Ohashi, Alberto; Russo, Francesco Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes. (English) Zbl 07824100 Bernoulli 30, No. 2, 1197-1230 (2024). MSC: 60-XX 26-XX PDFBibTeX XMLCite \textit{A. Ohashi} and \textit{F. Russo}, Bernoulli 30, No. 2, 1197--1230 (2024; Zbl 07824100) Full Text: DOI arXiv Link
Dechicha, Dahmane; Puel, Marjolaine Fractional diffusion for Fokker-Planck equation with heavy tail equilibrium: an à la Koch spectral method in any dimension. (English) Zbl 07812510 Asymptotic Anal. 136, No. 2, 79-132 (2024). MSC: 35Q84 35Q53 82C40 35P30 26A33 35R11 PDFBibTeX XMLCite \textit{D. Dechicha} and \textit{M. Puel}, Asymptotic Anal. 136, No. 2, 79--132 (2024; Zbl 07812510) Full Text: DOI arXiv
Zou, Jing; Luo, Danfeng On the averaging principle of Caputo type neutral fractional stochastic differential equations. (English) Zbl 07808434 Qual. Theory Dyn. Syst. 23, No. 2, Paper No. 82, 24 p. (2024). MSC: 26A33 60H10 74H20 74H25 34C29 PDFBibTeX XMLCite \textit{J. Zou} and \textit{D. Luo}, Qual. Theory Dyn. Syst. 23, No. 2, Paper No. 82, 24 p. (2024; Zbl 07808434) Full Text: DOI
Dȩbicki, Krzysztof; Jasnovidov, Grigori Extremes of reflecting Gaussian processes on discrete grid. (English) Zbl 07782573 J. Math. Anal. Appl. 532, No. 1, Article ID 127952, 25 p. (2024). MSC: 60Gxx 60Fxx 26Axx PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{G. Jasnovidov}, J. Math. Anal. Appl. 532, No. 1, Article ID 127952, 25 p. (2024; Zbl 07782573) Full Text: DOI arXiv
Arras, Benjamin; Houdré, Christian Covariance representations, \(L^p\)-Poincaré inequalities, Stein’s kernels, and high-dimensional CLTs. (English) Zbl 07814319 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 3-73 (2023). MSC: 26D10 35R11 47D07 60E07 60F05 PDFBibTeX XMLCite \textit{B. Arras} and \textit{C. Houdré}, Prog. Probab. 80, 3--73 (2023; Zbl 07814319) Full Text: DOI arXiv
Ryom, Songchol; Ri, Inchol Model-free weak no-arbitrage and superhedging under transaction costs beyond efficient friction. (English) Zbl 07806894 Int. J. Theor. Appl. Finance 26, No. 6-7, Article ID 2350016, 42 p. (2023). MSC: 91G20 60G42 26E25 PDFBibTeX XMLCite \textit{S. Ryom} and \textit{I. Ri}, Int. J. Theor. Appl. Finance 26, No. 6--7, Article ID 2350016, 42 p. (2023; Zbl 07806894) Full Text: DOI
Jarad, Fahd; Sahoo, Soubhagya Kumar; Nisar, Kottakkaran Sooppy; Treanţă, Savin; Emadifar, Homan; Botmart, Thongchai New stochastic fractional integral and related inequalities of Jensen-Mercer and Hermite-Hadamard-Mercer type for convex stochastic processes. (English) Zbl 07778048 J. Inequal. Appl. 2023, Paper No. 51, 18 p. (2023). MSC: 60H05 26A33 26A51 26D15 PDFBibTeX XMLCite \textit{F. Jarad} et al., J. Inequal. Appl. 2023, Paper No. 51, 18 p. (2023; Zbl 07778048) Full Text: DOI
Tikhomirov, Konstantin; Youssef, Pierre Sharp Poincaré and log-Sobolev inequalities for the switch chain on regular bipartite graphs. (English) Zbl 1528.05060 Probab. Theory Relat. Fields 185, No. 1-2, 89-184 (2023). MSC: 05C80 60J10 26D10 PDFBibTeX XMLCite \textit{K. Tikhomirov} and \textit{P. Youssef}, Probab. Theory Relat. Fields 185, No. 1--2, 89--184 (2023; Zbl 1528.05060) Full Text: DOI arXiv
Feng, Qi; Zhang, Jianfeng Cubature method for stochastic Volterra integral equations. (English) Zbl 07770142 SIAM J. Financ. Math. 14, No. 4, 959-1003 (2023). MSC: 91G60 65D32 60H20 26A33 PDFBibTeX XMLCite \textit{Q. Feng} and \textit{J. Zhang}, SIAM J. Financ. Math. 14, No. 4, 959--1003 (2023; Zbl 07770142) Full Text: DOI arXiv
Saës, Guillaume; Seuret, Stéphane Multifractal analysis of sums of random pulses. (English) Zbl 07751266 Math. Proc. Camb. Philos. Soc. 175, No. 3, 569-593 (2023). MSC: 28A80 28A78 26A15 60Gxx 60L30 PDFBibTeX XMLCite \textit{G. Saës} and \textit{S. Seuret}, Math. Proc. Camb. Philos. Soc. 175, No. 3, 569--593 (2023; Zbl 07751266) Full Text: DOI arXiv
Buczolich, Zoltán; Leobacher, Gunther; Steinicke, Alexander Continuous functions with impermeable graphs. (English) Zbl 07750741 Math. Nachr. 296, No. 10, 4778-4805 (2023). MSC: 26A16 28A78 26A21 26B30 26B35 54C05 54E40 PDFBibTeX XMLCite \textit{Z. Buczolich} et al., Math. Nachr. 296, No. 10, 4778--4805 (2023; Zbl 07750741) Full Text: DOI arXiv OA License
Lin, Li; Duan, Jinqiao; Yang, Meihua Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation. (English) Zbl 1522.60058 J. Dyn. Differ. Equations 35, No. 1, 421-453 (2023). MSC: 60H15 60G51 35B27 80M40 26A33 PDFBibTeX XMLCite \textit{L. Lin} et al., J. Dyn. Differ. Equations 35, No. 1, 421--453 (2023; Zbl 1522.60058) Full Text: DOI arXiv
Chowdhury, Indranil; Ersland, Olav; Jakobsen, Espen R. On numerical approximations of fractional and nonlocal mean field games. (English) Zbl 1527.35428 Found. Comput. Math. 23, No. 4, 1381-1431 (2023). MSC: 35Q89 35Q84 91A16 47G20 49L12 49L25 45K05 35K61 35F21 65M12 65M22 93B52 93C20 60J65 60G55 26A33 35R11 35R06 PDFBibTeX XMLCite \textit{I. Chowdhury} et al., Found. Comput. Math. 23, No. 4, 1381--1431 (2023; Zbl 1527.35428) Full Text: DOI arXiv
Girotti, Federico; Garrahan, Juan P.; Guţă, Mădălin Concentration inequalities for output statistics of quantum Markov processes. (English) Zbl 1527.81004 Ann. Henri Poincaré 24, No. 8, 2799-2832 (2023). MSC: 81P15 26E70 60J50 70H45 11N45 81S05 81P47 81S07 PDFBibTeX XMLCite \textit{F. Girotti} et al., Ann. Henri Poincaré 24, No. 8, 2799--2832 (2023; Zbl 1527.81004) Full Text: DOI arXiv
Ciosmak, Krzysztof J. Applications of Strassen’s theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions. (English) Zbl 1525.46004 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 232, Article ID 113267, 32 p. (2023). Reviewer: Ioan Raşa (Cluj-Napoca) MSC: 46A55 49N15 26B25 60G42 90C46 49N05 47H05 46N30 PDFBibTeX XMLCite \textit{K. J. Ciosmak}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 232, Article ID 113267, 32 p. (2023; Zbl 1525.46004) Full Text: DOI arXiv
Malajovich, Gregorio On the expected number of real roots of polynomials and exponential sums. (English) Zbl 07667576 J. Complexity 76, Article ID 101720, 11 p. (2023). MSC: 65H10 12Y05 15B52 26C10 PDFBibTeX XMLCite \textit{G. Malajovich}, J. Complexity 76, Article ID 101720, 11 p. (2023; Zbl 07667576) Full Text: DOI arXiv
Lacker, Daniel; Yeung, Lane Chun A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration. (English. French summary) Zbl 1522.60034 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 364-377 (2023). MSC: 60E15 26D10 60J25 PDFBibTeX XMLCite \textit{D. Lacker} and \textit{L. C. Yeung}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 364--377 (2023; Zbl 1522.60034) Full Text: DOI arXiv
Hainaut, Donatien Pricing of spread and exchange options in a rough jump-diffusion market. (English) Zbl 1500.91135 J. Comput. Appl. Math. 419, Article ID 114752, 24 p. (2023). MSC: 91G20 26A33 PDFBibTeX XMLCite \textit{D. Hainaut}, J. Comput. Appl. Math. 419, Article ID 114752, 24 p. (2023; Zbl 1500.91135) Full Text: DOI
Bouin, Émeric; Mouhot, Clément Quantitative fluid approximation in transport theory: a unified approach. (English) Zbl 1511.35348 Probab. Math. Phys. 3, No. 3, 491-542 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q84 35Q35 76P05 82C40 82C70 82D05 26A33 35A23 35R11 45A05 60K50 35P25 60G51 60J65 PDFBibTeX XMLCite \textit{É. Bouin} and \textit{C. Mouhot}, Probab. Math. Phys. 3, No. 3, 491--542 (2022; Zbl 1511.35348) Full Text: DOI arXiv
Miki, Hiroshi; Tsujimoto, Satoshi; Vinet, Luc Classical and quantum walks on paths associated with exceptional Krawtchouk polynomials. (English) Zbl 1507.82017 J. Math. Phys. 63, No. 10, Article ID 103502, 16 p. (2022). MSC: 82B20 33C45 42C05 81P45 33C47 26A33 PDFBibTeX XMLCite \textit{H. Miki} et al., J. Math. Phys. 63, No. 10, Article ID 103502, 16 p. (2022; Zbl 1507.82017) Full Text: DOI arXiv
El-Beltagy, Mohamed; Etman, Ahmed; Maged, Sroor Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models. (English) Zbl 1506.60044 Chaos Solitons Fractals 156, Article ID 111847, 11 p. (2022). MSC: 60G22 60G15 26A33 PDFBibTeX XMLCite \textit{M. El-Beltagy} et al., Chaos Solitons Fractals 156, Article ID 111847, 11 p. (2022; Zbl 1506.60044) Full Text: DOI
Kolokoltsov, Vassili CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control. (English) Zbl 1503.81049 Fract. Calc. Appl. Anal. 25, No. 1, 128-165 (2022). MSC: 81S25 81P15 26A33 81Q93 PDFBibTeX XMLCite \textit{V. Kolokoltsov}, Fract. Calc. Appl. Anal. 25, No. 1, 128--165 (2022; Zbl 1503.81049) Full Text: DOI arXiv
Bellingeri, Carlo; Friz, Peter K.; Gerencsér, Máté Singular paths spaces and applications. (English) Zbl 1510.81090 Stochastic Anal. Appl. 40, No. 6, 1126-1149 (2022). MSC: 81S40 60E05 26A16 26A30 30C40 PDFBibTeX XMLCite \textit{C. Bellingeri} et al., Stochastic Anal. Appl. 40, No. 6, 1126--1149 (2022; Zbl 1510.81090) Full Text: DOI arXiv
Dai, Xinjie; Xiao, Aiguo; Bu, Weiping Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation. (English) Zbl 1504.65011 Discrete Contin. Dyn. Syst., Ser. B 27, No. 8, 4231-4253 (2022). MSC: 65C30 65R20 26A33 34A08 PDFBibTeX XMLCite \textit{X. Dai} et al., Discrete Contin. Dyn. Syst., Ser. B 27, No. 8, 4231--4253 (2022; Zbl 1504.65011) Full Text: DOI arXiv
Fathi, Max; Mikulincer, Dan Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels. (English) Zbl 1500.35065 Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 23, No. 3, 1417-1445 (2022). MSC: 35B45 26D10 35R60 35Q49 60H30 PDFBibTeX XMLCite \textit{M. Fathi} and \textit{D. Mikulincer}, Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 23, No. 3, 1417--1445 (2022; Zbl 1500.35065) Full Text: DOI arXiv
Sin, Myong-Guk; Ri, Kyong-Il; Kim, Kyong-Hui Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations. (English) Zbl 1498.60272 Stat. Probab. Lett. 190, Article ID 109608, 11 p. (2022). MSC: 60H15 60G22 26A33 PDFBibTeX XMLCite \textit{M.-G. Sin} et al., Stat. Probab. Lett. 190, Article ID 109608, 11 p. (2022; Zbl 1498.60272) Full Text: DOI
Kühn, Christoph; Molitor, Alexander Semimartingale price systems in models with transaction costs beyond efficient friction. (English) Zbl 1498.91422 Finance Stoch. 26, No. 4, 927-982 (2022). MSC: 91G15 60H05 26A42 60G40 PDFBibTeX XMLCite \textit{C. Kühn} and \textit{A. Molitor}, Finance Stoch. 26, No. 4, 927--982 (2022; Zbl 1498.91422) Full Text: DOI arXiv
Kim, Mun-Chol; Ryom, Song-Chol Pathwise superhedging under proportional transaction costs. (English) Zbl 1498.91449 Math. Financ. Econ. 16, No. 4, 713-747 (2022). MSC: 91G20 60G42 26E25 PDFBibTeX XMLCite \textit{M.-C. Kim} and \textit{S.-C. Ryom}, Math. Financ. Econ. 16, No. 4, 713--747 (2022; Zbl 1498.91449) Full Text: DOI
Feinstein, Zachary; Rudloff, Birgit Scalar multivariate risk measures with a single eligible asset. (English) Zbl 1489.91313 Math. Oper. Res. 47, No. 2, 899-922 (2022). MSC: 91G70 26E25 46A20 91B05 PDFBibTeX XMLCite \textit{Z. Feinstein} and \textit{B. Rudloff}, Math. Oper. Res. 47, No. 2, 899--922 (2022; Zbl 1489.91313) Full Text: DOI arXiv
Degano, Iván; Ferrando, Sebastián; González, Alfredo No-arbitrage symmetries. (English) Zbl 1499.91126 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 4, 1373-1402 (2022). MSC: 91G15 26B25 PDFBibTeX XMLCite \textit{I. Degano} et al., Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 4, 1373--1402 (2022; Zbl 1499.91126) Full Text: DOI arXiv
Kaleta, Kamil; Ponikowski, Daniel On directional convolution equivalent densities. (English) Zbl 1498.60058 Electron. J. Probab. 27, Paper No. 65, 19 p. (2022). MSC: 60E05 26B99 60G50 60G51 62H05 PDFBibTeX XMLCite \textit{K. Kaleta} and \textit{D. Ponikowski}, Electron. J. Probab. 27, Paper No. 65, 19 p. (2022; Zbl 1498.60058) Full Text: DOI arXiv
Ben Abid, Moez; Ben Slimane, Mourad; Ben Omrane, Ines; Turkawi, Maamoun Multivariate wavelet leaders Rényi dimension and multifractal formalism in mixed Besov spaces. (English) Zbl 1493.42051 Int. J. Wavelets Multiresolut. Inf. Process. 20, No. 2, Article ID 2150047, 32 p. (2022). Reviewer: K. Parthasarathy (Chennai) MSC: 42C40 26A16 26A21 26B35 46E30 PDFBibTeX XMLCite \textit{M. Ben Abid} et al., Int. J. Wavelets Multiresolut. Inf. Process. 20, No. 2, Article ID 2150047, 32 p. (2022; Zbl 1493.42051) Full Text: DOI
Light, Bar New Jensen-type inequalities and their applications. (English) Zbl 1498.26057 J. Convex Anal. 29, No. 2, 605-622 (2022). MSC: 26D15 26A51 PDFBibTeX XMLCite \textit{B. Light}, J. Convex Anal. 29, No. 2, 605--622 (2022; Zbl 1498.26057) Full Text: arXiv Link
Li, Ben; Schütt, Carsten; Werner, Elisabeth M. Affine invariant maps for log-concave functions. (English) Zbl 1491.26011 J. Geom. Anal. 32, No. 4, Paper No. 123, 50 p. (2022). Reviewer: Alexey Alimov (Moskva) MSC: 26B25 46N10 52A20 53A15 PDFBibTeX XMLCite \textit{B. Li} et al., J. Geom. Anal. 32, No. 4, Paper No. 123, 50 p. (2022; Zbl 1491.26011) Full Text: DOI arXiv
Bouin, Emeric; Dolbeault, Jean; Lafleche, Laurent Fractional hypocoercivity. (English) Zbl 1487.35369 Commun. Math. Phys. 390, No. 3, 1369-1411 (2022). Reviewer: Piotr Biler (Wrocław) MSC: 35Q84 35Q20 82C40 35B40 26A33 35R11 PDFBibTeX XMLCite \textit{E. Bouin} et al., Commun. Math. Phys. 390, No. 3, 1369--1411 (2022; Zbl 1487.35369) Full Text: DOI arXiv
Feinstein, Zachary; Rudloff, Birgit Time consistency for scalar multivariate risk measures. (English) Zbl 1481.91224 Stat. Risk. Model. 38, No. 3-4, 71-90 (2022). MSC: 91G70 26E25 PDFBibTeX XMLCite \textit{Z. Feinstein} and \textit{B. Rudloff}, Stat. Risk. Model. 38, No. 3--4, 71--90 (2022; Zbl 1481.91224) Full Text: DOI arXiv
Adamczak, Radosław; Polaczyk, Bartłomiej; Strzelecki, Michał Modified log-Sobolev inequalities, Beckner inequalities and moment estimates. (English) Zbl 1489.60028 J. Funct. Anal. 282, No. 7, Article ID 109349, 76 p. (2022). Reviewer: Carlo Sempi (Lecce) MSC: 60E15 60J25 60J27 46E35 46E39 26D10 PDFBibTeX XMLCite \textit{R. Adamczak} et al., J. Funct. Anal. 282, No. 7, Article ID 109349, 76 p. (2022; Zbl 1489.60028) Full Text: DOI arXiv
Fu, Haoliang; Saleem, Muhammad Shoaib; Nazeer, Waqas; Ghafoor, Mamoona; Li, Peigen On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes. (English) Zbl 1484.26062 AIMS Math. 6, No. 6, 6322-6339 (2021). MSC: 26D15 26A51 60E15 60G17 PDFBibTeX XMLCite \textit{H. Fu} et al., AIMS Math. 6, No. 6, 6322--6339 (2021; Zbl 1484.26062) Full Text: DOI
Biermé, Hermine; Desolneux, Agnès The effect of discretization on the mean geometry of a 2D random field. (Effet de la discrétisation sur la géométrie moyenne des champs aléatoires 2D.) (English. French summary) Zbl 1492.60029 Ann. Henri Lebesgue 4, 1295-1345 (2021). MSC: 60D05 26B15 28A75 60G10 60G22 60G60 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Henri Lebesgue 4, 1295--1345 (2021; Zbl 1492.60029) Full Text: DOI
Daly, Fraser; Ghaderinezhad, Fatemeh; Ley, Christophe; Swan, Yvik Some simple variance bounds from Stein’s method. (English) Zbl 1482.60024 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1845-1858 (2021). MSC: 60E15 26D10 62F15 PDFBibTeX XMLCite \textit{F. Daly} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1845--1858 (2021; Zbl 1482.60024) Full Text: Link
Nielsen, Frank; Hadjeres, Gaëtan Quasiconvex Jensen divergences and quasiconvex Bregman divergences. (English) Zbl 1523.52014 Barbaresco, Frédéric (ed.) et al., Geometric structures of statistical physics, information geometry, and learning. Proceedings of the workshop on joint structures and common foundation of statistical physics, information geometry and inference for learning, SPIGL’20, Les Houches, France, July 27–31, 2020. Cham: Springer. Springer Proc. Math. Stat. 361, 196-218 (2021). MSC: 52A41 26B25 52A30 PDFBibTeX XMLCite \textit{F. Nielsen} and \textit{G. Hadjeres}, Springer Proc. Math. Stat. 361, 196--218 (2021; Zbl 1523.52014) Full Text: DOI arXiv
Tugaut, Julian Captivity of the solution to the granular media equation. (English) Zbl 1480.35285 Kinet. Relat. Models 14, No. 2, 199-209 (2021). MSC: 35K59 26D10 35B25 35R60 60J60 60E15 60F10 PDFBibTeX XMLCite \textit{J. Tugaut}, Kinet. Relat. Models 14, No. 2, 199--209 (2021; Zbl 1480.35285) Full Text: DOI
Gajda, Janusz; Beghin, Luisa Prabhakar Lévy processes. (English) Zbl 1495.60036 Stat. Probab. Lett. 178, Article ID 109162, 9 p. (2021). MSC: 60G51 26A33 33E12 60G52 PDFBibTeX XMLCite \textit{J. Gajda} and \textit{L. Beghin}, Stat. Probab. Lett. 178, Article ID 109162, 9 p. (2021; Zbl 1495.60036) Full Text: DOI
Duanmu, Haosui; Rosenthal, Jeffrey S.; Weiss, William Ergodicity of Markov processes via nonstandard analysis. (English) Zbl 1515.60010 Memoirs of the American Mathematical Society 1342. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5002-1/pbk; 978-1-4704-6813-2/ebook). v, 114 p. (2021). Reviewer: Bruno Dinis (Évora) MSC: 60-02 03-02 03H05 26E35 28E05 60J05 60J25 PDFBibTeX XMLCite \textit{H. Duanmu} et al., Ergodicity of Markov processes via nonstandard analysis. Providence, RI: American Mathematical Society (AMS) (2021; Zbl 1515.60010) Full Text: DOI
Abundo, Mario; Pirozzi, Enrica Fractionally integrated Gauss-Markov processes and applications. (English) Zbl 1480.60087 Commun. Nonlinear Sci. Numer. Simul. 101, Article ID 105862, 20 p. (2021). MSC: 60G15 26A33 65C20 PDFBibTeX XMLCite \textit{M. Abundo} and \textit{E. Pirozzi}, Commun. Nonlinear Sci. Numer. Simul. 101, Article ID 105862, 20 p. (2021; Zbl 1480.60087) Full Text: DOI arXiv
Ararat, Çağın; Feinstein, Zachary Set-valued risk measures as backward stochastic difference inclusions and equations. (English) Zbl 1461.91363 Finance Stoch. 25, No. 1, 43-76 (2021). MSC: 91G70 26E25 28B20 39A50 PDFBibTeX XMLCite \textit{Ç. Ararat} and \textit{Z. Feinstein}, Finance Stoch. 25, No. 1, 43--76 (2021; Zbl 1461.91363) Full Text: DOI arXiv
Anderson, Robert M.; Duanmu, Haosui; Schrittesser, David; Weiss, William Loeb extension and Loeb equivalence. (English) Zbl 1473.28012 Proc. Am. Math. Soc., Ser. B 8, 112-120 (2021). Reviewer: Andrzej Wiśnicki (Kraków) MSC: 28E05 03H05 26E35 PDFBibTeX XMLCite \textit{R. M. Anderson} et al., Proc. Am. Math. Soc., Ser. B 8, 112--120 (2021; Zbl 1473.28012) Full Text: DOI arXiv
Gangbo, Wilfrid; Mayorga, Sergio; Świȩch, Andrzej Finite dimensional approximations of Hamilton-Jacobi-Bellman equations in spaces of probability measures. (English) Zbl 1460.35071 SIAM J. Math. Anal. 53, No. 2, 1320-1356 (2021). MSC: 35D40 35F21 35R15 49L25 26E15 PDFBibTeX XMLCite \textit{W. Gangbo} et al., SIAM J. Math. Anal. 53, No. 2, 1320--1356 (2021; Zbl 1460.35071) Full Text: DOI
Komorowski, Tomasz; Olla, Stefano; Ryzhik, Lenya Fractional diffusion limit for a kinetic equation with an interface. (English) Zbl 1452.35212 Ann. Probab. 48, No. 5, 2290-2322 (2020). MSC: 35Q79 60J76 45A05 35R11 26A33 PDFBibTeX XMLCite \textit{T. Komorowski} et al., Ann. Probab. 48, No. 5, 2290--2322 (2020; Zbl 1452.35212) Full Text: DOI arXiv Euclid
Bonis, Thomas Stein’s method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem. (English) Zbl 1456.60059 Probab. Theory Relat. Fields 178, No. 3-4, 827-860 (2020). MSC: 60F05 26D10 49Q20 60E15 PDFBibTeX XMLCite \textit{T. Bonis}, Probab. Theory Relat. Fields 178, No. 3--4, 827--860 (2020; Zbl 1456.60059) Full Text: DOI arXiv
Zhou, Hao; Saleem, Muhammad Shoaib; Ghafoor, Mamoona; Li, Jingjng Generalization of \(h\)-convex stochastic processes and some classical inequalities. (English) Zbl 1459.60079 Math. Probl. Eng. 2020, Article ID 1583807, 9 p. (2020). MSC: 60G12 60G17 26A51 26D15 PDFBibTeX XMLCite \textit{H. Zhou} et al., Math. Probl. Eng. 2020, Article ID 1583807, 9 p. (2020; Zbl 1459.60079) Full Text: DOI
Klesov, O. I.; Steinebach, J. G. On preserving the limit points of corresponding objects. (English) Zbl 1442.26003 J. Math. Anal. Appl. 486, No. 2, Article ID 123916, 8 p. (2020). MSC: 26A12 40A05 PDFBibTeX XMLCite \textit{O. I. Klesov} and \textit{J. G. Steinebach}, J. Math. Anal. Appl. 486, No. 2, Article ID 123916, 8 p. (2020; Zbl 1442.26003) Full Text: DOI
Courte, Luca; Bhattacharya, Kaushik; Dondl, Patrick Bounds on precipitate hardening of line and surface defects in solids. (English) Zbl 1440.35323 Z. Angew. Math. Phys. 71, No. 3, Paper No. 99, 14 p. (2020). MSC: 35Q74 35D40 26A33 35R11 35K93 74C99 74E15 PDFBibTeX XMLCite \textit{L. Courte} et al., Z. Angew. Math. Phys. 71, No. 3, Paper No. 99, 14 p. (2020; Zbl 1440.35323) Full Text: DOI arXiv
Garra, Roberto; Issoglio, Elena; Taverna, Giorgio S. Fractional Brownian motions ruled by nonlinear equations. (English) Zbl 1441.60030 Appl. Math. Lett. 102, Article ID 106160, 6 p. (2020). MSC: 60G22 26A33 35R11 PDFBibTeX XMLCite \textit{R. Garra} et al., Appl. Math. Lett. 102, Article ID 106160, 6 p. (2020; Zbl 1441.60030) Full Text: DOI arXiv Link
Papageorgiou, Ioannis Modified log-Sobolev inequality for a compact pure jump Markov process with degenerate jumps. (English) Zbl 1434.60300 J. Stat. Phys. 178, No. 6, 1293-1318 (2020). MSC: 60K35 26D10 PDFBibTeX XMLCite \textit{I. Papageorgiou}, J. Stat. Phys. 178, No. 6, 1293--1318 (2020; Zbl 1434.60300) Full Text: DOI arXiv
Shi, Siyu; Shi, Zhongrui On generalized Young’s inequality. (English) Zbl 1444.46024 Kosek, Marta (ed.), Function spaces XII. Selected papers based on the presentations at the 12th conference, Krakow, Poland, July 9–14, 2018. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Cent. Publ. 119, 295-309 (2019). MSC: 46E30 26D15 26A51 26A48 PDFBibTeX XMLCite \textit{S. Shi} and \textit{Z. Shi}, Banach Cent. Publ. 119, 295--309 (2019; Zbl 1444.46024) Full Text: DOI
Abid, Moez Ben \(T^{[p]}\)-formalism in Besov spaces. (English) Zbl 1465.42040 Result. Math. 74, No. 4, Paper No. 187, 31 p. (2019). Reviewer: Ghanshyam Bhatt (Nashville) MSC: 42C40 28A80 26A16 28A78 37C20 PDFBibTeX XMLCite \textit{M. B. Abid}, Result. Math. 74, No. 4, Paper No. 187, 31 p. (2019; Zbl 1465.42040) Full Text: DOI
Saito, Keiji; Sasada, Makiko; Suda, Hayate \(5 / 6\)-superdiffusion of energy for coupled charged harmonic oscillators in a magnetic field. (English) Zbl 1435.82022 Commun. Math. Phys. 372, No. 1, 151-182 (2019). Reviewer: Bassano Vacchini (Milano) MSC: 82C31 60K50 60G51 35Q20 26A33 35R11 35R60 PDFBibTeX XMLCite \textit{K. Saito} et al., Commun. Math. Phys. 372, No. 1, 151--182 (2019; Zbl 1435.82022) Full Text: DOI arXiv
Jaber, Eduardo Abi; El Euch, Omar Multifactor approximation of rough volatility models. (English) Zbl 1422.91765 SIAM J. Financ. Math. 10, No. 2, 309-349 (2019). MSC: 91G60 65L05 91G20 91B70 26A33 PDFBibTeX XMLCite \textit{E. A. Jaber} and \textit{O. El Euch}, SIAM J. Financ. Math. 10, No. 2, 309--349 (2019; Zbl 1422.91765) Full Text: DOI arXiv
Cheng, Hao-Chung; Hsieh, Min-Hsiu Matrix Poincaré, \(\Phi\)-Sobolev inequalities, and quantum ensembles. (English) Zbl 1414.81144 J. Math. Phys. 60, No. 3, 032201, 16 p. (2019). MSC: 81S25 60J25 26D07 28B05 15A45 81P45 94A40 94A17 PDFBibTeX XMLCite \textit{H.-C. Cheng} and \textit{M.-H. Hsieh}, J. Math. Phys. 60, No. 3, 032201, 16 p. (2019; Zbl 1414.81144) Full Text: DOI arXiv
Gatheral, Jim; Radoičić, Radoš Rational approximation of the rough Heston solution. (English) Zbl 1458.91211 Int. J. Theor. Appl. Finance 22, No. 3, Article ID 1950010, 19 p. (2019). Reviewer: George Stoica (Saint John) MSC: 91G20 26A33 91B70 PDFBibTeX XMLCite \textit{J. Gatheral} and \textit{R. Radoičić}, Int. J. Theor. Appl. Finance 22, No. 3, Article ID 1950010, 19 p. (2019; Zbl 1458.91211) Full Text: DOI
Rouzé, Cambyse; Datta, Nilanjana Concentration of quantum states from quantum functional and transportation cost inequalities. (English) Zbl 1447.60051 J. Math. Phys. 60, No. 1, 012202, 22 p. (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60B10 26D10 47D07 94A40 94B70 PDFBibTeX XMLCite \textit{C. Rouzé} and \textit{N. Datta}, J. Math. Phys. 60, No. 1, 012202, 22 p. (2019; Zbl 1447.60051) Full Text: DOI arXiv
Garra, Roberto; Garrappa, Roberto The Prabhakar or three parameter Mittag-Leffler function: theory and application. (English) Zbl 1524.33083 Commun. Nonlinear Sci. Numer. Simul. 56, 314-329 (2018). MSC: 33E12 26A33 35R11 41A60 PDFBibTeX XMLCite \textit{R. Garra} and \textit{R. Garrappa}, Commun. Nonlinear Sci. Numer. Simul. 56, 314--329 (2018; Zbl 1524.33083) Full Text: DOI arXiv
Shu, Yan; Strzelecki, Michał A characterization of a class of convex log-Sobolev inequalities on the real line. (English. French summary) Zbl 1403.60022 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2075-2091 (2018). MSC: 60E15 26A51 26D10 PDFBibTeX XMLCite \textit{Y. Shu} and \textit{M. Strzelecki}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2075--2091 (2018; Zbl 1403.60022) Full Text: DOI arXiv Euclid
Chi, Zhiyi On a multivariate strong renewal theorem. (English) Zbl 1407.60117 J. Theor. Probab. 31, No. 3, 1235-1272 (2018). Reviewer: Edward Omey (Brussels) MSC: 60K05 60F10 60E99 26A12 PDFBibTeX XMLCite \textit{Z. Chi}, J. Theor. Probab. 31, No. 3, 1235--1272 (2018; Zbl 1407.60117) Full Text: DOI arXiv
Thomack, Andrew; Tyree, Zachariah On the zeros of random harmonic polynomials: the Weyl model. (English) Zbl 1396.26025 Anal. Math. Phys. 8, No. 2, 237-253 (2018). MSC: 26C10 60G15 PDFBibTeX XMLCite \textit{A. Thomack} and \textit{Z. Tyree}, Anal. Math. Phys. 8, No. 2, 237--253 (2018; Zbl 1396.26025) Full Text: DOI arXiv
Chafaï, Djalil; Hardy, Adrien; Maïda, Mylène Concentration for Coulomb gases and Coulomb transport inequalities. (English) Zbl 1407.82045 J. Funct. Anal. 275, No. 6, 1447-1483 (2018). Reviewer: József Sándor (Cluj-Napoca) MSC: 82C40 82D05 15B52 26D10 28C15 28A35 60E15 82B44 PDFBibTeX XMLCite \textit{D. Chafaï} et al., J. Funct. Anal. 275, No. 6, 1447--1483 (2018; Zbl 1407.82045) Full Text: DOI arXiv
Ostaszewski, Adam J. Homomorphisms from functional equations in probability. (English) Zbl 1387.39024 Brzdęk, Janusz (ed.) et al., Developments in functional equations and related topics. Selected papers based on the presentations at the 16th international conference on functional equations and inequalities, ICFEI, Będlewo, Poland, May 17–23, 2015. Cham: Springer (ISBN 978-3-319-61731-2/hbk; 978-3-319-61732-9/ebook). Springer Optimization and Its Applications 124, 171-213 (2017). MSC: 39B52 26A03 PDFBibTeX XMLCite \textit{A. J. Ostaszewski}, Springer Optim. Appl. 124, 171--213 (2017; Zbl 1387.39024) Full Text: DOI
Ben Abid, Moez; Ben Slimane, Mourad; Ben Omrane, Ines; Halouani, Borhen Mixed wavelet leaders multifractal formalism in a product of critical Besov spaces. (English) Zbl 1379.28006 Mediterr. J. Math. 14, No. 4, Paper No. 176, 20 p. (2017). Reviewer: Peter Massopust (München) MSC: 28A80 26A30 28A78 42C40 54E52 PDFBibTeX XMLCite \textit{M. Ben Abid} et al., Mediterr. J. Math. 14, No. 4, Paper No. 176, 20 p. (2017; Zbl 1379.28006) Full Text: DOI
Ben Abid, Moez Prevalent mixed Hölder spectra and mixed multifractal formalism in a product of continuous Besov spaces. (English) Zbl 1370.26009 Nonlinearity 30, No. 8, 3332-3348 (2017). MSC: 26A16 28A78 28A80 42C40 PDFBibTeX XMLCite \textit{M. Ben Abid}, Nonlinearity 30, No. 8, 3332--3348 (2017; Zbl 1370.26009) Full Text: DOI
Aceves-Sánchez, Pedro; Schmeiser, Christian Fractional diffusion limit of a linear kinetic equation in a bounded domain. (English) Zbl 1353.76074 Kinet. Relat. Models 10, No. 3, 541-551 (2017). MSC: 76P05 35B40 26A33 PDFBibTeX XMLCite \textit{P. Aceves-Sánchez} and \textit{C. Schmeiser}, Kinet. Relat. Models 10, No. 3, 541--551 (2017; Zbl 1353.76074) Full Text: DOI arXiv
Duboscq, Romain; Marty, Renaud Analysis of a splitting scheme for a class of random nonlinear partial differential equations. (English) Zbl 1358.35168 ESAIM, Probab. Stat. 20, 572-589 (2016). MSC: 35Q55 65M15 60H15 60F17 26A33 PDFBibTeX XMLCite \textit{R. Duboscq} and \textit{R. Marty}, ESAIM, Probab. Stat. 20, 572--589 (2016; Zbl 1358.35168) Full Text: DOI
Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D. Space-time fractional stochastic equations on regular bounded open domains. (English) Zbl 1354.60065 Fract. Calc. Appl. Anal. 19, No. 5, 1161-1199 (2016). MSC: 60H15 60G22 60G60 60G15 60G20 60G17 60G12 26A33 PDFBibTeX XMLCite \textit{V. V. Anh} et al., Fract. Calc. Appl. Anal. 19, No. 5, 1161--1199 (2016; Zbl 1354.60065) Full Text: DOI arXiv Link
Saleem, Muhammad Shoaib; Pečarić, Joseph; Hussain, Sultan; Khan, Muhammad Wahab; Hussain, Abid The weighted reverse Poincaré-type estimates for the difference of two convex vectors. (English) Zbl 1347.26029 J. Inequal. Appl. 2016, Paper No. 194, 12 p. (2016). MSC: 26A51 26A24 PDFBibTeX XMLCite \textit{M. S. Saleem} et al., J. Inequal. Appl. 2016, Paper No. 194, 12 p. (2016; Zbl 1347.26029) Full Text: DOI
Zimmermann, David Elementary proof of logarithmic Sobolev inequalities for Gaussian convolutions on \(\mathbb{R}\). (English. French summary) Zbl 1342.26045 Ann. Math. Blaise Pascal 23, No. 1, 129-140 (2016). MSC: 26D10 PDFBibTeX XMLCite \textit{D. Zimmermann}, Ann. Math. Blaise Pascal 23, No. 1, 129--140 (2016; Zbl 1342.26045) Full Text: DOI arXiv
Matsui, Muneya; Pawlas, Zbyněk Fractional absolute moments of heavy tailed distributions. (English) Zbl 1381.60039 Braz. J. Probab. Stat. 30, No. 2, 272-298 (2016). MSC: 60E05 60E07 26A33 PDFBibTeX XMLCite \textit{M. Matsui} and \textit{Z. Pawlas}, Braz. J. Probab. Stat. 30, No. 2, 272--298 (2016; Zbl 1381.60039) Full Text: DOI arXiv Euclid
Biermé, Hermine; Desolneux, Agnès On the perimeter of excursion sets of shot noise random fields. (English) Zbl 1343.60060 Ann. Probab. 44, No. 1, 521-543 (2016). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60G60 60G55 60G10 60F15 60E07 26B30 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Probab. 44, No. 1, 521--543 (2016; Zbl 1343.60060) Full Text: DOI Euclid
Fontbona, Joaquin; Jourdain, Benjamin A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations. (English) Zbl 1351.60070 Ann. Probab. 44, No. 1, 131-170 (2016). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60H10 60H30 60J25 60G44 60G48 37A35 35B40 26D10 PDFBibTeX XMLCite \textit{J. Fontbona} and \textit{B. Jourdain}, Ann. Probab. 44, No. 1, 131--170 (2016; Zbl 1351.60070) Full Text: DOI arXiv Euclid
Bernardin, Cédric; Gonçalves, Patrícia; Jara, Milton 3/4-fractional superdiffusion in a system of harmonic oscillators perturbed by a conservative noise. (English) Zbl 1334.82052 Arch. Ration. Mech. Anal. 220, No. 2, 505-542 (2016). MSC: 82C70 26A33 60J10 PDFBibTeX XMLCite \textit{C. Bernardin} et al., Arch. Ration. Mech. Anal. 220, No. 2, 505--542 (2016; Zbl 1334.82052) Full Text: DOI arXiv
Hackmann, Daniel; Kuznetsov, Alexey Approximating Lévy processes with completely monotone jumps. (English) Zbl 1339.60050 Ann. Appl. Probab. 26, No. 1, 328-359 (2016). Reviewer: Nikola Sandrić (Zagreb) MSC: 60G51 60J75 60F05 26C15 PDFBibTeX XMLCite \textit{D. Hackmann} and \textit{A. Kuznetsov}, Ann. Appl. Probab. 26, No. 1, 328--359 (2016; Zbl 1339.60050) Full Text: DOI arXiv Euclid
Mijena, Jebessa B.; Nane, Erkan Intermittence and space-time fractional stochastic partial differential equations. (English) Zbl 1341.60063 Potential Anal. 44, No. 2, 295-312 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 26A33 PDFBibTeX XMLCite \textit{J. B. Mijena} and \textit{E. Nane}, Potential Anal. 44, No. 2, 295--312 (2016; Zbl 1341.60063) Full Text: DOI arXiv
Doungmo Goufo, Emile Franc; Mugisha, Stella Positivity and contractivity in the dynamics of clusters’ splitting with derivative of fractional order. (English) Zbl 1499.35630 Open Math. 13, 351-362 (2015). MSC: 35R11 26A33 34A12 PDFBibTeX XMLCite \textit{E. F. Doungmo Goufo} and \textit{S. Mugisha}, Open Math. 13, 351--362 (2015; Zbl 1499.35630) Full Text: DOI
Li, L. From Lyapunov functions to Sobolev inequalities. (English) Zbl 1333.60020 Theory Probab. Appl. 59, No. 4, 693-699 (2015); translation from Teor. Veroyatn. Primen. 59, No. 4, 808-814 (2014). MSC: 60E15 26D15 PDFBibTeX XMLCite \textit{L. Li}, Theory Probab. Appl. 59, No. 4, 693--699 (2015; Zbl 1333.60020); translation from Teor. Veroyatn. Primen. 59, No. 4, 808--814 (2014) Full Text: DOI
Anashin, V. S. Quantization causes waves: smooth finitely computable functions are affine. (English) Zbl 1328.81136 \(p\)-Adic Numbers Ultrametric Anal. Appl. 7, No. 3, 169-227 (2015). MSC: 81S05 26E30 37B15 37P99 68Q45 PDFBibTeX XMLCite \textit{V. S. Anashin}, \(p\)-Adic Numbers Ultrametric Anal. Appl. 7, No. 3, 169--227 (2015; Zbl 1328.81136) Full Text: DOI arXiv
Calka, Pierre; Demichel, Yann Fractal random series generated by Poisson-Voronoi tessellations. (English) Zbl 1315.28004 Trans. Am. Math. Soc. 367, No. 6, 4157-4182 (2015). Reviewer: Peter Massopust (München) MSC: 28A80 26B35 28A78 60D05 60G55 PDFBibTeX XMLCite \textit{P. Calka} and \textit{Y. Demichel}, Trans. Am. Math. Soc. 367, No. 6, 4157--4182 (2015; Zbl 1315.28004) Full Text: DOI arXiv
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy Stochastic viability and comparison theorems for mixed stochastic differential equations. (English) Zbl 1310.60087 Methodol. Comput. Appl. Probab. 17, No. 1, 169-188 (2015). MSC: 60H10 60G22 60G15 26A33 91G80 PDFBibTeX XMLCite \textit{A. Melnikov} et al., Methodol. Comput. Appl. Probab. 17, No. 1, 169--188 (2015; Zbl 1310.60087) Full Text: DOI arXiv
Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni Stein’s method, logarithmic Sobolev and transport inequalities. (English) Zbl 1350.60013 Geom. Funct. Anal. 25, No. 1, 256-306 (2015). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 26D10 60B10 94A17 PDFBibTeX XMLCite \textit{M. Ledoux} et al., Geom. Funct. Anal. 25, No. 1, 256--306 (2015; Zbl 1350.60013) Full Text: DOI arXiv
Geiss, Stefan; Toivola, Anni On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space. (English) Zbl 1343.60068 Ann. Probab. 43, No. 2, 605-638 (2015). MSC: 60H07 60H05 46E35 26A33 46B70 41A25 PDFBibTeX XMLCite \textit{S. Geiss} and \textit{A. Toivola}, Ann. Probab. 43, No. 2, 605--638 (2015; Zbl 1343.60068) Full Text: DOI arXiv Euclid
Kamrani, Minoo Numerical solution of stochastic fractional differential equations. (English) Zbl 1386.65038 Numer. Algorithms 68, No. 1, 81-93 (2015). MSC: 65C30 26A33 60H15 PDFBibTeX XMLCite \textit{M. Kamrani}, Numer. Algorithms 68, No. 1, 81--93 (2015; Zbl 1386.65038) Full Text: DOI
Kramkov, Dmitry Existence of an endogenously complete equilibrium driven by a diffusion. (English) Zbl 1360.91106 Finance Stoch. 19, No. 1, 1-22 (2015). Reviewer: Paweł Kliber (Poznan) MSC: 91B10 60H10 26E05 60G44 91B51 60J60 PDFBibTeX XMLCite \textit{D. Kramkov}, Finance Stoch. 19, No. 1, 1--22 (2015; Zbl 1360.91106) Full Text: DOI arXiv
Dembo, Amir; Mukherjee, Sumit No zero-crossings for random polynomials and the heat equation. (English) Zbl 1312.60036 Ann. Probab. 43, No. 1, 85-118 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 26C10 26A12 35K05 60H15 60H99 PDFBibTeX XMLCite \textit{A. Dembo} and \textit{S. Mukherjee}, Ann. Probab. 43, No. 1, 85--118 (2015; Zbl 1312.60036) Full Text: DOI arXiv Euclid
Carrillo, J. A.; Huang, Y.; Santos, M. C.; Vázquez, J. L. Exponential convergence towards stationary states for the 1D porous medium equation with fractional pressure. (English) Zbl 1307.35311 J. Differ. Equations 258, No. 3, 736-763 (2015). MSC: 35R11 35K55 35K65 26A33 76S05 PDFBibTeX XMLCite \textit{J. A. Carrillo} et al., J. Differ. Equations 258, No. 3, 736--763 (2015; Zbl 1307.35311) Full Text: DOI arXiv
Boissard, Emmanuel; Gozlan, Nathael; Lehec, Joseph; Léonard, Christian; Menz, Georg; Schlichting, André Some recent developments in functional inequalities. (English) Zbl 1328.60052 ESAIM, Proc. 44, 338-354 (2014). MSC: 60E15 26D10 53C21 PDFBibTeX XMLCite \textit{E. Boissard} et al., ESAIM, Proc. 44, 338--354 (2014; Zbl 1328.60052) Full Text: DOI
Seifert, Miriam Isabel On conditional extreme values of random vectors with polar representation. (English) Zbl 1311.60060 Extremes 17, No. 2, 193-219 (2014). Reviewer: Edward Omey (Brussels) MSC: 60G70 60F05 62E20 26A12 PDFBibTeX XMLCite \textit{M. I. Seifert}, Extremes 17, No. 2, 193--219 (2014; Zbl 1311.60060) Full Text: DOI
D’Ovidio, Mirko; Orsingher, Enzo; Toaldo, Bruno Time-changed processes governed by space-time fractional telegraph equations. (English) Zbl 1309.60046 Stochastic Anal. Appl. 32, No. 6, 1009-1045 (2014). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G52 60G51 26A33 35R11 34A08 34K37 35C05 33C10 PDFBibTeX XMLCite \textit{M. D'Ovidio} et al., Stochastic Anal. Appl. 32, No. 6, 1009--1045 (2014; Zbl 1309.60046) Full Text: DOI arXiv
Ghosh, Arka P.; Rastegar, Reza; Roitershtein, Alexander On a directionally reinforced random walk. (English) Zbl 1304.60032 Proc. Am. Math. Soc. 142, No. 9, 3269-3283 (2014). Reviewer: Edward Omey (Brussels) MSC: 60F05 60F15 70B05 26A12 PDFBibTeX XMLCite \textit{A. P. Ghosh} et al., Proc. Am. Math. Soc. 142, No. 9, 3269--3283 (2014; Zbl 1304.60032) Full Text: DOI arXiv
Vázquez, Juan-Luis Recent progress in the theory of nonlinear diffusion with fractional Laplacian operators. (English) Zbl 1290.26010 Discrete Contin. Dyn. Syst., Ser. S 7, No. 4, 857-885 (2014). MSC: 26A33 35K55 35K65 35S10 PDFBibTeX XMLCite \textit{J.-L. Vázquez}, Discrete Contin. Dyn. Syst., Ser. S 7, No. 4, 857--885 (2014; Zbl 1290.26010) Full Text: DOI arXiv
Herzberg, Frederik S. First steps towards an equilibrium theory for Lévy financial markets. (English) Zbl 1298.91200 Ann. Finance 9, No. 3, 543-572 (2013). MSC: 91G80 60G51 91B50 91B25 91G20 26E35 PDFBibTeX XMLCite \textit{F. S. Herzberg}, Ann. Finance 9, No. 3, 543--572 (2013; Zbl 1298.91200) Full Text: DOI
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes. (English. Ukrainian original) Zbl 1301.26006 Theory Probab. Math. Stat. 87, 1-12 (2013); translation from Teor. Jmovirn. Mat. Stat. 87, 1-11 (2012). MSC: 26A12 26A48 PDFBibTeX XMLCite \textit{V. V. Buldygin} et al., Theory Probab. Math. Stat. 87, 1--12 (2013; Zbl 1301.26006); translation from Teor. Jmovirn. Mat. Stat. 87, 1--11 (2012) Full Text: DOI
Wong, Eric W. M.; Moran, Bill; Zalesky, Andrew; Rosberg, Zvi; Zukerman, Moshe On the accuracy of the OPC approximation for a symmetric overflow loss model. (English) Zbl 1282.60093 Stoch. Models 29, No. 2, 149-189 (2013). Reviewer: János Sztrik (Debrecen) MSC: 60K30 90B20 26D15 60K25 PDFBibTeX XMLCite \textit{E. W. M. Wong} et al., Stoch. Models 29, No. 2, 149--189 (2013; Zbl 1282.60093) Full Text: DOI