Feng, Lingyu; Gao, Ting; Li, Ting; Lin, Zhongjie; Liu, Xianming Approximations of Lévy processes by integrated fast oscillating Ornstein-Uhlenbeck processes. (English) Zbl 07814884 Stoch. Dyn. 23, No. 8, Article ID 2340005, 12 p. (2023). MSC: 60-XX 68-XX PDFBibTeX XMLCite \textit{L. Feng} et al., Stoch. Dyn. 23, No. 8, Article ID 2340005, 12 p. (2023; Zbl 07814884) Full Text: DOI
Cappelletti, Daniele; Rempala, Grzegorz A. Individual molecules dynamics in reaction network models. (English) Zbl 1519.92072 SIAM J. Appl. Dyn. Syst. 22, No. 2, 1344-1382 (2023). MSC: 92C40 92C42 92D30 60G55 PDFBibTeX XMLCite \textit{D. Cappelletti} and \textit{G. A. Rempala}, SIAM J. Appl. Dyn. Syst. 22, No. 2, 1344--1382 (2023; Zbl 1519.92072) Full Text: DOI arXiv
Criens, David; Pfaffelhuber, Peter; Schmidt, Thorsten The martingale problem method revisited. (English) Zbl 07707111 Electron. J. Probab. 28, Paper No. 19, 46 p. (2023). MSC: 60G07 60F17 60H15 60G17 PDFBibTeX XMLCite \textit{D. Criens} et al., Electron. J. Probab. 28, Paper No. 19, 46 p. (2023; Zbl 07707111) Full Text: DOI arXiv Link
Fu, Guanxing Extended mean field games with singular controls. (English) Zbl 1511.91014 SIAM J. Control Optim. 61, No. 1, 283-312 (2023). MSC: 91A16 91G10 93E20 60H30 PDFBibTeX XMLCite \textit{G. Fu}, SIAM J. Control Optim. 61, No. 1, 283--312 (2023; Zbl 1511.91014) Full Text: DOI arXiv
Huang, Huan Some properties of Skorokhod metric on fuzzy sets. (English) Zbl 1522.54011 Fuzzy Sets Syst. 437, 35-52 (2022). MSC: 54A40 54E35 03E72 PDFBibTeX XMLCite \textit{H. Huang}, Fuzzy Sets Syst. 437, 35--52 (2022; Zbl 1522.54011) Full Text: DOI arXiv
Casanova, Adrián González; Pina, Verónica Miró; Siri-Jégousse, Arno The symmetric coalescent and Wright-Fisher models with bottlenecks. (English) Zbl 1492.60269 Ann. Appl. Probab. 32, No. 1, 235-268 (2022). MSC: 60K35 60J80 PDFBibTeX XMLCite \textit{A. G. Casanova} et al., Ann. Appl. Probab. 32, No. 1, 235--268 (2022; Zbl 1492.60269) Full Text: DOI arXiv
Jardón, Daniel; Sánchez, Iván Expansive properties of induced dynamical systems. (English) Zbl 1522.37014 Fuzzy Sets Syst. 425, 48-61 (2021). MSC: 37B05 54A40 54E35 PDFBibTeX XMLCite \textit{D. Jardón} and \textit{I. Sánchez}, Fuzzy Sets Syst. 425, 48--61 (2021; Zbl 1522.37014) Full Text: DOI
Vysotsky, Vladislav Contraction principle for trajectories of random walks and Cramér’s theorem for kernel-weighted sums. (English) Zbl 1472.60053 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1103-1125 (2021). MSC: 60F10 60G50 49J45 52A22 54A10 60B11 PDFBibTeX XMLCite \textit{V. Vysotsky}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1103--1125 (2021; Zbl 1472.60053) Full Text: arXiv Link
Heesen, Sophie; Stannat, Wilhelm Fluctuation limits for mean-field interacting nonlinear Hawkes processes. (English) Zbl 1475.60091 Stochastic Processes Appl. 139, 280-297 (2021). MSC: 60G55 60G57 60F05 PDFBibTeX XMLCite \textit{S. Heesen} and \textit{W. Stannat}, Stochastic Processes Appl. 139, 280--297 (2021; Zbl 1475.60091) Full Text: DOI arXiv
Liu, Xianming; Han, Guangyue A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale. (English) Zbl 1469.60189 Discrete Contin. Dyn. Syst., Ser. B 26, No. 5, 2499-2508 (2021). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{X. Liu} and \textit{G. Han}, Discrete Contin. Dyn. Syst., Ser. B 26, No. 5, 2499--2508 (2021; Zbl 1469.60189) 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
Jardón, Daniel; Sánchez, Iván; Sanchis, Manuel Some questions about Zadeh’s extension on metric spaces. (English) Zbl 1464.54007 Fuzzy Sets Syst. 379, 115-124 (2020). MSC: 54A40 54C05 PDFBibTeX XMLCite \textit{D. Jardón} et al., Fuzzy Sets Syst. 379, 115--124 (2020; Zbl 1464.54007) Full Text: DOI
Wu, Xinxing; Zhang, Xu; Chen, Guanrong Answers to some questions about Zadeh’s extension principle on metric spaces. (English) Zbl 1452.54009 Fuzzy Sets Syst. 387, 174-180 (2020). MSC: 54A40 54E35 PDFBibTeX XMLCite \textit{X. Wu} et al., Fuzzy Sets Syst. 387, 174--180 (2020; Zbl 1452.54009) Full Text: DOI
Kiiski, Matti The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales. (English) Zbl 1453.60098 Finance Stoch. 24, No. 4, 827-870 (2020). MSC: 60G44 28C05 54D30 60B05 60G05 PDFBibTeX XMLCite \textit{M. Kiiski}, Finance Stoch. 24, No. 4, 827--870 (2020; Zbl 1453.60098) Full Text: DOI arXiv
Fonseca-Mora, C. A. Tightness and weak convergence of probabilities on the Skorokhod space on the dual of a nuclear space and applications. (English) Zbl 1444.60008 Stud. Math. 254, No. 2, 109-147 (2020). MSC: 60B10 60B12 60F17 60G17 60G51 PDFBibTeX XMLCite \textit{C. A. Fonseca-Mora}, Stud. Math. 254, No. 2, 109--147 (2020; Zbl 1444.60008) Full Text: DOI arXiv
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. (English) Zbl 1451.60037 J. Math. Anal. Appl. 486, No. 2, Article ID 123934, 21 p. (2020). MSC: 60F17 60J60 60K50 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., J. Math. Anal. Appl. 486, No. 2, Article ID 123934, 21 p. (2020; Zbl 1451.60037) Full Text: DOI Link
Tateishi, Hiroshi The Skorokhod representation theorem for Young measures. (English) Zbl 1429.28002 Trans. Am. Math. Soc. 372, No. 9, 6589-6602 (2019). Reviewer: Daniele Puglisi (Catania) MSC: 28A33 60B10 PDFBibTeX XMLCite \textit{H. Tateishi}, Trans. Am. Math. Soc. 372, No. 9, 6589--6602 (2019; Zbl 1429.28002) Full Text: DOI
Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros Stability results for martingale representations: the general case. (English) Zbl 1447.60059 Trans. Am. Math. Soc. 372, No. 8, 5891-5946 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G05 60G07 60G44 60H05 PDFBibTeX XMLCite \textit{A. Papapantoleon} et al., Trans. Am. Math. Soc. 372, No. 8, 5891--5946 (2019; Zbl 1447.60059) Full Text: DOI arXiv
Karatzas, Ioannis; Yan, Minghan Semimartingales on rays, Walsh diffusions, and related problems of control and stopping. (English) Zbl 1478.60165 Stochastic Processes Appl. 129, No. 6, 1921-1963 (2019). MSC: 60H05 60G17 60G40 60H30 60J60 93E20 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{M. Yan}, Stochastic Processes Appl. 129, No. 6, 1921--1963 (2019; Zbl 1478.60165) 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
Krizmanić, Danijel Joint functional convergence of partial sums and maxima for linear processes. (English) Zbl 1407.60044 Lith. Math. J. 58, No. 4, 457-479 (2018). MSC: 60F17 60G52 PDFBibTeX XMLCite \textit{D. Krizmanić}, Lith. Math. J. 58, No. 4, 457--479 (2018; Zbl 1407.60044) Full Text: DOI arXiv
Chiu, Henry; Cont, Rama On pathwise quadratic variation for càdlàg functions. (English) Zbl 1406.60082 Electron. Commun. Probab. 23, Paper No. 85, 12 p. (2018). MSC: 60H05 26B35 PDFBibTeX XMLCite \textit{H. Chiu} and \textit{R. Cont}, Electron. Commun. Probab. 23, Paper No. 85, 12 p. (2018; Zbl 1406.60082) Full Text: DOI arXiv Euclid
Gradinaru, Mihai; Haugomat, Tristan Local Skorokhod topology on the space of cadlag processes. (English) Zbl 1414.60003 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1183-1213 (2018). MSC: 60B10 54H99 60J75 PDFBibTeX XMLCite \textit{M. Gradinaru} and \textit{T. Haugomat}, ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 2, 1183--1213 (2018; Zbl 1414.60003) Full Text: arXiv Link
Jakubowski, Adam New characterizations of the \(S\) topology on the Skorokhod space. (English) Zbl 1390.60120 Electron. Commun. Probab. 23, Paper No. 2, 16 p. (2018). MSC: 60F17 60B11 54D55 54A10 PDFBibTeX XMLCite \textit{A. Jakubowski}, Electron. Commun. Probab. 23, Paper No. 2, 16 p. (2018; Zbl 1390.60120) Full Text: DOI arXiv Euclid
Bayraktar, Erhan; Song, Qingshuo Solvability of the nonlinear Dirichlet problem with integro-differential operators. (English) Zbl 1386.60234 SIAM J. Control Optim. 56, No. 1, 292-315 (2018). Reviewer: Nikolaos Halidias (Athens) MSC: 60H30 47G20 93E20 60J75 49L25 35J60 35J66 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{Q. Song}, SIAM J. Control Optim. 56, No. 1, 292--315 (2018; Zbl 1386.60234) Full Text: DOI
Buchmann, Boris; Ipsen, Yuguang F.; Maller, Ross Functional laws for trimmed Lévy processes. (English) Zbl 1400.60067 J. Appl. Probab. 54, No. 3, 873-889 (2017). MSC: 60G51 60G52 60G55 60G70 60F17 91B30 PDFBibTeX XMLCite \textit{B. Buchmann} et al., J. Appl. Probab. 54, No. 3, 873--889 (2017; Zbl 1400.60067) Full Text: DOI arXiv
Silvestrov, D. S. Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes. (English) Zbl 1390.60270 Theory Probab. Math. Stat. 95, 131-151 (2017) and Teor. Jmovirn. Mat. Stat. 95, 119-137 (2016). MSC: 60J10 60J22 60J27 60K15 65C40 PDFBibTeX XMLCite \textit{D. S. Silvestrov}, Theory Probab. Math. Stat. 95, 131--151 (2017; Zbl 1390.60270) Full Text: DOI arXiv
Hambly, Ben; Ledger, Sean A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line. (English) Zbl 1379.60068 Ann. Appl. Probab. 27, No. 5, 2698-2752 (2017). MSC: 60H15 60H30 60F15 PDFBibTeX XMLCite \textit{B. Hambly} and \textit{S. Ledger}, Ann. Appl. Probab. 27, No. 5, 2698--2752 (2017; Zbl 1379.60068) Full Text: DOI arXiv Euclid
Fu, Guanxing; Horst, Ulrich Mean field games with singular controls. (English) Zbl 1386.93306 SIAM J. Control Optim. 55, No. 6, 3833-3868 (2017). MSC: 93E20 91B70 60H30 PDFBibTeX XMLCite \textit{G. Fu} and \textit{U. Horst}, SIAM J. Control Optim. 55, No. 6, 3833--3868 (2017; Zbl 1386.93306) Full Text: DOI arXiv
Lu, Hongyuan; Pang, Guodong Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services. (English) Zbl 1367.60116 Queueing Syst. 85, No. 1-2, 67-115 (2017). MSC: 60K25 60F17 60F05 90B22 60J75 PDFBibTeX XMLCite \textit{H. Lu} and \textit{G. Pang}, Queueing Syst. 85, No. 1--2, 67--115 (2017; Zbl 1367.60116) Full Text: DOI
Pang, Guodong; Zhou, Yuhang \(\mathrm{G}/\mathrm{G}/\infty\) queues with renewal alternating interruptions. (English) Zbl 1351.60123 Adv. Appl. Probab. 48, No. 3, 812-831 (2016). MSC: 60K25 60F17 60F05 60J75 60G44 90B22 PDFBibTeX XMLCite \textit{G. Pang} and \textit{Y. Zhou}, Adv. Appl. Probab. 48, No. 3, 812--831 (2016; Zbl 1351.60123) Full Text: DOI Euclid
Korzeniowski, A.; Ventura, W. On Donsker type theorem for discretely reflected backward SDEs. (English) Zbl 1342.60089 Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 23, No. 3, 195-208 (2016). MSC: 60H10 60F05 60F17 60H05 60H35 65C30 PDFBibTeX XMLCite \textit{A. Korzeniowski} and \textit{W. Ventura}, Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 23, No. 3, 195--208 (2016; Zbl 1342.60089) Full Text: Link Link
Ledger, Sean Skorokhod’s M1 topology for distribution-valued processes. (English) Zbl 1338.60105 Electron. Commun. Probab. 21, Paper No. 34, 11 p. (2016). MSC: 60G07 60F17 PDFBibTeX XMLCite \textit{S. Ledger}, Electron. Commun. Probab. 21, Paper No. 34, 11 p. (2016; Zbl 1338.60105) Full Text: DOI arXiv Euclid
Dumitrescu, Roxana; Labart, Céline Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles. (English) Zbl 1342.60113 J. Math. Anal. Appl. 442, No. 1, 206-243 (2016). MSC: 60H35 60H10 65C30 PDFBibTeX XMLCite \textit{R. Dumitrescu} and \textit{C. Labart}, J. Math. Anal. Appl. 442, No. 1, 206--243 (2016; Zbl 1342.60113) Full Text: DOI arXiv
Krizmanić, Danijel Functional weak convergence of partial maxima processes. (English) Zbl 1333.60062 Extremes 19, No. 1, 7-23 (2016). MSC: 60F17 60G52 60G70 PDFBibTeX XMLCite \textit{D. Krizmanić}, Extremes 19, No. 1, 7--23 (2016; Zbl 1333.60062) Full Text: DOI arXiv
Lu, Hongyuan; Pang, Guodong; Zhou, Yuhang \(\mathrm{G}/\mathrm{GI}/N (+ \mathrm{GI})\) queues with service interruptions in the Halfin-Whitt regime. (English) Zbl 1344.60088 Math. Methods Oper. Res. 83, No. 1, 127-160 (2016). Reviewer: Hans Daduna (Hamburg) MSC: 60K25 60F17 60F05 60J75 90B22 68M20 PDFBibTeX XMLCite \textit{H. Lu} et al., Math. Methods Oper. Res. 83, No. 1, 127--160 (2016; Zbl 1344.60088) Full Text: DOI
Kouritzin, Michael A. On tightness of probability measures on Skorokhod spaces. (English) Zbl 1335.60005 Trans. Am. Math. Soc. 368, No. 8, 5675-5700 (2016). MSC: 60B05 60B10 PDFBibTeX XMLCite \textit{M. A. Kouritzin}, Trans. Am. Math. Soc. 368, No. 8, 5675--5700 (2016; Zbl 1335.60005) Full Text: DOI
Krizmanić, Danijel \(J_1\) convergence of partial sum processes with a reduced number of jumps. (English) Zbl 1325.60039 Probab. Math. Stat. 35, No. 1, 107-128 (2015). MSC: 60F17 60G52 60G70 60G51 60G55 PDFBibTeX XMLCite \textit{D. Krizmanić}, Probab. Math. Stat. 35, No. 1, 107--128 (2015; Zbl 1325.60039) Full Text: arXiv Link
Roueff, François; Soulier, Philippe Convergence to stable laws in the space \(\mathcal D\). (English) Zbl 1326.60039 J. Appl. Probab. 52, No. 1, 1-17 (2015). MSC: 60F17 60G52 60E07 60G55 60K05 60G70 PDFBibTeX XMLCite \textit{F. Roueff} and \textit{P. Soulier}, J. Appl. Probab. 52, No. 1, 1--17 (2015; Zbl 1326.60039) Full Text: DOI arXiv Euclid
Delarue, F.; Inglis, J.; Rubenthaler, S.; Tanré, E. Particle systems with a singular mean-field self-excitation. Application to neuronal networks. (English) Zbl 1328.60134 Stochastic Processes Appl. 125, No. 6, 2451-2492 (2015). MSC: 60H10 60K35 60J60 82C32 92C20 PDFBibTeX XMLCite \textit{F. Delarue} et al., Stochastic Processes Appl. 125, No. 6, 2451--2492 (2015; Zbl 1328.60134) Full Text: DOI arXiv
Pavlyukevich, Ilya; Riedle, Markus Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces. (English) Zbl 1314.60021 Stochastic Anal. Appl. 33, No. 2, 271-305 (2015). MSC: 60B12 60F17 60G51 60H05 PDFBibTeX XMLCite \textit{I. Pavlyukevich} and \textit{M. Riedle}, Stochastic Anal. Appl. 33, No. 2, 271--305 (2015; Zbl 1314.60021) Full Text: DOI arXiv
Landim, C. A topology for limits of Markov chains. (English) Zbl 1322.60153 Stochastic Processes Appl. 125, No. 3, 1058-1088 (2015). MSC: 60J25 60F05 60F99 PDFBibTeX XMLCite \textit{C. Landim}, Stochastic Processes Appl. 125, No. 3, 1058--1088 (2015; Zbl 1322.60153) Full Text: DOI arXiv
Hintze, Robert; Pavlyukevich, Ilya Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes. (English) Zbl 1309.60059 Bernoulli 20, No. 1, 265-281 (2014). Reviewer: Thomas Simon (Lille) MSC: 60H10 60G51 60G52 PDFBibTeX XMLCite \textit{R. Hintze} and \textit{I. Pavlyukevich}, Bernoulli 20, No. 1, 265--281 (2014; Zbl 1309.60059) Full Text: DOI arXiv Euclid
Bouchemella, Nadira; Raynaud de Fitte, Paul Weak solutions of backward stochastic differential equations with continuous generator. (English) Zbl 1314.60111 Stochastic Processes Appl. 124, No. 1, 927-960 (2014). MSC: 60H10 PDFBibTeX XMLCite \textit{N. Bouchemella} and \textit{P. Raynaud de Fitte}, Stochastic Processes Appl. 124, No. 1, 927--960 (2014; Zbl 1314.60111) Full Text: DOI arXiv
Scalas, Enrico; Viles, Noèlia A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process. (English) Zbl 1301.60034 Stochastic Processes Appl. 124, No. 1, 385-410 (2014). MSC: 60F17 60H05 60G51 PDFBibTeX XMLCite \textit{E. Scalas} and \textit{N. Viles}, Stochastic Processes Appl. 124, No. 1, 385--410 (2014; Zbl 1301.60034) Full Text: DOI arXiv
Łaukajtys, Weronika; Słomiński, Leszek Penalization methods for the Skorokhod problem and reflecting SDEs with jumps. (English) Zbl 1296.60152 Bernoulli 19, No. 5A, 1750-1775 (2013). Reviewer: Andrew Dale (Durban) MSC: 60H10 PDFBibTeX XMLCite \textit{W. Łaukajtys} and \textit{L. Słomiński}, Bernoulli 19, No. 5A, 1750--1775 (2013; Zbl 1296.60152) Full Text: DOI arXiv
Szczotka, W.; Żebrowski, P. On fully coupled continuous time random walks. (English) Zbl 1237.60038 Appl. Math. 39, No. 1, 87-102 (2012). MSC: 60G50 60E07 60F17 60G51 60K05 PDFBibTeX XMLCite \textit{W. Szczotka} and \textit{P. Żebrowski}, Appl. Math. 39, No. 1, 87--102 (2012; Zbl 1237.60038) Full Text: DOI
Martínez, Miguel; San Martín, Jaime; Torres, Soledad Numerical method for reflected backward stochastic differential equations. (English) Zbl 1243.60050 Stochastic Anal. Appl. 29, No. 6, 1008-1032 (2011). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 34F05 93E03 PDFBibTeX XMLCite \textit{M. Martínez} et al., Stochastic Anal. Appl. 29, No. 6, 1008--1032 (2011; Zbl 1243.60050) Full Text: DOI Link
Duffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca Sample path large deviations for order statistics. (English) Zbl 1229.62058 J. Appl. Probab. 48, No. 1, 238-257 (2011). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G30 60F10 PDFBibTeX XMLCite \textit{K. R. Duffy} et al., J. Appl. Probab. 48, No. 1, 238--257 (2011; Zbl 1229.62058) Full Text: DOI
Ferger, D.; Vogel, D. Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space. (English. Russian original) Zbl 1239.60019 Theory Probab. Appl. 54, No. 4, 609-625 (2010) and Teor. Veroyatn. Primen. 54, No. 4, 750-770 (2009). Reviewer: Hannelore Liero (Potsdam) MSC: 60F05 60G99 62M99 PDFBibTeX XMLCite \textit{D. Ferger} and \textit{D. Vogel}, Theory Probab. Appl. 54, No. 4, 609--625 (2010; Zbl 1239.60019) Full Text: DOI arXiv
Blount, Douglas; Kouritzin, Michael A. On convergence determining and separating classes of functions. (English) Zbl 1210.60011 Stochastic Processes Appl. 120, No. 10, 1898-1907 (2010). Reviewer: Renata Macaitiene (Vilnius) MSC: 60B10 60B05 PDFBibTeX XMLCite \textit{D. Blount} and \textit{M. A. Kouritzin}, Stochastic Processes Appl. 120, No. 10, 1898--1907 (2010; Zbl 1210.60011) Full Text: DOI
Ma, Chunhua A note on “Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises”. (English) Zbl 1203.62141 Stat. Probab. Lett. 80, No. 19-20, 1528-1531 (2010). MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{C. Ma}, Stat. Probab. Lett. 80, No. 19--20, 1528--1531 (2010; Zbl 1203.62141) Full Text: DOI
Banys, Rimas On limit theorems for random fields. (English) Zbl 1343.60010 Liet. Mat. Rink., Liet. Mat. Draugijos Darb. 50, 18-23 (2009). MSC: 60F05 60G60 54C35 54E45 PDFBibTeX XMLCite \textit{R. Banys}, Liet. Mat. Rink., Liet. Mat. Draugijos Darb. 50, 18--23 (2009; Zbl 1343.60010)
Lan, Yan; Banerjee, Moulinath; Michailidis, George Change-point estimation under adaptive sampling. (English) Zbl 1168.62018 Ann. Stat. 37, No. 4, 1752-1791 (2009). MSC: 62F12 62J02 62M09 62E20 62L12 62M10 PDFBibTeX XMLCite \textit{Y. Lan} et al., Ann. Stat. 37, No. 4, 1752--1791 (2009; Zbl 1168.62018) Full Text: DOI arXiv
Stelzer, Robert First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes. (English) Zbl 1165.60326 Stochastic Processes Appl. 119, No. 6, 1932-1951 (2009). MSC: 60G51 60H10 60H35 91B28 PDFBibTeX XMLCite \textit{R. Stelzer}, Stochastic Processes Appl. 119, No. 6, 1932--1951 (2009; Zbl 1165.60326) Full Text: DOI
Boysen, Leif; Kempe, Angela; Liebscher, Volkmar; Munk, Axel; Wittich, Olaf Consistencies and rates of convergence of jump-penalized least squares estimators. (English) Zbl 1155.62034 Ann. Stat. 37, No. 1, 157-183 (2009). MSC: 62G20 62G05 41A25 41A10 62G08 60F05 PDFBibTeX XMLCite \textit{L. Boysen} et al., Ann. Stat. 37, No. 1, 157--183 (2009; Zbl 1155.62034) Full Text: DOI arXiv Euclid
Fournier, Nicolas; Laurençot, Philippe Marcus-Lushnikov processes, Smoluchowski’s and Flory’s models. (English) Zbl 1169.60027 Stochastic Processes Appl. 119, No. 1, 167-189 (2009). Reviewer: Bo Markussen (Kopenhagen) MSC: 60K35 45K05 60G57 60H30 60F99 PDFBibTeX XMLCite \textit{N. Fournier} and \textit{P. Laurençot}, Stochastic Processes Appl. 119, No. 1, 167--189 (2009; Zbl 1169.60027) Full Text: DOI arXiv
Rahimov, I. Deterministic approximation of a sequence of nearly critical branching processes. (English) Zbl 1154.60070 Stochastic Anal. Appl. 26, No. 5, 1013-1024 (2008). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J80 62F12 60G99 PDFBibTeX XMLCite \textit{I. Rahimov}, Stochastic Anal. Appl. 26, No. 5, 1013--1024 (2008; Zbl 1154.60070) Full Text: DOI
Zhu, Fubo; Liu, Haiyang Stability of Doob-Meyer decomposition of Hilbert valued semimartingales under extended convergence. (Chinese. English summary) Zbl 1164.60362 J. Xuzhou Norm. Univ., Nat. Sci. 25, No. 4, 33-36 (2007). MSC: 60G46 60G51 PDFBibTeX XMLCite \textit{F. Zhu} and \textit{H. Liu}, J. Xuzhou Norm. Univ., Nat. Sci. 25, No. 4, 33--36 (2007; Zbl 1164.60362)
Coquet, François; Toldo, Sandrine Convergence of values in optimal stopping and convergence of optimal stopping times. (English) Zbl 1144.62067 Electron. J. Probab. 12, 207-228 (2007). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 62L15 60G40 60Fxx 91A60 91A80 PDFBibTeX XMLCite \textit{F. Coquet} and \textit{S. Toldo}, Electron. J. Probab. 12, 207--228 (2007; Zbl 1144.62067) Full Text: DOI arXiv EuDML
Stoev, Stilian A.; Taqqu, Murad S. Limit theorems for sums of heavy-tailed variables with random dependent weights. (English) Zbl 1134.60028 Methodol. Comput. Appl. Probab. 9, No. 1, 55-87 (2007). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60F17 60G52 60F05 60E07 PDFBibTeX XMLCite \textit{S. A. Stoev} and \textit{M. S. Taqqu}, Methodol. Comput. Appl. Probab. 9, No. 1, 55--87 (2007; Zbl 1134.60028) Full Text: DOI
Harman, Aziz On the probability space. (English) Zbl 1089.60500 J. Inst. Math. Comput. Sci., Math. Ser. 18, No. 1, 13-19 (2005). MSC: 60A05 60A99 PDFBibTeX XMLCite \textit{A. Harman}, J. Inst. Math. Comput. Sci., Math. Ser. 18, No. 1, 13--19 (2005; Zbl 1089.60500)
Kim, Dae Sig; Kim, Yun Kyong Some properties of a new metric on the space of fuzzy numbers. (English) Zbl 1056.54007 Fuzzy Sets Syst. 145, No. 3, 395-410 (2004). Reviewer: Shenggang Li (Xian) MSC: 54A40 54E35 PDFBibTeX XMLCite \textit{D. S. Kim} and \textit{Y. K. Kim}, Fuzzy Sets Syst. 145, No. 3, 395--410 (2004; Zbl 1056.54007) Full Text: DOI
Kim, Yun Kyong Compactness and convexity on the space of fuzzy sets. II. (English) Zbl 1065.54001 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 57, No. 5-6, 639-653 (2004). Reviewer: S. Ganguly (Kolkata) MSC: 54A40 47H04 52A22 53C65 54C60 46S40 PDFBibTeX XMLCite \textit{Y. K. Kim}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 57, No. 5--6, 639--653 (2004; Zbl 1065.54001) Full Text: DOI
Mémin, Jean Stability of Doob-Meyer decomposition under extended convergence. (English) Zbl 1052.60022 Acta Math. Appl. Sin., Engl. Ser. 19, No. 2, 177-190 (2003). MSC: 60F17 60G07 60G48 PDFBibTeX XMLCite \textit{J. Mémin}, Acta Math. Appl. Sin., Engl. Ser. 19, No. 2, 177--190 (2003; Zbl 1052.60022) Full Text: DOI
Ghil, Byung Moon; Kim, Yun Kyong Continuity of functions defined on the space of fuzzy sets. (English) Zbl 1051.54004 Inf. Sci. 157, 155-165 (2003). Reviewer: S. Ganguly (Kolkata) MSC: 54A40 PDFBibTeX XMLCite \textit{B. M. Ghil} and \textit{Y. K. Kim}, Inf. Sci. 157, 155--165 (2003; Zbl 1051.54004) Full Text: DOI
Bandyopadhyay, Uttam; Das, Radhakanta; Biswas, Atanu Fixed width confidence interval of \(P(X<Y)\) in partial sequential sampling scheme. (English) Zbl 1023.62082 Sequential Anal. 22, No. 1-2, 75-93 (2003). MSC: 62L12 62G15 PDFBibTeX XMLCite \textit{U. Bandyopadhyay} et al., Sequential Anal. 22, No. 1--2, 75--93 (2003; Zbl 1023.62082) Full Text: DOI
Jacod, J.; Jakubowski, A.; Mémin, J. On asymptotic errors in discretization of processes. (English) Zbl 1058.60020 Ann. Probab. 31, No. 2, 592-608 (2003). Reviewer: L. Heinrich (Augsburg) MSC: 60F17 60H99 PDFBibTeX XMLCite \textit{J. Jacod} et al., Ann. Probab. 31, No. 2, 592--608 (2003; Zbl 1058.60020) Full Text: DOI
Babu, G. J.; Manstavičius, E. Infinitely divisible limit processes for the Ewens sampling formula. (English. Russian original) Zbl 1018.60003 Lith. Math. J. 42, No. 3, 232-242 (2002); translation from Liet. Mat. Rink. 42, No. 3, 294-307 (2002). Reviewer: Joseph M.Gani (Canberra) MSC: 60B10 60E07 PDFBibTeX XMLCite \textit{G. J. Babu} and \textit{E. Manstavičius}, Lith. Math. J. 42, No. 3, 232--242 (2002; Zbl 1018.60003); translation from Liet. Mat. Rink. 42, No. 3, 294--307 (2002) Full Text: DOI
Jacka, Saul; Warren, John Examples of convergence and non-convergence of Markov chains conditioned not to die. (English) Zbl 1014.60074 Electron. J. Probab. 7, Paper No. 1, 22 p. (2002). Reviewer: Uwe Rösler (Kiel) MSC: 60J50 60B10 60G99 60J27 60J45 60J55 PDFBibTeX XMLCite \textit{S. Jacka} and \textit{J. Warren}, Electron. J. Probab. 7, Paper No. 1, 22 p. (2002; Zbl 1014.60074) Full Text: DOI EuDML EMIS
Ghil, Byung Moon; Joo, Sang Yeol; Kim, Yun Kyong A characterization of compact subsets of fuzzy number space. (English) Zbl 1004.54009 Fuzzy Sets Syst. 123, No. 2, 191-195 (2001). MSC: 54A40 54C35 PDFBibTeX XMLCite \textit{B. M. Ghil} et al., Fuzzy Sets Syst. 123, No. 2, 191--195 (2001; Zbl 1004.54009) Full Text: DOI
Rahimov, I. Approximation of exceedance processes in large populations. (English) Zbl 0986.60085 Stoch. Models 17, No. 2, 147-156 (2001). Reviewer: Vladimir Vatutin (Moskva) MSC: 60J80 PDFBibTeX XMLCite \textit{I. Rahimov}, Stoch. Models 17, No. 2, 147--156 (2001; Zbl 0986.60085) Full Text: DOI
Ogura, Yukio Weak convergence of laws of stochastic processes on Riemannian manifolds. (English) Zbl 0983.58017 Probab. Theory Relat. Fields 119, No. 4, 529-557 (2001). Reviewer: J.Picard (Aubière) MSC: 58J65 60F17 PDFBibTeX XMLCite \textit{Y. Ogura}, Probab. Theory Relat. Fields 119, No. 4, 529--557 (2001; Zbl 0983.58017) Full Text: DOI
Buldygin, V. V.; Il’jenko, A. B. On a functional limit theorem for time series constructed from shot noise processes. (English. Ukrainian original) Zbl 0990.60028 Theory Probab. Math. Stat. 63, 21-25 (2001); translation from Teor. Jmovirn. Mat. Stat. 63, 21-25 (2000). Reviewer: A.D.Borisenko (Kyïv) MSC: 60F17 PDFBibTeX XMLCite \textit{V. V. Buldygin} and \textit{A. B. Il'jenko}, Teor. Ĭmovirn. Mat. Stat. 63, 21--25 (2000; Zbl 0990.60028); translation from Teor. Jmovirn. Mat. Stat. 63, 21--25 (2000)
Balkema, A. A.; Pancheva, E. I. Extremal processes with one jump. (English) Zbl 0976.60046 Extremes 3, No. 2, 173-195 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60G51 60G70 PDFBibTeX XMLCite \textit{A. A. Balkema} and \textit{E. I. Pancheva}, Extremes 3, No. 2, 173--195 (2000; Zbl 0976.60046) Full Text: DOI
Kovalenko, I. M.; Korolyuk, V. S.; Portenko, M. I.; Samojlenko, A. M.; Syta, G. M.; Yadrenko, M. I. Anatolij Vladimirovich Skorokhod (on his 70th birthday). (English. Ukrainian original) Zbl 0972.01038 Ukr. Math. J. 52, No. 9, 1321-1323 (2000); translation from Ukr. Mat. Zh. 52, No. 9, 1155-1157 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 01A70 60-03 60H25 60H10 PDFBibTeX XMLCite \textit{I. M. Kovalenko} et al., Ukr. Mat. Zh. 52, No. 9, 1155--1157 (2000; Zbl 0972.01038); translation from Ukr. Mat. Zh. 52, No. 9, 1155--1157 (2000)
Avram, Florin; Taqqu, Murad S. Robustness of the \(R/S\) statistic for fractional stable noises. (English) Zbl 0968.62037 Stat. Inference Stoch. Process. 3, No. 1-2, 69-83 (2000). MSC: 62F35 62M10 60G18 62F12 60E07 60F17 PDFBibTeX XMLCite \textit{F. Avram} and \textit{M. S. Taqqu}, Stat. Inference Stoch. Process. 3, No. 1--2, 69--83 (2000; Zbl 0968.62037) Full Text: DOI
Coquet, F.; Mémin, J.; Mackevičius, V. Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. (English) Zbl 0990.60035 Lith. Math. J. 40, No. 3, 228-235 (2000) and Liet. Mat. Rink. 40, No. 3, 295-306 (2000). Reviewer: Elisaveta Pancheva (Sofia) MSC: 60G07 60G55 PDFBibTeX XMLCite \textit{F. Coquet} et al., Lith. Math. J. 40, No. 3, 228--235 (2000) and Liet. Mat. Rink. 40, No. 3, 295--306 (2000; Zbl 0990.60035) Full Text: DOI
Joo, Sang Yeol; Kim, Yun Kyong Topological properties on the space of fuzzy sets. (English) Zbl 0986.54012 J. Math. Anal. Appl. 246, No. 2, 576-590 (2000). Reviewer: T.M.G.Ahsanullah (Bangladesh) MSC: 54A40 03E72 PDFBibTeX XMLCite \textit{S. Y. Joo} and \textit{Y. K. Kim}, J. Math. Anal. Appl. 246, No. 2, 576--590 (2000; Zbl 0986.54012) Full Text: DOI
Şchiopu-Kratina, Ioana; Daffer, Peter Tightness and the law of large numbers in \(D[0,1]\). (English) Zbl 0995.60006 Rev. Roum. Math. Pures Appl. 44, No. 3, 473-480 (1999). MSC: 60B10 60B12 PDFBibTeX XMLCite \textit{I. Şchiopu-Kratina} and \textit{P. Daffer}, Rev. Roum. Math. Pures Appl. 44, No. 3, 473--480 (1999; Zbl 0995.60006)
Lin, Zhengyan The invariance principle for some class of Markov chains. (English. Russian original) Zbl 0966.60065 Theory Probab. Appl. 44, No. 1, 136-139 (1999); translation from Teor. Veroyatn. Primen. 44, No. 1, 151-154 (1999). Reviewer: B.P.Harlamov (St.Peterburg) MSC: 60J10 PDFBibTeX XMLCite \textit{Z. Lin}, Theory Probab. Appl. 44, No. 1, 136--139 (1999; Zbl 0966.60065); translation from Teor. Veroyatn. Primen. 44, No. 1, 151--154 (1999) Full Text: DOI
O’Brien, George L. Unusually large values for spectrally positive stable and related processes. (English) Zbl 0942.60029 Ann. Probab. 27, No. 2, 990-1008 (1999). Reviewer: S.M.Shkol’nik (Anapa) MSC: 60G50 PDFBibTeX XMLCite \textit{G. L. O'Brien}, Ann. Probab. 27, No. 2, 990--1008 (1999; Zbl 0942.60029) Full Text: DOI
Kolesnikov, A. V. On topological properties of the Skorokhod space. (English. Russian original) Zbl 0946.54029 Theory Probab. Appl. 43, No. 4, 640-644 (1998); translation from Teor. Veroyatn. Primen. 43, No. 4, 781-786 (1998). Reviewer: Alexander V.Bulinskij (Moskva) MSC: 54H05 60G05 54A10 54B05 60B05 28C99 54C35 PDFBibTeX XMLCite \textit{A. V. Kolesnikov}, Theory Probab. Appl. 43, No. 4, 640--644 (1998; Zbl 0946.54029); translation from Teor. Veroyatn. Primen. 43, No. 4, 781--786 (1998) Full Text: DOI
Korolyuk, V. S.; Limnios, N. A singular perturbation approach for Liptser’s functional limit theorem and some extensions. (English) Zbl 0941.60089 Theory Probab. Math. Stat. 58, 83-87 (1999) and Teor. Jmovirn. Mat. Stat. 58, 76-80 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60J25 60F17 PDFBibTeX XMLCite \textit{V. S. Korolyuk} and \textit{N. Limnios}, Teor. Ĭmovirn. Mat. Stat. 58, 76--80 (1998; Zbl 0941.60089)
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. (English) Zbl 0932.60047 Stochastic Processes Appl. 75, No. 2, 235-248 (1998). Reviewer: B.Maslowski (Praha) MSC: 60G44 60H10 PDFBibTeX XMLCite \textit{F. Coquet} et al., Stochastic Processes Appl. 75, No. 2, 235--248 (1998; Zbl 0932.60047) Full Text: DOI
Michna, Zbigniew Self-similar processes in collective risk theory. (English) Zbl 0937.60029 J. Appl. Math. Stochastic Anal. 11, No. 4, 429-448 (1998). Reviewer: S.Asmussen (Lund) MSC: 60G15 60G70 91B30 PDFBibTeX XMLCite \textit{Z. Michna}, J. Appl. Math. Stochastic Anal. 11, No. 4, 429--448 (1998; Zbl 0937.60029) Full Text: DOI EuDML
Silvestrov, Dmitrii S.; Teugels, Jozef L. Limit theorems for extremes with random sample size. (English) Zbl 0916.60017 Adv. Appl. Probab. 30, No. 3, 777-806 (1998). Reviewer: E.Pancheva (Sofia) MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{D. S. Silvestrov} and \textit{J. L. Teugels}, Adv. Appl. Probab. 30, No. 3, 777--806 (1998; Zbl 0916.60017) Full Text: DOI
Manstavičius, E.; Timofeev, N. M. A functional limit theorem related to natural divisors. (English) Zbl 0937.11040 Acta Math. Hung. 75, No. 1-2, 1-13 (1997). Reviewer: Alessandro Zaccagnini (Parma) MSC: 11N37 11K65 11N60 PDFBibTeX XMLCite \textit{E. Manstavičius} and \textit{N. M. Timofeev}, Acta Math. Hung. 75, No. 1--2, 1--13 (1997; Zbl 0937.11040) Full Text: DOI
Bareikis, G.; Manstavičius, E. Functional limit theorems in the \(\mathcal M\)-scheme. (English. Russian original) Zbl 0892.60046 Lith. Math. J. 37, No. 2, 108-118 (1997); translation from Liet. Mat. Rink. 37, No. 2, 139-154 (1997). Reviewer: A.K.Basu (Calcutta) MSC: 60F17 PDFBibTeX XMLCite \textit{G. Bareikis} and \textit{E. Manstavičius}, Lith. Math. J. 37, No. 2, 108--118 (1997; Zbl 0892.60046); translation from Liet. Mat. Rink. 37, No. 2, 139--154 (1997) Full Text: DOI
Ragbi, Bouameur Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition. (English) Zbl 0894.60024 J. Stat. Plann. Inference 61, No. 1, 1-16 (1997). MSC: 60F05 PDFBibTeX XMLCite \textit{B. Ragbi}, J. Stat. Plann. Inference 61, No. 1, 1--16 (1997; Zbl 0894.60024) Full Text: DOI
Jakubowski, Adam Convergence in various topologies for stochastic integrals driven by semimartingales. (English) Zbl 0871.60028 Ann. Probab. 24, No. 4, 2141-2153 (1996). Reviewer: J.Steinebach (Marburg) MSC: 60F17 60H05 60B10 PDFBibTeX XMLCite \textit{A. Jakubowski}, Ann. Probab. 24, No. 4, 2141--2153 (1996; Zbl 0871.60028) Full Text: DOI
Janicki, A.; Michna, Z.; Weron, A. Approximation of stochastic differential equations driven by \(\alpha\)-stable Lévy motion. (English) Zbl 0879.60059 Appl. Math. 24, No. 2, 149-168 (1996). MSC: 60H10 60J99 65C20 PDFBibTeX XMLCite \textit{A. Janicki} et al., Appl. Math. 24, No. 2, 149--168 (1996; Zbl 0879.60059) Full Text: DOI EuDML
Jakubowski, Adam Continuity of the Îto stochastic integral in Hilbert spaces. (English) Zbl 0868.60047 Stochastics Stochastics Rep. 59, No. 3-4, 169-182 (1996). Reviewer: A.A.Dorogovtsev (Kiev) MSC: 60H05 60F17 60B11 60G48 PDFBibTeX XMLCite \textit{A. Jakubowski}, Stochastics Stochastics Rep. 59, No. 3--4, 169--182 (1996; Zbl 0868.60047) Full Text: DOI
Bertoin, Jean; Werner, Wendelin Stable windings. (English) Zbl 0867.60045 Ann. Probab. 24, No. 3, 1269-1279 (1996). Reviewer: B.Grigelionis (Vilnius) MSC: 60J99 60G50 60G18 PDFBibTeX XMLCite \textit{J. Bertoin} and \textit{W. Werner}, Ann. Probab. 24, No. 3, 1269--1279 (1996; Zbl 0867.60045) Full Text: DOI
Blount, Douglas Diffusion limits for a nonlinear density dependent space-time population model. (English) Zbl 0868.60078 Ann. Probab. 24, No. 2, 639-659 (1996). Reviewer: I.Dôku (Urawa) MSC: 60K35 60H15 60B10 60J60 PDFBibTeX XMLCite \textit{D. Blount}, Ann. Probab. 24, No. 2, 639--659 (1996; Zbl 0868.60078) Full Text: DOI
Gruszecki, Lech A metrization of \(D_ E[0,1]\) space. (English) Zbl 0857.54027 Zesz. Nauk. Politech. Rzesz. 139, Mat. 18, 103-108 (1995). Reviewer: Z.Piotrowski (Youngstown) MSC: 54E35 60J99 26A15 54A20 PDFBibTeX XMLCite \textit{L. Gruszecki}, Zesz. Nauk. Politech. Rzesz., Mat. 139(18), 103--108 (1995; Zbl 0857.54027)
Lachout, P. Skorohod’s spaces. (English) Zbl 0901.60009 Acta Univ. Carol., Math. Phys. 36, No. 2, 63-67 (1995). Reviewer: I.S.Molchanov (Glasgow) MSC: 60B10 54C35 PDFBibTeX XMLCite \textit{P. Lachout}, Acta Univ. Carol., Math. Phys. 36, No. 2, 63--67 (1995; Zbl 0901.60009) Full Text: EuDML
Poleshchuk, O. M. A conditional limit theorem for a random walk with zero drift. (English. Russian original) Zbl 0855.60022 Russ. Math. Surv. 50, No. 2, 446-448 (1995); translation from Usp. Mat. Nauk 50, No. 2, 219-220 (1995). Reviewer: O.K.Zakusilo (Kiev) MSC: 60F05 60G50 PDFBibTeX XMLCite \textit{O. M. Poleshchuk}, Russ. Math. Surv. 50, No. 2, 446--448 (1995; Zbl 0855.60022); translation from Usp. Mat. Nauk 50, No. 2, 219--220 (1995) Full Text: DOI
Xie, Yingchao Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures. (English) Zbl 0836.60004 Stochastic Processes Appl. 59, No. 2, 277-293 (1995). MSC: 60B12 60G44 PDFBibTeX XMLCite \textit{Y. Xie}, Stochastic Processes Appl. 59, No. 2, 277--293 (1995; Zbl 0836.60004) Full Text: DOI
Cho, Nhansook Weak convergence of stochastic integrals driven by martingale measure. (English) Zbl 0836.60062 Stochastic Processes Appl. 59, No. 1, 55-79 (1995). MSC: 60H05 60B10 60G44 PDFBibTeX XMLCite \textit{N. Cho}, Stochastic Processes Appl. 59, No. 1, 55--79 (1995; Zbl 0836.60062) Full Text: DOI