Stochastics-an International Journal Of Probability And Stochastic Processes

First-exit times of an inverse Gaussian process

Hilbert-valued self-intersection local times for planar Brownian motion

BSDEs and SDEs with time-advanced and -delayed coefficients

New approach to optimal control of stochastic Volterra integral equations

Averaging principle for equation driven by a stochastic measure

Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R - h-integrability and its applications

Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients

Risk-sensitive stopping problems for continuous-time Markov chains

Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations

Quadratic variation of a cadlag semimartingale as a.s. limit of the normalized truncated variations