Surveys in Stochastic Processes


Book details

Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles
Saïd Hamadène
pp. 1–27
Abstract | Full-Text PDF (245 KB)

The COGARCH: a review, with news on option pricing and statistical inference
Claudia Klüppelberg, Ross Maller and Alexander Szimayer
pp. 29–58
Abstract | Full-Text PDF (319 KB)

Some properties of quasi-stationary distributions for finite Markov chains
Servet Martínez and Jaime San Martín
pp. 59–66
Abstract | Full-Text PDF (90 KB)

The parabolic Anderson model with heavy-tailed potential
Peter Mörters
pp. 67–85
Abstract | Full-Text PDF (250 KB)

From exploration paths to mass excursions – variations on a theme of Ray and Knight
Etienne Pardoux and Anton Wakolbinger
pp. 87–106
Abstract | Full-Text PDF (332 KB)

Gaussian approximation of functionals: Malliavin calculus and Stein’s method
Gesine Reinert
pp. 107–126
Abstract | Full-Text PDF (202 KB)

Merging and stability for time inhomogeneous finite Markov chains
Laurent Saloff-Coste and Jessica Zúñiga
pp. 127–151
Abstract | Full-Text PDF (219 KB)

Some mathematical aspects of market impact modeling
Alexander Schied and Alla Slynko
pp. 153–179
Abstract | Full-Text PDF (455 KB)

The self-avoiding walk: A brief survey
Gordon Slade
pp. 181–199
Abstract | Full-Text PDF (518 KB)

$L^p$-independence of growth bounds of Feynman–Kac semigroups
Masayoshi Takeda
pp. 201–226
Abstract | Full-Text PDF (238 KB)

Some recent progress on functional inequalities and applications
Feng-Yu Wang
pp. 227–245
Abstract

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