Wang, Feng-Yu Distribution dependent reflecting stochastic differential equations. (English) Zbl 1523.60105 Sci. China, Math. 66, No. 11, 2411-2456 (2023). MSC: 60H10 60G65 PDFBibTeX XMLCite \textit{F.-Y. Wang}, Sci. China, Math. 66, No. 11, 2411--2456 (2023; Zbl 1523.60105) Full Text: DOI arXiv
Marie, Nicolas; Rosier, Amélie Nadaraya-Watson estimator for I.I.D. paths of diffusion processes. (English) Zbl 07748356 Scand. J. Stat. 50, No. 2, 589-637 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Marie} and \textit{A. Rosier}, Scand. J. Stat. 50, No. 2, 589--637 (2023; Zbl 07748356) Full Text: DOI arXiv
Bras, Pierre; Pagès, Gilles Convergence of Langevin-simulated annealing algorithms with multiplicative noise. II: Total variation. (English) Zbl 07739194 Monte Carlo Methods Appl. 29, No. 3, 203-219 (2023). MSC: 62L20 65C30 60H35 PDFBibTeX XMLCite \textit{P. Bras} and \textit{G. Pagès}, Monte Carlo Methods Appl. 29, No. 3, 203--219 (2023; Zbl 07739194) Full Text: DOI arXiv
Marino, L.; Menozzi, S. Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients. (English) Zbl 07711484 Stochastic Processes Appl. 162, 106-170 (2023). MSC: 60H10 34F05 35K65 35R09 PDFBibTeX XMLCite \textit{L. Marino} and \textit{S. Menozzi}, Stochastic Processes Appl. 162, 106--170 (2023; Zbl 07711484) Full Text: DOI arXiv
Akahori, J.; Barsotti, F.; Imamura, Y. Hedging error as generalized timing risk. (English) Zbl 1519.91251 Quant. Finance 23, No. 4, 693-703 (2023). MSC: 91G20 PDFBibTeX XMLCite \textit{J. Akahori} et al., Quant. Finance 23, No. 4, 693--703 (2023; Zbl 1519.91251) Full Text: DOI
Wang, Feng-Yu Singular density dependent stochastic differential equations. (English) Zbl 1527.60042 J. Differ. Equations 361, 562-589 (2023). Reviewer: Stefan Tappe (Freiburg) MSC: 60H10 60H30 60J60 PDFBibTeX XMLCite \textit{F.-Y. Wang}, J. Differ. Equations 361, 562--589 (2023; Zbl 1527.60042) Full Text: DOI arXiv
Chaudru de Raynal, P. E.; Menozzi, S.; Pesce, A.; Zhang, X. Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients. (English) Zbl 07666157 Bull. Sci. Math. 183, Article ID 103229, 56 p. (2023). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{P. E. Chaudru de Raynal} et al., Bull. Sci. Math. 183, Article ID 103229, 56 p. (2023; Zbl 07666157) Full Text: DOI arXiv
Bras, Pierre; Pagès, Gilles; Panloup, Fabien Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme. (English) Zbl 1517.65006 Electron. J. Probab. 27, Paper No. 153, 19 p. (2022). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{P. Bras} et al., Electron. J. Probab. 27, Paper No. 153, 19 p. (2022; Zbl 1517.65006) Full Text: DOI arXiv
Chaudru de Raynal, Paul-Éric; Honoré, Igor; Menozzi, Stéphane Strong regularization by Brownian noise propagating through a weak Hörmander structure. (English) Zbl 1512.60045 Probab. Theory Relat. Fields 184, No. 1-2, 1-83 (2022). Reviewer: Jacek Jakubowski (Warszawa) MSC: 60H30 60H10 34F05 35H10 PDFBibTeX XMLCite \textit{P.-É. Chaudru de Raynal} et al., Probab. Theory Relat. Fields 184, No. 1--2, 1--83 (2022; Zbl 1512.60045) Full Text: DOI arXiv
Nam, Kihun; Xu, Yunxi Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs. (English) Zbl 1491.60114 J. Math. Anal. Appl. 515, No. 1, Article ID 126403, 23 p. (2022). MSC: 60H30 35K10 93E20 PDFBibTeX XMLCite \textit{K. Nam} and \textit{Y. Xu}, J. Math. Anal. Appl. 515, No. 1, Article ID 126403, 23 p. (2022; Zbl 1491.60114) Full Text: DOI arXiv
Menozzi, Stéphane; Zhang, Xicheng Heat kernel of supercritical nonlocal operators with unbounded drifts. (Noyau de la chaleur pour des EDS surcritiques à dérive non bornée.) (English. French summary) Zbl 1485.35256 J. Éc. Polytech., Math. 9, 537-579 (2022). MSC: 35K08 35R60 60H10 60G52 PDFBibTeX XMLCite \textit{S. Menozzi} and \textit{X. Zhang}, J. Éc. Polytech., Math. 9, 537--579 (2022; Zbl 1485.35256) Full Text: DOI
Bitter, Ilya; Konakov, Valentin \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions. (English) Zbl 1480.60186 Random Oper. Stoch. Equ. 29, No. 4, 287-308 (2021). MSC: 60H20 60H15 60G22 PDFBibTeX XMLCite \textit{I. Bitter} and \textit{V. Konakov}, Random Oper. Stoch. Equ. 29, No. 4, 287--308 (2021; Zbl 1480.60186) Full Text: DOI arXiv
Hao, Zimo; Röckner, Michael; Zhang, Xicheng Euler scheme for density dependent stochastic differential equations. (English) Zbl 1455.65016 J. Differ. Equations 274, 996-1014 (2021). MSC: 65C30 60H35 60H10 PDFBibTeX XMLCite \textit{Z. Hao} et al., J. Differ. Equations 274, 996--1014 (2021; Zbl 1455.65016) Full Text: DOI arXiv