Lempa, Jukka; Mordecki, Ernesto; Salminen, Paavo Diffusion spiders: Green kernel, excessive functions and optimal stopping. (English) Zbl 07785661 Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J60 60J35 60J65 60G40 PDFBibTeX XMLCite \textit{J. Lempa} et al., Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024; Zbl 07785661) Full Text: DOI arXiv
Hamana, Yuji Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes. (English) Zbl 1519.60078 Opusc. Math. 43, No. 2, 145-172 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J60 33C15 44A10 PDFBibTeX XMLCite \textit{Y. Hamana}, Opusc. Math. 43, No. 2, 145--172 (2023; Zbl 1519.60078) Full Text: DOI
Gu, Ran; Gu, Xiaofeng; Shi, Yongtang; Wang, Hua \(\ell\)-connectivity and \(\ell\)-edge-connectivity of random graphs. (English) Zbl 1522.05248 J. Graph Theory 101, No. 1, 5-28 (2022). MSC: 05C40 05C80 05D40 PDFBibTeX XMLCite \textit{R. Gu} et al., J. Graph Theory 101, No. 1, 5--28 (2022; Zbl 1522.05248) Full Text: DOI
Fraiman, Nicolas; Lichev, Lyuben; Mitsche, Dieter On the power of choice for Boolean functions. (English) Zbl 1497.94218 SIAM J. Discrete Math. 36, No. 3, 1943-1954 (2022). MSC: 94D10 06E30 68W20 60G99 68Q87 68R01 PDFBibTeX XMLCite \textit{N. Fraiman} et al., SIAM J. Discrete Math. 36, No. 3, 1943--1954 (2022; Zbl 1497.94218) Full Text: DOI arXiv
Tian, Chenlei; Jin, Ting; Yang, Xiangfeng; Liu, Qinyu Reliability analysis of the uncertain heat conduction model. (English) Zbl 1524.60148 Comput. Math. Appl. 119, 131-140 (2022). MSC: 60H15 68T37 35R60 PDFBibTeX XMLCite \textit{C. Tian} et al., Comput. Math. Appl. 119, 131--140 (2022; Zbl 1524.60148) Full Text: DOI
Gu, Ran; Shi, Yongtang; Fan, Neng Mixed connectivity properties of random graphs and some special graphs. (English) Zbl 1480.90212 J. Comb. Optim. 42, No. 3, 427-441 (2021). MSC: 90C27 PDFBibTeX XMLCite \textit{R. Gu} et al., J. Comb. Optim. 42, No. 3, 427--441 (2021; Zbl 1480.90212) Full Text: DOI
Hamana, Yuji; Kaikura, Ryo; Shinozaki, Kosuke Asymptotic expansions for the first hitting times of Bessel processes. (English) Zbl 1481.60082 Opusc. Math. 41, No. 4, 509-537 (2021). MSC: 60G40 60J60 41A60 30C10 PDFBibTeX XMLCite \textit{Y. Hamana} et al., Opusc. Math. 41, No. 4, 509--537 (2021; Zbl 1481.60082) Full Text: DOI
Ahmadi, Mahdi; Popier, Alexandre; Sezer, Ali Devin Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration. (English) Zbl 1480.60147 Electron. J. Probab. 26, Paper No. 64, 27 p. (2021). MSC: 60H10 60G40 60G99 PDFBibTeX XMLCite \textit{M. Ahmadi} et al., Electron. J. Probab. 26, Paper No. 64, 27 p. (2021; Zbl 1480.60147) Full Text: DOI arXiv
Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen Time-changed spectrally positive Lévy processes started from infinity. (English) Zbl 1489.60075 Bernoulli 27, No. 2, 1291-1318 (2021). Reviewer: Jean-Jil Duchamps (Besançon) MSC: 60G51 60F15 60J80 PDFBibTeX XMLCite \textit{C. Foucart} et al., Bernoulli 27, No. 2, 1291--1318 (2021; Zbl 1489.60075) Full Text: DOI arXiv
Grzywny, Tomasz; Leżaj, Łukasz; Miśta, Maciej Hitting probabilities for Lévy processes on the real line. (English) Zbl 1469.60146 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 727-760 (2021). MSC: 60G51 60J45 60J50 60J74 PDFBibTeX XMLCite \textit{T. Grzywny} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 727--760 (2021; Zbl 1469.60146) Full Text: arXiv Link
Uchiyama, Kohei The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance. (English) Zbl 1473.60075 Electron. J. Probab. 25, Paper No. 153, 24 p. (2020). MSC: 60G50 60J45 PDFBibTeX XMLCite \textit{K. Uchiyama}, Electron. J. Probab. 25, Paper No. 153, 24 p. (2020; Zbl 1473.60075) Full Text: DOI arXiv
Lo, Gane Samb; Sangaré, Harouna; Traoré, Cherif Mamadou Moctar; Ahsanullah, Mohammad Finiteness of record values and alternative asymptotic theory of records with atom endpoints. (English. French summary) Zbl 1457.62144 Afr. Stat. 15, No. 3, 2371-2385 (2020). MSC: 62G30 62G15 60F05 PDFBibTeX XMLCite \textit{G. S. Lo} et al., Afr. Stat. 15, No. 3, 2371--2385 (2020; Zbl 1457.62144) Full Text: arXiv Euclid
Li, Shuxing; Pott, Alexander Intersection distribution, non-hitting index and Kakeya sets in affine planes. (English) Zbl 1447.51007 Finite Fields Appl. 66, Article ID 101691, 37 p. (2020). MSC: 51E20 05B25 11T06 51E15 PDFBibTeX XMLCite \textit{S. Li} and \textit{A. Pott}, Finite Fields Appl. 66, Article ID 101691, 37 p. (2020; Zbl 1447.51007) Full Text: DOI arXiv
Lü, Fan; Wu, Jun Maximal run-length function for real numbers in beta-dynamical system. (English) Zbl 1446.11148 Nonlinearity 33, No. 6, 2640-2659 (2020). Reviewer: Symon Serbenyuk (Kyiv) MSC: 11K55 11A63 PDFBibTeX XMLCite \textit{F. Lü} and \textit{J. Wu}, Nonlinearity 33, No. 6, 2640--2659 (2020; Zbl 1446.11148) Full Text: DOI
Pawelec, Łukasz; Urbański, Mariusz Long hitting times for expanding systems. (English) Zbl 1435.37011 Nonlinearity 33, No. 3, 942-970 (2020). Reviewer: Hasan Akin (Gaziantep) MSC: 37A30 37D35 37B10 37E10 PDFBibTeX XMLCite \textit{Ł. Pawelec} and \textit{M. Urbański}, Nonlinearity 33, No. 3, 942--970 (2020; Zbl 1435.37011) Full Text: DOI arXiv
Karimov, J. J. On continuity of limit distribution function for rescaled hitting times. (English) Zbl 1488.37030 Uzb. Math. J. 2019, No. 4, 78-88 (2019). MSC: 37E10 37E45 PDFBibTeX XMLCite \textit{J. J. Karimov}, Uzb. Math. J. 2019, No. 4, 78--88 (2019; Zbl 1488.37030) Full Text: DOI
Najnudel, Joseph; Yen, Ju-Yi On equalities of sigma-finite measures constructed from discrete recurrent Markov chains. (English) Zbl 1439.60068 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 2, 1201-1211 (2019). MSC: 60J10 60J45 60J50 60J55 PDFBibTeX XMLCite \textit{J. Najnudel} and \textit{J.-Y. Yen}, ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 2, 1201--1211 (2019; Zbl 1439.60068) Full Text: Link
van Lieshout, M. N. M. Nonparametric indices of dependence between components for inhomogeneous multivariate random measures and marked sets. (English) Zbl 1408.62157 Scand. J. Stat. 45, No. 4, 985-1015 (2018). MSC: 62M30 60G55 PDFBibTeX XMLCite \textit{M. N. M. van Lieshout}, Scand. J. Stat. 45, No. 4, 985--1015 (2018; Zbl 1408.62157) Full Text: DOI arXiv
Adam, Etienne Slow recurrent regimes for a class of one-dimensional stochastic growth models. (English) Zbl 1405.60111 Stochastic Processes Appl. 128, No. 9, 2905-2922 (2018). MSC: 60J10 60J80 PDFBibTeX XMLCite \textit{E. Adam}, Stochastic Processes Appl. 128, No. 9, 2905--2922 (2018; Zbl 1405.60111) Full Text: DOI arXiv
Jiang, Yiming; Song, Shiyu; Wang, Yongjin Pricing European vanilla options under a jump-to-default threshold diffusion model. (English) Zbl 1395.91452 J. Comput. Appl. Math. 344, 438-456 (2018). MSC: 91G20 60G07 PDFBibTeX XMLCite \textit{Y. Jiang} et al., J. Comput. Appl. Math. 344, 438--456 (2018; Zbl 1395.91452) Full Text: DOI
Schenker, Jeffrey Trapping planar Brownian motion in a non circular trap. (English) Zbl 1390.60299 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 1, 213-231 (2018). MSC: 60J65 60J70 92B99 PDFBibTeX XMLCite \textit{J. Schenker}, ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 1, 213--231 (2018; Zbl 1390.60299) Full Text: arXiv Link
Uchiyama, Kôhei The Brownian hitting distributions in space-time of bounded sets and the expected volume of the Wiener sausage for a Brownian bridge. (English) Zbl 1391.60204 Proc. Lond. Math. Soc. (3) 116, No. 3, 575-628 (2018). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J45 35K20 PDFBibTeX XMLCite \textit{K. Uchiyama}, Proc. Lond. Math. Soc. (3) 116, No. 3, 575--628 (2018; Zbl 1391.60204) Full Text: DOI arXiv
Jilani Ben Naouara, Noureddine; Trabelsi, Faouzi Boundary classification and simulation of one-dimensional diffusion processes. (English) Zbl 1452.60051 Int. J. Math. Oper. Res. 11, No. 1, 107-138 (2017). MSC: 60J60 60J70 PDFBibTeX XMLCite \textit{N. Jilani Ben Naouara} and \textit{F. Trabelsi}, Int. J. Math. Oper. Res. 11, No. 1, 107--138 (2017; Zbl 1452.60051) Full Text: DOI
Demni, N. Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process. (English) Zbl 1388.60085 Markov Process. Relat. Fields 23, No. 4, 661-678 (2017). MSC: 60G18 60G40 PDFBibTeX XMLCite \textit{N. Demni}, Markov Process. Relat. Fields 23, No. 4, 661--678 (2017; Zbl 1388.60085) Full Text: arXiv
Gu, Ran; Shi, Yongtang; Fan, Neng Mixed connectivity of random graphs. (English) Zbl 1470.05146 Gao, Xiaofeng (ed.) et al., Combinatorial optimization and applications. 11th international conference, COCOA 2017, Shanghai, China, December 16–18, 2017. Proceedings. Part I. Cham: Springer. Lect. Notes Comput. Sci. 10627, 133-140 (2017). MSC: 05C80 05C40 PDFBibTeX XMLCite \textit{R. Gu} et al., Lect. Notes Comput. Sci. 10627, 133--140 (2017; Zbl 1470.05146) Full Text: DOI
Demni, Nizar First hitting time of the boundary of a wedge of angle \(\pi/4\) by a radial Dunkl process. (English) Zbl 1361.60068 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139-152 (2017). MSC: 60J60 60G18 PDFBibTeX XMLCite \textit{N. Demni}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139--152 (2017; Zbl 1361.60068) Full Text: arXiv Link
Choe, Geon Ho; Lee, Dong Min Numerical computation of hitting time distributions of increasing Lévy processes. (English) Zbl 1397.60042 Stat. Probab. Lett. 119, 289-294 (2016). MSC: 60E10 60G51 PDFBibTeX XMLCite \textit{G. H. Choe} and \textit{D. M. Lee}, Stat. Probab. Lett. 119, 289--294 (2016; Zbl 1397.60042) Full Text: DOI
Skiadas, Christos H.; Skiadas, Charilaos The health state curve and the health state life table: life expectancy and healthy life expectancy estimates. (English) Zbl 1365.62429 Commun. Stat., Theory Methods 45, No. 6, 1682-1692 (2016). MSC: 62P10 91D20 62N05 PDFBibTeX XMLCite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Commun. Stat., Theory Methods 45, No. 6, 1682--1692 (2016; Zbl 1365.62429) Full Text: DOI
Ellison, Glenn; Fudenberg, Drew; Imhof, Lorens A. Fast convergence in evolutionary models: a Lyapunov approach. (English) Zbl 1369.91021 J. Econ. Theory 161, 1-36 (2016). MSC: 91A22 PDFBibTeX XMLCite \textit{G. Ellison} et al., J. Econ. Theory 161, 1--36 (2016; Zbl 1369.91021) Full Text: DOI
Rodrigues, Josemar; Balakrishnan, N.; Cordeiro, Gauss M.; de Castro, Mário; Cancho, Vicente G. Latent cure rate model under repair system and threshold effect. (English) Zbl 1457.62360 J. Stat. Comput. Simulation 85, No. 14, 2860-2873 (2015). MSC: 62P10 62F15 92C50 PDFBibTeX XMLCite \textit{J. Rodrigues} et al., J. Stat. Comput. Simulation 85, No. 14, 2860--2873 (2015; Zbl 1457.62360) Full Text: DOI
Skiadas, Christos H.; Skiadas, Charilaos Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function. (English) Zbl 1348.60103 Methodol. Comput. Appl. Probab. 17, No. 4, 973-982 (2015). MSC: 60H35 60H10 65C30 60G40 62L20 PDFBibTeX XMLCite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Methodol. Comput. Appl. Probab. 17, No. 4, 973--982 (2015; Zbl 1348.60103) Full Text: DOI
Juszczyszyn, Tomasz; Kwaśnicki, Mateusz Hitting times of points for symmetric Lévy processes with completely monotone jumps. (English) Zbl 1321.60094 Electron. J. Probab. 20, Paper No. 48, 24 p. (2015). MSC: 60G51 60J45 PDFBibTeX XMLCite \textit{T. Juszczyszyn} and \textit{M. Kwaśnicki}, Electron. J. Probab. 20, Paper No. 48, 24 p. (2015; Zbl 1321.60094) Full Text: DOI arXiv
Vysotsky, Vladislav Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem. (English) Zbl 1310.60052 Stochastic Processes Appl. 125, No. 5, 1886-1910 (2015). MSC: 60G50 60F17 60G17 PDFBibTeX XMLCite \textit{V. Vysotsky}, Stochastic Processes Appl. 125, No. 5, 1886--1910 (2015; Zbl 1310.60052) Full Text: DOI arXiv
Khrennikov, Andrei Born’s formula from statistical mechanics of classical fields and theory of hitting times. (English) Zbl 1395.81021 Physica A 393, 207-221 (2014). MSC: 81P20 60G60 60J65 82B10 PDFBibTeX XMLCite \textit{A. Khrennikov}, Physica A 393, 207--221 (2014; Zbl 1395.81021) Full Text: DOI arXiv
Möhle, Martin Asymptotic hitting probabilities for the Bolthausen-Sznitman coalescent. (English) Zbl 1328.60173 J. Appl. Probab. 51A, Spec. Vol., 87-97 (2014). MSC: 60J10 60C05 05C05 92D15 PDFBibTeX XMLCite \textit{M. Möhle}, J. Appl. Probab. 51A, 87--97 (2014; Zbl 1328.60173) Full Text: DOI Euclid
Nilsson, Martin Hitting time in Erlang loss systems with moving boundaries. (English) Zbl 1312.60113 Queueing Syst. 78, No. 3, 225-254 (2014). MSC: 60K25 90B22 60J80 PDFBibTeX XMLCite \textit{M. Nilsson}, Queueing Syst. 78, No. 3, 225--254 (2014; Zbl 1312.60113) Full Text: DOI
Uchiyama, Kôhei Green’s functions of random walks on the upper half plane. (English) Zbl 1296.60119 Tohoku Math. J. (2) 66, No. 2, 289-307 (2014). MSC: 60G50 60J45 PDFBibTeX XMLCite \textit{K. Uchiyama}, Tôhoku Math. J. (2) 66, No. 2, 289--307 (2014; Zbl 1296.60119) Full Text: DOI Euclid
Agapie, Alexandru; Agapie, Mircea; Zbaganu, Gheorghita Evolutionary algorithms for continuous-space optimisation. (English) Zbl 1307.93475 Int. J. Syst. Sci. 44, No. 3, 502-512 (2013). MSC: 93E25 90C59 60J10 PDFBibTeX XMLCite \textit{A. Agapie} et al., Int. J. Syst. Sci. 44, No. 3, 502--512 (2013; Zbl 1307.93475) Full Text: DOI
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla Fractional Pearson diffusions. (English) Zbl 1297.60057 J. Math. Anal. Appl. 403, No. 2, 532-546 (2013). MSC: 60J60 60J25 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., J. Math. Anal. Appl. 403, No. 2, 532--546 (2013; Zbl 1297.60057) Full Text: DOI
Li, Shuanming; Huang, Fengjing; Jin, Can Joint distributions of some ruin related quantities in the compound binomial risk model. (English) Zbl 1282.91158 Stoch. Models 29, No. 4, 518-539 (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 62P05 60K05 PDFBibTeX XMLCite \textit{S. Li} et al., Stoch. Models 29, No. 4, 518--539 (2013; Zbl 1282.91158) Full Text: DOI
Li, Shuanming; Sendova, Kristina P. The finite-time ruin probability under the compound binomial risk model. (English) Zbl 1277.91090 Eur. Actuar. J. 3, No. 1, 249-271 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{S. Li} and \textit{K. P. Sendova}, Eur. Actuar. J. 3, No. 1, 249--271 (2013; Zbl 1277.91090) Full Text: DOI Link
Metzler, Adam The Laplace transform of hitting times of integrated geometric Brownian motion. (English) Zbl 1266.60145 J. Appl. Probab. 50, No. 1, 295-299 (2013). MSC: 60J65 60J60 60E10 PDFBibTeX XMLCite \textit{A. Metzler}, J. Appl. Probab. 50, No. 1, 295--299 (2013; Zbl 1266.60145) Full Text: DOI Euclid
Uchiyama, Kôhei The expected area of the Wiener sausage swept by a disc. (English) Zbl 1253.60088 Stochastic Processes Appl. 123, No. 1, 191-211 (2013). MSC: 60J65 60J45 PDFBibTeX XMLCite \textit{K. Uchiyama}, Stochastic Processes Appl. 123, No. 1, 191--211 (2013; Zbl 1253.60088) Full Text: DOI arXiv
Hu, Qin; Wang, Yongjin; Yang, Xuewei The hitting time density for a reflected Brownian motion. (English) Zbl 1282.60080 Comput. Econ. 40, No. 1, 1-18 (2012). MSC: 60J65 PDFBibTeX XMLCite \textit{Q. Hu} et al., Comput. Econ. 40, No. 1, 1--18 (2012; Zbl 1282.60080) Full Text: DOI
Janson, Svante; Peres, Yuval Hitting times for random walks with restarts. (English) Zbl 1261.60046 SIAM J. Discrete Math. 26, No. 2, 537-547 (2012). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60G50 60J10 60J45 60J60 PDFBibTeX XMLCite \textit{S. Janson} and \textit{Y. Peres}, SIAM J. Discrete Math. 26, No. 2, 537--547 (2012; Zbl 1261.60046) Full Text: DOI arXiv
Feuillet, Mathieu; Robert, Philippe On the transient behavior of Ehrenfest and Engset processes. (English) Zbl 1254.60089 Adv. Appl. Probab. 44, No. 2, 562-582 (2012). Reviewer: János Sztrik (Debrecen) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{M. Feuillet} and \textit{P. Robert}, Adv. Appl. Probab. 44, No. 2, 562--582 (2012; Zbl 1254.60089) Full Text: DOI arXiv Euclid
Hu, Xueping A class of random walks in time-random environment. (Chinese. English summary) Zbl 1240.60130 Appl. Math., Ser. A (Chin. Ed.) 26, No. 1, 27-32 (2011). MSC: 60G50 60K37 PDFBibTeX XMLCite \textit{X. Hu}, Appl. Math., Ser. A (Chin. Ed.) 26, No. 1, 27--32 (2011; Zbl 1240.60130)
Cheon, Gi-Sang; Kim, Hana; Shapiro, Louis W. The hitting time subgroup, Łukasiewicz paths and Faber polynomials. (English) Zbl 1230.05020 Eur. J. Comb. 32, No. 1, 82-91 (2011). MSC: 05A15 05A05 20H25 30C10 PDFBibTeX XMLCite \textit{G.-S. Cheon} et al., Eur. J. Comb. 32, No. 1, 82--91 (2011; Zbl 1230.05020) Full Text: DOI
Chen, Zhen-Qing; Kumagai, Takashi A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps. (English) Zbl 1200.60065 Rev. Mat. Iberoam. 26, No. 2, 551-589 (2010). Reviewer: Liliana Popa (Iaşi) MSC: 60J35 47G30 60J45 31C05 31C25 60J75 PDFBibTeX XMLCite \textit{Z.-Q. Chen} and \textit{T. Kumagai}, Rev. Mat. Iberoam. 26, No. 2, 551--589 (2010; Zbl 1200.60065) Full Text: DOI arXiv Euclid
Skiadas, Charilaos; Skiadas, Christos H. Development, simulation, and application of first-exit-time densities to life table data. (English) Zbl 1193.60088 Commun. Stat., Theory Methods 39, No. 3, 444-451 (2010). MSC: 60H30 60H10 65C30 82B31 91B70 60H35 62L20 82C31 PDFBibTeX XMLCite \textit{C. Skiadas} and \textit{C. H. Skiadas}, Commun. Stat., Theory Methods 39, No. 3, 444--451 (2010; Zbl 1193.60088) Full Text: DOI
Chen, Anyue; Pollett, Phil; Li, Junping; Zhang, Hanjun Markovian bulk-arrival and bulk-service queues with state-dependent control. (English) Zbl 1186.60094 Queueing Syst. 64, No. 3, 267-304 (2010). MSC: 60K25 60J27 60J80 90B22 PDFBibTeX XMLCite \textit{A. Chen} et al., Queueing Syst. 64, No. 3, 267--304 (2010; Zbl 1186.60094) Full Text: DOI
Li, Jinzhi; Ma, Shixia A fluid queue with perturbation. (English) Zbl 1199.60331 Acta Sci. Nat. Univ. Nankaiensis 41, No. 1, 96-100 (2008). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{J. Li} and \textit{S. Ma}, Acta Sci. Nat. Univ. Nankaiensis 41, No. 1, 96--100 (2008; Zbl 1199.60331)
Kazami, Takahiro; Uchiyama, Kôhei Random walks on periodic graphs. (English) Zbl 1149.60026 Trans. Am. Math. Soc. 360, No. 11, 6065-6087 (2008). MSC: 60G50 60J45 PDFBibTeX XMLCite \textit{T. Kazami} and \textit{K. Uchiyama}, Trans. Am. Math. Soc. 360, No. 11, 6065--6087 (2008; Zbl 1149.60026) Full Text: DOI
Mansuy, Roger; Yor, Marc Aspects of Brownian motion. (English) Zbl 1162.60022 Universitext. Berlin: Springer (ISBN 978-3-540-22347-4/pbk; 978-3-540-49966-4/ebook). xiii, 195 p. (2008). Reviewer: Ilya Pavlyukevich (Berlin) MSC: 60J65 60-02 60J55 60J99 60K40 PDFBibTeX XMLCite \textit{R. Mansuy} and \textit{M. Yor}, Aspects of Brownian motion. Berlin: Springer (2008; Zbl 1162.60022) Full Text: DOI
Laredo, Catherine; Grimaud, Agnès Stochastic models and statistical inference for plant pollen dispersal. (English. French summary) Zbl 1441.62566 J. Soc. Fr. Stat. & Rev. Stat. Appl. 148, No. 1, 77-105 (2007). MSC: 62P12 62M30 60H30 PDFBibTeX XMLCite \textit{C. Laredo} and \textit{A. Grimaud}, J. Soc. Fr. Stat. \& Rev. Stat. Appl. 148, No. 1, 77--105 (2007; Zbl 1441.62566) Full Text: Link
Chen, Haiyan The generating functions of hitting times for random walk on trees. (English) Zbl 1127.60311 Stat. Probab. Lett. 77, No. 15, 1574-1579 (2007). MSC: 60J10 PDFBibTeX XMLCite \textit{H. Chen}, Stat. Probab. Lett. 77, No. 15, 1574--1579 (2007; Zbl 1127.60311) Full Text: DOI
Boboc, Nicu; Bucur, Gheorghe Hitting distributions domination and subordinate resolvents; an analytic approach. (English) Zbl 1103.31008 Cent. Eur. J. Math. 4, No. 1, 138-162 (2006). Reviewer: Liliana Popa (Iaşi) MSC: 31D05 60J45 PDFBibTeX XMLCite \textit{N. Boboc} and \textit{G. Bucur}, Cent. Eur. J. Math. 4, No. 1, 138--162 (2006; Zbl 1103.31008) Full Text: DOI
Bass, Richard F.; You, Dahae A Fatou theorem for \(\alpha\)-harmonic functions in Lipschitz domains. (English) Zbl 1091.31003 Probab. Theory Relat. Fields 133, No. 3, 391-408 (2005). Reviewer: Alexandr Yu. Rashkovsky (Stavanger) MSC: 31B25 31C45 60J50 PDFBibTeX XMLCite \textit{R. F. Bass} and \textit{D. You}, Probab. Theory Relat. Fields 133, No. 3, 391--408 (2005; Zbl 1091.31003) Full Text: DOI
Lefebvre, Mario A homing problem for diffusion processes with control-dependent variance. (English) Zbl 1061.93099 Ann. Appl. Probab. 14, No. 2, 786-795 (2004). Reviewer: Makiko Nisio (Kobe) MSC: 93E20 60J60 PDFBibTeX XMLCite \textit{M. Lefebvre}, Ann. Appl. Probab. 14, No. 2, 786--795 (2004; Zbl 1061.93099) Full Text: DOI arXiv
Hordijk, Arie; van der Laan, Dinard Note on the convexity of the stationary waiting time as a function of the density. (English) Zbl 1057.60086 Probab. Eng. Inf. Sci. 17, No. 4, 503-508 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60K25 60K20 60K30 90B22 PDFBibTeX XMLCite \textit{A. Hordijk} and \textit{D. van der Laan}, Probab. Eng. Inf. Sci. 17, No. 4, 503--508 (2003; Zbl 1057.60086) Full Text: DOI
Teufl, Elmar On the Hausdorff dimension of the Sierpiński gasket with respect to the harmonic metric. (English) Zbl 1042.28008 Grabner, Peter (ed.) et al., Fractals in Graz 2001. Analysis, dynamics, geometry, stochastics. Proceedings of the conference, Graz, Austria, June 2001. Basel: Birkhäuser (ISBN 3-7643-7006-8/hbk). Trends in Mathematics, 263-269 (2003). Reviewer: Volker Metz (Bielefeld) MSC: 28A80 60J65 28A78 PDFBibTeX XMLCite \textit{E. Teufl}, in: Fractals in Graz 2001. Analysis, dynamics, geometry, stochastics. Proceedings of the conference, Graz, Austria, June 2001. Basel: Birkhäuser. 263--269 (2003; Zbl 1042.28008)
Zhou, X. Y. Self-intersections of random walks on lattices. (English) Zbl 1026.60042 Acta Math. Hung. 96, No. 3, 187-220 (2002). Reviewer: Werner Linde (Jena) MSC: 60G17 60J10 PDFBibTeX XMLCite \textit{X. Y. Zhou}, Acta Math. Hung. 96, No. 3, 187--220 (2002; Zbl 1026.60042)
Chung, Kai Lai Green, Brown, and probability & Brownian motion on the line. 2nd revised and augmented ed. (English) Zbl 1014.60001 Singapore: World Scientific (ISBN 981-02-4690-0/pbk; 981-02-4689-7/hbk; 978-981-277-846-8/ebook). x, 170 p. (2002). Reviewer: Ilya Pavlyukevitch (Berlin) MSC: 60-01 60J60 60J65 60G17 60G44 60J35 60J45 31C05 47D07 47D08 PDFBibTeX XMLCite \textit{K. L. Chung}, Green, Brown, and probability \& Brownian motion on the line. 2nd revised and augmented ed. Singapore: World Scientific (2002; Zbl 1014.60001) Full Text: DOI
Grunert da Fonseca, V.; Fonseca, C. M. A link between the multivariate cumulative distribution function and the hitting function for random closed sets. (English) Zbl 1001.60026 Stat. Probab. Lett. 57, No. 2, 179-182 (2002). MSC: 60E99 PDFBibTeX XMLCite \textit{V. Grunert da Fonseca} and \textit{C. M. Fonseca}, Stat. Probab. Lett. 57, No. 2, 179--182 (2002; Zbl 1001.60026) Full Text: DOI
Fukai, Yasunari Hitting distribution to a quadrant of two-dimensional random walk. (English) Zbl 0964.60057 Kodai Math. J. 23, No. 1, 35-80 (2000). Reviewer: W.König (Berlin) MSC: 60G50 60J45 PDFBibTeX XMLCite \textit{Y. Fukai}, Kodai Math. J. 23, No. 1, 35--80 (2000; Zbl 0964.60057) Full Text: DOI
Platis, A.; Limnios, N.; Le Du, M. Hitting time in a finite non-homogeneous Markov chain with applications. (English) Zbl 0926.60058 Appl. Stochastic Models Data Anal. 14, No. 3, 241-253 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60J10 60K30 PDFBibTeX XMLCite \textit{A. Platis} et al., Appl. Stochastic Models Data Anal. 14, No. 3, 241--253 (1998; Zbl 0926.60058) Full Text: DOI
Capasso, Vincenzo; Micheletti, Alessandra; De Giosa, Marcello; Mininni, Rosamaria Stochastic modelling and statistics of polymer crystallization processes. (English) Zbl 0854.92026 Surv. Math. Ind. 6, No. 2, 109-132 (1996). MSC: 92E99 62P99 60D05 60G55 62F12 62M09 62N99 PDFBibTeX XMLCite \textit{V. Capasso} et al., Surv. Math. Ind. 6, No. 2, 109--132 (1996; Zbl 0854.92026)
Werner, Wendelin Beurling’s projection theorem via one-dimensional Brownian motion. (English) Zbl 0854.60083 Math. Proc. Camb. Philos. Soc. 119, No. 4, 729-738 (1996). Reviewer: N.M.Zinchenko (Kiev) MSC: 60J65 60G17 31A15 30C85 PDFBibTeX XMLCite \textit{W. Werner}, Math. Proc. Camb. Philos. Soc. 119, No. 4, 729--738 (1996; Zbl 0854.60083) Full Text: DOI
Dembo, Amir; Karlin, Samuel; Zeitouni, Ofer Large exceedances for multidimensional Lévy processes. (English) Zbl 0803.60025 Ann. Appl. Probab. 4, No. 2, 432-447 (1994). Reviewer: E.Pancheva (Sofia) MSC: 60F10 60J99 60G17 PDFBibTeX XMLCite \textit{A. Dembo} et al., Ann. Appl. Probab. 4, No. 2, 432--447 (1994; Zbl 0803.60025) Full Text: DOI
Ebrahimi, Nader On the dependence of structure of multivariate processes and corresponding hitting times. (English) Zbl 0805.60047 J. Multivariate Anal. 50, No. 1, 55-67 (1994). MSC: 60G99 60E05 62N05 PDFBibTeX XMLCite \textit{N. Ebrahimi}, J. Multivariate Anal. 50, No. 1, 55--67 (1994; Zbl 0805.60047) Full Text: DOI
Heinrich, L. On existence and mixing properties of germ-grain models. (English) Zbl 0811.60034 Statistics 23, No. 3, 271-286 (1992). MSC: 60G55 60D05 60G60 60G57 PDFBibTeX XMLCite \textit{L. Heinrich}, Statistics 23, No. 3, 271--286 (1992; Zbl 0811.60034) Full Text: DOI
Sinaĭ, Ya. G. Distribution of some functionals of the integral of a random walk. (English. Russian original) Zbl 0810.60063 Theor. Math. Phys. 90, No. 3, 219-241 (1992); translation from Teor. Mat. Fiz. 90, No. 3, 323-353 (1992). Reviewer: B.P.Harlamov (St.Peterburg) MSC: 60G50 60E05 PDFBibTeX XMLCite \textit{Ya. G. Sinaĭ}, Theor. Math. Phys. 90, No. 3, 1 (1992; Zbl 0810.60063); translation from Teor. Mat. Fiz. 90, No. 3, 323--353 (1992) Full Text: DOI
Girimaji, S. S.; Pope, S. B. Propagating surfaces in isotropic turbulence. (English) Zbl 0744.76063 J. Fluid Mech. 234, 247-277 (1992). MSC: 76F05 76M25 65N35 PDFBibTeX XMLCite \textit{S. S. Girimaji} and \textit{S. B. Pope}, J. Fluid Mech. 234, 247--277 (1992; Zbl 0744.76063) Full Text: DOI
Cressie, Noel; Hulting, Frederick L. A spatial statistical analysis of tumor growth. (English) Zbl 0781.62172 J. Am. Stat. Assoc. 87, No. 418, 272-283 (1992). MSC: 62P10 60D05 PDFBibTeX XMLCite \textit{N. Cressie} and \textit{F. L. Hulting}, J. Am. Stat. Assoc. 87, No. 418, 272--283 (1992; Zbl 0781.62172) Full Text: DOI
Meyre, Thierry Étude asymptotique du temps passé par le mouvement brownien dans un cône. (Asymptotics for the time spent by Brownian motion in a cone). (French) Zbl 0727.60092 Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 1, 107-124 (1991). Reviewer: S.Takenaka (Hiroshima) MSC: 60J65 60G17 60F05 PDFBibTeX XMLCite \textit{T. Meyre}, Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 1, 107--124 (1991; Zbl 0727.60092) Full Text: Numdam EuDML
Vondraček, Zoran A characterization of Brownian motion in a Lipschitz domain by its killing distributions. (English) Zbl 0723.60099 J. Theor. Probab. 4, No. 2, 457-464 (1991). Reviewer: J.Bertoin (Paris) MSC: 60J65 PDFBibTeX XMLCite \textit{Z. Vondraček}, J. Theor. Probab. 4, No. 2, 457--464 (1991; Zbl 0723.60099) Full Text: DOI
Lefebvre, Mario Some results concerning densities of first hitting times for diffusion processes. (Quelques résultats au sujet des densités de premier passage pour des processus de diffusion.) (French) Zbl 0748.60076 Ann. Sci. Math. Qué. 15, No. 2, 165-175 (1991). Reviewer: M. Lefebvre (Montréal) MSC: 60J70 PDFBibTeX XMLCite \textit{M. Lefebvre}, Ann. Sci. Math. Qué. 15, No. 2, 165--175 (1991; Zbl 0748.60076)
Cressie, Noel Modeling growth with random sets. (English) Zbl 0769.92014 Spatial statistics and imaging, Proc. Conf., Brunswick/ME (USA) 1988, IMS Lect. Notes, Monogr. Ser. 20, 31-45 (1991). MSC: 92C50 60D05 92B05 PDFBibTeX XMLCite \textit{N. Cressie}, IMS Lect. Notes, Monogr. Ser. 20, 31--45 (1991; Zbl 0769.92014)
Kesten, Harry Relations between solutions to a discrete and continuous Dirichlet problem. (English) Zbl 0737.60060 Random walks, Brownian motion, and interacting particle systems, Festschr. in Honor of Frank Spitzer, Prog. Probab. 28, 309-321 (1991). MSC: 60G50 60J65 PDFBibTeX XMLCite \textit{H. Kesten}, Prog. Probab. None, 309--321 (1991; Zbl 0737.60060)
Roberts, Gareth Boundary hitting approximations for Markov processes. (English) Zbl 0718.60085 Diffusion processes and related problems in analysis, Vol. I: Diffusions in analysis and geometry, Proc. Int. Conf., Evanston/IL (USA) 1989, Prog. Probab. 22, 83-93 (1990). Reviewer: G.Roberts MSC: 60J25 60J65 PDFBibTeX XML
Scott, W. F. A note on first-passage times for Brownian motion. (English) Zbl 0676.60068 Math. Sci. 14, No. 1, 50-54 (1989). Reviewer: Minping Qian MSC: 60G50 60J65 PDFBibTeX XMLCite \textit{W. F. Scott}, Math. Sci. 14, No. 1, 50--54 (1989; Zbl 0676.60068)
Percus, O. E.; Percus, J. K. Coin tossing, revisited. (English) Zbl 0646.60081 J. Appl. Probab. 25, No. 1, 70-80 (1988). Reviewer: A.J.Stam MSC: 60G50 PDFBibTeX XMLCite \textit{O. E. Percus} and \textit{J. K. Percus}, J. Appl. Probab. 25, No. 1, 70--80 (1988; Zbl 0646.60081) Full Text: DOI
Genon-Catalot, V.; Laredo, C. Limit theorems for the first hitting times process of a diffusion and statistical applications. (English) Zbl 0655.62088 Scand. J. Stat., Theory Appl. 14, 143-160 (1987). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M05 60F05 62F12 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{C. Laredo}, Scand. J. Stat. 14, 143--160 (1987; Zbl 0655.62088)
Cressie, Noel; Laslett, G. M. Random set theory and problems of modeling. (English) Zbl 0646.62086 SIAM Rev. 29, 557-574 (1987). Reviewer: T.S.Pitcher MSC: 62M99 62P99 60D05 PDFBibTeX XMLCite \textit{N. Cressie} and \textit{G. M. Laslett}, SIAM Rev. 29, 557--574 (1987; Zbl 0646.62086) Full Text: DOI Link
Molchanov, I. S. Empirical associated functionals and their application to the analysis of stable random sets and processes. (English. Russian original) Zbl 0736.60013 J. Sov. Math. 47, No. 5, 2742-2746 (1989); translation from Probl. Ustoĭch. Stokhasticheskikh Modeleĭ 1987, 75-79 (1987). Reviewer: L. Heinrich (Freiberg) MSC: 60D05 PDFBibTeX XMLCite \textit{I. S. Molchanov}, J. Sov. Math. 47, No. 5, 2742--2746 (1987; Zbl 0736.60013); translation from Probl. Ustoĭch. Stokhasticheskikh Modeleĭ 1987, 75--79 (1987) Full Text: DOI
Genon-Catalot, V.; Laredo, C. Non-parametric estimation for partially observed transient diffusion processes. (English) Zbl 0653.62025 Stochastics 18, 169-196 (1986). MSC: 62G05 62M05 60J60 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{C. Laredo}, Stochastics 18, 169--196 (1986; Zbl 0653.62025) Full Text: DOI
Genon-Catalot, Valentine; Laredo, Catherine Théorèmes limites pour les temps d’atteinte de niveaux d’une diffusion et applications statistiques. (Limit theorems for the hitting time process of a diffusion and statistical applications). (French) Zbl 0587.62162 C. R. Acad. Sci., Paris, Sér. I 302, 43-46 (1986). MSC: 62M05 60F15 60J60 PDFBibTeX XMLCite \textit{V. Genon-Catalot} and \textit{C. Laredo}, C. R. Acad. Sci., Paris, Sér. I 302, 43--46 (1986; Zbl 0587.62162)
Carmona, Rene; Klein, Abel Exponential moments for hitting times of uniformly ergodic Markov processes. (English) Zbl 0523.60064 Ann. Probab. 11, 648-655 (1983). MSC: 60J25 60J60 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{A. Klein}, Ann. Probab. 11, 648--655 (1983; Zbl 0523.60064) Full Text: DOI
Chacon, R. V.; Jamison, B. Sample path consistency for Markov processes. (English) Zbl 0472.60064 Z. Wahrscheinlichkeitstheor. Verw. Geb. 58, 169-182 (1981). MSC: 60J25 PDFBibTeX XMLCite \textit{R. V. Chacon} and \textit{B. Jamison}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 58, 169--182 (1981; Zbl 0472.60064) Full Text: DOI