Altmeyer, Randolf; Le Guével, Ronan Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes. (English) Zbl 07524987 Electron. J. Stat. 16, No. 1, 2859-2883 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Altmeyer} and \textit{R. Le Guével}, Electron. J. Stat. 16, No. 1, 2859--2883 (2022; Zbl 07524987) Full Text: DOI Link OpenURL
Masuda, Hiroki; Mercuri, Lorenzo; Uehara, Yuma Noise inference for ergodic Lévy driven SDE. (English) Zbl 07524977 Electron. J. Stat. 16, No. 1, 2432-2474 (2022). MSC: 62F12 62M20 60G51 62-04 PDF BibTeX XML Cite \textit{H. Masuda} et al., Electron. J. Stat. 16, No. 1, 2432--2474 (2022; Zbl 07524977) Full Text: DOI Link OpenURL
Huang, Hao-Wei; Wang, Jiun-Chau Regularity results for free Lévy processes. (English) Zbl 07524880 Adv. Math. 402, Article ID 108323, 42 p. (2022). MSC: 46L54 PDF BibTeX XML Cite \textit{H.-W. Huang} and \textit{J.-C. Wang}, Adv. Math. 402, Article ID 108323, 42 p. (2022; Zbl 07524880) Full Text: DOI OpenURL
Jurek, Z. J. Background driving distribution functions and series representations for log-gamma self-decomposable random variables. (English) Zbl 07523562 Theory Probab. Appl. 67, No. 1, 105-117 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 134-149 (2022). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{Z. J. Jurek}, Theory Probab. Appl. 67, No. 1, 105--117 (2022; Zbl 07523562) 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
Kim, Young Shin; Roh, Kum-Hwan; Douady, Raphael Tempered stable processes with time-varying exponential tails. (English) Zbl 07518203 Quant. Finance 22, No. 3, 541-561 (2022). MSC: 91G20 60G51 62P05 PDF BibTeX XML Cite \textit{Y. S. Kim} et al., Quant. Finance 22, No. 3, 541--561 (2022; Zbl 07518203) Full Text: DOI OpenURL
Azzone, Michele; Baviera, Roberto Additive normal tempered stable processes for equity derivatives and power-law scaling. (English) Zbl 07518201 Quant. Finance 22, No. 3, 501-518 (2022). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{M. Azzone} and \textit{R. Baviera}, Quant. Finance 22, No. 3, 501--518 (2022; Zbl 07518201) Full Text: DOI OpenURL
Brody, Dorje C.; Hughston, Lane P.; Yang, Xun Signal processing with Lévy information. (English) Zbl 07516347 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 215-236 (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 215--236 (2022; Zbl 07516347) 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
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
Fasen-Hartmann, Vicky; Mayer, Celeste A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies. (English) Zbl 07505547 J. Stat. Plann. Inference 219, 250-265 (2022). MSC: 62M10 62F12 60G10 62F10 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{C. Mayer}, J. Stat. Plann. Inference 219, 250--265 (2022; Zbl 07505547) Full Text: DOI OpenURL
Al Masry, Zeina; Rabehasaina, Landy; Verdier, Ghislain Change-level detection for Lévy subordinators. (English) Zbl 07502147 Stochastic Processes Appl. 147, 423-455 (2022). MSC: 62M10 62L10 62L15 60G51 60G40 PDF BibTeX XML Cite \textit{Z. Al Masry} et al., Stochastic Processes Appl. 147, 423--455 (2022; Zbl 07502147) Full Text: DOI OpenURL
Bednorz, Witold; Martynek, Rafał The suprema of infinitely divisible processes. (English) Zbl 07496864 Ann. Probab. 50, No. 1, 397-417 (2022). MSC: 60G15 60G17 PDF BibTeX XML Cite \textit{W. Bednorz} and \textit{R. Martynek}, Ann. Probab. 50, No. 1, 397--417 (2022; Zbl 07496864) Full Text: DOI OpenURL
Kühn, Franziska Interior Schauder estimates for elliptic equations associated with Lévy operators. (English) Zbl 07496363 Potential Anal. 56, No. 3, 459-481 (2022). MSC: 60G51 45K05 60J35 PDF BibTeX XML Cite \textit{F. Kühn}, Potential Anal. 56, No. 3, 459--481 (2022; Zbl 07496363) Full Text: DOI OpenURL
Adell, José A. Probabilistic Stirling numbers of the second kind and applications. (English) Zbl 07491649 J. Theor. Probab. 35, No. 1, 636-652 (2022). MSC: 60E05 05A19 60G51 PDF BibTeX XML Cite \textit{J. A. Adell}, J. Theor. Probab. 35, No. 1, 636--652 (2022; Zbl 07491649) Full Text: DOI arXiv OpenURL
Kremsner, Stefan; Steinicke, Alexander \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting. (English) Zbl 07491636 J. Theor. Probab. 35, No. 1, 231-281 (2022). MSC: 60H10 PDF BibTeX XML Cite \textit{S. Kremsner} and \textit{A. Steinicke}, J. Theor. Probab. 35, No. 1, 231--281 (2022; Zbl 07491636) Full Text: DOI arXiv OpenURL
Leżaj, Łukasz Transition densities of spectrally positive Lévy processes. (English) Zbl 07488660 Lith. Math. J. 62, No. 1, 43-68 (2022). Reviewer: Artem Sapozhnikov (Leipzig) MSC: 60J35 60G51 PDF BibTeX XML Cite \textit{Ł. Leżaj}, Lith. Math. J. 62, No. 1, 43--68 (2022; Zbl 07488660) Full Text: DOI arXiv OpenURL
Bao, Jianhai; Wang, Jian Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises. (English) Zbl 07485070 Stochastic Processes Appl. 146, 114-142 (2022). MSC: 60H10 60J60 60J76 PDF BibTeX XML Cite \textit{J. Bao} and \textit{J. Wang}, Stochastic Processes Appl. 146, 114--142 (2022; Zbl 07485070) Full Text: DOI arXiv OpenURL
Wang, Tao Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one. (English) Zbl 07484414 Stat. Probab. Lett. 183, Article ID 109343, 8 p. (2022). MSC: 60G51 60J25 60J76 PDF BibTeX XML Cite \textit{T. Wang}, Stat. Probab. Lett. 183, Article ID 109343, 8 p. (2022; Zbl 07484414) Full Text: DOI arXiv OpenURL
He, Yue; Kawai, Reiichiro Super- and subdiffusive positions in fractional Klein-Kramers equations. (English) Zbl 07483671 Physica A 588, Article ID 126570, 14 p. (2022). MSC: 37A50 60K50 60G51 60J60 60H05 82-XX PDF BibTeX XML Cite \textit{Y. He} and \textit{R. Kawai}, Physica A 588, Article ID 126570, 14 p. (2022; Zbl 07483671) Full Text: DOI OpenURL
Ballotta, Laura; Rayée, Grégory Smiles & smirks: volatility and leverage by jumps. (English) Zbl 07478874 Eur. J. Oper. Res. 298, No. 3, 1145-1161 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{L. Ballotta} and \textit{G. Rayée}, Eur. J. Oper. Res. 298, No. 3, 1145--1161 (2022; Zbl 07478874) Full Text: DOI OpenURL
Wang, Wenyuan; Xu, Ran General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes. (English) Zbl 07475147 J. Ind. Manag. Optim. 18, No. 2, 795-823 (2022). MSC: 60G51 91G50 60E10 PDF BibTeX XML Cite \textit{W. Wang} and \textit{R. Xu}, J. Ind. Manag. Optim. 18, No. 2, 795--823 (2022; Zbl 07475147) Full Text: DOI OpenURL
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Povzun, Maria Efficient estimation methods for non-Gaussian regression models in continuous time. (English) Zbl 07473257 Ann. Inst. Stat. Math. 74, No. 1, 113-142 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{E. Pchelintsev} et al., Ann. Inst. Stat. Math. 74, No. 1, 113--142 (2022; Zbl 07473257) Full Text: DOI OpenURL
Azmoodeh, Ehsan; Ljungdahl, Mathias Mørck; Thäle, Christoph Multi-dimensional normal approximation of heavy-tailed moving averages. (English) Zbl 1482.60032 Stochastic Processes Appl. 145, 308-334 (2022). MSC: 60F05 60G10 60G15 60G51 60G55 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Stochastic Processes Appl. 145, 308--334 (2022; Zbl 1482.60032) Full Text: DOI arXiv OpenURL
Griffin, Philip S. Path decomposition of a reflected Lévy process on first passage over high levels. (English) Zbl 1480.60118 Stochastic Processes Appl. 145, 29-47 (2022). MSC: 60G51 60F17 PDF BibTeX XML Cite \textit{P. S. Griffin}, Stochastic Processes Appl. 145, 29--47 (2022; Zbl 1480.60118) Full Text: DOI OpenURL
Ling, Chengcheng; Zhao, Guohuan Nonlocal elliptic equation in Hölder space and the martingale problem. (English) Zbl 07471762 J. Differ. Equations 314, 653-699 (2022). MSC: 60H10 35R09 60G51 PDF BibTeX XML Cite \textit{C. Ling} and \textit{G. Zhao}, J. Differ. Equations 314, 653--699 (2022; Zbl 07471762) Full Text: DOI arXiv OpenURL
Liu, Xianming The \(\alpha \)-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \(\alpha \)-stable Lévy processes. (English) Zbl 07471756 J. Differ. Equations 314, 418-445 (2022). MSC: 60Hxx 60Gxx 35Rxx PDF BibTeX XML Cite \textit{X. Liu}, J. Differ. Equations 314, 418--445 (2022; Zbl 07471756) Full Text: DOI OpenURL
Rogers, Dane; Winkel, Matthias A Ray-Knight representation of up-down Chinese restaurants. (English) Zbl 1482.60102 Bernoulli 28, No. 1, 689-712 (2022). MSC: 60J27 60G51 PDF BibTeX XML Cite \textit{D. Rogers} and \textit{M. Winkel}, Bernoulli 28, No. 1, 689--712 (2022; Zbl 1482.60102) Full Text: DOI arXiv Link OpenURL
Godsill, Simon; Kındap, Yaman Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral. (English) Zbl 1477.62007 Stat. Comput. 32, No. 1, Paper No. 13, 18 p. (2022). MSC: 62-08 60G51 60G35 65C05 94A12 PDF BibTeX XML Cite \textit{S. Godsill} and \textit{Y. Kındap}, Stat. Comput. 32, No. 1, Paper No. 13, 18 p. (2022; Zbl 1477.62007) Full Text: DOI arXiv OpenURL
Kühn, Franziska; Schilling, René L. Convolution inequalities for Besov and Triebel-Lizorkin spaces, and applications to convolution semigroups. (English) Zbl 07440299 Stud. Math. 262, No. 1, 93-119 (2022). Reviewer: Hans Triebel (Jena) MSC: 46E35 60J76 60G51 35K25 60B15 PDF BibTeX XML Cite \textit{F. Kühn} and \textit{R. L. Schilling}, Stud. Math. 262, No. 1, 93--119 (2022; Zbl 07440299) Full Text: DOI arXiv OpenURL
Zhang, Aili; Chen, Ping; Li, Shuanming; Wang, Wenyuan Risk modelling on liquidations with Lévy processes. (English) Zbl 07426988 Appl. Math. Comput. 412, Article ID 126584, 23 p. (2022). MSC: 60G51 91B05 91G05 PDF BibTeX XML Cite \textit{A. Zhang} et al., Appl. Math. Comput. 412, Article ID 126584, 23 p. (2022; Zbl 07426988) Full Text: DOI arXiv OpenURL
Liu, Xianming On the \(\alpha \)-dependence of stochastic differential equations with Hölder drift and driven by \(\alpha \)-stable Lévy processes. (English) Zbl 1481.60113 J. Math. Anal. Appl. 506, No. 1, Article ID 125642, 23 p. (2022). MSC: 60H10 60G51 PDF BibTeX XML Cite \textit{X. Liu}, J. Math. Anal. Appl. 506, No. 1, Article ID 125642, 23 p. (2022; Zbl 1481.60113) Full Text: DOI OpenURL
Schilling, René L.; Uemura, Toshihiro Homogenization of symmetric Lévy processes on \(\mathbb{R}^d\). (English) Zbl 07523897 Rev. Roum. Math. Pures Appl. 66, No. 1, 243-253 (2021). MSC: 60G51 31C25 60J45 PDF BibTeX XML Cite \textit{R. L. Schilling} and \textit{T. Uemura}, Rev. Roum. Math. Pures Appl. 66, No. 1, 243--253 (2021; Zbl 07523897) OpenURL
Chen, Baiyu; Kou, Yi; Wang, Yufeng; Zhao, Daniel; Liu, Shaoxun; Liu, Guilin; Wang, Liping; Han, Xuefeng Analysis of storm surge characteristics based on stochastic process. (English) Zbl 07514442 AIMS Math. 6, No. 2, 1177-1190 (2021). MSC: 86A05 86A32 60G51 62F10 62P30 PDF BibTeX XML Cite \textit{B. Chen} et al., AIMS Math. 6, No. 2, 1177--1190 (2021; Zbl 07514442) Full Text: DOI OpenURL
Grzywny, Tomasz; Szczypkowski, Karol Estimates of heat kernels of non-symmetric Lévy processes. (English) Zbl 07502418 Forum Math. 33, No. 5, 1207-1236 (2021). MSC: 60G51 60B05 PDF BibTeX XML Cite \textit{T. Grzywny} and \textit{K. Szczypkowski}, Forum Math. 33, No. 5, 1207--1236 (2021; Zbl 07502418) Full Text: DOI OpenURL
Hess, Markus The VIX and future information. (English) Zbl 07488285 Int. J. Theor. Appl. Finance 24, No. 6-7, Article ID 2150038, 30 p. (2021). MSC: 91G20 91G10 PDF BibTeX XML Cite \textit{M. Hess}, Int. J. Theor. Appl. Finance 24, No. 6--7, Article ID 2150038, 30 p. (2021; Zbl 07488285) Full Text: DOI OpenURL
Okhrati, Ramin; Karpathopoulos, Nikolaos Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times. (English) Zbl 07488280 Int. J. Theor. Appl. Finance 24, No. 6-7, Article ID 2150033, 41 p. (2021). MSC: 91G40 60G51 PDF BibTeX XML Cite \textit{R. Okhrati} and \textit{N. Karpathopoulos}, Int. J. Theor. Appl. Finance 24, No. 6--7, Article ID 2150033, 41 p. (2021; Zbl 07488280) Full Text: DOI OpenURL
Liang, Mingjie; Majka, Mateusz B.; Wang, Jian Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise. (English) Zbl 1480.60163 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1665-1701 (2021). MSC: 60H10 60J25 60J76 PDF BibTeX XML Cite \textit{M. Liang} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1665--1701 (2021; Zbl 1480.60163) Full Text: DOI arXiv OpenURL
Akopyan, Arseniy; Vysotsky, Vladislav Large deviations of convex hulls of planar random walks and Brownian motions. (Grandes déviations pour l’enveloppe convexe de marches aléatoires et de mouvements Browniens dans le plan.) (English. French summary) Zbl 07480733 Ann. Henri Lebesgue 4, 1163-1201 (2021). MSC: 60D05 60F10 60G50 26B25 52A22 60G70 60J65 60G51 PDF BibTeX XML Cite \textit{A. Akopyan} and \textit{V. Vysotsky}, Ann. Henri Lebesgue 4, 1163--1201 (2021; Zbl 07480733) Full Text: DOI arXiv OpenURL
Tamborrino, Massimiliano; Lansky, Petr Shot noise, weak convergence and diffusion approximations. (English) Zbl 07479443 Physica D 418, Article ID 132845, 12 p. (2021). MSC: 92C20 60G51 60J60 60G55 PDF BibTeX XML Cite \textit{M. Tamborrino} and \textit{P. Lansky}, Physica D 418, Article ID 132845, 12 p. (2021; Zbl 07479443) Full Text: DOI arXiv OpenURL
Mijatović, Aleksandar; Mramor, Veno Lévy processes on smooth manifolds with a connection. (English) Zbl 07478675 Electron. J. Probab. 26, Paper No. 132, 39 p. (2021). MSC: 60G51 58J65 60J25 PDF BibTeX XML Cite \textit{A. Mijatović} and \textit{V. Mramor}, Electron. J. Probab. 26, Paper No. 132, 39 p. (2021; Zbl 07478675) Full Text: DOI arXiv OpenURL
Li, Bo; Zhou, Xiaowen On the explosion of a class of continuous-state nonlinear branching processes. (English) Zbl 07478660 Electron. J. Probab. 26, Paper No. 148, 25 p. (2021). MSC: 60J80 60G51 PDF BibTeX XML Cite \textit{B. Li} and \textit{X. Zhou}, Electron. J. Probab. 26, Paper No. 148, 25 p. (2021; Zbl 07478660) Full Text: DOI arXiv OpenURL
Nane, Erkan; Ni, Yinan A time-changed stochastic control problem and its maximum principle maximum principle. (English) Zbl 07473153 Probab. Math. Stat. 41, No. 2, 193-215 (2021). MSC: 93E20 60G51 60H30 PDF BibTeX XML Cite \textit{E. Nane} and \textit{Y. Ni}, Probab. Math. Stat. 41, No. 2, 193--215 (2021; Zbl 07473153) Full Text: DOI arXiv OpenURL
Knopova, Victoria; Kulik, Alexei; Schilling, René L. Construction and heat kernel estimates of general stable-like Markov processes. (English) Zbl 07472609 Diss. Math. 569, 1-86 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J35 60J25 60G52 35A08 35A17 35S05 PDF BibTeX XML Cite \textit{V. Knopova} et al., Diss. Math. 569, 1--86 (2021; Zbl 07472609) Full Text: DOI arXiv OpenURL
Cui, Yongfang; Wang, Kaiyong Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes. (English) Zbl 07472379 J. Math. Inequal. 15, No. 4, 1401-1409 (2021). MSC: 62P05 62E10 60F05 PDF BibTeX XML Cite \textit{Y. Cui} and \textit{K. Wang}, J. Math. Inequal. 15, No. 4, 1401--1409 (2021; Zbl 07472379) Full Text: DOI OpenURL
Yin, Xiuwei; Xu, Wentao; Shen, Guangjun Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects. (English) Zbl 07472088 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 52, No. 11, 2338-2357 (2021). MSC: 93E15 93C27 60H10 60G51 PDF BibTeX XML Cite \textit{X. Yin} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 52, No. 11, 2338--2357 (2021; Zbl 07472088) Full Text: DOI OpenURL
Chen, Xin; Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Periodic homogenization of nonsymmetric Lévy-type processes. (English) Zbl 07467486 Ann. Probab. 49, No. 6, 2874-2921 (2021). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G51 60J25 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Probab. 49, No. 6, 2874--2921 (2021; Zbl 07467486) Full Text: DOI arXiv OpenURL
Broutin, Nicolas; Duquesne, Thomas; Wang, Minmin Limits of multiplicative inhomogeneous random graphs and Lévy trees: limit theorems. (English) Zbl 1481.05139 Probab. Theory Relat. Fields 181, No. 4, 865-973 (2021). MSC: 05C80 60C05 60J50 PDF BibTeX XML Cite \textit{N. Broutin} et al., Probab. Theory Relat. Fields 181, No. 4, 865--973 (2021; Zbl 1481.05139) Full Text: DOI arXiv OpenURL
Carvajal Pinto, Mónica B.; Van Schaik, Kees Optimally stopping at a given distance from the ultimate supremum of a spectrally negative Lévy process. (English) Zbl 07458587 Adv. Appl. Probab. 53, No. 1, 279-299 (2021). MSC: 60G40 62M20 PDF BibTeX XML Cite \textit{M. B. Carvajal Pinto} and \textit{K. Van Schaik}, Adv. Appl. Probab. 53, No. 1, 279--299 (2021; Zbl 07458587) Full Text: DOI arXiv OpenURL
Ipsen, Yuguang; Maller, Ross A.; Shemehsavar, Soudabeh A generalised Dickman distribution and the number of species in a negative binomial process model. (English) Zbl 07458567 Adv. Appl. Probab. 53, No. 2, 370-399 (2021). MSC: 60G51 60G52 60G55 60G57 62E20 62P10 PDF BibTeX XML Cite \textit{Y. Ipsen} et al., Adv. Appl. Probab. 53, No. 2, 370--399 (2021; Zbl 07458567) Full Text: DOI OpenURL
Teimouri, Asma; Tata, Mahbanoo; Rezapour, Mohsen; Kulik, Rafal; Balakrishnan, Narayanaswamy Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process. (English) Zbl 1478.60144 Methodol. Comput. Appl. Probab. 23, No. 4, 1353-1375 (2021). MSC: 60G51 60G70 60E07 PDF BibTeX XML Cite \textit{A. Teimouri} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1353--1375 (2021; Zbl 1478.60144) Full Text: DOI OpenURL
Criens, David A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations. (English) Zbl 07453009 Electron. Commun. Probab. 26, Paper No. 18, 10 p. (2021). MSC: 60G51 60H05 60H10 PDF BibTeX XML Cite \textit{D. Criens}, Electron. Commun. Probab. 26, Paper No. 18, 10 p. (2021; Zbl 07453009) Full Text: DOI arXiv OpenURL
Hess, Markus A new approach to wind power futures pricing. (English) Zbl 1480.91289 Decis. Econ. Finance 44, No. 2, 1235-1252 (2021). MSC: 91G20 60J74 60G51 PDF BibTeX XML Cite \textit{M. Hess}, Decis. Econ. Finance 44, No. 2, 1235--1252 (2021; Zbl 1480.91289) Full Text: DOI OpenURL
Kühn, F.; Schilling, R. L. For which functions are \(f(X_t)-\mathbb{E} f(X_t)\) and \(g(X_t)/\mathbb{E} g(X_t)\) martingales? (English) Zbl 07450425 Theory Probab. Math. Stat. 105, 79-91 (2021). Reviewer: Pavel Gapeev (London) MSC: 60G44 60G51 60J65 39B22 45E10 PDF BibTeX XML Cite \textit{F. Kühn} and \textit{R. L. Schilling}, Theory Probab. Math. Stat. 105, 79--91 (2021; Zbl 07450425) Full Text: DOI arXiv OpenURL
Wang, Wenyuan; Wu, Xueyuan; Chi, Cheng Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes. (English) Zbl 1479.91343 Eur. Actuar. J. 11, No. 1, 285-317 (2021). MSC: 91G05 91B64 60G51 PDF BibTeX XML Cite \textit{W. Wang} et al., Eur. Actuar. J. 11, No. 1, 285--317 (2021; Zbl 1479.91343) Full Text: DOI arXiv OpenURL
Griffiths, Matthew; Riedle, Markus Modelling Lévy space-time white noises. (English) Zbl 07447036 J. Lond. Math. Soc., II. Ser. 104, No. 3, 1452-1474 (2021). Reviewer: Andriy Olenko (Melbourne) MSC: 60G20 60G57 60G60 60G51 PDF BibTeX XML Cite \textit{M. Griffiths} and \textit{M. Riedle}, J. Lond. Math. Soc., II. Ser. 104, No. 3, 1452--1474 (2021; Zbl 07447036) Full Text: DOI arXiv OpenURL
Liu, Senli; Chen, Haibo Fractional Kirchhoff-type equation with singular potential and critical exponent. (English) Zbl 07441709 J. Math. Phys. 62, No. 11, 111505, 15 p. (2021). MSC: 35R11 35J62 35R09 PDF BibTeX XML Cite \textit{S. Liu} and \textit{H. Chen}, J. Math. Phys. 62, No. 11, 111505, 15 p. (2021; Zbl 07441709) Full Text: DOI OpenURL
Thévenin, Paul A geometric representation of fragmentation processes on stable trees. (English) Zbl 07441182 Ann. Probab. 49, No. 5, 2416-2476 (2021). MSC: 60C05 60F17 05A05 PDF BibTeX XML Cite \textit{P. Thévenin}, Ann. Probab. 49, No. 5, 2416--2476 (2021; Zbl 07441182) Full Text: DOI arXiv OpenURL
Alili, Larbi; Woodford, David On the finiteness and tails of perpetuities under a Lamperti-Kiu map. (English) Zbl 1475.60085 J. Appl. Probab. 58, No. 4, 1086-1113 (2021). MSC: 60G51 60G18 60J45 91B70 PDF BibTeX XML Cite \textit{L. Alili} and \textit{D. Woodford}, J. Appl. Probab. 58, No. 4, 1086--1113 (2021; Zbl 1475.60085) Full Text: DOI arXiv OpenURL
Buchmann, Boris; Lu, Kevin W. Necessity of weak subordination for some strongly subordinated Lévy processes. (English) Zbl 1475.60087 J. Appl. Probab. 58, No. 4, 868-879 (2021). MSC: 60G51 60G55 PDF BibTeX XML Cite \textit{B. Buchmann} and \textit{K. W. Lu}, J. Appl. Probab. 58, No. 4, 868--879 (2021; Zbl 1475.60087) Full Text: DOI arXiv OpenURL
Zhang, Ling-Xi; Peng, Ren-Feng; Yin, Jun-Feng A second order numerical scheme for fractional option pricing models. (English) Zbl 1475.91402 East Asian J. Appl. Math. 11, No. 2, 326-348 (2021). MSC: 91G60 65M06 35R11 35Q91 65M12 65M32 91G20 PDF BibTeX XML Cite \textit{L.-X. Zhang} et al., East Asian J. Appl. Math. 11, No. 2, 326--348 (2021; Zbl 1475.91402) Full Text: DOI OpenURL
Forde, Martin; Smith, Benjamin; Viitasaari, Lauri Rough volatility and CGMY jumps with a finite history and the rough Heston model – small-time asymptotics in the \(k\sqrt{t}\) regime. (Rough volatility, CGMY jumps with a finite history and the rough Heston model – small-time asymptotics in the \(k\sqrt{t}\) regime.) (English) Zbl 1477.91053 Quant. Finance 21, No. 4, 541-563 (2021); correction ibid. 21, No. 4, i (2021). MSC: 91G20 60G51 91B70 PDF BibTeX XML Cite \textit{M. Forde} et al., Quant. Finance 21, No. 4, 541--563 (2021; Zbl 1477.91053) Full Text: DOI OpenURL
Duchamps, Jean-Jil Fragmentations with self-similar branching speeds. (English) Zbl 1475.60074 Adv. Appl. Probab. 53, No. 4, 1149-1189 (2021). MSC: 60G18 60J80 60G09 60G51 60G25 PDF BibTeX XML Cite \textit{J.-J. Duchamps}, Adv. Appl. Probab. 53, No. 4, 1149--1189 (2021; Zbl 1475.60074) Full Text: DOI arXiv OpenURL
Brockwell, Peter J.; Lindner, Alexander Aspects of non-causal and non-invertible CARMA processes. (English) Zbl 1475.62235 J. Time Ser. Anal. 42, No. 5-6, 777-790 (2021). MSC: 62M10 60G51 60G10 PDF BibTeX XML Cite \textit{P. J. Brockwell} and \textit{A. Lindner}, J. Time Ser. Anal. 42, No. 5--6, 777--790 (2021; Zbl 1475.62235) Full Text: DOI OpenURL
Zhong, Wei; Zhao, Yongxia; Chen, Ping Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes. (English) Zbl 1476.93166 J. Ind. Manag. Optim. 17, No. 5, 2639-2667 (2021). MSC: 93E20 91G80 60G51 PDF BibTeX XML Cite \textit{W. Zhong} et al., J. Ind. Manag. Optim. 17, No. 5, 2639--2667 (2021; Zbl 1476.93166) Full Text: DOI OpenURL
Khalaf, Anas Dheyab; Tesfay, Almaz; Wang, Xiangjun Impulsive stochastic Volterra integral equations driven by Lévy noise. (English) Zbl 1477.60106 Bull. Iran. Math. Soc. 47, No. 6, 1661-1679 (2021). MSC: 60H20 60G05 60G10 60G51 PDF BibTeX XML Cite \textit{A. D. Khalaf} et al., Bull. Iran. Math. Soc. 47, No. 6, 1661--1679 (2021; Zbl 1477.60106) Full Text: DOI OpenURL
Li, Zhi; Xu, Liping; Yan, Litan Global attracting set, exponential stability and stability in distribution of SPDEs with jumps. (English) Zbl 1477.60098 Nonlinear Anal., Hybrid Syst. 41, Article ID 101056, 20 p. (2021). MSC: 60H15 60G15 60H05 60G51 PDF BibTeX XML Cite \textit{Z. Li} et al., Nonlinear Anal., Hybrid Syst. 41, Article ID 101056, 20 p. (2021; Zbl 1477.60098) Full Text: DOI OpenURL
Cho, Soobin; Kang, Jaehoon; Kim, Panki Estimates of Dirichlet heat kernels for unimodal Lévy processes with low intensity of small jumps. (English) Zbl 1480.60221 J. Lond. Math. Soc., II. Ser. 104, No. 2, 823-864 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J35 60G51 60J50 60J76 PDF BibTeX XML Cite \textit{S. Cho} et al., J. Lond. Math. Soc., II. Ser. 104, No. 2, 823--864 (2021; Zbl 1480.60221) Full Text: DOI arXiv OpenURL
Clancy, David Jr. The Gorin-Shkolnikov identity and its random tree generalization. (English) Zbl 1477.60128 J. Theor. Probab. 34, No. 4, 2386-2420 (2021). MSC: 60J80 60G51 60J55 PDF BibTeX XML Cite \textit{D. Jr. Clancy}, J. Theor. Probab. 34, No. 4, 2386--2420 (2021; Zbl 1477.60128) Full Text: DOI arXiv OpenURL
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. An extension of local time. (English. Russian original) Zbl 07427275 J. Math. Sci., New York 258, No. 6, 838-844 (2021); translation from Zap. Nauchn. Semin. POMI 486, 148-163 (2019). Reviewer: Matteo Colangeli (L’Aquila) MSC: 60G51 PDF BibTeX XML Cite \textit{I. A. Ibragimov} et al., J. Math. Sci., New York 258, No. 6, 838--844 (2021; Zbl 07427275); translation from Zap. Nauchn. Semin. POMI 486, 148--163 (2019) Full Text: DOI OpenURL
Borodin, A. N. Limit behavior of a compound Poisson process with switching between multiple values. (English. Russian original) Zbl 1478.60146 J. Math. Sci., New York 258, No. 6, 764-776 (2021); translation from Zap. Nauchn. Semin. POMI 486, 44-62 (2019). Reviewer: Edward Omey (Brussel) MSC: 60G55 60E10 60G51 60J25 60J65 PDF BibTeX XML Cite \textit{A. N. Borodin}, J. Math. Sci., New York 258, No. 6, 764--776 (2021; Zbl 1478.60146); translation from Zap. Nauchn. Semin. POMI 486, 44--62 (2019) Full Text: DOI OpenURL
Aguilar, Jean-Philippe; Pesci, Nicolas; James, Victor A structural approach to default modelling with pure jump processes. (English) Zbl 1475.91381 Appl. Math. Finance 28, No. 1, 48-78 (2021). MSC: 91G40 60J74 60G51 PDF BibTeX XML Cite \textit{J.-P. Aguilar} et al., Appl. Math. Finance 28, No. 1, 48--78 (2021; Zbl 1475.91381) Full Text: DOI arXiv OpenURL
Akdim, Khadija; Ez-Zetouni, Adil; Zahid, Mehdi A stochastic vaccinated epidemic model incorporating Lévy processes with a general awareness-induced incidence. (English) Zbl 1475.92101 Int. J. Biomath. 14, No. 6, Article ID 2150044, 28 p. (2021). MSC: 92C60 60G51 60H30 PDF BibTeX XML Cite \textit{K. Akdim} et al., Int. J. Biomath. 14, No. 6, Article ID 2150044, 28 p. (2021; Zbl 1475.92101) Full Text: DOI OpenURL
Bang, David; González Cázares, Jorge; Mijatović, Aleksandar A Gaussian approximation theorem for Lévy processes. (English) Zbl 1476.60045 Stat. Probab. Lett. 178, Article ID 109187, 4 p. (2021). MSC: 60F05 60G51 PDF BibTeX XML Cite \textit{D. Bang} et al., Stat. Probab. Lett. 178, Article ID 109187, 4 p. (2021; Zbl 1476.60045) Full Text: DOI arXiv OpenURL
Yakubovich, Yuri A simple proof of the Lévy-Khintchine formula for subordinators. (English) Zbl 1482.60063 Stat. Probab. Lett. 176, Article ID 109136, 5 p. (2021). MSC: 60G51 PDF BibTeX XML Cite \textit{Y. Yakubovich}, Stat. Probab. Lett. 176, Article ID 109136, 5 p. (2021; Zbl 1482.60063) Full Text: DOI arXiv OpenURL
Sarantsev, Andrey Sub-exponential rate of convergence to equilibrium for processes on the half-line. (English) Zbl 1474.60181 Stat. Probab. Lett. 175, Article ID 109115, 10 p. (2021). MSC: 60J25 60B10 60G51 60J60 PDF BibTeX XML Cite \textit{A. Sarantsev}, Stat. Probab. Lett. 175, Article ID 109115, 10 p. (2021; Zbl 1474.60181) Full Text: DOI arXiv OpenURL
Li, Yingqiu; Wei, Yushao; Peng, Zhaohui Occupation times for spectrally negative Lévy processes on the last exit time. (English) Zbl 1482.60062 Stat. Probab. Lett. 175, Article ID 109111, 10 p. (2021). MSC: 60G51 60J55 PDF BibTeX XML Cite \textit{Y. Li} et al., Stat. Probab. Lett. 175, Article ID 109111, 10 p. (2021; Zbl 1482.60062) Full Text: DOI OpenURL
Pakkanen, Mikko S.; Passeggeri, Riccardo; Sauri, Orimar; Veraart, Almut E. D. Limit theorems for trawl processes. (English) Zbl 1477.60057 Electron. J. Probab. 26, Paper No. 116, 36 p. (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60G10 60G57 60J65 60G22 60G51 PDF BibTeX XML Cite \textit{M. S. Pakkanen} et al., Electron. J. Probab. 26, Paper No. 116, 36 p. (2021; Zbl 1477.60057) Full Text: DOI arXiv OpenURL
Redmann, Martin; Freitag, Melina A. Optimization based model order reduction for stochastic systems. (English) Zbl 07422825 Appl. Math. Comput. 398, Article ID 125783, 19 p. (2021). MSC: 93A15 93B40 65C30 93E03 PDF BibTeX XML Cite \textit{M. Redmann} and \textit{M. A. Freitag}, Appl. Math. Comput. 398, Article ID 125783, 19 p. (2021; Zbl 07422825) Full Text: DOI arXiv OpenURL
Fallahgoul, Hasan; Loeper, Gregoire Modelling tail risk with tempered stable distributions: an overview. (English) Zbl 1480.60039 Ann. Oper. Res. 299, No. 1-2, 1253-1280 (2021). MSC: 60E07 60G51 60G52 62F10 PDF BibTeX XML Cite \textit{H. Fallahgoul} and \textit{G. Loeper}, Ann. Oper. Res. 299, No. 1--2, 1253--1280 (2021; Zbl 1480.60039) Full Text: DOI OpenURL
El Otmani, Mohamed Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process. (English) Zbl 1479.60112 Random Oper. Stoch. Equ. 29, No. 3, 173-195 (2021). MSC: 60H10 60H35 60H05 PDF BibTeX XML Cite \textit{M. El Otmani}, Random Oper. Stoch. Equ. 29, No. 3, 173--195 (2021; Zbl 1479.60112) Full Text: DOI OpenURL
Avram, Florin; Goreac, Dan Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer. (English) Zbl 1474.91147 IMA J. Math. Control Inf. 38, No. 1, 361-377 (2021). MSC: 91G05 93E20 60G51 PDF BibTeX XML Cite \textit{F. Avram} and \textit{D. Goreac}, IMA J. Math. Control Inf. 38, No. 1, 361--377 (2021; Zbl 1474.91147) Full Text: DOI OpenURL
Chen, Xin; Kumagai, Takashi; Wang, Jian Random conductance models with stable-like jumps: quenched invariance principle. (English) Zbl 1479.60095 Ann. Appl. Probab. 31, No. 3, 1180-1231 (2021). MSC: 60G51 60F17 60G52 60J25 60J76 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Appl. Probab. 31, No. 3, 1180--1231 (2021; Zbl 1479.60095) Full Text: DOI arXiv Link OpenURL
Lyberopoulos, Demetrios P.; Macheras, Nikolaos D. A characterization of martingale-equivalent mixed compound Poisson processes. (English) Zbl 1476.91036 Ann. Appl. Probab. 31, No. 2, 778-805 (2021). MSC: 91B05 60G44 60G51 60G55 PDF BibTeX XML Cite \textit{D. P. Lyberopoulos} and \textit{N. D. Macheras}, Ann. Appl. Probab. 31, No. 2, 778--805 (2021; Zbl 1476.91036) Full Text: DOI arXiv Link OpenURL
Yang, Yang; Yuen, Kam Chuen; Liu, Jun-feng Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process. (English) Zbl 1476.91134 Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847-857 (2021). MSC: 91G05 60G51 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847--857 (2021; Zbl 1476.91134) Full Text: DOI OpenURL
Gonon, Lukas; Schwab, Christoph Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models. (English) Zbl 1475.91356 Finance Stoch. 25, No. 4, 615-657 (2021). Reviewer: George Stoica (Saint John) MSC: 91G20 68T07 60G51 45K05 91G80 PDF BibTeX XML Cite \textit{L. Gonon} and \textit{C. Schwab}, Finance Stoch. 25, No. 4, 615--657 (2021; Zbl 1475.91356) Full Text: DOI arXiv OpenURL
Chen, Zhen-Qing; Zhang, Xicheng; Zhao, Guohuan Supercritical SDEs driven by multiplicative stable-like Lévy processes. (English) Zbl 07412256 Trans. Am. Math. Soc. 374, No. 11, 7621-7655 (2021). MSC: 60H10 35R09 60G51 PDF BibTeX XML Cite \textit{Z.-Q. Chen} et al., Trans. Am. Math. Soc. 374, No. 11, 7621--7655 (2021; Zbl 07412256) Full Text: DOI OpenURL
Chen, Zhifen; Chen, Xiaopeng Maximum likelihood estimation for symmetric \(\alpha\)-stable Ornstein-Uhlenbeck processes. (English) Zbl 1474.60186 Stoch. Dyn. 21, No. 4, Article ID 2150018, 19 p. (2021). MSC: 60J60 60G52 62M05 65C30 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{X. Chen}, Stoch. Dyn. 21, No. 4, Article ID 2150018, 19 p. (2021; Zbl 1474.60186) Full Text: DOI OpenURL
Landriault, David; Li, Bin; Lkabous, Mohamed Amine On the analysis of deep drawdowns for the Lévy insurance risk model. (English) Zbl 1478.91165 Insur. Math. Econ. 100, 147-155 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 100, 147--155 (2021; Zbl 1478.91165) Full Text: DOI OpenURL
Abdlrazeq, Ibrahim; Nguyen, Hieu Model verification for Lévy-driven CARMA(2,1) processes. (English) Zbl 1475.62231 Stoch. Models 37, No. 3, 517-547 (2021). MSC: 62M07 62M10 62M02 60G51 PDF BibTeX XML Cite \textit{I. Abdlrazeq} and \textit{H. Nguyen}, Stoch. Models 37, No. 3, 517--547 (2021; Zbl 1475.62231) Full Text: DOI OpenURL
Yang, Xiaofeng; Dong, Hua The dividend problem under a hybrid observation scheme for a spectrally positive Lévy process. (Chinese. English summary) Zbl 07404123 J. Qufu Norm. Univ., Nat. Sci. 47, No. 2, 19-26 (2021). MSC: 91G05 60G51 44A10 PDF BibTeX XML Cite \textit{X. Yang} and \textit{H. Dong}, J. Qufu Norm. Univ., Nat. Sci. 47, No. 2, 19--26 (2021; Zbl 07404123) Full Text: DOI OpenURL
Yang, Xiaofeng; Dong, Hua; Dai, Hongshuai Parisian ruin for spectrally negative Lévy processes under a hybrid observation scheme. (Chinese. English summary) Zbl 07403545 Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 2, 548-561 (2021). MSC: 91B05 60G51 44A10 PDF BibTeX XML Cite \textit{X. Yang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 2, 548--561 (2021; Zbl 07403545) OpenURL
Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Stability of heat kernel estimates for symmetric non-local Dirichlet forms. (English) Zbl 07403473 Memoirs of the American Mathematical Society 1330. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-4863-9/pbk; 978-1-4704-6638-1/ebook). v, 89 p. (2021). MSC: 60-02 60J35 35K08 60J75 31C25 60J25 60J45 PDF BibTeX XML Cite \textit{Z.-Q. Chen} et al., Stability of heat kernel estimates for symmetric non-local Dirichlet forms. Providence, RI: American Mathematical Society (AMS) (2021; Zbl 07403473) Full Text: DOI arXiv OpenURL
Buchmann, Boris; Ferreira, Ana; Maller, Ross A. Convergence of extreme values of Poisson point processes at small times. (English) Zbl 1473.60080 Extremes 24, No. 3, 501-529 (2021). MSC: 60G55 60F05 60G51 60G70 62G30 62G32 PDF BibTeX XML Cite \textit{B. Buchmann} et al., Extremes 24, No. 3, 501--529 (2021; Zbl 1473.60080) Full Text: DOI OpenURL
Delsing, Guusje; Mandjes, Michel A transient Cramér-Lundberg model with applications to credit risk. (English) Zbl 1477.60073 J. Appl. Probab. 58, No. 3, 721-745 (2021). MSC: 60G51 62P05 PDF BibTeX XML Cite \textit{G. Delsing} and \textit{M. Mandjes}, J. Appl. Probab. 58, No. 3, 721--745 (2021; Zbl 1477.60073) Full Text: DOI arXiv OpenURL
Juszczyszyn, Tomasz Decay rate of harmonic functions for non-symmetric strictly \(\alpha\)-stable Lévy processes. (English) Zbl 1479.60097 Stud. Math. 260, No. 2, 141-165 (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60G51 60J50 31C35 60J45 PDF BibTeX XML Cite \textit{T. Juszczyszyn}, Stud. Math. 260, No. 2, 141--165 (2021; Zbl 1479.60097) Full Text: DOI arXiv OpenURL
Xu, Wei Asymptotic results for heavy-tailed Lévy processes and their exponential functionals. (English) Zbl 07394108 Bernoulli 27, No. 4, 2766-2803 (2021). Reviewer: Jean-Jil Duchamps (Besançon) MSC: 60G51 60J80 60G50 PDF BibTeX XML Cite \textit{W. Xu}, Bernoulli 27, No. 4, 2766--2803 (2021; Zbl 07394108) Full Text: DOI arXiv OpenURL
Černý, Aleš; Ruf, Johannes Pure-jump semimartingales. (English) Zbl 07394103 Bernoulli 27, No. 4, 2624-2648 (2021). MSC: 60H05 60G51 60G55 PDF BibTeX XML Cite \textit{A. Černý} and \textit{J. Ruf}, Bernoulli 27, No. 4, 2624--2648 (2021; Zbl 07394103) Full Text: DOI arXiv OpenURL
Bhudisaksang, Theerawat; Cartea, Álvaro Online drift estimation for jump-diffusion processes. (English) Zbl 1475.60160 Bernoulli 27, No. 4, 2494-2518 (2021). MSC: 60J76 62F12 PDF BibTeX XML Cite \textit{T. Bhudisaksang} and \textit{Á. Cartea}, Bernoulli 27, No. 4, 2494--2518 (2021; Zbl 1475.60160) Full Text: DOI OpenURL
Behme, Anita; Lindner, Alexander; Reker, Jana; Rivero, Victor Continuity properties and the support of killed exponential functionals. (English) Zbl 1475.60086 Stochastic Processes Appl. 140, 115-146 (2021). MSC: 60G51 60E07 60G30 60H10 PDF BibTeX XML Cite \textit{A. Behme} et al., Stochastic Processes Appl. 140, 115--146 (2021; Zbl 1475.60086) Full Text: DOI arXiv OpenURL