optimal confinement of a Brownian particle with a switching cost
by Dalang, Robert C. & Vinckenbosch, Laura - 4080-4119 A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis
by De Angelis, Tiziano & Ferrari, Giorgio - 4120-4148 The coalescent point process of multi-type branching trees
by Popovic, Lea & Rivas, Mariolys - 4149-4170 Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition
by Travers, Nicholas F. - 4171-4181 Embedding binary sequences into Bernoulli site percolation on Z3
by Hilário, M.R. & de Lima, B.N.B. & Nolin, P. & Sidoravicius, V. - 4182-4201 On the hitting times of continuous-state branching processes with immigration
by Duhalde, Xan & Foucart, Clément & Ma, Chunhua - 4202-4223 Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
by Chabriac, Claudie & Lagnoux, Agnès & Mercier, Sabine & Vallois, Pierre - 4224-4243 On the independence of the value function for stochastic differential games of the probability space
by Krylov, N.V. - 4244-4265 Robustness of exponential dichotomies in mean
by Barreira, Luis & Valls, Claudia - 4266-4282 On the eigenvalue process of a matrix fractional Brownian motion
by Nualart, David & Pérez-Abreu, Victor
2014, Volume 124, Issue 11
- 3507-3534 Cylindrical fractional Brownian motion in Banach spaces
by Issoglio, E. & Riedle, M. - 3535-3552 A stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric
by Guo, Hongxin & Philipowski, Robert & Thalmaier, Anton - 3553-3577 Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions
by Böinghoff, Christian - 3578-3611 Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models
by Richter, Anja - 3612-3650 Dirichlet heat kernel for unimodal Lévy processes
by Bogdan, Krzysztof & Grzywny, Tomasz & Ryznar, Michał - 3651-3660 A conditionally sure ergodic theorem with an application to percolation
by Keane, Michael & Takei, Masato - 3661-3697 Escape times for branching processes with random mutational fitness effects
by Foo, Jasmine & Leder, Kevin & Zhu, Junfeng - 3698-3723 Front velocity and directed polymers in random medium
by Cortines, Aser - 3724-3768 Determinantal martingales and noncolliding diffusion processes
by Katori, Makoto - 3769-3781 A strictly stationary β-mixing process satisfying the central limit theorem but not the weak invariance principle
by Giraudo, Davide & Volný, Dalibor - 3782-3806 Central limit theorem for functionals of two independent fractional Brownian motions
by Nualart, David & Xu, Fangjun - 3807-3818 Singularity of full scaling limits of planar nearcritical percolation
by Aumann, Simon - 3819-3845 Measurability of semimartingale characteristics with respect to the probability law
by Neufeld, Ariel & Nutz, Marcel - 3846-3868 On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
by Jung, Paul & Markowsky, Greg - 3869-3885 Stochastic differential equations driven by G-Brownian motion and ordinary differential equations
by Luo, Peng & Wang, Falei
2014, Volume 124, Issue 9
- 2799-2823 Ergodicity for time-changed symmetric stable processes
by Chen, Zhen-Qing & Wang, Jian - 2824-2867 Limiting distribution for the maximal standardized increment of a random walk
by Kabluchko, Zakhar & Wang, Yizao - 2868-2891 Hedging of defaultable claims in a structural model using a locally risk-minimizing approach
by Okhrati, Ramin & Balbás, Alejandro & Garrido, José - 2892-2916 Backward SDEs driven by Gaussian processes
by Bender, Christian - 2917-2953 A general study of extremes of stationary tessellations with examples
by Chenavier, Nicolas - 2954-3008 Quasi-likelihood analysis for nonsynchronously observed diffusion processes
by Ogihara, Teppei & Yoshida, Nakahiro - 3009-3030 Information, no-arbitrage and completeness for asset price models with a change point
by Fontana, Claudio & Grbac, Zorana & Jeanblanc, Monique & Li, Qinghua - 3031-3054 Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
by Quenez, Marie-Claire & Sulem, Agnès - 3055-3083 Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C1,η open sets
by Kim, Kyung-Youn & Kim, Panki - 3084-3105 Generalized Gaussian bridges
by Sottinen, Tommi & Yazigi, Adil - 3106-3120 An excursion approach to maxima of the Brownian bridge
by Perman, Mihael & Wellner, Jon A. - 3121-3145 The multifractal nature of Volterra–Lévy processes
by Neuman, Eyal
2014, Volume 124, Issue 8
- 2543-2582 Localization of Wiener functionals of fractional regularity and applications
by He, Kai & Ren, Jiagang & Zhang, Hua - 2583-2604 Solvability of forward–backward stochastic partial differential equations
by Yin, Hong - 2605-2627 Operator self-similar processes and functional central limit theorems
by Characiejus, Vaidotas & Račkauskas, Alfredas - 2628-2653 BSDEs under partial information and financial applications
by Ceci, Claudia & Cretarola, Alessandra & Russo, Francesco - 2654-2671 Splitting multidimensional BSDEs and finding local equilibria
by Frei, Christoph - 2672-2698 Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection
by Nie, Tianyang & Rutkowski, Marek - 2699-2753 Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling
by Koike, Yuta - 2754-2770 Scenery reconstruction on finite abelian groups
by Finucane, Hilary & Tamuz, Omer & Yaari, Yariv - 2771-2798 Asymptotic behaviour of an infinitely-many-alleles diffusion with symmetric overdominance
by Zhou, Youzhou
2014, Volume 124, Issue 5
- 1741-1772 The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself
by Bean, Nigel G. & O’Reilly, Małgorzata M. - 1773-1812 Two population models with constrained migrations
by Normand, Raoul - 1813-1848 Forward–backward systems for expected utility maximization
by Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing - 1849-1880 Intersection local times for interlacements
by Rosen, Jay - 1881-1909 Approximations of non-smooth integral type functionals of one dimensional diffusion processes
by Kohatsu-Higa, A. & Makhlouf, A. & Ngo, H.L. - 1910-1941 Representation of Gaussian isotropic spin random fields
by Baldi, Paolo & Rossi, Maurizia - 1942-1973 Limit theorems for power variations of ambit fields driven by white noise
by Pakkanen, Mikko S. - 1974-2002 Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
by Röckner, Michael & Zhu, Rongchan & Zhu, Xiangchan
2014, Volume 124, Issue 4
- 1469-1502 Level set percolation for random interlacements and the Gaussian free field
by Rodriguez, Pierre-François - 1503-1518 Random walks in cones: The case of nonzero drift
by Duraj, Jetlir - 1519-1565 Stochastic equations of super-Lévy processes with general branching mechanism
by He, Hui & Li, Zenghu & Yang, Xu - 1566-1581 Comparison inequalities on Wiener space
by Nourdin, Ivan & Peccati, Giovanni & Viens, Frederi G. - 1582-1611 Lp estimates for fully coupled FBSDEs with jumps
by Li, Juan & Wei, Qingmeng - 1612-1626 A general correlation inequality and the Almost Sure Local Limit Theorem for random sequences in the domain of attraction of a stable law
by Giuliano, Rita & Szewczak, Zbigniew S. - 1627-1647 Well-posedness of the stochastic KdV–Burgers equation
by Richards, Geordie - 1648-1678 On geometric and algebraic transience for discrete-time Markov chains
by Mao, Yong-Hua & Song, Yan-Hong - 1679-1709 BSDEs driven by time-changed Lévy noises and optimal control
by Di Nunno, Giulia & Sjursen, Steffen - 1710-1739 Generalized Hermite processes, discrete chaos and limit theorems
by Bai, Shuyang & Taqqu, Murad S.
2014, Volume 124, Issue 3
- 1197-1225 Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
by Cohen, Serge & Panloup, Fabien & Tindel, Samy - 1226-1235 Riemann-integration and a new proof of the Bichteler–Dellacherie theorem
by Beiglböck, M. & Siorpaes, P. - 1236-1260 Estimation for stochastic damping hamiltonian systems under partial observation—I. Invariant density
by Cattiaux, Patrick & León, José R. & Prieur, Clémentine - 1261-1274 Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
by Wang, Feng-Yu & Zhang, Tusheng - 1275-1302 Some results on general quadratic reflected BSDEs driven by a continuous martingale
by Lionnet, Arnaud - 1303-1334 Unavoidable collections of balls for isotropic Lévy processes
by Mimica, Ante & Vondraček, Zoran - 1335-1367 Fractional diffusion limit for a stochastic kinetic equation
by De Moor, Sylvain - 1368-1407 Monotonicity of the reflected Bessel transition density on the diagonal
by Vo, Van - 1408-1435 Occupation times of intervals until first passage times for spectrally negative Lévy processes
by Loeffen, Ronnie L. & Renaud, Jean-François & Zhou, Xiaowen - 1436-1468 Fluid limits of many-server queues with abandonments, general service and continuous patience time distributions
by Walsh Zuñiga, Alexander
2014, Volume 124, Issue 2
- 985-1010 Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation
by Ferreiro-Castilla, A. & Kyprianou, A.E. & Scheichl, R. & Suryanarayana, G. - 1011-1035 Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
by Pilipauskaitė, Vytautė & Surgailis, Donatas - 1036-1054 The Quicksort process
by Ragab, Mahmoud & Roesler, Uwe - 1055-1069 Mirror and synchronous couplings of geometric Brownian motions
by Jacka, Saul D. & Mijatović, Aleksandar & Širaj, Dejan - 1070-1083 A limit theorem for moving averages in the α-stable domain of attraction
by Basrak, Bojan & Krizmanić, Danijel - 1084-1111 First exit time from a bounded interval for pseudo-processes driven by the equation ∂/∂t=(−1)N−1∂2N/∂x2N
by Lachal, Aimé - 1112-1140 A numerical algorithm for a class of BSDEs via the branching process
by Henry-Labordère, Pierre & Tan, Xiaolu & Touzi, Nizar - 1141-1169 Diffusions of multiplicative cascades
by Alberts, Tom & Rifkind, Ben - 1170-1195 Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion
by Hu, Mingshang & Ji, Shaolin & Peng, Shige & Song, Yongsheng
2014, Volume 124, Issue 1
- 1-17 Invariance principles for generalized domains of semistable attraction
by Wang, Wensheng - 18-50 Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
by Davis, Richard A. & Pfaffel, Oliver & Stelzer, Robert - 51-80 Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient
by Guy, Romain & Larédo, Catherine & Vergu, Elisabeta - 81-100 Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
by Kramkov, Dmitry & Predoiu, Silviu - 101-122 On signed measure valued solutions of stochastic evolution equations
by Rémillard, Bruno & Vaillancourt, Jean - 123-153 Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps
by Chen, Xin & Wang, Jian - 154-198 Multi-dimensional smoothing transformations: Existence, regularity and stability of fixed points
by Bassetti, Federico & Matthes, Daniel - 199-219 On a stochastic Leray-α model of Euler equations
by Barbato, David & Bessaih, Hakima & Ferrario, Benedetta - 220-234 Harnack inequality on configuration spaces: The coupling approach and a unified treatment
by Deng, Chang-Song - 235-267 Global uniform boundary Harnack principle with explicit decay rate and its application
by Kim, Panki & Song, Renming & Vondraček, Zoran - 268-288 Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
by Comets, Francis & Falconnet, Mikael & Loukianov, Oleg & Loukianova, Dasha & Matias, Catherine - 289-316 Backward stochastic differential equations associated to jump Markov processes and applications
by Confortola, Fulvia & Fuhrman, Marco - 317-347 Upper escape rate of Markov chains on weighted graphs
by Huang, Xueping & Shiozawa, Yuichi - 348-372 Asymptotic behavior of central order statistics from stationary processes
by Dembińska, Anna - 373-384 On the characterisation of honest times that avoid all stopping times
by Kardaras, Constantinos - 385-410 A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process
by Scalas, Enrico & Viles, Noèlia - 411-439 The characteristic polynomial of a random permutation matrix at different points
by Dang, K. & Zeindler, D. - 440-474 A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C1-domains
by Kim, Kyeong-Hun - 475-504 Weak approximation of averaged diffusion processes
by Gobet, Emmanuel & Miri, Mohammed - 505-521 A strong law of large numbers for super-stable processes
by Kouritzin, Michael A. & Ren, Yan-Xia - 522-565 A mixed-step algorithm for the approximation of the stationary regime of a diffusion
by Pagès, Gilles & Panloup, Fabien - 566-585 Loop-erased random walk on the Sierpinski gasket
by Hattori, Kumiko & Mizuno, Michiaki - 586-612 Moment boundedness of linear stochastic delay differential equations with distributed delay
by Wang, Zhen & Li, Xiong & Lei, Jinzhi - 613-638 Approximating Markov chains and V-geometric ergodicity via weak perturbation theory
by Hervé, Loïc & Ledoux, James - 639-645 Almost sure explosion of solutions to stochastic differential equations
by Chow, Pao-Liu & Khasminskii, Rafail - 646-677 A martingale decomposition for quadratic forms of Markov chains (with applications)
by Atchadé, Yves F. & Cattaneo, Matias D. - 678-708 Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
by Lebovits, Joachim & Lévy Véhel, Jacques & Herbin, Erick - 709-729 On the solution of general impulse control problems using superharmonic functions
by Christensen, Sören - 730-758 Adaptive nonparametric estimation for Lévy processes observed at low frequency
by Kappus, Johanna - 759-784 Backward stochastic differential equations driven by G-Brownian motion
by Hu, Mingshang & Ji, Shaolin & Peng, Shige & Song, Yongsheng - 785-811 Stochastic variational inequalities with jumps
by Zălinescu, Adrian - 812-847 On stochastic integration for volatility modulated Lévy-driven Volterra processes
by Barndorff-Nielsen, Ole E. & Benth, Fred Espen & Pedersen, Jan & Veraart, Almut E.D. - 848-882 Spectral computations for birth and death chains
by Chen, Guan-Yu & Saloff-Coste, Laurent - 883-914 Non-parametric adaptive estimation of the drift for a jump diffusion process
by Schmisser, Émeline - 915-926 Infinitesimal generators of q-Meixner processes
by Bryc, Wlodzimierz & Wesołowski, Jacek - 927-960 Weak solutions of backward stochastic differential equations with continuous generator
by Bouchemella, Nadira & Raynaud de Fitte, Paul - 961-983 Zero-sum risk-sensitive stochastic games on a countable state space
by Basu, Arnab & Ghosh, Mrinal Kanti
2013, Volume 123, Issue 12
- 4129-4155 The reversibility and an SPDE for the generalized Fleming–Viot processes with mutation
by Li, Zenghu & Liu, Huili & Xiong, Jie & Zhou, Xiaowen - 4156-4185 Phase transition in equilibrium fluctuations of symmetric slowed exclusion
by Franco, Tertuliano & Gonçalves, Patrícia & Neumann, Adriana - 4186-4218 Fine Gaussian fluctuations on the Poisson space II: Rescaled kernels, marked processes and geometric U-statistics
by Lachièze-Rey, Raphaël & Peccati, Giovanni - 4219-4255 The tug-of-war without noise and the infinity Laplacian in a wedge
by DeBlassie, Dante & Smits, Robert G. - 4256-4293 Tempered stable distributions and processes
by Küchler, Uwe & Tappe, Stefan - 4294-4336 Degenerate parabolic stochastic partial differential equations
by Hofmanová, Martina - 4337-4372 One-dimensional stochastic differential equations with generalized and singular drift
by Blei, Stefan & Engelbert, Hans-Jürgen - 4373-4406 Vector analysis for Dirichlet forms and quasilinear PDE and SPDE on metric measure spaces
by Hinz, Michael & Röckner, Michael & Teplyaev, Alexander
2013, Volume 123, Issue 9
- 3359-3377 A multiparameter Garsia–Rodemich–Rumsey inequality and some applications
by Hu, Yaozhong & Le, Khoa