Gushchin, A. A. The joint law of a max-continuous local submartingale and its maximum. (English. Russian original) Zbl 07308474 Theory Probab. Appl. 65, No. 4, 545-557 (2021); translation from Teor. Veroyatn. Primen. 65, No. 4, 693-709 (2020). MSC: 60 37 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Theory Probab. Appl. 65, No. 4, 545--557 (2021; Zbl 07308474); translation from Teor. Veroyatn. Primen. 65, No. 4, 693--709 (2020) Full Text: DOI
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. (English) Zbl 07306258 J. Theor. Probab. 34, No. 1, 173-205 (2021). MSC: 35Q84 60J76 60J25 35A01 35A02 PDF BibTeX XML Cite \textit{L. Döring} et al., J. Theor. Probab. 34, No. 1, 173--205 (2021; Zbl 07306258) Full Text: DOI
O, Hun; Kim, Mun-Chol; Pak, Chol-Kyu A framework of BSDEs with stochastic Lipschitz coefficients. (English) Zbl 07285912 ESAIM, Probab. Stat. 24, 739-769 (2020). MSC: 60H10 60H20 60H30 PDF BibTeX XML Cite \textit{H. O} et al., ESAIM, Probab. Stat. 24, 739--769 (2020; Zbl 07285912) Full Text: DOI
Beghin, Luisa; Macci, Claudio; Ricciuti, Costantino Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics. (English) Zbl 07243124 Stochastic Processes Appl. 130, No. 10, 6364-6387 (2020). MSC: 60G52 60G22 60G51 60J27 60K50 PDF BibTeX XML Cite \textit{L. Beghin} et al., Stochastic Processes Appl. 130, No. 10, 6364--6387 (2020; Zbl 07243124) Full Text: DOI
Kobayashi, Kei; Lind, Joan; Starnes, Andrew Effect of random time changes on Loewner hulls. (English) Zbl 1450.30022 Rev. Mat. Iberoam. 36, No. 3, 771-790 (2020). Reviewer: Dmitri V. Prokhorov (Saratov) MSC: 30C35 60G51 PDF BibTeX XML Cite \textit{K. Kobayashi} et al., Rev. Mat. Iberoam. 36, No. 3, 771--790 (2020; Zbl 1450.30022) Full Text: DOI
Chen, Tianyao; Cheng, Xue; Yang, Jingping Decomposing correlated random walks on common and counter movements. (English) Zbl 07153449 Stat. Probab. Lett. 158, Article ID 108616, 9 p. (2020). MSC: 60G50 PDF BibTeX XML Cite \textit{T. Chen} et al., Stat. Probab. Lett. 158, Article ID 108616, 9 p. (2020; Zbl 07153449) Full Text: DOI arXiv
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg On Skorokhod embeddings and Poisson equations. (English) Zbl 07120710 Ann. Appl. Probab. 29, No. 4, 2302-2337 (2019). MSC: 60G40 60J75 PDF BibTeX XML Cite \textit{L. Döring} et al., Ann. Appl. Probab. 29, No. 4, 2302--2337 (2019; Zbl 07120710) Full Text: DOI Euclid
Maginnis, P. A.; West, M.; Dullerud, G. E. Exact variance-reduced simulation of lattice continuous-time Markov chains with applications in reaction networks. (English) Zbl 1422.92056 Bull. Math. Biol. 81, No. 8, 3159-3184 (2019). MSC: 92C42 92C40 60J28 92-08 PDF BibTeX XML Cite \textit{P. A. Maginnis} et al., Bull. Math. Biol. 81, No. 8, 3159--3184 (2019; Zbl 1422.92056) Full Text: DOI
Gupta, Ankit; Khammash, Mustafa Sensitivity analysis for multiscale stochastic reaction networks using hybrid approximations. (English) Zbl 1422.92054 Bull. Math. Biol. 81, No. 8, 3121-3158 (2019). MSC: 92C42 92C45 35Q92 92C40 60J22 60H35 65C40 PDF BibTeX XML Cite \textit{A. Gupta} and \textit{M. Khammash}, Bull. Math. Biol. 81, No. 8, 3121--3158 (2019; Zbl 1422.92054) Full Text: DOI arXiv
Buchak, K. V.; Sakhno, L. M. On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. (English) Zbl 07096677 Theory Probab. Math. Stat. 98, 91-104 (2019) and Teor. Jmovirn. Mat. Stat. 98, 87-99 (2018). MSC: 60G50 60G51 60G55 PDF BibTeX XML Cite \textit{K. V. Buchak} and \textit{L. M. Sakhno}, Theory Probab. Math. Stat. 98, 91--104 (2019; Zbl 07096677) Full Text: DOI arXiv
Okhrati, Ramin Hedging the risk of delayed data in defaultable markets. (English) Zbl 1410.91460 Appl. Math. Finance 26, No. 2, 101-130 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{R. Okhrati}, Appl. Math. Finance 26, No. 2, 101--130 (2019; Zbl 1410.91460) Full Text: DOI
Kühn, Franziska Perpetual integrals via random time changes. (English) Zbl 07066238 Bernoulli 25, No. 3, 1755-1769 (2019). MSC: 60 62 PDF BibTeX XML Cite \textit{F. Kühn}, Bernoulli 25, No. 3, 1755--1769 (2019; Zbl 07066238) Full Text: DOI Euclid
Jin, Sixian; Kobayashi, Kei Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients. (English) Zbl 1433.60035 J. Math. Anal. Appl. 476, No. 2, 619-636 (2019); erratum ibid. 487, No. 2, Article ID 124011, 2 p. (2020). MSC: 60H10 35R60 PDF BibTeX XML Cite \textit{S. Jin} and \textit{K. Kobayashi}, J. Math. Anal. Appl. 476, No. 2, 619--636 (2019; Zbl 1433.60035) Full Text: DOI arXiv
Letemplier, Julien; Simon, Thomas On the law of homogeneous stable functionals. (English) Zbl 1411.60070 ESAIM, Probab. Stat. 23, 82-111 (2019). MSC: 60G51 60G52 PDF BibTeX XML Cite \textit{J. Letemplier} and \textit{T. Simon}, ESAIM, Probab. Stat. 23, 82--111 (2019; Zbl 1411.60070) Full Text: DOI arXiv
Wang, Xiaoyue; Zhao, Xian; Sun, Jinglei A compound negative binomial distribution with mutative termination conditions based on a change point. (English) Zbl 1403.60021 J. Comput. Appl. Math. 351, 237-249 (2019). MSC: 60E05 60J10 62E10 PDF BibTeX XML Cite \textit{X. Wang} et al., J. Comput. Appl. Math. 351, 237--249 (2019; Zbl 1403.60021) Full Text: DOI
Osypchuk, M. M.; Portenko, M. I. On constructing a sticky membrane located on a given surface for a symmetric \(\alpha\)-stable process. (English) Zbl 1424.60067 Theory Stoch. Process. 23, No. 1, 66-72 (2018). MSC: 60G52 35S11 PDF BibTeX XML Cite \textit{M. M. Osypchuk} and \textit{M. I. Portenko}, Theory Stoch. Process. 23, No. 1, 66--72 (2018; Zbl 1424.60067) Full Text: Link
Buchak, Khrystyna; Sakhno, Lyudmyla Properties of Poisson processes directed by compound Poisson-gamma subordinators. (English) Zbl 1391.60097 Mod. Stoch., Theory Appl. 5, No. 2, 167-189 (2018). MSC: 60G50 60G51 60G55 PDF BibTeX XML Cite \textit{K. Buchak} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 5, No. 2, 167--189 (2018; Zbl 1391.60097) Full Text: DOI arXiv
Krühner, Paul; Schnurr, Alexander Time change equations for Lévy-type processes. (English) Zbl 1382.60110 Stochastic Processes Appl. 128, No. 3, 963-978 (2018). MSC: 60J75 45G10 60G17 PDF BibTeX XML Cite \textit{P. Krühner} and \textit{A. Schnurr}, Stochastic Processes Appl. 128, No. 3, 963--978 (2018; Zbl 1382.60110) Full Text: DOI arXiv
Jacka, Saul D.; Ocejo, Adriana On the regularity of American options with regime-switching uncertainty. (English) Zbl 1395.91521 Stochastic Processes Appl. 128, No. 3, 803-818 (2018). MSC: 91G80 60K37 60G17 60J70 93C30 35B65 PDF BibTeX XML Cite \textit{S. D. Jacka} and \textit{A. Ocejo}, Stochastic Processes Appl. 128, No. 3, 803--818 (2018; Zbl 1395.91521) Full Text: DOI
Koroliouk, D.; Koroliuk, V. S. Adapted statistical experiments with random change of time. (English) Zbl 1388.62005 Rykov, Vladimir V. (ed.) et al., Analytical and computational methods in probability theory. First international conference, ACMPT 2017, Moscow, Russia, October 23–27, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-71503-2/pbk; 978-3-319-71504-9/ebook). Lecture Notes in Computer Science 10684, 523-537 (2017). MSC: 62B15 60G44 60K05 PDF BibTeX XML Cite \textit{D. Koroliouk} and \textit{V. S. Koroliuk}, Lect. Notes Comput. Sci. 10684, 523--537 (2017; Zbl 1388.62005) Full Text: DOI
Crépey, Stéphane; Song, Shiqi Invariance times. (English) Zbl 1387.60061 Ann. Probab. 45, No. 6B, 4632-4674 (2017). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G07 60G44 91G70 PDF BibTeX XML Cite \textit{S. Crépey} and \textit{S. Song}, Ann. Probab. 45, No. 6B, 4632--4674 (2017; Zbl 1387.60061) Full Text: DOI Euclid
Liu, Meng; Fan, Meng Permanence of stochastic Lotka-Volterra systems. (English) Zbl 1387.60106 J. Nonlinear Sci. 27, No. 2, 425-452 (2017). MSC: 60H30 60H10 92D25 PDF BibTeX XML Cite \textit{M. Liu} and \textit{M. Fan}, J. Nonlinear Sci. 27, No. 2, 425--452 (2017; Zbl 1387.60106) Full Text: DOI
Garrett Mitchener, W. A stochastic model of language change through social structure and prediction-driven instability. (English) Zbl 1384.37115 SIAM J. Appl. Math. 77, No. 6, 2272-2293 (2017). MSC: 37N25 37H10 60H10 60J20 91F20 PDF BibTeX XML Cite \textit{W. Garrett Mitchener}, SIAM J. Appl. Math. 77, No. 6, 2272--2293 (2017; Zbl 1384.37115) Full Text: DOI
Di Nunno, Giulia; Haferkorn, Hannes A maximum principle for mean-field SDEs with time change. (English) Zbl 1374.60094 Appl. Math. Optim. 76, No. 1, 137-176 (2017). MSC: 60G60 60H10 93E20 91G80 PDF BibTeX XML Cite \textit{G. Di Nunno} and \textit{H. Haferkorn}, Appl. Math. Optim. 76, No. 1, 137--176 (2017; Zbl 1374.60094) Full Text: DOI arXiv
Croydon, David; Hambly, Ben; Kumagai, Takashi Time-changes of stochastic processes associated with resistance forms. (English) Zbl 1386.60264 Electron. J. Probab. 22, Paper No. 82, 41 p. (2017). MSC: 60J35 60J55 28A80 60J10 60J45 60K37 PDF BibTeX XML Cite \textit{D. Croydon} et al., Electron. J. Probab. 22, Paper No. 82, 41 p. (2017; Zbl 1386.60264) Full Text: DOI Euclid
Deng, Chang-Song; Schilling, René L. Harnack inequalities for SDEs driven by time-changed fractional Brownian motions. (English) Zbl 1386.60147 Electron. J. Probab. 22, Paper No. 71, 23 p. (2017). MSC: 60G22 60H10 60G15 PDF BibTeX XML Cite \textit{C.-S. Deng} and \textit{R. L. Schilling}, Electron. J. Probab. 22, Paper No. 71, 23 p. (2017; Zbl 1386.60147) Full Text: DOI Euclid
Engländer, János; Peres, Yuval Survival asymptotics for branching random walks in IID environments. (English) Zbl 1364.60103 Electron. Commun. Probab. 22, Paper No. 29, 12 p. (2017). MSC: 60J80 60J10 PDF BibTeX XML Cite \textit{J. Engländer} and \textit{Y. Peres}, Electron. Commun. Probab. 22, Paper No. 29, 12 p. (2017; Zbl 1364.60103) Full Text: DOI Euclid
Koroliouk, Dmitri V. Adapted statistical experiments. (English. Ukrainian original) Zbl 1422.62273 J. Math. Sci., New York 220, No. 5, 615-623 (2017); translation from Ukr. Mat. Visn. 13, No. 1, 106-117 (2016). MSC: 62M05 62B15 PDF BibTeX XML Cite \textit{D. V. Koroliouk}, J. Math. Sci., New York 220, No. 5, 615--623 (2017; Zbl 1422.62273); translation from Ukr. Mat. Visn. 13, No. 1, 106--117 (2016) Full Text: DOI
Grama, Ion; Liu, Quansheng; Miqueu, Eric Berry-Esseen’s bound and Cramér’s large deviation expansion for a supercritical branching process in a random environment. (English) Zbl 1358.60089 Stochastic Processes Appl. 127, No. 4, 1255-1281 (2017). MSC: 60J80 60K37 60J05 60J85 92D25 PDF BibTeX XML Cite \textit{I. Grama} et al., Stochastic Processes Appl. 127, No. 4, 1255--1281 (2017; Zbl 1358.60089) Full Text: DOI arXiv
Bielecki, Tomasz R.; Jakubowski, Jacek; Niewęgłowski, Mariusz Conditional Markov chains: properties, construction and structured dependence. (English) Zbl 1358.60081 Stochastic Processes Appl. 127, No. 4, 1125-1170 (2017). MSC: 60J27 60G55 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Stochastic Processes Appl. 127, No. 4, 1125--1170 (2017; Zbl 1358.60081) Full Text: DOI
Di Nunno, Giulia; Karlsen, Erik Hove Hedging under worst-case-scenario in a market driven by time-changed Lévy noises. (English) Zbl 1354.91141 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 465-499 (2016). MSC: 91G10 60H10 60H30 91A15 91A23 PDF BibTeX XML Cite \textit{G. Di Nunno} and \textit{E. H. Karlsen}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 465--499 (2016; Zbl 1354.91141) Full Text: DOI arXiv
Beghin, Luisa; Macci, Claudio Multivariate fractional Poisson processes and compound sums. (English) Zbl 1351.60045 Adv. Appl. Probab. 48, No. 3, 691-711 (2016). MSC: 60G22 60G55 60G52 34A08 33E12 PDF BibTeX XML Cite \textit{L. Beghin} and \textit{C. Macci}, Adv. Appl. Probab. 48, No. 3, 691--711 (2016; Zbl 1351.60045) Full Text: DOI Euclid arXiv
Veraar, Mark; Yaroslavtsev, Ivan Cylindrical continuous martingales and stochastic integration in infinite dimensions. (English) Zbl 1348.60081 Electron. J. Probab. 21, Paper No. 59, 53 p. (2016). MSC: 60H05 60B11 60G44 47D06 PDF BibTeX XML Cite \textit{M. Veraar} and \textit{I. Yaroslavtsev}, Electron. J. Probab. 21, Paper No. 59, 53 p. (2016; Zbl 1348.60081) Full Text: DOI Euclid arXiv
Barndorff-Nielsen, Ole E.; Hedevang, Emil; Schmiegel, Jürgen; Szozda, Benedykt Some recent developments in ambit stochastics. (English) Zbl 1382.60003 Benth, Fred Espen (ed.) et al., Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014–2015. Cham: Springer (ISBN 978-3-319-23424-3/hbk; 978-3-319-23425-0/ebook). Springer Proceedings in Mathematics & Statistics 138, 3-25 (2016). MSC: 60-02 60G57 60G60 60H30 91B70 62M10 62P05 PDF BibTeX XML Cite \textit{O. E. Barndorff-Nielsen} et al., in: Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014--2015. Cham: Springer. 3--25 (2016; Zbl 1382.60003) Full Text: DOI
Kern, P. A general multiparameter version of Gnedenko’s transfer theorem. (English) Zbl 1336.60044 Theory Probab. Appl. 60, No. 1, 134-142 (2016) and Teor. Veroyatn. Primen. 60, No. 1, 198-206 (2015). MSC: 60F05 60G40 60G60 PDF BibTeX XML Cite \textit{P. Kern}, Theory Probab. Appl. 60, No. 1, 134--142 (2016; Zbl 1336.60044) Full Text: DOI arXiv
Yosef, Arthur Some classical-new results on the set-indexed Brownian motion. (English) Zbl 1331.60164 Adv. Appl. Stat. 44, No. 1, 57-76 (2015). MSC: 60J65 60G15 60G60 60G48 PDF BibTeX XML Cite \textit{A. Yosef}, Adv. Appl. Stat. 44, No. 1, 57--76 (2015; Zbl 1331.60164) Full Text: DOI Link
Jirak, Moritz Uniform change point tests in high dimension. (English) Zbl 1327.62467 Ann. Stat. 43, No. 6, 2451-2483 (2015). MSC: 62M10 62G32 60F05 60K35 PDF BibTeX XML Cite \textit{M. Jirak}, Ann. Stat. 43, No. 6, 2451--2483 (2015; Zbl 1327.62467) Full Text: DOI Euclid arXiv
Anderson, David F.; Koyama, Masanori An asymptotic relationship between coupling methods for stochastically modeled population processes. (English) Zbl 1368.92131 IMA J. Numer. Anal. 35, No. 4, 1757-1778 (2015). MSC: 92D25 60J20 60J22 PDF BibTeX XML Cite \textit{D. F. Anderson} and \textit{M. Koyama}, IMA J. Numer. Anal. 35, No. 4, 1757--1778 (2015; Zbl 1368.92131) Full Text: DOI arXiv
Jeanblanc, Monique; Song, Shiqi Martingale representation property in progressively enlarged filtrations. (English) Zbl 1328.60110 Stochastic Processes Appl. 125, No. 11, 4242-4271 (2015). MSC: 60G44 60G07 91G40 PDF BibTeX XML Cite \textit{M. Jeanblanc} and \textit{S. Song}, Stochastic Processes Appl. 125, No. 11, 4242--4271 (2015; Zbl 1328.60110) Full Text: DOI arXiv
Li, Fuxiao; Tian, Zheng; Qi, Peiyan Structural change monitoring for random coefficient autoregressive time series. (English) Zbl 1325.62169 Commun. Stat., Simulation Comput. 44, No. 4, 996-1009 (2015). MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{F. Li} et al., Commun. Stat., Simulation Comput. 44, No. 4, 996--1009 (2015; Zbl 1325.62169) Full Text: DOI
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut E. D. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency. (English) Zbl 1312.60063 Palczewski, Andrzej (ed.) et al., Advances in mathematics of finance. Selected papers of the 6th general AMaMeF and Banach Center Conference, Warsaw, Poland, June 10–15, 2013. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-27-0). Banach Center Publications 104, 25-60 (2015). MSC: 60G60 60G10 60G51 60G57 PDF BibTeX XML Cite \textit{O. E. Barndorff-Nielsen} et al., Banach Cent. Publ. 104, 25--60 (2015; Zbl 1312.60063) Full Text: DOI arXiv
Feng, Shui; Xu, Fang Gamma-Dirichlet algebra and applications. (English) Zbl 1338.60081 Front. Math. China 9, No. 4, 797-812 (2014). MSC: 60F10 60G57 60J80 60J60 60J35 92D10 PDF BibTeX XML Cite \textit{S. Feng} and \textit{F. Xu}, Front. Math. China 9, No. 4, 797--812 (2014; Zbl 1338.60081) Full Text: DOI
Beghin, Luisa; D’Ovidio, Mirko Fractional Poisson process with random drift. (English) Zbl 1334.60053 Electron. J. Probab. 19, Paper No. 122, 26 p. (2014). MSC: 60G22 60G55 60G51 35R11 60G50 60G35 PDF BibTeX XML Cite \textit{L. Beghin} and \textit{M. D'Ovidio}, Electron. J. Probab. 19, Paper No. 122, 26 p. (2014; Zbl 1334.60053) Full Text: DOI arXiv
Wu, Jing Well-posedness of Stratonovich multi-valued SDEs driven by semimartingales. (English) Zbl 1325.60100 Stoch. Dyn. 14, No. 4, Article ID 1450005, 25 p. (2014). MSC: 60H10 60H99 60G48 PDF BibTeX XML Cite \textit{J. Wu}, Stoch. Dyn. 14, No. 4, Article ID 1450005, 25 p. (2014; Zbl 1325.60100) Full Text: DOI
Gupta, Ankit; Khammash, Mustafa Sensitivity analysis for stochastic chemical reaction networks with multiple time-scales. (English) Zbl 1327.60137 Electron. J. Probab. 19, Paper No. 59, 53 p. (2014). MSC: 60J22 60J10 60J27 60H35 65C40 65C05 PDF BibTeX XML Cite \textit{A. Gupta} and \textit{M. Khammash}, Electron. J. Probab. 19, Paper No. 59, 53 p. (2014; Zbl 1327.60137) Full Text: DOI arXiv
Fontana, Claudio; Grbac, Zorana; Jeanblanc, Monique; Li, Qinghua Information, no-arbitrage and completeness for asset price models with a change point. (English) Zbl 1326.60057 Stochastic Processes Appl. 124, No. 9, 3009-3030 (2014). MSC: 60G44 60G40 91B25 60J65 91B70 91G10 PDF BibTeX XML Cite \textit{C. Fontana} et al., Stochastic Processes Appl. 124, No. 9, 3009--3030 (2014; Zbl 1326.60057) Full Text: DOI arXiv
Kerss, A. D. J.; Leonenko, N. N.; Sikorskii, A. Risky asset models with tempered stable fractal activity time. (English) Zbl 1305.60039 Stochastic Anal. Appl. 32, No. 4, 642-663 (2014). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 60G99 60G22 60G51 60H30 PDF BibTeX XML Cite \textit{A. D. J. Kerss} et al., Stochastic Anal. Appl. 32, No. 4, 642--663 (2014; Zbl 1305.60039) Full Text: DOI
D’Ovidio, Mirko Coordinates changed random fields on the sphere. (English) Zbl 1296.60133 J. Stat. Phys. 154, No. 4, 1153-1176 (2014). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G60 60J65 PDF BibTeX XML Cite \textit{M. D'Ovidio}, J. Stat. Phys. 154, No. 4, 1153--1176 (2014; Zbl 1296.60133) Full Text: DOI arXiv
Bretó, Carles Trajectory composition of Poisson time changes and Markov counting systems. (English) Zbl 1296.60202 Stat. Probab. Lett. 88, 91-98 (2014). MSC: 60J27 PDF BibTeX XML Cite \textit{C. Bretó}, Stat. Probab. Lett. 88, 91--98 (2014; Zbl 1296.60202) Full Text: DOI arXiv
Gacovska, Aneta; Pancheva, Elisaveta Randomly indexed central order statistics. (English) Zbl 1313.62071 C. R. Acad. Bulg. Sci. 66, No. 7, 951-960 (2013). Reviewer: Angela Slavova (Sofia) MSC: 62G30 62G20 62E20 PDF BibTeX XML Cite \textit{A. Gacovska} and \textit{E. Pancheva}, C. R. Acad. Bulg. Sci. 66, No. 7, 951--960 (2013; Zbl 1313.62071) Full Text: DOI
Bodnarchuk, S. V.; Kulik, O. M. Stochastic control based on time-change transformations for stochastic processes with Lévy noise. (English. Ukrainian original) Zbl 1316.60088 Theory Probab. Math. Stat. 86, 13-31 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 11-27 (2012). MSC: 60H07 60G51 60H25 93E20 PDF BibTeX XML Cite \textit{S. V. Bodnarchuk} and \textit{O. M. Kulik}, Theory Probab. Math. Stat. 86, 13--31 (2013; Zbl 1316.60088); translation from Teor. Jmovirn. Mat. Stat. 86, 11--27 (2012) Full Text: DOI
Gupta, Ankit; Khammash, Mustafa Unbiased estimation of parameter sensitivities for stochastic chemical reaction networks. (English) Zbl 1402.62190 SIAM J. Sci. Comput. 35, No. 6, A2598-A2620 (2013). MSC: 62M05 60H35 92C42 65C05 80A50 PDF BibTeX XML Cite \textit{A. Gupta} and \textit{M. Khammash}, SIAM J. Sci. Comput. 35, No. 6, A2598--A2620 (2013; Zbl 1402.62190) Full Text: DOI arXiv
Foucart, Clément; Hénard, Olivier Stable continuous-state branching processes with immigration and Beta-Fleming-Viot processes with immigration. (English) Zbl 1411.60122 Electron. J. Probab. 18, Paper No. 23, 21 p. (2013). MSC: 60J80 60G09 60G52 60G57 92D25 PDF BibTeX XML Cite \textit{C. Foucart} and \textit{O. Hénard}, Electron. J. Probab. 18, Paper No. 23, 21 p. (2013; Zbl 1411.60122) Full Text: DOI
Hirsch, Francis; Yor, Marc On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process. (English) Zbl 1287.60048 Bull. Belg. Math. Soc. - Simon Stevin 20, No. 3, 435-449 (2013). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60G18 60J55 60J60 60E07 60G52 PDF BibTeX XML Cite \textit{F. Hirsch} and \textit{M. Yor}, Bull. Belg. Math. Soc. - Simon Stevin 20, No. 3, 435--449 (2013; Zbl 1287.60048) Full Text: Euclid
Ekström, Erik; Hobson, David; Janson, Svante; Tysk, Johan Can time-homogeneous diffusions produce any distribution? (English) Zbl 1276.60085 Probab. Theory Relat. Fields 155, No. 3-4, 493-520 (2013). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 60H30 60G44 91B25 PDF BibTeX XML Cite \textit{E. Ekström} et al., Probab. Theory Relat. Fields 155, No. 3--4, 493--520 (2013; Zbl 1276.60085) Full Text: DOI arXiv
Jing, Shuai Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton-Jacobi-Bellman type. (English) Zbl 1258.35198 Stochastic Processes Appl. 123, No. 2, 300-328 (2013). MSC: 35R09 35D40 60H30 93E20 35R60 PDF BibTeX XML Cite \textit{S. Jing}, Stochastic Processes Appl. 123, No. 2, 300--328 (2013; Zbl 1258.35198) Full Text: DOI arXiv
Debs, Pierre Penalisation of the symmetric random walk by several functions of the supremum. (English) Zbl 1285.60074 Markov Process. Relat. Fields 18, No. 4, 651-680 (2012). Reviewer: Andrew Wade (Durham) MSC: 60J10 60G42 PDF BibTeX XML Cite \textit{P. Debs}, Markov Process. Relat. Fields 18, No. 4, 651--680 (2012; Zbl 1285.60074)
Meerschaert, Mark M.; Straka, Peter Fractional dynamics at multiple times. (English) Zbl 1263.82040 J. Stat. Phys. 149, No. 5, 878-886 (2012). Reviewer: Guy Jumarie (Montréal) MSC: 82C31 60G51 26A33 82C41 PDF BibTeX XML Cite \textit{M. M. Meerschaert} and \textit{P. Straka}, J. Stat. Phys. 149, No. 5, 878--886 (2012; Zbl 1263.82040) Full Text: DOI
Barndorff-Nielsen, O. E.; Pedersen, J. Meta-times and extended subordination. (English. Russian original) Zbl 1260.60088 Theory Probab. Appl. 56, No. 2, 319-327 (2012); translation from Teor. Veroyatn. Primen. 56, No. 2, 398-407 (2011). MSC: 60G51 60G60 PDF BibTeX XML Cite \textit{O. E. Barndorff-Nielsen} and \textit{J. Pedersen}, Theory Probab. Appl. 56, No. 2, 319--327 (2012; Zbl 1260.60088); translation from Teor. Veroyatn. Primen. 56, No. 2, 398--407 (2011) Full Text: DOI
Anderson, David F. An efficient finite difference method for parameter sensitivities of continuous time Markov chains. (English) Zbl 1264.60050 SIAM J. Numer. Anal. 50, No. 5, 2237-2258 (2012). Reviewer: Martin Riedler (Wien) MSC: 60H35 60J27 65C05 92C40 PDF BibTeX XML Cite \textit{D. F. Anderson}, SIAM J. Numer. Anal. 50, No. 5, 2237--2258 (2012; Zbl 1264.60050) Full Text: DOI
Anderson, David F.; Higham, Desmond J. Multilevel Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics. (English) Zbl 1262.60072 Multiscale Model. Simul. 10, No. 1, 146-179 (2012). Reviewer: P. R. C. Ruffino (Berlin) MSC: 60J22 65C05 65C20 60H35 92C40 PDF BibTeX XML Cite \textit{D. F. Anderson} and \textit{D. J. Higham}, Multiscale Model. Simul. 10, No. 1, 146--179 (2012; Zbl 1262.60072) Full Text: DOI
Barral, Julien; Rhodes, Rémi; Vargas, Vincent Limiting laws of supercritical branching random walks. (English. French summary) Zbl 1260.60173 C. R., Math., Acad. Sci. Paris 350, No. 9-10, 535-538 (2012). Reviewer: Victor V. Goryainov (Volzhsky) MSC: 60J80 60J20 60F05 PDF BibTeX XML Cite \textit{J. Barral} et al., C. R., Math., Acad. Sci. Paris 350, No. 9--10, 535--538 (2012; Zbl 1260.60173) Full Text: DOI
Yazidi, Anis; Granmo, Ole-Christoffer; Oommen, B. John On the analysis of a random interleaving walk-jump process with applications to testing. (English) Zbl 1239.60073 Sequential Anal. 30, No. 4, 457-478 (2011). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60J10 68M15 60J20 PDF BibTeX XML Cite \textit{A. Yazidi} et al., Sequential Anal. 30, No. 4, 457--478 (2011; Zbl 1239.60073) Full Text: DOI
Lee, N. H.; Priebe, C. E. A latent process model for time series of attributed random graphs. (English) Zbl 1225.62125 Stat. Inference Stoch. Process. 14, No. 3, 231-253 (2011). MSC: 62M10 05C80 PDF BibTeX XML Cite \textit{N. H. Lee} and \textit{C. E. Priebe}, Stat. Inference Stoch. Process. 14, No. 3, 231--253 (2011; Zbl 1225.62125) Full Text: DOI
Straka, P.; Henry, B. I. Lagging and leading coupled continuous time random walks, renewal times and their joint limits. (English) Zbl 1219.60048 Stochastic Processes Appl. 121, No. 2, 324-336 (2011). MSC: 60G50 60F17 60G22 82C31 PDF BibTeX XML Cite \textit{P. Straka} and \textit{B. I. Henry}, Stochastic Processes Appl. 121, No. 2, 324--336 (2011; Zbl 1219.60048) Full Text: DOI
Jain, M.; Agarwal, S. C.; Agrawal, Priyanka Warranty cost analysis of software reliability growth model (SRGM) with imperfect debugging and change-point. (English) Zbl 1284.68187 J. Int. Acad. Phys. Sci. 14, No. 3, 345-355 (2010). MSC: 68N30 60K10 68Q87 PDF BibTeX XML Cite \textit{M. Jain} et al., J. Int. Acad. Phys. Sci. 14, No. 3, 345--355 (2010; Zbl 1284.68187)
Hobson, David Comparison results for stochastic volatility models via coupling. (English) Zbl 1224.91193 Finance Stoch. 14, No. 1, 129-152 (2010). Reviewer: Georgij M. Shevchenko (Kyïv) MSC: 91G80 91G20 60G60 60G17 PDF BibTeX XML Cite \textit{D. Hobson}, Finance Stoch. 14, No. 1, 129--152 (2010; Zbl 1224.91193) Full Text: DOI
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
Steland, Ansgar A surveillance procedure for random walks based on local linear estimation. (English) Zbl 1189.62146 J. Nonparametric Stat. 22, No. 3, 345-361 (2010). MSC: 62M10 62L10 62G08 60G50 65C60 62G20 PDF BibTeX XML Cite \textit{A. Steland}, J. Nonparametric Stat. 22, No. 3, 345--361 (2010; Zbl 1189.62146) Full Text: DOI
Gut, Allan; Steinebach, Josef Asymptotics for increments of stopped renewal processes. (English) Zbl 1187.60069 Stat. Probab. Lett. 80, No. 7-8, 558-565 (2010). MSC: 60K05 60F05 60F15 60G50 62G10 62G20 PDF BibTeX XML Cite \textit{A. Gut} and \textit{J. Steinebach}, Stat. Probab. Lett. 80, No. 7--8, 558--565 (2010; Zbl 1187.60069) Full Text: DOI
Caballero, Ma. Emilia; Lambert, Amaury; Uribe Bravo, Gerónimo Proof(s) of the Lamperti representation of continuous-state branching processes. (English) Zbl 1194.60053 Probab. Surv. 6, 62-89 (2009). MSC: 60J80 60B10 60G44 60G51 60H20 PDF BibTeX XML Cite \textit{Ma. E. Caballero} et al., Probab. Surv. 6, 62--89 (2009; Zbl 1194.60053) Full Text: DOI EuDML arXiv
Kolokoltsov, V. N. Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. (English. Russian original) Zbl 1193.60046 Theory Probab. Appl. 53, No. 4, 594-609 (2009); translation from Teor. Veroyatn. Primen. 53, No. 4, 684-703 (2008). Reviewer: Allan Gut (Uppsala) MSC: 60F17 60G50 60G22 PDF BibTeX XML Cite \textit{V. N. Kolokoltsov}, Theory Probab. Appl. 53, No. 4, 594--609 (2009; Zbl 1193.60046); translation from Teor. Veroyatn. Primen. 53, No. 4, 684--703 (2008) Full Text: DOI
Holmes, Mark P. The scaling limit of senile reinforced random walk. (English) Zbl 1187.60084 Electron. Commun. Probab. 14, 104-115 (2009). MSC: 60K35 60G50 60J10 60G52 PDF BibTeX XML Cite \textit{M. P. Holmes}, Electron. Commun. Probab. 14, 104--115 (2009; Zbl 1187.60084) Full Text: DOI EMIS EuDML
Abundo, Mario On the distribution of the time average of a jump-diffusion process. (English) Zbl 1158.60367 Int. J. Appl. Math. 21, No. 3, 447-454 (2008). MSC: 60J60 60H05 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Int. J. Appl. Math. 21, No. 3, 447--454 (2008; Zbl 1158.60367)
Chang, Carolyn W.; Chang, Jack S. K.; Lu, Weili Pricing catastrophe options in discrete operational time. (English) Zbl 1284.91541 Insur. Math. Econ. 43, No. 3, 422-430 (2008). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{C. W. Chang} et al., Insur. Math. Econ. 43, No. 3, 422--430 (2008; Zbl 1284.91541) Full Text: DOI
Lin, Zhengyan; Li, Degui; Chen, Jia Change point estimators by local polynomial fits under a dependence assumption. (English) Zbl 1151.62032 J. Multivariate Anal. 99, No. 10, 2339-2355 (2008). MSC: 62G08 60F05 62M10 60F17 62E20 PDF BibTeX XML Cite \textit{Z. Lin} et al., J. Multivariate Anal. 99, No. 10, 2339--2355 (2008; Zbl 1151.62032) Full Text: DOI
Steland, Ansgar Sequentially updated residuals and detection of stationary errors in polynomial regression models. (English) Zbl 1145.62061 Sequential Anal. 27, No. 3, 304-329 (2008). MSC: 62L10 60G50 62M10 62L12 60G40 62E20 60G10 60F17 62P05 PDF BibTeX XML Cite \textit{A. Steland}, Sequential Anal. 27, No. 3, 304--329 (2008; Zbl 1145.62061) Full Text: DOI arXiv
Debs, Pierre; Gradinaru, Mihai Penalization for birth and death processes. (English) Zbl 1149.60056 J. Theor. Probab. 21, No. 3, 745-771 (2008). Reviewer: Valentin Topchii (Omsk) MSC: 60J80 60J25 60J55 60G44 60G46 60J60 PDF BibTeX XML Cite \textit{P. Debs} and \textit{M. Gradinaru}, J. Theor. Probab. 21, No. 3, 745--771 (2008; Zbl 1149.60056) Full Text: DOI
Blanchet, Jose; Glynn, Peter Efficient rare-event simulation for the maximum of heavy-tailed random walks. (English) Zbl 1147.60315 Ann. Appl. Probab. 18, No. 4, 1351-1378 (2008). MSC: 60G50 60J05 68W40 60G70 60J20 PDF BibTeX XML Cite \textit{J. Blanchet} and \textit{P. Glynn}, Ann. Appl. Probab. 18, No. 4, 1351--1378 (2008; Zbl 1147.60315) Full Text: DOI arXiv
Chen, Anyue; Li, Junping; Ramesh, N. I. Probabilistic approach in weighted Markov branching processes. (English) Zbl 1137.60037 Stat. Probab. Lett. 78, No. 6, 771-779 (2008). MSC: 60J27 60J80 PDF BibTeX XML Cite \textit{A. Chen} et al., Stat. Probab. Lett. 78, No. 6, 771--779 (2008; Zbl 1137.60037) Full Text: DOI
Fitzsimmons, Patrick J.; Yano, Kouji Time change approach to generalized excursion measures, and its application to limit theorems. (English) Zbl 1148.60054 J. Theor. Probab. 21, No. 1, 246-265 (2008). Reviewer: Ion C. Vladimirescu (Craiova) MSC: 60J25 60J27 PDF BibTeX XML Cite \textit{P. J. Fitzsimmons} and \textit{K. Yano}, J. Theor. Probab. 21, No. 1, 246--265 (2008; Zbl 1148.60054) Full Text: DOI
Abundo, Mario Some remarks on the maximum of a one-dimensional diffusion process. (English) Zbl 1136.60356 Probab. Math. Stat. 28, No. 1, 107-120 (2008). MSC: 60J60 60J65 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Probab. Math. Stat. 28, No. 1, 107--120 (2008; Zbl 1136.60356)
Daley, Daryl J.; Vere-Jones, David An introduction to the theory of point processes. Vol. II: General theory and structure. 2nd revised and extended ed. (English) Zbl 1159.60003 Probability and Its Applications. New York, NY: Springer (ISBN 978-0-387-21337-8/hbk; 978-0-387-49835-5/ebook). xvii, 573 p. (2008). Reviewer: Andreas Brandt (Berlin) MSC: 60-02 60G55 60G57 PDF BibTeX XML Cite \textit{D. J. Daley} and \textit{D. Vere-Jones}, An introduction to the theory of point processes. Vol. II: General theory and structure. 2nd revised and extended ed. New York, NY: Springer (2008; Zbl 1159.60003) Full Text: DOI
Bowsher, Clive G. Modelling security market events in continuous time: intensity based, multivariate point process models. (English) Zbl 1418.62375 J. Econom. 141, No. 2, 876-912 (2007). MSC: 62P05 60G55 62M09 62M10 PDF BibTeX XML Cite \textit{C. G. Bowsher}, J. Econom. 141, No. 2, 876--912 (2007; Zbl 1418.62375) Full Text: DOI
Aryasova, Olga V.; Portenko, Mykola I. One example of a random change of time that transforms a generalized diffusion process into an ordinary one. (English) Zbl 1199.60288 Theory Stoch. Process. 13(29), No. 3, 12-21 (2007). MSC: 60J60 60J35 PDF BibTeX XML Cite \textit{O. V. Aryasova} and \textit{M. I. Portenko}, Theory Stoch. Process. 13(29), No. 3, 12--21 (2007; Zbl 1199.60288)
Srihirun, Boonlert; Meleshko, Sergey V.; Schulz, Eckart On the definition of an admitted Lie group for stochastic differential equations. (English) Zbl 1118.35080 Commun. Nonlinear Sci. Numer. Simul. 12, No. 8, 1379-1389 (2007). MSC: 35R60 60J65 60H15 PDF BibTeX XML Cite \textit{B. Srihirun} et al., Commun. Nonlinear Sci. Numer. Simul. 12, No. 8, 1379--1389 (2007; Zbl 1118.35080) Full Text: DOI
Vatutin, V. A.; Dyakonova, E. E. Branching processes in a random environment and bottlenecks in the evolution of populations. (English. Russian original) Zbl 1114.60085 Theory Probab. Appl. 51, No. 1, 189-210 (2007); translation from Teor. Veroyatn. Primen. 51, No. 1, 22-46 (2006). MSC: 60K37 60J80 PDF BibTeX XML Cite \textit{V. A. Vatutin} and \textit{E. E. Dyakonova}, Theory Probab. Appl. 51, No. 1, 189--210 (2007; Zbl 1114.60085); translation from Teor. Veroyatn. Primen. 51, No. 1, 22--46 (2006) Full Text: DOI
Székely, Balázs; Dang, Trang Dinh; Maricza, István; Molnár, Sándor A random multifractal model with a given spectrum. (English) Zbl 1148.60023 Stoch. Models 22, No. 3, 483-508 (2006). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60G15 28A80 60G17 28A78 60K35 PDF BibTeX XML Cite \textit{B. Székely} et al., Stoch. Models 22, No. 3, 483--508 (2006; Zbl 1148.60023) Full Text: DOI
Cerrai, Sandra Ergodic properties of reaction-diffusion equations perturbed by a degenerate multiplicative noise. (English) Zbl 1115.35158 Koelink, Erik (ed.) et al., Partial differential equations and functional analysis. The Philippe Clément Festschrift. Based on the workshop, Delft, Netherlands, November 29–December 1, 2004 dedicated to Philippe Clément on the occasion of his retirement in December 2004. Basel: Birkhäuser (ISBN 3-7643-7600-7/hbk). Operator Theory: Advances and Applications 168, 45-59 (2006). Reviewer: Nikita E. Ratanov (Bogotá) MSC: 35R60 35K57 60H15 PDF BibTeX XML Cite \textit{S. Cerrai}, Oper. Theory: Adv. Appl. 168, 45--59 (2006; Zbl 1115.35158)
Abundo, Mario The arc-sine law for the first instant at which a diffusion process equals the ultimate value of a functional. (English) Zbl 1102.60067 Int. J. Pure Appl. Math. 30, No. 1, 13-22 (2006). MSC: 60J60 60H05 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Int. J. Pure Appl. Math. 30, No. 1, 13--22 (2006; Zbl 1102.60067)
Schoenberg, Frederic Paik On non-simple marked point processes. (English) Zbl 1107.60024 Ann. Inst. Stat. Math. 58, No. 2, 223-233 (2006). Reviewer: Viktor Oganyan (Erevan) MSC: 60G55 60J75 60D05 PDF BibTeX XML Cite \textit{F. P. Schoenberg}, Ann. Inst. Stat. Math. 58, No. 2, 223--233 (2006; Zbl 1107.60024) Full Text: DOI
Lin, X. Sheldon Introductory stochastic analysis for finance and insurance. (English) Zbl 1094.60047 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 0-471-71642-1/hbk; 0-471-79321-3/ebook). xvi, 224 p. (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60-01 60H30 91Gxx 91B30 PDF BibTeX XML Cite \textit{X. S. Lin}, Introductory stochastic analysis for finance and insurance. Hoboken, NJ: John Wiley \& Sons (2006; Zbl 1094.60047) Full Text: DOI
Kopytko, Bogdan I.; Portenko, Mykola I. One more example of a diffusion process whose local characteristics do not determine uniquely its transition probability. (English) Zbl 1142.60385 Theory Stoch. Process. 11, No. 27, Part 1-2, 74-80 (2005). MSC: 60J60 PDF BibTeX XML Cite \textit{B. I. Kopytko} and \textit{M. I. Portenko}, Theory Stoch. Process. 11(27), No. 1--2, 74--80 (2005; Zbl 1142.60385)
Kozlova, Marina; Salminen, Paavo An occupation time identity for reflecting Brownian motion with drift. (English) Zbl 1082.60072 Period. Math. Hung. 50, No. 1-2, 189-198 (2005). MSC: 60J65 60J60 60G10 PDF BibTeX XML Cite \textit{M. Kozlova} and \textit{P. Salminen}, Period. Math. Hung. 50, No. 1--2, 189--198 (2005; Zbl 1082.60072) Full Text: DOI
Schoenberg, Frederic Paik Testing separability in spatial-temporal marked point processes. (English) Zbl 1274.62386 Biometrics 60, No. 2, 471-481 (2004). MSC: 62H15 60G55 PDF BibTeX XML Cite \textit{F. P. Schoenberg}, Biometrics 60, No. 2, 471--481 (2004; Zbl 1274.62386) Full Text: DOI
Vere-Jones, David; Schoenberg, Frederic Paik Rescaling marked point processes. (English) Zbl 1078.60039 Aust. N. Z. J. Stat. 46, No. 1, 133-143 (2004). Reviewer: Volker Schmidt (Ulm) MSC: 60G55 PDF BibTeX XML Cite \textit{D. Vere-Jones} and \textit{F. P. Schoenberg}, Aust. N. Z. J. Stat. 46, No. 1, 133--143 (2004; Zbl 1078.60039) Full Text: DOI
De Santis, Emilio; Spizzichino, Fabio Change-point models and conditionally pure birth processes: an inequality on the stochastic intensity. (English) Zbl 1062.60048 J. Appl. Probab. 41, No. 4, 939-952 (2004). MSC: 60G55 60J27 60K10 90B25 PDF BibTeX XML Cite \textit{E. De Santis} and \textit{F. Spizzichino}, J. Appl. Probab. 41, No. 4, 939--952 (2004; Zbl 1062.60048) Full Text: DOI arXiv
Kersting, Götz; Memişoǧlu, Kaya Path decompositions for Markov chains. (English) Zbl 1052.60056 Ann. Probab. 32, No. 2, 1370-1390 (2004). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60J10 60J45 PDF BibTeX XML Cite \textit{G. Kersting} and \textit{K. Memişoǧlu}, Ann. Probab. 32, No. 2, 1370--1390 (2004; Zbl 1052.60056) Full Text: DOI arXiv
Swart, Jan M. Uniqueness for isotropic diffusions with a linear drift. (English) Zbl 1042.60050 Probab. Theory Relat. Fields 128, No. 4, 517-524 (2004). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{J. M. Swart}, Probab. Theory Relat. Fields 128, No. 4, 517--524 (2004; Zbl 1042.60050) Full Text: DOI
Pérez-Abreu, Víctor; Rocha-Arteaga, Alfonso Lévy processes in Banach spaces: distributional properties and subordination. (English) Zbl 1046.60046 González-Barrios, José M. (ed.) et al., Stochastic models. Seventh symposium on probability and stochastic processes, June 23–28, 2002, Mexico City, Mexico. Selected papers. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3466-5/pbk). Contemp. Math. 336, 225-235 (2003). MSC: 60G51 60E07 28C20 PDF BibTeX XML Cite \textit{V. Pérez-Abreu} and \textit{A. Rocha-Arteaga}, Contemp. Math. 336, 225--235 (2003; Zbl 1046.60046)