Gapeev, Pavel V.; Rodosthenous, Neofytos Optimal stopping games in models with various information flows. (English) Zbl 1490.60098 Stochastic Anal. Appl. 39, No. 6, 1050-1094 (2021). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 34K10 60J60 60J27 62M20 PDFBibTeX XMLCite \textit{P. V. Gapeev} and \textit{N. Rodosthenous}, Stochastic Anal. Appl. 39, No. 6, 1050--1094 (2021; Zbl 1490.60098) Full Text: DOI Link
Yamada, Toshihiro A small noise asymptotic expansion for Young SDE driven by fractional Brownian motion: a sharp error estimate with Malliavin calculus. (English) Zbl 1333.60130 Stochastic Anal. Appl. 33, No. 5, 882-902 (2015). MSC: 60H10 60H07 60G22 60H35 65C30 41A25 41A60 PDFBibTeX XMLCite \textit{T. Yamada}, Stochastic Anal. Appl. 33, No. 5, 882--902 (2015; Zbl 1333.60130) Full Text: DOI
Shevchenko, Georgiy; Viitasaari, Lauri Integral representation with adapted continuous integrand with respect to fractional Brownian motion. (English) Zbl 1305.60041 Stochastic Anal. Appl. 32, No. 6, 934-943 (2014). MSC: 60H05 60G22 60G15 PDFBibTeX XMLCite \textit{G. Shevchenko} and \textit{L. Viitasaari}, Stochastic Anal. Appl. 32, No. 6, 934--943 (2014; Zbl 1305.60041) Full Text: DOI arXiv
Christensen, Morten Mosegaard; Larsen, Kasper No arbitrage and the growth optimal portfolio. (English) Zbl 1163.91017 Stochastic Anal. Appl. 25, No. 1, 255-280 (2007). MSC: 91G10 60H30 60G44 PDFBibTeX XMLCite \textit{M. M. Christensen} and \textit{K. Larsen}, Stochastic Anal. Appl. 25, No. 1, 255--280 (2007; Zbl 1163.91017) Full Text: DOI
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. A functional central limit theorem for the realized power variation of integrated stable processes. (English) Zbl 1128.60017 Stochastic Anal. Appl. 25, No. 1, 169-186 (2007). Reviewer: Michael Drmota (Wien) MSC: 60F05 60F15 60G18 62M99 PDFBibTeX XMLCite \textit{J. M. Corcuera} et al., Stochastic Anal. Appl. 25, No. 1, 169--186 (2007; Zbl 1128.60017) Full Text: DOI
Allaart, Pieter C. Prophet regions for discounted, uniformly bounded random variables. (English) Zbl 1102.60038 Stochastic Anal. Appl. 24, No. 3, 531-554 (2006). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 62L15 60E15 PDFBibTeX XMLCite \textit{P. C. Allaart}, Stochastic Anal. Appl. 24, No. 3, 531--554 (2006; Zbl 1102.60038) Full Text: DOI
Allaart, Pieter C. Prophet regions for independent \([0,1]\)-valued random variables with random discounting. (English) Zbl 1079.60042 Stochastic Anal. Appl. 23, No. 3, 491-509 (2005). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 60E15 62L15 PDFBibTeX XMLCite \textit{P. C. Allaart}, Stochastic Anal. Appl. 23, No. 3, 491--509 (2005; Zbl 1079.60042) Full Text: DOI