Schnurr, Alexander On the semimartingale nature of Feller processes with killing. (English) Zbl 1306.60122 Stochastic Processes Appl. 122, No. 7, 2758-2780 (2012). MSC: 60J75 60J25 60G44 60H05 47G30 60G51 PDFBibTeX XMLCite \textit{A. Schnurr}, Stochastic Processes Appl. 122, No. 7, 2758--2780 (2012; Zbl 1306.60122) Full Text: DOI arXiv
Mikulevicius, R. On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs. (English) Zbl 1247.60102 Stochastic Processes Appl. 122, No. 7, 2730-2757 (2012). Reviewer: Alexander Schnurr (Dortmund) MSC: 60H35 60H10 60J75 60J60 60H30 45K05 35S10 PDFBibTeX XMLCite \textit{R. Mikulevicius}, Stochastic Processes Appl. 122, No. 7, 2730--2757 (2012; Zbl 1247.60102) Full Text: DOI arXiv
Iksanov, Alexander On the number of empty boxes in the Bernoulli sieve. II. (English) Zbl 1251.60021 Stochastic Processes Appl. 122, No. 7, 2701-2729 (2012). Reviewer: Erich Häusler (Gießen) MSC: 60F05 60C05 PDFBibTeX XMLCite \textit{A. Iksanov}, Stochastic Processes Appl. 122, No. 7, 2701--2729 (2012; Zbl 1251.60021) Full Text: DOI arXiv
Gassous, Anouar M.; Răşcanu, Aurel; Rotenstein, Eduard Stochastic variational inequalities with oblique subgradients. (English) Zbl 1255.60095 Stochastic Processes Appl. 122, No. 7, 2668-2700 (2012). Reviewer: Maria Gordina (Storrs) MSC: 60H10 35K85 PDFBibTeX XMLCite \textit{A. M. Gassous} et al., Stochastic Processes Appl. 122, No. 7, 2668--2700 (2012; Zbl 1255.60095) Full Text: DOI arXiv
Krystul, Jaroslav; Le Gland, François; Lezaud, Pascal Sampling per mode for rare event simulation in switching diffusions. (English) Zbl 1260.65008 Stochastic Processes Appl. 122, No. 7, 2639-2667 (2012). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C35 60F05 65C30 60H10 60H35 34F05 60J60 60J05 PDFBibTeX XMLCite \textit{J. Krystul} et al., Stochastic Processes Appl. 122, No. 7, 2639--2667 (2012; Zbl 1260.65008) Full Text: DOI
Kuznetsov, A.; Peng, X. On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps. (English) Zbl 1246.60072 Stochastic Processes Appl. 122, No. 7, 2610-2638 (2012). MSC: 60G51 PDFBibTeX XMLCite \textit{A. Kuznetsov} and \textit{X. Peng}, Stochastic Processes Appl. 122, No. 7, 2610--2638 (2012; Zbl 1246.60072) Full Text: DOI arXiv
Vatutin, Vladimir; Zheng, Xinghua Subcritical branching processes in a random environment without the Cramer condition. (English) Zbl 1251.60066 Stochastic Processes Appl. 122, No. 7, 2594-2609 (2012). Reviewer: Aleksander Iksanov (Kiev) MSC: 60J80 60K37 60G50 60F17 PDFBibTeX XMLCite \textit{V. Vatutin} and \textit{X. Zheng}, Stochastic Processes Appl. 122, No. 7, 2594--2609 (2012; Zbl 1251.60066) Full Text: DOI arXiv
Bréhier, Charles-Edouard Strong and weak orders in averaging for SPDEs. (English) Zbl 1266.60112 Stochastic Processes Appl. 122, No. 7, 2553-2593 (2012). Reviewer: Kai Liu (Liverpool) MSC: 60H15 70K65 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, Stochastic Processes Appl. 122, No. 7, 2553--2593 (2012; Zbl 1266.60112) Full Text: DOI arXiv
Samson, Adeline; Thieullen, Michèle A contrast estimator for completely or partially observed hypoelliptic diffusion. (English) Zbl 1242.62092 Stochastic Processes Appl. 122, No. 7, 2521-2552 (2012). MSC: 62M05 62F12 60J60 60H10 PDFBibTeX XMLCite \textit{A. Samson} and \textit{M. Thieullen}, Stochastic Processes Appl. 122, No. 7, 2521--2552 (2012; Zbl 1242.62092) Full Text: DOI