scientific article; zbMATH DE number 4034749
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- Convergence of weighted sums of random functions in \(D[0,1]\)
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- Coexistence results for catalysts
- Stability of stochastic integrals under change of filtration
- A storage model with self-similar input
- On a singularity occurring in a self-correcting point process model
- Nonparametric estimators for Markov step processes
- Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes
- Vague convergence of locally integrable martingale measures
- A quasi likelihood for integral data on birth and death on flows
- The method of stochastic exponentials for large deviations
- Spectral characterization of the optimal quadratic variation process
- Forecasting point and continuous processes: Prequential analysis
- On moderate deviations for martingales
- Stochastic representation of diffusions corresponding to divergence form operators
- On martingale measures when asset returns have unpredictable jumps
- Discrete time semigroup transformations with random perturbations
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- Lundberg inequalities in a diffusion environment
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- A martingale approach for detecting the drift of a Wiener process
- Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain
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- LAMN in a class of parametric models for null recurrent diffusions
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- Optimal investment in markets with over and under-reaction to information
- FFT network for interest rate derivatives with Lévy processes
- Evolution of the Wasserstein distance between the marginals of two Markov processes
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- Operator fractional Brownian motion and martingale differences
- An invariance principle for branching diffusions in bounded domains
- Non-parametric estimation of the spiking rate in systems of interacting neurons
- Barrier style contracts under Lévy processes once again
- A Poisson limit for the departure process from a queue with many busy servers
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