Grandits, Peter On the gain of collaboration in a two dimensional ruin problem. (English) Zbl 1446.91061 Eur. Actuar. J. 9, No. 2, 635-644 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 91G05 60G44 93E20 91G80 PDF BibTeX XML Cite \textit{P. Grandits}, Eur. Actuar. J. 9, No. 2, 635--644 (2019; Zbl 1446.91061) Full Text: DOI
Reddy, Nanda Kishore Equality of Lyapunov and stability exponents for products of isotropic random matrices. (English) Zbl 1439.15014 Int. Math. Res. Not. 2019, No. 2, 606-624 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 15B52 60B20 37H15 PDF BibTeX XML Cite \textit{N. K. Reddy}, Int. Math. Res. Not. 2019, No. 2, 606--624 (2019; Zbl 1439.15014) Full Text: DOI arXiv
Benaych-Georges, Florent; Enriquez, Nathanaël; Michaïl, Alkéos Empirical spectral distribution of a matrix under perturbation. (English) Zbl 1433.15037 J. Theor. Probab. 32, No. 3, 1220-1251 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 15B52 15B57 60B20 47A55 PDF BibTeX XML Cite \textit{F. Benaych-Georges} et al., J. Theor. Probab. 32, No. 3, 1220--1251 (2019; Zbl 1433.15037) Full Text: DOI
Kumar, Santosh Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble. (English) Zbl 1435.15025 J. Stat. Phys. 175, No. 1, 126-149 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 15B52 15A18 15A15 60B20 PDF BibTeX XML Cite \textit{S. Kumar}, J. Stat. Phys. 175, No. 1, 126--149 (2019; Zbl 1435.15025) Full Text: DOI
Girko, Vyacheslav L. The limit \(G\)-law for the solutions of systems of linear algebraic equations with independent random coefficients under the \(G\)-Lindeberg condition. (English) Zbl 1423.15003 Random Oper. Stoch. Equ. 27, No. 1, 65-73 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 15A06 60B20 60F05 60H25 47B80 PDF BibTeX XML Cite \textit{V. L. Girko}, Random Oper. Stoch. Equ. 27, No. 1, 65--73 (2019; Zbl 1423.15003) Full Text: DOI
Chhaibi, Reda; Hovhannisyan, Emma; Najnudel, Joseph; Nikeghbali, Ashkan; Rodgers, Brad The limiting characteristic polynomial of classical random matrix ensembles. (English) Zbl 1414.15046 Ann. Henri Poincaré 20, No. 4, 1093-1119 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 15B52 60B20 PDF BibTeX XML Cite \textit{R. Chhaibi} et al., Ann. Henri Poincaré 20, No. 4, 1093--1119 (2019; Zbl 1414.15046) Full Text: DOI
Merlevède, Florence; Peligrad, Magda; Utev, Sergey Functional Gaussian approximation for dependent structures. (English) Zbl 1447.60003 Oxford Studies in Probability 6. Oxford: Oxford University Press (ISBN 978-0-19-882694-1/hbk). xv, 478 p. (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 60-02 60F05 60F15 60F17 60G42 60G44 PDF BibTeX XML Cite \textit{F. Merlevède} et al., Functional Gaussian approximation for dependent structures. Oxford: Oxford University Press (2019; Zbl 1447.60003) Full Text: DOI
Yaroslavtsev, Ivan Fourier multipliers and weak differential subordination of martingales in UMD Banach spaces. (English) Zbl 1418.42014 Stud. Math. 243, No. 3, 269-301 (2018). Reviewer: Dominique Lépingle (Orléans) MSC: 42B15 60G46 60B11 60G42 60G44 60G51 PDF BibTeX XML Cite \textit{I. Yaroslavtsev}, Stud. Math. 243, No. 3, 269--301 (2018; Zbl 1418.42014) Full Text: DOI
Yin, Yanqing Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices. (English) Zbl 1402.15026 Linear Algebra Appl. 554, 275-315 (2018). Reviewer: Dominique Lepingle (Orléans) MSC: 15B52 60F15 62E20 60F17 60B20 PDF BibTeX XML Cite \textit{Y. Yin}, Linear Algebra Appl. 554, 275--315 (2018; Zbl 1402.15026) Full Text: DOI
González-Guillén, C. E.; Palazuelos, C.; Villanueva, I. Euclidean distance between Haar orthogonal and Gaussian matrices. (English) Zbl 1401.60011 J. Theor. Probab. 31, No. 1, 93-118 (2018). Reviewer: Dominique Lepingle (Orléans) MSC: 60B20 PDF BibTeX XML Cite \textit{C. E. González-Guillén} et al., J. Theor. Probab. 31, No. 1, 93--118 (2018; Zbl 1401.60011) Full Text: DOI
Li, Chen-Pu; Chen, Hong-Bin; Fan, Hong; Shen, Wen-Mei; Zheng, Zhi-Gang The single- and double-particle properties and the current reversal of coupled Brownian motors. (English) Zbl 1388.82016 J. Phys. A, Math. Theor. 50, No. 47, Article ID 475003, 17 p. (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 82C05 60H10 PDF BibTeX XML Cite \textit{C.-P. Li} et al., J. Phys. A, Math. Theor. 50, No. 47, Article ID 475003, 17 p. (2017; Zbl 1388.82016) Full Text: DOI
Bordenave, Charles; Sen, Arnab; Virág, Bálint Mean quantum percolation. (English) Zbl 1385.60057 J. Eur. Math. Soc. (JEMS) 19, No. 12, 3679-3707 (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 60B20 60D05 05C80 PDF BibTeX XML Cite \textit{C. Bordenave} et al., J. Eur. Math. Soc. (JEMS) 19, No. 12, 3679--3707 (2017; Zbl 1385.60057) Full Text: DOI
Li, Xinyi A lower bound for disconnection by simple random walk. (English) Zbl 1421.60002 Ann. Probab. 45, No. 2, 879-931 (2017). Reviewer: Dominique Lépingle (Orléans) MSC: 60F10 60K35 60J27 82B43 PDF BibTeX XML Cite \textit{X. Li}, Ann. Probab. 45, No. 2, 879--931 (2017; Zbl 1421.60002) Full Text: DOI Euclid arXiv
van Handel, Ramon On the spectral norm of Gaussian random matrices. (English) Zbl 1423.60017 Trans. Am. Math. Soc. 369, No. 11, 8161-8178 (2017). Reviewer: Dominique Lépingle (Orléans) MSC: 60B20 46B09 60F10 PDF BibTeX XML Cite \textit{R. van Handel}, Trans. Am. Math. Soc. 369, No. 11, 8161--8178 (2017; Zbl 1423.60017) Full Text: DOI
Bailleul, I.; Riedel, S.; Scheutzow, M. Random dynamical systems, rough paths and rough flows. (English) Zbl 1382.37050 J. Differ. Equations 262, No. 12, 5792-5823 (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 37H05 37H10 60H10 34F05 60J65 PDF BibTeX XML Cite \textit{I. Bailleul} et al., J. Differ. Equations 262, No. 12, 5792--5823 (2017; Zbl 1382.37050) Full Text: DOI
Yang, Anming New weak martingale Hardy spaces of Musielak-Orlicz type. (English) Zbl 1380.60050 Ann. Acad. Sci. Fenn., Math. 42, No. 2, 847-857 (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 60G46 60G42 PDF BibTeX XML Cite \textit{A. Yang}, Ann. Acad. Sci. Fenn., Math. 42, No. 2, 847--857 (2017; Zbl 1380.60050) Full Text: DOI
Cuny, Christophe Invariance principles under the Maxwell-Woodroofe condition in Banach spaces. (English) Zbl 1374.60060 Ann. Probab. 45, No. 3, 1578-1611 (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 60F17 60F25 60B12 37A50 PDF BibTeX XML Cite \textit{C. Cuny}, Ann. Probab. 45, No. 3, 1578--1611 (2017; Zbl 1374.60060) Full Text: DOI
Gordina, Maria; Laetsch, Thomas A convergence to Brownian motion on sub-Riemannian manifolds. (English) Zbl 1372.60119 Trans. Am. Math. Soc. 369, No. 9, 6263-6278 (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 60J65 60G50 58J65 PDF BibTeX XML Cite \textit{M. Gordina} and \textit{T. Laetsch}, Trans. Am. Math. Soc. 369, No. 9, 6263--6278 (2017; Zbl 1372.60119) Full Text: DOI
Bettinelli, Jérémie; Miermont, Grégory Compact Brownian surfaces. I: Brownian disks. (English) Zbl 1373.60062 Probab. Theory Relat. Fields 167, No. 3-4, 555-614 (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 60F17 60D05 PDF BibTeX XML Cite \textit{J. Bettinelli} and \textit{G. Miermont}, Probab. Theory Relat. Fields 167, No. 3--4, 555--614 (2017; Zbl 1373.60062) Full Text: DOI
Caillerie, Nils Large deviations of a velocity jump process with a Hamilton-Jacobi approach. (Grandes déviations pour un processus à sauts de vitesse avec une approche de Hamilton-Jacobi.) (English. Abridged French version) Zbl 1364.60034 C. R., Math., Acad. Sci. Paris 355, No. 2, 170-175 (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 60F10 60J75 60H15 49L25 PDF BibTeX XML Cite \textit{N. Caillerie}, C. R., Math., Acad. Sci. Paris 355, No. 2, 170--175 (2017; Zbl 1364.60034) Full Text: DOI
Neufeld, Ariel; Nutz, Marcel Nonlinear Lévy processes and their characteristics. (English) Zbl 1356.60075 Trans. Am. Math. Soc. 369, No. 1, 69-95 (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 60G51 60G44 35R09 PDF BibTeX XML Cite \textit{A. Neufeld} and \textit{M. Nutz}, Trans. Am. Math. Soc. 369, No. 1, 69--95 (2017; Zbl 1356.60075) Full Text: DOI arXiv
Figalli, Alessio; Guionnet, Alice Universality in several-matrix models via approximate transport maps. (English) Zbl 1402.60009 Acta Math. 217, No. 1, 81-176 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60B20 49Q20 15B52 PDF BibTeX XML Cite \textit{A. Figalli} and \textit{A. Guionnet}, Acta Math. 217, No. 1, 81--176 (2016; Zbl 1402.60009) Full Text: DOI arXiv
Kolb, Martin; Savov, Mladen Transience and recurrence of a Brownian path with limited local time. (English) Zbl 1364.60095 Ann. Probab. 44, No. 6, 4083-4132 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60J55 60J65 60G17 PDF BibTeX XML Cite \textit{M. Kolb} and \textit{M. Savov}, Ann. Probab. 44, No. 6, 4083--4132 (2016; Zbl 1364.60095) Full Text: DOI
Oliveira, Roberto Imbuzeiro The lower tail of random quadratic forms with applications to ordinary least squares. (English) Zbl 1360.60075 Probab. Theory Relat. Fields 166, No. 3-4, 1175-1194 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60F99 60B20 62J05 94A15 PDF BibTeX XML Cite \textit{R. I. Oliveira}, Probab. Theory Relat. Fields 166, No. 3--4, 1175--1194 (2016; Zbl 1360.60075) Full Text: DOI
Hariya, Yuu; Hasegawa, Kaname On divergence of expectations of the Feynman-Kac type with singular potentials. (English) Zbl 1356.60125 J. Math. Soc. Japan 68, No. 3, 1271-1296 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60J65 60G52 60F99 60J55 35K05 PDF BibTeX XML Cite \textit{Y. Hariya} and \textit{K. Hasegawa}, J. Math. Soc. Japan 68, No. 3, 1271--1296 (2016; Zbl 1356.60125) Full Text: DOI arXiv
Franco, Tertuliano; Gonçalves, Patrícia; Simon, Marielle Crossover to the stochastic Burgers equation for the WASEP with a slow bond. (English) Zbl 1356.60169 Commun. Math. Phys. 346, No. 3, 801-838 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 60H15 60J75 PDF BibTeX XML Cite \textit{T. Franco} et al., Commun. Math. Phys. 346, No. 3, 801--838 (2016; Zbl 1356.60169) Full Text: DOI arXiv
Najafi, M. N. Bak-Tang-Wiesenfeld model on the square site-percolation lattice. (English) Zbl 1351.60130 J. Phys. A, Math. Theor. 49, No. 33, Article ID 335003, 11 p. (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 82B43 82C43 PDF BibTeX XML Cite \textit{M. N. Najafi}, J. Phys. A, Math. Theor. 49, No. 33, Article ID 335003, 11 p. (2016; Zbl 1351.60130) Full Text: DOI
Nobile, F.; Tamellini, L.; Tempone, R. Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs. (English) Zbl 1351.41004 Numer. Math. 134, No. 2, 343-388 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 41A10 65C20 65N12 65N30 65C30 PDF BibTeX XML Cite \textit{F. Nobile} et al., Numer. Math. 134, No. 2, 343--388 (2016; Zbl 1351.41004) Full Text: DOI
Talagrand, Michel A mean-field spin glass model based on diluted \(V\)-statistics. (English) Zbl 1347.60134 Probab. Theory Relat. Fields 165, No. 1-2, 401-445 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 60G57 82D30 PDF BibTeX XML Cite \textit{M. Talagrand}, Probab. Theory Relat. Fields 165, No. 1--2, 401--445 (2016; Zbl 1347.60134) Full Text: DOI
Boudaoui, A.; Slama, A. Approximate controllability of nonlinear fractional impulsive stochastic differential equations with nonlocal conditions and infinite delay. (English) Zbl 1353.65006 Nonlinear Dyn. Syst. Theory 16, No. 1, 35-48 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 93B05 60H20 45J05 45R05 45G10 PDF BibTeX XML Cite \textit{A. Boudaoui} and \textit{A. Slama}, Nonlinear Dyn. Syst. Theory 16, No. 1, 35--48 (2016; Zbl 1353.65006)
Barrera, G.; Jara, M. Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems. (English) Zbl 1364.37116 J. Stat. Phys. 163, No. 1, 113-138 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 37H10 60H10 60J65 60J60 60J70 PDF BibTeX XML Cite \textit{G. Barrera} and \textit{M. Jara}, J. Stat. Phys. 163, No. 1, 113--138 (2016; Zbl 1364.37116) Full Text: DOI arXiv
Mali, Olli; Repin, S. Estimates of the solution set for a class of elliptic problems with incompletely known data. (English) Zbl 1351.65006 BIT 56, No. 1, 163-188 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 65N15 60H15 60H35 35R60 35J25 PDF BibTeX XML Cite \textit{O. Mali} and \textit{S. Repin}, BIT 56, No. 1, 163--188 (2016; Zbl 1351.65006) Full Text: DOI
Chen, Xia Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise. (English) Zbl 1348.60092 Ann. Probab. 44, No. 2, 1535-1598 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 60K37 60K40 60F10 60G15 60G60 60J65 PDF BibTeX XML Cite \textit{X. Chen}, Ann. Probab. 44, No. 2, 1535--1598 (2016; Zbl 1348.60092) Full Text: DOI Euclid arXiv
Hou, Thomas Y.; Liu, Pengfei; Zhang, Zhiwen A model reduction method for elliptic PDEs with random input using the heterogeneous stochastic FEM framework. (English) Zbl 1341.65004 Bull. Inst. Math., Acad. Sin. (N.S.) 11, No. 1, 179-216 (2016). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 65N30 60H15 60H35 35R60 65N12 PDF BibTeX XML Cite \textit{T. Y. Hou} et al., Bull. Inst. Math., Acad. Sin. (N.S.) 11, No. 1, 179--216 (2016; Zbl 1341.65004) Full Text: Link
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 PDF BibTeX XML Cite \textit{J. B. Mijena} and \textit{E. Nane}, Potential Anal. 44, No. 2, 295--312 (2016; Zbl 1341.60063) Full Text: DOI
Panchenko, Dmitry The free energy in a multi-species Sherrington-Kirkpatrick model. (English) Zbl 1338.60237 Ann. Probab. 43, No. 6, 3494-3513 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 60G09 82B44 82D30 PDF BibTeX XML Cite \textit{D. Panchenko}, Ann. Probab. 43, No. 6, 3494--3513 (2015; Zbl 1338.60237) Full Text: DOI Euclid arXiv
Boulakia, Muriel; Genadot, Alexandre; Thieullen, Michèle Simulation of SPDEs for excitable media using finite elements. (English) Zbl 1338.60171 J. Sci. Comput. 65, No. 1, 171-195 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60H35 60H15 65C30 65M06 65M60 92C50 PDF BibTeX XML Cite \textit{M. Boulakia} et al., J. Sci. Comput. 65, No. 1, 171--195 (2015; Zbl 1338.60171) Full Text: DOI arXiv
Zhou, Shaobo Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation. (English) Zbl 1335.65013 Calcolo 52, No. 4, 445-473 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H35 60H10 34K50 65L20 PDF BibTeX XML Cite \textit{S. Zhou}, Calcolo 52, No. 4, 445--473 (2015; Zbl 1335.65013) Full Text: DOI
Eigel, Martin; Gittelson, Claude Jeffrey; Schwab, Christoph; Zander, Elmar A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes. (English) Zbl 1335.65006 ESAIM, Math. Model. Numer. Anal. 49, No. 5, 1367-1398 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 65N30 35R60 60H35 65N12 65N22 60H15 65N15 PDF BibTeX XML Cite \textit{M. Eigel} et al., ESAIM, Math. Model. Numer. Anal. 49, No. 5, 1367--1398 (2015; Zbl 1335.65006) Full Text: DOI
Yang, Hongfu; Zhang, Qimin; Feng, Juanting Numerical simulations based on POD for stochastic age-dependent system of two species. (English) Zbl 1335.65012 Differ. Equ. Dyn. Syst. 23, No. 4, 433-451 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 65M60 92D25 60H15 60H35 35R60 65M15 PDF BibTeX XML Cite \textit{H. Yang} et al., Differ. Equ. Dyn. Syst. 23, No. 4, 433--451 (2015; Zbl 1335.65012) Full Text: DOI
Franco, Tertuliano; Gonçalves, Patrícia; Neumann, Adriana Phase transition of a heat equation with Robin’s boundary conditions and exclusion process. (English) Zbl 1327.60189 Trans. Am. Math. Soc. 367, No. 9, 6131-6158 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 35K05 60F17 PDF BibTeX XML Cite \textit{T. Franco} et al., Trans. Am. Math. Soc. 367, No. 9, 6131--6158 (2015; Zbl 1327.60189) Full Text: DOI arXiv
Deya, Aurélien; Nualart, David; Tindel, Samy On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials. (English) Zbl 1326.60112 Ann. Probab. 43, No. 3, 1493-1534 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60J55 60J65 60H07 60G15 60F05 42B20 60H10 PDF BibTeX XML Cite \textit{A. Deya} et al., Ann. Probab. 43, No. 3, 1493--1534 (2015; Zbl 1326.60112) Full Text: DOI Euclid
Auffinger, Antonio; Chen, Wei-Kuo On properties of Parisi measures. (English) Zbl 1322.60204 Probab. Theory Relat. Fields 161, No. 3-4, 817-850 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 82D30 82B44 35Q79 PDF BibTeX XML Cite \textit{A. Auffinger} and \textit{W.-K. Chen}, Probab. Theory Relat. Fields 161, No. 3--4, 817--850 (2015; Zbl 1322.60204) Full Text: DOI arXiv
Stodtmann, Sven Stochastic model and intermediate asymptotics for charge transport in organic semiconductors. (English) Zbl 1353.60003 Heidelberg: Univ. Heidelberg, Naturwissenschaftlich-Mathematische Gesamtfakultät (Diss.). xiv, 146 p. (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60-02 60K37 60K35 82C44 82D30 82D37 PDF BibTeX XML Cite \textit{S. Stodtmann}, Stochastic model and intermediate asymptotics for charge transport in organic semiconductors. Heidelberg: Univ. Heidelberg, Naturwissenschaftlich-Mathematische Gesamtfakultät (Diss.) (2015; Zbl 1353.60003) Full Text: Link Link
Flores, S. M.; Ziff, R. M.; Simmons, J. J. H. Percolation crossing probabilities in hexagons: a numerical study. (English) Zbl 1322.60211 J. Phys. A, Math. Theor. 48, No. 2, Article ID 025001, 17 p. (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 65C99 60J67 82B43 82B41 81T40 PDF BibTeX XML Cite \textit{S. M. Flores} et al., J. Phys. A, Math. Theor. 48, No. 2, Article ID 025001, 17 p. (2015; Zbl 1322.60211) Full Text: DOI
Fu, Yu; Zhao, Weidong An explicit second-order numerical scheme to solve decoupled forward backward stochastic equations. (English) Zbl 1317.65031 East Asian J. Appl. Math. 4, No. 4, 368-385 (2014). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H35 60H10 34F05 65L70 PDF BibTeX XML Cite \textit{Y. Fu} and \textit{W. Zhao}, East Asian J. Appl. Math. 4, No. 4, 368--385 (2014; Zbl 1317.65031) Full Text: DOI
Kruse, Raphael Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE. (English) Zbl 1316.60106 Stoch. Partial Differ. Equ., Anal. Comput. 2, No. 4, 471-516 (2014). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 60H35 65C30 65M60 65M70 PDF BibTeX XML Cite \textit{R. Kruse}, Stoch. Partial Differ. Equ., Anal. Comput. 2, No. 4, 471--516 (2014; Zbl 1316.60106) Full Text: DOI arXiv
Burrage, Kevin; Lythe, Grant Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations. (English) Zbl 1315.65007 Stoch. Partial Differ. Equ., Anal. Comput. 2, No. 2, 262-280 (2014). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H15 60H35 35R60 PDF BibTeX XML Cite \textit{K. Burrage} and \textit{G. Lythe}, Stoch. Partial Differ. Equ., Anal. Comput. 2, No. 2, 262--280 (2014; Zbl 1315.65007) Full Text: DOI
Zhang, Xicheng Fundamental solution of kinetic Fokker-Planck operator with anisotropic nonlocal dissipativity. (English) Zbl 1307.60089 SIAM J. Math. Anal. 46, No. 3, 2254-2280 (2014). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 60H07 60G51 35Q84 82C31 PDF BibTeX XML Cite \textit{X. Zhang}, SIAM J. Math. Anal. 46, No. 3, 2254--2280 (2014; Zbl 1307.60089) Full Text: DOI arXiv
Coutin, Laure; Lejay, Antoine Perturbed linear rough differential equations. (English. French summary) Zbl 1322.60084 Ann. Math. Blaise Pascal 21, No. 1, 103-150 (2014). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 34A25 PDF BibTeX XML Cite \textit{L. Coutin} and \textit{A. Lejay}, Ann. Math. Blaise Pascal 21, No. 1, 103--150 (2014; Zbl 1322.60084) Full Text: DOI
Sheffield, Scott; Yadin, Ariel Tricolor percolation and random paths in 3D. (English) Zbl 1307.60147 Electron. J. Probab. 19, Paper No. 4, 23 p. (2014). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 PDF BibTeX XML Cite \textit{S. Sheffield} and \textit{A. Yadin}, Electron. J. Probab. 19, Paper No. 4, 23 p. (2014; Zbl 1307.60147) Full Text: DOI arXiv
Kruse, Raphael Strong and weak approximation of semilinear stochastic evolution equations. (English) Zbl 1285.60002 Lecture Notes in Mathematics 2093. Cham: Springer (ISBN 978-3-319-02230-7/pbk; 978-3-319-02231-4/ebook). xiv, 177 p. (2014). Reviewer: Dominique Lepingle (Orléans) MSC: 60-02 60H15 35R60 60H07 PDF BibTeX XML Cite \textit{R. Kruse}, Strong and weak approximation of semilinear stochastic evolution equations. Cham: Springer (2014; Zbl 1285.60002) Full Text: DOI
Bertoin, Jean; Dufresne, Daniel; Yor, Marc Some two-dimensional extensions of Bougerol’s identity in law for the exponential functional of linear Brownian motion. (English) Zbl 1303.60073 Rev. Mat. Iberoam. 29, No. 4, 1307-1324 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60J65 60J60 60J55 PDF BibTeX XML Cite \textit{J. Bertoin} et al., Rev. Mat. Iberoam. 29, No. 4, 1307--1324 (2013; Zbl 1303.60073) Full Text: DOI
Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik Brownian earthworm. (English) Zbl 1303.60074 Ann. Probab. 41, No. 6, 4002-4049 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60J65 60J55 PDF BibTeX XML Cite \textit{K. Burdzy} et al., Ann. Probab. 41, No. 6, 4002--4049 (2013; Zbl 1303.60074) Full Text: DOI arXiv
Privault, Nicolas; Torrisi, Giovanni Luca Probability approximation by Clark-Ocone covariance representation. (English) Zbl 1308.60069 Electron. J. Probab. 18, Paper No. 91, 25 p. (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60H05 60H07 60G57 60G55 60F05 PDF BibTeX XML Cite \textit{N. Privault} and \textit{G. L. Torrisi}, Electron. J. Probab. 18, Paper No. 91, 25 p. (2013; Zbl 1308.60069) Full Text: DOI
Sanz-Solé, Marta; Süss, André The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity. (English) Zbl 1288.60079 Electron. J. Probab. 18, Paper No. 64, 28 p. (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 60H07 60H20 60H05 PDF BibTeX XML Cite \textit{M. Sanz-Solé} and \textit{A. Süss}, Electron. J. Probab. 18, Paper No. 64, 28 p. (2013; Zbl 1288.60079) Full Text: DOI arXiv
Sethuraman, Sunder; Varadhan, S. R. S. Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion. (English) Zbl 1287.60117 Ann. Probab. 41, No. 3A, 1461-1512 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 60F10 PDF BibTeX XML Cite \textit{S. Sethuraman} and \textit{S. R. S. Varadhan}, Ann. Probab. 41, No. 3A, 1461--1512 (2013; Zbl 1287.60117) Full Text: DOI Euclid arXiv
Van Der Hofstad, Remco; Holmes, Mark The survival probability and \(r\)-point functions in high dimensions. (English) Zbl 1284.82039 Ann. Math. (2) 178, No. 2, 665-685 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 82C20 82C43 60J80 82C26 60J65 PDF BibTeX XML Cite \textit{R. Van Der Hofstad} and \textit{M. Holmes}, Ann. Math. (2) 178, No. 2, 665--685 (2013; Zbl 1284.82039) Full Text: DOI arXiv
Bakhtin, Yuri The Burgers equation with Poisson random forcing. (English) Zbl 1286.60099 Ann. Probab. 41, No. 4, 2961-2989 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60K37 60H15 37L55 60G55 PDF BibTeX XML Cite \textit{Y. Bakhtin}, Ann. Probab. 41, No. 4, 2961--2989 (2013; Zbl 1286.60099) Full Text: DOI Euclid arXiv
Demichev, V. P. Functional limit theorem for solutions to Burgers equation with random initial data. (English. Russian original) Zbl 1316.35305 Mosc. Univ. Math. Bull. 68, No. 2, 107-110 (2013); translation from Vestn. Mosk. Univ., Ser. I 67, No. 2, 42-46 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 35R60 35Q35 PDF BibTeX XML Cite \textit{V. P. Demichev}, Mosc. Univ. Math. Bull. 68, No. 2, 107--110 (2013; Zbl 1316.35305); translation from Vestn. Mosk. Univ., Ser. I 67, No. 2, 42--46 (2013) Full Text: DOI
Cai, Yi; Dupuis, Paul Analysis of an interacting particle method for rare event estimation. (English) Zbl 1278.60056 Queueing Syst. 73, No. 4, 345-406 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60F10 60J85 60K35 65C05 65C35 PDF BibTeX XML Cite \textit{Y. Cai} and \textit{P. Dupuis}, Queueing Syst. 73, No. 4, 345--406 (2013; Zbl 1278.60056) Full Text: DOI
Teng, Lingying; Xiang, Li; Xu, Daoyi Existence-uniqueness of the solution for neutral stochastic functional differential equations. (English) Zbl 1280.34080 Rocky Mt. J. Math. 43, No. 2, 619-644 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 34K50 35K40 60H10 PDF BibTeX XML Cite \textit{L. Teng} et al., Rocky Mt. J. Math. 43, No. 2, 619--644 (2013; Zbl 1280.34080) Full Text: DOI Euclid
Lord, Gabriel J.; Tambue, Antoine Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise. (English) Zbl 1272.65010 IMA J. Numer. Anal. 33, No. 2, 515-543 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H15 60H35 35R60 35K15 35K90 65M12 PDF BibTeX XML Cite \textit{G. J. Lord} and \textit{A. Tambue}, IMA J. Numer. Anal. 33, No. 2, 515--543 (2013; Zbl 1272.65010) Full Text: DOI arXiv
Cox, J. Theodore; Durrett, Richard; Perkins, Edwin A. Voter model perturbations and reaction diffusion equations. (French) Zbl 1277.60004 Astérisque 349. Paris: Société Mathématique de France (SMF) (ISBN 978-2-85629-355-3/pbk). vi, 113 p. (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60-02 60K35 60J68 60F17 91A22 91B12 92D15 92D40 PDF BibTeX XML Cite \textit{J. T. Cox} et al., Voter model perturbations and reaction diffusion equations. Paris: Société Mathématique de France (SMF) (2013; Zbl 1277.60004) Full Text: arXiv
Barth, Andrea; Lang, Annika; Schwab, Christoph Multilevel Monte Carlo method for parabolic stochastic partial differential equations. (English) Zbl 1272.65009 BIT 53, No. 1, 3-27 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H15 60H35 65C05 35R60 35K20 65M12 65Y20 PDF BibTeX XML Cite \textit{A. Barth} et al., BIT 53, No. 1, 3--27 (2013; Zbl 1272.65009) Full Text: DOI
Horváth, Illés; Tóth, Bálint; Vető, Bálint Relaxed sector condition. (English) Zbl 1307.60014 Bull. Inst. Math., Acad. Sin. (N.S.) 7, No. 4, 463-476 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60F05 60J55 PDF BibTeX XML Cite \textit{I. Horváth} et al., Bull. Inst. Math., Acad. Sin. (N.S.) 7, No. 4, 463--476 (2012; Zbl 1307.60014)
Gloria, Antoine Numerical approximation of effective coefficients in stochastic homogenization of discrete elliptic equations. (English) Zbl 1282.35038 ESAIM, Math. Model. Numer. Anal. 46, No. 1, 1-38 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 35B27 39A70 60H25 39A12 65N22 PDF BibTeX XML Cite \textit{A. Gloria}, ESAIM, Math. Model. Numer. Anal. 46, No. 1, 1--38 (2012; Zbl 1282.35038) Full Text: DOI
Tryoen, J.; Le Maître, O.; Ern, A. Adaptive anisotropic spectral stochastic methods for uncertain scalar conservation laws. (English) Zbl 1273.35330 SIAM J. Sci. Comput. 34, No. 5, A2459-A2481 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 35R60 60H35 35L65 PDF BibTeX XML Cite \textit{J. Tryoen} et al., SIAM J. Sci. Comput. 34, No. 5, A2459--A2481 (2012; Zbl 1273.35330) Full Text: DOI
Diop, Assane Convergence of some random functionals of discretized semimartingales. (English) Zbl 1268.60029 Bernoulli 18, No. 4, 1188-1222 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60F05 60G44 60G51 60H10 PDF BibTeX XML Cite \textit{A. Diop}, Bernoulli 18, No. 4, 1188--1222 (2012; Zbl 1268.60029) Full Text: DOI Euclid
Kim, Kunwoo; Sowers, Richard B. Numerical analysis of the stochastic moving boundary problem. (English) Zbl 1267.60078 Stochastic Anal. Appl. 30, No. 6, 963-996 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60H35 60H15 35R35 65M06 PDF BibTeX XML Cite \textit{K. Kim} and \textit{R. B. Sowers}, Stochastic Anal. Appl. 30, No. 6, 963--996 (2012; Zbl 1267.60078) Full Text: DOI
Cioica, Petru A.; Dahlke, Stephan; Döhring, Nicolas; Kinzel, Stefan; Lindner, Felix; Raasch, Thorsten; Ritter, Klaus; Schilling, René L. Adaptive wavelet methods for the stochastic Poisson equation. (English) Zbl 1260.65003 BIT 52, No. 3, 589-614 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H15 60H35 35R60 65T60 PDF BibTeX XML Cite \textit{P. A. Cioica} et al., BIT 52, No. 3, 589--614 (2012; Zbl 1260.65003) Full Text: DOI
Litterer, Christian; Lyons, Terence J. High order recombination and an application to cubature on Wiener space. (English) Zbl 1261.65011 Ann. Appl. Probab. 22, No. 4, 1301-1327 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 65C35 60H15 60H35 35R60 PDF BibTeX XML Cite \textit{C. Litterer} and \textit{T. J. Lyons}, Ann. Appl. Probab. 22, No. 4, 1301--1327 (2012; Zbl 1261.65011) Full Text: DOI Euclid arXiv
Deya, Aurélien Numerical schemes for rough parabolic equations. (English) Zbl 1254.60073 Appl. Math. Optim. 65, No. 2, 253-292 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60H35 60H15 65M75 60G22 PDF BibTeX XML Cite \textit{A. Deya}, Appl. Math. Optim. 65, No. 2, 253--292 (2012; Zbl 1254.60073) Full Text: DOI arXiv
Deya, A.; Neuenkirch, A.; Tindel, S. A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion. (English. French summary) Zbl 1260.60135 Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 2, 518-550 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60H35 60H07 60H10 65C30 PDF BibTeX XML Cite \textit{A. Deya} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 2, 518--550 (2012; Zbl 1260.60135) Full Text: DOI Euclid arXiv
Cohen, Samuel N. Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces. (English) Zbl 1254.60045 Stochastic Processes Appl. 122, No. 4, 1601-1626 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60G48 60H20 60H10 PDF BibTeX XML Cite \textit{S. N. Cohen}, Stochastic Processes Appl. 122, No. 4, 1601--1626 (2012; Zbl 1254.60045) Full Text: DOI arXiv
Cohen, David; Sigg, Magdalena Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations. (English) Zbl 1247.65004 Numer. Math. 121, No. 1, 1-29 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H10 34F05 60H35 65L04 65L70 65L20 PDF BibTeX XML Cite \textit{D. Cohen} and \textit{M. Sigg}, Numer. Math. 121, No. 1, 1--29 (2012; Zbl 1247.65004) Full Text: DOI
Müller-Gronbach, Thomas; Ritter, Klaus; Yaroslavtseva, Larisa Derandomization of the Euler scheme for scalar stochastic differential equations. (English) Zbl 1247.65007 J. Complexity 28, No. 2, 139-153 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H10 60H35 34F05 65L70 PDF BibTeX XML Cite \textit{T. Müller-Gronbach} et al., J. Complexity 28, No. 2, 139--153 (2012; Zbl 1247.65007) Full Text: DOI
Imkeller, Peter; Réveillac, Anthony; Richter, Anja Differentiability of quadratic BSDEs generated by continuous martingales. (English) Zbl 1254.60058 Ann. Appl. Probab. 22, No. 1, 285-336 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 60J25 60G44 PDF BibTeX XML Cite \textit{P. Imkeller} et al., Ann. Appl. Probab. 22, No. 1, 285--336 (2012; Zbl 1254.60058) Full Text: DOI Euclid arXiv
Kloeden, P. E.; Shardlow, T. The Milstein scheme for stochastic delay differential equations without using anticipative calculus. (English) Zbl 1247.65005 Stochastic Anal. Appl. 30, No. 2, 181-202 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H35 60H10 34K50 34K28 65L20 PDF BibTeX XML Cite \textit{P. E. Kloeden} and \textit{T. Shardlow}, Stochastic Anal. Appl. 30, No. 2, 181--202 (2012; Zbl 1247.65005) Full Text: DOI
Carraro, Laurent; El Karoui, Nicole; Obłój, Jan On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation. (English) Zbl 1239.60031 Ann. Probab. 40, No. 1, 372-400 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60G44 60H10 PDF BibTeX XML Cite \textit{L. Carraro} et al., Ann. Probab. 40, No. 1, 372--400 (2012; Zbl 1239.60031) Full Text: DOI arXiv
Klenke, Achim; Mytnik, Leonid Infinite rate mutually catalytic branching in infinitely many colonies: the longtime behavior. (English) Zbl 1244.60088 Ann. Probab. 40, No. 1, 103-129 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 60J80 60J65 60G17 60J55 60K35 PDF BibTeX XML Cite \textit{A. Klenke} and \textit{L. Mytnik}, Ann. Probab. 40, No. 1, 103--129 (2012; Zbl 1244.60088) Full Text: DOI arXiv
Slassi, Mehdi A Milstein-based free knot spline approximation for stochastic differential equations. (English) Zbl 1233.65007 J. Complexity 28, No. 1, 37-47 (2012). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H10 60H35 34F05 60J65 PDF BibTeX XML Cite \textit{M. Slassi}, J. Complexity 28, No. 1, 37--47 (2012; Zbl 1233.65007) Full Text: DOI arXiv
Mishura, Yu. S.; Posashkova, S. V.; Posashkov, S. V. Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter. (English. Russian original) Zbl 1254.60060 Theory Probab. Math. Stat. 83, 111-126 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 92-105 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 60G22 60J65 PDF BibTeX XML Cite \textit{Yu. S. Mishura} et al., Theory Probab. Math. Stat. 83, 111--126 (2011; Zbl 1254.60060); translation from Teor. Jmovirn. Mat. Stat. 83, 92--105 (2010) Full Text: DOI
Levakov, A. A. Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign. (English. Russian original) Zbl 1237.60045 Differ. Equ. 47, No. 9, 1271-1280 (2011); translation from Differ. Uravn. 47, No. 9, 1258-1267 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 34F05 PDF BibTeX XML Cite \textit{A. A. Levakov}, Differ. Equ. 47, No. 9, 1271--1280 (2011; Zbl 1237.60045); translation from Differ. Uravn. 47, No. 9, 1258--1267 (2011) Full Text: DOI
Takeda, Masayoshi Some formulae on additive functionals of symmetric Markov processes. (English) Zbl 1242.60083 Miyaoka, Reiko (ed.), Su Buqing memorial lectures, No. 1. On the occasion of the centennial of the Faculty of Science. Sendai: Tohoku University, Mathematical Institute. Tohoku Mathematical Publications 35, 91-139 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60J45 60G52 PDF BibTeX XML Cite \textit{M. Takeda}, in: Su Buqing memorial lectures, No. 1. On the occasion of the centennial of the Faculty of Science. Sendai: Tohoku University, Mathematical Institute. 91--139 (2011; Zbl 1242.60083)
Bertacchi, D.; Lanchier, N.; Zucca, F. Contact and voter processes on the infinite percolation cluster as models of host-symbiont interactions. (English) Zbl 1234.60093 Ann. Appl. Probab. 21, No. 4, 1215-1252 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 92D30 PDF BibTeX XML Cite \textit{D. Bertacchi} et al., Ann. Appl. Probab. 21, No. 4, 1215--1252 (2011; Zbl 1234.60093) Full Text: DOI arXiv
Mueller, Carl; Tribe, Roger A phase diagram for a stochastic reaction diffusion system. (English) Zbl 1232.60051 Probab. Theory Relat. Fields 149, No. 3-4, 561-637 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 35K57 82B43 PDF BibTeX XML Cite \textit{C. Mueller} and \textit{R. Tribe}, Probab. Theory Relat. Fields 149, No. 3--4, 561--637 (2011; Zbl 1232.60051) Full Text: DOI arXiv
Sly, Allan Reconstruction for the Potts model. (English) Zbl 1234.60095 Ann. Probab. 39, No. 4, 1365-1406 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 82B20 PDF BibTeX XML Cite \textit{A. Sly}, Ann. Probab. 39, No. 4, 1365--1406 (2011; Zbl 1234.60095) Full Text: DOI arXiv
Mytnik, Leonid; Perkins, Edwin Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case. (English) Zbl 1233.60039 Probab. Theory Relat. Fields 149, No. 1-2, 1-96 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 60G60 60H10 60H40 60K35 60J80 PDF BibTeX XML Cite \textit{L. Mytnik} and \textit{E. Perkins}, Probab. Theory Relat. Fields 149, No. 1--2, 1--96 (2011; Zbl 1233.60039) Full Text: DOI
La Avena, Luca; Den Hollander, Frank; Redig, Frank Law of large numbers for a class of random walks in dynamic random environments. (English) Zbl 1228.60113 Electron. J. Probab. 16, Paper No. 21, 587-617 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 82C44 60F10 35B40 60K37 PDF BibTeX XML Cite \textit{L. La Avena} et al., Electron. J. Probab. 16, Paper No. 21, 587--617 (2011; Zbl 1228.60113) Full Text: DOI EMIS
Collevecchio, Andrea; Schmitz, Tom Bounds on the speed and on regeneration times for certain processes on regular trees. (English) Zbl 1225.60156 Ann. Appl. Probab. 21, No. 3, 1073-1101 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60K37 60K99 PDF BibTeX XML Cite \textit{A. Collevecchio} and \textit{T. Schmitz}, Ann. Appl. Probab. 21, No. 3, 1073--1101 (2011; Zbl 1225.60156) Full Text: DOI arXiv
Balázs, M.; Quastel, J.; Seppäläinen, T. Fluctuation exponent of the KPZ/stochastic Burgers equation. (English) Zbl 1227.60083 J. Am. Math. Soc. 24, No. 3, 683-708 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 82C22 35R60 60K35 PDF BibTeX XML Cite \textit{M. Balázs} et al., J. Am. Math. Soc. 24, No. 3, 683--708 (2011; Zbl 1227.60083) Full Text: DOI
Foondun, Mohammud; Khoshnevisan, Davar; Nualart, Eulalia A local-time correspondence for stochastic partial differential equations. (English) Zbl 1225.60103 Trans. Am. Math. Soc. 363, No. 5, 2481-2515 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60H15 60J55 35R60 PDF BibTeX XML Cite \textit{M. Foondun} et al., Trans. Am. Math. Soc. 363, No. 5, 2481--2515 (2011; Zbl 1225.60103) Full Text: DOI arXiv
Kharroubi, Idris Comparison theorem for Brownian multidimensional BSDEs via jump processes. (Théorème de comparaison pour EDSR multidimensionnelles browniennes par processus à sauts.) (English) Zbl 1218.60050 C. R., Math., Acad. Sci. Paris 349, No. 7-8, 463-468 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 60J75 PDF BibTeX XML Cite \textit{I. Kharroubi}, C. R., Math., Acad. Sci. Paris 349, No. 7--8, 463--468 (2011; Zbl 1218.60050) Full Text: DOI
Adams, Stefan; Collevecchio, Andrea; König, Wolfgang A variational formula for the free energy of an interacting many-particle system. (English) Zbl 1225.60147 Ann. Probab. 39, No. 2, 683-728 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 60F10 60J65 82B10 81S40 PDF BibTeX XML Cite \textit{S. Adams} et al., Ann. Probab. 39, No. 2, 683--728 (2011; Zbl 1225.60147) Full Text: DOI arXiv
Mao, Xuerong Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions. (English) Zbl 1215.65015 Appl. Math. Comput. 217, No. 12, 5512-5524 (2011). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H10 60H35 34F05 34K28 34K50 PDF BibTeX XML Cite \textit{X. Mao}, Appl. Math. Comput. 217, No. 12, 5512--5524 (2011; Zbl 1215.65015) Full Text: DOI
Fradon, Myriam; Rœlly, Sylvie Infinitely many Brownian globules with Brownian radii. (English) Zbl 1215.60040 Stoch. Dyn. 10, No. 4, 591-612 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 60J55 60J60 PDF BibTeX XML Cite \textit{M. Fradon} and \textit{S. Rœlly}, Stoch. Dyn. 10, No. 4, 591--612 (2010; Zbl 1215.60040) Full Text: DOI arXiv
Ünal, Gazanfer; Turkeri, Hasret; Khalique, Chaudry Masood Explicit solution processes for nonlinear jump-diffusion equations. (English) Zbl 1215.60042 J. Nonlinear Math. Phys. 17, No. 3, 281-292 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 91G80 PDF BibTeX XML Cite \textit{G. Ünal} et al., J. Nonlinear Math. Phys. 17, No. 3, 281--292 (2010; Zbl 1215.60042) Full Text: DOI
Deaconu, Madalina; Lejay, Antoine Simulation of diffusions by means of importance sampling paradigm. (English) Zbl 1204.60075 Ann. Appl. Probab. 20, No. 4, 1389-1424 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60J60 60C05 65C30 PDF BibTeX XML Cite \textit{M. Deaconu} and \textit{A. Lejay}, Ann. Appl. Probab. 20, No. 4, 1389--1424 (2010; Zbl 1204.60075) Full Text: DOI arXiv
Caputo, Pietro; Liggett, Thomas M.; Richthammer, Thomas Proof of Aldous’ spectral gap conjecture. (English) Zbl 1203.60145 J. Am. Math. Soc. 23, No. 3, 831-851 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 60J27 05C50 PDF BibTeX XML Cite \textit{P. Caputo} et al., J. Am. Math. Soc. 23, No. 3, 831--851 (2010; Zbl 1203.60145) Full Text: DOI arXiv