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
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
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
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
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
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
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
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
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
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
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
Utikal, Klaus J. Nonparametric inference for a doubly stochastic Poisson process. (English) Zbl 0782.62050 Stochastic Processes Appl. 45, No. 2, 331-349 (1993). Reviewer: A.V.Nagaev (Tashkent) MSC: 62G07 62M99 62G20 60F05 62G10 PDFBibTeX XMLCite \textit{K. J. Utikal}, Stochastic Processes Appl. 45, No. 2, 331--349 (1993; Zbl 0782.62050) Full Text: DOI
Blount, Douglas Limit theorems for a sequence of nonlinear reaction-diffusion systems. (English) Zbl 0773.60052 Stochastic Processes Appl. 45, No. 2, 193-207 (1993). Reviewer: S.Wedrychowicz (Rzeszów) MSC: 60H15 60J80 60J70 60F05 PDFBibTeX XMLCite \textit{D. Blount}, Stochastic Processes Appl. 45, No. 2, 193--207 (1993; Zbl 0773.60052) Full Text: DOI
Jacod, J.; Memin, J.; Metivier, M. On tightness and stopping times. (English) Zbl 0501.60029 Stochastic Processes Appl. 14, 109-146 (1983). MSC: 60F05 60G44 60G48 60H05 PDFBibTeX XMLCite \textit{J. Jacod} et al., Stochastic Processes Appl. 14, 109--146 (1983; Zbl 0501.60029) Full Text: DOI
Ivanoff, Gail Central limit theorems for point processes. (English) Zbl 0482.60049 Stochastic Processes Appl. 12, 171-186 (1982). MSC: 60G55 60G57 60F05 PDFBibTeX XMLCite \textit{G. Ivanoff}, Stochastic Processes Appl. 12, 171--186 (1982; Zbl 0482.60049) Full Text: DOI