Frei, Christoph; Mocha, Markus; Westray, Nicholas BSDEs in utility maximization with BMO market price of risk. (English) Zbl 1255.60094 Stochastic Processes Appl. 122, No. 6, 2486-2519 (2012). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lacour, Claire Erratum to “Nonparametric estimation of the stationary density and the transition density of a Markov chain”. (English) Zbl 1277.62106 Stochastic Processes Appl. 122, No. 6, 2480-2485 (2012). MSC: 62G07 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Rudenko, Alexey Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times. (English) Zbl 1248.60066 Stochastic Processes Appl. 122, No. 6, 2454-2479 (2012). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60J55 × Cite Format Result Cite Review PDF Full Text: DOI
Bibinger, Markus An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory. (English) Zbl 1239.62096 Stochastic Processes Appl. 122, No. 6, 2411-2453 (2012). MSC: 62M05 62G05 62E20 60F05 65C60 62P05 91G70 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
van Doorn, Erik A. Conditions for the existence of quasi-stationary distributions for birth-death processes with killing. (English) Zbl 1253.60091 Stochastic Processes Appl. 122, No. 6, 2400-2410 (2012). Reviewer: Valentin Topchii (Omsk) MSC: 60J80 60J27 × Cite Format Result Cite Review PDF Full Text: DOI
Pratelli, M.; Trevisan, D. Functions of bounded variation on the classical Wiener space and an extended Ocone-Karatzas formula. (English) Zbl 1255.60089 Stochastic Processes Appl. 122, No. 6, 2383-2399 (2012). Reviewer: Jacques Franchi (Strasbourg) MSC: 60H07 60J65 28C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Balança, Paul; Herbin, Erick 2-microlocal analysis of martingales and stochastic integrals. (English) Zbl 1263.60032 Stochastic Processes Appl. 122, No. 6, 2346-2382 (2012). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60G07 60G17 60G22 60G44 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Keller-Ressel, Martin; Mijatović, Aleksandar On the limit distributions of continuous-state branching processes with immigration. (English) Zbl 1242.60088 Stochastic Processes Appl. 122, No. 6, 2329-2345 (2012). MSC: 60J80 60G10 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hu, Ze-Chun; Sun, Wei Hunt’s hypothesis (H) and Getoor’s conjecture for Lévy processes. (English) Zbl 1247.60117 Stochastic Processes Appl. 122, No. 6, 2319-2328 (2012). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pakdaman, Khashayar; Thieullen, Michèle; Wainrib, Gilles Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes. (English) Zbl 1261.60031 Stochastic Processes Appl. 122, No. 6, 2292-2318 (2012). MSC: 60F05 60K37 × Cite Format Result Cite Review PDF Full Text: DOI
Xing, Hao On backward stochastic differential equations and strict local martingales. (English) Zbl 1272.60038 Stochastic Processes Appl. 122, No. 6, 2265-2291 (2012). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv