Forrester, Peter J.; Liu, Dang-Zheng Phase transitions for products of characteristic polynomials under Dyson Brownian motion. (English) Zbl 07347420 Acta Math. Sin., Engl. Ser. 37, No. 3, 509-524 (2021). MSC: 15B52 PDF BibTeX XML Cite \textit{P. J. Forrester} and \textit{D.-Z. Liu}, Acta Math. Sin., Engl. Ser. 37, No. 3, 509--524 (2021; Zbl 07347420) Full Text: DOI
Peralta, Liliana Distribution function of the blow up time of the solution of an anticipating random fatigue equation. (English) Zbl 07347402 Acta Math. Sin., Engl. Ser. 37, No. 4, 551-564 (2021). MSC: 60H10 91B70 60H05 60J65 PDF BibTeX XML Cite \textit{L. Peralta}, Acta Math. Sin., Engl. Ser. 37, No. 4, 551--564 (2021; Zbl 07347402) Full Text: DOI
Li, Binjie; Zhou, Qin Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise. (English) Zbl 07347018 J. Sci. Comput. 87, No. 3, Paper No. 68, 37 p. (2021). MSC: 60G 60H 60J PDF BibTeX XML Cite \textit{B. Li} and \textit{Q. Zhou}, J. Sci. Comput. 87, No. 3, Paper No. 68, 37 p. (2021; Zbl 07347018) Full Text: DOI
Bakharev, F. L.; Nazarov, A. I. Existence of the discrete spectrum in the Fichera layers and crosses of arbitrary dimension. (English) Zbl 07346925 J. Funct. Anal. 281, No. 4, Article ID 109071, 19 p. (2021). MSC: 35J05 81Q10 35K05 60J65 PDF BibTeX XML Cite \textit{F. L. Bakharev} and \textit{A. I. Nazarov}, J. Funct. Anal. 281, No. 4, Article ID 109071, 19 p. (2021; Zbl 07346925) Full Text: DOI
Lee, J. M. The first passage time density of Brownian motion and the heat equation with Dirichlet boundary condition in time dependent domains. (English) Zbl 07346873 Theory Probab. Appl. 66, No. 1, 142-159 (2021) and Teor. Veroyatn. Primen. 66, No. 1, 175-195 (2021). MSC: 35R37 35K05 35K20 60J65 PDF BibTeX XML Cite \textit{J. M. Lee}, Theory Probab. Appl. 66, No. 1, 142--159 (2021; Zbl 07346873) Full Text: DOI
Nguyen, Thu Dang Thien Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem. (English) Zbl 07345860 Math. Phys. Anal. Geom. 24, No. 2, Paper No. 10, 16 p. (2021). MSC: 35K20 60J55 60J60 60J65 60H10 PDF BibTeX XML Cite \textit{T. D. T. Nguyen}, Math. Phys. Anal. Geom. 24, No. 2, Paper No. 10, 16 p. (2021; Zbl 07345860) Full Text: DOI
Fürst, Oliver; Güneysu, Batu Hölder estimates for magnetic Schrödinger semigroups in \(\mathbb{R}^d\) from mirror coupling. (English) Zbl 07345385 Lett. Math. Phys. 111, No. 1, Paper No. 21, 18 p. (2021). MSC: 47D08 35B65 35J10 60J70 PDF BibTeX XML Cite \textit{O. Fürst} and \textit{B. Güneysu}, Lett. Math. Phys. 111, No. 1, Paper No. 21, 18 p. (2021; Zbl 07345385) Full Text: DOI
Murayama, Taro A third representation of Feynman-Kac-Itô formula with singular magnetic vector potential. (English) Zbl 07345366 Lett. Math. Phys. 111, No. 2, Paper No. 33, 21 p. (2021); corrigendum ibid. 111, No. 2, Paper No. 49, 1 p. (2021). MSC: 60H05 60J65 81S40 PDF BibTeX XML Cite \textit{T. Murayama}, Lett. Math. Phys. 111, No. 2, Paper No. 33, 21 p. (2021; Zbl 07345366) Full Text: DOI
Murayama, Taro Correction: Correction to: “A third representation of Feynman-Kac-Itô formula with singular magnetic vector potential”. (English) Zbl 07345360 Lett. Math. Phys. 111, No. 2, Paper No. 49, 1 p. (2021). MSC: 60H05 60J65 81S40 PDF BibTeX XML Cite \textit{T. Murayama}, Lett. Math. Phys. 111, No. 2, Paper No. 49, 1 p. (2021; Zbl 07345360) Full Text: DOI
Deya, Aurélien; Schaeffer, Nicolas; Thomann, Laurent A nonlinear Schrödinger equation with fractional noise. (English) Zbl 07344669 Trans. Am. Math. Soc. 374, No. 6, 4375-4422 (2021). MSC: 60H15 35Q55 60G22 PDF BibTeX XML Cite \textit{A. Deya} et al., Trans. Am. Math. Soc. 374, No. 6, 4375--4422 (2021; Zbl 07344669) Full Text: DOI
Nguyên, Viêt-Anh Ergodic theorems for laminations and foliations: recent results and perspectives. (English) Zbl 07342726 Acta Math. Vietnam. 46, No. 1, 9-101 (2021). MSC: 37A30 57R30 58J35 58J65 60J65 32J25 PDF BibTeX XML Cite \textit{V.-A. Nguyên}, Acta Math. Vietnam. 46, No. 1, 9--101 (2021; Zbl 07342726) Full Text: DOI
Lefebvre, Mario Moments of first-passage places for jump-diffusion processes. (English) Zbl 07342648 Sankhyā, Ser. A 83, No. 1, 245-253 (2021). MSC: 60J60 60H10 60J70 PDF BibTeX XML Cite \textit{M. Lefebvre}, Sankhyā, Ser. A 83, No. 1, 245--253 (2021; Zbl 07342648) Full Text: DOI
Sofos, E. The size of the primes obstructing the existence of rational points. (English) Zbl 07342501 Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 2, 652-704 (2021). MSC: 14G05 60J65 11G25 14D10 60F05 PDF BibTeX XML Cite \textit{E. Sofos}, Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 2, 652--704 (2021; Zbl 07342501) Full Text: DOI
Guasoni, Paolo; Mishura, Yuliya; Rásonyi, Miklós High-frequency trading with fractional Brownian motion. (English) Zbl 07341438 Finance Stoch. 25, No. 2, 277-310 (2021). MSC: 91G15 60G22 PDF BibTeX XML Cite \textit{P. Guasoni} et al., Finance Stoch. 25, No. 2, 277--310 (2021; Zbl 07341438) Full Text: DOI
Muravlev, Alexey; Urusov, Mikhail; Zhitlukhin, Mikhail Sequential tracking of an unobservable two-state Markov process under Brownian noise. (English) Zbl 07341195 Sequential Anal. 40, No. 1, 1-16 (2021). MSC: 62L10 62L15 62G10 60G40 60J65 PDF BibTeX XML Cite \textit{A. Muravlev} et al., Sequential Anal. 40, No. 1, 1--16 (2021; Zbl 07341195) Full Text: DOI
Aidara, Sadibou; Sagna, Yaya Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients. (English) Zbl 07340923 Random Oper. Stoch. Equ. 29, No. 1, 27-39 (2021). MSC: 60H05 60H07 60G22 PDF BibTeX XML Cite \textit{S. Aidara} and \textit{Y. Sagna}, Random Oper. Stoch. Equ. 29, No. 1, 27--39 (2021; Zbl 07340923) Full Text: DOI
Wang, Peng; Cao, Yanzhao; Han, Xiaoying; Kloeden, Peter Mean-square convergence of numerical methods for random ordinary differential equations. (English) Zbl 07340126 Numer. Algorithms 87, No. 1, 299-333 (2021). MSC: 65C30 65L05 65L20 34F05 PDF BibTeX XML Cite \textit{P. Wang} et al., Numer. Algorithms 87, No. 1, 299--333 (2021; Zbl 07340126) Full Text: DOI
Cholaquidis, Alejandro; Fraiman, Ricardo; Mordecki, Ernesto; Papalardo, Cecilia Level set and drift estimation from a reflected Brownian motion with drift. (English) Zbl 07339824 Stat. Sin. 31, No. 1, 29-51 (2021). MSC: 62R40 62H12 60J65 62P10 92D25 PDF BibTeX XML Cite \textit{A. Cholaquidis} et al., Stat. Sin. 31, No. 1, 29--51 (2021; Zbl 07339824) Full Text: DOI
Bayraktar, Erhan; Zhang, Xin Embedding of Walsh Brownian motion. (English) Zbl 07339520 Stochastic Processes Appl. 134, 1-28 (2021). MSC: 60 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{X. Zhang}, Stochastic Processes Appl. 134, 1--28 (2021; Zbl 07339520) Full Text: DOI
Steinerberger, Stefan A spectral approach to the shortest path problem. (English) Zbl 07337659 Linear Algebra Appl. 620, 182-200 (2021). MSC: 35J05 60J65 PDF BibTeX XML Cite \textit{S. Steinerberger}, Linear Algebra Appl. 620, 182--200 (2021; Zbl 07337659) Full Text: DOI
Matoussi, Anis; Sabbagh, Wissal; Zhang, Tusheng Large deviation principles of obstacle problems for quasilinear stochastic PDEs. (English) Zbl 07337185 Appl. Math. Optim. 83, No. 2, 849-879 (2021). MSC: 60H15 60F10 60G65 PDF BibTeX XML Cite \textit{A. Matoussi} et al., Appl. Math. Optim. 83, No. 2, 849--879 (2021; Zbl 07337185) Full Text: DOI
Di Nardo, Elvira; Polito, Federico; Scalas, Enrico A fractional generalization of the Dirichlet distribution and related distributions. (English) Zbl 07337088 Fract. Calc. Appl. Anal. 24, No. 1, 112-136 (2021). MSC: 60E05 33E12 60G22 PDF BibTeX XML Cite \textit{E. Di Nardo} et al., Fract. Calc. Appl. Anal. 24, No. 1, 112--136 (2021; Zbl 07337088) Full Text: DOI
Kochubei, Anatoly N.; Kondratiev, Yuri; da Silva, José Luís On fractional heat equation. (English) Zbl 07337086 Fract. Calc. Appl. Anal. 24, No. 1, 73-87 (2021). MSC: 35R11 26A33 60G22 PDF BibTeX XML Cite \textit{A. N. Kochubei} et al., Fract. Calc. Appl. Anal. 24, No. 1, 73--87 (2021; Zbl 07337086) Full Text: DOI
Guo, Lihong; Chen, YangQuan; Shi, Shaoyun; West, Bruce J. Renormalization group and fractional calculus methods in a complex world: a review. (English) Zbl 07337084 Fract. Calc. Appl. Anal. 24, No. 1, 5-53 (2021). MSC: 26A33 81T17 82B28 34A08 35R11 60G22 35B25 34K26 34E20 PDF BibTeX XML Cite \textit{L. Guo} et al., Fract. Calc. Appl. Anal. 24, No. 1, 5--53 (2021; Zbl 07337084) Full Text: DOI
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed Approximate controllability for a class of non-instantaneous impulsive stochastic fractional differential equation driven by fractional Brownian motion. (English) Zbl 07336991 Differ. Equ. Dyn. Syst. 29, No. 1, 175-191 (2021). MSC: 34A08 34F05 34A37 34H05 93B05 60G22 PDF BibTeX XML Cite \textit{R. Dhayal} et al., Differ. Equ. Dyn. Syst. 29, No. 1, 175--191 (2021; Zbl 07336991) Full Text: DOI
Kern, Peter; Lage, Svenja Space-time duality for semi-fractional diffusions. (English) Zbl 07336454 Freiberg, Uta (ed.) et al., Fractal geometry and stochastics VI. Selected papers of the 6th conference, Bad Herrenalb, Germany, September 30 – October 6, 2018. Cham: Birkhäuser/Springer (ISBN 978-3-030-59648-4/hbk; 978-3-030-59649-1/ebook). Progress in Probability 76, 255-272 (2021). MSC: 35R11 26A33 60G18 60G22 60G51 82C31 PDF BibTeX XML Cite \textit{P. Kern} and \textit{S. Lage}, Prog. Probab. 76, 255--272 (2021; Zbl 07336454) Full Text: DOI
Ovdat, Omrie; Akkermans, Eric Breaking of continuous scale invariance to discrete scale invariance: a universal quantum phase transition. (English) Zbl 07336452 Freiberg, Uta (ed.) et al., Fractal geometry and stochastics VI. Selected papers of the 6th conference, Bad Herrenalb, Germany, September 30 – October 6, 2018. Cham: Birkhäuser/Springer (ISBN 978-3-030-59648-4/hbk; 978-3-030-59649-1/ebook). Progress in Probability 76, 209-238 (2021). MSC: 28A80 28A75 60G22 PDF BibTeX XML Cite \textit{O. Ovdat} and \textit{E. Akkermans}, Prog. Probab. 76, 209--238 (2021; Zbl 07336452) Full Text: DOI
Bei, Francesco; Güneysu, Batu Kac regular sets and Sobolev spaces in geometry, probability and quantum physics. (English) Zbl 07335459 Math. Ann. 379, No. 3-4, 1623-1650 (2021). MSC: 81Q35 81Q10 58J60 35G15 81R25 81S25 60J65 46E36 PDF BibTeX XML Cite \textit{F. Bei} and \textit{B. Güneysu}, Math. Ann. 379, No. 3--4, 1623--1650 (2021; Zbl 07335459) Full Text: DOI
Feng, Runhuan; Jiang, Pingping; Volkmer, Hans Geometric Brownian motion with affine drift and its time-integral. (English) Zbl 07335165 Appl. Math. Comput. 395, Article ID 125874, 17 p. (2021). MSC: 91 65 PDF BibTeX XML Cite \textit{R. Feng} et al., Appl. Math. Comput. 395, Article ID 125874, 17 p. (2021; Zbl 07335165) Full Text: DOI
Chapon, François; Chhaibi, Reda Quantum \(SL_2\), infinite curvature and Pitman’s 2M-X theorem. (English) Zbl 07334599 Probab. Theory Relat. Fields 179, No. 3-4, 835-888 (2021). MSC: 46L53 58B32 60B99 PDF BibTeX XML Cite \textit{F. Chapon} and \textit{R. Chhaibi}, Probab. Theory Relat. Fields 179, No. 3--4, 835--888 (2021; Zbl 07334599) Full Text: DOI
Benigni, Lucas Fermionic eigenvector moment flow. (English) Zbl 07334597 Probab. Theory Relat. Fields 179, No. 3-4, 733-775 (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60B20 15B52 58J51 60G65 PDF BibTeX XML Cite \textit{L. Benigni}, Probab. Theory Relat. Fields 179, No. 3--4, 733--775 (2021; Zbl 07334597) Full Text: DOI
Dimitrov, Evgeni; Wu, Xuan KMT coupling for random walk bridges. (English) Zbl 07334596 Probab. Theory Relat. Fields 179, No. 3-4, 649-732 (2021). MSC: 60J65 PDF BibTeX XML Cite \textit{E. Dimitrov} and \textit{X. Wu}, Probab. Theory Relat. Fields 179, No. 3--4, 649--732 (2021; Zbl 07334596) Full Text: DOI
Martyr, Randall; Moriarty, John Nonzero-sum games of optimal stopping and generalized Nash equilibrium problems. (English) Zbl 07334369 SIAM J. Control Optim. 59, No. 2, 1443-1465 (2021). MSC: 60G40 91A05 91A15 91A06 91B52 PDF BibTeX XML Cite \textit{R. Martyr} and \textit{J. Moriarty}, SIAM J. Control Optim. 59, No. 2, 1443--1465 (2021; Zbl 07334369) Full Text: DOI
Mania, Michael A probabilistic method of solving Lobachevsky’s functional equation. (English) Zbl 07333528 Aequationes Math. 95, No. 2, 237-243 (2021). MSC: 60G44 60J65 97I70 PDF BibTeX XML Cite \textit{M. Mania}, Aequationes Math. 95, No. 2, 237--243 (2021; Zbl 07333528) Full Text: DOI
Mirzaee, Farshid; Rezaei, Shadi; Samadyar, Nasrin Numerical solution of two-dimensional stochastic time-fractional Sine-Gordon equation on non-rectangular domains using finite difference and meshfree methods. (English) Zbl 07332630 Eng. Anal. Bound. Elem. 127, 53-63 (2021). MSC: 65 35 PDF BibTeX XML Cite \textit{F. Mirzaee} et al., Eng. Anal. Bound. Elem. 127, 53--63 (2021; Zbl 07332630) Full Text: DOI
Paraguassú, Pedro V.; Morgado, Welles A. M. The heat distribution in a logarithm potential. (English) Zbl 07330575 J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023205, 15 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{P. V. Paraguassú} and \textit{W. A. M. Morgado}, J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023205, 15 p. (2021; Zbl 07330575) Full Text: DOI
He, Guitian; Tang, Guoji; Tian, Yan; Luo, Maokang; Stanley, H. Eugene Non-markovian thermal-Bath-induced Brownian motion in velocity space in the presence of a magnetic field at arbitrary direction. (English) Zbl 07330574 J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023204, 26 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{G. He} et al., J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023204, 26 p. (2021; Zbl 07330574) Full Text: DOI
Ohkubo, Jun Combinatorics for calculating expectation values of functions in systems with evolution governed by stochastic differential equations. (English) Zbl 07330560 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013401, 18 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{J. Ohkubo}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013401, 18 p. (2021; Zbl 07330560) Full Text: DOI
Imparato, A. Out-of-equilibrium Frenkel-Kontorova model. (English) Zbl 07330558 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013214, 18 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{A. Imparato}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013214, 18 p. (2021; Zbl 07330558) Full Text: DOI
Lü, Yan; Rong, Zhijiang Current reversal of active particles in channel with time-oscillating boundaries. (English) Zbl 07330552 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013208, 10 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{Y. Lü} and \textit{Z. Rong}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013208, 10 p. (2021; Zbl 07330552) Full Text: DOI
Nascimento, Eduardo dos S.; Morgado, Welles A. M. Stationary properties of a non-markovian Brownian gyrator. (English) Zbl 07330546 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013301, 17 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{E. dos S. Nascimento} and \textit{W. A. M. Morgado}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013301, 17 p. (2021; Zbl 07330546) Full Text: DOI
Chaudhuri, Debasish; Dhar, Abhishek Active Brownian particle in harmonic trap: exact computation of moments, and re-entrant transition. (English) Zbl 07330545 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013207, 17 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{D. Chaudhuri} and \textit{A. Dhar}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013207, 17 p. (2021; Zbl 07330545) Full Text: DOI
Qian, Wei Generalized disconnection exponents. (English) Zbl 07329434 Probab. Theory Relat. Fields 179, No. 1-2, 117-164 (2021). MSC: 60J67 60J65 60D05 PDF BibTeX XML Cite \textit{W. Qian}, Probab. Theory Relat. Fields 179, No. 1--2, 117--164 (2021; Zbl 07329434) Full Text: DOI
Yin, Wensheng; Cao, Jinde On stability of large-scale \(G\)-SDEs: a decomposition approach. (English) Zbl 07329273 Appl. Math. Comput. 388, Article ID 125466, 11 p. (2021). MSC: 60 93 PDF BibTeX XML Cite \textit{W. Yin} and \textit{J. Cao}, Appl. Math. Comput. 388, Article ID 125466, 11 p. (2021; Zbl 07329273) Full Text: DOI
Li, Jiawei; Qian, Zhongmin Large deviation principle for fractional Brownian motion with respect to capacity. (English) Zbl 1457.60048 Potential Anal. 54, No. 4, 655-685 (2021). MSC: 60F10 60G22 60H07 PDF BibTeX XML Cite \textit{J. Li} and \textit{Z. Qian}, Potential Anal. 54, No. 4, 655--685 (2021; Zbl 1457.60048) Full Text: DOI
Fan, Xiliang; Wu, Jiang-Lun Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes. (English) Zbl 07329001 Potential Anal. 54, No. 3, 483-501 (2021). MSC: 60H10 60G22 60H05 PDF BibTeX XML Cite \textit{X. Fan} and \textit{J.-L. Wu}, Potential Anal. 54, No. 3, 483--501 (2021; Zbl 07329001) Full Text: DOI
Serva, Maurizio Brownian motion at the speed of light: a new Lorentz invariant family of processes. (English) Zbl 07328618 J. Stat. Phys. 182, No. 3, Paper No. 59, 14 p. (2021). MSC: 82C70 60J65 60H99 81Q05 81S40 PDF BibTeX XML Cite \textit{M. Serva}, J. Stat. Phys. 182, No. 3, Paper No. 59, 14 p. (2021; Zbl 07328618) Full Text: DOI
Boniece, B. Cooper; Didier, Gustavo; Sabzikar, Farzad Tempered fractional Brownian motion: wavelet estimation, modeling and testing. (English) Zbl 07328422 Appl. Comput. Harmon. Anal. 51, 461-509 (2021). MSC: 62M10 62M15 60G18 60G22 42C40 PDF BibTeX XML Cite \textit{B. C. Boniece} et al., Appl. Comput. Harmon. Anal. 51, 461--509 (2021; Zbl 07328422) Full Text: DOI
Gimeno, Vicent; Palmer, Vicente Parabolicity, Brownian exit time and properness of solitons of the direct and inverse mean curvature flow. (English) Zbl 07327659 J. Geom. Anal. 31, No. 1, 579-618 (2021). MSC: 53C21 53E10 53C42 58J65 60J65 PDF BibTeX XML Cite \textit{V. Gimeno} and \textit{V. Palmer}, J. Geom. Anal. 31, No. 1, 579--618 (2021; Zbl 07327659) Full Text: DOI
Huang, Chunfeng; Li, Ao On Lévy’s Brownian motion and white noise space on the circle. (English) Zbl 07325880 Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021). MSC: 60G10 60J65 60G65 PDF BibTeX XML Cite \textit{C. Huang} and \textit{A. Li}, Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021; Zbl 07325880) Full Text: DOI
Zhao, Zhenwen; Xi, Yuejuan The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary. (English) Zbl 1457.60127 Stat. Probab. Lett. 171, Article ID 109040, 9 p. (2021). MSC: 60J65 60G40 PDF BibTeX XML Cite \textit{Z. Zhao} and \textit{Y. Xi}, Stat. Probab. Lett. 171, Article ID 109040, 9 p. (2021; Zbl 1457.60127) Full Text: DOI
Zhang, Wei; Jiang, Long Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion. (English) Zbl 1457.60094 Stat. Probab. Lett. 171, Article ID 109024, 10 p. (2021). MSC: 60H10 60G65 60H30 PDF BibTeX XML Cite \textit{W. Zhang} and \textit{L. Jiang}, Stat. Probab. Lett. 171, Article ID 109024, 10 p. (2021; Zbl 1457.60094) Full Text: DOI
Kondratiev, Yuri; Mishura, Yuliya; Schilling, René L. Asymptotic behaviour and functional limit theorems for a time changed Wiener process. (English) Zbl 07325850 Stat. Probab. Lett. 170, Article ID 108997, 9 p. (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J60 60J55 60F05 PDF BibTeX XML Cite \textit{Y. Kondratiev} et al., Stat. Probab. Lett. 170, Article ID 108997, 9 p. (2021; Zbl 07325850) Full Text: DOI
Zhang, Li-Xin Heyde’s theorem under the sub-linear expectations. (English) Zbl 1457.60050 Stat. Probab. Lett. 170, Article ID 108987, 9 p. (2021). MSC: 60F15 60F05 60G50 60G65 PDF BibTeX XML Cite \textit{L.-X. Zhang}, Stat. Probab. Lett. 170, Article ID 108987, 9 p. (2021; Zbl 1457.60050) Full Text: DOI
Li, Sen; Zhang, Biguang; Li, Wenxue Stabilisation of multi-weights stochastic complex networks with time-varying delay driven by \(G\)-Brownian motion via aperiodically intermittent adaptive control. (English) Zbl 07325650 Int. J. Control 94, No. 1, 7-20 (2021). MSC: 93E35 93B70 93C43 60J65 PDF BibTeX XML Cite \textit{S. Li} et al., Int. J. Control 94, No. 1, 7--20 (2021; Zbl 07325650) Full Text: DOI
Ueda, Yoshimichi Matrix liberation process. II: Relation to orbital free entropy. (English) Zbl 07324292 Can. J. Math. 73, No. 2, 493-541 (2021). MSC: 60F10 15B52 46L54 PDF BibTeX XML Cite \textit{Y. Ueda}, Can. J. Math. 73, No. 2, 493--541 (2021; Zbl 07324292) Full Text: DOI
Boado-Penas, M. Carmen; Eisenberg, Julia; Korn, Ralf Transforming public pensions: a mixed scheme with a credit granted by the state. (English) Zbl 07324189 Insur. Math. Econ. 96, 140-152 (2021). MSC: 91G05 93E20 60J70 PDF BibTeX XML Cite \textit{M. C. Boado-Penas} et al., Insur. Math. Econ. 96, 140--152 (2021; Zbl 07324189) Full Text: DOI
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying Volterra mortality model: actuarial valuation and risk management with long-range dependence. (English) Zbl 07324180 Insur. Math. Econ. 96, 1-14 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 60G22 PDF BibTeX XML Cite \textit{L. Wang} et al., Insur. Math. Econ. 96, 1--14 (2021; Zbl 07324180) Full Text: DOI
Song, Xiaona; Li, Xingru; Song, Shuai; Zhang, Yijun; Ning, Zhaoke Quasi-synchronization of coupled neural networks with reaction-diffusion terms driven by fractional Brownian motion. (English) Zbl 07323710 J. Franklin Inst. 358, No. 4, 2482-2499 (2021). MSC: 93B70 93C20 35K57 93C57 60G22 PDF BibTeX XML Cite \textit{X. Song} et al., J. Franklin Inst. 358, No. 4, 2482--2499 (2021; Zbl 07323710) Full Text: DOI
Kozik, I. A.; Piterbarg, V. I. High excursions of Gaussian nonstationary processes in discrete time. (English. Russian original) Zbl 1456.60086 J. Math. Sci., New York 253, No. 6, 867-874 (2021); translation from Fundam. Prikl. Mat. 22, No. 2, 159-169 (2018). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{I. A. Kozik} and \textit{V. I. Piterbarg}, J. Math. Sci., New York 253, No. 6, 867--874 (2021; Zbl 1456.60086); translation from Fundam. Prikl. Mat. 22, No. 2, 159--169 (2018) Full Text: DOI
Yao, Wenpo; Wang, Jun; Perc, Matjaž; Yao, Wenli; Dai, Jiafei; Guo, Daqing; Yao, Dezhong Time irreversibility and amplitude irreversibility measures for nonequilibrium processes. (English) Zbl 07319180 Commun. Nonlinear Sci. Numer. Simul. 96, Article ID 105688, 11 p. (2021). MSC: 62P35 62M10 60G65 82C05 PDF BibTeX XML Cite \textit{W. Yao} et al., Commun. Nonlinear Sci. Numer. Simul. 96, Article ID 105688, 11 p. (2021; Zbl 07319180) Full Text: DOI
Jiang, Hui; Liu, Hui Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift. (English) Zbl 07318774 Stoch. Dyn. 21, No. 2, Article ID 2150027, 19 p. (2021). MSC: 62N02 60F10 60G22 PDF BibTeX XML Cite \textit{H. Jiang} and \textit{H. Liu}, Stoch. Dyn. 21, No. 2, Article ID 2150027, 19 p. (2021; Zbl 07318774) Full Text: DOI
Huan, Diem Dang; Agarwal, Ravi P. Controllability for impulsive neutral stochastic delay partial differential equations driven by fBm and Lévy noise. (English) Zbl 07318773 Stoch. Dyn. 21, No. 2, Article ID 2150013, 24 p. (2021). MSC: 35R60 35R12 93B05 35B35 39B82 93E03 60H15 PDF BibTeX XML Cite \textit{D. D. Huan} and \textit{R. P. Agarwal}, Stoch. Dyn. 21, No. 2, Article ID 2150013, 24 p. (2021; Zbl 07318773) Full Text: DOI
de Nascimento, Jorge A.; Ohashi, Alberto Existence of densities for stochastic evolution equations driven by fractional Brownian motion. (English) Zbl 07318770 Stoch. Dyn. 21, No. 2, Article ID 2150009, 55 p. (2021). MSC: 60H07 60H15 PDF BibTeX XML Cite \textit{J. A. de Nascimento} and \textit{A. Ohashi}, Stoch. Dyn. 21, No. 2, Article ID 2150009, 55 p. (2021; Zbl 07318770) Full Text: DOI
Liu, Juanfang; Miao, Yu; Mu, Jianyong; Xu, Jie Homeomorphism flows for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients. (English) Zbl 07318767 Stoch. Dyn. 21, No. 2, Article ID 2150006, 18 p. (2021). Reviewer: Nikolaos Halidias (Athína) MSC: 60H10 60F15 60H35 PDF BibTeX XML Cite \textit{J. Liu} et al., Stoch. Dyn. 21, No. 2, Article ID 2150006, 18 p. (2021; Zbl 07318767) Full Text: DOI
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir; Zougar, Eya Fractional stochastic heat equation with piecewise constant coefficients. (English) Zbl 07318763 Stoch. Dyn. 21, No. 1, Article ID 2150002, 39 p. (2021). MSC: 60G22 60H15 35R60 PDF BibTeX XML Cite \textit{Y. Mishura} et al., Stoch. Dyn. 21, No. 1, Article ID 2150002, 39 p. (2021; Zbl 07318763) Full Text: DOI
León, Jorge A.; Márquez-Carreras, David Semilinear fractional stochastic differential equations driven by a \(\gamma\)-Hölder continuous signal with \(\gamma > 2/3\). (English) Zbl 07318761 Stoch. Dyn. 21, No. 1, Article ID 2050039, 29 p. (2021). MSC: 60H20 60G22 45D05 26A33 PDF BibTeX XML Cite \textit{J. A. León} and \textit{D. Márquez-Carreras}, Stoch. Dyn. 21, No. 1, Article ID 2050039, 29 p. (2021; Zbl 07318761) Full Text: DOI
Harang, Fabian A.; Lagunas-Merino, Marc; Ortiz-Latorre, Salvador Self-exciting multifractional processes. (English) Zbl 07317333 J. Appl. Probab. 58, No. 1, 22-41 (2021). MSC: 60G22 60H20 60H35 PDF BibTeX XML Cite \textit{F. A. Harang} et al., J. Appl. Probab. 58, No. 1, 22--41 (2021; Zbl 07317333) Full Text: DOI
Sikora, Adam; Zienkiewicz, Jacek Probabilistic approach to the quantum separation effect for the Feynman-Kac semigroup. (English) Zbl 07317284 Stud. Math. 257, No. 1, 1-24 (2021). MSC: 60J35 35J10 PDF BibTeX XML Cite \textit{A. Sikora} and \textit{J. Zienkiewicz}, Stud. Math. 257, No. 1, 1--24 (2021; Zbl 07317284) Full Text: DOI
Sun, Yifang A stochastic maximum principle for general controlled systems driven by fractional Brownian motions. (English) Zbl 07317185 J. Math. Anal. Appl. 497, No. 1, Article ID 124854, 22 p. (2021). MSC: 93E03 60G22 60H07 PDF BibTeX XML Cite \textit{Y. Sun}, J. Math. Anal. Appl. 497, No. 1, Article ID 124854, 22 p. (2021; Zbl 07317185) Full Text: DOI
Ramkumar, K.; Ravikumar, K.; Varshini, S. Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control. (English) Zbl 07316866 Stochastic Anal. Appl. 39, No. 1, 157-176 (2021). MSC: 34K37 34K30 34K40 34K50 49J27 PDF BibTeX XML Cite \textit{K. Ramkumar} et al., Stochastic Anal. Appl. 39, No. 1, 157--176 (2021; Zbl 07316866) Full Text: DOI
Fatheddin, Parisa The law of the iterated logarithm for a class of SPDEs. (English) Zbl 07316864 Stochastic Anal. Appl. 39, No. 1, 113-135 (2021). MSC: 60H15 60F10 60J68 PDF BibTeX XML Cite \textit{P. Fatheddin}, Stochastic Anal. Appl. 39, No. 1, 113--135 (2021; Zbl 07316864) Full Text: DOI
Araya, Héctor; León, Jorge A.; Torres, Soledad On local linearization method for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07316862 Stochastic Anal. Appl. 39, No. 1, 55-90 (2021). MSC: 60 PDF BibTeX XML Cite \textit{H. Araya} et al., Stochastic Anal. Appl. 39, No. 1, 55--90 (2021; Zbl 07316862) Full Text: DOI
Uchaikin, V. V. Nonlocal turbulent diffusion models. (English. Russian original) Zbl 07315952 J. Math. Sci., New York 253, No. 4, 573-582 (2021); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 154, 113-122 (2018). MSC: 76F25 76R50 PDF BibTeX XML Cite \textit{V. V. Uchaikin}, J. Math. Sci., New York 253, No. 4, 573--582 (2021; Zbl 07315952); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 154, 113--122 (2018) Full Text: DOI
Lefebvre, Mario; Moutassim, Abderrazak Exact solutions to the homing problem for a Wiener process with jumps. (English) Zbl 07313468 Optimization 70, No. 2, 307-319 (2021). MSC: 93E20 60J70 93C15 PDF BibTeX XML Cite \textit{M. Lefebvre} and \textit{A. Moutassim}, Optimization 70, No. 2, 307--319 (2021; Zbl 07313468) Full Text: DOI
Huang, Xing; Song, Yulin Well-posedness and regularity for distribution dependent SPDEs with singular drifts. (English) Zbl 1457.60098 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 203, Article ID 112167, 19 p. (2021). MSC: 60H15 60B10 PDF BibTeX XML Cite \textit{X. Huang} and \textit{Y. Song}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 203, Article ID 112167, 19 p. (2021; Zbl 1457.60098) Full Text: DOI
Cho, Dong Hyun An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths. (English) Zbl 07311092 Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203-222 (2021). MSC: 28C20 60G05 60G15 PDF BibTeX XML Cite \textit{D. H. Cho}, Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203--222 (2021; Zbl 07311092) Full Text: DOI
Biswas, Anup; Lőrinczi, József Hopf’s lemma for viscosity solutions to a class of non-local equations with applications. (English) Zbl 07310962 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 204, Article ID 112194, 19 p. (2021). MSC: 34D40 35P30 35B50 35S15 PDF BibTeX XML Cite \textit{A. Biswas} and \textit{J. Lőrinczi}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 204, Article ID 112194, 19 p. (2021; Zbl 07310962) Full Text: DOI
Mirzaee, Farshid; Solhi, Erfan; Samadyar, Nasrin Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations. (English) Zbl 07310818 Appl. Numer. Math. 161, 275-285 (2021). MSC: 45R 65C 60H PDF BibTeX XML Cite \textit{F. Mirzaee} et al., Appl. Numer. Math. 161, 275--285 (2021; Zbl 07310818) Full Text: DOI
Basu, Riddhipratim; Ganguly, Shirshendu; Hammond, Alan Fractal geometry of \(\text{Airy}_2\) processes coupled via the Airy sheet. (English) Zbl 1457.82165 Ann. Probab. 49, No. 1, 485-505 (2021). MSC: 82B43 82D60 60K35 60H15 28A80 60J65 PDF BibTeX XML Cite \textit{R. Basu} et al., Ann. Probab. 49, No. 1, 485--505 (2021; Zbl 1457.82165) Full Text: DOI Euclid
Arezoomandan, Mahdieh; Soheili, Ali R. Spectral collocation method for stochastic partial differential equations with fractional Brownian motion. (English) Zbl 07309622 J. Comput. Appl. Math. 389, Article ID 113369, 19 p. (2021). MSC: 65C30 60H35 60H15 PDF BibTeX XML Cite \textit{M. Arezoomandan} and \textit{A. R. Soheili}, J. Comput. Appl. Math. 389, Article ID 113369, 19 p. (2021; Zbl 07309622) Full Text: DOI
Fallah, Somayeh; Mehrdoust, Farshid CEV model equipped with the long-memory. (English) Zbl 1457.91373 J. Comput. Appl. Math. 389, Article ID 113359, 16 p. (2021). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{S. Fallah} and \textit{F. Mehrdoust}, J. Comput. Appl. Math. 389, Article ID 113359, 16 p. (2021; Zbl 1457.91373) Full Text: DOI
Mert, Ozenc Murat; Selcuk-Kestel, A. Sevtap Time dependent stop-loss reinsurance and exposure curves. (English) Zbl 07309607 J. Comput. Appl. Math. 389, Article ID 113348, 16 p. (2021). MSC: 62P20 62G10 60J65 91B05 PDF BibTeX XML Cite \textit{O. M. Mert} and \textit{A. S. Selcuk-Kestel}, J. Comput. Appl. Math. 389, Article ID 113348, 16 p. (2021; Zbl 07309607) Full Text: DOI
Lawley, Sean D. The effects of fast inactivation on conditional first passage times of mortal diffusive searchers. (English) Zbl 1457.92053 SIAM J. Appl. Math. 81, No. 1, 1-24 (2021). MSC: 92C37 60G50 PDF BibTeX XML Cite \textit{S. D. Lawley}, SIAM J. Appl. Math. 81, No. 1, 1--24 (2021; Zbl 1457.92053) Full Text: DOI
Plunkett, Claire E.; Lawley, Sean D. Bimolecular binding rates for pairs of spherical molecules with small binding sites. (English) Zbl 07306710 Multiscale Model. Simul. 19, No. 1, 148-183 (2021). MSC: 35Q92 35B25 35C20 35J05 92C05 92C40 60J65 81V55 82D60 82M31 PDF BibTeX XML Cite \textit{C. E. Plunkett} and \textit{S. D. Lawley}, Multiscale Model. Simul. 19, No. 1, 148--183 (2021; Zbl 07306710) Full Text: DOI
Liu, Guomin Girsanov theorem for \(G\)-Brownian motion: the degenerate case. (English) Zbl 07306255 J. Theor. Probab. 34, No. 1, 125-140 (2021). MSC: 60H10 60H30 PDF BibTeX XML Cite \textit{G. Liu}, J. Theor. Probab. 34, No. 1, 125--140 (2021; Zbl 07306255) Full Text: DOI
Baccouch, Mahboub; Temimi, Helmi; Ben-Romdhane, Mohamed A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics. (English) Zbl 07305222 J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021). MSC: 65C30 65L20 65L60 60H10 PDF BibTeX XML Cite \textit{M. Baccouch} et al., J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021; Zbl 07305222) Full Text: DOI
Maleki Almani, H.; Hosseini, S. M.; Tahmasebi, M. Fractional Brownian motion with two-variable Hurst exponent. (English) Zbl 07305203 J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021). MSC: 60G22 60G15 PDF BibTeX XML Cite \textit{H. Maleki Almani} et al., J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021; Zbl 07305203) Full Text: DOI
Shahnazi-Pour, A.; Moghaddam, B. Parsa; Babaei, A. Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion. (English) Zbl 07305136 J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021). MSC: 60H10 34A08 65C30 PDF BibTeX XML Cite \textit{A. Shahnazi-Pour} et al., J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021; Zbl 07305136) Full Text: DOI
Fournier, Nicolas; Tardif, Camille One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes. (English) Zbl 1457.35085 Commun. Math. Phys. 381, No. 1, 143-173 (2021). Reviewer: Mohamed Majdoub (Dammam) MSC: 35Q84 60G55 60J65 82C40 PDF BibTeX XML Cite \textit{N. Fournier} and \textit{C. Tardif}, Commun. Math. Phys. 381, No. 1, 143--173 (2021; Zbl 1457.35085) Full Text: DOI
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process. (English) Zbl 07302995 J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021). MSC: 62G07 62M09 60G15 60G22 60G65 60H15 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021; Zbl 07302995) Full Text: DOI
Alos, Elisa; Garcia Lorite, David Malliavin calculus in finance. Theory and practice (to appear). (English) Zbl 07302702 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-89344-6/hbk). 344 p. (2021). MSC: 91-02 91G20 60H07 60G22 PDF BibTeX XML Cite \textit{E. Alos} and \textit{D. Garcia Lorite}, Malliavin calculus in finance. Theory and practice (to appear). Boca Raton, FL: CRC Press (2021; Zbl 07302702)
Majdoub, Mohamed; Mliki, Ezzedine Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise. (English) Zbl 1456.60160 Anal. Math. Phys. 11, No. 1, Paper No. 20, 12 p. (2021). Reviewer: Manil T. Mohan (Roorkee) MSC: 60H15 60H30 35R60 35K05 60G22 PDF BibTeX XML Cite \textit{M. Majdoub} and \textit{E. Mliki}, Anal. Math. Phys. 11, No. 1, Paper No. 20, 12 p. (2021; Zbl 1456.60160) Full Text: DOI
Gao, Yu; Gao, Yuan; Liu, Jian-Guo Large time behavior, bi-Hamiltonian structure, and kinetic formulation for a complex Burgers equation. (English) Zbl 1456.35033 Q. Appl. Math. 79, No. 1, 55-102 (2021). MSC: 35B40 35L65 35R60 82B40 15B52 35B09 PDF BibTeX XML Cite \textit{Y. Gao} et al., Q. Appl. Math. 79, No. 1, 55--102 (2021; Zbl 1456.35033) Full Text: DOI
Kaul, Abhishek; Fotopoulos, Stergios B.; Jandhyala, Venkata K.; Safikhani, Abolfazl Inference on the change point under a high dimensional sparse mean shift. (English) Zbl 07298086 Electron. J. Stat. 15, No. 1, 71-134 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62F10 62F12 62F03 62M10 60J65 PDF BibTeX XML Cite \textit{A. Kaul} et al., Electron. J. Stat. 15, No. 1, 71--134 (2021; Zbl 07298086) Full Text: DOI Euclid
Fu, Zuopeng; Wang, Yizao Simulations for Karlin random fields. (English) Zbl 07298007 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 167-192 (2021). MSC: 60G22 60G52 60G60 PDF BibTeX XML Cite \textit{Z. Fu} and \textit{Y. Wang}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 167--192 (2021; Zbl 07298007) Full Text: Link
Beliaev, Dmitry; Margarint, Vlad; Shekhar, Atul Continuity of zero-hitting times of Bessel processes and welding homeomorphisms of \(\operatorname{SLE}_k\). (English) Zbl 1456.30039 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 69-79 (2021). MSC: 30C55 60J65 60H10 PDF BibTeX XML Cite \textit{D. Beliaev} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 69--79 (2021; Zbl 1456.30039) Full Text: Link
Li, Xiaojun Uniform random attractors for 2D non-autonomous stochastic Navier-Stokes equations. (English) Zbl 07297744 J. Differ. Equations 276, 1-42 (2021). MSC: 35Q30 35B40 37B55 35B41 35B65 76D05 60J65 37L30 37L05 35R60 PDF BibTeX XML Cite \textit{X. Li}, J. Differ. Equations 276, 1--42 (2021; Zbl 07297744) Full Text: DOI
Daw, Lara A uniform result for the dimension of fractional Brownian motion level sets. (English) Zbl 1455.60061 Stat. Probab. Lett. 169, Article ID 108984, 10 p. (2021). MSC: 60G22 28A80 PDF BibTeX XML Cite \textit{L. Daw}, Stat. Probab. Lett. 169, Article ID 108984, 10 p. (2021; Zbl 1455.60061) Full Text: DOI
Song, Wenjie; Wu, Panyu; Zhang, Guodong Jensen’s inequality for \(g\)-expectations in general filtration spaces. (English) Zbl 1455.60072 Stat. Probab. Lett. 169, Article ID 108958, 8 p. (2021). MSC: 60G65 60H10 PDF BibTeX XML Cite \textit{W. Song} et al., Stat. Probab. Lett. 169, Article ID 108958, 8 p. (2021; Zbl 1455.60072) Full Text: DOI