Zhang, Liangquan Singular optimal controls for stochastic recursive systems under convex control constraint. (English) Zbl 07317492 J. Math. Anal. Appl. 497, No. 2, Article ID 124905, 44 p. (2021). MSC: 93 49 PDF BibTeX XML Cite \textit{L. Zhang}, J. Math. Anal. Appl. 497, No. 2, Article ID 124905, 44 p. (2021; Zbl 07317492) 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
Zhang, Hua Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process. (English) Zbl 07315360 J. Math. Anal. Appl. 495, No. 1, Article ID 124692, 31 p. (2021). MSC: 60 65 PDF BibTeX XML Cite \textit{H. Zhang}, J. Math. Anal. Appl. 495, No. 1, Article ID 124692, 31 p. (2021; Zbl 07315360) Full Text: DOI
Azmoodeh, Ehsan; Sottinen, Tommi; Tudor, Ciprian A.; Viitasaari, Lauri Integration-by-parts characterizations of Gaussian processes. (English) Zbl 07311750 Collect. Math. 72, No. 1, 25-41 (2021). MSC: 60G15 60G12 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Collect. Math. 72, No. 1, 25--41 (2021; Zbl 07311750) Full Text: DOI
Cébron, Guillaume A quantitative fourth moment theorem in free probability theory. (English) Zbl 07309943 Adv. Math. 380, Article ID 107579, 28 p. (2021). MSC: 46L54 60E15 60H07 60B10 PDF BibTeX XML Cite \textit{G. Cébron}, Adv. Math. 380, Article ID 107579, 28 p. (2021; Zbl 07309943) 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)
Shaposhnikov, Alexander A note on Lusin-type approximation of Sobolev functions on Gaussian spaces. (English) Zbl 07298643 J. Funct. Anal. 280, No. 6, Article ID 108917, 19 p. (2021). MSC: 60H07 28C20 46E35 PDF BibTeX XML Cite \textit{A. Shaposhnikov}, J. Funct. Anal. 280, No. 6, Article ID 108917, 19 p. (2021; Zbl 07298643) Full Text: DOI
Volkov, B. O. Applications of Lévy differential operators in the theory of gauge fields. (English. Russian original) Zbl 07282997 J. Math. Sci., New York 252, No. 1, 20-35 (2021); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 151, 21-36 (2018). MSC: 60H40 81T13 PDF BibTeX XML Cite \textit{B. O. Volkov}, J. Math. Sci., New York 252, No. 1, 20--35 (2021; Zbl 07282997); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 151, 21--36 (2018) Full Text: DOI
Giordano, Luca M.; Jolis, Maria; Quer-Sardanyons, Lluís SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index. (English) Zbl 07312460 Stochastic Processes Appl. 130, No. 12, 7396-7430 (2020). MSC: 60B10 60H07 60H15 60G22 PDF BibTeX XML Cite \textit{L. M. Giordano} et al., Stochastic Processes Appl. 130, No. 12, 7396--7430 (2020; Zbl 07312460) Full Text: DOI
Huang, Jingyu; Nualart, David; Viitasaari, Lauri A central limit theorem for the stochastic heat equation. (English) Zbl 07312453 Stochastic Processes Appl. 130, No. 12, 7170-7184 (2020). Reviewer: Edward Omey (Brussel) MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{J. Huang} et al., Stochastic Processes Appl. 130, No. 12, 7170--7184 (2020; Zbl 07312453) Full Text: DOI
Liu, Yanghui; Tindel, Samy Discrete rough paths and limit theorems. (English. French summary) Zbl 07310504 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1730-1774 (2020). MSC: 60F05 60G15 60G22 60H07 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{S. Tindel}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1730--1774 (2020; Zbl 07310504) Full Text: DOI Euclid
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model. (English) Zbl 07303448 Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050031, 36 p. (2020). MSC: 91G20 60G22 60H07 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050031, 36 p. (2020; Zbl 07303448) Full Text: DOI
Baudoin, Fabrice; Feng, Qi; Ouyang, Cheng Density of the signature process of fBm. (English) Zbl 07301834 Trans. Am. Math. Soc. 373, No. 12, 8583-8610 (2020). MSC: 60H10 60D05 58J65 60H07 PDF BibTeX XML Cite \textit{F. Baudoin} et al., Trans. Am. Math. Soc. 373, No. 12, 8583--8610 (2020; Zbl 07301834) Full Text: DOI
Mamporia, Badri; Purtukhia, Omar Banach space valued functionals of the Wiener process. (English) Zbl 07300704 Trans. A. Razmadze Math. Inst. 174, No. 2, 207-216 (2020). MSC: 60B11 60H05 60H07 PDF BibTeX XML Cite \textit{B. Mamporia} and \textit{O. Purtukhia}, Trans. A. Razmadze Math. Inst. 174, No. 2, 207--216 (2020; Zbl 07300704) Full Text: Link
Crisan, Dan; Ortiz-Latorre, Salvador A high order time discretization of the solution of the non-linear filtering problem. (English) Zbl 07298956 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 693-760 (2020). MSC: 60G35 60H35 60H07 65C30 93E11 PDF BibTeX XML Cite \textit{D. Crisan} and \textit{S. Ortiz-Latorre}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 693--760 (2020; Zbl 07298956) Full Text: DOI
Duerinckx, Mitia; Otto, Felix Higher-order pathwise theory of fluctuations in stochastic homogenization. (English) Zbl 07298955 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 3, 625-692 (2020). MSC: 35B27 35R60 35J15 PDF BibTeX XML Cite \textit{M. Duerinckx} and \textit{F. Otto}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 3, 625--692 (2020; Zbl 07298955) Full Text: DOI
Dalang, Robert C.; Pu, Fei On the density of the supremum of the solution to the linear stochastic heat equation. (English) Zbl 07298951 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 3, 461-508 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60J45 60H07 60G60 PDF BibTeX XML Cite \textit{R. C. Dalang} and \textit{F. Pu}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 3, 461--508 (2020; Zbl 07298951) Full Text: DOI
Jaoshvili, Vakhtang; Purtukhia, Omar; Zerakidze, Zurab Stochastic derivative of Poisson polynomial functionals and its application. (English) Zbl 07293452 Bull. Georgian Natl. Acad. Sci. (N.S.) 14, No. 1, 29-37 (2020). MSC: 60H05 60H07 PDF BibTeX XML Cite \textit{V. Jaoshvili} et al., Bull. Georgian Natl. Acad. Sci. (N.S.) 14, No. 1, 29--37 (2020; Zbl 07293452) Full Text: Link
Inahama, Yuzuru; Taniguchi, Setsuo Heat trace asymptotics on equiregular sub-Riemannian manifolds. (English) Zbl 07290141 J. Math. Soc. Japan 72, No. 4, 1049-1096 (2020). MSC: 53C17 60H07 58J65 35K08 41A60 PDF BibTeX XML Cite \textit{Y. Inahama} and \textit{S. Taniguchi}, J. Math. Soc. Japan 72, No. 4, 1049--1096 (2020; Zbl 07290141) Full Text: DOI Euclid
Valjarević, Dragana; Petrović, Ljiljana Statistical causality and separable processes. (English) Zbl 07287593 Stat. Probab. Lett. 167, Article ID 108915, 6 p. (2020). MSC: 60G44 60H10 62P20 60H07 PDF BibTeX XML Cite \textit{D. Valjarević} and \textit{L. Petrović}, Stat. Probab. Lett. 167, Article ID 108915, 6 p. (2020; Zbl 07287593) Full Text: DOI
Aboulalaa, Adnan Stochastic hyperbolic systems, small perturbations and pathwise approximation. (English) Zbl 07285617 Osaka J. Math. 57, No. 4, 889-934 (2020). MSC: 60H15 60F10 60H07 35R60 35L03 PDF BibTeX XML Cite \textit{A. Aboulalaa}, Osaka J. Math. 57, No. 4, 889--934 (2020; Zbl 07285617) Full Text: Euclid
Siu, Tak Kuen Book review of: H. Kunita, Stochastic flows and jump-diffusions. (English) Zbl 1451.00054 Quant. Finance 20, No. 6, 895-897 (2020). MSC: 00A17 60-02 60H05 60H07 60J60 60J76 35K08 PDF BibTeX XML Cite \textit{T. K. Siu}, Quant. Finance 20, No. 6, 895--897 (2020; Zbl 1451.00054) Full Text: DOI
Del Moral, Pierre; Singh, Sumeetpal S. A backward Itô-Ventzell formula with an application to stochastic interpolation. (English) Zbl 07278840 C. R., Math., Acad. Sci. Paris 358, No. 7, 881-886 (2020). MSC: 47D07 93E15 60H07 PDF BibTeX XML Cite \textit{P. Del Moral} and \textit{S. S. Singh}, C. R., Math., Acad. Sci. Paris 358, No. 7, 881--886 (2020; Zbl 07278840) Full Text: DOI
Angst, Jürgen; Poly, Guillaume On the absolute continuity of random nodal volumes. (English) Zbl 07276920 Ann. Probab. 48, No. 5, 2145-2175 (2020). MSC: 60H07 26C10 30C15 12D10 26C10 42A05 PDF BibTeX XML Cite \textit{J. Angst} and \textit{G. Poly}, Ann. Probab. 48, No. 5, 2145--2175 (2020; Zbl 07276920) Full Text: DOI Euclid
Nualart, David; Zheng, Guangqu Oscillatory Breuer-Major theorem with application to the random corrector problem. (English) Zbl 07276177 Asymptotic Anal. 119, No. 3-4, 281-300 (2020). MSC: 60G15 60F17 60H15 34B15 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{G. Zheng}, Asymptotic Anal. 119, No. 3--4, 281--300 (2020; Zbl 07276177) Full Text: DOI
Chhaibi, Reda; Ekren, Ibrahim A Hörmander condition for delayed stochastic differential equations. (Un critère de Hörmander pour LES équations différentielles stochastiques avec retard.) (English. French summary) Zbl 07272948 Ann. Henri Lebesgue 3, 1023-1048 (2020). MSC: 60G30 60H07 60H10 PDF BibTeX XML Cite \textit{R. Chhaibi} and \textit{I. Ekren}, Ann. Henri Lebesgue 3, 1023--1048 (2020; Zbl 07272948) Full Text: DOI
Chen, Yong; Kuang, Nenghui; Li, Ying Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes. (English) Zbl 07272803 Stoch. Dyn. 20, No. 4, Article ID 2050023, 13 p. (2020). MSC: 60H07 60F25 62M09 PDF BibTeX XML Cite \textit{Y. Chen} et al., Stoch. Dyn. 20, No. 4, Article ID 2050023, 13 p. (2020; Zbl 07272803) Full Text: DOI
Baños, David; Nilssen, Torstein; Proske, Frank Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. (English) Zbl 07272635 J. Dyn. Differ. Equations 32, No. 4, 1819-1866 (2020). MSC: 60H10 49N60 PDF BibTeX XML Cite \textit{D. Baños} et al., J. Dyn. Differ. Equations 32, No. 4, 1819--1866 (2020; Zbl 07272635) Full Text: DOI
Besançon, Eustache; Decreusefond, Laurent; Moyal, Pascal Stein’s method for diffusive limits of queueing processes. (English) Zbl 07271270 Queueing Syst. 95, No. 3-4, 173-201 (2020). MSC: 60K25 60F17 60H07 PDF BibTeX XML Cite \textit{E. Besançon} et al., Queueing Syst. 95, No. 3--4, 173--201 (2020; Zbl 07271270) Full Text: DOI
Saporito, Yuri F. Short communication: pricing path-dependent derivatives under multiscale stochastic volatility models: a Malliavin representation. (English) Zbl 1452.91313 SIAM J. Financ. Math. 11, No. 3, SC-14-SC-25 (2020). MSC: 91G20 60H07 PDF BibTeX XML Cite \textit{Y. F. Saporito}, SIAM J. Financ. Math. 11, No. 3, SC-14-SC-25 (2020; Zbl 1452.91313) Full Text: DOI
Gu, Yu; Li, Jiawei Fluctuations of a nonlinear stochastic heat equation in dimensions three and higher. (English) Zbl 07269952 SIAM J. Math. Anal. 52, No. 6, 5422-5440 (2020). MSC: 60H07 60H15 60F05 PDF BibTeX XML Cite \textit{Y. Gu} and \textit{J. Li}, SIAM J. Math. Anal. 52, No. 6, 5422--5440 (2020; Zbl 07269952) Full Text: DOI
Ma, Nicholas; Nualart, David Rate of convergence for the weighted Hermite variations of the fractional Brownian motion. (English) Zbl 07268518 J. Theor. Probab. 33, No. 4, 1919-1947 (2020). MSC: 60F05 60H07 60G22 PDF BibTeX XML Cite \textit{N. Ma} and \textit{D. Nualart}, J. Theor. Probab. 33, No. 4, 1919--1947 (2020; Zbl 07268518) Full Text: DOI
Olivera, Christian; Shamarova, Evelina Gaussian density estimates for solutions of fully coupled forward-backward SDEs. (English) Zbl 07261805 Math. Nachr. 293, No. 8, 1554-1564 (2020). MSC: 60 35 PDF BibTeX XML Cite \textit{C. Olivera} and \textit{E. Shamarova}, Math. Nachr. 293, No. 8, 1554--1564 (2020; Zbl 07261805) Full Text: DOI
Song, Jian; Song, Xiaoming; Xu, Fangjun Fractional stochastic wave equation driven by a Gaussian noise rough in space. (English) Zbl 07256157 Bernoulli 26, No. 4, 2699-2726 (2020). MSC: 60 62 PDF BibTeX XML Cite \textit{J. Song} et al., Bernoulli 26, No. 4, 2699--2726 (2020; Zbl 07256157) Full Text: DOI Euclid
Douissi, Soukaina; Agram, Nacira; Hilbert, Astrid Mean-field optimal control problem of SDDEs driven by fractional Brownian motion. (English) Zbl 1453.60086 Probab. Math. Stat. 40, No. 1, 139-158 (2020). MSC: 60G22 60H07 60H40 93E20 91G80 PDF BibTeX XML Cite \textit{S. Douissi} et al., Probab. Math. Stat. 40, No. 1, 139--158 (2020; Zbl 1453.60086) Full Text: DOI
Cui, Jianbo; Hong, Jialin Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion. (English) Zbl 1447.60096 J. Differ. Equations 269, No. 11, 10143-10180 (2020). MSC: 60H15 60H07 60H35 35R60 65K10 PDF BibTeX XML Cite \textit{J. Cui} and \textit{J. Hong}, J. Differ. Equations 269, No. 11, 10143--10180 (2020; Zbl 1447.60096) Full Text: DOI
Besalú, Mireia; Binotto, Giulia; Rovira, Carles Convergence of delay equations driven by a Hölder continuous function of order \(1/3<\beta<1/2\). (English) Zbl 07244084 Electron. J. Differ. Equ. 2020, Paper No. 65, 27 p. (2020). MSC: 60H05 60H07 PDF BibTeX XML Cite \textit{M. Besalú} et al., Electron. J. Differ. Equ. 2020, Paper No. 65, 27 p. (2020; Zbl 07244084) Full Text: Link
Torrisi, Giovanni Luca Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps. (English) Zbl 07243127 Stochastic Processes Appl. 130, No. 10, 6445-6479 (2020). MSC: 60G55 60E15 60H07 60H10 PDF BibTeX XML Cite \textit{G. L. Torrisi}, Stochastic Processes Appl. 130, No. 10, 6445--6479 (2020; Zbl 07243127) Full Text: DOI
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu Gaussian fluctuations for the stochastic heat equation with colored noise. (English) Zbl 1451.60066 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 402-421 (2020). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{J. Huang} et al., Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 402--421 (2020; Zbl 1451.60066) Full Text: DOI
Assaad, Obayda; Tudor, Ciprian A. Parameter identification for the Hermite Ornstein-Uhlenbeck process. (English) Zbl 1448.60118 Stat. Inference Stoch. Process. 23, No. 2, 251-270 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60H07 62F12 60G22 PDF BibTeX XML Cite \textit{O. Assaad} and \textit{C. A. Tudor}, Stat. Inference Stoch. Process. 23, No. 2, 251--270 (2020; Zbl 1448.60118) Full Text: DOI
Gladkov, Nikita A.; Zimin, Alexander P. An explicit solution for a multimarginal mass transportation problem. (English) Zbl 1446.49033 SIAM J. Math. Anal. 52, No. 4, 3666-3696 (2020). Reviewer: Lakehal Belarbi (Mostaganem) MSC: 49Q22 60H07 49J35 28A12 PDF BibTeX XML Cite \textit{N. A. Gladkov} and \textit{A. P. Zimin}, SIAM J. Math. Anal. 52, No. 4, 3666--3696 (2020; Zbl 1446.49033) Full Text: DOI
Clément, Emmanuelle; Gloter, Arnaud Joint estimation for SDE driven by locally stable Lévy processes. (English) Zbl 1448.60102 Electron. J. Stat. 14, No. 2, 2922-2956 (2020). MSC: 60G51 60G52 60J76 62F12 60H07 60F05 PDF BibTeX XML Cite \textit{E. Clément} and \textit{A. Gloter}, Electron. J. Stat. 14, No. 2, 2922--2956 (2020; Zbl 1448.60102) Full Text: DOI Euclid
Arras, Benjamin; Azmoodeh, Ehsan; Poly, Guillaume; Swan, Yvik Stein characterizations for linear combinations of gamma random variables. (English) Zbl 1453.60067 Braz. J. Probab. Stat. 34, No. 2, 394-413 (2020). MSC: 60F05 60E05 60E10 60H07 PDF BibTeX XML Cite \textit{B. Arras} et al., Braz. J. Probab. Stat. 34, No. 2, 394--413 (2020; Zbl 1453.60067) Full Text: DOI Euclid
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07229219 J. Theor. Probab. 33, No. 3, 1691-1714 (2020). MSC: 60G15 60H05 60G18 PDF BibTeX XML Cite \textit{J. Gairing} et al., J. Theor. Probab. 33, No. 3, 1691--1714 (2020; Zbl 07229219) Full Text: DOI
Nguyen, Tien Dung Gaussian lower bounds for the density via Malliavin calculus. (Bornes inférieures Gaussiennes pour la densité par le calcul de Malliavin.) (English. French summary) Zbl 07226761 C. R., Math., Acad. Sci. Paris 358, No. 1, 79-87 (2020). MSC: 60G15 60H07 PDF BibTeX XML Cite \textit{T. D. Nguyen}, C. R., Math., Acad. Sci. Paris 358, No. 1, 79--87 (2020; Zbl 07226761) Full Text: DOI
Bally, Vlad; Caramellino, Lucia; Poly, Guillaume Regularization lemmas and convergence in total variation. (English) Zbl 1444.60009 Electron. J. Probab. 25, Paper No. 74, 20 p. (2020). MSC: 60B11 60H07 60J60 PDF BibTeX XML Cite \textit{V. Bally} et al., Electron. J. Probab. 25, Paper No. 74, 20 p. (2020; Zbl 1444.60009) Full Text: DOI Euclid
Dahl, Kristina Rognlien Forward-backward stochastic differential equation games with delay and noisy memory. (English) Zbl 1444.91022 Stochastic Anal. Appl. 38, No. 4, 708-729 (2020). MSC: 91A15 91A05 60H10 60H07 PDF BibTeX XML Cite \textit{K. R. Dahl}, Stochastic Anal. Appl. 38, No. 4, 708--729 (2020; Zbl 1444.91022) Full Text: DOI
Nualart, David; Tilva, Abhishek Continuous Breuer-Major theorem for vector valued fields. (English) Zbl 1447.60054 Stochastic Anal. Appl. 38, No. 4, 668-685 (2020). MSC: 60F05 60F17 60G15 60G60 60H07 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{A. Tilva}, Stochastic Anal. Appl. 38, No. 4, 668--685 (2020; Zbl 1447.60054) Full Text: DOI
Amine, Oussama; Baños, David R.; Proske, Frank Regularity properties of the stochastic flow of a skew fractional Brownian motion. (English) Zbl 07220117 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050005, 19 p. (2020). MSC: 60H10 49J55 49N60 60G22 PDF BibTeX XML Cite \textit{O. Amine} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050005, 19 p. (2020; Zbl 07220117) Full Text: DOI
Cialenco, Igor; Huang, Yicong A note on parameter estimation for discretely sampled SPDEs. (English) Zbl 1451.60063 Stoch. Dyn. 20, No. 3, Article ID 2050016, 28 p. (2020). MSC: 60H15 35Q30 65L09 PDF BibTeX XML Cite \textit{I. Cialenco} and \textit{Y. Huang}, Stoch. Dyn. 20, No. 3, Article ID 2050016, 28 p. (2020; Zbl 1451.60063) Full Text: DOI
Goudenège, Ludovic; Xie, Bin Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises. (English) Zbl 07212501 J. Differ. Equations 269, No. 9, 6988-7014 (2020). MSC: 60H15 60H10 60H07 37L40 47G20 PDF BibTeX XML Cite \textit{L. Goudenège} and \textit{B. Xie}, J. Differ. Equations 269, No. 9, 6988--7014 (2020; Zbl 07212501) Full Text: DOI
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan Restricted hypercontractivity on the Poisson space. (English) Zbl 1443.60027 Proc. Am. Math. Soc. 148, No. 8, 3617-3632 (2020). MSC: 60E15 60D05 60H07 PDF BibTeX XML Cite \textit{I. Nourdin} et al., Proc. Am. Math. Soc. 148, No. 8, 3617--3632 (2020; Zbl 1443.60027) Full Text: DOI
Laukkarinen, Eija Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals. (English) Zbl 07210258 Stochastic Processes Appl. 130, No. 8, 4766-4792 (2020). MSC: 60G51 60H07 PDF BibTeX XML Cite \textit{E. Laukkarinen}, Stochastic Processes Appl. 130, No. 8, 4766--4792 (2020; Zbl 07210258) Full Text: DOI
Djehiche, Boualem; Hamadène, Said Optimal control and zero-sum stochastic differential game problems of mean-field type. (English) Zbl 1443.60061 Appl. Math. Optim. 81, No. 3, 933-960 (2020). MSC: 60H10 60H07 49N90 PDF BibTeX XML Cite \textit{B. Djehiche} and \textit{S. Hamadène}, Appl. Math. Optim. 81, No. 3, 933--960 (2020; Zbl 1443.60061) Full Text: DOI
Balde, Maoudo Faramba; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind. (English) Zbl 1441.60042 Appl. Math. Optim. 81, No. 3, 785-814 (2020). MSC: 60H15 60H07 60G35 PDF BibTeX XML Cite \textit{M. F. Balde} et al., Appl. Math. Optim. 81, No. 3, 785--814 (2020; Zbl 1441.60042) Full Text: DOI
Bender, Christian Itô’s formula for Gaussian processes with stochastic discontinuities. (English) Zbl 07206765 Ann. Probab. 48, No. 1, 458-492 (2020). MSC: 60H07 60H05 60G15 PDF BibTeX XML Cite \textit{C. Bender}, Ann. Probab. 48, No. 1, 458--492 (2020; Zbl 07206765) Full Text: DOI Euclid
Campese, Simon; Nourdin, Ivan; Nualart, David Continuous Breuer-Major theorem: tightness and nonstationarity. (English) Zbl 07206755 Ann. Probab. 48, No. 1, 147-177 (2020). MSC: 60G15 60F17 60H07 60G05 PDF BibTeX XML Cite \textit{S. Campese} et al., Ann. Probab. 48, No. 1, 147--177 (2020; Zbl 07206755) Full Text: DOI Euclid
Nualart, David; Zheng, Guangqu Averaging Gaussian functionals. (English) Zbl 1441.60049 Electron. J. Probab. 25, Paper No. 48, 54 p. (2020). MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{G. Zheng}, Electron. J. Probab. 25, Paper No. 48, 54 p. (2020; Zbl 1441.60049) Full Text: DOI Euclid
Dalang, Robert C.; Pu, Fei Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\). (English) Zbl 1441.60044 Electron. J. Probab. 25, Paper No. 40, 31 p. (2020). MSC: 60H15 60J45 60H07 60G60 PDF BibTeX XML Cite \textit{R. C. Dalang} and \textit{F. Pu}, Electron. J. Probab. 25, Paper No. 40, 31 p. (2020; Zbl 1441.60044) Full Text: DOI Euclid
Basse-O’Connor, Andreas; Podolskij, Mark; Thäle, Christoph A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages. (English) Zbl 07206368 Electron. J. Probab. 25, Paper No. 31, 31 p. (2020). MSC: 60E07 60F05 60G52 60G57 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} et al., Electron. J. Probab. 25, Paper No. 31, 31 p. (2020; Zbl 07206368) Full Text: DOI Euclid
Van Tan, Nguyen; Dung, Nguyen Tien A Berry-Esseen bound in the Smoluchowski-Kramers approximation. (English) Zbl 1434.82065 J. Stat. Phys. 179, No. 4, 871-884 (2020). MSC: 82C31 60H07 60H15 PDF BibTeX XML Cite \textit{N. Van Tan} and \textit{N. T. Dung}, J. Stat. Phys. 179, No. 4, 871--884 (2020; Zbl 1434.82065) Full Text: DOI
Coutin, Laure; Decreusefond, Laurent Donsker’s theorem in Wasserstein-1 distance. (English) Zbl 1434.60100 Electron. Commun. Probab. 25, Paper No. 27, 13 p. (2020). MSC: 60F15 60H07 60G15 60G55 PDF BibTeX XML Cite \textit{L. Coutin} and \textit{L. Decreusefond}, Electron. Commun. Probab. 25, Paper No. 27, 13 p. (2020; Zbl 1434.60100) Full Text: DOI Euclid
Gess, Benjamin; Ouyang, Cheng; Tindel, Samy Density bounds for solutions to differential equations driven by Gaussian rough paths. (English) Zbl 07202126 J. Theor. Probab. 33, No. 2, 611-648 (2020). MSC: 60G15 60H07 60H10 65C30 PDF BibTeX XML Cite \textit{B. Gess} et al., J. Theor. Probab. 33, No. 2, 611--648 (2020; Zbl 07202126) Full Text: DOI
Bourguin, Solesne; Nourdin, Ivan Freeness characterizations on free chaos spaces. (English) Zbl 07202032 Pac. J. Math. 305, No. 2, 447-472 (2020). MSC: 46L54 60H07 60H30 PDF BibTeX XML Cite \textit{S. Bourguin} and \textit{I. Nourdin}, Pac. J. Math. 305, No. 2, 447--472 (2020; Zbl 07202032) Full Text: DOI
Röckner, Michael; Wu, Bo; Zhu, Rongchan; Zhu, Xiangchan Stochastic heat equations with values in a manifold via Dirichlet forms. (English) Zbl 1445.60048 SIAM J. Math. Anal. 52, No. 3, 2237-2274 (2020). MSC: 60H15 31C25 58J65 60J60 60H07 PDF BibTeX XML Cite \textit{M. Röckner} et al., SIAM J. Math. Anal. 52, No. 3, 2237--2274 (2020; Zbl 1445.60048) Full Text: DOI
Peng, Xuhui; Huang, Jianhua; Zhang, Rangrang Ergodicity and exponential mixing of the real Ginzburg-Landau equation with a degenerate noise. (English) Zbl 1434.60165 J. Differ. Equations 269, No. 4, 3686-3720 (2020). MSC: 60H15 60H07 35Q56 PDF BibTeX XML Cite \textit{X. Peng} et al., J. Differ. Equations 269, No. 4, 3686--3720 (2020; Zbl 1434.60165) Full Text: DOI
Gassiat, Paul; Labbé, Cyril Existence of densities for the dynamic \(\Phi^4_3\) model. (English. French summary) Zbl 07199307 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 326-373 (2020). MSC: 60H07 60H15 PDF BibTeX XML Cite \textit{P. Gassiat} and \textit{C. Labbé}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 326--373 (2020; Zbl 07199307) Full Text: DOI Euclid
Hu, Yaozhong; Nualart, David; Song, Xiaoming An implicit numerical scheme for a class of backward doubly stochastic differential equations. (English) Zbl 07194626 Stochastic Processes Appl. 130, No. 6, 3295-3324 (2020). MSC: 60H10 60H07 60H05 PDF BibTeX XML Cite \textit{Y. Hu} et al., Stochastic Processes Appl. 130, No. 6, 3295--3324 (2020; Zbl 07194626) Full Text: DOI
León, Jorge A. Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\). (English) Zbl 07193966 Bernoulli 26, No. 3, 2436-2462 (2020). MSC: 60H PDF BibTeX XML Cite \textit{J. A. León}, Bernoulli 26, No. 3, 2436--2462 (2020; Zbl 07193966) Full Text: DOI Euclid
Hoshino, Kiyoiki Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients. (English) Zbl 07193600 Japan J. Ind. Appl. Math. 37, No. 2, 527-564 (2020). MSC: 60H05 60H07 PDF BibTeX XML Cite \textit{K. Hoshino}, Japan J. Ind. Appl. Math. 37, No. 2, 527--564 (2020; Zbl 07193600) Full Text: DOI
Dunlap, Alexander; Gu, Yu; Ryzhik, Lenya; Zeitouni, Ofer Fluctuations of the solutions to the KPZ equation in dimensions three and higher. (English) Zbl 1445.35345 Probab. Theory Relat. Fields 176, No. 3-4, 1217-1258 (2020). MSC: 35R60 60H07 60H15 PDF BibTeX XML Cite \textit{A. Dunlap} et al., Probab. Theory Relat. Fields 176, No. 3--4, 1217--1258 (2020; Zbl 1445.35345) Full Text: DOI
Yu, Xianye; Zhang, Mingbo Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients. (English) Zbl 1436.60059 Stat. Probab. Lett. 159, Article ID 108681, 8 p. (2020). MSC: 60H10 60H07 60G22 PDF BibTeX XML Cite \textit{X. Yu} and \textit{M. Zhang}, Stat. Probab. Lett. 159, Article ID 108681, 8 p. (2020; Zbl 1436.60059) Full Text: DOI
Di Girolami, Cristina; Russo, Francesco About classical solutions of the path-dependent heat equation. (English) Zbl 07188117 Random Oper. Stoch. Equ. 28, No. 1, 35-62 (2020). MSC: 60H30 60H07 35A09 35R60 PDF BibTeX XML Cite \textit{C. Di Girolami} and \textit{F. Russo}, Random Oper. Stoch. Equ. 28, No. 1, 35--62 (2020; Zbl 07188117) Full Text: DOI
Naganuma, Nobuaki; Taguchi, Dai Malliavin calculus for non-colliding particle systems. (English) Zbl 07188053 Stochastic Processes Appl. 130, No. 4, 2384-2406 (2020). MSC: 60H07 82C22 65C30 PDF BibTeX XML Cite \textit{N. Naganuma} and \textit{D. Taguchi}, Stochastic Processes Appl. 130, No. 4, 2384--2406 (2020; Zbl 07188053) Full Text: DOI
Shi, Qun Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion. (English) Zbl 1436.93063 Syst. Control Lett. 138, Article ID 104627, 9 p. (2020). MSC: 93C15 60G22 60G15 60H07 PDF BibTeX XML Cite \textit{Q. Shi}, Syst. Control Lett. 138, Article ID 104627, 9 p. (2020; Zbl 1436.93063) Full Text: DOI
Bahlali, Khaled; Mezerdi, Mohamed Amine; Mezerdi, Brahim Stability of McKean-Vlasov stochastic differential equations and applications. (English) Zbl 07186898 Stoch. Dyn. 20, No. 1, Article ID 2050007, 19 p. (2020). MSC: 60H10 60H07 49N90 PDF BibTeX XML Cite \textit{K. Bahlali} et al., Stoch. Dyn. 20, No. 1, Article ID 2050007, 19 p. (2020; Zbl 07186898) Full Text: DOI
Shevchenko, Radomyra; Tudor, Ciprian A. Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean. (English) Zbl 1434.60167 Stat. Inference Stoch. Process. 23, No. 1, 227-247 (2020). MSC: 60H15 60H07 60G35 PDF BibTeX XML Cite \textit{R. Shevchenko} and \textit{C. A. Tudor}, Stat. Inference Stoch. Process. 23, No. 1, 227--247 (2020; Zbl 1434.60167) Full Text: DOI
Bachouch, Achref; Matoussi, Anis \( L^2\)-regularity result for solutions of backward doubly stochastic differential equations. (English) Zbl 07184338 Stoch. Dyn. 20, No. 2, Article ID 2050012, 25 p. (2020). MSC: 60H10 65C30 PDF BibTeX XML Cite \textit{A. Bachouch} and \textit{A. Matoussi}, Stoch. Dyn. 20, No. 2, Article ID 2050012, 25 p. (2020; Zbl 07184338) Full Text: DOI
Hong, Jialin; Huang, Chuying; Kamrani, Minoo; Wang, Xu Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion. (English) Zbl 1451.60076 Stochastic Processes Appl. 130, No. 5, 2675-2692 (2020). Reviewer: Raffaella Pavani (Milano) MSC: 60H35 60H07 PDF BibTeX XML Cite \textit{J. Hong} et al., Stochastic Processes Appl. 130, No. 5, 2675--2692 (2020; Zbl 1451.60076) Full Text: DOI
Addona, Davide; Menegatti, Giorgio; Miranda, Michele jun. \(BV\) functions on open domains: the Wiener case and a Fomin differentiable case. (English) Zbl 1441.49036 Commun. Pure Appl. Anal. 19, No. 5, 2679-2711 (2020). Reviewer: Lakehal Belarbi (Mostaganem) MSC: 49Q20 58E99 28C20 26B30 60H07 49Q15 PDF BibTeX XML Cite \textit{D. Addona} et al., Commun. Pure Appl. Anal. 19, No. 5, 2679--2711 (2020; Zbl 1441.49036) Full Text: DOI
Gu, Yu Gaussian fluctuations from the 2D KPZ equation. (English) Zbl 1431.35257 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 1, 150-185 (2020). MSC: 35R60 60H07 60H15 PDF BibTeX XML Cite \textit{Y. Gu}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 1, 150--185 (2020; Zbl 1431.35257) Full Text: DOI
Shevchenko, Radomyra; Slaoui, Meryem; Tudor, C. A. Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus. (English) Zbl 07175914 J. Stat. Plann. Inference 207, 155-180 (2020). MSC: 60G15 60H05 60G18 60H07 62F10 PDF BibTeX XML Cite \textit{R. Shevchenko} et al., J. Stat. Plann. Inference 207, 155--180 (2020; Zbl 07175914) Full Text: DOI
Douissi, Soukaina; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution. (English) Zbl 1449.60033 Publ. Math. 96, No. 1-2, 23-44 (2020). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60G15 60H05 60H07 PDF BibTeX XML Cite \textit{S. Douissi} et al., Publ. Math. 96, No. 1--2, 23--44 (2020; Zbl 1449.60033) Full Text: DOI
Anastassiou, George A. Foundation of stochastic fractional calculus with fractional approximation of stochastic processes. (English) Zbl 1440.60048 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 2, Paper No. 89, 32 p. (2020). MSC: 60H07 60G22 60H30 PDF BibTeX XML Cite \textit{G. A. Anastassiou}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 2, Paper No. 89, 32 p. (2020; Zbl 1440.60048) Full Text: DOI
Vidotto, Anna An improved second-order Poincaré inequality for functionals of Gaussian fields. (English) Zbl 1430.60031 J. Theor. Probab. 33, No. 1, 396-427 (2020). MSC: 60F05 60G15 60H07 60B20 PDF BibTeX XML Cite \textit{A. Vidotto}, J. Theor. Probab. 33, No. 1, 396--427 (2020; Zbl 1430.60031) Full Text: DOI
Song, Yulin Gradient estimates and exponential ergodicity for mean-field SDEs with jumps. (English) Zbl 07169682 J. Theor. Probab. 33, No. 1, 201-238 (2020). MSC: 60H07 60H10 PDF BibTeX XML Cite \textit{Y. Song}, J. Theor. Probab. 33, No. 1, 201--238 (2020; Zbl 07169682) Full Text: DOI
Nourdin, Ivan; Nualart, David The functional Breuer-Major theorem. (English) Zbl 1434.60108 Probab. Theory Relat. Fields 176, No. 1-2, 203-218 (2020). MSC: 60F17 60H07 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{D. Nualart}, Probab. Theory Relat. Fields 176, No. 1--2, 203--218 (2020; Zbl 1434.60108) Full Text: DOI
Jin, Sixian; Schellhorn, Henry; Vives, Josep Dyson type formula for pure jump Lévy processes with some applications to finance. (English) Zbl 1443.60057 Stochastic Processes Appl. 130, No. 2, 824-844 (2020). MSC: 60H07 60J74 91G80 PDF BibTeX XML Cite \textit{S. Jin} et al., Stochastic Processes Appl. 130, No. 2, 824--844 (2020; Zbl 1443.60057) Full Text: DOI
Azmoodeh, Ehsan; Eichelsbacher, Peter; Knichel, Lukas Optimal gamma approximation on Wiener space. (English) Zbl 07155240 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 101-132 (2020). MSC: 60F05 60G50 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 101--132 (2020; Zbl 07155240) Full Text: Link arXiv
Suzuki, Ryoichi Correction to “Malliavin differentiability of indicator functions on canonical Lévy spaces”. (English) Zbl 1453.60106 Stat. Probab. Lett. 156, Article ID 108614, 2 p. (2020). MSC: 60H07 60G51 PDF BibTeX XML Cite \textit{R. Suzuki}, Stat. Probab. Lett. 156, Article ID 108614, 2 p. (2020; Zbl 1453.60106) Full Text: DOI
Bellingeri, Carlo An Itô type formula for the additive stochastic heat equation. (English) Zbl 07149389 Electron. J. Probab. 25, Paper No. 2, 52 p. (2020). MSC: 60H15 PDF BibTeX XML Cite \textit{C. Bellingeri}, Electron. J. Probab. 25, Paper No. 2, 52 p. (2020; Zbl 07149389) Full Text: DOI Euclid arXiv
Infusino, Maria; Kuna, Tobias The full moment problem on subsets of probabilities and point configurations. (English) Zbl 1425.60050 J. Math. Anal. Appl. 483, No. 1, Article ID 123551, 29 p. (2020). MSC: 60G55 28C20 44A60 46F10 47A57 60H07 60D05 PDF BibTeX XML Cite \textit{M. Infusino} and \textit{T. Kuna}, J. Math. Anal. Appl. 483, No. 1, Article ID 123551, 29 p. (2020; Zbl 1425.60050) Full Text: DOI
Lanconelli, Alberto Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô’s stochastic differential equations. (English) Zbl 1425.60059 J. Math. Anal. Appl. 482, No. 2, Article ID 123557, 19 p. (2020). MSC: 60H15 35R60 35Q84 60J60 PDF BibTeX XML Cite \textit{A. Lanconelli}, J. Math. Anal. Appl. 482, No. 2, Article ID 123557, 19 p. (2020; Zbl 1425.60059) Full Text: DOI
Alazemi, Fares; Douissi, Soukaina; Es-Sebaiy, Khalifa Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process. (English) Zbl 1449.60078 Theory Stoch. Process. 24, No. 1, 6-18 (2019). MSC: 60G22 60G15 62F12 62M09 62M86 PDF BibTeX XML Cite \textit{F. Alazemi} et al., Theory Stoch. Process. 24, No. 1, 6--18 (2019; Zbl 1449.60078) Full Text: Link
Franchi, Jacques Small time equivalents for the density of a planar quadratric diffusion. (English) Zbl 07224021 Bull. Soc. Math. Fr. 147, No. 4, 545-606 (2019). MSC: 58J65 35K65 60H07 35K05 60J65 PDF BibTeX XML Cite \textit{J. Franchi}, Bull. Soc. Math. Fr. 147, No. 4, 545--606 (2019; Zbl 07224021) Full Text: DOI
Taniguchi, Setsuo An application of the partial Malliavin calculus to Baouendi-Grushin operators. (English) Zbl 07220390 Kyushu J. Math. 73, No. 2, 417-431 (2019). MSC: 60H07 60H30 PDF BibTeX XML Cite \textit{S. Taniguchi}, Kyushu J. Math. 73, No. 2, 417--431 (2019; Zbl 07220390) Full Text: DOI
Nualart, David Malliavin calculus and normal approximations. (English) Zbl 07214679 Malliavin calculus and normal approximations and Spatial population models. Lecture notes of two minicourses based on the presentations at the 23rd Brazilian school of probability, XXIII EBP, São Paulo, Brazil, July 22–27, 2019. Rio de Janeiro: Sociedade Brasileira de Matemática (ISBN 978-85-8337-164-9/pbk). Ensaios Matemáticos 34, 1-74 (2019). Reviewer: Jean Picard (Aubière) MSC: 60H07 60F05 60H15 PDF BibTeX XML Cite \textit{D. Nualart}, Ensaios Mat. 34, 1--74 (2019; Zbl 07214679) Full Text: Link
Nourdin, Ivan; Zheng, Guangqu Exchangeable pairs on Wiener chaos. (English) Zbl 1448.60100 Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 277-303 (2019). MSC: 60G50 60H07 60H05 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{G. Zheng}, Prog. Probab. 74, 277--303 (2019; Zbl 1448.60100) Full Text: DOI
Tanguy, Kevin Remarks on superconcentration and gamma calculus: applications to spin glasses. (English) Zbl 1448.60053 Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 151-168 (2019). MSC: 60E15 60H07 PDF BibTeX XML Cite \textit{K. Tanguy}, Prog. Probab. 74, 151--168 (2019; Zbl 1448.60053) Full Text: DOI
Bally, Vlad; Caramellino, Lucia Total variation distance between stochastic polynomials and invariance principles. (English) Zbl 07212171 Ann. Probab. 47, No. 6, 3762-3811 (2019). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F17 60H07 PDF BibTeX XML Cite \textit{V. Bally} and \textit{L. Caramellino}, Ann. Probab. 47, No. 6, 3762--3811 (2019; Zbl 07212171) Full Text: DOI Euclid