Dirksen, Sjoerd; Yaroslavtsev, Ivan \(L^q\)-valued Burkholder-Rosenthal inequalities and sharp estimates for stochastic integrals. (English) Zbl 1452.60025 Proc. Lond. Math. Soc. (3) 119, No. 6, 1633-1693 (2019). Reviewer: Frank Oertel (Rosenheim) MSC: 60G44 60H05 60G42 PDF BibTeX XML Cite \textit{S. Dirksen} and \textit{I. Yaroslavtsev}, Proc. Lond. Math. Soc. (3) 119, No. 6, 1633--1693 (2019; Zbl 1452.60025) Full Text: DOI
Lin, Zhengyan; Wang, Hanchao On convergence to stochastic integrals. (English) Zbl 1350.60033 J. Theor. Probab. 29, No. 3, 717-736 (2016). MSC: 60F17 60F05 60H05 PDF BibTeX XML Cite \textit{Z. Lin} and \textit{H. Wang}, J. Theor. Probab. 29, No. 3, 717--736 (2016; Zbl 1350.60033) Full Text: DOI
Hening, Alexandru; Rizzolo, Douglas; Wayman, Eric S. The free path in a high velocity random flight process associated to a Lorentz gas in an external field. (English) Zbl 1345.60028 Trans. Am. Math. Soc., Ser. B 3, 27-62 (2016). Reviewer: Weiping Li (Stillwater) MSC: 60F17 60J60 60G50 82C70 PDF BibTeX XML Cite \textit{A. Hening} et al., Trans. Am. Math. Soc., Ser. B 3, 27--62 (2016; Zbl 1345.60028) Full Text: DOI arXiv
Xiong, Dewen The exp-UIV for markets with partial information and complete information. (English) Zbl 1311.91199 Stochastic Anal. Appl. 32, No. 5, 851-875 (2014). Reviewer: Monique Pontier (Toulouse) MSC: 91G80 60H30 60G44 PDF BibTeX XML Cite \textit{D. Xiong}, Stochastic Anal. Appl. 32, No. 5, 851--875 (2014; Zbl 1311.91199) Full Text: DOI
Hofmanová, Martina; Seidler, Jan On weak solutions of stochastic differential equations. (English) Zbl 1241.60025 Stochastic Anal. Appl. 30, No. 1, 100-121 (2012). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 PDF BibTeX XML Cite \textit{M. Hofmanová} and \textit{J. Seidler}, Stochastic Anal. Appl. 30, No. 1, 100--121 (2012; Zbl 1241.60025) Full Text: DOI
Tappe, Stefan A note on stochastic integrals as \(L^{2}\)-curves. (English) Zbl 1202.60080 Stat. Probab. Lett. 80, No. 13-14, 1141-1145 (2010). Reviewer: Michael Stauch (Berlin) MSC: 60H05 60H15 PDF BibTeX XML Cite \textit{S. Tappe}, Stat. Probab. Lett. 80, No. 13--14, 1141--1145 (2010; Zbl 1202.60080) Full Text: DOI arXiv
Ibragimov, Rustam; Phillips, Peter C. B. Regression asymptotics using martingale convergence methods. (English) Zbl 1284.60053 Econom. Theory 24, No. 4, 888-947 (2008). MSC: 60F05 60F17 60G46 62M10 62P20 PDF BibTeX XML Cite \textit{R. Ibragimov} and \textit{P. C. B. Phillips}, Econom. Theory 24, No. 4, 888--947 (2008; Zbl 1284.60053) Full Text: DOI
Cherny, Alexander; Urusov, Mikhail On the absolute continuity and singularity of measures on filtered spaces: separating times. (English) Zbl 1103.60043 Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 125-168 (2006). Reviewer: Kun Soo Chang (Seoul) MSC: 60G30 60H10 60J60 PDF BibTeX XML Cite \textit{A. Cherny} and \textit{M. Urusov}, in: From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Almost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9--15, 2005. Berlin: Springer. 125--168 (2006; Zbl 1103.60043)
Gushchin, A. A.; Valkeila, E. Approximations and limit theorems for likelihood ratio processes in the binary case. (English) Zbl 1044.62005 Stat. Decis. 21, No. 3, 219-260 (2003). Reviewer: B. L. S. Prakasa Rao (New Delhi) MSC: 62B15 60G44 60F05 60F17 60G30 62E20 PDF BibTeX XML Cite \textit{A. A. Gushchin} and \textit{E. Valkeila}, Stat. Decis. 21, No. 3, 219--260 (2003; Zbl 1044.62005) Full Text: DOI
Kallsen, J.; Shiryaev, A. N. Time change representation of stochastic integrals. (English) Zbl 1034.60055 Theory Probab. Appl. 46, No. 3, 522-528 (2001) and Teor. Veroyatn. Primen. 46, No. 3, 579-585 (2001). Reviewer: Nicolas Privault (La Rochelle) MSC: 60H05 60E07 60G44 PDF BibTeX XML Cite \textit{J. Kallsen} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 46, No. 3, 522--528 (2001) and Teor. Veroyatn. Primen. 46, No. 3, 579--585 (2001; Zbl 1034.60055) Full Text: DOI