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