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Content
2014, Volume 124, Issue 11
2014, Volume 124, Issue 9
- 2799-2823 Ergodicity for time-changed symmetric stable processes
by Chen, Zhen-Qing & Wang, Jian
- 2824-2867 Limiting distribution for the maximal standardized increment of a random walk
by Kabluchko, Zakhar & Wang, Yizao
- 2868-2891 Hedging of defaultable claims in a structural model using a locally risk-minimizing approach
by Okhrati, Ramin & Balbás, Alejandro & Garrido, José
- 2892-2916 Backward SDEs driven by Gaussian processes
by Bender, Christian
- 2917-2953 A general study of extremes of stationary tessellations with examples
by Chenavier, Nicolas
- 2954-3008 Quasi-likelihood analysis for nonsynchronously observed diffusion processes
by Ogihara, Teppei & Yoshida, Nakahiro
- 3009-3030 Information, no-arbitrage and completeness for asset price models with a change point
by Fontana, Claudio & Grbac, Zorana & Jeanblanc, Monique & Li, Qinghua
- 3031-3054 Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
by Quenez, Marie-Claire & Sulem, Agnès
- 3055-3083 Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C1,η open sets
by Kim, Kyung-Youn & Kim, Panki
- 3084-3105 Generalized Gaussian bridges
by Sottinen, Tommi & Yazigi, Adil
- 3106-3120 An excursion approach to maxima of the Brownian bridge
by Perman, Mihael & Wellner, Jon A.
- 3121-3145 The multifractal nature of Volterra–Lévy processes
by Neuman, Eyal
2014, Volume 124, Issue 8
- 2543-2582 Localization of Wiener functionals of fractional regularity and applications
by He, Kai & Ren, Jiagang & Zhang, Hua
- 2583-2604 Solvability of forward–backward stochastic partial differential equations
by Yin, Hong
- 2605-2627 Operator self-similar processes and functional central limit theorems
by Characiejus, Vaidotas & Račkauskas, Alfredas
- 2628-2653 BSDEs under partial information and financial applications
by Ceci, Claudia & Cretarola, Alessandra & Russo, Francesco
- 2654-2671 Splitting multidimensional BSDEs and finding local equilibria
by Frei, Christoph
- 2672-2698 Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection
by Nie, Tianyang & Rutkowski, Marek
- 2699-2753 Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling
by Koike, Yuta
- 2754-2770 Scenery reconstruction on finite abelian groups
by Finucane, Hilary & Tamuz, Omer & Yaari, Yariv
- 2771-2798 Asymptotic behaviour of an infinitely-many-alleles diffusion with symmetric overdominance
by Zhou, Youzhou
2014, Volume 124, Issue 5
- 1741-1772 The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself
by Bean, Nigel G. & O’Reilly, Małgorzata M.
- 1773-1812 Two population models with constrained migrations
by Normand, Raoul
- 1813-1848 Forward–backward systems for expected utility maximization
by Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing
- 1849-1880 Intersection local times for interlacements
by Rosen, Jay
- 1881-1909 Approximations of non-smooth integral type functionals of one dimensional diffusion processes
by Kohatsu-Higa, A. & Makhlouf, A. & Ngo, H.L.
- 1910-1941 Representation of Gaussian isotropic spin random fields
by Baldi, Paolo & Rossi, Maurizia
- 1942-1973 Limit theorems for power variations of ambit fields driven by white noise
by Pakkanen, Mikko S.
- 1974-2002 Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
by Röckner, Michael & Zhu, Rongchan & Zhu, Xiangchan
2014, Volume 124, Issue 4
- 1469-1502 Level set percolation for random interlacements and the Gaussian free field
by Rodriguez, Pierre-François
- 1503-1518 Random walks in cones: The case of nonzero drift
by Duraj, Jetlir
- 1519-1565 Stochastic equations of super-Lévy processes with general branching mechanism
by He, Hui & Li, Zenghu & Yang, Xu
- 1566-1581 Comparison inequalities on Wiener space
by Nourdin, Ivan & Peccati, Giovanni & Viens, Frederi G.
- 1582-1611 Lp estimates for fully coupled FBSDEs with jumps
by Li, Juan & Wei, Qingmeng
- 1612-1626 A general correlation inequality and the Almost Sure Local Limit Theorem for random sequences in the domain of attraction of a stable law
by Giuliano, Rita & Szewczak, Zbigniew S.
- 1627-1647 Well-posedness of the stochastic KdV–Burgers equation
by Richards, Geordie
- 1648-1678 On geometric and algebraic transience for discrete-time Markov chains
by Mao, Yong-Hua & Song, Yan-Hong
- 1679-1709 BSDEs driven by time-changed Lévy noises and optimal control
by Di Nunno, Giulia & Sjursen, Steffen
- 1710-1739 Generalized Hermite processes, discrete chaos and limit theorems
by Bai, Shuyang & Taqqu, Murad S.
2014, Volume 124, Issue 3
- 1197-1225 Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
by Cohen, Serge & Panloup, Fabien & Tindel, Samy
- 1226-1235 Riemann-integration and a new proof of the Bichteler–Dellacherie theorem
by Beiglböck, M. & Siorpaes, P.
- 1236-1260 Estimation for stochastic damping hamiltonian systems under partial observation—I. Invariant density
by Cattiaux, Patrick & León, José R. & Prieur, Clémentine
- 1261-1274 Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
by Wang, Feng-Yu & Zhang, Tusheng
- 1275-1302 Some results on general quadratic reflected BSDEs driven by a continuous martingale
by Lionnet, Arnaud
- 1303-1334 Unavoidable collections of balls for isotropic Lévy processes
by Mimica, Ante & Vondraček, Zoran
- 1335-1367 Fractional diffusion limit for a stochastic kinetic equation
by De Moor, Sylvain
- 1368-1407 Monotonicity of the reflected Bessel transition density on the diagonal
by Vo, Van
- 1408-1435 Occupation times of intervals until first passage times for spectrally negative Lévy processes
by Loeffen, Ronnie L. & Renaud, Jean-François & Zhou, Xiaowen
- 1436-1468 Fluid limits of many-server queues with abandonments, general service and continuous patience time distributions
by Walsh Zuñiga, Alexander
2014, Volume 124, Issue 2
- 985-1010 Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation
by Ferreiro-Castilla, A. & Kyprianou, A.E. & Scheichl, R. & Suryanarayana, G.
- 1011-1035 Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
by Pilipauskaitė, Vytautė & Surgailis, Donatas
- 1036-1054 The Quicksort process
by Ragab, Mahmoud & Roesler, Uwe
- 1055-1069 Mirror and synchronous couplings of geometric Brownian motions
by Jacka, Saul D. & Mijatović, Aleksandar & Širaj, Dejan
- 1070-1083 A limit theorem for moving averages in the α-stable domain of attraction
by Basrak, Bojan & Krizmanić, Danijel
- 1084-1111 First exit time from a bounded interval for pseudo-processes driven by the equation ∂/∂t=(−1)N−1∂2N/∂x2N
by Lachal, Aimé
- 1112-1140 A numerical algorithm for a class of BSDEs via the branching process
by Henry-Labordère, Pierre & Tan, Xiaolu & Touzi, Nizar
- 1141-1169 Diffusions of multiplicative cascades
by Alberts, Tom & Rifkind, Ben
- 1170-1195 Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion
by Hu, Mingshang & Ji, Shaolin & Peng, Shige & Song, Yongsheng
2014, Volume 124, Issue 1
- 1-17 Invariance principles for generalized domains of semistable attraction
by Wang, Wensheng
- 18-50 Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
by Davis, Richard A. & Pfaffel, Oliver & Stelzer, Robert
- 51-80 Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient
by Guy, Romain & Larédo, Catherine & Vergu, Elisabeta
- 81-100 Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
by Kramkov, Dmitry & Predoiu, Silviu
- 101-122 On signed measure valued solutions of stochastic evolution equations
by Rémillard, Bruno & Vaillancourt, Jean
- 123-153 Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps
by Chen, Xin & Wang, Jian
- 154-198 Multi-dimensional smoothing transformations: Existence, regularity and stability of fixed points
by Bassetti, Federico & Matthes, Daniel
- 199-219 On a stochastic Leray-α model of Euler equations
by Barbato, David & Bessaih, Hakima & Ferrario, Benedetta
- 220-234 Harnack inequality on configuration spaces: The coupling approach and a unified treatment
by Deng, Chang-Song
- 235-267 Global uniform boundary Harnack principle with explicit decay rate and its application
by Kim, Panki & Song, Renming & Vondraček, Zoran
- 268-288 Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
by Comets, Francis & Falconnet, Mikael & Loukianov, Oleg & Loukianova, Dasha & Matias, Catherine
- 289-316 Backward stochastic differential equations associated to jump Markov processes and applications
by Confortola, Fulvia & Fuhrman, Marco
- 317-347 Upper escape rate of Markov chains on weighted graphs
by Huang, Xueping & Shiozawa, Yuichi
- 348-372 Asymptotic behavior of central order statistics from stationary processes
by Dembińska, Anna
- 373-384 On the characterisation of honest times that avoid all stopping times
by Kardaras, Constantinos
- 385-410 A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process
by Scalas, Enrico & Viles, Noèlia
- 411-439 The characteristic polynomial of a random permutation matrix at different points
by Dang, K. & Zeindler, D.
- 440-474 A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C1-domains
by Kim, Kyeong-Hun
- 475-504 Weak approximation of averaged diffusion processes
by Gobet, Emmanuel & Miri, Mohammed
- 505-521 A strong law of large numbers for super-stable processes
by Kouritzin, Michael A. & Ren, Yan-Xia
- 522-565 A mixed-step algorithm for the approximation of the stationary regime of a diffusion
by Pagès, Gilles & Panloup, Fabien
- 566-585 Loop-erased random walk on the Sierpinski gasket
by Hattori, Kumiko & Mizuno, Michiaki
- 586-612 Moment boundedness of linear stochastic delay differential equations with distributed delay
by Wang, Zhen & Li, Xiong & Lei, Jinzhi
- 613-638 Approximating Markov chains and V-geometric ergodicity via weak perturbation theory
by Hervé, Loïc & Ledoux, James
- 639-645 Almost sure explosion of solutions to stochastic differential equations
by Chow, Pao-Liu & Khasminskii, Rafail
- 646-677 A martingale decomposition for quadratic forms of Markov chains (with applications)
by Atchadé, Yves F. & Cattaneo, Matias D.
- 678-708 Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
by Lebovits, Joachim & Lévy Véhel, Jacques & Herbin, Erick
- 709-729 On the solution of general impulse control problems using superharmonic functions
by Christensen, Sören
- 730-758 Adaptive nonparametric estimation for Lévy processes observed at low frequency
by Kappus, Johanna
- 759-784 Backward stochastic differential equations driven by G-Brownian motion
by Hu, Mingshang & Ji, Shaolin & Peng, Shige & Song, Yongsheng
- 785-811 Stochastic variational inequalities with jumps
by Zălinescu, Adrian
- 812-847 On stochastic integration for volatility modulated Lévy-driven Volterra processes
by Barndorff-Nielsen, Ole E. & Benth, Fred Espen & Pedersen, Jan & Veraart, Almut E.D.
- 848-882 Spectral computations for birth and death chains
by Chen, Guan-Yu & Saloff-Coste, Laurent
- 883-914 Non-parametric adaptive estimation of the drift for a jump diffusion process
by Schmisser, Émeline
- 915-926 Infinitesimal generators of q-Meixner processes
by Bryc, Wlodzimierz & Wesołowski, Jacek
- 927-960 Weak solutions of backward stochastic differential equations with continuous generator
by Bouchemella, Nadira & Raynaud de Fitte, Paul
- 961-983 Zero-sum risk-sensitive stochastic games on a countable state space
by Basu, Arnab & Ghosh, Mrinal Kanti
2013, Volume 123, Issue 12
- 4129-4155 The reversibility and an SPDE for the generalized Fleming–Viot processes with mutation
by Li, Zenghu & Liu, Huili & Xiong, Jie & Zhou, Xiaowen
- 4156-4185 Phase transition in equilibrium fluctuations of symmetric slowed exclusion
by Franco, Tertuliano & Gonçalves, Patrícia & Neumann, Adriana
- 4186-4218 Fine Gaussian fluctuations on the Poisson space II: Rescaled kernels, marked processes and geometric U-statistics
by Lachièze-Rey, Raphaël & Peccati, Giovanni
- 4219-4255 The tug-of-war without noise and the infinity Laplacian in a wedge
by DeBlassie, Dante & Smits, Robert G.
- 4256-4293 Tempered stable distributions and processes
by Küchler, Uwe & Tappe, Stefan
- 4294-4336 Degenerate parabolic stochastic partial differential equations
by Hofmanová, Martina
- 4337-4372 One-dimensional stochastic differential equations with generalized and singular drift
by Blei, Stefan & Engelbert, Hans-Jürgen
- 4373-4406 Vector analysis for Dirichlet forms and quasilinear PDE and SPDE on metric measure spaces
by Hinz, Michael & Röckner, Michael & Teplyaev, Alexander
2013, Volume 123, Issue 9
- 3359-3377 A multiparameter Garsia–Rodemich–Rumsey inequality and some applications
by Hu, Yaozhong & Le, Khoa
- 3378-3429 Tail estimates for stochastic fixed point equations via nonlinear renewal theory
by Collamore, Jeffrey F. & Vidyashankar, Anand N.
- 3430-3465 Front progression in the East model
by Blondel, Oriane
- 3466-3496 Zero-range condensation at criticality
by Armendáriz, Inés & Grosskinsky, Stefan & Loulakis, Michail
- 3497-3517 The forest associated with the record process on a Lévy tree
by Abraham, Romain & Delmas, Jean-François
- 3518-3541 On asymptotics for Vaserstein coupling of Markov chains
by Butkovsky, O.A. & Veretennikov, A.Yu.
- 3542-3559 A note on the discrete Gaussian free field with disordered pinning on Zd, d≥2
by Coquille, L. & Miłoś, P.
- 3560-3587 Lower deviations of branching processes in random environment with geometrical offspring distributions
by Nakashima, Makoto
- 3588-3621 Subdiffusivity of random walk on the 2D invasion percolation cluster
by Damron, Michael & Hanson, Jack & Sosoe, Philippe
2013, Volume 123, Issue 8
- 2921-2939 A simple constructive approach to quadratic BSDEs with or without delay
by Briand, Philippe & Elie, Romuald
- 2940-2956 Linear-fractional branching processes with countably many types
by Sagitov, Serik
- 2957-2982 Diffusion approximation for signaling stochastic networks
by Leite, Saul C. & Fragoso, Marcelo D.
- 2983-2998 Exact asymptotics and limit theorems for supremum of stationary χ-processes over a random interval
by Tan, Zhongquan & Hashorva, Enkelejd
- 2999-3026 Two Brownian particles with rank-based characteristics and skew-elastic collisions
by Fernholz, E. Robert & Ichiba, Tomoyuki & Karatzas, Ioannis
- 3027-3051 Potential analysis for positive recurrent Markov chains with asymptotically zero drift: Power-type asymptotics
by Denisov, Denis & Korshunov, Dmitry & Wachtel, Vitali
- 3052-3063 Exit times for multivariate autoregressive processes
by Jung, Brita
- 3064-3099 The quasiderivative method for derivative estimates of solutions to degenerate elliptic equations
by Zhou, Wei
- 3100-3121 Constructing sublinear expectations on path space
by Nutz, Marcel & van Handel, Ramon
- 3122-3131 Weak convergence of subordinators to extremal processes
by Kella, Offer & Löpker, Andreas
- 3132-3152 The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges
by Miyabe, Kenshi & Takemura, Akimichi
- 3153-3182 Waiting times for particles in a branching Brownian motion to reach the rightmost position
by Chen, Xinxin
- 3183-3200 An Itô formula for a family of stochastic integrals and related Wong–Zakai theorems
by Da Pelo, Paolo & Lanconelli, Alberto & Stan, Aurel I.
- 3201-3238 Optimal stopping for partially observed piecewise-deterministic Markov processes
by Brandejsky, Adrien & de Saporta, Benoîte & Dufour, François
- 3239-3272 Stochastic Burgers PDEs with random coefficients and a generalization of the Cole–Hopf transformation
by Englezos, Nikolaos & Frangos, Nikolaos E. & Kartala, Xanthi-Isidora & Yannacopoulos, Athanasios N.
- 3273-3298 On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
by Krylov, N.V.
- 3299-3327 Large deviation principles for the stochastic quasi-geostrophic equations
by Liu, Wei & Röckner, Michael & Zhu, Xiang-Chan
- 3328-3357 BSDEs with jumps, optimization and applications to dynamic risk measures
by Quenez, Marie-Claire & Sulem, Agnès
2013, Volume 123, Issue 7
- 2475-2499 Some limit theorems for Hawkes processes and application to financial statistics
by Bacry, E. & Delattre, S. & Hoffmann, M. & Muzy, J.F.
- 2500-2521 An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
by Clément, Emmanuelle & Delattre, Sylvain & Gloter, Arnaud
- 2522-2551 Nonparametric estimation for stochastic differential equations with random effects
by Comte, F. & Genon-Catalot, V. & Samson, A.
- 2552-2574 Asymptotic theory for Brownian semi-stationary processes with application to turbulence
by Corcuera, José Manuel & Hedevang, Emil & Pakkanen, Mikko S. & Podolskij, Mark
- 2575-2602 Measures of serial extremal dependence and their estimation
by Davis, Richard A. & Mikosch, Thomas & Zhao, Yuwei
- 2603-2619 Estimating the efficient price from the order flow: A Brownian Cox process approach
by Delattre, Sylvain & Robert, Christian Y. & Rosenbaum, Mathieu
- 2620-2647 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
by Douc, R. & Doukhan, P. & Moulines, E.
- 2648-2677 Optimally thresholded realized power variations for Lévy jump diffusion models
by Figueroa-López, José E. & Nisen, Jeffrey
- 2678-2695 Factor models in high-dimensional time series—A time-domain approach
by Hallin, Marc & Lippi, Marco
- 2696-2727 Volatility inference in the presence of both endogenous time and microstructure noise
by Li, Yingying & Zhang, Zhiyuan & Zheng, Xinghua
- 2728-2751 Measuring the relevance of the microstructure noise in financial data
by Mancini, Cecilia
- 2752-2778 Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
by Masuda, Hiroki
- 2779-2807 Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series
by Panaretos, Victor M. & Tavakoli, Shahin
- 2808-2828 Testing the characteristics of a Lévy process
by Reiß, Markus
- 2829-2850 Power variation from second order differences for pure jump semimartingales
by Todorov, Viktor
- 2851-2876 Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
by Uchida, Masayuki & Yoshida, Nakahiro
- 2877-2898 Estimation in the presence of many nuisance parameters: Composite likelihood and plug-in likelihood
by Wu, Billy & Yao, Qiwei & Zhu, Shiwu
- 2899-2920 Asymptotic theory for maximum deviations of sample covariance matrix estimates
by Xiao, Han & Wu, Wei Biao
2013, Volume 123, Issue 6
- 1871-1890 Characterization of the finite variation property for a class of stationary increment infinitely divisible processes
by Basse-O’Connor, Andreas & Rosiński, Jan
- 1891-1921 Excursions and path functionals for stochastic processes with asymptotically zero drifts
by Hryniv, Ostap & Menshikov, Mikhail V. & Wade, Andrew R.
- 1922-1946 A Darling–Erdös type result for stationary ellipsoids
by Jirak, Moritz
- 1947-1986 Heavy tailed solutions of multivariate smoothing transforms
by Buraczewski, Dariusz & Damek, Ewa & Mentemeier, Sebastian & Mirek, Mariusz
- 1987-2010 Functional limit theorems for renewal shot noise processes with increasing response functions
by Iksanov, Alexander
- 2011-2053 Continuous time trading of a small investor in a limit order market
by Kühn, Christoph & Stroh, Maximilian
- 2054-2083 Change of measure in the lookdown particle system
by Hénard, Olivier
- 2084-2109 Small noise asymptotic expansions for stochastic PDE’s driven by dissipative nonlinearity and Lévy noise
by Albeverio, Sergio & Mastrogiacomo, Elisa & Smii, Boubaker
- 2110-2157 Extension to infinite dimensions of a stochastic second-order model associated with shape splines
by Vialard, François-Xavier
- 2158-2174 On the rate of convergence for central limit theorems of sojourn times of Gaussian fields
by Pham, Viet-Hung
- 2175-2227 On finite capacity queues with time dependent arrival rates
by Tan, Xiaoqian & Knessl, Charles & Yang, Yongzhi (Peter)
- 2228-2271 SPDEs with polynomial growth coefficients and the Malliavin calculus method
by Zhang, Qi & Zhao, Huaizhong
- 2272-2285 Stationarity of multivariate particle systems
by Molchanov, Ilya & Stucki, Kaspar
- 2286-2302 Strong approximations for nonconventional sums and almost sure limit theorems
by Kifer, Yuri
- 2303-2322 Non-commutative stochastic distributions and applications to linear systems theory
by Alpay, Daniel & Salomon, Guy
- 2323-2339 Block sampling under strong dependence
by Zhang, Ting & Ho, Hwai-Chung & Wendler, Martin & Wu, Wei Biao
- 2340-2352 Large deviations for optimal filtering with fractional Brownian motion
by Maroulas, Vasileios & Xiong, Jie
- 2353-2369 Random variables as pathwise integrals with respect to fractional Brownian motion
by Mishura, Yuliya & Shevchenko, Georgiy & Valkeila, Esko
- 2370-2397 Muller’s ratchet clicks in finite time
by Audiffren, Julien & Pardoux, Etienne
- 2398-2418 Large deviations and related problems for absorbing Markov chains
by Chen, Jinwen & Deng, Xiaoxue
- 2419-2445 Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices
by Kang, Chulmin & Kang, Wanmo
- 2446-2471 Overlaps and pathwise localization in the Anderson polymer model
by Comets, Francis & Cranston, Michael
2013, Volume 123, Issue 5
- 1521-1545 Second order backward stochastic differential equations under a monotonicity condition
by Possamaï, Dylan
- 1546-1562 Asymptotic normality of the principal components of functional time series
by Kokoszka, Piotr & Reimherr, Matthew
- 1563-1587 Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations
by Barth, Andrea & Lang, Annika
- 1588-1615 Coupling and strong Feller for jump processes on Banach spaces
by Wang, Feng-Yu & Wang, Jian
- 1616-1637 Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations
by Du, Kai & Zhang, Qi
- 1638-1670 The set-indexed Lévy process: Stationarity, Markov and sample paths properties
by Herbin, Erick & Merzbach, Ely
- 1671-1690 Stability of exponential utility maximization with respect to market perturbations
by Bayraktar, Erhan & Kravitz, Ross
- 1691-1715 On the length of an external branch in the Beta-coalescent
by Dhersin, Jean-Stéphane & Freund, Fabian & Siri-Jégousse, Arno & Yuan, Linglong
- 1716-1728 Estimates for the density of functionals of SDEs with irregular drift
by Kohatsu-Higa, Arturo & Makhlouf, Azmi
- 1729-1749 Characterization of infinite divisibility by duality formulas. Application to Lévy processes and random measures
by Murr, Rüdiger
- 1750-1764 Random walks in random environments without ellipticity
by Lenci, Marco
- 1765-1779 Self-dual continuous processes
by Rheinländer, Thorsten & Schmutz, Michael
- 1780-1801 Self-stabilizing processes in multi-wells landscape in Rd-convergence
by Tugaut, Julian
- 1802-1819 Lebesgue approximation of (2,β)-superprocesses
by He, Xin
- 1820-1850 First passage times for subordinate Brownian motions
by Kwaśnicki, Mateusz & Małecki, Jacek & Ryznar, Michał
- 1851-1870 Backward uniqueness and the existence of the spectral limit for linear parabolic SPDEs
by Brzeźniak, Zdzisław & Neklyudov, Misha
2013, Volume 123, Issue 4
- 1183-1212 Law of large numbers for super-Brownian motions with a single point source
by Grummt, Robert & Kolb, Martin
- 1213-1228 Derivative formulas and gradient estimates for SDEs driven by α-stable processes
by Zhang, Xicheng
- 1229-1275 Fluctuations in an evolutional model of two-dimensional Young diagrams
by Funaki, Tadahisa & Sasada, Makiko & Sauer, Martin & Xie, Bin
- 1276-1300 Long-time behavior of stable-like processes
by Sandrić, Nikola
- 1301-1318 Girsanov’s formula for G-Brownian motion
by Osuka, Emi
- 1319-1347 A fractional credit model with long range dependent default rate
by Biagini, Francesca & Fink, Holger & Klüppelberg, Claudia
- 1348-1367 Quenched central limit theorems for random walks in random scenery
by Guillotin-Plantard, Nadine & Poisat, Julien
- 1368-1414 Splitting trees with neutral Poissonian mutations II: Largest and oldest families
by Champagnat, Nicolas & Lambert, Amaury
- 1415-1453 Advanced MCMC methods for sampling on diffusion pathspace
by Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik
- 1454-1471 Marginal densities of the “true” self-repelling motion
by Dumaz, Laure & Tóth, Bálint
- 1472-1520 A mean-reverting SDE on correlation matrices
by Ahdida, Abdelkoddousse & Alfonsi, Aurélien
2013, Volume 123, Issue 3
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