Masuda, Hiroki Erratum to: “Ergodicity and exponential \(\beta \)-mixing bound for multidimensional diffusions with jumps”. (English) Zbl 1158.60368 Stochastic Processes Appl. 119, No. 2, 676-678 (2009). MSC: 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Yi; Shen, Xinmei; Weng, Chengguo Approximation of the tail probability of randomly weighted sums and applications. (English) Zbl 1271.62030 Stochastic Processes Appl. 119, No. 2, 655-675 (2009). MSC: 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Bion-Nadal, Jocelyne Time consistent dynamic risk processes. (English) Zbl 1156.91359 Stochastic Processes Appl. 119, No. 2, 633-654 (2009). MSC: 91B28 91B30 91B70 60G17 60G44 46A20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kulik, Alexey M. Exponential ergodicity of the solutions to SDE’s with a jump noise. (English) Zbl 1169.60012 Stochastic Processes Appl. 119, No. 2, 602-632 (2009). Reviewer: Makiko Nisio (Kobe) MSC: 60H10 60J70 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dimitroff, G.; Scheutzow, M. Dispersion of volume under the action of isotropic Brownian flows. (English) Zbl 1169.60311 Stochastic Processes Appl. 119, No. 2, 588-601 (2009). MSC: 60F05 60G15 60G60 62H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dean, Thomas; Dupuis, Paul Splitting for rare event simulation: A large deviation approach to design and analysis. (English) Zbl 1157.60019 Stochastic Processes Appl. 119, No. 2, 562-587 (2009). MSC: 60F10 65C05 60J85 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ghosh, Souvik; Samorodnitsky, Gennady The effect of memory on functional large deviations of infinite moving average processes. (English) Zbl 1157.60021 Stochastic Processes Appl. 119, No. 2, 534-561 (2009). MSC: 60F10 60G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Demni, N.; Zani, M. Large deviations for statistics of the Jacobi process. (English) Zbl 1158.60008 Stochastic Processes Appl. 119, No. 2, 518-533 (2009). MSC: 60F10 60G05 33C45 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Sezer, Ali Devin Importance sampling for a Markov modulated queuing network. (English) Zbl 1157.60345 Stochastic Processes Appl. 119, No. 2, 491-517 (2009). MSC: 60K25 49N90 60F10 65C05 91A15 91A23 × Cite Format Result Cite Review PDF Full Text: DOI
Rootzén, Holger Weak convergence of the tail empirical process for dependent sequences. (English) Zbl 1162.60017 Stochastic Processes Appl. 119, No. 2, 468-490 (2009). Reviewer: Winfried Stute (Gießen) MSC: 60G70 60F17 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Wei Biao An asymptotic theory for sample covariances of Bernoulli shifts. (English) Zbl 1157.60016 Stochastic Processes Appl. 119, No. 2, 453-467 (2009). MSC: 60F05 62M10 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Burdzy, Krzysztof; Kang, Weining; Ramanan, Kavita The Skorokhod problem in a time-dependent interval. (English) Zbl 1186.60035 Stochastic Processes Appl. 119, No. 2, 428-452 (2009). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60G17 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dong, Zhao; Xu, Tiange; Zhang, Tusheng Invariant measures for stochastic evolution equations of pure jump type. (English) Zbl 1157.60062 Stochastic Processes Appl. 119, No. 2, 410-427 (2009). MSC: 60H15 60J35 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Nualart, David; Saussereau, Bruno Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. (English) Zbl 1169.60013 Stochastic Processes Appl. 119, No. 2, 391-409 (2009). Reviewer: Maria Stolarczyk (Katowice) MSC: 60H10 60H07 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Argiento, Raffaele; Pemantle, Robin; Skyrms, Brian; Volkov, Stanislav Learning to signal: Analysis of a micro-level reinforcement model. (English) Zbl 1166.60044 Stochastic Processes Appl. 119, No. 2, 373-390 (2009). Reviewer: Christian-Oliver Ewald (Sydney) MSC: 60J20 91A05 91A28 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kasahara, Yuji; Watanabe, Shinzo Occupation time theorems for one-dimensional random walks and diffusion processes in random environments. (English) Zbl 1161.60025 Stochastic Processes Appl. 119, No. 2, 347-372 (2009). Reviewer: Elisaveta Pancheva (Sofia) MSC: 60J55 60J60 60G51 60G52 × Cite Format Result Cite Review PDF Full Text: DOI Link
Franke, Brice Homogenization of random transport along periodic two-dimensional flows. (English) Zbl 1169.60003 Stochastic Processes Appl. 119, No. 2, 327-346 (2009). Reviewer: Anne Broise-Alamichel (Orsay) MSC: 60F05 37H10 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Funaki, Tadahisa; Xie, Bin A stochastic heat equation with the distributions of Lévy processes as its invariant measures. (English) Zbl 1157.60063 Stochastic Processes Appl. 119, No. 2, 307-326 (2009). MSC: 60H15 60G51 60G55 35R60 × Cite Format Result Cite Review PDF Full Text: DOI