Surveys in Stochastic Processes
Editors
Jochen Blath
Technical University of Berlin, GermanyPeter Imkeller
Humboldt University of Berlin, GermanySylvie Rœlly
University of Potsdam, Germany
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pp. v–xv Front Matterp. v PrefaceJochen BlathPeter ImkellerSylvie Rœlly
pp. vii–viii Contentspp. 1–27 Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstaclesSaïd Hamadène
pp. 29–58 The COGARCH: a review, with news on option pricing and statistical inferenceClaudia KlüppelbergRoss MallerAlexander Szimayer
pp. 59–66 Some properties of quasi-stationary distributions for finite Markov chainsServet MartínezJaime San Martín
pp. 67–85 The parabolic Anderson model with heavy-tailed potentialPeter Mörters
pp. 87–106 From exploration paths to mass excursions – variations on a theme of Ray and KnightEtienne PardouxAnton Wakolbinger
pp. 107–126 Gaussian approximation of functionals: Malliavin calculus and Stein’s methodGesine Reinert
pp. 127–151 Merging and stability for time inhomogeneous finite Markov chainsLaurent Saloff-CosteJessica Zúñiga
pp. 153–179 Some mathematical aspects of market impact modelingAlexander SchiedAlla Slynko
pp. 181–199 The self-avoiding walk: A brief surveyGordon Slade
pp. 201–226 -independence of growth bounds of Feynman–Kac semigroupsMasayoshi Takeda
pp. 227–245 Some recent progress on functional inequalities and applicationsFeng-Yu Wang