Ivanovs, Jevgenijs; Palmowski, Zbigniew Occupation densities in solving exit problems for Markov additive processes and their reflections. (English) Zbl 1267.60087 Stochastic Processes Appl. 122, No. 9, 3342-3360 (2012). Reviewer: Tamas Szabados (Budapest) MSC: 60J28 60G51 60J55 60K37 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{Z. Palmowski}, Stochastic Processes Appl. 122, No. 9, 3342--3360 (2012; Zbl 1267.60087) Full Text: DOI arXiv
Kuljus, K.; Lember, J. Asymptotic risks of Viterbi segmentation. (English) Zbl 1251.62033 Stochastic Processes Appl. 122, No. 9, 3312-3341 (2012). MSC: 62M05 62G20 62H30 PDFBibTeX XMLCite \textit{K. Kuljus} and \textit{J. Lember}, Stochastic Processes Appl. 122, No. 9, 3312--3341 (2012; Zbl 1251.62033) Full Text: DOI arXiv
Chang, Tongkeun; Lee, Kijung On a stochastic partial differential equation with a fractional Laplacian operator. (English) Zbl 1254.60068 Stochastic Processes Appl. 122, No. 9, 3288-3311 (2012). MSC: 60H15 26A33 PDFBibTeX XMLCite \textit{T. Chang} and \textit{K. Lee}, Stochastic Processes Appl. 122, No. 9, 3288--3311 (2012; Zbl 1254.60068) Full Text: DOI
Blei, Stefan On symmetric and skew Bessel processes. (English) Zbl 1248.60060 Stochastic Processes Appl. 122, No. 9, 3262-3287 (2012). MSC: 60H10 60J25 60J55 60J60 PDFBibTeX XMLCite \textit{S. Blei}, Stochastic Processes Appl. 122, No. 9, 3262--3287 (2012; Zbl 1248.60060) Full Text: DOI
Bruss, F. Thomas; Yor, Marc Stochastic processes with proportional increments and the last-arrival problem. (English) Zbl 1255.60166 Stochastic Processes Appl. 122, No. 9, 3239-3261 (2012). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60K35 60G40 PDFBibTeX XMLCite \textit{F. T. Bruss} and \textit{M. Yor}, Stochastic Processes Appl. 122, No. 9, 3239--3261 (2012; Zbl 1255.60166) Full Text: DOI
Jelenković, Predrag R.; Olvera-Cravioto, Mariana Implicit renewal theorem for trees with general weights. (English) Zbl 1258.60040 Stochastic Processes Appl. 122, No. 9, 3209-3238 (2012). Reviewer: Matthias Meiners (Münster) MSC: 60H25 60J80 60K05 PDFBibTeX XMLCite \textit{P. R. Jelenković} and \textit{M. Olvera-Cravioto}, Stochastic Processes Appl. 122, No. 9, 3209--3238 (2012; Zbl 1258.60040) Full Text: DOI arXiv
Richou, Adrien Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition. (English) Zbl 1254.60066 Stochastic Processes Appl. 122, No. 9, 3173-3208 (2012). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 65C30 60H30 PDFBibTeX XMLCite \textit{A. Richou}, Stochastic Processes Appl. 122, No. 9, 3173--3208 (2012; Zbl 1254.60066) Full Text: DOI arXiv
Kortchemski, Igor Invariance principles for Galton-Watson trees conditioned on the number of leaves. (English) Zbl 1259.60103 Stochastic Processes Appl. 122, No. 9, 3126-3172 (2012). Reviewer: Aleksander Iksanov (Kiev) MSC: 60J80 60F17 05C05 PDFBibTeX XMLCite \textit{I. Kortchemski}, Stochastic Processes Appl. 122, No. 9, 3126--3172 (2012; Zbl 1259.60103) Full Text: DOI arXiv
Jeunesse, M.; Jourdain, Benjamin Regularity of the American put option in the Black-Scholes model with general discrete dividends. (English) Zbl 1246.91132 Stochastic Processes Appl. 122, No. 9, 3101-3125 (2012). MSC: 91G20 60G40 91A60 PDFBibTeX XMLCite \textit{M. Jeunesse} and \textit{B. Jourdain}, Stochastic Processes Appl. 122, No. 9, 3101--3125 (2012; Zbl 1246.91132) Full Text: DOI
Yao, Qiang; Chen, Xinxing The complete convergence theorem holds for contact processes in a random environment on \({\mathbb Z}^d \times {\mathbb Z}^{+}\). (English) Zbl 1247.60137 Stochastic Processes Appl. 122, No. 9, 3066-3100 (2012). MSC: 60K35 60K37 PDFBibTeX XMLCite \textit{Q. Yao} and \textit{X. Chen}, Stochastic Processes Appl. 122, No. 9, 3066--3100 (2012; Zbl 1247.60137) Full Text: DOI arXiv
Xia, Aihua; Zhang, Fuxi On the asymptotics of locally dependent point processes. (English) Zbl 1247.60069 Stochastic Processes Appl. 122, No. 9, 3033-3065 (2012). MSC: 60G55 60F05 60E15 PDFBibTeX XMLCite \textit{A. Xia} and \textit{F. Zhang}, Stochastic Processes Appl. 122, No. 9, 3033--3065 (2012; Zbl 1247.60069) Full Text: DOI