Surveys in Stochastic Processes
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11

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4

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Published By European Mathematical Society Publishing House

9783037190722

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Gaussian approximation of functionals: Malliavin calculus and Stein’s method

Surveys in Stochastic Processes ◽

10.4171/072-1/6 ◽

2011 ◽

pp. 107-126

Author(s):

Gesine Reinert

Keyword(s):

Malliavin Calculus ◽

Gaussian Approximation ◽

Stein’S Method ◽

Stein's Method

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From exploration paths to mass excursions – variations on a theme of Ray and Knight

Surveys in Stochastic Processes ◽

10.4171/072-1/5 ◽

2011 ◽

pp. 87-106 ◽

Cited By ~ 3

Author(s):

Etienne Pardoux ◽

Anton Wakolbinger

Keyword(s):

Variations On A Theme

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The COGARCH: a review, with news on option pricing and statistical inference

Surveys in Stochastic Processes ◽

10.4171/072-1/2 ◽

2011 ◽

pp. 29-58 ◽

Cited By ~ 8

Author(s):

Claudia Klüppelberg ◽

Ross Maller ◽

Alexander Szimayer

Keyword(s):

Option Pricing ◽

Statistical Inference

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$L^p$-independence of growth bounds of Feynman–Kac semigroups

Surveys in Stochastic Processes ◽

10.4171/072-1/10 ◽

2011 ◽

pp. 201-226 ◽

Cited By ~ 1

Author(s):

Masayoshi Takeda

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The self-avoiding walk: A brief survey

Surveys in Stochastic Processes ◽

10.4171/072-1/9 ◽

2011 ◽

pp. 181-199 ◽

Cited By ~ 4

Author(s):

Gordon Slade

Keyword(s):

The Self ◽

Self Avoiding Walk

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Some mathematical aspects of market impact modeling

Surveys in Stochastic Processes ◽

10.4171/072-1/8 ◽

2011 ◽

pp. 153-179 ◽

Cited By ~ 6

Author(s):

Alexander Schied ◽

Alla Slynko

Keyword(s):

Market Impact

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The parabolic Anderson model with heavy-tailed potential

Surveys in Stochastic Processes ◽

10.4171/072-1/4 ◽

2011 ◽

pp. 67-85 ◽

Cited By ~ 6

Author(s):

Peter Mörters

Keyword(s):

Anderson Model ◽

Parabolic Anderson Model ◽

Heavy Tailed

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Some properties of quasi-stationary distributions for finite Markov chains

Surveys in Stochastic Processes ◽

10.4171/072-1/3 ◽

2011 ◽

pp. 59-66

Author(s):

Servet Martínez ◽

Jaime San Martín

Keyword(s):

Markov Chains ◽

Stationary Distributions ◽

Finite Markov Chains

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Merging and stability for time inhomogeneous finite Markov chains

Surveys in Stochastic Processes ◽

10.4171/072-1/7 ◽

2011 ◽

pp. 127-151 ◽

Cited By ~ 2

Author(s):

Laurent Saloff-Coste ◽

Jessica Zúñiga

Keyword(s):

Markov Chains ◽

Finite Markov Chains

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Some recent progress on functional inequalities and applications

Surveys in Stochastic Processes ◽

10.4171/072-1/11 ◽

2011 ◽

pp. 227-245

Author(s):

Feng-Yu Wang

Keyword(s):

Recent Progress ◽

Functional Inequalities

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