Arezoomandan, Mahdieh; Soheili, Ali R. Spectral collocation method for stochastic partial differential equations with fractional Brownian motion. (English) Zbl 07309622 J. Comput. Appl. Math. 389, Article ID 113369, 19 p. (2021). MSC: 65C30 60H35 60H15 PDF BibTeX XML Cite \textit{M. Arezoomandan} and \textit{A. R. Soheili}, J. Comput. Appl. Math. 389, Article ID 113369, 19 p. (2021; Zbl 07309622) Full Text: DOI
Fallah, Somayeh; Mehrdoust, Farshid CEV model equipped with the long-memory. (English) Zbl 07309617 J. Comput. Appl. Math. 389, Article ID 113359, 16 p. (2021). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{S. Fallah} and \textit{F. Mehrdoust}, J. Comput. Appl. Math. 389, Article ID 113359, 16 p. (2021; Zbl 07309617) Full Text: DOI
Maleki Almani, H.; Hosseini, S. M.; Tahmasebi, M. Fractional Brownian motion with two-variable Hurst exponent. (English) Zbl 07305203 J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021). MSC: 60G05 60G10 60G15 60G17 60G18 60G20 60G22 60G50 PDF BibTeX XML Cite \textit{H. Maleki Almani} et al., J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021; Zbl 07305203) Full Text: DOI
Shahnazi-Pour, A.; Moghaddam, B. Parsa; Babaei, A. Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion. (English) Zbl 07305136 J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021). MSC: 60 26A33 34A08 60H10 62L20 PDF BibTeX XML Cite \textit{A. Shahnazi-Pour} et al., J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021; Zbl 07305136) Full Text: DOI
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process. (English) Zbl 07302995 J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021). MSC: 62G07 62M09 60G15 60G22 60G65 60H15 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021; Zbl 07302995) Full Text: DOI
Alos, Elisa; Garcia Lorite, David Malliavin calculus in finance. Theory and practice (to appear). (English) Zbl 07302702 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-89344-6/hbk). 344 p. (2021). MSC: 91-02 91G20 60H07 60G22 PDF BibTeX XML Cite \textit{E. Alos} and \textit{D. Garcia Lorite}, Malliavin calculus in finance. Theory and practice (to appear). Boca Raton, FL: CRC Press (2021; Zbl 07302702)
Majdoub, Mohamed; Mliki, Ezzedine Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise. (English) Zbl 07301482 Anal. Math. Phys. 11, No. 1, Paper No. 20, 12 p. (2021). Reviewer: Manil T. Mohan (Roorkee) MSC: 60H15 60H30 35R60 35K05 PDF BibTeX XML Cite \textit{M. Majdoub} and \textit{E. Mliki}, Anal. Math. Phys. 11, No. 1, Paper No. 20, 12 p. (2021; Zbl 07301482) Full Text: DOI
Fu, Zuopeng; Wang, Yizao Simulations for Karlin random fields. (English) Zbl 07298007 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 167-192 (2021). MSC: 60G22 60G52 60G60 PDF BibTeX XML Cite \textit{Z. Fu} and \textit{Y. Wang}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 167--192 (2021; Zbl 07298007) Full Text: Link
Daw, Lara A uniform result for the dimension of fractional Brownian motion level sets. (English) Zbl 07290527 Stat. Probab. Lett. 169, Article ID 108984, 10 p. (2021). MSC: 60G22 28A80 PDF BibTeX XML Cite \textit{L. Daw}, Stat. Probab. Lett. 169, Article ID 108984, 10 p. (2021; Zbl 07290527) Full Text: DOI
Ahmadova, Arzu; Mahmudov, Nazim I. Ulam-Hyers stability of Caputo type fractional stochastic neutral differential equations. (English) Zbl 07290499 Stat. Probab. Lett. 168, Article ID 108949, 6 p. (2021). MSC: 34A08 34F05 34A09 34D10 60J65 PDF BibTeX XML Cite \textit{A. Ahmadova} and \textit{N. I. Mahmudov}, Stat. Probab. Lett. 168, Article ID 108949, 6 p. (2021; Zbl 07290499) Full Text: DOI
Han, Min; Xu, Yong; Pei, Bin Mixed stochastic differential equations: averaging principle result. (English) Zbl 07281288 Appl. Math. Lett. 112, Article ID 106705, 7 p. (2021). MSC: 60 34 PDF BibTeX XML Cite \textit{M. Han} et al., Appl. Math. Lett. 112, Article ID 106705, 7 p. (2021; Zbl 07281288) Full Text: DOI
dos Santos, Maike A. F.; Nobre, Fernando D.; Curado, Evaldo M. F. Monitoring Lévy-process crossovers. (English) Zbl 07274887 Commun. Nonlinear Sci. Numer. Simul. 92, Article ID 105490, 10 p. (2021). MSC: 82C41 60G51 60G22 35R11 26A33 PDF BibTeX XML Cite \textit{M. A. F. dos Santos} et al., Commun. Nonlinear Sci. Numer. Simul. 92, Article ID 105490, 10 p. (2021; Zbl 07274887) Full Text: DOI
Dai, Xinjie; Xiao, Aiguo A note on Euler method for the overdamped generalized Langevin equation with fractional noise. (English) Zbl 1450.65002 Appl. Math. Lett. 111, Article ID 106669, 6 p. (2021). MSC: 65C30 65R20 35R11 60G22 60H15 PDF BibTeX XML Cite \textit{X. Dai} and \textit{A. Xiao}, Appl. Math. Lett. 111, Article ID 106669, 6 p. (2021; Zbl 1450.65002) 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
Chakraborty, Prakash; Chen, Xia; Gao, Bo; Tindel, Samy Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise. (English) Zbl 07312345 Stochastic Processes Appl. 130, No. 11, 6689-6732 (2020). MSC: 60H15 60G22 60L20 PDF BibTeX XML Cite \textit{P. Chakraborty} et al., Stochastic Processes Appl. 130, No. 11, 6689--6732 (2020; Zbl 07312345) Full Text: DOI
Aurzada, Frank; Buck, Micha; Kilian, Martin Penalizing fractional Brownian motion for being negative. (English) Zbl 07312342 Stochastic Processes Appl. 130, No. 11, 6625-6637 (2020). MSC: 60G22 60G10 PDF BibTeX XML Cite \textit{F. Aurzada} et al., Stochastic Processes Appl. 130, No. 11, 6625--6637 (2020; Zbl 07312342) Full Text: DOI
Rusakov, O. V.; Yakubovich, Yu. V.; Baev, B. A. On some local asymptotic properties of sequences with a random index. (English. Russian original) Zbl 07311063 Vestn. St. Petersbg. Univ., Math. 53, No. 3, 308-319 (2020); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 453-468 (2020). MSC: 60 28A 28 PDF BibTeX XML Cite \textit{O. V. Rusakov} et al., Vestn. St. Petersbg. Univ., Math. 53, No. 3, 308--319 (2020; Zbl 07311063); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 453--468 (2020) 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
Keddi, Abdelmalik; Madani, Fethi; Bouchentouf, Amina Angelika Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion. (English) Zbl 07299299 Acta Univ. Sapientiae, Math. 12, No. 1, 128-145 (2020). MSC: 62G07 62M09 60G22 60H10 PDF BibTeX XML Cite \textit{A. Keddi} et al., Acta Univ. Sapientiae, Math. 12, No. 1, 128--145 (2020; Zbl 07299299) Full Text: DOI
Skiadas, Christos H.; Skiadas, Charilaos The first exit time stochastic theory applied to estimate the life-time of a complicated system. (English) Zbl 07297574 Methodol. Comput. Appl. Probab. 22, No. 4, 1601-1611 (2020). MSC: 60 26A33 35R60 60G22 60G40 60H15 60H35 62N05 PDF BibTeX XML Cite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Methodol. Comput. Appl. Probab. 22, No. 4, 1601--1611 (2020; Zbl 07297574) Full Text: DOI
Ling, Chengxiu; Zhang, Hong On generalized Berman constants. (English) Zbl 07297551 Methodol. Comput. Appl. Probab. 22, No. 3, 1125-1143 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{C. Ling} and \textit{H. Zhang}, Methodol. Comput. Appl. Probab. 22, No. 3, 1125--1143 (2020; Zbl 07297551) Full Text: DOI
Gerolimetto, Margherita; Magrini, Stefano Testing for boundary conditions in case of fractionally integrated processes. (English) Zbl 07297223 Stat. Methods Appl. 29, No. 2, 357-371 (2020). MSC: 62M10 62G10 62G09 60G22 65C05 PDF BibTeX XML Cite \textit{M. Gerolimetto} and \textit{S. Magrini}, Stat. Methods Appl. 29, No. 2, 357--371 (2020; Zbl 07297223) Full Text: DOI
Cheung, Ying Lun; Hassler, Uwe Whittle-type estimation under long memory and nonstationarity. (English) Zbl 07297211 AStA, Adv. Stat. Anal. 104, No. 3, 363-383 (2020). MSC: 62M10 62F03 60G22 PDF BibTeX XML Cite \textit{Y. L. Cheung} and \textit{U. Hassler}, AStA, Adv. Stat. Anal. 104, No. 3, 363--383 (2020; Zbl 07297211) Full Text: DOI
Avetisian, Diana; Ralchenko, Kostiantyn Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. (English) Zbl 07296197 Mod. Stoch., Theory Appl. 7, No. 3, 339-356 (2020). MSC: 60H15 35R11 35R60 60G22 62F10 PDF BibTeX XML Cite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 7, No. 3, 339--356 (2020; Zbl 07296197) Full Text: DOI
Yang, Yue; Wang, Yongmao Asian option pricing under sub-fractional Brownian motion with jump. (Chinese. English summary) Zbl 07296052 Math. Pract. Theory 50, No. 13, 131-140 (2020). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{Y. Wang}, Math. Pract. Theory 50, No. 13, 131--140 (2020; Zbl 07296052)
Liang, Xizhu; Xue, Hong; Wang, Rui Pricing of minimum or maximum option in sub-fractional Brownian motion environment. (English) Zbl 07295145 J. Anhui Norm. Univ., Nat. Sci. 43, No. 2, 123-128 (2020). MSC: 91G20 60G22 28A80 PDF BibTeX XML Cite \textit{X. Liang} et al., J. Anhui Norm. Univ., Nat. Sci. 43, No. 2, 123--128 (2020; Zbl 07295145) Full Text: DOI
Luan, Na’na On the local time of subfractional Brownian motion. (Chinese. English summary) Zbl 07294913 Acta Math. Sin., Chin. Ser. 63, No. 1, 89-96 (2020). MSC: 60J55 60G22 PDF BibTeX XML Cite \textit{N. Luan}, Acta Math. Sin., Chin. Ser. 63, No. 1, 89--96 (2020; Zbl 07294913)
Sang, Liheng; Chen, Zhenlong; Hao, Xiaozhen Smoothness for the renormalized self-intersection local time of bifractional Brownian motion. (Chinese. English summary) Zbl 07294904 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 3, 796-810 (2020). MSC: 60J55 60G22 PDF BibTeX XML Cite \textit{L. Sang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 3, 796--810 (2020; Zbl 07294904)
Ran, Qikang SDE driven by fractional Brown motion and their coefficients are locally linear growth. (Chinese. English summary) Zbl 07294848 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 1, 200-211 (2020). MSC: 60H10 60H05 PDF BibTeX XML Cite \textit{Q. Ran}, Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 1, 200--211 (2020; Zbl 07294848)
Kalemkerian, Juan; Sosa, Andrés Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices. (English) Zbl 07294466 J. Dyn. Games 7, No. 3, 225-237 (2020). MSC: 91G30 60G22 PDF BibTeX XML Cite \textit{J. Kalemkerian} and \textit{A. Sosa}, J. Dyn. Games 7, No. 3, 225--237 (2020; Zbl 07294466) Full Text: DOI
Kleptsyna, M. L.; Marushkevych, D. A.; Chigansky, P. Yu. Asymptotic accuracy in estimation of a fractional signal in a small white noise. (English. Russian original) Zbl 07294379 Autom. Remote Control 81, No. 3, 411-429 (2020); translation from Avtom. Telemekh. 2020, No. 3, 44-66 (2020). MSC: 93E11 93C05 60G22 60H40 PDF BibTeX XML Cite \textit{M. L. Kleptsyna} et al., Autom. Remote Control 81, No. 3, 411--429 (2020; Zbl 07294379); translation from Avtom. Telemekh. 2020, No. 3, 44--66 (2020) Full Text: DOI
Jaramillo, Arturo; Nualart, David Collision of eigenvalues for matrix-valued processes. (English) Zbl 07293114 Random Matrices Theory Appl. 9, No. 4, Article ID 2030001, 26 p. (2020). MSC: 60B20 60G15 PDF BibTeX XML Cite \textit{A. Jaramillo} and \textit{D. Nualart}, Random Matrices Theory Appl. 9, No. 4, Article ID 2030001, 26 p. (2020; Zbl 07293114) Full Text: DOI
Makogin, V. I.; Mishura, Yu. S.; Zheleznyak, G. S. Minimization of the entropy for a mixture of standard and fractional Brownian motions. (English. Ukrainian original) Zbl 07291175 Theory Probab. Math. Stat. 101, 193-215 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 169-188 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDF BibTeX XML Cite \textit{V. I. Makogin} et al., Theory Probab. Math. Stat. 101, 193--215 (2020; Zbl 07291175); translation from Teor. Jmovirn. Mat. Stat. 101, 169--188 (2019) Full Text: DOI
Keddi, Abdelmalik; Madani, Fethi; Bouchentouf, Amina Angelika Nonparametric estimation of trend function for stochastic differential equations driven by a weighted fractional Brownian motion. (English) Zbl 07288649 Appl. Appl. Math. 15, No. 2, 708-724 (2020). MSC: 62G07 60G22 60H15 PDF BibTeX XML Cite \textit{A. Keddi} et al., Appl. Appl. Math. 15, No. 2, 708--724 (2020; Zbl 07288649) Full Text: Link
Lee, Jeonghwa Wavelet estimation in OFBM: choosing scale parameter in different sampling methods and different parameter values. (English) Zbl 07287572 Stat. Probab. Lett. 166, Article ID 108877, 10 p. (2020). MSC: 60G22 62G05 42C40 PDF BibTeX XML Cite \textit{J. Lee}, Stat. Probab. Lett. 166, Article ID 108877, 10 p. (2020; Zbl 07287572) Full Text: DOI
Anguraj, A.; Ramkumar, K.; Ravikumar, K.; Elsayed, E. M. On neutral stochastic integrodifferential equations with infinite delay driven by fractional Brownian motion. (English) Zbl 07285388 Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 27, No. 5, 309-323 (2020). MSC: 34K30 34K40 34K50 60J65 PDF BibTeX XML Cite \textit{A. Anguraj} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 27, No. 5, 309--323 (2020; Zbl 07285388) Full Text: Link
Telesca, Luciano; Czechowski, Zbigniew Clustering of extreme events in time series generated by the fractional Ornstein-Uhlenbeck equation. (English) Zbl 07284294 Chaos 30, No. 9, 093140, 10 p. (2020). MSC: 62M10 62G32 62H30 60G22 PDF BibTeX XML Cite \textit{L. Telesca} and \textit{Z. Czechowski}, Chaos 30, No. 9, 093140, 10 p. (2020; Zbl 07284294) Full Text: DOI
Lleo, Sébastien Book review of: A. N. Shiryaev, Stochastic disorder problems. (English) Zbl 1451.00042 Quant. Finance 20, No. 7, 1057-1058 (2020). MSC: 00A17 93-02 60-02 93E03 93E10 62C10 60G40 60G22 60J65 91G99 PDF BibTeX XML Cite \textit{S. Lleo}, Quant. Finance 20, No. 7, 1057--1058 (2020; Zbl 1451.00042) Full Text: DOI
Grecksch, Wilfried; Lisei, Hannelore Stochastic Schrödinger equations. (English) Zbl 07279977 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific (ISBN 978-981-12-0978-9/hbk; 978-981-12-0980-2/ebook). 115-160 (2020). MSC: 49J55 60H15 35R60 60H30 60G22 PDF BibTeX XML Cite \textit{W. Grecksch} and \textit{H. Lisei}, in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 115--160 (2020; Zbl 07279977) Full Text: DOI
Hamit, Mahamat Hassan Mahamat; Allognissode, Fulbert Kuessi; Mohamed, Mohamed salem; Issaka, Louk-Man; Diop, Mamadou Abdoul Attractiveness and exponential \(p\)-stability of neutral stochastic functional integro-differential equations driven by Wiener process and fBm with impulses effects. (English) Zbl 07274339 Discontin. Nonlinearity Complex. 9, No. 3, 351-366 (2020). MSC: 60 45 PDF BibTeX XML Cite \textit{M. H. M. Hamit} et al., Discontin. Nonlinearity Complex. 9, No. 3, 351--366 (2020; Zbl 07274339) Full Text: DOI
Diop, Mamadou Abdoul; Ezzinbi, Khalil; Issaka, Louk-Man; Ramkumar, Kasinathan Stability for some impulsive neutral stochastic functional integro-differential equations driven by fractional Brownian motion. (English) Zbl 07273115 Cogent Math. Stat. 7, Article ID 1782120, 24 p. (2020). MSC: 45J 34K PDF BibTeX XML Cite \textit{M. A. Diop} et al., Cogent Math. Stat. 7, Article ID 1782120, 24 p. (2020; Zbl 07273115) Full Text: DOI
Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift. (English) Zbl 1451.60041 Nonlinear Anal., Model. Control 25, No. 6, 1059-1078 (2020). MSC: 60G22 60H10 60H35 91G30 PDF BibTeX XML Cite Nonlinear Anal., Model. Control 25, No. 6, 1059--1078 (2020; Zbl 1451.60041) Full Text: DOI
Ma, Yonggang; Zhang, Qimin; Li, Xining Dissipative control of Markovian jumping genetic regulatory networks with time-varying delays and reaction-diffusion driven by fractional Brownian motion. (English) Zbl 07270818 Differ. Equ. Dyn. Syst. 28, No. 4, 841-864 (2020). MSC: 92C42 93E03 93C43 60G22 PDF BibTeX XML Cite \textit{Y. Ma} et al., Differ. Equ. Dyn. Syst. 28, No. 4, 841--864 (2020; Zbl 07270818) Full Text: DOI
Banna, Oksana; Buryak, Filipp; Mishura, Yuliya Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent. (English) Zbl 07270215 Mod. Stoch., Theory Appl. 7, No. 2, 191-202 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDF BibTeX XML Cite \textit{O. Banna} et al., Mod. Stoch., Theory Appl. 7, No. 2, 191--202 (2020; Zbl 07270215) 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
Peng, Bo; Guo, Jingjun Asset pricing and simulation under the environment of jumping and mixed Gaussian process. (Chinese. English summary) Zbl 07267035 J. Shandong Univ., Nat. Sci. 55, No. 5, 105-113 (2020). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{B. Peng} and \textit{J. Guo}, J. Shandong Univ., Nat. Sci. 55, No. 5, 105--113 (2020; Zbl 07267035) Full Text: DOI
Liu, Pian; Zhang, Jinliang; Zhu, Yimeng European pricing options under jump-fraction process in the fractional Hull-White interest rate model. (Chinese. English summary) Zbl 07266844 J. Inn. Mong. Norm. Univ., Nat. Sci. 49, No. 2, 135-141 (2020). MSC: 91G20 91G30 60G22 PDF BibTeX XML Cite \textit{P. Liu} et al., J. Inn. Mong. Norm. Univ., Nat. Sci. 49, No. 2, 135--141 (2020; Zbl 07266844) Full Text: DOI
Wang, Rui; Xue, Hong; Liang, Xizhu Chooser option pricing in sub-fractional Brownian motion environment. (Chinese. English summary) Zbl 07266790 J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 2, 105-113 (2020). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{R. Wang} et al., J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 2, 105--113 (2020; Zbl 07266790) Full Text: DOI
Li, Yumeng Central limit theorem for stochastic Volterra equation. (Chinese. English summary) Zbl 07266450 Chin. J. Appl. Probab. Stat. 36, No. 2, 173-180 (2020). MSC: 60F05 60H20 PDF BibTeX XML Cite \textit{Y. Li}, Chin. J. Appl. Probab. Stat. 36, No. 2, 173--180 (2020; Zbl 07266450) Full Text: DOI
Guo, Jingjun; Song, Yanling Option pricing based on time-transform and fractional process and simulation analysis. (Chinese. English summary) Zbl 07266443 Chin. J. Appl. Probab. Stat. 36, No. 1, 59-70 (2020). MSC: 91G20 60G22 62P05 PDF BibTeX XML Cite \textit{J. Guo} and \textit{Y. Song}, Chin. J. Appl. Probab. Stat. 36, No. 1, 59--70 (2020; Zbl 07266443) Full Text: DOI
Ma, Fangli; Tan, Zhongquan The point process of upcrossings formed by storage process with fractional Brownian motion as input. (English) Zbl 07266391 Adv. Math., Beijing 49, No. 2, 241-252 (2020). MSC: 60G55 60G70 60G22 PDF BibTeX XML Cite \textit{F. Ma} and \textit{Z. Tan}, Adv. Math., Beijing 49, No. 2, 241--252 (2020; Zbl 07266391) Full Text: DOI
Samadyar, Nasrin; Ordokhani, Yadollah; Mirzaee, Farshid Hybrid Taylor and block-pulse functions operational matrix algorithm and its application to obtain the approximate solution of stochastic evolution equation driven by fractional Brownian motion. (English) Zbl 07265405 Commun. Nonlinear Sci. Numer. Simul. 90, Article ID 105346, 13 p. (2020). MSC: 65C30 65R20 60H10 60G22 PDF BibTeX XML Cite \textit{N. Samadyar} et al., Commun. Nonlinear Sci. Numer. Simul. 90, Article ID 105346, 13 p. (2020; Zbl 07265405) Full Text: DOI
Esmaeilifar, Leili; Mirza, Behrouz; Mohammadzadeh, Hosein Relativistic quantum information of anyons. (English) Zbl 1451.81385 Int. J. Theor. Phys. 59, No. 10, 3289-3298 (2020). MSC: 81V27 81P45 81P40 81R20 81P16 81V72 60G22 81P42 81P17 PDF BibTeX XML Cite \textit{L. Esmaeilifar} et al., Int. J. Theor. Phys. 59, No. 10, 3289--3298 (2020; Zbl 1451.81385) Full Text: DOI
Magdziarz, Marcin Lamperti transformation of scaled Brownian motion and related Langevin equations. (English) Zbl 07265105 Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105077, 7 p. (2020). MSC: 82B31 82C31 60G18 60G22 37A60 PDF BibTeX XML Cite \textit{M. Magdziarz}, Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105077, 7 p. (2020; Zbl 07265105) Full Text: DOI
Platonova, M. V.; Tsykin, S. V. Probabilistic approach to solving the Cauchy problem for the Schrödinger equation with fractional differential operator of order \(\alpha \in \underset{m=3}{\overset{\infty }{\bigcup }}(m-1,m)\). (English. Russian original) Zbl 1450.35230 J. Math. Sci., New York 251, No. 1, 131-140 (2020); translation from Zap. Nauchn. Semin. POMI 474, 199-212 (2018). MSC: 35Q41 60G55 60G22 60G57 60H30 35R11 26A33 PDF BibTeX XML Cite \textit{M. V. Platonova} and \textit{S. V. Tsykin}, J. Math. Sci., New York 251, No. 1, 131--140 (2020; Zbl 1450.35230); translation from Zap. Nauchn. Semin. POMI 474, 199--212 (2018) Full Text: DOI
Nane, Erkan; Nwaeze, Eze R.; Omaba, McSylvester Ejighikeme Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation. (English) Zbl 1448.60146 Stat. Probab. Lett. 163, Article ID 108792, 9 p. (2020). MSC: 60H15 82B44 60G22 PDF BibTeX XML Cite \textit{E. Nane} et al., Stat. Probab. Lett. 163, Article ID 108792, 9 p. (2020; Zbl 1448.60146) Full Text: DOI
Wang, Ben-Hai; Wang, Yue-Yue Fractional white noise functional soliton solutions of a Wick-type stochastic fractional NLSE. (English) Zbl 07258375 Appl. Math. Lett. 110, Article ID 106583, 8 p. (2020). MSC: 60 35 PDF BibTeX XML Cite \textit{B.-H. Wang} and \textit{Y.-Y. Wang}, Appl. Math. Lett. 110, Article ID 106583, 8 p. (2020; Zbl 07258375) Full Text: DOI
Liu, Xiaohua; Deng, Feiqi; Liu, Linna; Luo, Shixian; Zhao, Xueyan Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations. (English) Zbl 1450.65003 Appl. Math. Lett. 109, Article ID 106544, 7 p. (2020). MSC: 65C30 60H35 35R11 60G22 60H15 PDF BibTeX XML Cite \textit{X. Liu} et al., Appl. Math. Lett. 109, Article ID 106544, 7 p. (2020; Zbl 1450.65003) Full Text: DOI
McKibben, Mark A.; Webster, Micah A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps. (English) Zbl 1448.60144 Comput. Math. Appl. 79, No. 2, 391-406 (2020). MSC: 60H15 35Q83 35R60 60G22 60J76 PDF BibTeX XML Cite \textit{M. A. McKibben} and \textit{M. Webster}, Comput. Math. Appl. 79, No. 2, 391--406 (2020; Zbl 1448.60144) 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
Medina, Juan Miguel; Dobarro, Fernando Ruben; Cernuschi-Frías, Bruno Convergence of \(p\)-stable random fractional wavelet series and some of its properties. (English) Zbl 1448.60105 IEEE Trans. Inf. Theory 66, No. 9, 5866-5874 (2020). MSC: 60G52 60G22 PDF BibTeX XML Cite \textit{J. M. Medina} et al., IEEE Trans. Inf. Theory 66, No. 9, 5866--5874 (2020; Zbl 1448.60105) Full Text: DOI
Ma, Nicholas; Nualart, David; Xia, Panqiu Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise. (English) Zbl 1448.60143 Electron. Commun. Probab. 25, Paper No. 48, 10 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60G22 60G60 PDF BibTeX XML Cite \textit{N. Ma} et al., Electron. Commun. Probab. 25, Paper No. 48, 10 p. (2020; Zbl 1448.60143) Full Text: DOI Euclid
Douissi, Soukaina; Agram, Nacira; Hilbert, Astrid Mean-field optimal control problem of SDDEs driven by fractional Brownian motion. (English) Zbl 07251321 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 07251321) Full Text: DOI
Yu, Qian Asymptotic properties for \(q\)-th chaotic component of derivative of self-intersection local time of fractional Brownian motion. (English) Zbl 07248303 J. Math. Anal. Appl. 492, No. 2, Article ID 124477, 20 p. (2020). MSC: 60 37 PDF BibTeX XML Cite \textit{Q. Yu}, J. Math. Anal. Appl. 492, No. 2, Article ID 124477, 20 p. (2020; Zbl 07248303) Full Text: DOI
Jiang, Hui; Liu, Hui; Zhou, Youzhou Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations. (English) Zbl 1451.62108 Electron. J. Stat. 14, No. 2, 3192-3229 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62N02 60F10 60G22 PDF BibTeX XML Cite \textit{H. Jiang} et al., Electron. J. Stat. 14, No. 2, 3192--3229 (2020; Zbl 1451.62108) Full Text: DOI Euclid
Zeng, Zirong Mild solutions of the stochastic MHD equations driven by fractional Brownian motions. (English) Zbl 1448.35417 J. Math. Anal. Appl. 491, No. 1, Article ID 124296, 17 p. (2020). MSC: 35Q35 76W05 60G22 35A01 35A02 60H15 35P15 35R60 PDF BibTeX XML Cite \textit{Z. Zeng}, J. Math. Anal. Appl. 491, No. 1, Article ID 124296, 17 p. (2020; Zbl 1448.35417) Full Text: DOI
Li, Ying; Mao, Yong Hua Construction of generalized diffusion processes: the resolvent approach. (English) Zbl 07244191 Acta Math. Sin., Engl. Ser. 36, No. 6, 691-710 (2020). MSC: 60 26A24 47A10 60G22 PDF BibTeX XML Cite \textit{Y. Li} and \textit{Y. H. Mao}, Acta Math. Sin., Engl. Ser. 36, No. 6, 691--710 (2020; Zbl 07244191) Full Text: DOI
Beghin, Luisa; Macci, Claudio; Ricciuti, Costantino Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics. (English) Zbl 07243124 Stochastic Processes Appl. 130, No. 10, 6364-6387 (2020). MSC: 60G52 60G22 60G51 60J27 60K50 PDF BibTeX XML Cite \textit{L. Beghin} et al., Stochastic Processes Appl. 130, No. 10, 6364--6387 (2020; Zbl 07243124) Full Text: DOI
Guerngar, Ngartelbaye; Nane, Erkan Moment bounds of a class of stochastic heat equations driven by space-time colored noise in bounded domains. (English) Zbl 07243120 Stochastic Processes Appl. 130, No. 10, 6246-6270 (2020). MSC: 60H15 35R11 35R60 60G22 PDF BibTeX XML Cite \textit{N. Guerngar} and \textit{E. Nane}, Stochastic Processes Appl. 130, No. 10, 6246--6270 (2020; Zbl 07243120) Full Text: DOI
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed; Debbouche, Amar Optimal controls for second-order stochastic differential equations driven by mixed-fractional Brownian motion with impulses. (English) Zbl 1448.49034 Math. Methods Appl. Sci. 43, No. 7, 4107-4124 (2020). Reviewer: Hector Jasso (Ciudad de México) MSC: 49K45 49N25 37L55 47D09 65C30 60G22 PDF BibTeX XML Cite \textit{R. Dhayal} et al., Math. Methods Appl. Sci. 43, No. 7, 4107--4124 (2020; Zbl 1448.49034) Full Text: DOI
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Wang, Longmin Extremes of vector-valued Gaussian processes. (English) Zbl 07242845 Stochastic Processes Appl. 130, No. 9, 5802-5837 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., Stochastic Processes Appl. 130, No. 9, 5802--5837 (2020; Zbl 07242845) Full Text: DOI
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica Time-changed fractional Ornstein-Uhlenbeck process. (English) Zbl 1450.60030 Fract. Calc. Appl. Anal. 23, No. 2, 450-483 (2020). MSC: 60G22 26A33 35Q84 42A38 42B10 60H10 82C31 PDF BibTeX XML Cite \textit{G. Ascione} et al., Fract. Calc. Appl. Anal. 23, No. 2, 450--483 (2020; Zbl 1450.60030) Full Text: DOI
Shen, Jinqi; Hsing, Tailen Hurst function estimation. (English) Zbl 07241571 Ann. Stat. 48, No. 2, 838-862 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62G05 62G07 62G20 62M30 60G22 62-08 PDF BibTeX XML Cite \textit{J. Shen} and \textit{T. Hsing}, Ann. Stat. 48, No. 2, 838--862 (2020; Zbl 07241571) Full Text: DOI Euclid
Yajima, Yoshihiro; Matsuda, Yasumasa Log-periodogram regression of two-dimensional intrinsically stationary random fields. (English) Zbl 1447.62109 Jpn. J. Stat. Data Sci. 3, No. 1, 333-347 (2020). MSC: 62M40 62J02 60G22 62P12 PDF BibTeX XML Cite \textit{Y. Yajima} and \textit{Y. Matsuda}, Jpn. J. Stat. Data Sci. 3, No. 1, 333--347 (2020; Zbl 1447.62109) Full Text: DOI
Bock, Wolfgang; da Silva, Jose Luis; Streit, Ludwig Fractional periodic processes: properties and an application of polymer form factors. (English) Zbl 1441.60028 Rep. Math. Phys. 85, No. 2, 267-280 (2020). MSC: 60G22 82D60 82C41 PDF BibTeX XML Cite \textit{W. Bock} et al., Rep. Math. Phys. 85, No. 2, 267--280 (2020; Zbl 1441.60028) Full Text: DOI
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion. (English) Zbl 1450.62042 Stat. Inference Stoch. Process. 23, No. 2, 435-463 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62G20 62M10 60G22 PDF BibTeX XML Cite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stat. Inference Stoch. Process. 23, No. 2, 435--463 (2020; Zbl 1450.62042) Full Text: DOI
Ljungdahl, Mathias Mørck; Podolskij, Mark A minimal contrast estimator for the linear fractional stable motion. (English) Zbl 07239371 Stat. Inference Stoch. Process. 23, No. 2, 381-413 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60G22 62F12 62E20 60E07 60F05 60G10 PDF BibTeX XML Cite \textit{M. M. Ljungdahl} and \textit{M. Podolskij}, Stat. Inference Stoch. Process. 23, No. 2, 381--413 (2020; Zbl 07239371) Full Text: DOI
Eumenius-Schulz, Yaroslav Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem. (English) Zbl 07239370 Stat. Inference Stoch. Process. 23, No. 2, 355-380 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M09 62G15 60G22 60J60 60F05 60L90 62P05 PDF BibTeX XML Cite \textit{Y. Eumenius-Schulz}, Stat. Inference Stoch. Process. 23, No. 2, 355--380 (2020; Zbl 07239370) Full Text: DOI
Chiba, Kohei An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter. (English) Zbl 1450.62097 Stat. Inference Stoch. Process. 23, No. 2, 319-353 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M05 60H10 60G22 62F10 PDF BibTeX XML Cite \textit{K. Chiba}, Stat. Inference Stoch. Process. 23, No. 2, 319--353 (2020; Zbl 1450.62097) Full Text: DOI
Bertin, Karine; Klutchnikoff, Nicolas; Panloup, Fabien; Varvenne, Maylis Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion. (English) Zbl 07239367 Stat. Inference Stoch. Process. 23, No. 2, 271-300 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62G07 62G10 60G22 60H10 60J60 62M09 PDF BibTeX XML Cite \textit{K. Bertin} et al., Stat. Inference Stoch. Process. 23, No. 2, 271--300 (2020; Zbl 07239367) 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
Kleptsyna, Marina (ed.) Preface. (English) Zbl 1440.00017 Stat. Inference Stoch. Process. 23, No. 2, 249 (2020). MSC: 00B15 62-06 62Mxx 60G22 PDF BibTeX XML Cite \textit{M. Kleptsyna} (ed.), Stat. Inference Stoch. Process. 23, No. 2, 249 (2020; Zbl 1440.00017) Full Text: DOI
Liu, Xing; Deng, Weihua Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion. (English) Zbl 1452.65166 Numer. Algorithms 85, No. 1, 23-38 (2020). MSC: 65M06 65M12 82C31 60J65 60G22 35Q84 PDF BibTeX XML Cite \textit{X. Liu} and \textit{W. Deng}, Numer. Algorithms 85, No. 1, 23--38 (2020; Zbl 1452.65166) Full Text: DOI
Sun, Jiaojiao Mellin transform method for European option pricing under sub-fractional stochastic interest rate model. (Chinese. English summary) Zbl 1449.91159 J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 1, 18-24 (2020). MSC: 91G20 91G30 44A10 35Q91 PDF BibTeX XML Cite \textit{J. Sun}, J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 1, 18--24 (2020; Zbl 1449.91159) Full Text: DOI
Chen, Qin; Shen, Guangjun; Wang, Qingbo The local time of the linear self-attracting diffusion driven by weighted fractional Brownian motion. (English) Zbl 1448.60089 Bull. Korean Math. Soc. 57, No. 3, 547-568 (2020). MSC: 60G22 60G15 60J55 60H05 PDF BibTeX XML Cite \textit{Q. Chen} et al., Bull. Korean Math. Soc. 57, No. 3, 547--568 (2020; Zbl 1448.60089) Full Text: DOI
Muravlev, Alekseĭ A. Asymptotics of the boundaries in one non-linear optimal stopping problem. (English. Russian original) Zbl 1445.62209 Russ. Math. Surv. 75, No. 2, 380-382 (2020); translation from Usp. Mat. Nauk 75, No. 2, 193-194 (2020). MSC: 62L15 60G22 60G40 PDF BibTeX XML Cite \textit{A. A. Muravlev}, Russ. Math. Surv. 75, No. 2, 380--382 (2020; Zbl 1445.62209); translation from Usp. Mat. Nauk 75, No. 2, 193--194 (2020) Full Text: DOI
Fu, Zuopeng; Wang, Yizao Stable processes with stationary increments parameterized by metric spaces. (English) Zbl 07229221 J. Theor. Probab. 33, No. 3, 1737-1754 (2020). MSC: 60G22 60G52 60G60 PDF BibTeX XML Cite \textit{Z. Fu} and \textit{Y. Wang}, J. Theor. Probab. 33, No. 3, 1737--1754 (2020; Zbl 07229221) Full Text: DOI
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
Araya, Héctor; León, Jorge A.; Torres, Soledad Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (English) Zbl 07229203 J. Theor. Probab. 33, No. 3, 1211-1237 (2020). MSC: 60 PDF BibTeX XML Cite \textit{H. Araya} et al., J. Theor. Probab. 33, No. 3, 1211--1237 (2020; Zbl 07229203) Full Text: DOI
Samadyar, Nasrin; Ordokhani, Yadollah; Mirzaee, Farshid The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order. (English) Zbl 07228825 Eng. Anal. Bound. Elem. 118, 285-294 (2020). MSC: 35R11 60H15 65M06 41A15 PDF BibTeX XML Cite \textit{N. Samadyar} et al., Eng. Anal. Bound. Elem. 118, 285--294 (2020; Zbl 07228825) Full Text: DOI
Shokrollahi, Foad The valuation of European option under subdiffusive fractional Brownian motion of the short rate. (English) Zbl 1447.91184 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050022, 16 p. (2020). MSC: 91G20 91G80 60G22 PDF BibTeX XML Cite \textit{F. Shokrollahi}, Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050022, 16 p. (2020; Zbl 1447.91184) Full Text: DOI
Panloup, Fabien; Richard, Alexandre Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift. (English) Zbl 07225516 Electron. J. Probab. 25, Paper No. 62, 43 p. (2020). MSC: 60G15 60G22 37A25 PDF BibTeX XML Cite \textit{F. Panloup} and \textit{A. Richard}, Electron. J. Probab. 25, Paper No. 62, 43 p. (2020; Zbl 07225516) Full Text: DOI Euclid
Hairer, Martin; Li, Xue-Mei Averaging dynamics driven by fractional Brownian motion. (English) Zbl 07224961 Ann. Probab. 48, No. 4, 1826-1860 (2020). MSC: 60G22 60H10 60H05 PDF BibTeX XML Cite \textit{M. Hairer} and \textit{X.-M. Li}, Ann. Probab. 48, No. 4, 1826--1860 (2020; Zbl 07224961) Full Text: DOI Euclid
Liu, Yue; Ruan, Dehao Stability of a class of impulsive neutral stochastic functional partial differential equations. (English) Zbl 1448.60141 Discrete Dyn. Nat. Soc. 2020, Article ID 9051396, 12 p. (2020). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60G22 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{D. Ruan}, Discrete Dyn. Nat. Soc. 2020, Article ID 9051396, 12 p. (2020; Zbl 1448.60141) Full Text: DOI
Eichinger, Katharina; Kuehn, Christian; Neamţu, Alexandra Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion. (English) Zbl 1447.60098 J. Stat. Phys. 179, No. 5-6, 1222-1266 (2020). MSC: 60H15 34E15 34F05 37H10 60H10 PDF BibTeX XML Cite \textit{K. Eichinger} et al., J. Stat. Phys. 179, No. 5--6, 1222--1266 (2020; Zbl 1447.60098) Full Text: DOI
Paulauskas, Vygantas A note on linear processes with tapered innovations. (English) Zbl 07220254 Lith. Math. J. 60, No. 1, 64-79 (2020); erratum ibid. 60, No. 2, 289 (2020). MSC: 60G99 60G22 60F17 PDF BibTeX XML Cite \textit{V. Paulauskas}, Lith. Math. J. 60, No. 1, 64--79 (2020; Zbl 07220254) Full Text: DOI
Paulauskas, Vygantas Erratum to: “A note on linear processes with tapered innovations”. (English) Zbl 1436.60052 Lith. Math. J. 60, No. 2, 289 (2020). MSC: 60G99 60G22 60F17 PDF BibTeX XML Cite \textit{V. Paulauskas}, Lith. Math. J. 60, No. 2, 289 (2020; Zbl 1436.60052) Full Text: DOI
Bock, Wolfgang; da Silva, Jose Luis; Suryawan, Herry Pribawanto Self-intersection local times for multifractional Brownian motion in higher dimensions: a white noise approach. (English) Zbl 07220119 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050007, 18 p. (2020). MSC: 60H40 60G22 60G18 PDF BibTeX XML Cite \textit{W. Bock} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050007, 18 p. (2020; Zbl 07220119) Full Text: DOI