BooksecrCollected Volume

Surveys in Stochastic Processes

Editors

Jochen Blath
Technical University of Berlin, Germany
Peter Imkeller
Humboldt University of Berlin, Germany
Sylvie Rœlly
University of Potsdam, Germany

Surveys in Stochastic Processes cover

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pp. 1–27
Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles
Saïd Hamadène
pp. 29–58
The COGARCH: a review, with news on option pricing and statistical inference
Claudia KlüppelbergRoss MallerAlexander Szimayer
pp. 59–66
Some properties of quasi-stationary distributions for finite Markov chains
Servet MartínezJaime San Martín
pp. 67–85
The parabolic Anderson model with heavy-tailed potential
Peter Mörters
pp. 87–106
From exploration paths to mass excursions – variations on a theme of Ray and Knight
Etienne PardouxAnton Wakolbinger
pp. 107–126
Gaussian approximation of functionals: Malliavin calculus and Stein’s method
Gesine Reinert
pp. 127–151
Merging and stability for time inhomogeneous finite Markov chains
Laurent Saloff-CosteJessica Zúñiga
pp. 153–179
Some mathematical aspects of market impact modeling
Alexander SchiedAlla Slynko
pp. 181–199
The self-avoiding walk: A brief survey
Gordon Slade
pp. 201–226
$L^{p}$ -independence of growth bounds of Feynman–Kac semigroups
Masayoshi Takeda
pp. 227–245
Some recent progress on functional inequalities and applications
Feng-Yu Wang