Caravenna, Francesco; Corbetta, Jacopo The asymptotic smile of a multiscaling stochastic volatility model. (English) Zbl 1390.60099 Stochastic Processes Appl. 128, No. 3, 1034-1071 (2018). MSC: 60F10 91B25 60G44 PDF BibTeX XML Cite \textit{F. Caravenna} and \textit{J. Corbetta}, Stochastic Processes Appl. 128, No. 3, 1034--1071 (2018; Zbl 1390.60099) Full Text: DOI arXiv
Fontana, Claudio The strong predictable representation property in initially enlarged filtrations under the density hypothesis. (English) Zbl 1391.60062 Stochastic Processes Appl. 128, No. 3, 1007-1033 (2018). MSC: 60G07 60G44 PDF BibTeX XML Cite \textit{C. Fontana}, Stochastic Processes Appl. 128, No. 3, 1007--1033 (2018; Zbl 1391.60062) Full Text: DOI arXiv
Graewe, Paulwin; Horst, Ulrich; Séré, Eric Smooth solutions to portfolio liquidation problems under price-sensitive market impact. (English) Zbl 1380.93287 Stochastic Processes Appl. 128, No. 3, 979-1006 (2018). MSC: 93E20 35Q93 91G80 60H15 PDF BibTeX XML Cite \textit{P. Graewe} et al., Stochastic Processes Appl. 128, No. 3, 979--1006 (2018; Zbl 1380.93287) Full Text: DOI
Krühner, Paul; Schnurr, Alexander Time change equations for Lévy-type processes. (English) Zbl 1382.60110 Stochastic Processes Appl. 128, No. 3, 963-978 (2018). MSC: 60J75 45G10 60G17 PDF BibTeX XML Cite \textit{P. Krühner} and \textit{A. Schnurr}, Stochastic Processes Appl. 128, No. 3, 963--978 (2018; Zbl 1382.60110) Full Text: DOI arXiv
Kukla, Jonas; Möhle, Martin On the block counting process and the fixation line of the Bolthausen-Sznitman coalescent. (English) Zbl 1390.60089 Stochastic Processes Appl. 128, No. 3, 939-962 (2018). MSC: 60F05 60J27 92D15 PDF BibTeX XML Cite \textit{J. Kukla} and \textit{M. Möhle}, Stochastic Processes Appl. 128, No. 3, 939--962 (2018; Zbl 1390.60089) Full Text: DOI
Mastrolia, Thibaut Density analysis of non-Markovian BSDEs and applications to biology and finance. (English) Zbl 1390.60218 Stochastic Processes Appl. 128, No. 3, 897-938 (2018). MSC: 60H10 60H07 91G30 92D20 PDF BibTeX XML Cite \textit{T. Mastrolia}, Stochastic Processes Appl. 128, No. 3, 897--938 (2018; Zbl 1390.60218) Full Text: DOI
Rezaei, Mohammad A. Hausdorff measure of SLE curves. (English) Zbl 1390.60302 Stochastic Processes Appl. 128, No. 3, 884-896 (2018). MSC: 60J67 28A78 PDF BibTeX XML Cite \textit{M. A. Rezaei}, Stochastic Processes Appl. 128, No. 3, 884--896 (2018; Zbl 1390.60302) Full Text: DOI arXiv
Pagès, Gilles; Sagna, Abass Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering. (English) Zbl 1390.60152 Stochastic Processes Appl. 128, No. 3, 847-883 (2018). MSC: 60G35 60H10 PDF BibTeX XML Cite \textit{G. Pagès} and \textit{A. Sagna}, Stochastic Processes Appl. 128, No. 3, 847--883 (2018; Zbl 1390.60152) Full Text: DOI
Fortini, Sandra; Petrone, Sonia; Sporysheva, Polina On a notion of partially conditionally identically distributed sequences. (English) Zbl 1390.60124 Stochastic Processes Appl. 128, No. 3, 819-846 (2018). MSC: 60G09 60F05 60F15 62F15 PDF BibTeX XML Cite \textit{S. Fortini} et al., Stochastic Processes Appl. 128, No. 3, 819--846 (2018; Zbl 1390.60124) Full Text: DOI arXiv
Jacka, Saul D.; Ocejo, Adriana On the regularity of American options with regime-switching uncertainty. (English) Zbl 1395.91521 Stochastic Processes Appl. 128, No. 3, 803-818 (2018). MSC: 91G80 60K37 60G17 60J70 93C30 35B65 PDF BibTeX XML Cite \textit{S. D. Jacka} and \textit{A. Ocejo}, Stochastic Processes Appl. 128, No. 3, 803--818 (2018; Zbl 1395.91521) Full Text: DOI
Menozzi, Stéphane Martingale problems for some degenerate Kolmogorov equations. (English) Zbl 1390.60219 Stochastic Processes Appl. 128, No. 3, 756-802 (2018). MSC: 60H10 60G46 60H30 35K65 PDF BibTeX XML Cite \textit{S. Menozzi}, Stochastic Processes Appl. 128, No. 3, 756--802 (2018; Zbl 1390.60219) Full Text: DOI
Horta, Eduardo; Ziegelmann, Flavio Conjugate processes: theory and application to risk forecasting. (English) Zbl 1436.60049 Stochastic Processes Appl. 128, No. 3, 727-755 (2018). MSC: 60G57 60G10 62G99 62M99 PDF BibTeX XML Cite \textit{E. Horta} and \textit{F. Ziegelmann}, Stochastic Processes Appl. 128, No. 3, 727--755 (2018; Zbl 1436.60049) Full Text: DOI arXiv