Stochastics: An International Journal of Probability and Stochastic Processes

Central limit theorem for an iterated integral with respect to fBm with H>1/2
pp. 187-202(16)
Authors: Harnett, Daniel; Nualart, David

Mixed fractional stochastic differential equations with jumps
pp. 203-217(15)
Author: Shevchenko, Georgiy

A variational approach to stochastic nonlinear diffusion problems with dynamical boundary conditions
pp. 218-233(16)
Authors: Bonaccorsi, Stefano; Ziglio, Giacomo

On existence of solutions of multivalued stochastic differential equations with discontinuous coefficients
pp. 234-256(23)
Author: Wu, Jing

Phase transitions of McKean–Vlasov processes in double-wells landscape
pp. 257-284(28)
Author: Tugaut, Julian

A note on the truncated Skorohod integral process
pp. 285-290(6)
Author: Pronk, Matthijs

Strong convergence for sequences of asymptotically almost negatively associated random variables
pp. 291-303(13)
Authors: Shen, Aiting; Wu, Ranchao

Dynkin games in a general framework
pp. 304-329(26)
Authors: Kobylanski, Magdalena; Quenez, Marie-Claire; de Campagnolle, Marc Roger

A note on applications of stochastic ordering to control problems in insurance and finance
pp. 330-340(11)
Authors: Bäuerle, Nicole; Bayraktar, Erhan

Optimal stopping of Markov switching Lévy processes
pp. 341-369(29)
Author: Pemy, Moustapha

Dynkin games in a general framework
pp. 370-370(1)
Authors: Kobylanski, Magdalena; Quenez, Marie-Claire; de Campagnolle, Marc Roger