Graewe, Paulwin; Popier, Alexandre Asymptotic approach for backward stochastic differential equation with singular terminal condition. (English) Zbl 1454.60077 Stochastic Processes Appl. 133, 247-277 (2021). MSC: 60H10 60H99 PDFBibTeX XMLCite \textit{P. Graewe} and \textit{A. Popier}, Stochastic Processes Appl. 133, 247--277 (2021; Zbl 1454.60077) Full Text: DOI arXiv
Hobson, David The shape of the value function under Poisson optimal stopping. (English) Zbl 1466.60084 Stochastic Processes Appl. 133, 229-246 (2021). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60J60 60B05 PDFBibTeX XMLCite \textit{D. Hobson}, Stochastic Processes Appl. 133, 229--246 (2021; Zbl 1466.60084) Full Text: DOI arXiv
Barrasso, Adrien; Russo, Francesco Martingale driven BSDEs, PDEs and other related deterministic problems. (English) Zbl 1469.60217 Stochastic Processes Appl. 133, 193-228 (2021). MSC: 60H30 60H10 35S05 60J35 60J60 PDFBibTeX XMLCite \textit{A. Barrasso} and \textit{F. Russo}, Stochastic Processes Appl. 133, 193--228 (2021; Zbl 1469.60217) Full Text: DOI arXiv HAL
Qiao, Wanli Extremes of locally stationary Gaussian and chi fields on manifolds. (English) Zbl 1466.60106 Stochastic Processes Appl. 133, 166-192 (2021). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G15 60G60 PDFBibTeX XMLCite \textit{W. Qiao}, Stochastic Processes Appl. 133, 166--192 (2021; Zbl 1466.60106) Full Text: DOI arXiv
Gradinaru, Mihai; Haugomat, Tristan Locally Feller processes and martingale local problems. (English) Zbl 1466.60148 Stochastic Processes Appl. 133, 129-165 (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J25 60G44 60J35 60B10 47D07 PDFBibTeX XMLCite \textit{M. Gradinaru} and \textit{T. Haugomat}, Stochastic Processes Appl. 133, 129--165 (2021; Zbl 1466.60148) Full Text: DOI arXiv
Bercu, Bernard; Laulin, Lucile On the center of mass of the elephant random walk. (English) Zbl 1469.60135 Stochastic Processes Appl. 133, 111-128 (2021). MSC: 60G50 60G42 60F05 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{L. Laulin}, Stochastic Processes Appl. 133, 111--128 (2021; Zbl 1469.60135) Full Text: DOI arXiv
Ganguly, Arnab; Sundar, P. Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics. (English) Zbl 1469.60075 Stochastic Processes Appl. 133, 74-110 (2021). MSC: 60F05 60F10 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{A. Ganguly} and \textit{P. Sundar}, Stochastic Processes Appl. 133, 74--110 (2021; Zbl 1469.60075) Full Text: DOI arXiv
Mandjes, M.; Ravner, L. Hypothesis testing for a Lévy-driven storage system by Poisson sampling. (English) Zbl 1475.60191 Stochastic Processes Appl. 133, 41-73 (2021). MSC: 60K30 60G51 62G10 PDFBibTeX XMLCite \textit{M. Mandjes} and \textit{L. Ravner}, Stochastic Processes Appl. 133, 41--73 (2021; Zbl 1475.60191) Full Text: DOI arXiv
Denis, Laurent; Matoussi, Anis; Zhang, Jing Quasilinear stochastic PDEs with two obstacles: probabilistic approach. (English) Zbl 1460.60063 Stochastic Processes Appl. 133, 1-40 (2021). Reviewer: Wei Liu (Xuzhou) MSC: 60H15 35R60 31B15 PDFBibTeX XMLCite \textit{L. Denis} et al., Stochastic Processes Appl. 133, 1--40 (2021; Zbl 1460.60063) Full Text: DOI arXiv