Aïdékon, Elie; da Silva, William Growth-fragmentation process embedded in a planar Brownian excursion. (English) Zbl 07529627 Probab. Theory Relat. Fields 183, No. 1-2, 125-166 (2022). MSC: 60Jxx 60J65 PDF BibTeX XML Cite \textit{E. Aïdékon} and \textit{W. da Silva}, Probab. Theory Relat. Fields 183, No. 1--2, 125--166 (2022; Zbl 07529627) Full Text: DOI OpenURL
Korolev, A. V. Transition dynamics in a network game with heterogeneous agents: the stochastic case. (English. Russian original) Zbl 07528569 Autom. Remote Control 83, No. 3, 483-501 (2022); translation from Mat. Teor. Igr Prilozh. 13, No. 1, 102-129 (2021). MSC: 91A43 91A15 91B69 60H30 PDF BibTeX XML Cite \textit{A. V. Korolev}, Autom. Remote Control 83, No. 3, 483--501 (2022; Zbl 07528569); translation from Mat. Teor. Igr Prilozh. 13, No. 1, 102--129 (2021) Full Text: DOI OpenURL
Mahmoudi, Fatemeh; Tahmasebi, Mahdieh The convergence of exponential Euler method for weighted fractional stochastic equations. (English) Zbl 07527962 Comput. Methods Differ. Equ. 10, No. 2, 538-548 (2022). MSC: 65C30 60H07 PDF BibTeX XML Cite \textit{F. Mahmoudi} and \textit{M. Tahmasebi}, Comput. Methods Differ. Equ. 10, No. 2, 538--548 (2022; Zbl 07527962) Full Text: DOI OpenURL
Hejazi, Seyed Reza; Dastranj, Elham; Habibi, Noora; Naderifard, Azadeh Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation. (English) Zbl 07527953 Comput. Methods Differ. Equ. 10, No. 2, 419-430 (2022). MSC: 58J65 65M06 PDF BibTeX XML Cite \textit{S. R. Hejazi} et al., Comput. Methods Differ. Equ. 10, No. 2, 419--430 (2022; Zbl 07527953) Full Text: DOI OpenURL
Aryani, Elnaz; Babaei, Afshin; Valinejad, Ali A numerical technique for solving nonlinear fractional stochastic integro-differential equations with \(n\)-dimensional Wiener process. (English) Zbl 07527928 Comput. Methods Differ. Equ. 10, No. 1, 61-76 (2022). MSC: 45J05 60H20 26A33 65C30 PDF BibTeX XML Cite \textit{E. Aryani} et al., Comput. Methods Differ. Equ. 10, No. 1, 61--76 (2022; Zbl 07527928) Full Text: DOI OpenURL
Pitman, Jim; Tang, Wenpin Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk. (English) Zbl 07527835 Ann. Probab. 50, No. 4, 1647-1673 (2022). MSC: 60G50 60G55 60J65 60J80 PDF BibTeX XML Cite \textit{J. Pitman} and \textit{W. Tang}, Ann. Probab. 50, No. 4, 1647--1673 (2022; Zbl 07527835) Full Text: DOI OpenURL
Jacquier, Antoine; Pannier, Alexandre Large and moderate deviations for stochastic Volterra systems. (English) Zbl 07527294 Stochastic Processes Appl. 149, 142-187 (2022). MSC: 60F10 60G22 91G20 PDF BibTeX XML Cite \textit{A. Jacquier} and \textit{A. Pannier}, Stochastic Processes Appl. 149, 142--187 (2022; Zbl 07527294) Full Text: DOI OpenURL
Kukush, Alexander; Lohvinenko, Stanislav; Mishura, Yuliya; Ralchenko, Kostiantyn Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. (English) Zbl 07527235 Stat. Inference Stoch. Process. 25, No. 1, 159-187 (2022). MSC: 60G22 62F10 62F12 PDF BibTeX XML Cite \textit{A. Kukush} et al., Stat. Inference Stoch. Process. 25, No. 1, 159--187 (2022; Zbl 07527235) Full Text: DOI OpenURL
Zhu, Dejun; Yang, Jun; Liu, Xingwen Practical stability of impulsive stochastic delayed systems driven by G-Brownian motion. (English) Zbl 07526680 J. Franklin Inst. 359, No. 8, 3749-3767 (2022). MSC: 93E15 60G65 93C27 93C43 93C10 PDF BibTeX XML Cite \textit{D. Zhu} et al., J. Franklin Inst. 359, No. 8, 3749--3767 (2022; Zbl 07526680) Full Text: DOI OpenURL
Ichiba, Tomoyuki; Karatzas, Ioannis Degenerate competing three-particle systems. (English) Zbl 07526617 Bernoulli 28, No. 3, 2067-2094 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G20 60H10 PDF BibTeX XML Cite \textit{T. Ichiba} and \textit{I. Karatzas}, Bernoulli 28, No. 3, 2067--2094 (2022; Zbl 07526617) Full Text: DOI Link OpenURL
Barnes, Clayton Convergence of jump processes with stochastic intensity to Brownian motion with inert drift. (English) Zbl 07526593 Bernoulli 28, No. 2, 1491-1518 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J76 60J65 60G50 60H10 PDF BibTeX XML Cite \textit{C. Barnes}, Bernoulli 28, No. 2, 1491--1518 (2022; Zbl 07526593) Full Text: DOI Link OpenURL
Kříž, Pavel; Šnupárková, Jana Pathwise least-squares estimator for linear SPDEs with additive fractional noise. (English) Zbl 07524958 Electron. J. Stat. 16, No. 1, 1561-1594 (2022). MSC: 62M09 60H15 60G22 PDF BibTeX XML Cite \textit{P. Kříž} and \textit{J. Šnupárková}, Electron. J. Stat. 16, No. 1, 1561--1594 (2022; Zbl 07524958) Full Text: DOI Link OpenURL
Duraj, Jetlir; Raschel, Kilian; Tarrago, Pierre; Wachtel, Vitali Martin boundary of random walks in convex cones. (Frontière de Martin de marches aléatoires dans des cônes convexes.) (English. French summary) Zbl 07524693 Ann. Henri Lebesgue 5, 559-609 (2022). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{J. Duraj} et al., Ann. Henri Lebesgue 5, 559--609 (2022; Zbl 07524693) Full Text: DOI OpenURL
Araya, Héctor; Slaoui, Meryem; Torres, Soledad Bayesian inference for fractional oscillating Brownian motion. (English) Zbl 07524027 Comput. Stat. 37, No. 2, 887-907 (2022). MSC: 65C60 PDF BibTeX XML Cite \textit{H. Araya} et al., Comput. Stat. 37, No. 2, 887--907 (2022; Zbl 07524027) Full Text: DOI OpenURL
Aurzada, F.; Kilian, M. Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. (English) Zbl 07523560 Theory Probab. Appl. 67, No. 1, 77-88 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 100-114 (2022). MSC: 60-XX 70-XX PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Kilian}, Theory Probab. Appl. 67, No. 1, 77--88 (2022; Zbl 07523560) Full Text: DOI OpenURL
Georgiev, Bogdan; Mukherjee, Mayukh Some applications of heat flow to Laplace eigenfunctions. (English) Zbl 07523449 Commun. Partial Differ. Equations 47, No. 4, 677-700 (2022). MSC: 58J35 35Pxx 35Jxx PDF BibTeX XML Cite \textit{B. Georgiev} and \textit{M. Mukherjee}, Commun. Partial Differ. Equations 47, No. 4, 677--700 (2022; Zbl 07523449) Full Text: DOI OpenURL
Ogawa, Shigeyoshi Mean value theorems for the noncausal stochastic integral. (English) Zbl 07523448 Japan J. Ind. Appl. Math. 39, No. 2, 801-814 (2022). MSC: 60H05 60H99 60J65 26A24 26A33 PDF BibTeX XML Cite \textit{S. Ogawa}, Japan J. Ind. Appl. Math. 39, No. 2, 801--814 (2022; Zbl 07523448) Full Text: DOI OpenURL
Thach, Tran Ngoc; Tuan, Nguyen Huy Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion. (English) Zbl 07523358 Stochastic Anal. Appl. 40, No. 2, 328-351 (2022). MSC: 60G15 60G22 60G52 60G57 PDF BibTeX XML Cite \textit{T. N. Thach} and \textit{N. H. Tuan}, Stochastic Anal. Appl. 40, No. 2, 328--351 (2022; Zbl 07523358) Full Text: DOI OpenURL
Kataria, Kuldeep Kumar; Khandakar, Mostafizar Time-changed space-time fractional Poisson process. (English) Zbl 07523355 Stochastic Anal. Appl. 40, No. 2, 246-267 (2022). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Stochastic Anal. Appl. 40, No. 2, 246--267 (2022; Zbl 07523355) Full Text: DOI OpenURL
Prakasa Rao, B. L. S. Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. (English) Zbl 07523354 Stochastic Anal. Appl. 40, No. 2, 236-245 (2022). MSC: 62M09 60G15 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 40, No. 2, 236--245 (2022; Zbl 07523354) Full Text: DOI OpenURL
Cipolloni, Giorgio; Erdős, László; Schröder, Dominik Normal fluctuation in quantum ergodicity for Wigner matrices. (English) Zbl 07523052 Ann. Probab. 50, No. 3, 984-1012 (2022). MSC: 60G65 60B20 58J51 15B52 PDF BibTeX XML Cite \textit{G. Cipolloni} et al., Ann. Probab. 50, No. 3, 984--1012 (2022; Zbl 07523052) Full Text: DOI OpenURL
Adler, Mark; Johansson, Kurt; van Moerbeke, Pierre A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles. (English) Zbl 07522873 Ann. Appl. Probab. 32, No. 2, 1234-1294 (2022). MSC: 60G60 60G65 35Q53 60G10 35Q58 PDF BibTeX XML Cite \textit{M. Adler} et al., Ann. Appl. Probab. 32, No. 2, 1234--1294 (2022; Zbl 07522873) Full Text: DOI OpenURL
Ma, Jingtang; Wu, Haofei A fast algorithm for simulation of rough volatility models. (English) Zbl 07518198 Quant. Finance 22, No. 3, 447-462 (2022). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{J. Ma} and \textit{H. Wu}, Quant. Finance 22, No. 3, 447--462 (2022; Zbl 07518198) Full Text: DOI OpenURL
Bobrowski, Adam; Komorowski, Tomasz Diffusion approximation for a simple kinetic model with asymmetric interface. (English) Zbl 07517851 J. Evol. Equ. 22, No. 2, Paper No. 42, 26 p. (2022). MSC: 47D07 47D09 45K05 45M05 PDF BibTeX XML Cite \textit{A. Bobrowski} and \textit{T. Komorowski}, J. Evol. Equ. 22, No. 2, Paper No. 42, 26 p. (2022; Zbl 07517851) Full Text: DOI OpenURL
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Non-local solvable birth-death processes. (English) Zbl 07517676 J. Theor. Probab. 35, No. 2, 1284-1323 (2022). MSC: 60K15 33C45 60G22 PDF BibTeX XML Cite \textit{G. Ascione} et al., J. Theor. Probab. 35, No. 2, 1284--1323 (2022; Zbl 07517676) Full Text: DOI OpenURL
Obiang, Fulgence Eyi; Moutsinga, Octave; Ouknine, Youssef An ideal class to construct solutions for skew Brownian motion equations. (English) Zbl 07517664 J. Theor. Probab. 35, No. 2, 894-916 (2022). MSC: 60G07 60G20 60G46 60G48 PDF BibTeX XML Cite \textit{F. E. Obiang} et al., J. Theor. Probab. 35, No. 2, 894--916 (2022; Zbl 07517664) Full Text: DOI OpenURL
Gordina, Maria; Luo, Liangbing Logarithmic Sobolev inequalities on non-isotropic Heisenberg groups. (English) Zbl 07517637 J. Funct. Anal. 283, No. 2, Article ID 109500, 33 p. (2022). MSC: 58J35 22E30 22E66 35A23 35K08 35R03 60J65 PDF BibTeX XML Cite \textit{M. Gordina} and \textit{L. Luo}, J. Funct. Anal. 283, No. 2, Article ID 109500, 33 p. (2022; Zbl 07517637) Full Text: DOI OpenURL
Denisov, Denis E.; Hinrichs, Günter; Sakhanenko, Alexander I.; Wachtel, Vitali I. Crossing an asymptotically square-root boundary by the Brownian motion. (English. Russian original) Zbl 07517602 Proc. Steklov Inst. Math. 316, No. 1, 105-120 (2022); translation from Tr. Mat. Inst. Steklova 316, 113-128 (2022). MSC: 60-XX 82-XX PDF BibTeX XML Cite \textit{D. E. Denisov} et al., Proc. Steklov Inst. Math. 316, No. 1, 105--120 (2022; Zbl 07517602); translation from Tr. Mat. Inst. Steklova 316, 113--128 (2022) Full Text: DOI OpenURL
Afanasyev, V. I. On the local time of a stopped random walk attaining a high level. (English. Russian original) Zbl 07517596 Proc. Steklov Inst. Math. 316, No. 1, 5-25 (2022); translation from Tr. Mat. Inst. Steklova 316, 11-31 (2022). MSC: 60-XX 82-XX PDF BibTeX XML Cite \textit{V. I. Afanasyev}, Proc. Steklov Inst. Math. 316, No. 1, 5--25 (2022; Zbl 07517596); translation from Tr. Mat. Inst. Steklova 316, 11--31 (2022) Full Text: DOI OpenURL
García-Zelada, David; Huguet, Baptiste Brenier-Schrödinger problem on compact manifolds with boundary. (English) Zbl 07517486 Stochastic Anal. Appl. 40, No. 3, 426-454 (2022). MSC: 28D20 49Q20 49S05 60G99 76D03 58J65 60J55 PDF BibTeX XML Cite \textit{D. García-Zelada} and \textit{B. Huguet}, Stochastic Anal. Appl. 40, No. 3, 426--454 (2022; Zbl 07517486) Full Text: DOI OpenURL
Mrongowius, Jan; Rößler, Andreas On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion. (English) Zbl 07517485 Stochastic Anal. Appl. 40, No. 3, 397-425 (2022). MSC: 60Hxx PDF BibTeX XML Cite \textit{J. Mrongowius} and \textit{A. Rößler}, Stochastic Anal. Appl. 40, No. 3, 397--425 (2022; Zbl 07517485) Full Text: DOI OpenURL
Dela Vega, Engel John C.; Elliott, Robert J. Backward stochastic differential equations with regime-switching and sublinear expectations. (English) Zbl 07515391 Stochastic Processes Appl. 148, 278-298 (2022). MSC: 60H10 60J28 PDF BibTeX XML Cite \textit{E. J. C. Dela Vega} and \textit{R. J. Elliott}, Stochastic Processes Appl. 148, 278--298 (2022; Zbl 07515391) Full Text: DOI OpenURL
Mishura, Yuliya; Yoshidae, Nakahiro Divergence of an integral of a process with small ball estimate. (English) Zbl 07515383 Stochastic Processes Appl. 148, 1-24 (2022). MSC: 60F15 60G17 60G15 60G22 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{N. Yoshidae}, Stochastic Processes Appl. 148, 1--24 (2022; Zbl 07515383) Full Text: DOI OpenURL
Brzeźniak, Zdzisław; Gołdys, Ben; Ondreját, Martin; Rana, Nimit Large deviations for (1 + 1)-dimensional stochastic geometric wave equation. (English) Zbl 07514718 J. Differ. Equations 325, 1-69 (2022). MSC: 60H10 58D20 34G20 46E35 35R15 46E50 PDF BibTeX XML Cite \textit{Z. Brzeźniak} et al., J. Differ. Equations 325, 1--69 (2022; Zbl 07514718) Full Text: DOI OpenURL
Du, Hengrong; Wang, Changyou Global weak solutions to the stochastic Ericksen-Leslie system in dimension two. (English) Zbl 07513968 Discrete Contin. Dyn. Syst. 42, No. 5, 2175-2197 (2022). MSC: 35Q35 60H15 PDF BibTeX XML Cite \textit{H. Du} and \textit{C. Wang}, Discrete Contin. Dyn. Syst. 42, No. 5, 2175--2197 (2022; Zbl 07513968) Full Text: DOI OpenURL
Geng, Xi; Ouyang, Cheng; Tindel, Samy Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case. (English) Zbl 07512873 Ann. Probab. 50, No. 2, 649-687 (2022). MSC: 60H10 60G15 60H07 PDF BibTeX XML Cite \textit{X. Geng} et al., Ann. Probab. 50, No. 2, 649--687 (2022; Zbl 07512873) Full Text: DOI Link OpenURL
Aru, Juhan; Lupu, Titus; Sepúlveda, Avelio Extremal distance and conformal radius of a \(\mathrm{CLE}_4\) loop. (English) Zbl 07512870 Ann. Probab. 50, No. 2, 509-558 (2022). MSC: 31A15 60G15 60G60 60J65 60J67 81T40 PDF BibTeX XML Cite \textit{J. Aru} et al., Ann. Probab. 50, No. 2, 509--558 (2022; Zbl 07512870) Full Text: DOI Link OpenURL
Carfagnini, Marco; Gordina, Maria Small deviations and Chung’s law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group. (English) Zbl 07512762 Trans. Am. Math. Soc., Ser. B 9, 322-342 (2022). MSC: 60F17 60F15 60G51 60J65 PDF BibTeX XML Cite \textit{M. Carfagnini} and \textit{M. Gordina}, Trans. Am. Math. Soc., Ser. B 9, 322--342 (2022; Zbl 07512762) Full Text: DOI OpenURL
Beghin, Luisa; Macci, Claudio Non-central moderate deviations for compound fractional Poisson processes. (English) Zbl 07512055 Stat. Probab. Lett. 185, Article ID 109424, 8 p. (2022). MSC: 60F10 60F05 60G22 33E12 60G55 PDF BibTeX XML Cite \textit{L. Beghin} and \textit{C. Macci}, Stat. Probab. Lett. 185, Article ID 109424, 8 p. (2022; Zbl 07512055) Full Text: DOI OpenURL
Zhu, Yu; Wang, Liang; Qiu, Zhipeng Dynamics of a stochastic cholera epidemic model with Lévy process. (English) Zbl 07511824 Physica A 595, Article ID 127069, 17 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{Y. Zhu} et al., Physica A 595, Article ID 127069, 17 p. (2022; Zbl 07511824) Full Text: DOI OpenURL
Bernstein, Swanhild; Legatiuk, Dmitrii Brownian motion, martingales and Itô formula in Clifford analysis. (English) Zbl 07511198 Adv. Appl. Clifford Algebr. 32, No. 3, Paper No. 27, 18 p. (2022). MSC: 30G35 60H40 46G99 60H15 PDF BibTeX XML Cite \textit{S. Bernstein} and \textit{D. Legatiuk}, Adv. Appl. Clifford Algebr. 32, No. 3, Paper No. 27, 18 p. (2022; Zbl 07511198) Full Text: DOI OpenURL
Ouaki, Mehdi Scalar conservation laws with white noise initial data. (English) Zbl 07511158 Probab. Theory Relat. Fields 182, No. 3-4, 955-998 (2022). MSC: 60G51 60J65 60J60 60J75 35L65 PDF BibTeX XML Cite \textit{M. Ouaki}, Probab. Theory Relat. Fields 182, No. 3--4, 955--998 (2022; Zbl 07511158) Full Text: DOI OpenURL
Lee, Jungkyoung; Seo, Insuk Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula. (English) Zbl 07511156 Probab. Theory Relat. Fields 182, No. 3-4, 849-903 (2022). MSC: 82C31 60K35 60J65 60J60 60F10 35R60 PDF BibTeX XML Cite \textit{J. Lee} and \textit{I. Seo}, Probab. Theory Relat. Fields 182, No. 3--4, 849--903 (2022; Zbl 07511156) Full Text: DOI OpenURL
Kolb, Martin; Weich, Tobias; Wolf, Lasse L. Spectral asymptotics for kinetic Brownian motion on surfaces of constant curvature. (English) Zbl 07511010 Ann. Henri Poincaré 23, No. 4, 1283-1296 (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 60J65 PDF BibTeX XML Cite \textit{M. Kolb} et al., Ann. Henri Poincaré 23, No. 4, 1283--1296 (2022; Zbl 07511010) Full Text: DOI OpenURL
Ke, T. Tony; Tang, Wenpin; Villas-Boas, J. Miguel; Zhang, Yuming Paul Parallel search for information in continuous time – optimal stopping and geometry of the PDE. (English) Zbl 07510808 Appl. Math. Optim. 85, No. 2, Paper No. 3, 25 p. (2022). MSC: 35R35 35D40 60J65 93E20 PDF BibTeX XML Cite \textit{T. T. Ke} et al., Appl. Math. Optim. 85, No. 2, Paper No. 3, 25 p. (2022; Zbl 07510808) Full Text: DOI OpenURL
Tanogami, Tomohiro Violation of the second fluctuation-dissipation relation and entropy production in nonequilibrium medium. (English) Zbl 07510777 J. Stat. Phys. 187, No. 3, Paper No. 25, 25 p. (2022). MSC: 82C31 60J65 82C10 82-02 82C05 PDF BibTeX XML Cite \textit{T. Tanogami}, J. Stat. Phys. 187, No. 3, Paper No. 25, 25 p. (2022; Zbl 07510777) Full Text: DOI OpenURL
Haseena, A.; Suvinthra, M.; Mohan, Manil T.; Balachandran, K. Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise. (English) Zbl 07510768 Appl. Anal. 101, No. 4, 1456-1490 (2022). MSC: 60H15 60F05 60F10 35Q35 60J65 PDF BibTeX XML Cite \textit{A. Haseena} et al., Appl. Anal. 101, No. 4, 1456--1490 (2022; Zbl 07510768) Full Text: DOI OpenURL
Kim, Yoon Tae; Park, Hyun Suk Fourth moment bound and stationary Gaussian processes with positive correlation. (English) Zbl 07507759 J. Korean Stat. Soc. 51, No. 1, 172-197 (2022). MSC: 60F05 60G15 60H07 PDF BibTeX XML Cite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 51, No. 1, 172--197 (2022; Zbl 07507759) Full Text: DOI OpenURL
Jiang, Qi-Jie; Xu, Xin-Ying; Sabban, Ahmad Madani; Yin, Chuan-Bin Differential optimal investment timing decision model for nonlinear dynamic urban infrastructure planning system. (English) Zbl 07507591 Fractals 30, No. 2, Article ID 2240107, 8 p. (2022). MSC: 91B18 60J70 PDF BibTeX XML Cite \textit{Q.-J. Jiang} et al., Fractals 30, No. 2, Article ID 2240107, 8 p. (2022; Zbl 07507591) Full Text: DOI OpenURL
Li, Xiaoyue; Liu, Wei; Luo, Qi; Mao, Xuerong Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations. (English) Zbl 07507277 Automatica 140, Article ID 110210, 8 p. (2022). MSC: 93E15 93D15 93C55 93C30 60H30 PDF BibTeX XML Cite \textit{X. Li} et al., Automatica 140, Article ID 110210, 8 p. (2022; Zbl 07507277) Full Text: DOI OpenURL
Wei, Jinlong; Lv, Guangying; Wang, Wei Stochastic transport equation with bounded and Dini continuous drift. (English) Zbl 07506034 J. Differ. Equations 323, 359-403 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 60H15 35A01 35L02 PDF BibTeX XML Cite \textit{J. Wei} et al., J. Differ. Equations 323, 359--403 (2022; Zbl 07506034) Full Text: DOI OpenURL
Li, Siran; Ni, Hao Expected signature of stopped Brownian motion on \(d\)-dimensional \(C^{2, \alpha }\)-domains has finite radius of convergence everywhere: \(2 \leq d \leq 8\). (English) Zbl 07505256 J. Funct. Anal. 282, No. 12, Article ID 109447, 45 p. (2022). MSC: 60L20 35R45 PDF BibTeX XML Cite \textit{S. Li} and \textit{H. Ni}, J. Funct. Anal. 282, No. 12, Article ID 109447, 45 p. (2022; Zbl 07505256) Full Text: DOI OpenURL
Cont, Rama; Das, Purba Quadratic variation along refining partitions: constructions and examples. (English) Zbl 07503689 J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022). MSC: 60G17 PDF BibTeX XML Cite \textit{R. Cont} and \textit{P. Das}, J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022; Zbl 07503689) Full Text: DOI OpenURL
Aidara, Sadibou; Sane, Ibrahima Deplay BSDEs driven by fractional Brownian motion. (English) Zbl 07502694 Random Oper. Stoch. Equ. 30, No. 1, 21-31 (2022). MSC: 60H05 60H07 60G22 60G44 PDF BibTeX XML Cite \textit{S. Aidara} and \textit{I. Sane}, Random Oper. Stoch. Equ. 30, No. 1, 21--31 (2022; Zbl 07502694) Full Text: DOI OpenURL
Canner, Claire; Hayes, Christopher; Huang, Robin; Orwin, Michael; Rogers, Luke G. Resistance scaling on \(4N\)-carpets. (English) Zbl 07502665 Forum Math. 34, No. 1, 61-75 (2022). MSC: 28A80 31C25 31E05 31C15 60J65 PDF BibTeX XML Cite \textit{C. Canner} et al., Forum Math. 34, No. 1, 61--75 (2022; Zbl 07502665) Full Text: DOI OpenURL
Lefebvre, Mario Minimizing or maximizing the first-passage time to a time-dependent boundary. (English) Zbl 07501793 Optimization 71, No. 2, 387-401 (2022). Reviewer: Savin Treanta (Bucureşti) MSC: 60J60 49N90 PDF BibTeX XML Cite \textit{M. Lefebvre}, Optimization 71, No. 2, 387--401 (2022; Zbl 07501793) Full Text: DOI OpenURL
Ji, Lanpeng; Peng, Xiaofan Extrema of multi-dimensional Gaussian processes over random intervals. (English) Zbl 07501651 J. Appl. Probab. 59, No. 1, 81-104 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{L. Ji} and \textit{X. Peng}, J. Appl. Probab. 59, No. 1, 81--104 (2022; Zbl 07501651) Full Text: DOI OpenURL
Nguyen, Giang T.; Peralta, Oscar Rate of strong convergence to Markov-modulated Brownian motion. (English) Zbl 07501645 J. Appl. Probab. 59, No. 1, 1-16 (2022). MSC: 60G15 60F15 60J27 PDF BibTeX XML Cite \textit{G. T. Nguyen} and \textit{O. Peralta}, J. Appl. Probab. 59, No. 1, 1--16 (2022; Zbl 07501645) Full Text: DOI OpenURL
Hölzermann, Julian Term structure modeling under volatility uncertainty. (English) Zbl 07501344 Math. Financ. Econ. 16, No. 2, 317-343 (2022). MSC: 91G30 60G65 PDF BibTeX XML Cite \textit{J. Hölzermann}, Math. Financ. Econ. 16, No. 2, 317--343 (2022; Zbl 07501344) Full Text: DOI OpenURL
Shen, Guangjun; Xiang, Jie; Wu, Jiang-Lun Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. (English) Zbl 07500535 J. Differ. Equations 321, 381-414 (2022). MSC: 60G22 60H10 34C29 35Q83 PDF BibTeX XML Cite \textit{G. Shen} et al., J. Differ. Equations 321, 381--414 (2022; Zbl 07500535) Full Text: DOI OpenURL
Lieu, Richard; Lackeos, Kristen; Zhang, Bing Damping of long wavelength gravitational waves by the intergalactic medium. (English) Zbl 07500511 Classical Quantum Gravity 39, No. 7, Article ID 075014, 23 p. (2022). MSC: 83C35 83C50 78A48 78A35 60J70 35A18 80A10 82D10 47A10 81R30 78A60 PDF BibTeX XML Cite \textit{R. Lieu} et al., Classical Quantum Gravity 39, No. 7, Article ID 075014, 23 p. (2022; Zbl 07500511) Full Text: DOI OpenURL
Shen, Jinqi; Stoev, Stilian; Hsing, Tailen Tangent fields, intrinsic stationarity, and self similarity. (English) Zbl 07500297 Electron. J. Probab. 27, Paper No. 34, 56 p. (2022). MSC: 60G10 60G12 60G18 60G22 62R10 62H11 PDF BibTeX XML Cite \textit{J. Shen} et al., Electron. J. Probab. 27, Paper No. 34, 56 p. (2022; Zbl 07500297) Full Text: DOI OpenURL
Collin, Orphée; Comets, Francis Rate of escape of conditioned Brownian motion. (English) Zbl 07500284 Electron. J. Probab. 27, Paper No. 31, 26 p. (2022). MSC: 60K35 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{O. Collin} and \textit{F. Comets}, Electron. J. Probab. 27, Paper No. 31, 26 p. (2022; Zbl 07500284) Full Text: DOI OpenURL
Imparato, A. Reply to: “Comment on ‘Out-of-equilibrium Frenkel-Kontorova model’ ”. (English) Zbl 07499318 J. Stat. Mech. Theory Exp. 2022, No. 2, Article ID 023208, 3 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{A. Imparato}, J. Stat. Mech. Theory Exp. 2022, No. 2, Article ID 023208, 3 p. (2022; Zbl 07499318) Full Text: DOI OpenURL
Monthus, Cécile Microcanonical conditioning of Markov processes on time-additive observables. (English) Zbl 07499317 J. Stat. Mech. Theory Exp. 2022, No. 2, Article ID 023207, 39 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{C. Monthus}, J. Stat. Mech. Theory Exp. 2022, No. 2, Article ID 023207, 39 p. (2022; Zbl 07499317) Full Text: DOI OpenURL
Chumley, Timothy; Feres, Renato; Wallace, Matthew Exact discretization of harmonic tensors. (English) Zbl 07496360 Potential Anal. 56, No. 3, 409-421 (2022). MSC: 60J60 60J65 60G50 PDF BibTeX XML Cite \textit{T. Chumley} et al., Potential Anal. 56, No. 3, 409--421 (2022; Zbl 07496360) Full Text: DOI OpenURL
Thach, Tran Ngoc; Kumar, Devendra; Nguyen, Hoang Luc; Nguyen Huy Tuan Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise. (English) Zbl 07495845 Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 481-499 (2022). MSC: 60G15 60G22 60G52 60G57 PDF BibTeX XML Cite \textit{T. N. Thach} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 481--499 (2022; Zbl 07495845) Full Text: DOI OpenURL
Ngoc, Tran Bao; Thach, Tran Ngoc; O’Regan, Donal; Nguyen Huy Tuan On inverse initial value problems for the stochastic strongly damped wave equation. (English) Zbl 07495655 Appl. Anal. 101, No. 2, 527-544 (2022). MSC: 60G15 60H40 60H05 60G22 PDF BibTeX XML Cite \textit{T. B. Ngoc} et al., Appl. Anal. 101, No. 2, 527--544 (2022; Zbl 07495655) Full Text: DOI OpenURL
Mania, M.; Tikanadze, L. Functional equations and martingales. (English) Zbl 07495450 Aequationes Math. 96, No. 1, 221-241 (2022). MSC: 60G44 60J65 97I70 PDF BibTeX XML Cite \textit{M. Mania} and \textit{L. Tikanadze}, Aequationes Math. 96, No. 1, 221--241 (2022; Zbl 07495450) Full Text: DOI OpenURL
Beznea, Lucian; Vrabie, Cătălin Ioan Continuous flows driving branching processes and their nonlinear evolution equations. (English) Zbl 07493794 Adv. Nonlinear Anal. 11, 921-936 (2022). MSC: 35J60 60J65 60J68 47D07 PDF BibTeX XML Cite \textit{L. Beznea} and \textit{C. I. Vrabie}, Adv. Nonlinear Anal. 11, 921--936 (2022; Zbl 07493794) Full Text: DOI OpenURL
Guo, Xin; Tang, Wenpin; Xu, Renyuan A class of stochastic games and moving free boundary problems. (English) Zbl 07493012 SIAM J. Control Optim. 60, No. 2, 758-785 (2022). MSC: 91A15 60H10 60J60 PDF BibTeX XML Cite \textit{X. Guo} et al., SIAM J. Control Optim. 60, No. 2, 758--785 (2022; Zbl 07493012) Full Text: DOI arXiv OpenURL
Tien Dung, Nguyen; Thu Hang, Nguyen; Phuong Thuy, Pham Thi Density estimates for the exponential functionals of fractional Brownian motion. (English) Zbl 07492999 C. R., Math., Acad. Sci. Paris 360, 151-159 (2022). MSC: 60G22 60H07 PDF BibTeX XML Cite \textit{N. Tien Dung} et al., C. R., Math., Acad. Sci. Paris 360, 151--159 (2022; Zbl 07492999) Full Text: DOI arXiv OpenURL
Qian, Hongchao; Peng, Jun Reflected stochastic partial differential equations with jumps. (English) Zbl 07492881 Stoch. Dyn. 22, No. 1, Article ID 2250002, 30 p. (2022). MSC: 60H15 60J65 35R60 60J74 PDF BibTeX XML Cite \textit{H. Qian} and \textit{J. Peng}, Stoch. Dyn. 22, No. 1, Article ID 2250002, 30 p. (2022; Zbl 07492881) Full Text: DOI OpenURL
Cao, Qiyong; Gao, Hongjun High order Anderson parabolic model driven by rough noise in space. (English) Zbl 07492877 Stoch. Dyn. 22, No. 1, Article ID 2150052, 24 p. (2022). MSC: 60E10 82B35 60J76 60G22 PDF BibTeX XML Cite \textit{Q. Cao} and \textit{H. Gao}, Stoch. Dyn. 22, No. 1, Article ID 2150052, 24 p. (2022; Zbl 07492877) Full Text: DOI OpenURL
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 07491646 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G05 60G15 60G17 60G18 60G22 PDF BibTeX XML Cite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 07491646) Full Text: DOI arXiv OpenURL
Azmoodeh, Ehsan; Mishura, Yuliya; Sabzikar, Farzad How does tempering affect the local and global properties of fractional Brownian motion? (English) Zbl 07491644 J. Theor. Probab. 35, No. 1, 484-527 (2022). MSC: 60G22 60G15 60F17 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., J. Theor. Probab. 35, No. 1, 484--527 (2022; Zbl 07491644) Full Text: DOI arXiv OpenURL
Gehringer, Johann; Li, Xue-Mei Functional limit theorems for the fractional Ornstein-Uhlenbeck process. (English) Zbl 07491642 J. Theor. Probab. 35, No. 1, 426-456 (2022). MSC: 60F05 60F17 60G18 60G22 60H05 60H07 60H10 PDF BibTeX XML Cite \textit{J. Gehringer} and \textit{X.-M. Li}, J. Theor. Probab. 35, No. 1, 426--456 (2022; Zbl 07491642) Full Text: DOI arXiv OpenURL
Sun, Shengqiu Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\). (English) Zbl 07491640 J. Theor. Probab. 35, No. 1, 370-409 (2022). MSC: 60H10 60H30 PDF BibTeX XML Cite \textit{S. Sun}, J. Theor. Probab. 35, No. 1, 370--409 (2022; Zbl 07491640) Full Text: DOI OpenURL
Hariya, Yuu Integral representations for the Hartman-Watson density. (English) Zbl 07491635 J. Theor. Probab. 35, No. 1, 209-230 (2022). MSC: 60J65 60J55 60E10 PDF BibTeX XML Cite \textit{Y. Hariya}, J. Theor. Probab. 35, No. 1, 209--230 (2022; Zbl 07491635) Full Text: DOI arXiv OpenURL
Chebunin, Mikhail; Zuyev, Sergei Functional central limit theorems for occupancies and missing mass process in infinite urn models. (English) Zbl 07491628 J. Theor. Probab. 35, No. 1, 1-19 (2022). MSC: 60F17 60G22 60G15 60G18 PDF BibTeX XML Cite \textit{M. Chebunin} and \textit{S. Zuyev}, J. Theor. Probab. 35, No. 1, 1--19 (2022; Zbl 07491628) Full Text: DOI arXiv OpenURL
Garrido-Atienza, M. J.; Schmalfuss, B.; Valero, J. Setvalued dynamical systems for stochastic evolution equations driven by fractional noise. (English) Zbl 07491602 J. Dyn. Differ. Equations 34, No. 1, 79-105 (2022). MSC: 37H05 60G22 26A33 PDF BibTeX XML Cite \textit{M. J. Garrido-Atienza} et al., J. Dyn. Differ. Equations 34, No. 1, 79--105 (2022; Zbl 07491602) Full Text: DOI arXiv OpenURL
Cao, Wanrong; Hao, Zhaopeng; Zhang, Zhongqiang Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise. (English) Zbl 07488711 J. Sci. Comput. 91, No. 1, Paper No. 1, 23 p. (2022). MSC: 65-XX 35B65 41A25 60H35 60H10 65L60 65L70 PDF BibTeX XML Cite \textit{W. Cao} et al., J. Sci. Comput. 91, No. 1, Paper No. 1, 23 p. (2022; Zbl 07488711) Full Text: DOI OpenURL
Akeb, Tassadit; Challali, Nordine; Mellah, Omar Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion. (English) Zbl 07488625 Mediterr. J. Math. 19, No. 2, Paper No. 69, 32 p. (2022). Reviewer: Toader Morozan (Bucureşti) MSC: 60G05 60H10 34C27 PDF BibTeX XML Cite \textit{T. Akeb} et al., Mediterr. J. Math. 19, No. 2, Paper No. 69, 32 p. (2022; Zbl 07488625) Full Text: DOI OpenURL
Carfagnini, Marco An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion. (English) Zbl 07488315 Electron. Commun. Probab. 27, Paper No. 20, 7 p. (2022). MSC: 60F17 60F15 60G51 60J65 PDF BibTeX XML Cite \textit{M. Carfagnini}, Electron. Commun. Probab. 27, Paper No. 20, 7 p. (2022; Zbl 07488315) Full Text: DOI arXiv OpenURL
Hariya, Yuu; Watanabe, Sou The Boué-Dupuis formula and the exponential hypercontractivity in the Gaussian space. (English) Zbl 07488313 Electron. Commun. Probab. 27, Paper No. 18, 13 p. (2022). MSC: 60J65 60E15 PDF BibTeX XML Cite \textit{Y. Hariya} and \textit{S. Watanabe}, Electron. Commun. Probab. 27, Paper No. 18, 13 p. (2022; Zbl 07488313) Full Text: DOI arXiv OpenURL
Ouyang, Cheng; Roberson-Vickery, William Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion. (English) Zbl 07488310 Electron. Commun. Probab. 27, Paper No. 15, 12 p. (2022). MSC: 60L20 60H10 60H07 PDF BibTeX XML Cite \textit{C. Ouyang} and \textit{W. Roberson-Vickery}, Electron. Commun. Probab. 27, Paper No. 15, 12 p. (2022; Zbl 07488310) Full Text: DOI OpenURL
Bhattacharyay, A.; Maniar, Rohan Response to: “Comment on: “Random walk model for coordinate-dependent diffusion in a force field””. (English) Zbl 07485961 Physica A 592, Article ID 126786, 2 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{A. Bhattacharyay} and \textit{R. Maniar}, Physica A 592, Article ID 126786, 2 p. (2022; Zbl 07485961) Full Text: DOI OpenURL
Zeinali, Narges; Pourdarvish, Ahmad An entropy-based estimator of the Hurst exponent in fractional Brownian motion. (English) Zbl 07485932 Physica A 591, Article ID 126690, 10 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{N. Zeinali} and \textit{A. Pourdarvish}, Physica A 591, Article ID 126690, 10 p. (2022; Zbl 07485932) Full Text: DOI OpenURL
Aurzada, Frank; Schickentanz, Dominic T. Brownian motion conditioned to spend limited time below a barrier. (English) Zbl 07485078 Stochastic Processes Appl. 146, 360-381 (2022). MSC: 60J65 60G17 60K37 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{D. T. Schickentanz}, Stochastic Processes Appl. 146, 360--381 (2022; Zbl 07485078) Full Text: DOI arXiv OpenURL
Prokaj, Vilmos; Bondici, László On the lack of semimartingale property. (English) Zbl 07485077 Stochastic Processes Appl. 146, 335-359 (2022). MSC: 60H05 60J65 60J55 PDF BibTeX XML Cite \textit{V. Prokaj} and \textit{L. Bondici}, Stochastic Processes Appl. 146, 335--359 (2022; Zbl 07485077) Full Text: DOI arXiv OpenURL
Hariya, Yuu Extensions of Bougerol’s identity in law and the associated anticipative path transformations. (English) Zbl 07485076 Stochastic Processes Appl. 146, 311-334 (2022). MSC: 60J65 60J55 60G30 PDF BibTeX XML Cite \textit{Y. Hariya}, Stochastic Processes Appl. 146, 311--334 (2022; Zbl 07485076) Full Text: DOI arXiv OpenURL
Falkowski, Adrian; Słomiński, Leszek SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation. (English) Zbl 07485072 Stochastic Processes Appl. 146, 164-186 (2022). MSC: 60H20 60G22 PDF BibTeX XML Cite \textit{A. Falkowski} and \textit{L. Słomiński}, Stochastic Processes Appl. 146, 164--186 (2022; Zbl 07485072) Full Text: DOI OpenURL
Ayache, Antoine; Bouly, Florent Moving average multifractional processes with random exponent: lower bounds for local oscillations. (English) Zbl 07485071 Stochastic Processes Appl. 146, 143-163 (2022). MSC: 60G17 60G22 60G18 PDF BibTeX XML Cite \textit{A. Ayache} and \textit{F. Bouly}, Stochastic Processes Appl. 146, 143--163 (2022; Zbl 07485071) Full Text: DOI OpenURL
Liu, Xianming Limits of invariant measures of stochastic Burgers equations driven by two kinds of \(\alpha\)-stable processes. (English) Zbl 07485065 Stochastic Processes Appl. 146, 1-21 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{X. Liu}, Stochastic Processes Appl. 146, 1--21 (2022; Zbl 07485065) Full Text: DOI OpenURL
Yang, Fen-Fen; Yuan, Chenggui Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion. (English) Zbl 07484436 Stat. Probab. Lett. 184, Article ID 109393, 8 p. (2022). MSC: 60H10 60G65 PDF BibTeX XML Cite \textit{F.-F. Yang} and \textit{C. Yuan}, Stat. Probab. Lett. 184, Article ID 109393, 8 p. (2022; Zbl 07484436) Full Text: DOI arXiv OpenURL
Hsu, Yu-Sheng; Chen, Pei-Chun; Wu, Cheng-Hsun Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk. (English) Zbl 07484432 Stat. Probab. Lett. 184, Article ID 109383, 6 p. (2022). MSC: 60J70 62P05 91G20 91G60 PDF BibTeX XML Cite \textit{Y.-S. Hsu} et al., Stat. Probab. Lett. 184, Article ID 109383, 6 p. (2022; Zbl 07484432) Full Text: DOI OpenURL
Kumar, Vivek Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise. (English) Zbl 07484431 Stat. Probab. Lett. 184, Article ID 109381, 9 p. (2022). MSC: 60H15 35Q30 60G18 60G22 26A33 PDF BibTeX XML Cite \textit{V. Kumar}, Stat. Probab. Lett. 184, Article ID 109381, 9 p. (2022; Zbl 07484431) Full Text: DOI OpenURL
Kataria, K. K.; Khandakar, M. Extended eigenvalue-eigenvector method. (English) Zbl 07484419 Stat. Probab. Lett. 183, Article ID 109361, 9 p. (2022). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Stat. Probab. Lett. 183, Article ID 109361, 9 p. (2022; Zbl 07484419) Full Text: DOI OpenURL
Dlask, Martin; Kukal, Jaromir Hurst exponent estimation of fractional surfaces for mammogram images analysis. (English) Zbl 07482559 Physica A 585, Article ID 126424, 11 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{M. Dlask} and \textit{J. Kukal}, Physica A 585, Article ID 126424, 11 p. (2022; Zbl 07482559) Full Text: DOI OpenURL
Duc, Luu Hoang Random attractors for dissipative systems with rough noises. (English) Zbl 07481824 Discrete Contin. Dyn. Syst. 42, No. 4, 1873-1902 (2022). MSC: 37Hxx 60Gxx 60Hxx 37H30 60G22 60G40 60H10 PDF BibTeX XML Cite \textit{L. H. Duc}, Discrete Contin. Dyn. Syst. 42, No. 4, 1873--1902 (2022; Zbl 07481824) Full Text: DOI OpenURL