STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Linear Volterra backward stochastic integral equations

Derivation of mean-field equations for stochastic particle systems

Non parametric estimation of the diffusion coefficients of a diffusion with jumps

A pathwise approach to the extinction of branching processes with countably many types

Discrete-time trawl processes

Learning from MOM’s principles : Le Cam’s approach

Optimal liquidation under partial information with price impact

Local picture and level-set percolation of the Gaussian free field on a large discrete torus

Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean

Existence and pathwise uniqueness to an SPDE driven by α-stable colored noise

Total variation bounds for Gaussian functionals

On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models

Behavior of the Hermite sheet with respect to theHurst index

Determinants of block Hankel matrices for random matrix-valued measures

Small jumps asymptotic of the moving optimum Poissonian SDE

Contact process under renewals II

Strong approximation and a central limit theorem for St. Petersburg sums

Topological crackle of heavy-tailed moving average processes

An intrinsic calculus of variations for functionals of laws of semi-martingales

On the consistent filtering of convergent semimartingales

Gene flow across geographical barriers — scaling limits of random walks with obstacles

Erratum to “Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C1,η open sets” [Stochastic Process. Appl. 124(9) (2014) 3055–3083]

Hydrodynamic limit for the Ginzburg–Landau ∇ϕ interface model with non-convex potential

The Vlasov–Poisson–Fokker–Planck equation in an interval with kinetic absorbing boundary conditions

Strict Local Martingales and the Khasminskii test for Explosions

MARKOV PROCESSES CONDITIONED ON THEIR LOCATION AT LARGE EXPONENTIAL TIMES.

Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates

Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process

ℓ1-symmetric vector random fields

Estimation of the stochastic leverage effect using the Fourier transform method

Expectation of local times and the Dupire formula

Iterated Gilbert mosaics

The first hitting time of the integers by symmetric Lévy processes

Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces

Probability density function of the local score position

Viability of an open set for stochastic control systems

Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale

Pathwise superhedging for time-dependent barrier options on càdlàg paths: Finite or infinite tradeable European, One-Touch, lookback or forward starting options

On a class of singular stochastic control problems driven by Lévy noise

About the rate function in concentration inequalities for suprema of bounded empirical processes