Grosskinsky, Stefan; Jatuviriyapornchai, Watthanan Derivation of mean-field equations for stochastic particle systems. (English) Zbl 1478.60261 Stochastic Processes Appl. 129, No. 4, 1455-1475 (2019). MSC: 60K35 60F17 82C22 PDFBibTeX XMLCite \textit{S. Grosskinsky} and \textit{W. Jatuviriyapornchai}, Stochastic Processes Appl. 129, No. 4, 1455--1475 (2019; Zbl 1478.60261) Full Text: DOI arXiv Link
Bertoin, Jean Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes. (English) Zbl 1488.60077 Stochastic Processes Appl. 129, No. 4, 1443-1454 (2019). MSC: 60G10 60G18 60G51 37A10 PDFBibTeX XMLCite \textit{J. Bertoin}, Stochastic Processes Appl. 129, No. 4, 1443--1454 (2019; Zbl 1488.60077) Full Text: DOI arXiv
Franco, Tertuliano; Gonçalves, Patrícia; Neumann, Adriana Non-equilibrium and stationary fluctuations of a slowed boundary symmetric exclusion. (English) Zbl 1488.60232 Stochastic Processes Appl. 129, No. 4, 1413-1442 (2019). MSC: 60K35 PDFBibTeX XMLCite \textit{T. Franco} et al., Stochastic Processes Appl. 129, No. 4, 1413--1442 (2019; Zbl 1488.60232) Full Text: DOI arXiv
Guo, Xiaoqin; Peterson, Jonathon Berry-Esseen estimates for regenerative processes under weak moment assumptions. (English) Zbl 1481.60048 Stochastic Processes Appl. 129, No. 4, 1379-1412 (2019). MSC: 60F05 60K37 60K15 PDFBibTeX XMLCite \textit{X. Guo} and \textit{J. Peterson}, Stochastic Processes Appl. 129, No. 4, 1379--1412 (2019; Zbl 1481.60048) Full Text: DOI arXiv
Qiu, Yanqi A rigidity property of superpositions involving determinantal processes. (English) Zbl 1488.60129 Stochastic Processes Appl. 129, No. 4, 1371-1378 (2019). MSC: 60G55 30D20 PDFBibTeX XMLCite \textit{Y. Qiu}, Stochastic Processes Appl. 129, No. 4, 1371--1378 (2019; Zbl 1488.60129) Full Text: DOI arXiv
Dalmao, Federico; León, José R.; Mordecki, Ernesto; Mourareau, Stéphane Asymptotic normality of high level-large time crossings of a Gaussian process. (English) Zbl 1486.60042 Stochastic Processes Appl. 129, No. 4, 1349-1370 (2019). Reviewer: Dongsheng Tu (Kingston) MSC: 60F05 60G15 PDFBibTeX XMLCite \textit{F. Dalmao} et al., Stochastic Processes Appl. 129, No. 4, 1349--1370 (2019; Zbl 1486.60042) Full Text: DOI arXiv
Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas Discrete-time trawl processes. (English) Zbl 1488.60243 Stochastic Processes Appl. 129, No. 4, 1326-1348 (2019). MSC: 60K99 60G22 60G52 60F17 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Stochastic Processes Appl. 129, No. 4, 1326--1348 (2019; Zbl 1488.60243) Full Text: DOI
Biagini, Francesca; Mancin, Jacopo; Brandis, Thilo Meyer Robust mean-variance hedging via \(G\)-expectation. (English) Zbl 1478.60191 Stochastic Processes Appl. 129, No. 4, 1287-1325 (2019). MSC: 60H30 60H10 91G10 PDFBibTeX XMLCite \textit{F. Biagini} et al., Stochastic Processes Appl. 129, No. 4, 1287--1325 (2019; Zbl 1478.60191) Full Text: DOI arXiv
Klimsiak, Tomasz Systems of quasi-variational inequalities related to the switching problem. (English) Zbl 1419.35058 Stochastic Processes Appl. 129, No. 4, 1259-1286 (2019). MSC: 35J75 31C25 60J45 PDFBibTeX XMLCite \textit{T. Klimsiak}, Stochastic Processes Appl. 129, No. 4, 1259--1286 (2019; Zbl 1419.35058) Full Text: DOI arXiv
Aksamit, Anna; Jeanblanc, Monique; Rutkowski, Marek Integral representations of martingales for progressive enlargements of filtrations. (English) Zbl 1488.60175 Stochastic Processes Appl. 129, No. 4, 1229-1258 (2019). MSC: 60H99 60G40 60G44 PDFBibTeX XMLCite \textit{A. Aksamit} et al., Stochastic Processes Appl. 129, No. 4, 1229--1258 (2019; Zbl 1488.60175) Full Text: DOI arXiv
Harms, Philipp; Stefanovits, David Affine representations of fractional processes with applications in mathematical finance. (English) Zbl 1488.60096 Stochastic Processes Appl. 129, No. 4, 1185-1228 (2019). MSC: 60G22 60G15 60J25 91G30 PDFBibTeX XMLCite \textit{P. Harms} and \textit{D. Stefanovits}, Stochastic Processes Appl. 129, No. 4, 1185--1228 (2019; Zbl 1488.60096) Full Text: DOI arXiv
Klimsiak, Tomasz; Rzymowski, Maurycy; Słomiński, Leszek Reflected BSDEs with regulated trajectories. (English) Zbl 1488.60146 Stochastic Processes Appl. 129, No. 4, 1153-1184 (2019). MSC: 60H10 60G40 PDFBibTeX XMLCite \textit{T. Klimsiak} et al., Stochastic Processes Appl. 129, No. 4, 1153--1184 (2019; Zbl 1488.60146) Full Text: DOI arXiv
Lyu, Hanbaek; Sivakoff, David Persistence of sums of correlated increments and clustering in cellular automata. (English) Zbl 1478.60198 Stochastic Processes Appl. 129, No. 4, 1132-1152 (2019). MSC: 60J05 37B15 60K35 PDFBibTeX XMLCite \textit{H. Lyu} and \textit{D. Sivakoff}, Stochastic Processes Appl. 129, No. 4, 1132--1152 (2019; Zbl 1478.60198) Full Text: DOI arXiv
Lundström, Niklas L. P.; Önskog, Thomas Stochastic and partial differential equations on non-smooth time-dependent domains. (English) Zbl 1478.60179 Stochastic Processes Appl. 129, No. 4, 1097-1131 (2019). MSC: 60H10 35B51 35D40 35K55 35R60 PDFBibTeX XMLCite \textit{N. L. P. Lundström} and \textit{T. Önskog}, Stochastic Processes Appl. 129, No. 4, 1097--1131 (2019; Zbl 1478.60179) Full Text: DOI arXiv