Basu, Arnab; Ghosh, Mrinal Kanti Zero-sum risk-sensitive stochastic games on a countable state space. (English) Zbl 1297.91026 Stochastic Processes Appl. 124, No. 1, 961-983 (2014). MSC: 91A15 91A05 91A25 93E20 PDFBibTeX XMLCite \textit{A. Basu} and \textit{M. K. Ghosh}, Stochastic Processes Appl. 124, No. 1, 961--983 (2014; Zbl 1297.91026) Full Text: DOI
Bouchemella, Nadira; Raynaud de Fitte, Paul Weak solutions of backward stochastic differential equations with continuous generator. (English) Zbl 1314.60111 Stochastic Processes Appl. 124, No. 1, 927-960 (2014). MSC: 60H10 PDFBibTeX XMLCite \textit{N. Bouchemella} and \textit{P. Raynaud de Fitte}, Stochastic Processes Appl. 124, No. 1, 927--960 (2014; Zbl 1314.60111) Full Text: DOI arXiv
Bryc, Wlodzimierz; Wesołowski, Jacek Infinitesimal generators of \(q\)-Meixner processes. (English) Zbl 1300.60091 Stochastic Processes Appl. 124, No. 1, 915-926 (2014). MSC: 60J35 PDFBibTeX XMLCite \textit{W. Bryc} and \textit{J. Wesołowski}, Stochastic Processes Appl. 124, No. 1, 915--926 (2014; Zbl 1300.60091) Full Text: DOI
Schmisser, Émeline Non-parametric adaptive estimation of the drift for a jump diffusion process. (English) Zbl 1279.62173 Stochastic Processes Appl. 124, No. 1, 883-914 (2014). MSC: 62M05 62G05 PDFBibTeX XMLCite \textit{É. Schmisser}, Stochastic Processes Appl. 124, No. 1, 883--914 (2014; Zbl 1279.62173) Full Text: DOI arXiv
Chen, Guan-Yu; Saloff-Coste, Laurent Spectral computations for birth and death chains. (English) Zbl 1320.60142 Stochastic Processes Appl. 124, No. 1, 848-882 (2014). MSC: 60J80 60J10 60J27 PDFBibTeX XMLCite \textit{G.-Y. Chen} and \textit{L. Saloff-Coste}, Stochastic Processes Appl. 124, No. 1, 848--882 (2014; Zbl 1320.60142) Full Text: DOI arXiv
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Pedersen, Jan; Veraart, Almut E. D. On stochastic integration for volatility modulated Lévy-driven Volterra processes. (English) Zbl 1314.60106 Stochastic Processes Appl. 124, No. 1, 812-847 (2014). MSC: 60H05 60H07 60G51 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} et al., Stochastic Processes Appl. 124, No. 1, 812--847 (2014; Zbl 1314.60106) Full Text: DOI arXiv
Zălinescu, Adrian Stochastic variational inequalities with jumps. (English) Zbl 1306.60097 Stochastic Processes Appl. 124, No. 1, 785-811 (2014). Reviewer: Jean Picard (Aubière) MSC: 60H20 60H10 60H99 60J75 49J40 49J55 PDFBibTeX XMLCite \textit{A. Zălinescu}, Stochastic Processes Appl. 124, No. 1, 785--811 (2014; Zbl 1306.60097) Full Text: DOI
Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng Backward stochastic differential equations driven by \(G\)-Brownian motion. (English) Zbl 1300.60074 Stochastic Processes Appl. 124, No. 1, 759-784 (2014). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{M. Hu} et al., Stochastic Processes Appl. 124, No. 1, 759--784 (2014; Zbl 1300.60074) Full Text: DOI arXiv
Kappus, Johanna Adaptive nonparametric estimation for Lévy processes observed at low frequency. (English) Zbl 1279.62171 Stochastic Processes Appl. 124, No. 1, 730-758 (2014). MSC: 62M05 62G07 62M09 PDFBibTeX XMLCite \textit{J. Kappus}, Stochastic Processes Appl. 124, No. 1, 730--758 (2014; Zbl 1279.62171) Full Text: DOI arXiv
Christensen, Sören On the solution of general impulse control problems using superharmonic functions. (English) Zbl 1281.49033 Stochastic Processes Appl. 124, No. 1, 709-729 (2014). MSC: 49N25 60G40 60J99 PDFBibTeX XMLCite \textit{S. Christensen}, Stochastic Processes Appl. 124, No. 1, 709--729 (2014; Zbl 1281.49033) Full Text: DOI arXiv
Lebovits, Joachim; Lévy Véhel, Jacques; Herbin, Erick Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions. (English) Zbl 1298.60059 Stochastic Processes Appl. 124, No. 1, 678-708 (2014). MSC: 60H05 60G22 PDFBibTeX XMLCite \textit{J. Lebovits} et al., Stochastic Processes Appl. 124, No. 1, 678--708 (2014; Zbl 1298.60059) Full Text: DOI
Atchadé, Yves F.; Cattaneo, Matias D. A martingale decomposition for quadratic forms of Markov chains (with applications). (English) Zbl 1296.60186 Stochastic Processes Appl. 124, No. 1, 646-677 (2014). MSC: 60J10 62M10 PDFBibTeX XMLCite \textit{Y. F. Atchadé} and \textit{M. D. Cattaneo}, Stochastic Processes Appl. 124, No. 1, 646--677 (2014; Zbl 1296.60186) Full Text: DOI
Chow, Pao-Liu; Khasminskii, Rafail Almost sure explosion of solutions to stochastic differential equations. (English) Zbl 1284.60132 Stochastic Processes Appl. 124, No. 1, 639-645 (2014). MSC: 60H20 60H10 PDFBibTeX XMLCite \textit{P.-L. Chow} and \textit{R. Khasminskii}, Stochastic Processes Appl. 124, No. 1, 639--645 (2014; Zbl 1284.60132) Full Text: DOI
Hervé, Loïc; Ledoux, James Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory. (English) Zbl 1305.60059 Stochastic Processes Appl. 124, No. 1, 613-638 (2014). Reviewer: Chen Mu-Fa (Beijing) MSC: 60J10 47B07 PDFBibTeX XMLCite \textit{L. Hervé} and \textit{J. Ledoux}, Stochastic Processes Appl. 124, No. 1, 613--638 (2014; Zbl 1305.60059) Full Text: DOI arXiv
Wang, Zhen; Li, Xiong; Lei, Jinzhi Moment boundedness of linear stochastic delay differential equations with distributed delay. (English) Zbl 1316.34082 Stochastic Processes Appl. 124, No. 1, 586-612 (2014). Reviewer: Michael Scheutzow (Berlin) MSC: 34K50 34K06 34K20 PDFBibTeX XMLCite \textit{Z. Wang} et al., Stochastic Processes Appl. 124, No. 1, 586--612 (2014; Zbl 1316.34082) Full Text: DOI arXiv
Hattori, Kumiko; Mizuno, Michiaki Loop-erased random walk on the Sierpinski gasket. (English) Zbl 1320.60107 Stochastic Processes Appl. 124, No. 1, 566-585 (2014). MSC: 60G50 60F17 60K35 60G17 60C05 PDFBibTeX XMLCite \textit{K. Hattori} and \textit{M. Mizuno}, Stochastic Processes Appl. 124, No. 1, 566--585 (2014; Zbl 1320.60107) Full Text: DOI arXiv
Pagès, Gilles; Panloup, Fabien A mixed-step algorithm for the approximation of the stationary regime of a diffusion. (English) Zbl 1284.60075 Stochastic Processes Appl. 124, No. 1, 522-565 (2014). MSC: 60G10 60J60 65C05 65D15 60F05 PDFBibTeX XMLCite \textit{G. Pagès} and \textit{F. Panloup}, Stochastic Processes Appl. 124, No. 1, 522--565 (2014; Zbl 1284.60075) Full Text: DOI
Kouritzin, Michael A.; Ren, Yan-Xia A strong law of large numbers for super-stable processes. (English) Zbl 1304.60090 Stochastic Processes Appl. 124, No. 1, 505-521 (2014). MSC: 60J68 60F15 60G57 PDFBibTeX XMLCite \textit{M. A. Kouritzin} and \textit{Y.-X. Ren}, Stochastic Processes Appl. 124, No. 1, 505--521 (2014; Zbl 1304.60090) Full Text: DOI
Gobet, Emmanuel; Miri, Mohammed Weak approximation of averaged diffusion processes. (English) Zbl 1300.60094 Stochastic Processes Appl. 124, No. 1, 475-504 (2014). MSC: 60J60 65C50 PDFBibTeX XMLCite \textit{E. Gobet} and \textit{M. Miri}, Stochastic Processes Appl. 124, No. 1, 475--504 (2014; Zbl 1300.60094) Full Text: DOI
Kim, Kyeong-Hun A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains. (English) Zbl 1284.60129 Stochastic Processes Appl. 124, No. 1, 440-474 (2014). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{K.-H. Kim}, Stochastic Processes Appl. 124, No. 1, 440--474 (2014; Zbl 1284.60129) Full Text: DOI
Dang, K.; Zeindler, D. The characteristic polynomial of a random permutation matrix at different points. (English) Zbl 1360.60014 Stochastic Processes Appl. 124, No. 1, 411-439 (2014). MSC: 60B20 60B15 60F05 PDFBibTeX XMLCite \textit{K. Dang} and \textit{D. Zeindler}, Stochastic Processes Appl. 124, No. 1, 411--439 (2014; Zbl 1360.60014) Full Text: DOI arXiv
Scalas, Enrico; Viles, Noèlia A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process. (English) Zbl 1301.60034 Stochastic Processes Appl. 124, No. 1, 385-410 (2014). MSC: 60F17 60H05 60G51 PDFBibTeX XMLCite \textit{E. Scalas} and \textit{N. Viles}, Stochastic Processes Appl. 124, No. 1, 385--410 (2014; Zbl 1301.60034) Full Text: DOI arXiv
Kardaras, Constantinos On the characterisation of honest times that avoid all stopping times. (English) Zbl 1300.60044 Stochastic Processes Appl. 124, No. 1, 373-384 (2014). MSC: 60G07 60G44 PDFBibTeX XMLCite \textit{C. Kardaras}, Stochastic Processes Appl. 124, No. 1, 373--384 (2014; Zbl 1300.60044) Full Text: DOI arXiv
Dembińska, Anna Asymptotic behavior of central order statistics from stationary processes. (English) Zbl 1285.60027 Stochastic Processes Appl. 124, No. 1, 348-372 (2014). MSC: 60F15 60G10 62G30 62G20 PDFBibTeX XMLCite \textit{A. Dembińska}, Stochastic Processes Appl. 124, No. 1, 348--372 (2014; Zbl 1285.60027) Full Text: DOI
Huang, Xueping; Shiozawa, Yuichi Upper escape rate of Markov chains on weighted graphs. (English) Zbl 1284.60144 Stochastic Processes Appl. 124, No. 1, 317-347 (2014). MSC: 60J27 05C81 PDFBibTeX XMLCite \textit{X. Huang} and \textit{Y. Shiozawa}, Stochastic Processes Appl. 124, No. 1, 317--347 (2014; Zbl 1284.60144) Full Text: DOI arXiv
Confortola, Fulvia; Fuhrman, Marco Backward stochastic differential equations associated to jump Markov processes and applications. (English) Zbl 1285.60056 Stochastic Processes Appl. 124, No. 1, 289-316 (2014). MSC: 60H10 60J75 PDFBibTeX XMLCite \textit{F. Confortola} and \textit{M. Fuhrman}, Stochastic Processes Appl. 124, No. 1, 289--316 (2014; Zbl 1285.60056) Full Text: DOI arXiv
Comets, Francis; Falconnet, Mikael; Loukianov, Oleg; Loukianova, Dasha; Matias, Catherine Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment. (English) Zbl 1279.62058 Stochastic Processes Appl. 124, No. 1, 268-288 (2014). MSC: 62F12 60J80 60G50 62M05 62E20 PDFBibTeX XMLCite \textit{F. Comets} et al., Stochastic Processes Appl. 124, No. 1, 268--288 (2014; Zbl 1279.62058) Full Text: DOI arXiv
Kim, Panki; Song, Renming; Vondraček, Zoran Global uniform boundary Harnack principle with explicit decay rate and its application. (English) Zbl 1296.60198 Stochastic Processes Appl. 124, No. 1, 235-267 (2014). MSC: 60J25 60J50 PDFBibTeX XMLCite \textit{P. Kim} et al., Stochastic Processes Appl. 124, No. 1, 235--267 (2014; Zbl 1296.60198) Full Text: DOI arXiv
Deng, Chang-Song Harnack inequality on configuration spaces: the coupling approach and a unified treatment. (English) Zbl 1284.60145 Stochastic Processes Appl. 124, No. 1, 220-234 (2014). MSC: 60J45 58J65 60J60 PDFBibTeX XMLCite \textit{C.-S. Deng}, Stochastic Processes Appl. 124, No. 1, 220--234 (2014; Zbl 1284.60145) Full Text: DOI
Barbato, David; Bessaih, Hakima; Ferrario, Benedetta On a stochastic Leray-\(\alpha\) model of Euler equations. (English) Zbl 1284.35327 Stochastic Processes Appl. 124, No. 1, 199-219 (2014). MSC: 35Q31 60H15 35Q35 76B03 PDFBibTeX XMLCite \textit{D. Barbato} et al., Stochastic Processes Appl. 124, No. 1, 199--219 (2014; Zbl 1284.35327) Full Text: DOI arXiv
Bassetti, Federico; Matthes, Daniel Multi-dimensional smoothing transformations: existence, regularity and stability of fixed points. (English) Zbl 1311.60031 Stochastic Processes Appl. 124, No. 1, 154-198 (2014). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60E99 60F05 60G15 35Q70 35Q20 PDFBibTeX XMLCite \textit{F. Bassetti} and \textit{D. Matthes}, Stochastic Processes Appl. 124, No. 1, 154--198 (2014; Zbl 1311.60031) Full Text: DOI
Chen, Xin; Wang, Jian Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps. (English) Zbl 1352.60119 Stochastic Processes Appl. 124, No. 1, 123-153 (2014). MSC: 60J75 60G51 60J25 60G52 PDFBibTeX XMLCite \textit{X. Chen} and \textit{J. Wang}, Stochastic Processes Appl. 124, No. 1, 123--153 (2014; Zbl 1352.60119) Full Text: DOI arXiv
Rémillard, Bruno; Vaillancourt, Jean On signed measure valued solutions of stochastic evolution equations. (English) Zbl 1426.76115 Stochastic Processes Appl. 124, No. 1, 101-122 (2014). MSC: 76D06 35Q30 PDFBibTeX XMLCite \textit{B. Rémillard} and \textit{J. Vaillancourt}, Stochastic Processes Appl. 124, No. 1, 101--122 (2014; Zbl 1426.76115) Full Text: DOI arXiv
Kramkov, Dmitry; Predoiu, Silviu Integral representation of martingales motivated by the problem of endogenous completeness in financial economics. (English) Zbl 1301.60058 Stochastic Processes Appl. 124, No. 1, 81-100 (2014). MSC: 60G44 91B51 35K15 35K90 PDFBibTeX XMLCite \textit{D. Kramkov} and \textit{S. Predoiu}, Stochastic Processes Appl. 124, No. 1, 81--100 (2014; Zbl 1301.60058) Full Text: DOI arXiv
Guy, Romain; Larédo, Catherine; Vergu, Elisabeta Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient. (English) Zbl 1279.62170 Stochastic Processes Appl. 124, No. 1, 51-80 (2014). MSC: 62M05 65C60 PDFBibTeX XMLCite \textit{R. Guy} et al., Stochastic Processes Appl. 124, No. 1, 51--80 (2014; Zbl 1279.62170) Full Text: DOI arXiv
Davis, Richard A.; Pfaffel, Oliver; Stelzer, Robert Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails. (English) Zbl 1284.60016 Stochastic Processes Appl. 124, No. 1, 18-50 (2014). MSC: 60B20 62G32 60G55 62H25 PDFBibTeX XMLCite \textit{R. A. Davis} et al., Stochastic Processes Appl. 124, No. 1, 18--50 (2014; Zbl 1284.60016) Full Text: DOI arXiv
Wang, Wensheng Invariance principles for generalized domains of semistable attraction. (English) Zbl 1284.60091 Stochastic Processes Appl. 124, No. 1, 1-17 (2014). MSC: 60G50 60K40 60F17 PDFBibTeX XMLCite \textit{W. Wang}, Stochastic Processes Appl. 124, No. 1, 1--17 (2014; Zbl 1284.60091) Full Text: DOI