Song, Yuping; Cai, Chunchun; Mao, Huijue; Zhu, Min Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models. (English) Zbl 07803706 Stat. Probab. Lett. 206, Article ID 110011, 6 p. (2024). MSC: 62P05 62F12 62G08 62M05 62M10 60J60 PDFBibTeX XMLCite \textit{Y. Song} et al., Stat. Probab. Lett. 206, Article ID 110011, 6 p. (2024; Zbl 07803706) Full Text: DOI
Chen, Zengcai Lower deviation for the maximum of two-speed branching Brownian motion. (English) Zbl 07803699 Stat. Probab. Lett. 206, Article ID 110002, 10 p. (2024). MSC: 60J80 60J70 60F10 PDFBibTeX XMLCite \textit{Z. Chen}, Stat. Probab. Lett. 206, Article ID 110002, 10 p. (2024; Zbl 07803699) Full Text: DOI
Lefebvre, Mario Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral. (English) Zbl 07803476 Stat. Probab. Lett. 205, Article ID 109956, 5 p. (2024). MSC: 60J60 60J70 PDFBibTeX XMLCite \textit{M. Lefebvre}, Stat. Probab. Lett. 205, Article ID 109956, 5 p. (2024; Zbl 07803476) Full Text: DOI
Qian, Zhongmin; Xu, Xingcheng Probability bounds for reflecting diffusion processes. (English) Zbl 1515.60268 Stat. Probab. Lett. 199, Article ID 109855, 8 p. (2023). MSC: 60J60 60J65 93E20 35B05 35K10 PDFBibTeX XMLCite \textit{Z. Qian} and \textit{X. Xu}, Stat. Probab. Lett. 199, Article ID 109855, 8 p. (2023; Zbl 1515.60268) Full Text: DOI arXiv
Bareche, Aîcha; Bibi, Abdelouahab On inverse-gamma distribution delayed by Poisson process. (English) Zbl 1515.60055 Stat. Probab. Lett. 195, Article ID 109787, 9 p. (2023). MSC: 60E05 60G55 PDFBibTeX XMLCite \textit{A. Bareche} and \textit{A. Bibi}, Stat. Probab. Lett. 195, Article ID 109787, 9 p. (2023; Zbl 1515.60055) Full Text: DOI
Valentić, Ivana Skew-product decomposition of Brownian motion on an ellipsoid. (English) Zbl 1515.60272 Stat. Probab. Lett. 195, Article ID 109784, 5 p. (2023). MSC: 60J65 58J65 PDFBibTeX XMLCite \textit{I. Valentić}, Stat. Probab. Lett. 195, Article ID 109784, 5 p. (2023; Zbl 1515.60272) Full Text: DOI arXiv
Sen, Ankita; Selvaraju, N. Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching. (English) Zbl 07698981 Stat. Probab. Lett. 195, Article ID 109778, 11 p. (2023). Reviewer: Sergei V. Rogosin (Minsk) MSC: 60K25 60F17 60K37 PDFBibTeX XMLCite \textit{A. Sen} and \textit{N. Selvaraju}, Stat. Probab. Lett. 195, Article ID 109778, 11 p. (2023; Zbl 07698981) Full Text: DOI
Lou, Shuwen On transition density functions of skew Brownian motions with two-valued drift. (English) Zbl 1503.60110 Stat. Probab. Lett. 193, Article ID 109712, 9 p. (2023). MSC: 60J35 60J45 60J65 60J60 91G20 PDFBibTeX XMLCite \textit{S. Lou}, Stat. Probab. Lett. 193, Article ID 109712, 9 p. (2023; Zbl 1503.60110) Full Text: DOI arXiv
Huang, Lu-Jing; Wang, Tao Dirichlet eigenvalues and exit time moments for symmetric Markov processes. (English) Zbl 1499.60266 Stat. Probab. Lett. 193, Article ID 109704, 8 p. (2023). MSC: 60J45 60J25 47D07 60G52 PDFBibTeX XMLCite \textit{L.-J. Huang} and \textit{T. Wang}, Stat. Probab. Lett. 193, Article ID 109704, 8 p. (2023; Zbl 1499.60266) Full Text: DOI arXiv
Matsumoto, Hiroyuki; Otani, Jun Laplacian and Brownian motion on positive definite matrices, revisited. (English) Zbl 1509.60137 Stat. Probab. Lett. 193, Article ID 109696, 8 p. (2023). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 60J65 58J65 PDFBibTeX XMLCite \textit{H. Matsumoto} and \textit{J. Otani}, Stat. Probab. Lett. 193, Article ID 109696, 8 p. (2023; Zbl 1509.60137) Full Text: DOI
Takahashi, Hiroshi; Tamura, Yozo Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\). (English) Zbl 1499.60273 Stat. Probab. Lett. 193, Article ID 109694, 7 p. (2023). MSC: 60J60 60J65 PDFBibTeX XMLCite \textit{H. Takahashi} and \textit{Y. Tamura}, Stat. Probab. Lett. 193, Article ID 109694, 7 p. (2023; Zbl 1499.60273) Full Text: DOI
Lee, Taeho Exact simulation for the first hitting time of Brownian motion and Brownian bridge. (English) Zbl 1499.60277 Stat. Probab. Lett. 193, Article ID 109654, 8 p. (2023). MSC: 60J65 60J60 PDFBibTeX XMLCite \textit{T. Lee}, Stat. Probab. Lett. 193, Article ID 109654, 8 p. (2023; Zbl 1499.60277) Full Text: DOI
Lu, Yingdong Approximating the magnetization in the Curie-Weiss model. (English) Zbl 1498.60390 Stat. Probab. Lett. 190, Article ID 109620, 8 p. (2022). MSC: 60K35 60F99 PDFBibTeX XMLCite \textit{Y. Lu}, Stat. Probab. Lett. 190, Article ID 109620, 8 p. (2022; Zbl 1498.60390) Full Text: DOI
Tran, Ky Q.; Le, Bich T. N. On exponential stability of non-autonomous stochastic differential equations with Markovian switching. (English) Zbl 1500.60034 Stat. Probab. Lett. 189, Article ID 109602, 8 p. (2022). MSC: 60H10 60J60 34K50 93E15 PDFBibTeX XMLCite \textit{K. Q. Tran} and \textit{B. T. N. Le}, Stat. Probab. Lett. 189, Article ID 109602, 8 p. (2022; Zbl 1500.60034) Full Text: DOI
Buonaguidi, B. The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria. (English) Zbl 1498.60158 Stat. Probab. Lett. 189, Article ID 109548, 8 p. (2022). MSC: 60G40 60J60 62C10 62L15 PDFBibTeX XMLCite \textit{B. Buonaguidi}, Stat. Probab. Lett. 189, Article ID 109548, 8 p. (2022; Zbl 1498.60158) Full Text: DOI
Gairat, Alexander; Shcherbakov, Vadim Skew Brownian motion with dry friction: joint density approach. (English) Zbl 1487.60147 Stat. Probab. Lett. 187, Article ID 109511, 4 p. (2022). MSC: 60J65 60J70 60J60 91G20 PDFBibTeX XMLCite \textit{A. Gairat} and \textit{V. Shcherbakov}, Stat. Probab. Lett. 187, Article ID 109511, 4 p. (2022; Zbl 1487.60147) Full Text: DOI arXiv
Xu, Shuli; Feng, Yuqiang; Jiang, Jun; Nie, Na A variation of constant formula for Caputo fractional stochastic differential equations with jump-diffusion. (English) Zbl 1494.60069 Stat. Probab. Lett. 185, Article ID 109406, 11 p. (2022). MSC: 60H10 34K05 34A12 PDFBibTeX XMLCite \textit{S. Xu} et al., Stat. Probab. Lett. 185, Article ID 109406, 11 p. (2022; Zbl 1494.60069) Full Text: DOI
Kim, Yoon Tae; Park, Hyun Suk Normal approximation when a chaos grade is greater than two. (English) Zbl 1489.60038 Stat. Probab. Lett. 185, Article ID 109389, 6 p. (2022). MSC: 60F05 60H05 60J35 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, Stat. Probab. Lett. 185, Article ID 109389, 6 p. (2022; Zbl 1489.60038) Full Text: DOI
Hsu, Yu-Sheng; Chen, Pei-Chun; Wu, Cheng-Hsun Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk. (English) Zbl 1484.60094 Stat. Probab. Lett. 184, Article ID 109383, 6 p. (2022). MSC: 60J70 62P05 91G20 91G60 PDFBibTeX XMLCite \textit{Y.-S. Hsu} et al., Stat. Probab. Lett. 184, Article ID 109383, 6 p. (2022; Zbl 1484.60094) Full Text: DOI
He, Ping; Shen, Yuncong; Sun, Wenjie One-dimensional diffusion and stochastic differential equation. (English) Zbl 1489.60100 Stat. Probab. Lett. 183, Article ID 109333, 13 p. (2022). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{P. He} et al., Stat. Probab. Lett. 183, Article ID 109333, 13 p. (2022; Zbl 1489.60100) Full Text: DOI
Ji, Huijie; Xi, Fubao The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching. (English) Zbl 1481.60157 Stat. Probab. Lett. 181, Article ID 109271, 8 p. (2022). MSC: 60J60 60J76 60H25 60K37 PDFBibTeX XMLCite \textit{H. Ji} and \textit{F. Xi}, Stat. Probab. Lett. 181, Article ID 109271, 8 p. (2022; Zbl 1481.60157) Full Text: DOI
Shen, Leyi; Xia, Xiaoyu; Yan, Litan Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions. (English) Zbl 1478.60220 Stat. Probab. Lett. 181, Article ID 109259, 11 p. (2022). MSC: 60J60 62M05 60K35 60F15 60G22 PDFBibTeX XMLCite \textit{L. Shen} et al., Stat. Probab. Lett. 181, Article ID 109259, 11 p. (2022; Zbl 1478.60220) Full Text: DOI
Rásonyi, Miklós; Tikosi, Kinga On the stability of the stochastic gradient Langevin algorithm with dependent data stream. (English) Zbl 1478.60204 Stat. Probab. Lett. 182, Article ID 109321, 6 p. (2022). MSC: 60J10 60J70 PDFBibTeX XMLCite \textit{M. Rásonyi} and \textit{K. Tikosi}, Stat. Probab. Lett. 182, Article ID 109321, 6 p. (2022; Zbl 1478.60204) Full Text: DOI arXiv
Belmabrouk, Nadia; Damak, Mondher; Yaakoubi, Nejib Dirichlet eigenvalue problems of irreversible Langevin diffusion. (English) Zbl 1474.60184 Stat. Probab. Lett. 180, Article ID 109242, 7 p. (2022). MSC: 60J60 82C35 PDFBibTeX XMLCite \textit{N. Belmabrouk} et al., Stat. Probab. Lett. 180, Article ID 109242, 7 p. (2022; Zbl 1474.60184) Full Text: DOI
Gutierrez-Pavón, Jonathan; Pacheco, Carlos G. Quenched distributions for the maximum, minimum and local time of the Brox diffusion. (English) Zbl 1474.60092 Stat. Probab. Lett. 180, Article ID 109238, 7 p. (2022). MSC: 60G07 PDFBibTeX XMLCite \textit{J. Gutierrez-Pavón} and \textit{C. G. Pacheco}, Stat. Probab. Lett. 180, Article ID 109238, 7 p. (2022; Zbl 1474.60092) Full Text: DOI
Tran, Ky Quan Exponential contraction of switching jump diffusions with a hidden Markov chain. (English) Zbl 1474.60187 Stat. Probab. Lett. 178, Article ID 109191, 7 p. (2021). MSC: 60J60 60J74 PDFBibTeX XMLCite \textit{K. Q. Tran}, Stat. Probab. Lett. 178, Article ID 109191, 7 p. (2021; Zbl 1474.60187) Full Text: DOI
Touhami, Wajdi On skew sticky Brownian motion. (English) Zbl 1476.60141 Stat. Probab. Lett. 173, Article ID 109086, 9 p. (2021). MSC: 60J60 60J65 60H10 PDFBibTeX XMLCite \textit{W. Touhami}, Stat. Probab. Lett. 173, Article ID 109086, 9 p. (2021; Zbl 1476.60141) Full Text: DOI
Franke, B.; Hwang, C.-R.; Ouled Said, A.; Pai, H.-M. A note on the asymptotic variance of drift accelerated diffusions. (English) Zbl 1476.60139 Stat. Probab. Lett. 175, Article ID 109128, 7 p. (2021). MSC: 60J60 60J35 47D07 34K08 PDFBibTeX XMLCite \textit{B. Franke} et al., Stat. Probab. Lett. 175, Article ID 109128, 7 p. (2021; Zbl 1476.60139) Full Text: DOI HAL
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 PDFBibTeX XMLCite \textit{A. Sarantsev}, Stat. Probab. Lett. 175, Article ID 109115, 10 p. (2021; Zbl 1474.60181) Full Text: DOI arXiv
Przybyłowicz, Paweł; Szölgyenyi, Michaela; Xu, Fanhui Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps. (English) Zbl 1482.60080 Stat. Probab. Lett. 174, Article ID 109072, 7 p. (2021). MSC: 60H10 PDFBibTeX XMLCite \textit{P. Przybyłowicz} et al., Stat. Probab. Lett. 174, Article ID 109072, 7 p. (2021; Zbl 1482.60080) Full Text: DOI arXiv
Kondratiev, Yuri; Mishura, Yuliya; Schilling, René L. Asymptotic behaviour and functional limit theorems for a time changed Wiener process. (English) Zbl 1466.60167 Stat. Probab. Lett. 170, Article ID 108997, 9 p. (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J60 60J55 60F05 PDFBibTeX XMLCite \textit{Y. Kondratiev} et al., Stat. Probab. Lett. 170, Article ID 108997, 9 p. (2021; Zbl 1466.60167) Full Text: DOI arXiv
Lv, Guangying; Wei, Jinlong Blowup solutions for stochastic parabolic equations. (English) Zbl 1454.35421 Stat. Probab. Lett. 166, Article ID 108876, 6 p. (2020). MSC: 35R60 35B44 35K20 60H15 60H40 35B51 PDFBibTeX XMLCite \textit{G. Lv} and \textit{J. Wei}, Stat. Probab. Lett. 166, Article ID 108876, 6 p. (2020; Zbl 1454.35421) Full Text: DOI arXiv
Gutierrez-Pavón, Jonathan; Pacheco, Carlos G. A density for the local time of the Brox diffusion. (English) Zbl 1460.60089 Stat. Probab. Lett. 163, Article ID 108791, 4 p. (2020). MSC: 60J60 60J55 PDFBibTeX XMLCite \textit{J. Gutierrez-Pavón} and \textit{C. G. Pacheco}, Stat. Probab. Lett. 163, Article ID 108791, 4 p. (2020; Zbl 1460.60089) Full Text: DOI arXiv
Sarantsev, Andrey Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions. (English) Zbl 1450.60043 Stat. Probab. Lett. 165, Article ID 108860, 6 p. (2020). MSC: 60J60 60J76 PDFBibTeX XMLCite \textit{A. Sarantsev}, Stat. Probab. Lett. 165, Article ID 108860, 6 p. (2020; Zbl 1450.60043) Full Text: DOI arXiv
Mijatović, Aleksandar; Mramor, Veno; Uribe Bravo, Gerónimo A note on the exact simulation of spherical Brownian motion. (English) Zbl 1450.60002 Stat. Probab. Lett. 165, Article ID 108836, 5 p. (2020). MSC: 60-08 60J65 PDFBibTeX XMLCite \textit{A. Mijatović} et al., Stat. Probab. Lett. 165, Article ID 108836, 5 p. (2020; Zbl 1450.60002) Full Text: DOI arXiv
Song, Xinyu; Wang, Yazhen GARCH quasi-likelihood ratios for SV model and the diffusion limit. (English) Zbl 1447.62097 Stat. Probab. Lett. 165, Article ID 108817, 6 p. (2020). MSC: 62M07 62M10 60H15 60J60 62P05 PDFBibTeX XMLCite \textit{X. Song} and \textit{Y. Wang}, Stat. Probab. Lett. 165, Article ID 108817, 6 p. (2020; Zbl 1447.62097) Full Text: DOI
Ouled Said, A. Some remark on the asymptotic variance in a drift accelerated diffusion. (English) Zbl 1437.60049 Stat. Probab. Lett. 162, Article ID 108748, 4 p. (2020). MSC: 60J60 60J35 34K08 PDFBibTeX XMLCite \textit{A. Ouled Said}, Stat. Probab. Lett. 162, Article ID 108748, 4 p. (2020; Zbl 1437.60049) Full Text: DOI
Bhattacharya, Ayan; Palmowski, Zbigniew Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching. (English) Zbl 1422.60143 Stat. Probab. Lett. 154, Article ID 108550, 6 p. (2019). MSC: 60J70 60G55 60J80 PDFBibTeX XMLCite \textit{A. Bhattacharya} and \textit{Z. Palmowski}, Stat. Probab. Lett. 154, Article ID 108550, 6 p. (2019; Zbl 1422.60143) Full Text: DOI arXiv Link
Coutin, Laure; Pontier, Monique Existence and regularity of law density of a pair (diffusion, first component running maximum). (English) Zbl 1458.60088 Stat. Probab. Lett. 153, 130-138 (2019). MSC: 60J60 60H07 60H10 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{M. Pontier}, Stat. Probab. Lett. 153, 130--138 (2019; Zbl 1458.60088) Full Text: DOI HAL
Zhang, Weiwei Super Poincaré inequality for a dynamic model of the two-parameter Dirichlet process. (English) Zbl 1458.60092 Stat. Probab. Lett. 151, 97-105 (2019). MSC: 60J70 60G57 60H10 PDFBibTeX XMLCite \textit{W. Zhang}, Stat. Probab. Lett. 151, 97--105 (2019; Zbl 1458.60092) Full Text: DOI arXiv
Sun, Wenjie; Ying, Jiangang Intrinsic metric and one-dimensional diffusions. (English) Zbl 1429.31008 Stat. Probab. Lett. 150, 146-151 (2019). Reviewer: Ze-Chun Hu (Chengdu) MSC: 31C25 60J60 60J65 PDFBibTeX XMLCite \textit{W. Sun} and \textit{J. Ying}, Stat. Probab. Lett. 150, 146--151 (2019; Zbl 1429.31008) Full Text: DOI
Sirovich, Roberta; Testa, Luisa On the first positive and negative excursion exceeding a given length. (English) Zbl 1454.60124 Stat. Probab. Lett. 150, 137-145 (2019). MSC: 60J60 60G17 91G20 PDFBibTeX XMLCite \textit{R. Sirovich} and \textit{L. Testa}, Stat. Probab. Lett. 150, 137--145 (2019; Zbl 1454.60124) Full Text: DOI Link
Wang, Chen; Zhang, Tusheng Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures. (English) Zbl 1433.60043 Stat. Probab. Lett. 150, 61-67 (2019). MSC: 60H10 60J60 60G57 PDFBibTeX XMLCite \textit{C. Wang} and \textit{T. Zhang}, Stat. Probab. Lett. 150, 61--67 (2019; Zbl 1433.60043) Full Text: DOI
Choi, Michael C. H.; Li, Evelyn A Hoeffding’s inequality for uniformly ergodic diffusion process. (English) Zbl 1448.60047 Stat. Probab. Lett. 150, 23-28 (2019). MSC: 60E15 60F10 60J10 PDFBibTeX XMLCite \textit{M. C. H. Choi} and \textit{E. Li}, Stat. Probab. Lett. 150, 23--28 (2019; Zbl 1448.60047) Full Text: DOI arXiv
Cheng, Lingyan; Wu, Liming Centered Sobolev inequality and exponential convergence in \(\Phi\)-entropy. (English) Zbl 1474.60042 Stat. Probab. Lett. 148, 101-111 (2019). MSC: 60E15 60J60 47J20 PDFBibTeX XMLCite \textit{L. Cheng} and \textit{L. Wu}, Stat. Probab. Lett. 148, 101--111 (2019; Zbl 1474.60042) Full Text: DOI arXiv
Choe, Geon Ho; Jang, Hyun Jin; Na, Young Hoon Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes. (English) Zbl 1420.91453 Stat. Probab. Lett. 148, 43-53 (2019). MSC: 91G20 60J70 62P05 PDFBibTeX XMLCite \textit{G. H. Choe} et al., Stat. Probab. Lett. 148, 43--53 (2019; Zbl 1420.91453) Full Text: DOI
Salminen, Paavo; Vostrikova, Lioudmila On moments of integral exponential functionals of additive processes. (English) Zbl 1407.60115 Stat. Probab. Lett. 146, 139-146 (2019). MSC: 60J75 60J60 60E10 PDFBibTeX XMLCite \textit{P. Salminen} and \textit{L. Vostrikova}, Stat. Probab. Lett. 146, 139--146 (2019; Zbl 1407.60115) Full Text: DOI arXiv
Ngo, Hoang Long; Luong, Duc Trong Tamed Euler-Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients. (English) Zbl 1418.60102 Stat. Probab. Lett. 145, 133-140 (2019). MSC: 60H35 41A25 65C30 PDFBibTeX XMLCite \textit{H. L. Ngo} and \textit{D. T. Luong}, Stat. Probab. Lett. 145, 133--140 (2019; Zbl 1418.60102) Full Text: DOI
Alili, Larbi; Aylwin, Andrew On the semi-group of a scaled skew Bessel process. (English) Zbl 1407.60104 Stat. Probab. Lett. 145, 96-102 (2019). MSC: 60J25 60J60 60J45 60J99 PDFBibTeX XMLCite \textit{L. Alili} and \textit{A. Aylwin}, Stat. Probab. Lett. 145, 96--102 (2019; Zbl 1407.60104) Full Text: DOI
Gajda, J.; Wyłomańska, A.; Kantz, H.; Chechkin, A. V.; Sikora, G. Large deviations of time-averaged statistics for Gaussian processes. (English) Zbl 1406.60044 Stat. Probab. Lett. 143, 47-55 (2018). MSC: 60F10 60G15 60G22 PDFBibTeX XMLCite \textit{J. Gajda} et al., Stat. Probab. Lett. 143, 47--55 (2018; Zbl 1406.60044) Full Text: DOI arXiv
Chen, Yong; Hu, Yaozhong; Wang, Zhi Gradient and stability estimates of heat kernels for fractional powers of elliptic operator. (English) Zbl 1406.60111 Stat. Probab. Lett. 142, 44-49 (2018). MSC: 60J35 47D07 PDFBibTeX XMLCite \textit{Y. Chen} et al., Stat. Probab. Lett. 142, 44--49 (2018; Zbl 1406.60111) Full Text: DOI arXiv
Abi-ayad, Ilham; Mourid, Tahar Parametric estimation for non recurrent diffusion processes. (English) Zbl 1402.62188 Stat. Probab. Lett. 141, 96-102 (2018). MSC: 62M05 60H10 62F12 60J60 PDFBibTeX XMLCite \textit{I. Abi-ayad} and \textit{T. Mourid}, Stat. Probab. Lett. 141, 96--102 (2018; Zbl 1402.62188) Full Text: DOI
Shen, Yuncong; Ying, Jiangang Excessive measures for linear diffusions. (English) Zbl 1392.60066 Stat. Probab. Lett. 135, 132-139 (2018). MSC: 60J45 60J60 60J25 PDFBibTeX XMLCite \textit{Y. Shen} and \textit{J. Ying}, Stat. Probab. Lett. 135, 132--139 (2018; Zbl 1392.60066) Full Text: DOI
Sabelfeld, Karl K. Application of the von Mises-Fisher distribution to random walk on spheres method for solving high-dimensional diffusion-advection-reaction equations. (English) Zbl 1391.65011 Stat. Probab. Lett. 138, 137-142 (2018). MSC: 65C05 65C20 65Z05 PDFBibTeX XMLCite \textit{K. K. Sabelfeld}, Stat. Probab. Lett. 138, 137--142 (2018; Zbl 1391.65011) Full Text: DOI
Yun, Youngyun The moments of a diffusion process. (English) Zbl 1391.60200 Stat. Probab. Lett. 138, 36-41 (2018). MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{Y. Yun}, Stat. Probab. Lett. 138, 36--41 (2018; Zbl 1391.60200) Full Text: DOI
Mao, Yong-Hua; Xu, Liping; Zhang, Ming; Zhang, Yu-Hui Convergence in total variation distance for (in)homogeneous Markov processes. (English) Zbl 1391.60195 Stat. Probab. Lett. 137, 54-62 (2018). MSC: 60J60 26D10 47D07 60J25 PDFBibTeX XMLCite \textit{Y.-H. Mao} et al., Stat. Probab. Lett. 137, 54--62 (2018; Zbl 1391.60195) Full Text: DOI
Martin, Ryan; Ouyang, Cheng; Domagni, Francois ‘Purposely misspecified’ posterior inference on the volatility of a jump diffusion process. (English) Zbl 1440.62315 Stat. Probab. Lett. 134, 106-113 (2018). MSC: 62M02 62F12 62F15 62F25 60J76 60J60 PDFBibTeX XMLCite \textit{R. Martin} et al., Stat. Probab. Lett. 134, 106--113 (2018; Zbl 1440.62315) Full Text: DOI
Zhou, Jiang; Wu, Lan; Bai, Yang Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications. (English) Zbl 1377.60056 Stat. Probab. Lett. 125, 80-90 (2017). MSC: 60G40 60J60 60J75 PDFBibTeX XMLCite \textit{J. Zhou} et al., Stat. Probab. Lett. 125, 80--90 (2017; Zbl 1377.60056) Full Text: DOI arXiv
Ta, Bao Quoc; Van, Chung Pham Some properties of bivariate Schur-constant distributions. (English) Zbl 1416.60030 Stat. Probab. Lett. 124, 69-76 (2017). MSC: 60E05 62E20 60J60 PDFBibTeX XMLCite \textit{B. Q. Ta} and \textit{C. P. Van}, Stat. Probab. Lett. 124, 69--76 (2017; Zbl 1416.60030) Full Text: DOI
Bercu, Bernard; Richou, Adrien Large deviations for the Ornstein-Uhlenbeck process without tears. (English) Zbl 1416.60045 Stat. Probab. Lett. 123, 45-55 (2017). MSC: 60F10 60J60 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{A. Richou}, Stat. Probab. Lett. 123, 45--55 (2017; Zbl 1416.60045) Full Text: DOI
Yano, Kouji; Yano, Yuko; Yen, Ju-Yi Weak convergence of \(h\)-transforms for one-dimensional diffusions. (English) Zbl 1416.60080 Stat. Probab. Lett. 122, 152-156 (2017). MSC: 60J60 60F05 PDFBibTeX XMLCite \textit{K. Yano} et al., Stat. Probab. Lett. 122, 152--156 (2017; Zbl 1416.60080) Full Text: DOI
Gapeev, Pavel V.; Stoev, Yavor I. On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models. (English) Zbl 1354.60089 Stat. Probab. Lett. 121, 152-162 (2017). MSC: 60J75 60J60 60H10 60J65 60G55 60G40 60G51 60E10 34B05 PDFBibTeX XMLCite \textit{P. V. Gapeev} and \textit{Y. I. Stoev}, Stat. Probab. Lett. 121, 152--162 (2017; Zbl 1354.60089) Full Text: DOI
Sabelfeld, Karl K. A mesh free floating random walk method for solving diffusion imaging problems. (English) Zbl 1354.65015 Stat. Probab. Lett. 121, 6-11 (2017). MSC: 65C30 60H10 60H35 34F05 60G50 60J60 78A35 78M31 PDFBibTeX XMLCite \textit{K. K. Sabelfeld}, Stat. Probab. Lett. 121, 6--11 (2017; Zbl 1354.65015) Full Text: DOI
Tuan, Nguyen Huy; Nane, Erkan Inverse source problem for time-fractional diffusion with discrete random noise. (English) Zbl 1417.35223 Stat. Probab. Lett. 120, 126-134 (2017). MSC: 35R11 35R30 62G08 PDFBibTeX XMLCite \textit{N. H. Tuan} and \textit{E. Nane}, Stat. Probab. Lett. 120, 126--134 (2017; Zbl 1417.35223) Full Text: DOI arXiv
Xu, Lihu; Yue, Wen; Zhang, Tusheng Smooth densities of the laws of perturbed diffusion processes. (English) Zbl 1350.60082 Stat. Probab. Lett. 119, 55-62 (2016). MSC: 60J60 60H10 60H07 PDFBibTeX XMLCite \textit{L. Xu} et al., Stat. Probab. Lett. 119, 55--62 (2016; Zbl 1350.60082) Full Text: DOI arXiv
Wang, Yizao Large jumps of \(q\)-Ornstein-Uhlenbeck processes. (English) Zbl 1347.60117 Stat. Probab. Lett. 118, 110-116 (2016). MSC: 60J60 60G17 60F05 60G70 PDFBibTeX XMLCite \textit{Y. Wang}, Stat. Probab. Lett. 118, 110--116 (2016; Zbl 1347.60117) Full Text: DOI arXiv
Ai, Xiaohui A note on Karhunen-Loève expansions for the demeaned stationary Ornstein-Uhlenbeck process. (English) Zbl 1346.60028 Stat. Probab. Lett. 117, 113-117 (2016). MSC: 60F15 60J60 60G10 60F99 PDFBibTeX XMLCite \textit{X. Ai}, Stat. Probab. Lett. 117, 113--117 (2016; Zbl 1346.60028) Full Text: DOI
Álvarez-Liébana, Javier; Bosq, Denis; Ruiz-Medina, María D. Consistency of the plug-in functional predictor of the Ornstein-Uhlenbeck process in Hilbert and Banach spaces. (English) Zbl 1346.60029 Stat. Probab. Lett. 117, 12-22 (2016). MSC: 60F15 62M20 62F12 60J60 60F99 60G10 60G15 60J05 65C60 PDFBibTeX XMLCite \textit{J. Álvarez-Liébana} et al., Stat. Probab. Lett. 117, 12--22 (2016; Zbl 1346.60029) Full Text: DOI arXiv
Vrins, Frédéric Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 1342.60135 Stat. Probab. Lett. 116, 55-61 (2016). MSC: 60J60 60H10 60G51 60E10 60H05 60G55 PDFBibTeX XMLCite \textit{F. Vrins}, Stat. Probab. Lett. 116, 55--61 (2016; Zbl 1342.60135) Full Text: DOI arXiv
Chorro, Christophe A simple probabilistic approach of the yard-sale model. (English) Zbl 1382.91056 Stat. Probab. Lett. 112, 35-40 (2016). MSC: 91B64 91A80 60H30 PDFBibTeX XMLCite \textit{C. Chorro}, Stat. Probab. Lett. 112, 35--40 (2016; Zbl 1382.91056) Full Text: DOI Link
He, Guoman; Zhang, Hanjun On quasi-ergodic distribution for one-dimensional diffusions. (English) Zbl 1336.60155 Stat. Probab. Lett. 110, 175-180 (2016). MSC: 60J60 60J70 47D07 37A30 PDFBibTeX XMLCite \textit{G. He} and \textit{H. Zhang}, Stat. Probab. Lett. 110, 175--180 (2016; Zbl 1336.60155) Full Text: DOI arXiv
Kobayashi, Kei Small ball probabilities for a class of time-changed self-similar processes. (English) Zbl 1337.60058 Stat. Probab. Lett. 110, 155-161 (2016). MSC: 60G18 60F99 60G51 60G22 PDFBibTeX XMLCite \textit{K. Kobayashi}, Stat. Probab. Lett. 110, 155--161 (2016; Zbl 1337.60058) Full Text: DOI arXiv
Hening, Alexandru Transient one-dimensional diffusions conditioned to converge to a different limit point. (English) Zbl 1336.60156 Stat. Probab. Lett. 110, 62-73 (2016). MSC: 60J60 92D25 PDFBibTeX XMLCite \textit{A. Hening}, Stat. Probab. Lett. 110, 62--73 (2016; Zbl 1336.60156) Full Text: DOI arXiv
Xu, Guangli; Wang, Yongjin On stability of the Markov-modulated skew CIR process. (English) Zbl 1382.60105 Stat. Probab. Lett. 109, 139-144 (2016). MSC: 60J60 60J75 PDFBibTeX XMLCite \textit{G. Xu} and \textit{Y. Wang}, Stat. Probab. Lett. 109, 139--144 (2016; Zbl 1382.60105) Full Text: DOI
Sakhanenko, Lyudmila Rate acceleration for estimators of integral curves from diffusion tensor imaging (DTI) data. (English) Zbl 1359.62409 Stat. Probab. Lett. 107, 286-295 (2015). MSC: 62M40 62G05 62G20 PDFBibTeX XMLCite \textit{L. Sakhanenko}, Stat. Probab. Lett. 107, 286--295 (2015; Zbl 1359.62409) Full Text: DOI
Zhou, Jiang; Wu, Lan Occupation times of refracted double exponential jump diffusion processes. (English) Zbl 1397.60111 Stat. Probab. Lett. 106, 218-227 (2015). MSC: 60J60 60J75 60G51 PDFBibTeX XMLCite \textit{J. Zhou} and \textit{L. Wu}, Stat. Probab. Lett. 106, 218--227 (2015; Zbl 1397.60111) Full Text: DOI
Li, Peng; Zhou, Ming; Yin, Chuancun Optimal reinsurance with both proportional and fixed costs. (English) Zbl 1398.91341 Stat. Probab. Lett. 106, 134-141 (2015). MSC: 91B30 60G40 60J70 PDFBibTeX XMLCite \textit{P. Li} et al., Stat. Probab. Lett. 106, 134--141 (2015; Zbl 1398.91341) Full Text: DOI
Kromer, E.; Overbeck, L.; Röder, J. A. L. Feynman-Kac for functional jump diffusions with an application to credit value adjustment. (English) Zbl 1330.60098 Stat. Probab. Lett. 105, 120-129 (2015). MSC: 60J60 60J75 60H10 60H05 91G40 91G80 PDFBibTeX XMLCite \textit{E. Kromer} et al., Stat. Probab. Lett. 105, 120--129 (2015; Zbl 1330.60098) Full Text: DOI
Jedidi, Wissem; Simon, Thomas Diffusion hitting times and the bell-shape. (English) Zbl 1333.60172 Stat. Probab. Lett. 102, 38-41 (2015). MSC: 60J60 60E05 PDFBibTeX XMLCite \textit{W. Jedidi} and \textit{T. Simon}, Stat. Probab. Lett. 102, 38--41 (2015; Zbl 1333.60172) Full Text: DOI arXiv
Abdelrazeq, Ibrahim Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters. (English) Zbl 1339.60114 Stat. Probab. Lett. 104, 26-35 (2015). MSC: 60J60 60G51 62M02 62M05 62F12 PDFBibTeX XMLCite \textit{I. Abdelrazeq}, Stat. Probab. Lett. 104, 26--35 (2015; Zbl 1339.60114) Full Text: DOI
Song, Shiyu; Wang, Suxin; Wang, Yongjin First hitting times for doubly skewed Ornstein-Uhlenbeck processes. (English) Zbl 1321.60157 Stat. Probab. Lett. 96, 212-222 (2015). MSC: 60J60 PDFBibTeX XMLCite \textit{S. Song} et al., Stat. Probab. Lett. 96, 212--222 (2015; Zbl 1321.60157) Full Text: DOI
Cai, Yujie; Huang, Jianhui; Maroulas, Vasileios Large deviations of mean-field stochastic differential equations with jumps. (English) Zbl 1310.60072 Stat. Probab. Lett. 96, 1-9 (2015). MSC: 60H10 60F10 60G57 60J60 60J75 PDFBibTeX XMLCite \textit{Y. Cai} et al., Stat. Probab. Lett. 96, 1--9 (2015; Zbl 1310.60072) Full Text: DOI
Kızıldemir, Bünyamin; Privault, Nicolas Supermodular ordering of Poisson arrays. (English) Zbl 1321.60029 Stat. Probab. Lett. 98, 136-143 (2015). MSC: 60E15 62H20 60E07 91G80 PDFBibTeX XMLCite \textit{B. Kızıldemir} and \textit{N. Privault}, Stat. Probab. Lett. 98, 136--143 (2015; Zbl 1321.60029) Full Text: DOI Link
Pei, Ling Logarithmic Sobolev inequality on free path space over a compact Riemannian manifold. (English) Zbl 1321.58036 Stat. Probab. Lett. 98, 12-19 (2015). MSC: 58J65 58J60 PDFBibTeX XMLCite \textit{L. Pei}, Stat. Probab. Lett. 98, 12--19 (2015; Zbl 1321.58036) Full Text: DOI
Kim, Jeong-Hoon; Park, Sang-Hyeon A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion. (English) Zbl 1328.60161 Stat. Probab. Lett. 94, 39-47 (2014). MSC: 60H30 60H10 60J60 91G80 PDFBibTeX XMLCite \textit{J.-H. Kim} and \textit{S.-H. Park}, Stat. Probab. Lett. 94, 39--47 (2014; Zbl 1328.60161) Full Text: DOI
Peng, Jun A note on the first passage time of diffusions with holding and jumping boundary. (English) Zbl 1296.60217 Stat. Probab. Lett. 93, 58-64 (2014). MSC: 60J60 PDFBibTeX XMLCite \textit{J. Peng}, Stat. Probab. Lett. 93, 58--64 (2014; Zbl 1296.60217) Full Text: DOI
Hieber, Peter First-passage times of regime switching models. (English) Zbl 1351.60049 Stat. Probab. Lett. 92, 148-157 (2014). MSC: 60G40 60J65 60J27 60J60 PDFBibTeX XMLCite \textit{P. Hieber}, Stat. Probab. Lett. 92, 148--157 (2014; Zbl 1351.60049) Full Text: DOI Link
Chojecki, Tymoteusz; Komorowski, Tomasz On positivity of the variance of a tracer moving in a divergence-free Gaussian random field. (English) Zbl 1298.60080 Stat. Probab. Lett. 91, 98-106 (2014). MSC: 60J60 60G60 PDFBibTeX XMLCite \textit{T. Chojecki} and \textit{T. Komorowski}, Stat. Probab. Lett. 91, 98--106 (2014; Zbl 1298.60080) Full Text: DOI
Xifara, T.; Sherlock, C.; Livingstone, S.; Byrne, S.; Girolami, M. Langevin diffusions and the Metropolis-adjusted Langevin algorithm. (English) Zbl 1298.60081 Stat. Probab. Lett. 91, 14-19 (2014). MSC: 60J60 60J25 PDFBibTeX XMLCite \textit{T. Xifara} et al., Stat. Probab. Lett. 91, 14--19 (2014; Zbl 1298.60081) Full Text: DOI arXiv
Mijena, Jebessa B.; Nane, Erkan Correlation structure of time-changed Pearson diffusions. (English) Zbl 1296.60216 Stat. Probab. Lett. 90, 68-77 (2014). MSC: 60J60 PDFBibTeX XMLCite \textit{J. B. Mijena} and \textit{E. Nane}, Stat. Probab. Lett. 90, 68--77 (2014; Zbl 1296.60216) Full Text: DOI arXiv
Cui, Zhenyu A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions. (English) Zbl 1296.60083 Stat. Probab. Lett. 89, 118-123 (2014). MSC: 60F20 60J60 PDFBibTeX XMLCite \textit{Z. Cui}, Stat. Probab. Lett. 89, 118--123 (2014; Zbl 1296.60083) Full Text: DOI arXiv
Cheng, Li-Juan A probabilistic approach for gradient estimates on time-inhomogeneous manifolds. (English) Zbl 1307.58015 Stat. Probab. Lett. 88, 174-183 (2014). Reviewer: Simon Eloshvili (Tbilisi) MSC: 58J65 60G46 53C44 PDFBibTeX XMLCite \textit{L.-J. Cheng}, Stat. Probab. Lett. 88, 174--183 (2014; Zbl 1307.58015) Full Text: DOI
Chen, Jinwen; Jian, Siqi A remark on quasi-ergodicity of ultracontractive Markov processes. (English) Zbl 1326.60108 Stat. Probab. Lett. 87, 184-190 (2014). MSC: 60J25 60J35 60J65 60J70 60F15 PDFBibTeX XMLCite \textit{J. Chen} and \textit{S. Jian}, Stat. Probab. Lett. 87, 184--190 (2014; Zbl 1326.60108) Full Text: DOI
Huang, Gang; Mandjes, Michel; Spreij, Peter Weak convergence of Markov-modulated diffusion processes with rapid switching. (English) Zbl 1293.60076 Stat. Probab. Lett. 86, 74-79 (2014). MSC: 60J60 60F05 PDFBibTeX XMLCite \textit{G. Huang} et al., Stat. Probab. Lett. 86, 74--79 (2014; Zbl 1293.60076) Full Text: DOI arXiv
Djellout, Hacène; Samoura, Yacouba Large and moderate deviations of realized covolatility. (English) Zbl 1296.60067 Stat. Probab. Lett. 86, 30-37 (2014). MSC: 60F10 62J05 60J05 PDFBibTeX XMLCite \textit{H. Djellout} and \textit{Y. Samoura}, Stat. Probab. Lett. 86, 30--37 (2014; Zbl 1296.60067) Full Text: DOI
Mishura, Yuliya Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent. (English) Zbl 1331.62116 Stat. Probab. Lett. 86, 24-29 (2014). MSC: 62F12 62M05 60H10 60J60 PDFBibTeX XMLCite \textit{Y. Mishura}, Stat. Probab. Lett. 86, 24--29 (2014; Zbl 1331.62116) Full Text: DOI arXiv
Forde, Martin On the Markovian projection in the Brunick-Shreve mimicking result. (English) Zbl 1290.60077 Stat. Probab. Lett. 85, 98-105 (2014). MSC: 60J60 60J55 60H10 PDFBibTeX XMLCite \textit{M. Forde}, Stat. Probab. Lett. 85, 98--105 (2014; Zbl 1290.60077) Full Text: DOI
Hobson, David G. Fake exponential Brownian motion. (English) Zbl 1293.60079 Stat. Probab. Lett. 83, No. 10, 2386-2390 (2013). MSC: 60J65 60G44 60J60 PDFBibTeX XMLCite \textit{D. G. Hobson}, Stat. Probab. Lett. 83, No. 10, 2386--2390 (2013; Zbl 1293.60079) Full Text: DOI arXiv
D’Amico, Guglielmo; Manca, Raimondo; Salvi, Giovanni A semi-Markov modulated interest rate model. (English) Zbl 1283.91189 Stat. Probab. Lett. 83, No. 9, 2094-2102 (2013). MSC: 91G30 60K20 60J60 60H30 PDFBibTeX XMLCite \textit{G. D'Amico} et al., Stat. Probab. Lett. 83, No. 9, 2094--2102 (2013; Zbl 1283.91189) Full Text: DOI arXiv
Jaworski, Piotr; Krzywda, Marcin Coupling of Wiener processes by using copulas. (English) Zbl 1383.60034 Stat. Probab. Lett. 83, No. 9, 2027-2033 (2013). MSC: 60G18 60E05 60J60 60H15 62H05 PDFBibTeX XMLCite \textit{P. Jaworski} and \textit{M. Krzywda}, Stat. Probab. Lett. 83, No. 9, 2027--2033 (2013; Zbl 1383.60034) Full Text: DOI