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Mercadier, Cécile; Roustant, Olivier; Genest, Christian Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski. (English) Zbl 07512053 Stat. Probab. Lett. 185, Article ID 109419, 8 p. (2022). MSC: 62Gxx 41A63 46N30 PDFBibTeX XMLCite \textit{C. Mercadier} et al., Stat. Probab. Lett. 185, Article ID 109419, 8 p. (2022; Zbl 07512053) Full Text: DOI
Li, Libo; Taguchi, Dai On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients. (English) Zbl 1418.60100 Stat. Probab. Lett. 146, 15-26 (2019). MSC: 60H35 41A25 60H10 65C30 PDFBibTeX XMLCite \textit{L. Li} and \textit{D. Taguchi}, Stat. Probab. Lett. 146, 15--26 (2019; Zbl 1418.60100) Full Text: DOI arXiv
Szabłowski, Paweł J. On probabilistic aspects of Chebyshev polynomials. (English) Zbl 1412.62063 Stat. Probab. Lett. 145, 205-215 (2019). MSC: 62H10 41A50 60E05 42A16 PDFBibTeX XMLCite \textit{P. J. Szabłowski}, Stat. Probab. Lett. 145, 205--215 (2019; Zbl 1412.62063) Full Text: DOI arXiv
Ngo, Hoang Long; Luong, Duc Trong Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients. (English) Zbl 1418.60102 Stat. Probab. Lett. 145, 133-140 (2019). MSC: 60H35 41A25 65C30 PDFBibTeX XMLCite \textit{H. L. Ngo} and \textit{D. T. Luong}, Stat. Probab. Lett. 145, 133--140 (2019; Zbl 1418.60102) Full Text: DOI
Ngo, Hoang-Long; Taguchi, Dai Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients. (English) Zbl 1386.60242 Stat. Probab. Lett. 125, 55-63 (2017). MSC: 60H35 41A25 65C30 PDFBibTeX XMLCite \textit{H.-L. Ngo} and \textit{D. Taguchi}, Stat. Probab. Lett. 125, 55--63 (2017; Zbl 1386.60242) Full Text: DOI arXiv
Glazyrina, Anna; Melnikov, Alexander Bernstein’s inequalities and their extensions for getting the Black-Scholes option pricing formula. (English) Zbl 1338.91140 Stat. Probab. Lett. 111, 86-92 (2016). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G20 41A25 60G15 PDFBibTeX XMLCite \textit{A. Glazyrina} and \textit{A. Melnikov}, Stat. Probab. Lett. 111, 86--92 (2016; Zbl 1338.91140) Full Text: DOI
Barone, P. On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments. (English) Zbl 1295.60063 Stat. Probab. Lett. 83, No. 11, 2569-2576 (2013). MSC: 60G57 41A21 44A60 PDFBibTeX XMLCite \textit{P. Barone}, Stat. Probab. Lett. 83, No. 11, 2569--2576 (2013; Zbl 1295.60063) Full Text: DOI arXiv
Ginovyan, Mamikon S.; Sahakyan, Artur A. On the trace approximations of products of Toeplitz matrices. (English) Zbl 1355.60044 Stat. Probab. Lett. 83, No. 3, 753-760 (2013). MSC: 60G10 15B05 41A35 PDFBibTeX XMLCite \textit{M. S. Ginovyan} and \textit{A. A. Sahakyan}, Stat. Probab. Lett. 83, No. 3, 753--760 (2013; Zbl 1355.60044) Full Text: DOI arXiv
Gatto, Riccardo Erratum to: “A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion”. (English) Zbl 1464.41010 Stat. Probab. Lett. 79, No. 7, 997-998 (2009). MSC: 41A60 62E17 60G51 PDFBibTeX XMLCite \textit{R. Gatto}, Stat. Probab. Lett. 79, No. 7, 997--998 (2009; Zbl 1464.41010) Full Text: DOI
Gatto, Riccardo A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion. (English) Zbl 1151.41314 Stat. Probab. Lett. 78, No. 13, 1948-1954 (2008); erratum ibid. 79, No. 7, 997-998 (2009). MSC: 41A60 62E17 60G51 PDFBibTeX XMLCite \textit{R. Gatto}, Stat. Probab. Lett. 78, No. 13, 1948--1954 (2008; Zbl 1151.41314) Full Text: DOI
Fung, Thomas; Robinson, John Continuity corrections for integer-valued saddlepoint approximations. (English) Zbl 1115.62019 Stat. Probab. Lett. 76, No. 14, 1465-1469 (2006). Reviewer: Ilya Pavlyukevich (Berlin) MSC: 62E20 60F10 41A60 PDFBibTeX XMLCite \textit{T. Fung} and \textit{J. Robinson}, Stat. Probab. Lett. 76, No. 14, 1465--1469 (2006; Zbl 1115.62019) Full Text: DOI
McGill, Paul An asymptotic estimate for Brownian motion with drift. (English) Zbl 1091.60020 Stat. Probab. Lett. 76, No. 11, 1164-1169 (2006). MSC: 60J65 41A60 34B24 PDFBibTeX XMLCite \textit{P. McGill}, Stat. Probab. Lett. 76, No. 11, 1164--1169 (2006; Zbl 1091.60020) Full Text: DOI
Pawlak, M.; Stadtmüller, U. Kernel regression estimators for signal recovery. (English) Zbl 0876.94006 Stat. Probab. Lett. 31, No. 3, 185-198 (1997). MSC: 94A12 41A45 62G07 41A25 PDFBibTeX XMLCite \textit{M. Pawlak} and \textit{U. Stadtmüller}, Stat. Probab. Lett. 31, No. 3, 185--198 (1997; Zbl 0876.94006) Full Text: DOI
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Cacoullos, T.; Papathanasiou, V. Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds. (English) Zbl 0583.62019 Stat. Probab. Lett. 4, 21-23 (1986). MSC: 62E99 62F10 62E20 41A10 41A58 PDFBibTeX XMLCite \textit{T. Cacoullos} and \textit{V. Papathanasiou}, Stat. Probab. Lett. 4, 21--23 (1986; Zbl 0583.62019) Full Text: DOI
Richards, Donald Representations for eigenfunctions of expected value operators in the Wishart distribution. (English) Zbl 0528.62043 Stat. Probab. Lett. 1, 141-145 (1983). MSC: 62H10 41A65 45C05 62E15 PDFBibTeX XMLCite \textit{D. Richards}, Stat. Probab. Lett. 1, 141--145 (1983; Zbl 0528.62043) Full Text: DOI Link