Found 15 Documents (Results 1–15)
On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion. (English) Zbl 1297.60024
Measurability of semimartingale characteristics with respect to the probability law. (English) Zbl 1305.60031
Reviewer: Yuliya S. Mishura (Kyïv)
Central limit theorem for functionals of two independent fractional Brownian motions. (English) Zbl 1296.60059
A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle. (English) Zbl 1323.60041
Escape times for branching processes with random mutational fitness effects. (English) Zbl 1296.60233
MSC:
60J80
Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models. (English) Zbl 1297.60040
Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions. (English) Zbl 1296.60231
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