Stelzer, Robert; Vestweber, Johanna Geometric ergodicity of the multivariate COGARCH(1,1) process. (English) Zbl 1500.60045 Stochastics 93, No. 7, 959-992 (2021). Reviewer: Romeo Negrea (Timişoara) MSC: 60J25 60G10 60G51 62M10 PDFBibTeX XMLCite \textit{R. Stelzer} and \textit{J. Vestweber}, Stochastics 93, No. 7, 959--992 (2021; Zbl 1500.60045) Full Text: DOI arXiv
Xiao, Jinghong; Tan, Zhongquan Almost sure limit theorems for the maxima of stochastic volatility models. (English) Zbl 1490.60068 Stochastics 93, No. 4, 513-527 (2021). MSC: 60F15 60G70 62P05 91B70 PDFBibTeX XMLCite \textit{J. Xiao} and \textit{Z. Tan}, Stochastics 93, No. 4, 513--527 (2021; Zbl 1490.60068) Full Text: DOI
Mattuvarkuzhali, C.; Balasubramaniam, P. \(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses. (English) Zbl 1492.34079 Stochastics 92, No. 8, 1157-1174 (2020). MSC: 34K30 34K09 34K20 34K45 47H10 60G18 60H15 PDFBibTeX XMLCite \textit{C. Mattuvarkuzhali} and \textit{P. Balasubramaniam}, Stochastics 92, No. 8, 1157--1174 (2020; Zbl 1492.34079) Full Text: DOI
Mohr, Maria A weak convergence result for sequential empirical processes under weak dependence. (English) Zbl 1492.60058 Stochastics 92, No. 1, 140-164 (2020). MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{M. Mohr}, Stochastics 92, No. 1, 140--164 (2020; Zbl 1492.60058) Full Text: DOI arXiv
Avram, F.; Leonenko, N. N.; Šuvak, N. Spectral representation of transition density of Fisher-Snedecor diffusion. (English) Zbl 1291.60161 Stochastics 85, No. 2, 346-369 (2013). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{F. Avram} et al., Stochastics 85, No. 2, 346--369 (2013; Zbl 1291.60161) Full Text: DOI
Nguyen, Son Luu; Yin, G. Weak convergence of Markov-modulated random sequences. (English) Zbl 1219.60025 Stochastics 82, No. 4-6, 521-552 (2010). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60F17 60J10 60J60 PDFBibTeX XMLCite \textit{S. L. Nguyen} and \textit{G. Yin}, Stochastics 82, No. 4--6, 521--552 (2010; Zbl 1219.60025) Full Text: DOI
Nguyen, Son Luu; Yin, G. Asymptotic properties of Markov-modulated random sequences with fast and slow timescales. (English) Zbl 1232.60023 Stochastics 82, No. 4-6, 445-474 (2010). Reviewer: V. M. Kruglov (Moskva) MSC: 60F15 60F17 60J10 PDFBibTeX XMLCite \textit{S. L. Nguyen} and \textit{G. Yin}, Stochastics 82, No. 4--6, 445--474 (2010; Zbl 1232.60023) Full Text: DOI
Nualart, David; Taqqu, Murad S. Wick-Itô formula for regular processes and applications to the Black and Scholes formula. (English) Zbl 1160.60012 Stochastics 80, No. 5, 477-487 (2008). Reviewer: Pavel Gapeev (London) MSC: 60G15 60G18 60H05 91B28 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{M. S. Taqqu}, Stochastics 80, No. 5, 477--487 (2008; Zbl 1160.60012) Full Text: DOI
Leonenko, Nikolai; Taufer, Emanuele Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion. (English) Zbl 1082.60014 Stochastics 77, No. 6, 477-499 (2005). MSC: 60F05 60F17 62F12 62M10 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{E. Taufer}, Stochastics 77, No. 6, 477--499 (2005; Zbl 1082.60014) Full Text: DOI