Stochastics: An International Journal of Probability and Stochastic Processes

Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure
pp. 1-29(29)
Authors: Shi, Jingtao; Wu, Zhen

Combined probabilistic algorithm for solving high dimensional problems
pp. 30-47(18)
Authors: Farnoosh, Rahman; Aalaei, Mahboubeh; Ebrahimi, Morteza

Large deviations for neutral functional SDEs with jumps
pp. 48-70(23)
Authors: Bao, Jianhai; Yuan, Chenggui

On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process
pp. 71-84(14)
Authors: da Silva, Telles Timóteo; Fragoso, Marcelo Dutra

Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
pp. 85-111(27)
Authors: Hamadène, Said; Mu, Rui

Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method
pp. 112-141(30)
Authors: Profeta, Christophe; Sagna, Abass

Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
pp. 142-159(18)
Author: Dung, Nguyen Tien

Complete convergence for weighted sums of LNQD random variables
pp. 160-169(10)
Authors: Shen, Aiting; Zhu, Huayan; Wu, Ranchao; Zhang, Ying

On the predictable representation property of martingales associated with Lévy processes
pp. 170-184(15)
Authors: Di Tella, P.; Engelbert, H.-J.