BooksecrCollected VolumeSurveys in Stochastic ProcessesEditorsJochen BlathTechnical University of Berlin, GermanyPeter ImkellerHumboldt University of Berlin, GermanySylvie RœllyUniversity of Potsdam, GermanyOverviewContentsBuy from $85.00Download PDFA subscription is required to access this book.pp. 1–27Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstaclesSaïd Hamadènepp. 29–58The COGARCH: a review, with news on option pricing and statistical inferenceClaudia KlüppelbergRoss MallerAlexander Szimayerpp. 59–66Some properties of quasi-stationary distributions for finite Markov chainsServet MartínezJaime San Martínpp. 67–85The parabolic Anderson model with heavy-tailed potentialPeter Mörterspp. 87–106From exploration paths to mass excursions – variations on a theme of Ray and KnightEtienne PardouxAnton Wakolbingerpp. 107–126Gaussian approximation of functionals: Malliavin calculus and Stein’s methodGesine Reinertpp. 127–151Merging and stability for time inhomogeneous finite Markov chainsLaurent Saloff-CosteJessica Zúñigapp. 153–179Some mathematical aspects of market impact modelingAlexander SchiedAlla Slynkopp. 181–199The self-avoiding walk: A brief surveyGordon Sladepp. 201–226LpL^pLp-independence of growth bounds of Feynman–Kac semigroupsMasayoshi Takedapp. 227–245Some recent progress on functional inequalities and applicationsFeng-Yu Wang
pp. 1–27Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstaclesSaïd Hamadène
pp. 29–58The COGARCH: a review, with news on option pricing and statistical inferenceClaudia KlüppelbergRoss MallerAlexander Szimayer
pp. 59–66Some properties of quasi-stationary distributions for finite Markov chainsServet MartínezJaime San Martín
pp. 87–106From exploration paths to mass excursions – variations on a theme of Ray and KnightEtienne PardouxAnton Wakolbinger
pp. 107–126Gaussian approximation of functionals: Malliavin calculus and Stein’s methodGesine Reinert
pp. 127–151Merging and stability for time inhomogeneous finite Markov chainsLaurent Saloff-CosteJessica Zúñiga
