Xu, Jie; Lian, Qiqi A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations. (English) Zbl 07768816 J. Theor. Probab. 36, No. 4, 2590-2610 (2023). MSC: 60H10 70K65 70K70 PDFBibTeX XMLCite \textit{J. Xu} and \textit{Q. Lian}, J. Theor. Probab. 36, No. 4, 2590--2610 (2023; Zbl 07768816) Full Text: DOI
Betsch, Steffen Structural properties of Gibbsian point processes in abstract spaces. (English) Zbl 07768814 J. Theor. Probab. 36, No. 4, 2501-2563 (2023). MSC: 60K35 60G55 82B21 PDFBibTeX XMLCite \textit{S. Betsch}, J. Theor. Probab. 36, No. 4, 2501--2563 (2023; Zbl 07768814) Full Text: DOI arXiv OA License
Bai, Yifan; Huang, Xing Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models. (English) Zbl 1517.60058 J. Theor. Probab. 36, No. 3, 1902-1921 (2023). MSC: 60H10 60H15 PDFBibTeX XMLCite \textit{Y. Bai} and \textit{X. Huang}, J. Theor. Probab. 36, No. 3, 1902--1921 (2023; Zbl 1517.60058) Full Text: DOI arXiv
Angiuli, Luciana; Ferrari, Simone; Pallara, Diego Functional inequalities for some generalised Mehler semigroups. (English) Zbl 1519.35011 J. Theor. Probab. 36, No. 3, 1762-1796 (2023). MSC: 35A23 35R15 47D07 60J60 PDFBibTeX XMLCite \textit{L. Angiuli} et al., J. Theor. Probab. 36, No. 3, 1762--1796 (2023; Zbl 1519.35011) Full Text: DOI arXiv
Li, Liping; Lin, Hanlai On order isomorphisms intertwining semigroups for Dirichlet forms. (English) Zbl 1516.31024 J. Theor. Probab. 36, No. 2, 1304-1320 (2023). MSC: 31C25 PDFBibTeX XMLCite \textit{L. Li} and \textit{H. Lin}, J. Theor. Probab. 36, No. 2, 1304--1320 (2023; Zbl 1516.31024) Full Text: DOI arXiv
Kern, Peter; Lage, Svenja On self-similar Bernstein functions and corresponding generalized fractional derivatives. (English) Zbl 1525.60055 J. Theor. Probab. 36, No. 1, 348-371 (2023). MSC: 60G51 60E07 60E10 26A33 35R11 60G22 60G52 PDFBibTeX XMLCite \textit{P. Kern} and \textit{S. Lage}, J. Theor. Probab. 36, No. 1, 348--371 (2023; Zbl 1525.60055) Full Text: DOI arXiv
Wang, Wei; Zhai, Jianliang; Zhang, Tusheng Stochastic two-dimensional Navier-Stokes equations on time-dependent domains. (English) Zbl 1502.35088 J. Theor. Probab. 35, No. 4, 2916-2939 (2022). MSC: 35Q30 76D05 60H15 35D35 35A01 35A02 60J65 35R60 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Theor. Probab. 35, No. 4, 2916--2939 (2022; Zbl 1502.35088) Full Text: DOI
Ludvík, Pavel; Mácha, Václav Stochastic forcing in hydrodynamic models with non-local interactions. (English) Zbl 1503.35175 J. Theor. Probab. 35, No. 4, 2806-2852 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q35 35Q92 35Q31 76N06 35B65 35A01 60H40 92C15 92D50 92D25 35R25 35R60 PDFBibTeX XMLCite \textit{P. Ludvík} and \textit{V. Mácha}, J. Theor. Probab. 35, No. 4, 2806--2852 (2022; Zbl 1503.35175) Full Text: DOI arXiv
Mao, Yong-Hua; Wang, Tao Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates. (English) Zbl 1502.60114 J. Theor. Probab. 35, No. 4, 2690-2711 (2022). MSC: 60J25 47A75 PDFBibTeX XMLCite \textit{Y.-H. Mao} and \textit{T. Wang}, J. Theor. Probab. 35, No. 4, 2690--2711 (2022; Zbl 1502.60114) Full Text: DOI arXiv
Criens, David; Ritter, Moritz On a theorem by A.S. Cherny for semilinear stochastic partial differential equations. (English) Zbl 1498.35637 J. Theor. Probab. 35, No. 3, 2052-2067 (2022). MSC: 35R60 35A02 35D30 60G44 60H05 PDFBibTeX XMLCite \textit{D. Criens} and \textit{M. Ritter}, J. Theor. Probab. 35, No. 3, 2052--2067 (2022; Zbl 1498.35637) Full Text: DOI arXiv
Slavík, Jakub Large and moderate deviations principles and central limit theorem for the stochastic 3D primitive equations with gradient-dependent noise. (English) Zbl 1525.60038 J. Theor. Probab. 35, No. 3, 1736-1781 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F10 60F05 35Q86 60H15 PDFBibTeX XMLCite \textit{J. Slavík}, J. Theor. Probab. 35, No. 3, 1736--1781 (2022; Zbl 1525.60038) Full Text: DOI arXiv
Harang, Fabian A.; Ling, Chengcheng Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations. (English) Zbl 1507.60075 J. Theor. Probab. 35, No. 3, 1706-1735 (2022). MSC: 60H10 35R09 60G51 PDFBibTeX XMLCite \textit{F. A. Harang} and \textit{C. Ling}, J. Theor. Probab. 35, No. 3, 1706--1735 (2022; Zbl 1507.60075) Full Text: DOI arXiv
Bao, Jianhai; Huang, Xing Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients. (English) Zbl 1493.65018 J. Theor. Probab. 35, No. 2, 1187-1215 (2022). MSC: 65C30 65C05 65C35 PDFBibTeX XMLCite \textit{J. Bao} and \textit{X. Huang}, J. Theor. Probab. 35, No. 2, 1187--1215 (2022; Zbl 1493.65018) Full Text: DOI arXiv
Duan, Junxia; Peng, Jun An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients. (English) Zbl 1495.60048 J. Theor. Probab. 35, No. 1, 575-602 (2022). MSC: 60H10 60H30 65C30 PDFBibTeX XMLCite \textit{J. Duan} and \textit{J. Peng}, J. Theor. Probab. 35, No. 1, 575--602 (2022; Zbl 1495.60048) Full Text: DOI
Kremsner, Stefan; Steinicke, Alexander \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting. (English) Zbl 1511.60087 J. Theor. Probab. 35, No. 1, 231-281 (2022). Reviewer: Romeo Negrea (Timişoara) MSC: 60H10 PDFBibTeX XMLCite \textit{S. Kremsner} and \textit{A. Steinicke}, J. Theor. Probab. 35, No. 1, 231--281 (2022; Zbl 1511.60087) Full Text: DOI arXiv
Lv, Wujun; Huang, Xing Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts. (English) Zbl 1483.60084 J. Theor. Probab. 34, No. 2, 827-851 (2021). MSC: 60H10 60E15 60H15 34K26 39B72 PDFBibTeX XMLCite \textit{W. Lv} and \textit{X. Huang}, J. Theor. Probab. 34, No. 2, 827--851 (2021; Zbl 1483.60084) Full Text: DOI arXiv
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. (English) Zbl 1456.35198 J. Theor. Probab. 34, No. 1, 173-205 (2021). MSC: 35Q84 60J76 60J25 35A01 35A02 PDFBibTeX XMLCite \textit{L. Döring} et al., J. Theor. Probab. 34, No. 1, 173--205 (2021; Zbl 1456.35198) Full Text: DOI arXiv
Criens, David Limit theorems for cylindrical martingale problems associated with Lévy generators. (English) Zbl 1434.60193 J. Theor. Probab. 33, No. 2, 866-905 (2020). MSC: 60J25 60F05 60H15 PDFBibTeX XMLCite \textit{D. Criens}, J. Theor. Probab. 33, No. 2, 866--905 (2020; Zbl 1434.60193) Full Text: DOI arXiv
Deng, Chang-Song Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination. (English) Zbl 1431.60069 J. Theor. Probab. 33, No. 1, 522-532 (2020). MSC: 60J05 60G50 PDFBibTeX XMLCite \textit{C.-S. Deng}, J. Theor. Probab. 33, No. 1, 522--532 (2020; Zbl 1431.60069) Full Text: DOI arXiv
Song, Yulin Gradient estimates and exponential ergodicity for mean-field SDEs with jumps. (English) Zbl 1479.60109 J. Theor. Probab. 33, No. 1, 201-238 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60H07 60H10 PDFBibTeX XMLCite \textit{Y. Song}, J. Theor. Probab. 33, No. 1, 201--238 (2020; Zbl 1479.60109) Full Text: DOI
Menoukeu-Pamen, Olivier; Ouknine, Youssef; Tangpi, Ludovic Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients. (English) Zbl 1480.60167 J. Theor. Probab. 32, No. 4, 1892-1908 (2019). MSC: 60H10 60J55 PDFBibTeX XMLCite \textit{O. Menoukeu-Pamen} et al., J. Theor. Probab. 32, No. 4, 1892--1908 (2019; Zbl 1480.60167) Full Text: DOI arXiv
Fan, Xiliang Derivative formulas and applications for degenerate stochastic differential equations with fractional noises. (English) Zbl 1479.60107 J. Theor. Probab. 32, No. 3, 1360-1381 (2019). Reviewer: Xue-Mei Li (Warwick) MSC: 60H07 PDFBibTeX XMLCite \textit{X. Fan}, J. Theor. Probab. 32, No. 3, 1360--1381 (2019; Zbl 1479.60107) Full Text: DOI arXiv
Criens, David Cylindrical martingale problems associated with Lévy generators. (English) Zbl 1486.60094 J. Theor. Probab. 32, No. 3, 1306-1359 (2019); correction ibid. 33, No. 3, 1791-1800 (2020). Reviewer: Martin Ondreját (Praha) MSC: 60J25 60H15 60G48 60G40 PDFBibTeX XMLCite \textit{D. Criens}, J. Theor. Probab. 32, No. 3, 1306--1359 (2019; Zbl 1486.60094) Full Text: DOI arXiv
Bao, Jianhai; Huang, Xing; Yuan, Chenggui Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. (English) Zbl 1433.60072 J. Theor. Probab. 32, No. 2, 848-871 (2019). MSC: 60H35 41A25 60H10 PDFBibTeX XMLCite \textit{J. Bao} et al., J. Theor. Probab. 32, No. 2, 848--871 (2019; Zbl 1433.60072) Full Text: DOI arXiv
Lin, Lin; Gao, Hongjun A stochastic generalized Ginzburg-Landau equation driven by jump noise. (English) Zbl 1418.60082 J. Theor. Probab. 32, No. 1, 460-483 (2019). MSC: 60H15 35Q99 PDFBibTeX XMLCite \textit{L. Lin} and \textit{H. Gao}, J. Theor. Probab. 32, No. 1, 460--483 (2019; Zbl 1418.60082) Full Text: DOI arXiv
Gim, Minjung; Trutnau, Gerald Recurrence criteria for generalized Dirichlet forms. (English) Zbl 1401.31021 J. Theor. Probab. 31, No. 4, 2129-2166 (2018). MSC: 31C25 PDFBibTeX XMLCite \textit{M. Gim} and \textit{G. Trutnau}, J. Theor. Probab. 31, No. 4, 2129--2166 (2018; Zbl 1401.31021) Full Text: DOI arXiv
Jin, Peng Brownian motion with singular time-dependent drift. (English) Zbl 1412.60082 J. Theor. Probab. 30, No. 4, 1499-1538 (2017). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{P. Jin}, J. Theor. Probab. 30, No. 4, 1499--1538 (2017; Zbl 1412.60082) Full Text: DOI arXiv
Richard, Alexandre Some singular sample path properties of a multiparameter fractional Brownian motion. (English) Zbl 1408.60026 J. Theor. Probab. 30, No. 4, 1285-1309 (2017). MSC: 60F17 60G22 60G60 60G17 60G15 PDFBibTeX XMLCite \textit{A. Richard}, J. Theor. Probab. 30, No. 4, 1285--1309 (2017; Zbl 1408.60026) Full Text: DOI arXiv
Chen, Xin; Wang, Jian Weighted Poincaré inequalities for non-local Dirichlet forms. (English) Zbl 1418.60038 J. Theor. Probab. 30, No. 2, 452-489 (2017). MSC: 60G51 60G52 60J25 60J75 PDFBibTeX XMLCite \textit{X. Chen} and \textit{J. Wang}, J. Theor. Probab. 30, No. 2, 452--489 (2017; Zbl 1418.60038) Full Text: DOI arXiv
Li, Huaiqian Dimension-free Harnack inequalities on \(\mathrm{RCD}(K, \infty )\) spaces. (English) Zbl 1443.58021 J. Theor. Probab. 29, No. 4, 1280-1297 (2016). Reviewer: Yana Kinderknecht (Saarbrücken) MSC: 58J65 58J35 47D07 60J60 31C25 49J52 PDFBibTeX XMLCite \textit{H. Li}, J. Theor. Probab. 29, No. 4, 1280--1297 (2016; Zbl 1443.58021) Full Text: DOI arXiv
Misiats, Oleksandr; Stanzhytskyi, Oleksandr; Yip, Nung Kwan Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains. (English) Zbl 1360.60126 J. Theor. Probab. 29, No. 3, 996-1026 (2016). Reviewer: Martin Ondreját (Praha) MSC: 60H15 35R60 35B40 35K57 PDFBibTeX XMLCite \textit{O. Misiats} et al., J. Theor. Probab. 29, No. 3, 996--1026 (2016; Zbl 1360.60126) Full Text: DOI arXiv
Liu, Yong; Zhai, Jianliang Time regularity of generalized Ornstein-Uhlenbeck processes with Lévy noises in Hilbert spaces. (English) Zbl 1390.60244 J. Theor. Probab. 29, No. 3, 843-866 (2016). MSC: 60H15 60J75 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{J. Zhai}, J. Theor. Probab. 29, No. 3, 843--866 (2016; Zbl 1390.60244) Full Text: DOI
Bao, Jianhai; Yuan, Chenggui Blow-up for stochastic reaction-diffusion equations with jumps. (English) Zbl 1341.60061 J. Theor. Probab. 29, No. 2, 617-631 (2016). MSC: 60H15 60G15 60G60 60H05 35R60 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, J. Theor. Probab. 29, No. 2, 617--631 (2016; Zbl 1341.60061) Full Text: DOI
Sauer, Martin \(L^1\)-uniqueness of Kolmogorov operators associated with two-dimensional stochastic Navier-Stokes Coriolis equations with space-time white noise. (English) Zbl 1342.76038 J. Theor. Probab. 29, No. 2, 569-589 (2016). Reviewer: Piotr Biler (Wrocław) MSC: 76D06 60H15 76M35 PDFBibTeX XMLCite \textit{M. Sauer}, J. Theor. Probab. 29, No. 2, 569--589 (2016; Zbl 1342.76038) Full Text: DOI arXiv
Luo, Dejun Quasi-invariance of the stochastic flow associated to Itô’s SDE with singular time-dependent drift. (English) Zbl 1339.60072 J. Theor. Probab. 28, No. 4, 1743-1762 (2015). Reviewer: Romeo Negrea (Timişoara) MSC: 60H10 34F05 93E03 PDFBibTeX XMLCite \textit{D. Luo}, J. Theor. Probab. 28, No. 4, 1743--1762 (2015; Zbl 1339.60072) Full Text: DOI arXiv
Da Prato, G.; Flandoli, F.; Priola, E.; Röckner, M. Strong uniqueness for stochastic evolution equations with unbounded measurable drift term. (English) Zbl 1332.60091 J. Theor. Probab. 28, No. 4, 1571-1600 (2015). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60H10 PDFBibTeX XMLCite \textit{G. Da Prato} et al., J. Theor. Probab. 28, No. 4, 1571--1600 (2015; Zbl 1332.60091) Full Text: DOI arXiv
Wang, Feng-Yu; Wang, Jian Functional inequalities for stable-like Dirichlet forms. (English) Zbl 1347.60058 J. Theor. Probab. 28, No. 2, 423-448 (2015). MSC: 60G52 60J75 47G20 PDFBibTeX XMLCite \textit{F.-Y. Wang} and \textit{J. Wang}, J. Theor. Probab. 28, No. 2, 423--448 (2015; Zbl 1347.60058) Full Text: DOI arXiv
Bounebache, Said Karim; Zambotti, Lorenzo A skew stochastic heat equation. (English) Zbl 1310.60090 J. Theor. Probab. 27, No. 1, 168-201 (2014). MSC: 60H15 60H07 60J55 31C25 PDFBibTeX XMLCite \textit{S. K. Bounebache} and \textit{L. Zambotti}, J. Theor. Probab. 27, No. 1, 168--201 (2014; Zbl 1310.60090) Full Text: DOI arXiv
Tugaut, Julian Self-stabilizing processes in multi-wells landscape in \(\mathbb{R}^d\)-invariant probabilities. (English) Zbl 1314.60119 J. Theor. Probab. 27, No. 1, 57-79 (2014). MSC: 60H10 60J60 60G10 35K55 41A60 PDFBibTeX XMLCite \textit{J. Tugaut}, J. Theor. Probab. 27, No. 1, 57--79 (2014; Zbl 1314.60119) Full Text: DOI
Kim, Kunwoo; Zheng, Zhi; Sowers, Richard B. A stochastic Stefan problem. (English) Zbl 1261.60064 J. Theor. Probab. 25, No. 4, 1040-1080 (2012). Reviewer: Stefan Tappe (Hannover) MSC: 60H15 35R35 80A22 PDFBibTeX XMLCite \textit{K. Kim} et al., J. Theor. Probab. 25, No. 4, 1040--1080 (2012; Zbl 1261.60064) Full Text: DOI
Ma, Li; Sun, Wei On the generalized Feynman-Kac transformation for nearly symmetric Markov processes. (English) Zbl 1252.31008 J. Theor. Probab. 25, No. 3, 733-755 (2012). MSC: 31C25 60J57 60J45 PDFBibTeX XMLCite \textit{L. Ma} and \textit{W. Sun}, J. Theor. Probab. 25, No. 3, 733--755 (2012; Zbl 1252.31008) Full Text: DOI arXiv
Jegaraj, Terence Small time asymptotics for stochastic evolution equations. (English) Zbl 1245.60035 J. Theor. Probab. 24, No. 3, 756-788 (2011). Reviewer: Michael Högele (Berlin) MSC: 60F10 60H15 PDFBibTeX XMLCite \textit{T. Jegaraj}, J. Theor. Probab. 24, No. 3, 756--788 (2011; Zbl 1245.60035) Full Text: DOI arXiv
Wang, Feng-Yu; Yuan, Chenggui Poincaré inequality on the path space of Poisson point processes. (English) Zbl 1280.60029 J. Theor. Probab. 23, No. 3, 824-833 (2010). MSC: 60G51 60J75 60G55 PDFBibTeX XMLCite \textit{F.-Y. Wang} and \textit{C. Yuan}, J. Theor. Probab. 23, No. 3, 824--833 (2010; Zbl 1280.60029) Full Text: DOI arXiv
Meyer-Brandis, Thilo; Proske, Frank Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes. (English) Zbl 1197.60054 J. Theor. Probab. 23, No. 1, 301-314 (2010). Reviewer: Andrew Dale (Durban) MSC: 60H10 60G51 60H40 PDFBibTeX XMLCite \textit{T. Meyer-Brandis} and \textit{F. Proske}, J. Theor. Probab. 23, No. 1, 301--314 (2010; Zbl 1197.60054) Full Text: DOI Link
Song, Renming Estimates on the transition densities of Girsanov transforms of symmetric stable processes. (English) Zbl 1118.60067 J. Theor. Probab. 19, No. 2, 487-507 (2006). Reviewer: Yoichi Oshima (Kumamoto) MSC: 60J45 60J40 35J10 31C25 PDFBibTeX XMLCite \textit{R. Song}, J. Theor. Probab. 19, No. 2, 487--507 (2006; Zbl 1118.60067) Full Text: DOI
Bogdan, K.; Żak, T. On Kelvin transformation. (English) Zbl 1105.60057 J. Theor. Probab. 19, No. 1, 89-120 (2006). Reviewer: Zoran Vondraček (Urbana) MSC: 60J45 31C05 60J65 60J75 PDFBibTeX XMLCite \textit{K. Bogdan} and \textit{T. Żak}, J. Theor. Probab. 19, No. 1, 89--120 (2006; Zbl 1105.60057) Full Text: DOI