Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin Additional logarithmic utility of an insider. (English) Zbl 0934.91020 Stochastic Processes Appl. 75, No. 2, 263-286 (1998). MSC: 91B28 60H30 91B16 60G44 94A17 PDFBibTeX XMLCite \textit{J. Amendinger} et al., Stochastic Processes Appl. 75, No. 2, 263--286 (1998; Zbl 0934.91020) Full Text: DOI
Shieh, Narn-Rueih; Taylor, S. James Logarithmic multifractal spectrum of stable occupation measure. (English) Zbl 0932.60041 Stochastic Processes Appl. 75, No. 2, 249-261 (1998). MSC: 60G17 PDFBibTeX XMLCite \textit{N.-R. Shieh} and \textit{S. J. Taylor}, Stochastic Processes Appl. 75, No. 2, 249--261 (1998; Zbl 0932.60041) Full Text: DOI
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. (English) Zbl 0932.60047 Stochastic Processes Appl. 75, No. 2, 235-248 (1998). Reviewer: B.Maslowski (Praha) MSC: 60G44 60H10 PDFBibTeX XMLCite \textit{F. Coquet} et al., Stochastic Processes Appl. 75, No. 2, 235--248 (1998; Zbl 0932.60047) Full Text: DOI
Zhang, Biao A note on the integrated square errors of kernel density estimators under random censorship. (English) Zbl 0926.62028 Stochastic Processes Appl. 75, No. 2, 225-234 (1998). Reviewer: I.Vajda (Praha) MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{B. Zhang}, Stochastic Processes Appl. 75, No. 2, 225--234 (1998; Zbl 0926.62028) Full Text: DOI
Benachour, S.; Roynette, B.; Vallois, P. Nonlinear self-stabilizing processes. II: Convergence to invariant probability. (English) Zbl 0932.60064 Stochastic Processes Appl. 75, No. 2, 203-224 (1998). Reviewer: Jan Seidler (Praha) MSC: 60H10 60J60 60K35 PDFBibTeX XMLCite \textit{S. Benachour} et al., Stochastic Processes Appl. 75, No. 2, 203--224 (1998; Zbl 0932.60064) Full Text: DOI
Benachour, S.; Roynette, B.; Talay, D.; Vallois, P. Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos. (English) Zbl 0932.60063 Stochastic Processes Appl. 75, No. 2, 173-201 (1998). Reviewer: Jan Seidler (Praha) MSC: 60H10 60J60 60K35 PDFBibTeX XMLCite \textit{S. Benachour} et al., Stochastic Processes Appl. 75, No. 2, 173--201 (1998; Zbl 0932.60063) Full Text: DOI
Drees, Holger; Kaufmann, Edgar Selecting the optimal sample fraction in univariate extreme value estimation. (English) Zbl 0926.62013 Stochastic Processes Appl. 75, No. 2, 149-172 (1998). Reviewer: P.Volf (Praha) MSC: 62F10 62F35 62F12 62G30 62E20 PDFBibTeX XMLCite \textit{H. Drees} and \textit{E. Kaufmann}, Stochastic Processes Appl. 75, No. 2, 149--172 (1998; Zbl 0926.62013) Full Text: DOI