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Content
2015, Volume 125, Issue 12
- 4375-4404 Wong–Zakai approximations of backward doubly stochastic differential equations
by Hu, Ying & Matoussi, Anis & Zhang, Tusheng
- 4405-4454 Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals
by Lin, Qian
- 4455-4472 Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
by Ibragimov, I.A. & Smorodina, N.V. & Faddeev, M.M.
- 4473-4488 Construction and characterization of stationary and mass-stationary random measures on Rd
by Last, Günter & Thorisson, Hermann
- 4489-4542 Doubly reflected BSDEs with integrable parameters and related Dynkin games
by Bayraktar, Erhan & Yao, Song
- 4543-4555 Robust superhedging with jumps and diffusion
by Nutz, Marcel
- 4556-4600 Functional stable limit theorems for quasi-efficient spectral covolatility estimators
by Altmeyer, Randolf & Bibinger, Markus
- 4601-4631 Root’s barrier, viscosity solutions of obstacle problems and reflected FBSDEs
by Gassiat, Paul & Oberhauser, Harald & dos Reis, Gonçalo
- 4632-4673 Entropic repulsion of Gaussian free field on high-dimensional Sierpinski carpet graphs
by Chen, Joe P. & Ugurcan, Baris Evren
- 4674-4701 The uniqueness of signature problem in the non-Markov setting
by Boedihardjo, H. & Geng, X.
2015, Volume 125, Issue 11
- 4021-4038 Limit theorems and governing equations for Lévy walks
by Magdziarz, M. & Scheffler, H.P. & Straka, P. & Zebrowski, P.
- 4039-4065 Extremes of vector-valued Gaussian processes: Exact asymptotics
by Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil
- 4066-4101 A multi-step Richardson–Romberg extrapolation method for stochastic approximation
by Frikha, N. & Huang, L.
- 4102-4116 Factorization formulas for 2D critical percolation, revisited
by Conijn, R.P.
- 4117-4141 On the 1H-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H<12
by Essaky, El Hassan & Nualart, David
- 4142-4153 Simple examples of pure-jump strict local martingales
by Keller-Ressel, Martin
- 4154-4177 Asymptotic structure and singularities in constrained directed graphs
by Aristoff, David & Zhu, Lingjiong
- 4178-4203 Spinning Brownian motion
by Duarte, Mauricio A.
- 4204-4241 Reflected BSDEs on filtered probability spaces
by Klimsiak, Tomasz
- 4242-4271 Martingale representation property in progressively enlarged filtrations
by Jeanblanc, Monique & Song, Shiqi
- 4272-4299 Max-stable processes and stationary systems of Lévy particles
by Engelke, Sebastian & Kabluchko, Zakhar
- 4300-4320 Convex hulls of random walks and their scaling limits
by Wade, Andrew R. & Xu, Chang
- 4321-4350 On the number of large triangles in the Brownian triangulation and fragmentation processes
by Shi, Quan
2015, Volume 125, Issue 10
- 3657-3662 The uniform integrability of martingales. On a question by Alexander Cherny
by Ruf, Johannes
- 3663-3690 On matching diffusions, Laplace transforms and partial differential equations
by Jakubowski, Jacek & Wiśniewolski, Maciej
- 3691-3724 Convergence of trimmed Lévy processes to trimmed stable random variables at 0
by Fan, Yuguang
- 3725-3747 Multi-scaling of moments in stochastic volatility models
by Dai Pra, P. & Pigato, P.
- 3748-3784 On degenerate linear stochastic evolution equations driven by jump processes
by Leahy, James-Michael & Mikulevičius, Remigijus
- 3785-3800 Asymptotic properties of stochastic Cahn–Hilliard equation with singular nonlinearity and degenerate noise
by Goudenège, Ludovic & Manca, Luigi
- 3801-3822 Infinite-dimensional stochastic differential equations related to Bessel random point fields
by Honda, Ryuichi & Osada, Hirofumi
- 3823-3850 Some sample path properties of multifractional Brownian motion
by Balança, Paul
- 3851-3878 On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
by Deng, Chang-Song & Schilling, René L.
- 3879-3892 Phase transition for the dilute clock model
by Armendáriz, Inés & Ferrari, Pablo A. & Soprano-Loto, Nahuel
- 3893-3931 Martingale optimal transport in the Skorokhod space
by Dolinsky, Yan & Soner, H. Mete
- 3932-3957 Markov chain approximations to scale functions of Lévy processes
by Mijatović, Aleksandar & Vidmar, Matija & Jacka, Saul
- 3958-4019 Maximal displacement of a branching random walk in time-inhomogeneous environment
by Mallein, Bastien
2015, Volume 125, Issue 9
- 3301-3326 Space–time fractional stochastic partial differential equations
by Mijena, Jebessa B. & Nane, Erkan
- 3327-3354 Well-posedness of mean-field type forward–backward stochastic differential equations
by Bensoussan, A. & Yam, S.C.P. & Zhang, Z.
- 3355-3372 Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
by Mytnik, Leonid & Neuman, Eyal
- 3373-3400 Superdiffusive and subdiffusive exceptional times in the dynamical discrete web
by Jenkins, Dan
- 3401-3429 Moment bounds for dependent sequences in smooth Banach spaces
by Dedecker, J. & Merlevède, F.
- 3430-3457 Zonal polynomials and a multidimensional quantum Bessel process
by Matysiak, Wojciech & Świeca, Marcin
- 3458-3483 Markovianity of the invariant distribution of probabilistic cellular automata on the line
by Casse, Jérôme & Marckert, Jean-François
- 3484-3521 Quantile estimation for Lévy measures
by Trabs, Mathias
- 3522-3540 Variance reduction for diffusions
by Hwang, Chii-Ruey & Normand, Raoul & Wu, Sheng-Jhih
- 3541-3569 A moment problem for random discrete measures
by Kondratiev, Yuri G. & Kuna, Tobias & Lytvynov, Eugene
- 3570-3595 Reflected rough differential equations
by Aida, Shigeki
- 3596-3622 Optimal online selection of a monotone subsequence: a central limit theorem
by Arlotto, Alessandro & Nguyen, Vinh V. & Steele, J. Michael
- 3623-3635 Convergence of switching diffusions
by Christensen, Sören & Irle, Albrecht
- 3636-3656 Hypercontractivity for functional stochastic differential equations
by Bao, Jianhai & Wang, Feng-Yu & Yuan, Chenggui
2015, Volume 125, Issue 8
- 2895-2909 Minimal supersolutions of BSDEs under volatility uncertainty
by Drapeau, Samuel & Heyne, Gregor & Kupper, Michael
- 2910-2936 Microstructure noise in the continuous case: Approximate efficiency of the adaptive pre-averaging method
by Jacod, Jean & Mykland, Per A.
- 2937-2954 Buffer-overflows: Joint limit laws of undershoots and overshoots of reflected processes
by Mijatović, Aleksandar & Pistorius, Martijn
- 2955-2988 Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data
by Reiß, Markus & Todorov, Viktor & Tauchen, George
- 2989-3022 A generalised Itō formula for Lévy-driven Volterra processes
by Bender, Christian & Knobloch, Robert & Oberacker, Philip
- 3023-3052 BSDEs of counterparty risk
by Crépey, Stéphane & Song, Shiqi
- 3053-3074 Convergence of generalized urn models to non-equilibrium attractors
by Faure, Mathieu & Schreiber, Sebastian J.
- 3075-3103 The scaling limits of the non critical strip wetting model
by Sohier, Julien
- 3104-3125 Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching
by Mei, Hongwei & Yin, George
- 3126-3169 The integrated periodogram of a dependent extremal event sequence
by Mikosch, Thomas & Zhao, Yuwei
- 3170-3195 Multivalued backward stochastic differential equations with oblique subgradients
by Gassous, Anouar M. & Răşcanu, Aurel & Rotenstein, Eduard
- 3196-3233 Asymptotic properties of estimators in a stable Cox–Ingersoll–Ross model
by Li, Zenghu & Ma, Chunhua
- 3234-3254 A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes
by Kleinert, Florian & van Schaik, Kees
- 3255-3279 Strong convergence in averaging principle for stochastic hyperbolic–parabolic equations with two time-scales
by Fu, Hongbo & Wan, Li & Liu, Jicheng
- 3280-3300 On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale
by Cox, Alexander M.G. & Obłój, Jan
2015, Volume 125, Issue 7
- 2493-2515 Optimal liquidity provision
by Kühn, Christoph & Muhle-Karbe, Johannes
- 2516-2561 Forward–backward stochastic differential systems associated to Navier–Stokes equations in the whole space
by Delbaen, Freddy & Qiu, Jinniao & Tang, Shanjian
- 2562-2602 Sharp adaptive drift estimation for ergodic diffusions: The multivariate case
by Strauch, Claudia
- 2603-2642 Heat kernel estimates for Δ+Δα/2 under gradient perturbation
by Chen, Zhen-Qing & Hu, Eryan
- 2643-2673 Generalised particle filters with Gaussian mixtures
by Crisan, D. & Li, K.
- 2674-2699 A phase transition for q-TASEP with a few slower particles
by Barraquand, Guillaume
- 2700-2726 On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
by Banna, Marwa & Merlevède, Florence & Peligrad, Magda
- 2727-2751 Optimality of doubly reflected Lévy processes in singular control
by Baurdoux, Erik J. & Yamazaki, Kazutoshi
- 2752-2785 Stochastic acceleration in a random time-dependent potential
by Soret, E. & De Bièvre, S.
- 2786-2819 Flows, currents, and cycles for Markov chains: Large deviation asymptotics
by Bertini, Lorenzo & Faggionato, Alessandra & Gabrielli, Davide
- 2820-2855 Pathwise Taylor expansions for random fields on multiple dimensional paths
by Buckdahn, Rainer & Ma, Jin & Zhang, Jianfeng
- 2856-2894 Mean field games via controlled martingale problems: Existence of Markovian equilibria
by Lacker, Daniel
2015, Volume 125, Issue 6
- 2147-2189 Stochastic quadratic BSDE with two RCLL obstacles
by Essaky, E.H. & Hassani, M. & Ouknine, Y.
- 2190-2205 An invariance principle under the total variation distance
by Nourdin, Ivan & Poly, Guillaume
- 2206-2255 A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations
by Chaudru de Raynal, P.E. & Garcia Trillos, C.A.
- 2256-2271 Scaling transition for long-range dependent Gaussian random fields
by Puplinskaitė, Donata & Surgailis, Donatas
- 2272-2294 Quadratic g-convexity, C-convexity and their relationships
by Jia, Guangyan & Zhang, Na
- 2295-2315 A probabilistic method for gradient estimates of some geometric flows
by Chen, Xin & Cheng, Li-Juan & Mao, Jing
- 2316-2352 Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes
by Clément, Emmanuelle & Gloter, Arnaud
- 2353-2382 Matrix normalized convergence of a Lévy process to normality at zero
by Maller, Ross A. & Mason, David M.
- 2383-2404 Thick points for a Gaussian Free Field in 4 dimensions
by Cipriani, Alessandra & Hazra, Rajat Subhra
- 2405-2426 Inviscid limit for 2D stochastic Navier–Stokes equations
by Cipriano, Fernanda & Torrecilla, Iván
- 2427-2450 A class of non-ergodic probabilistic cellular automata with unique invariant measure and quasi-periodic orbit
by Jahnel, Benedikt & Külske, Christof
- 2451-2492 Particle systems with a singular mean-field self-excitation. Application to neuronal networks
by Delarue, F. & Inglis, J. & Rubenthaler, S. & Tanré, E.
2015, Volume 125, Issue 5
- 1715-1755 Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema
by Tadić, Vladislav B.
- 1756-1798 Comparison theorems for some backward stochastic Volterra integral equations
by Wang, Tianxiao & Yong, Jiongmin
- 1799-1820 Decomposable stationary distribution of a multidimensional SRBM
by Dai, J.G. & Miyazawa, Masakiyo & Wu, Jian
- 1821-1860 Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions
by Madec, P.Y.
- 1861-1885 Branching processes for the fragmentation equation
by Beznea, Lucian & Deaconu, Madalina & Lupaşcu, Oana
- 1886-1910 Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem
by Vysotsky, Vladislav
- 1911-1925 On the multi-dimensional skew Brownian motion
by Atar, Rami & Budhiraja, Amarjit
- 1926-1944 Homogenization of random parabolic operators. Diffusion approximation
by Kleptsyna, M. & Piatnitski, A. & Popier, A.
- 1945-1979 A Bismut–Elworthy formula for quadratic BSDEs
by Masiero, Federica
- 1980-2009 Functional limit theorems for the Bouchaud trap model with slowly varying traps
by Croydon, David & Muirhead, Stephen
- 2010-2025 Laws relating runs and steps in gambler’s ruin
by Morrow, Gregory J.
- 2026-2053 Convergence of long-memory discrete kth order Volterra processes
by Bai, Shuyang & Taqqu, Murad S.
- 2054-2095 An eco-evolutionary approach of adaptation and recombination in a large population of varying size
by Smadi, Charline
- 2096-2145 Growth rates of the population in a branching Brownian motion with an inhomogeneous breeding potential
by Berestycki, Julien & Brunet, Éric & Harris, John W. & Harris, Simon C. & Roberts, Matthew I.
2015, Volume 125, Issue 4
- 1195-1217 High-frequency asymptotics for path-dependent functionals of Itô semimartingales
by Duembgen, Moritz & Podolskij, Mark
- 1218-1243 A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes
by Bercu, Bernard & Blandin, Vassili
- 1244-1281 Integrated density of states for Poisson–Schrödinger perturbations of subordinate Brownian motions on the Sierpiński gasket
by Kaleta, Kamil & Pietruska-Pałuba, Katarzyna
- 1282-1306 MRL order, log-concavity and an application to peacocks
by Bogso, Antoine Marie
- 1307-1322 Intensity process for a pure jump Lévy structural model with incomplete information
by Dong, Xin & Zheng, Harry
- 1323-1351 The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims
by Goutte, Stéphane & Ngoupeyou, Armand
- 1352-1367 Strict local martingales with jumps
by Protter, Philip
- 1368-1393 One-point reflection
by Chen, Zhen-Qing & Fukushima, Masatoshi
- 1394-1425 A fractional Brownian field indexed by L2 and a varying Hurst parameter
by Richard, Alexandre
- 1426-1469 Superposition of COGARCH processes
by Behme, Anita & Chong, Carsten & Klüppelberg, Claudia
- 1470-1499 Fractional time stochastic partial differential equations
by Chen, Zhen-Qing & Kim, Kyeong-Hun & Kim, Panki
- 1500-1540 Time homogeneous diffusion with drift and killing to meet a given marginal
by Noble, John M.
- 1541-1568 The Hausdorff spectrum of a class of multifractal processes
by Decrouez, Geoffrey & Hambly, Ben & Jones, Owen Dafydd
- 1569-1604 Pruning of CRT-sub-trees
by Abraham, Romain & Delmas, Jean-François & He, Hui
- 1605-1628 Moment bounds and asymptotics for the stochastic wave equation
by Chen, Le & Dalang, Robert C.
- 1629-1652 Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
by Avram, Florin & Leonenko, Nikolai & Sakhno, Ludmila
- 1653-1687 Speed of convergence for laws of rare events and escape rates
by Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike
- 1688-1713 Two-sided bounds for Lp-norms of combinations of products of independent random variables
by Damek, Ewa & Latała, Rafał & Nayar, Piotr & Tkocz, Tomasz
2015, Volume 125, Issue 3
- 819-866 Hypothesis testing for stochastic PDEs driven by additive noise
by Cialenco, Igor & Xu, Liaosha
- 867-885 Derivative formulae for SDEs driven by multiplicative α-stable-like processes
by Wang, Linlin & Xie, Longjie & Zhang, Xicheng
- 886-917 A predator–prey SIR type dynamics on large complete graphs with three phase transitions
by Kortchemski, Igor
- 918-940 Hitting properties and non-uniqueness for SDEs driven by stable processes
by Berestycki, J. & Döring, L. & Mytnik, L. & Zambotti, L.
- 941-969 Dualities in population genetics: A fresh look with new dualities
by Carinci, Gioia & Giardinà, Cristian & Giberti, Claudio & Redig, Frank
- 970-993 Large deviation principle for some measure-valued processes
by Fatheddin, Parisa & Xiong, Jie
- 994-1008 A decomposition for additive functionals of Lévy processes
by Valverde, Luis Acuña
- 1009-1031 Asymptotic expansions for SDE’s with small multiplicative noise
by Albeverio, Sergio & Smii, Boubaker
- 1032-1057 Randomly trapped random walks on Zd
by Černý, Jiří & Wassmer, Tobias
- 1058-1088 A topology for limits of Markov chains
by Landim, C.
- 1089-1126 The Λ-lookdown model with selection
by Bah, B. & Pardoux, E.
- 1127-1147 Linear Multifractional Stable Motion: Representation via Haar basis
by Hamonier, Julien
- 1148-1194 Brownian net with killing
by Newman, C.M. & Ravishankar, K. & Schertzer, E.
2015, Volume 125, Issue 2
- 401-427 Energy of taut strings accompanying Wiener process
by Lifshits, Mikhail & Setterqvist, Eric
- 428-457 Central limit theorems for supercritical superprocesses
by Ren, Yan-Xia & Song, Renming & Zhang, Rui
- 458-481 Extreme slowdowns for one-dimensional excited random walks
by Peterson, Jonathon
- 482-512 On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
by Zhang, Rong-Mao & Sin, Chor-yiu (CY) & Ling, Shiqing
- 513-537 Sharpness versus robustness of the percolation transition in 2d contact processes
by van den Berg, J. & Björnberg, J.E. & Heydenreich, M.
- 538-551 On the local fluctuations of last-passage percolation models
by Cator, Eric & Pimentel, Leandro P.R.
- 552-570 Conformal restriction: The radial case
by Wu, Hao
- 571-596 Reflected BSDEs in time-dependent convex regions
by Klimsiak, Tomasz & Rozkosz, Andrzej & Słomiński, Leszek
- 597-633 Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
by Choukroun, Sébastien & Cosso, Andrea & Pham, Huyên
- 634-652 Varadhan estimates for rough differential equations driven by fractional Brownian motions
by Baudoin, Fabrice & Ouyang, Cheng & Zhang, Xuejing
- 653-677 On non-standard limits of Brownian semi-stationary processes
by Gärtner, Kerstin & Podolskij, Mark
- 678-707 Analytical pricing of American Put options on a Zero Coupon Bond in the Heath–Jarrow–Morton model
by Chiarolla, Maria B. & De Angelis, Tiziano
- 708-738 Rate of convergence in the law of large numbers for supercritical general multi-type branching processes
by Iksanov, Alexander & Meiners, Matthias
- 739-758 Ergodicity of regime-switching diffusions in Wasserstein distances
by Shao, Jinghai
- 759-779 On reflected Stratonovich stochastic differential equations
by Słomiński, Leszek
- 780-796 Extremal behavior of squared Bessel processes attracted by the Brown–Resnick process
by Das, Bikramjit & Engelke, Sebastian & Hashorva, Enkelejd
- 797-818 High order heat-type equations and random walks on the complex plane
by Bonaccorsi, Stefano & Mazzucchi, Sonia
2015, Volume 125, Issue 1
- 1-38 Games of singular control and stopping driven by spectrally one-sided Lévy processes
by Hernández-Hernández, Daniel & Yamazaki, Kazutoshi
- 39-59 Derandomization in game-theoretic probability
by Miyabe, Kenshi & Takemura, Akimichi
- 60-90 Deviation inequalities for separately Lipschitz functionals of iterated random functions
by Dedecker, Jérôme & Fan, Xiequan
- 91-115 Homogenization of parabolic equations with large time-dependent random potential
by Gu, Yu & Bal, Guillaume
- 116-160 Fourier transform methods for pathwise covariance estimation in the presence of jumps
by Cuchiero, Christa & Teichmann, Josef
- 161-181 A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
by Diehl, Joscha & Oberhauser, Harald & Riedel, Sebastian
- 182-216 Nourdin–Peccati analysis on Wiener and Wiener–Poisson space for general distributions
by Eden, Richard & Víquez, Juan
- 217-232 Maximums on trees
by Jelenković, Predrag R. & Olvera-Cravioto, Mariana
- 233-253 Nonparametric estimation of the service time distribution in the discrete-time GI/G/∞ queue with partial information
by Schweer, Sebastian & Wichelhaus, Cornelia
- 254-271 Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
by Krylov, N.V.
- 272-293 The distribution of the quasispecies for the Wright–Fisher model on the sharp peak landscape
by Dalmau, Joseba
- 294-326 Robust model selection for a semimartingale continuous time regression from discrete data
by Victor, Konev & Serguei, Pergamenchtchikov
- 327-342 Continuous-time limit of repeated interactions for a system in a confining potential
by Deschamps, Julien
- 343-361 Quadratic covariation estimates in non-smooth stochastic calculus
by Almada Monter, Sergio Angel
- 362-370 Phase transition for finite-speed detection among moving particles
by Sidoravicius, Vladas & Stauffer, Alexandre
- 371-400 Gibbs-non-Gibbs dynamical transitions for mean-field interacting Brownian motions
by den Hollander, F. & Redig, F. & van Zuijlen, W.
2014, Volume 124, Issue 12
- 3887-3920 Infinite horizon stopping problems with (nearly) total reward criteria
by Palczewski, Jan & Stettner, Łukasz
- 3921-3947 Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations
by Wu, Zhen & Yu, Zhiyong
- 3948-3964 Probabilistic approach for semi-linear stochastic fractal equations
by Xie, Yingchao & Zhang, Qi & Zhang, Xicheng
- 3965-3985 Resolvent metric and the heat kernel estimate for random walks
by Telcs, András & Vespri, Vincenzo
- 3986-4011 A class of asymptotically self-similar stable processes with stationary increments
by Can, Sami Umut
- 4012-4029 An invariance principle for stationary random fields under Hannan’s condition
by Volný, Dalibor & Wang, Yizao
- 4030-4049 New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
by Lan, Guangqiang & Wu, Jiang-Lun
- 4050-4079 Optimal expulsion and optimal confinement of a Brownian particle with a switching cost
by Dalang, Robert C. & Vinckenbosch, Laura
- 4080-4119 A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis
by De Angelis, Tiziano & Ferrari, Giorgio
- 4120-4148 The coalescent point process of multi-type branching trees
by Popovic, Lea & Rivas, Mariolys
- 4149-4170 Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition
by Travers, Nicholas F.
- 4171-4181 Embedding binary sequences into Bernoulli site percolation on Z3
by Hilário, M.R. & de Lima, B.N.B. & Nolin, P. & Sidoravicius, V.
- 4182-4201 On the hitting times of continuous-state branching processes with immigration
by Duhalde, Xan & Foucart, Clément & Ma, Chunhua
- 4202-4223 Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
by Chabriac, Claudie & Lagnoux, Agnès & Mercier, Sabine & Vallois, Pierre
- 4224-4243 On the independence of the value function for stochastic differential games of the probability space
by Krylov, N.V.
- 4244-4265 Robustness of exponential dichotomies in mean
by Barreira, Luis & Valls, Claudia
- 4266-4282 On the eigenvalue process of a matrix fractional Brownian motion
by Nualart, David & Pérez-Abreu, Victor
2014, Volume 124, Issue 11
- 3507-3534 Cylindrical fractional Brownian motion in Banach spaces
by Issoglio, E. & Riedle, M.
- 3535-3552 A stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric
by Guo, Hongxin & Philipowski, Robert & Thalmaier, Anton
- 3553-3577 Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions
by Böinghoff, Christian
- 3578-3611 Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models
by Richter, Anja
- 3612-3650 Dirichlet heat kernel for unimodal Lévy processes
by Bogdan, Krzysztof & Grzywny, Tomasz & Ryznar, Michał
- 3651-3660 A conditionally sure ergodic theorem with an application to percolation
by Keane, Michael & Takei, Masato
- 3661-3697 Escape times for branching processes with random mutational fitness effects
by Foo, Jasmine & Leder, Kevin & Zhu, Junfeng
- 3698-3723 Front velocity and directed polymers in random medium
by Cortines, Aser
- 3724-3768 Determinantal martingales and noncolliding diffusion processes
by Katori, Makoto
- 3769-3781 A strictly stationary β-mixing process satisfying the central limit theorem but not the weak invariance principle
by Giraudo, Davide & Volný, Dalibor
- 3782-3806 Central limit theorem for functionals of two independent fractional Brownian motions
by Nualart, David & Xu, Fangjun
- 3807-3818 Singularity of full scaling limits of planar nearcritical percolation
by Aumann, Simon
- 3819-3845 Measurability of semimartingale characteristics with respect to the probability law
by Neufeld, Ariel & Nutz, Marcel
- 3846-3868 On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
by Jung, Paul & Markowsky, Greg
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