Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 07526586 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60J25 60H25 60G51 PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Sideris}, Bernoulli 28, No. 2, 1309--1339 (2022; Zbl 07526586) Full Text: DOI Link OpenURL
Azmoodeh, Ehsan; Ljungdahl, Mathias Mørck; Thäle, Christoph Multi-dimensional normal approximation of heavy-tailed moving averages. (English) Zbl 1482.60032 Stochastic Processes Appl. 145, 308-334 (2022). MSC: 60F05 60G10 60G15 60G51 60G55 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Stochastic Processes Appl. 145, 308--334 (2022; Zbl 1482.60032) Full Text: DOI arXiv OpenURL
Shahmoradi, M.; Ahmadian, D.; Ranjbar, M. Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations. (English) Zbl 1476.60072 Comput. Appl. Math. 40, No. 4, Paper No. 108, 17 p. (2021). MSC: 60G05 60G52 60G10 60G51 PDF BibTeX XML Cite \textit{M. Shahmoradi} et al., Comput. Appl. Math. 40, No. 4, Paper No. 108, 17 p. (2021; Zbl 1476.60072) Full Text: DOI OpenURL
Settati, A.; Lahrouz, A.; Assadouq, A.; El Fatini, M.; El Jarroudi, M.; Wang, K. The impact of nonlinear relapse and reinfection to derive a stochastic threshold for SIRI epidemic model. (English) Zbl 07501466 Chaos Solitons Fractals 137, Article ID 109897, 7 p. (2020). MSC: 92B05 60G51 60G57 PDF BibTeX XML Cite \textit{A. Settati} et al., Chaos Solitons Fractals 137, Article ID 109897, 7 p. (2020; Zbl 07501466) Full Text: DOI OpenURL
Fasen-Hartmann, Vicky; Kimmig, Sebastian Robust estimation of stationary continuous-time ARMA models via indirect inference. (English) Zbl 1453.62394 J. Time Ser. Anal. 41, No. 5, 620-651 (2020). MSC: 62M10 62F10 62F12 62F35 60G10 60G51 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{S. Kimmig}, J. Time Ser. Anal. 41, No. 5, 620--651 (2020; Zbl 1453.62394) Full Text: DOI arXiv OpenURL
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. The multifaceted behavior of integrated supOU processes: the infinite variance case. (English) Zbl 1469.60078 J. Theor. Probab. 33, No. 4, 1801-1831 (2020). MSC: 60F05 60G52 60G10 60G51 PDF BibTeX XML Cite \textit{D. Grahovac} et al., J. Theor. Probab. 33, No. 4, 1801--1831 (2020; Zbl 1469.60078) Full Text: DOI arXiv OpenURL
Sauri, Orimar On the divergence and vorticity of vector ambit fields. (English) Zbl 1455.60071 Stochastic Processes Appl. 130, No. 10, 6184-6225 (2020). MSC: 60G60 60E07 60G51 PDF BibTeX XML Cite \textit{O. Sauri}, Stochastic Processes Appl. 130, No. 10, 6184--6225 (2020; Zbl 1455.60071) Full Text: DOI arXiv OpenURL
Kaleta, Kamil; Lőrinczi, József Typical long-time behavior of ground state-transformed jump processes. (English) Zbl 1461.60029 Commun. Contemp. Math. 22, No. 2, Article ID 1950002, 32 p. (2020). Reviewer: Nikola Sandrić (Zagreb) MSC: 60G51 47D08 47D03 47G20 PDF BibTeX XML Cite \textit{K. Kaleta} and \textit{J. Lőrinczi}, Commun. Contemp. Math. 22, No. 2, Article ID 1950002, 32 p. (2020; Zbl 1461.60029) Full Text: DOI arXiv OpenURL
White, Ryan T.; Dshalalow, Jewgeni H. Characterizations of random walks on random lattices and their ramifications. (English) Zbl 1444.60036 Stochastic Anal. Appl. 38, No. 2, 307-342 (2020). MSC: 60G50 60G51 60G52 60K25 PDF BibTeX XML Cite \textit{R. T. White} and \textit{J. H. Dshalalow}, Stochastic Anal. Appl. 38, No. 2, 307--342 (2020; Zbl 1444.60036) Full Text: DOI OpenURL
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. (English) Zbl 1427.60045 Stochastic Processes Appl. 129, No. 12, 5113-5150 (2019). MSC: 60F05 60G10 60G51 60G18 PDF BibTeX XML Cite \textit{D. Grahovac} et al., Stochastic Processes Appl. 129, No. 12, 5113--5150 (2019; Zbl 1427.60045) Full Text: DOI arXiv Link OpenURL
Lee, Mei-Ling Ting; Whitmore, G. A. A new class of survival distribution for degradation processes subject to shocks. (English) Zbl 1481.62088 J. Stat. Distrib. Appl. 6, Paper No. 8, 24 p. (2019). MSC: 62N05 60K10 62P10 60G51 PDF BibTeX XML Cite \textit{M.-L. T. Lee} and \textit{G. A. Whitmore}, J. Stat. Distrib. Appl. 6, Paper No. 8, 24 p. (2019; Zbl 1481.62088) Full Text: DOI OpenURL
Brandes, Dirk-Philip; Curato, Imma Valentina On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence. (English) Zbl 1432.60051 J. Stat. Plann. Inference 203, 20-38 (2019). MSC: 60G51 60F05 60G10 62D05 62M10 PDF BibTeX XML Cite \textit{D.-P. Brandes} and \textit{I. V. Curato}, J. Stat. Plann. Inference 203, 20--38 (2019; Zbl 1432.60051) Full Text: DOI arXiv OpenURL
Karcher, Wolfgang; Roth, Stefan; Spodarev, Evgeny; Walk, Corinna An inverse problem for infinitely divisible moving average random fields. (English) Zbl 1425.62130 Stat. Inference Stoch. Process. 22, No. 2, 263-306 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M40 62G08 62G05 60G51 PDF BibTeX XML Cite \textit{W. Karcher} et al., Stat. Inference Stoch. Process. 22, No. 2, 263--306 (2019; Zbl 1425.62130) Full Text: DOI arXiv OpenURL
Dshalalow, Jewgeni H.; Nandyose, Kizza M. Real time analysis of signed marked random measures with applications to finance and insurance. (English) Zbl 1417.60033 Nonlinear Dyn. Syst. Theory 19, No. 1, 36-54 (2019). MSC: 60G50 60G51 60G52 60G55 60G57 60K05 60K35 60K40 60G25 90B18 90B10 90B15 90B25 PDF BibTeX XML Cite \textit{J. H. Dshalalow} and \textit{K. M. Nandyose}, Nonlinear Dyn. Syst. Theory 19, No. 1, 36--54 (2019; Zbl 1417.60033) OpenURL
Benth, Fred Espen; Rohde, Victor On non-negative modeling with CARMA processes. (English) Zbl 1435.62315 J. Math. Anal. Appl. 476, No. 1, 196-214 (2019). Reviewer: Oscar Bustos (Córdoba) with Patricia Kisbye MSC: 62M10 91B70 60G51 62P05 60H10 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{V. Rohde}, J. Math. Anal. Appl. 476, No. 1, 196--214 (2019; Zbl 1435.62315) Full Text: DOI Link OpenURL
Groisman, Pablo; Jonckheere, Matthieu Front propagation and quasi-stationary distributions for one-dimensional Lévy processes. (English) Zbl 1409.60125 Electron. Commun. Probab. 23, Paper No. 93, 11 p. (2018). MSC: 60J68 60J80 60G51 PDF BibTeX XML Cite \textit{P. Groisman} and \textit{M. Jonckheere}, Electron. Commun. Probab. 23, Paper No. 93, 11 p. (2018; Zbl 1409.60125) Full Text: DOI arXiv Euclid OpenURL
Oktay, Onur Stochastic integral operator model for IS, US and WSSUS channels. (English) Zbl 1407.60068 J. Pseudo-Differ. Oper. Appl. 9, No. 3, 539-572 (2018). MSC: 60G51 47B80 47H40 60G10 60G57 60H05 60H25 94A05 PDF BibTeX XML Cite \textit{O. Oktay}, J. Pseudo-Differ. Oper. Appl. 9, No. 3, 539--572 (2018; Zbl 1407.60068) Full Text: DOI arXiv OpenURL
Pham, Viet Son; Chong, Carsten Volterra-type Ornstein-Uhlenbeck processes in space and time. (English) Zbl 1405.60064 Stochastic Processes Appl. 128, No. 9, 3082-3117 (2018). MSC: 60G51 60G10 60G17 60G60 60J75 PDF BibTeX XML Cite \textit{V. S. Pham} and \textit{C. Chong}, Stochastic Processes Appl. 128, No. 9, 3082--3117 (2018; Zbl 1405.60064) Full Text: DOI arXiv OpenURL
Bogdan, Krzysztof; Palmowski, Zbigniew; Wang, Longmin Yaglom limit for stable processes in cones. (English) Zbl 1390.31002 Electron. J. Probab. 23, Paper No. 11, 19 p. (2018). MSC: 31B05 60J45 60F05 60G51 PDF BibTeX XML Cite \textit{K. Bogdan} et al., Electron. J. Probab. 23, Paper No. 11, 19 p. (2018; Zbl 1390.31002) Full Text: DOI arXiv Euclid OpenURL
Aurzada, Frank; Guillotin-Plantard, Nadine; Pène, Françoise Persistence probabilities for stationary increment processes. (English) Zbl 1396.60037 Stochastic Processes Appl. 128, No. 5, 1750-1771 (2018). MSC: 60G10 60F05 60G51 60K37 PDF BibTeX XML Cite \textit{F. Aurzada} et al., Stochastic Processes Appl. 128, No. 5, 1750--1771 (2018; Zbl 1396.60037) Full Text: DOI arXiv OpenURL
Basse-O’Connor, Andreas; Heinrich, Claudio; Podolskij, Mark On limit theory for Lévy semi-stationary processes. (English) Zbl 1435.60035 Bernoulli 24, No. 4A, 3117-3146 (2018). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60G51 60E07 60F05 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} et al., Bernoulli 24, No. 4A, 3117--3146 (2018; Zbl 1435.60035) Full Text: DOI arXiv Euclid OpenURL
Kousholt, Astrid; Ziegel, Johanna F.; Kiderlen, Markus; Vedel Jensen, Eva B. Stereological estimation of mean particle volume tensors in \(\mathbb R^3\) from vertical sections. (English) Zbl 1373.60024 Vedel Jensen, Eva B. (ed.) et al., Tensor valuations and their applications in stochastic geometry and imaging. Based on the presentations at the workshop, Sandbjerg Manor, Denmark, September 21–26, 2014. Cham: Springer (ISBN 978-3-319-51950-0/pbk; 978-3-319-51951-7/ebook). Lecture Notes in Mathematics 2177, 423-434 (2017). MSC: 60D05 60G55 60G51 PDF BibTeX XML Cite \textit{A. Kousholt} et al., Lect. Notes Math. 2177, 423--434 (2017; Zbl 1373.60024) Full Text: DOI OpenURL
Basse-O’Connor, Andreas; Podolskij, Mark On critical cases in limit theory for stationary increments Lévy driven moving averages. (English) Zbl 1379.60050 Stochastics 89, No. 1, 360-383 (2017). MSC: 60G51 60F05 60G10 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} and \textit{M. Podolskij}, Stochastics 89, No. 1, 360--383 (2017; Zbl 1379.60050) Full Text: DOI OpenURL
Kawai, Reiichiro Sample path generation of Lévy-driven continuous-time autoregressive moving average processes. (English) Zbl 1375.65009 Methodol. Comput. Appl. Probab. 19, No. 1, 175-211 (2017). Reviewer: Cyril Fischer (Praha) MSC: 65C50 65C30 62M10 60G10 60G51 PDF BibTeX XML Cite \textit{R. Kawai}, Methodol. Comput. Appl. Probab. 19, No. 1, 175--211 (2017; Zbl 1375.65009) Full Text: DOI OpenURL
Galerne, Bruno Random fields of bounded variation and computation of their variation intensity. (English) Zbl 1358.60065 Adv. Appl. Probab. 48, No. 4, 947-971 (2016). MSC: 60G60 60G17 60G51 60D05 PDF BibTeX XML Cite \textit{B. Galerne}, Adv. Appl. Probab. 48, No. 4, 947--971 (2016; Zbl 1358.60065) Full Text: DOI Euclid HAL OpenURL
Szczotka, W. \(\mathrm{GI}/\mathrm{GI}/1\) queues with infinite means of service time and interarrival time. (English) Zbl 1357.60103 Probab. Math. Stat. 36, No. 2, 279-293 (2016). MSC: 60K25 60F17 60G51 90B22 PDF BibTeX XML Cite \textit{W. Szczotka}, Probab. Math. Stat. 36, No. 2, 279--293 (2016; Zbl 1357.60103) Full Text: Link OpenURL
Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa; Smii, Boubaker A class of Lévy driven SDEs and their explicit invariant measures. (English) Zbl 1350.60049 Potential Anal. 45, No. 2, 229-259 (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H10 60H15 60H20 60G51 60J35 60G10 PDF BibTeX XML Cite \textit{S. Albeverio} et al., Potential Anal. 45, No. 2, 229--259 (2016; Zbl 1350.60049) Full Text: DOI arXiv OpenURL
Brockwell, Peter J.; Lindner, Alexander Prediction of Lévy-driven CARMA processes. (English) Zbl 1337.62244 J. Econom. 189, No. 2, 263-271 (2015). MSC: 62M10 60G51 62M15 60G10 60G25 PDF BibTeX XML Cite \textit{P. J. Brockwell} and \textit{A. Lindner}, J. Econom. 189, No. 2, 263--271 (2015; Zbl 1337.62244) Full Text: DOI OpenURL
Behme, Anita; Lindner, Alexander On exponential functionals of Lévy processes. (English) Zbl 1323.60063 J. Theor. Probab. 28, No. 2, 681-720 (2015). MSC: 60G51 60G10 60J60 60J35 PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Lindner}, J. Theor. Probab. 28, No. 2, 681--720 (2015; Zbl 1323.60063) Full Text: DOI arXiv OpenURL
Schröder, Michael Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance. (English) Zbl 1339.60117 Methodol. Comput. Appl. Probab. 17, No. 2, 285-313 (2015). MSC: 60J60 60G51 60H30 60H10 60G10 65C99 91G20 91G80 91G60 33C45 33F05 PDF BibTeX XML Cite \textit{M. Schröder}, Methodol. Comput. Appl. Probab. 17, No. 2, 285--313 (2015; Zbl 1339.60117) Full Text: DOI OpenURL
Fang, Lulu; Wu, Min; Shieh, Narn-Rueih; Li, Bing Random continued fractions: Lévy constant and Chernoff-type estimate. (English) Zbl 1322.11011 J. Math. Anal. Appl. 429, No. 1, 513-531 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 11A55 11J70 11K50 40A15 60G51 60F15 60G10 PDF BibTeX XML Cite \textit{L. Fang} et al., J. Math. Anal. Appl. 429, No. 1, 513--531 (2015; Zbl 1322.11011) Full Text: DOI arXiv OpenURL
Benth, Fred Espen; Blanco, Sara Ana Solanilla Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes. (English) Zbl 1337.91087 Int. J. Theor. Appl. Finance 18, No. 2, Article ID 1550010, 35 p. (2015). MSC: 91G20 60G51 60G10 62M10 62P05 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{S. A. S. Blanco}, Int. J. Theor. Appl. Finance 18, No. 2, Article ID 1550010, 35 p. (2015; Zbl 1337.91087) Full Text: DOI OpenURL
Loperfido, Nicola Singular value decomposition of the third multivariate moment. (English) Zbl 1312.15011 Linear Algebra Appl. 473, 202-216 (2015). MSC: 15A18 60G09 60G10 60G51 PDF BibTeX XML Cite \textit{N. Loperfido}, Linear Algebra Appl. 473, 202--216 (2015; Zbl 1312.15011) Full Text: DOI OpenURL
Unser, Michael; Tafti, Pouya D.; Sun, Qiyu A unified formulation of Gaussian versus sparse stochastic processes. I: Continuous-domain theory. (English) Zbl 1360.60079 IEEE Trans. Inf. Theory 60, No. 3, 1945-1962 (2014). MSC: 60G10 60G15 60G51 60H10 62M10 62M15 PDF BibTeX XML Cite \textit{M. Unser} et al., IEEE Trans. Inf. Theory 60, No. 3, 1945--1962 (2014; Zbl 1360.60079) Full Text: DOI OpenURL
Unser, Michael; Tafti, Pouya D.; Amini, Arash; Kirshner, Hagai A unified formulation of Gaussian versus sparse stochastic processes. II: Discrete-domain theory. (English) Zbl 1360.60078 IEEE Trans. Inf. Theory 60, No. 5, 3036-3051 (2014). MSC: 60G10 60G15 60G51 60H10 62M10 62M15 PDF BibTeX XML Cite \textit{M. Unser} et al., IEEE Trans. Inf. Theory 60, No. 5, 3036--3051 (2014; Zbl 1360.60078) Full Text: DOI OpenURL
Benth, Fred Espen; Eyjolfsson, Heidar; Veraart, Almut E. D. Approximating Lévy semistationary processes via Fourier methods in the context of power markets. (English) Zbl 1329.60120 SIAM J. Financ. Math. 5, 71-98 (2014). MSC: 60G51 60G10 65C05 65C20 65T40 91G60 PDF BibTeX XML Cite \textit{F. E. Benth} et al., SIAM J. Financ. Math. 5, 71--98 (2014; Zbl 1329.60120) Full Text: DOI Link OpenURL
Lindgren, Georg; Rootzén, Holger; Sandsten, Maria Stationary stochastic processes for scientists and engineers. (English) Zbl 1312.60001 Boca Raton, FL: CRC Press (ISBN 978-1-4665-8618-5/hbk). xvi, 314 p. (2014). Reviewer: Miroslav M. Ristić (Niš) MSC: 60-01 60G10 62M10 60G15 60G55 60G51 62M15 62M20 60G35 PDF BibTeX XML Cite \textit{G. Lindgren} et al., Stationary stochastic processes for scientists and engineers. Boca Raton, FL: CRC Press (2014; Zbl 1312.60001) OpenURL
Brockwell, P. J. Recent results in the theory and applications of CARMA processes. (English) Zbl 1334.60003 Ann. Inst. Stat. Math. 66, No. 4, 647-685 (2014). MSC: 60-02 60G10 60G12 60G51 62M10 62M20 PDF BibTeX XML Cite \textit{P. J. Brockwell}, Ann. Inst. Stat. Math. 66, No. 4, 647--685 (2014; Zbl 1334.60003) Full Text: DOI OpenURL
Biermé, Hermine; Durieu, Olivier Invariance principles for self-similar set-indexed random fields. (English) Zbl 1330.60055 Trans. Am. Math. Soc. 366, No. 11, 5963-5989 (2014). Reviewer: Jurgita Markeviciute (Vilnius) MSC: 60F17 60G60 60G18 60F05 60G10 60G52 60G51 60G22 PDF BibTeX XML Cite \textit{H. Biermé} and \textit{O. Durieu}, Trans. Am. Math. Soc. 366, No. 11, 5963--5989 (2014; Zbl 1330.60055) Full Text: DOI OpenURL
Benth, Fred Espen; Krühner, Paul Representation of infinite-dimensional forward price models in commodity markets. (English) Zbl 1322.60100 Commun. Math. Stat. 2, No. 1, 47-106 (2014). MSC: 60H15 60G51 60G10 91G80 47B10 47G10 46E35 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, Commun. Math. Stat. 2, No. 1, 47--106 (2014; Zbl 1322.60100) Full Text: DOI arXiv OpenURL
Kustosz, Christoph P.; Müller, Christine H. Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes. (English) Zbl 1298.62202 Stat. Pap. 55, No. 1, 125-140 (2014). Reviewer: Salah Hamza Abid (Baghdad) MSC: 62P30 62G10 62G35 62G05 62M10 60K35 60G51 PDF BibTeX XML Cite \textit{C. P. Kustosz} and \textit{C. H. Müller}, Stat. Pap. 55, No. 1, 125--140 (2014; Zbl 1298.62202) Full Text: DOI OpenURL
Regazzini, Eugenio The origins of de Finetti’s critique of countable additivity. (English) Zbl 1328.60004 Jones, Galin (ed.) et al., Advances in modern statistical theory and applications. A Festschrift in honor of Morris L. Eaton. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-84-3). Institute of Mathematical Statistics Collections 10, 63-82 (2013). MSC: 60-03 01A60 60A05 PDF BibTeX XML Cite \textit{E. Regazzini}, in: Advances in modern statistical theory and applications. A Festschrift in honor of Morris L. Eaton. Beachwood, OH: IMS, Institute of Mathematical Statistics. 63--82 (2013; Zbl 1328.60004) Full Text: DOI arXiv OpenURL
Hakassou, Antoine; Ouknine, Youssef IDT processes and associated Lévy processes with explicit constructions. (English) Zbl 1326.60065 Stochastics 85, No. 6, 1073-1111 (2013). Reviewer: Bernhard Burgstaller (Florianópolis) MSC: 60G51 60G15 60G60 60E07 60G48 60G44 60G10 60G30 PDF BibTeX XML Cite \textit{A. Hakassou} and \textit{Y. Ouknine}, Stochastics 85, No. 6, 1073--1111 (2013; Zbl 1326.60065) Full Text: DOI arXiv OpenURL
Fink, Holger Conditional characteristic functions of Molchan-Golosov fractional Lévy processes with application to credit risk. (English) Zbl 1294.60070 J. Appl. Probab. 50, No. 4, 983-1005 (2013). MSC: 60G51 60G10 60G22 60H10 34F05 60H20 91G40 60G15 91G30 91G60 PDF BibTeX XML Cite \textit{H. Fink}, J. Appl. Probab. 50, No. 4, 983--1005 (2013; Zbl 1294.60070) Full Text: DOI Euclid OpenURL
Fuchs, Florian; Stelzer, Robert Spectral representation of multivariate regularly varying Lévy and CARMA processes. (English) Zbl 1277.60082 J. Theor. Probab. 26, No. 2, 410-436 (2013). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G51 60G10 60G57 62M15 PDF BibTeX XML Cite \textit{F. Fuchs} and \textit{R. Stelzer}, J. Theor. Probab. 26, No. 2, 410--436 (2013; Zbl 1277.60082) Full Text: DOI arXiv OpenURL
Pardo, J. C.; Patie, P.; Savov, M. A Wiener-Hopf type factorization for the exponential functional of Lévy processes. (English) Zbl 1272.60027 J. Lond. Math. Soc., II. Ser. 86, No. 3, 930-956 (2012). Reviewer: Alexander Schnurr (Dortmund) MSC: 60G51 47A68 60J25 60E07 PDF BibTeX XML Cite \textit{J. C. Pardo} et al., J. Lond. Math. Soc., II. Ser. 86, No. 3, 930--956 (2012; Zbl 1272.60027) Full Text: DOI arXiv Link OpenURL
Haas, Bénédicte; Rivero, Víctor Quasi-stationary distributions and Yaglom limits of self-similar Markov processes. (English) Zbl 1267.60038 Stochastic Processes Appl. 122, No. 12, 4054-4095 (2012). MSC: 60G18 60F05 60G51 PDF BibTeX XML Cite \textit{B. Haas} and \textit{V. Rivero}, Stochastic Processes Appl. 122, No. 12, 4054--4095 (2012; Zbl 1267.60038) Full Text: DOI arXiv OpenURL
Burdzy, K.; Kulczycki, T.; Schilling, R. L. Stationary distributions for jump processes with memory. (English. French summary) Zbl 1263.60072 Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 3, 609-630 (2012). Reviewer: Thomas Simon (Lille) MSC: 60J35 60H10 60G51 60J75 60J55 PDF BibTeX XML Cite \textit{K. Burdzy} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 3, 609--630 (2012; Zbl 1263.60072) Full Text: DOI arXiv Euclid OpenURL
Keller-Ressel, Martin; Mijatović, Aleksandar On the limit distributions of continuous-state branching processes with immigration. (English) Zbl 1242.60088 Stochastic Processes Appl. 122, No. 6, 2329-2345 (2012). MSC: 60J80 60G10 60G51 PDF BibTeX XML Cite \textit{M. Keller-Ressel} and \textit{A. Mijatović}, Stochastic Processes Appl. 122, No. 6, 2329--2345 (2012; Zbl 1242.60088) Full Text: DOI arXiv OpenURL
Albrecher, Hansjörg; Gerber, Hans U. A note on moments of dividends. (English) Zbl 1299.91052 Acta Math. Appl. Sin., Engl. Ser. 27, No. 3, 353-354 (2011). MSC: 91B30 60G51 60J25 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{H. U. Gerber}, Acta Math. Appl. Sin., Engl. Ser. 27, No. 3, 353--354 (2011; Zbl 1299.91052) Full Text: DOI Link OpenURL
Lindner, Alexander; Sato, Ken-Iti Properties of stationary distributions of a sequence of generalized Ornstein – Uhlenbeck processes. (English) Zbl 1239.60010 Math. Nachr. 284, No. 17-18, 2225-2248 (2011). Reviewer: Almut Veraart (London) MSC: 60E07 60G30 60G10 60G51 PDF BibTeX XML Cite \textit{A. Lindner} and \textit{K.-I. Sato}, Math. Nachr. 284, No. 17--18, 2225--2248 (2011; Zbl 1239.60010) Full Text: DOI arXiv OpenURL
Barndorff-Nielsen, Ole E. Stationary infinitely divisible processes. (English) Zbl 1244.60037 Braz. J. Probab. Stat. 25, No. 3, 294-322 (2011). Reviewer: Miroslav M. Ristic (Niš) MSC: 60G10 60E07 60G51 PDF BibTeX XML Cite \textit{O. E. Barndorff-Nielsen}, Braz. J. Probab. Stat. 25, No. 3, 294--322 (2011; Zbl 1244.60037) Full Text: DOI OpenURL
Konstantopoulos, Takis; Kyprianou, Andreas E.; Salminen, Paavo On the excursions of reflected local-time processes and stochastic fluid queues. (English) Zbl 1259.60053 J. Appl. Probab. 48A, Spec. Vol., 79-98 (2011). Reviewer: Antonis Papapantoleon (Berlin) MSC: 60G51 60G10 60J55 PDF BibTeX XML Cite \textit{T. Konstantopoulos} et al., J. Appl. Probab. 48A, 79--98 (2011; Zbl 1259.60053) Full Text: DOI arXiv OpenURL
Adell, José A. Asymptotic estimates for Stieltjes constants: a probabilistic approach. (English) Zbl 1219.11185 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 467, No. 2128, 954-963 (2011). MSC: 11Y60 11M06 60G10 60G51 PDF BibTeX XML Cite \textit{J. A. Adell}, Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 467, No. 2128, 954--963 (2011; Zbl 1219.11185) Full Text: DOI OpenURL
Andersen, Lars Nørvang; Asmussen, Søren Local time asymptotics for centered Lévy processes with two-sided reflection. (English) Zbl 1229.60061 Stoch. Models 27, No. 2, 202-219 (2011). Reviewer: Wilfried Hazod (Dortmund) MSC: 60G51 60G52 60K25 60J55 PDF BibTeX XML Cite \textit{L. N. Andersen} and \textit{S. Asmussen}, Stoch. Models 27, No. 2, 202--219 (2011; Zbl 1229.60061) Full Text: DOI Link OpenURL
Barndorff-Nielsen, Ole; Shiryaev, Albert Change of time and change of measure. (English) Zbl 1234.60003 Advanced Series on Statistical Science & Applied Probability 13. Hackensack, NJ: World Scientific (ISBN 978-981-4324-47-2/hbk; 978-981-4343-54-1/ebook). xvi, 305 p. (2010). Reviewer: Pavel Gapeev (London) MSC: 60-02 60H05 60G10 60G18 60G44 60G48 60G52 60G55 60J65 62M10 91B70 PDF BibTeX XML Cite \textit{O. Barndorff-Nielsen} and \textit{A. Shiryaev}, Change of time and change of measure. Hackensack, NJ: World Scientific (2010; Zbl 1234.60003) Full Text: DOI Link OpenURL
Sahu, Lingaraj; Sinha, Kalyan B. Characterization of unitary processes with independent and stationary increments. (English) Zbl 1203.81094 Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 2, 575-593 (2010). Reviewer: Adam Skalski (Warszawa) MSC: 81S25 46L53 47D03 60G51 PDF BibTeX XML Cite \textit{L. Sahu} and \textit{K. B. Sinha}, Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 2, 575--593 (2010; Zbl 1203.81094) Full Text: DOI arXiv EuDML OpenURL
Liu, Xianming; Duan, Jinqiao; Liu, Jicheng; Kloeden, Peter E. Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises. (English) Zbl 1218.60051 Int. J. Stoch. Anal. 2010, Article ID 502803, 13 p. (2010). MSC: 60H10 37H10 60G51 93B52 PDF BibTeX XML Cite \textit{X. Liu} et al., Int. J. Stoch. Anal. 2010, Article ID 502803, 13 p. (2010; Zbl 1218.60051) Full Text: DOI arXiv EuDML OpenURL
Bingham, N. H. Book review of: M. B. Marcus and J. Rosen, Markov processes, Gaussian processes, and local times. (English) Zbl 1378.00020 J. Am. Stat. Assoc. 104, No. 486, 862 (2009). MSC: 00A17 60-02 60G15 60J40 60J55 60G10 60G17 60G51 60G60 60J05 60J25 60J60 60J65 PDF BibTeX XML Cite \textit{N. H. Bingham}, J. Am. Stat. Assoc. 104, No. 486, 862 (2009; Zbl 1378.00020) Full Text: DOI OpenURL
Dshalalow, Jewgeni H. On multivariate antagonistic marked point processes. (English) Zbl 1165.91319 Math. Comput. Modelling 49, No. 3-4, 432-452 (2009). MSC: 91A15 60G55 PDF BibTeX XML Cite \textit{J. H. Dshalalow}, Math. Comput. Modelling 49, No. 3--4, 432--452 (2009; Zbl 1165.91319) Full Text: DOI OpenURL
Lambert, Amaury Population dynamics and random genealogies. (English) Zbl 1390.92113 Stoch. Models 24, Suppl. 1, 45-163 (2008). MSC: 92D25 60G51 60J80 60J85 92D10 PDF BibTeX XML Cite \textit{A. Lambert}, Stoch. Models 24, 45--163 (2008; Zbl 1390.92113) Full Text: DOI OpenURL
Seneta, Eugene The early years of the variance-gamma process. (English) Zbl 1161.60300 Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 3-19 (2007). Reviewer: Antonis Papapantoleon (Wien) MSC: 60-03 01A60 62F10 60G51 91B28 PDF BibTeX XML Cite \textit{E. Seneta}, in: Advances in mathematical finance. Papers presented at the `Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan', College Park, MD, USA, September 29 -- October 1, 2006. Boston, MA: Birkhäuser. 3--19 (2007; Zbl 1161.60300) OpenURL
Miller, B. M.; Pankov, A. R. Theory of stochastic processes in examples and problems. (Теория случайных процессов в примерах и задачах.) (Russian) Zbl 1145.60002 Moskva: Fizmatlit (ISBN 978-5-9221-0206-3/hbk). 317 p. (2007). Reviewer: Ilya Pavlyukevich (Berlin) MSC: 60-01 60G05 60G10 60G12 60G15 60G35 60J10 60J60 60H10 PDF BibTeX XML Cite \textit{B. M. Miller} and \textit{A. R. Pankov}, Теория случайных процессов в примерах и задачах (Russian). Moskva: Fizmatlit (2007; Zbl 1145.60002) OpenURL
Permiakova, Elena A continuous analouge of the invariance principle and its almost sure version. (English) Zbl 1121.60021 Publ. Math. 70, No. 1-2, 203-210 (2007). MSC: 60F05 60F15 PDF BibTeX XML Cite \textit{E. Permiakova}, Publ. Math. 70, No. 1--2, 203--210 (2007; Zbl 1121.60021) Full Text: arXiv OpenURL
Robert, Christian Y. Stochastic stability of some state-dependent growth-collapse processes. (English) Zbl 1112.60054 Adv. Appl. Probab. 39, No. 1, 189-220 (2007). MSC: 60J20 60G10 60G51 60F10 PDF BibTeX XML Cite \textit{C. Y. Robert}, Adv. Appl. Probab. 39, No. 1, 189--220 (2007; Zbl 1112.60054) Full Text: DOI OpenURL
Túri, József On the moments of sums of independent identically distributed random variables. (English) Zbl 1121.60022 Math. Pannonica 17, No. 2, 267-278 (2006). MSC: 60F05 60F15 60B12 PDF BibTeX XML Cite \textit{J. Túri}, Math. Pannonica 17, No. 2, 267--278 (2006; Zbl 1121.60022) Full Text: EuDML OpenURL
Kyprianou, A. E.; Palmowski, Z. Quasi-stationary distributions for Lévy processes. (English) Zbl 1130.60054 Bernoulli 12, No. 4, 571-581 (2006). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G51 60F05 PDF BibTeX XML Cite \textit{A. E. Kyprianou} and \textit{Z. Palmowski}, Bernoulli 12, No. 4, 571--581 (2006; Zbl 1130.60054) Full Text: DOI OpenURL
Marcus, Michael B.; Rosen, Jay Markov processes, Gaussian processes, and local times. (English) Zbl 1129.60002 Cambridge Studies in Advanced Mathematics 100. Cambridge: Cambridge University Press (ISBN 0-521-86300-7/hbk). x, 620 p. (2006). Reviewer: René L. Schilling (Dresden) MSC: 60-02 60G15 60J40 60J55 60G10 60G17 60G51 60G60 60J05 60J25 60J60 60J65 PDF BibTeX XML Cite \textit{M. B. Marcus} and \textit{J. Rosen}, Markov processes, Gaussian processes, and local times. Cambridge: Cambridge University Press (2006; Zbl 1129.60002) Full Text: DOI OpenURL
Itô, Kiyosi Essentials of stochastic processes. Translated from the 1957 Japanese original. (English) Zbl 1118.60003 Translations of Mathematical Monographs 231. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3898-9/hbk). x, 171 p. (2006). Reviewer: Michael Högele (Berlin) MSC: 60-02 60J35 60E07 60G10 60J25 60J60 60G51 60G52 PDF BibTeX XML Cite \textit{K. Itô}, Essentials of stochastic processes. Translated from the 1957 Japanese original. Providence, RI: American Mathematical Society (AMS) (2006; Zbl 1118.60003) OpenURL
Le Jan, Yves; Raimond, Olivier Stochastic flows on the circle. (English) Zbl 1094.60041 Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 151-162 (2005). Reviewer: Volker Wihstutz (Charlotte) MSC: 60H10 60H25 58J65 PDF BibTeX XML Cite \textit{Y. Le Jan} and \textit{O. Raimond}, IMA Vol. Math. Appl. 140, 151--162 (2005; Zbl 1094.60041) OpenURL
Chuprunov, Alexey; Fazekas, István Integral analogues of almost sure limit theorems. (English) Zbl 1104.60013 Period. Math. Hung. 50, No. 1-2, 61-78 (2005). MSC: 60F15 60F05 26A12 PDF BibTeX XML Cite \textit{A. Chuprunov} and \textit{I. Fazekas}, Period. Math. Hung. 50, No. 1--2, 61--78 (2005; Zbl 1104.60013) Full Text: DOI OpenURL
Saigo, Tatsuhiko; Takahashi, Hiroshi Limit theorems related to a class of operator semi-selfsimilar processes. (English) Zbl 1083.60033 J. Math. Sci., Tokyo 12, No. 1, 111-140 (2005). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60G18 60G50 60F05 60J55 PDF BibTeX XML Cite \textit{T. Saigo} and \textit{H. Takahashi}, J. Math. Sci., Tokyo 12, No. 1, 111--140 (2005; Zbl 1083.60033) OpenURL
Amosov, G. G. On Markovian perturbations of the group of unitary operators associated with a stochastic process with stationary increments. (English. Russian original) Zbl 1096.47065 Theory Probab. Appl. 49, No. 1, 123-132 (2005); translation from Teor. Veroyatn. Primen. 49, No. 1, 145-155 (2004). MSC: 47N30 47D07 60G51 PDF BibTeX XML Cite \textit{G. G. Amosov}, Theory Probab. Appl. 49, No. 1, 123--132 (2004; Zbl 1096.47065); translation from Teor. Veroyatn. Primen. 49, No. 1, 145--155 (2004) Full Text: DOI OpenURL
Pedersen, Jan; Sato, Ken-iti Relations between cone-parameter Lévy processes and convolution semigroups. (English) Zbl 1056.60010 J. Math. Soc. Japan 56, No. 2, 541-559 (2004). Reviewer: Uwe Franz (Greifswald) MSC: 60B99 60G10 60G51 PDF BibTeX XML Cite \textit{J. Pedersen} and \textit{K.-i. Sato}, J. Math. Soc. Japan 56, No. 2, 541--559 (2004; Zbl 1056.60010) Full Text: DOI OpenURL
Alvarez-Andrade, Sergio About increments of additive functionals of diffusion processes. (English) Zbl 1100.60012 Rev. Colomb. Mat. 37, No. 2, 87-91 (2003). MSC: 60F15 60F17 60J99 PDF BibTeX XML Cite \textit{S. Alvarez-Andrade}, Rev. Colomb. Mat. 37, No. 2, 87--91 (2003; Zbl 1100.60012) Full Text: EuDML OpenURL
Gjessing, Håkon K.; Aalen, Odd O.; Hjort, Nils Lid Frailty models based on Lévy processes. (English) Zbl 1032.62092 Adv. Appl. Probab. 35, No. 2, 532-550 (2003). MSC: 62N01 62M99 60B10 60G51 62N99 62E15 PDF BibTeX XML Cite \textit{H. K. Gjessing} et al., Adv. Appl. Probab. 35, No. 2, 532--550 (2003; Zbl 1032.62092) Full Text: DOI Link OpenURL
Alvarez-Andrade, S. Some examples for variance estimator based on invariance principles. (English) Zbl 0997.60025 Stud. Sci. Math. Hung. 37, No. 3-4, 319-330 (2001). Reviewer: E.Liebscher (Ilmenau) MSC: 60F15 60F17 60J99 PDF BibTeX XML Cite \textit{S. Alvarez-Andrade}, Stud. Sci. Math. Hung. 37, No. 3--4, 319--330 (2001; Zbl 0997.60025) OpenURL
Il’jenko, A. B. The asymptotic behaviour of sample means of shot noise processes. (English. Ukrainian original) Zbl 0998.60030 Theory Probab. Math. Stat. 64, 63-73 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 57-65 (2001). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60F25 60F10 60G10 60F05 PDF BibTeX XML Cite \textit{A. B. Il'jenko}, Teor. Ĭmovirn. Mat. Stat. 64, 57--65 (2001; Zbl 0998.60030); translation from Teor. Jmovirn. Mat. Stat. 64, 57--65 (2001) OpenURL
Marcus, Michael B. The most visited sites of certain Lévy processes. (English) Zbl 0991.60035 J. Theor. Probab. 14, No. 3, 867-885 (2001). Reviewer: René L.Schilling (Brighton) MSC: 60G51 60G15 60J55 60G17 PDF BibTeX XML Cite \textit{M. B. Marcus}, J. Theor. Probab. 14, No. 3, 867--885 (2001; Zbl 0991.60035) Full Text: DOI OpenURL
Kirsch, Werner; Molchanov, Stanislav Random Schrödinger operators with potentials having stationary increments. (English) Zbl 0959.60052 Random Oper. Stoch. Equ. 7, No. 4, 373-380 (1999). Reviewer: A.P.Jurachkivskyj (Kyïv) MSC: 60H25 60G51 60G57 60F05 PDF BibTeX XML Cite \textit{W. Kirsch} and \textit{S. Molchanov}, Random Oper. Stoch. Equ. 7, No. 4, 373--380 (1999; Zbl 0959.60052) Full Text: DOI OpenURL
Bertoin, Jean Lévy processes. (English) Zbl 0938.60005 Cambridge Tracts in Mathematics. 121. Cambridge: Cambridge Univ. Press. x, 266 p. (1998). MSC: 60-02 60G51 60G17 60J55 PDF BibTeX XML Cite \textit{J. Bertoin}, Lévy processes. Cambridge: Cambridge Univ. Press (1998; Zbl 0938.60005) OpenURL
Urbanik, K. Moments of some random functionals. (English) Zbl 0892.60048 Colloq. Math. 74, No. 1, 101-108 (1997). MSC: 60G10 60H05 PDF BibTeX XML Cite \textit{K. Urbanik}, Colloq. Math. 74, No. 1, 101--108 (1997; Zbl 0892.60048) Full Text: DOI EuDML OpenURL
Dassios, Angelos Sample quantiles of stochastic processes with stationary and independent ents. (English) Zbl 0860.60025 Ann. Appl. Probab. 6, No. 3, 1041-1043 (1996). MSC: 60G10 60G09 PDF BibTeX XML Cite \textit{A. Dassios}, Ann. Appl. Probab. 6, No. 3, 1041--1043 (1996; Zbl 0860.60025) Full Text: DOI OpenURL
Bertoin, Jean Lévy processes. (English) Zbl 0861.60003 Cambridge Tracts in Mathematics. 121. Cambridge: Cambridge Univ. Press. x, 265 p. (1996). Reviewer: M.Iosifescu (Bucureşti) MSC: 60-02 60J99 60G10 60G17 60J55 PDF BibTeX XML Cite \textit{J. Bertoin}, Lévy processes. Cambridge: Cambridge Univ. Press (1996; Zbl 0861.60003) OpenURL
Dacunha-Castelle, Didier Almost sure limit distributions of the increments for processes with exchangeable or independent increments. (Distributions limites p.s. des accroissements de processus à accroissements échangeables ou indépendants.) (French. Abridged English version) Zbl 0830.60064 C. R. Acad. Sci., Paris, Sér. I 320, No. 2, 225-230 (1995). MSC: 60J99 60F15 60G09 PDF BibTeX XML Cite \textit{D. Dacunha-Castelle}, C. R. Acad. Sci., Paris, Sér. I 320, No. 2, 225--230 (1995; Zbl 0830.60064) OpenURL
Kella, Offer; Sverchkov, Michail On concavity of the mean function and stochastic ordering for reflected processes with stationary increments. (English) Zbl 0822.60030 J. Appl. Probab. 31, No. 4, 1140-1142 (1994). MSC: 60G10 PDF BibTeX XML Cite \textit{O. Kella} and \textit{M. Sverchkov}, J. Appl. Probab. 31, No. 4, 1140--1142 (1994; Zbl 0822.60030) Full Text: DOI OpenURL
Deheuvels, Paul; Mason, David M. Random fractals generated by oscillations of processes with stationary and independent increments. (English) Zbl 0809.60042 Hoffmann-Jørgensen, Jørgen (ed.) et al., Probability in Banach spaces, 9: Proceedings from the 9th international conference on probability in Banach spaces, held at Sandbjerg, Denmark, August 16-21, 1993. Boston, MA: Birkhäuser. Prog. Probab. 35, 73-89 (1994). Reviewer: J.Steinebach (Marburg) MSC: 60F17 60F15 60J65 60J99 PDF BibTeX XML Cite \textit{P. Deheuvels} and \textit{D. M. Mason}, Prog. Probab. 35, 73--89 (1994; Zbl 0809.60042) OpenURL
Paulsen, Jostein Risk theory in a stochastic economic environment. (English) Zbl 0777.62098 Stochastic Processes Appl. 46, No. 2, 327-361 (1993). Reviewer: M.Scheutzow (Berlin) MSC: 62P05 60H30 PDF BibTeX XML Cite \textit{J. Paulsen}, Stochastic Processes Appl. 46, No. 2, 327--361 (1993; Zbl 0777.62098) Full Text: DOI OpenURL
Schürmann, Michael White noise on bialgebras. (English) Zbl 0773.60100 Lecture Notes in Mathematics. 1544. Berlin: Springer-Verlag. vii, 146 p. (1993). Reviewer: J.Franchi (Paris) MSC: 60K40 81S25 60-02 81-02 81R50 16W30 60J99 60B99 PDF BibTeX XML Cite \textit{M. Schürmann}, White noise on bialgebras. Berlin: Springer-Verlag (1993; Zbl 0773.60100) Full Text: DOI OpenURL
Jiang, Tiefeng; Bhaskara Rao, M.; Wang, Xiangchen; Li, Deli Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments. (English) Zbl 0764.60033 Stochastic Processes Appl. 44, No. 2, 205-219 (1993). MSC: 60F15 60F10 PDF BibTeX XML Cite \textit{T. Jiang} et al., Stochastic Processes Appl. 44, No. 2, 205--219 (1993; Zbl 0764.60033) Full Text: DOI OpenURL
Roters, M. Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments. (English) Zbl 0746.62080 Metrika 39, No. 3-4, 177-183 (1992). MSC: 62L10 62L15 PDF BibTeX XML Cite \textit{M. Roters}, Metrika 39, No. 3--4, 177--183 (1992; Zbl 0746.62080) Full Text: DOI EuDML OpenURL
Kella, Offer; Whitt, Ward A tandem fluid network with Lévy input. (English) Zbl 0783.60089 Bhat, U. Narayan (ed.) et al., Queueing and related models. Oxford: Clarendon Press. Oxf. Stat. Sci. Ser. 9, 112-128 (1992). MSC: 60K20 PDF BibTeX XML Cite \textit{O. Kella} and \textit{W. Whitt}, Oxf. Stat. Sci. Ser. 9, 112--128 (1992; Zbl 0783.60089) OpenURL
Alvarez-Andrade, Sergio Sur les accroissements du processus de Poisson doublement stochastique. (On the increments of the doubly stochastic Poisson processes). (French. Abridged English version) Zbl 0765.60042 C. R. Acad. Sci., Paris, Sér. I 315, No. 5, 609-614 (1992). MSC: 60G55 60J99 PDF BibTeX XML Cite \textit{S. Alvarez-Andrade}, C. R. Acad. Sci., Paris, Sér. I 315, No. 5, 609--614 (1992; Zbl 0765.60042) OpenURL
Cheng, Shixue Characterization for binomial sequences among renewal sequences. (English) Zbl 0759.60089 Appl. Math., J. Chin. Univ. 7, No. 1, 114-128 (1992). MSC: 60K05 60E05 60G10 PDF BibTeX XML Cite \textit{S. Cheng}, Appl. Math., J. Chin. Univ. 7, No. 1, 114--128 (1992; Zbl 0759.60089) OpenURL
Lin, Zheng-Yan; Lu, Chuan-Rong; Shao, Qi-Man Contribution to the limit theorems. (English) Zbl 0731.60020 Probability theory and its applications in China, Contemp. Math. 118, 221-237 (1991). Reviewer: E.Häusler (Gießen) MSC: 60F05 60F15 60F17 60G10 60G50 60G40 PDF BibTeX XML OpenURL
Ahmad, R. Nonparametric statistical signal detection problems. (English) Zbl 0768.62037 Nonparametric functional estimation and related topics, NATO ASI Ser., Ser. C 335, 477-492 (1991). Reviewer: M.P.Moklyachuk (Kiev) MSC: 62G99 93E10 62N99 62G10 62P99 60G35 PDF BibTeX XML Cite \textit{R. Ahmad}, in: Laws of the iterated logarithm for density estimators. . 477--492 (1991; Zbl 0768.62037) OpenURL
Vélez, Ricardo; Ibarrola, Pilar Optimal invariant estimation of a scale parameter of a continuous time stochastic process. (English) Zbl 0697.62081 Statistics 21, No. 2, 197-202 (1990). MSC: 62M09 62A01 62L15 62F10 PDF BibTeX XML Cite \textit{R. Vélez} and \textit{P. Ibarrola}, Statistics 21, No. 2, 197--202 (1990; Zbl 0697.62081) Full Text: DOI OpenURL
Urbanik, K. Functionals on stochastic processes. (English) Zbl 0693.60052 Stochastic systems and optimization, Proc. 6th IFIP WG 7.1 Work. Conf., Warsaw/Pol. 1988, Lect. Notes Control Inf. Sci. 136, 142-151 (1989). Reviewer: D.Bobrowski MSC: 60H25 60J99 PDF BibTeX XML OpenURL
Page, Dominique Insurance-investment: Diffusion analysis. (English) Zbl 0686.62087 Insur. Math. Econ. 8, No. 4, 287-302 (1989). MSC: 62P05 PDF BibTeX XML Cite \textit{D. Page}, Insur. Math. Econ. 8, No. 4, 287--302 (1989; Zbl 0686.62087) Full Text: DOI OpenURL
de Haan, L.; Karandikar, R. L. Embedding a stochastic difference equation into a continuous-time process. (English) Zbl 0679.60066 Stochastic Processes Appl. 32, No. 2, 225-235 (1989). Reviewer: H.N.Nagaraja MSC: 60H99 60E07 60J25 PDF BibTeX XML Cite \textit{L. de Haan} and \textit{R. L. Karandikar}, Stochastic Processes Appl. 32, No. 2, 225--235 (1989; Zbl 0679.60066) Full Text: DOI OpenURL