Kim, Seonwoo; Seo, Insuk Condensation and metastable behavior of non-reversible inclusion processes. (English) Zbl 07333510 Commun. Math. Phys. 382, No. 2, 1343-1401 (2021). MSC: 82C 60J 60K 60K35 82C22 60J45 82C26 60J75 PDF BibTeX XML Cite \textit{S. Kim} and \textit{I. Seo}, Commun. Math. Phys. 382, No. 2, 1343--1401 (2021; Zbl 07333510) Full Text: DOI
Alberti, F.; Baake, E.; Letter, I.; Martínez, S. Solving the migration-recombination equation from a genealogical point of view. (English) Zbl 07331662 J. Math. Biol. 82, No. 5, Paper No. 41, 27 p. (2021). MSC: 60J75 92D15 60C05 05C80 37N25 PDF BibTeX XML Cite \textit{F. Alberti} et al., J. Math. Biol. 82, No. 5, Paper No. 41, 27 p. (2021; Zbl 07331662) Full Text: DOI
Kozitsky, Yuri; Omelyan, Igor; Pilorz, Krzysztof Jumps and coalescence in the continuum: a numerical study. (English) Zbl 07330179 Appl. Math. Comput. 390, Article ID 125610, 11 p. (2021). MSC: 37M05 60J75 82C21 PDF BibTeX XML Cite \textit{Y. Kozitsky} et al., Appl. Math. Comput. 390, Article ID 125610, 11 p. (2021; Zbl 07330179) Full Text: DOI
Wang, Lu; Zhou, Ruichao; Wu, Jianhong Determining the number of breaks in large dimensional factor models with structural changes. (English) Zbl 07328749 Econ. Lett. 199, Article ID 109707, 4 p. (2021). MSC: 62G10 62L12 62H25 60J74 PDF BibTeX XML Cite \textit{L. Wang} et al., Econ. Lett. 199, Article ID 109707, 4 p. (2021; Zbl 07328749) Full Text: DOI
Zhang, Lili The expected discounted penalty function in the generalized Erlang \((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 07323159 Bull. Iran. Math. Soc. 47, No. 2, 569-583 (2021). MSC: 62G10 60J74 45J05 PDF BibTeX XML Cite \textit{L. Zhang}, Bull. Iran. Math. Soc. 47, No. 2, 569--583 (2021; Zbl 07323159) Full Text: DOI
Leman, H.; Pardo, J. C. Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment. (English) Zbl 07317338 J. Appl. Probab. 58, No. 1, 128-139 (2021). MSC: 60J80 60J76 60J85 PDF BibTeX XML Cite \textit{H. Leman} and \textit{J. C. Pardo}, J. Appl. Probab. 58, No. 1, 128--139 (2021; Zbl 07317338) Full Text: DOI
Cheridito, Patrick; Patie, Pierre; Srapionyan, Anna; Vaidyanathan, Aditya On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity. (Sur les semi-groupes de Jacobi ergodiques et non locaux: théorie spectrale, convergence vers l’équilibre et contractivité.) (English. French summary) Zbl 07315959 J. Éc. Polytech., Math. 8, 331-378 (2021). MSC: 37A30 47D06 47G20 60J75 47A35 47H25 PDF BibTeX XML Cite \textit{P. Cheridito} et al., J. Éc. Polytech., Math. 8, 331--378 (2021; Zbl 07315959) Full Text: DOI
Li, Mengling; Deng, Feiqi; Zheng, Xiaofeng; Luo, Jinnan Mean-square stability of stochastic system with Markov jump and Lévy noise via adaptive control. (English) Zbl 07315729 J. Franklin Inst. 358, No. 2, 1291-1307 (2021). MSC: 93E15 93D20 60G51 93E35 93C10 93C05 PDF BibTeX XML Cite \textit{M. Li} et al., J. Franklin Inst. 358, No. 2, 1291--1307 (2021; Zbl 07315729) Full Text: DOI
Briani, Maya; Caramellino, Lucia; Terenzi, Giulia Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model. (English) Zbl 07314379 SIAM J. Numer. Anal. 59, No. 1, 477-502 (2021). MSC: 60H35 65C20 91G60 PDF BibTeX XML Cite \textit{M. Briani} et al., SIAM J. Numer. Anal. 59, No. 1, 477--502 (2021; Zbl 07314379) Full Text: DOI
Barrasso, Adrien; Russo, Francesco Martingale driven BSDEs, PDEs and other related deterministic problems. (English) Zbl 07312689 Stochastic Processes Appl. 133, 193-228 (2021). MSC: 60H30 60H10 35S05 60J35 60J60 60J75 PDF BibTeX XML Cite \textit{A. Barrasso} and \textit{F. Russo}, Stochastic Processes Appl. 133, 193--228 (2021; Zbl 07312689) Full Text: DOI
Gushchin, A. A. The joint law of a max-continuous local submartingale and its maximum. (English. Russian original) Zbl 07308474 Theory Probab. Appl. 65, No. 4, 545-557 (2021); translation from Teor. Veroyatn. Primen. 65, No. 4, 693-709 (2020). MSC: 60 37 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Theory Probab. Appl. 65, No. 4, 545--557 (2021; Zbl 07308474); translation from Teor. Veroyatn. Primen. 65, No. 4, 693--709 (2020) Full Text: DOI
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. (English) Zbl 07306258 J. Theor. Probab. 34, No. 1, 173-205 (2021). MSC: 35Q84 60J76 60J25 35A01 35A02 PDF BibTeX XML Cite \textit{L. Döring} et al., J. Theor. Probab. 34, No. 1, 173--205 (2021; Zbl 07306258) Full Text: DOI
Boen, Lynn; in ’t Hout, Karel J. Operator splitting schemes for the two-asset Merton jump-diffusion model. (English) Zbl 07305168 J. Comput. Appl. Math. 387, Article ID 112309, 16 p. (2021). MSC: 65M06 65N40 65T50 60J74 35R09 45K05 91G20 91G60 35Q91 PDF BibTeX XML Cite \textit{L. Boen} and \textit{K. J. in 't Hout}, J. Comput. Appl. Math. 387, Article ID 112309, 16 p. (2021; Zbl 07305168) Full Text: DOI
Chen, Yu-Ting; Lee, Cheng Few; Sheu, Yuan-Chung An integral equation approach for bond prices with applications to credit spreads. (English) Zbl 1454.91281 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3849-3866 (2021). MSC: 91G20 91G40 60J74 60H20 PDF BibTeX XML Cite \textit{Y.-T. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3849--3866 (2021; Zbl 1454.91281) Full Text: DOI
Chang, Jow-Ran; Hung, Mao-Wei; Lee, Cheng Few; Lu, Hsin-Min The jump behavior of a foreign exchange market: analysis of the Thai baht. (English) Zbl 1454.91337 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1943-1968 (2021). MSC: 91G45 60J74 62P05 PDF BibTeX XML Cite \textit{J.-R. Chang} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1943--1968 (2021; Zbl 1454.91337) Full Text: DOI
Chen, Yu-Ting; Lee, Cheng Few; Sheu, Yuan-Chung An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model. (English) Zbl 1451.91165 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1561-1598 (2021). MSC: 91G05 60G51 60J74 45J05 PDF BibTeX XML Cite \textit{Y.-T. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1561--1598 (2021; Zbl 1451.91165) Full Text: DOI
Schlossberg, Jessica; Swanson, Norman R. Jump spillover and risk effects on excess returns in the United States during the Great Recession. (English) Zbl 1454.91365 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1109-1149 (2021). MSC: 91G70 60J74 PDF BibTeX XML Cite \textit{J. Schlossberg} and \textit{N. R. Swanson}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1109--1149 (2021; Zbl 1454.91365) Full Text: DOI
Shaikhet, Leonid Behavior of solution of stochastic delay differential equation with additive fading perturbations. (English) Zbl 1453.34104 Appl. Math. Lett. 111, Article ID 106640, 9 p. (2021). MSC: 34K50 34K27 60J76 PDF BibTeX XML Cite \textit{L. Shaikhet}, Appl. Math. Lett. 111, Article ID 106640, 9 p. (2021; Zbl 1453.34104) Full Text: DOI
Ahmadi, Z.; Hosseini, S. M.; Bastani, A. Foroush A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes. (English) Zbl 1448.91290 J. Comput. Appl. Math. 383, Article ID 113132, 19 p. (2021). MSC: 91G20 93E20 60J74 90C39 PDF BibTeX XML Cite \textit{Z. Ahmadi} et al., J. Comput. Appl. Math. 383, Article ID 113132, 19 p. (2021; Zbl 1448.91290) Full Text: DOI
Pasricha, Puneet; Lu, Xiaoping; Zhu, Song-Ping A note on the calculation of default probabilities in “Structural credit risk modeling with Hawkes jump-diffusion processes”. (English) Zbl 1447.91187 J. Comput. Appl. Math. 381, Article ID 113037, 7 p. (2021). MSC: 91G40 60G55 PDF BibTeX XML Cite \textit{P. Pasricha} et al., J. Comput. Appl. Math. 381, Article ID 113037, 7 p. (2021; Zbl 1447.91187) Full Text: DOI
Hainaut, Donatien; Leonenko, Nikolai Option pricing in illiquid markets: a fractional jump-diffusion approach. (English) Zbl 1447.91174 J. Comput. Appl. Math. 381, Article ID 112995, 18 p. (2021). MSC: 91G20 26A33 60J74 PDF BibTeX XML Cite \textit{D. Hainaut} and \textit{N. Leonenko}, J. Comput. Appl. Math. 381, Article ID 112995, 18 p. (2021; Zbl 1447.91174) Full Text: DOI
Mies, Fabian Estimation of state-dependent jump activity and drift for Markovian semimartingales. (English) Zbl 1446.60057 J. Stat. Plann. Inference 210, 114-140 (2021). MSC: 60J35 60J74 60G52 62G08 PDF BibTeX XML Cite \textit{F. Mies}, J. Stat. Plann. Inference 210, 114--140 (2021; Zbl 1446.60057) Full Text: DOI
Maas, Jan; Mielke, Alexander Modeling of chemical reaction systems with detailed balance using gradient structures. (English) Zbl 07328001 J. Stat. Phys. 181, No. 6, 2257-2303 (2020). MSC: 60F10 80A30 60J75 PDF BibTeX XML Cite \textit{J. Maas} and \textit{A. Mielke}, J. Stat. Phys. 181, No. 6, 2257--2303 (2020; Zbl 07328001) Full Text: DOI
Giacomin, Giambattista; Havret, Benjamin Localization, big-jump regime and the effect of disorder for a class of generalized pinning models. (English) Zbl 07327991 J. Stat. Phys. 181, No. 6, 2015-2049 (2020). MSC: 60K35 60K37 82B44 60K10 PDF BibTeX XML Cite \textit{G. Giacomin} and \textit{B. Havret}, J. Stat. Phys. 181, No. 6, 2015--2049 (2020; Zbl 07327991) Full Text: DOI
Bianchi, A.; Gaudillière, A.; Milanesi, P. On soft capacities, quasi-stationary distributions and the pathwise approach to metastability. (English) Zbl 07327970 J. Stat. Phys. 181, No. 3, 1052-1086 (2020). MSC: 60J27 60J45 60J75 82C20 PDF BibTeX XML Cite \textit{A. Bianchi} et al., J. Stat. Phys. 181, No. 3, 1052--1086 (2020; Zbl 07327970) Full Text: DOI
Ünözkan, Hüseyin; Yilmaz, Mehmet; Dere, Ahmet Murat A stochastic approach to number of corona virus cases. (English) Zbl 07326448 J. Appl. Math. Stat. Inform. 16, No. 2, 67-83 (2020). MSC: 60J74 PDF BibTeX XML Cite \textit{H. Ünözkan} et al., J. Appl. Math. Stat. Inform. 16, No. 2, 67--83 (2020; Zbl 07326448) Full Text: DOI
Coghi, Michele; Deuschel, Jean-Dominique; Friz, Peter Karl; Maurelli, Mario Pathwise McKean-Vlasov theory with additive noise. (English) Zbl 07325643 Ann. Appl. Probab. 30, No. 5, 2355-2392 (2020). MSC: 60F10 60G09 60H10 60F05 60F15 60J50 PDF BibTeX XML Cite \textit{M. Coghi} et al., Ann. Appl. Probab. 30, No. 5, 2355--2392 (2020; Zbl 07325643) Full Text: DOI Euclid
Abundo, Mario An inverse problem for the first-passage place of some diffusion processes with random starting point. (English) Zbl 07316805 Stochastic Anal. Appl. 38, No. 6, 1122-1133 (2020). MSC: 60J60 60H05 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Stochastic Anal. Appl. 38, No. 6, 1122--1133 (2020; Zbl 07316805) Full Text: DOI
Briat, Corentin; Khammash, Mustafa Ergodicity analysis and antithetic integral control of a class of stochastic reaction networks with delays. (English) Zbl 07315442 SIAM J. Appl. Dyn. Syst. 19, No. 3, 1575-1608 (2020). MSC: 60J75 80A30 93B52 92C42 PDF BibTeX XML Cite \textit{C. Briat} and \textit{M. Khammash}, SIAM J. Appl. Dyn. Syst. 19, No. 3, 1575--1608 (2020; Zbl 07315442) Full Text: DOI
Arapostathis, Ari; Pang, Guodong; Zheng, Yi Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis. (English) Zbl 07312346 Stochastic Processes Appl. 130, No. 11, 6733-6756 (2020). MSC: 93E20 60J74 60J60 93C20 35F21 93E15 PDF BibTeX XML Cite \textit{A. Arapostathis} et al., Stochastic Processes Appl. 130, No. 11, 6733--6756 (2020; Zbl 07312346) Full Text: DOI
Borisov, A. V. \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes. (English. Russian original) Zbl 1455.60064 Autom. Remote Control 81, No. 12, 2160-2180 (2020); translation from Avtom. Telemekh. 2020, No. 12, 24-49 (2020). MSC: 60G35 60J76 65C05 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 12, 2160--2180 (2020; Zbl 1455.60064); translation from Avtom. Telemekh. 2020, No. 12, 24--49 (2020) Full Text: DOI
Khrustalev, M. M.; Tsarkov, K. A. Sufficient conditions for terminal invariance of stochastic jump diffusion systems. (English. Russian original) Zbl 07312183 Autom. Remote Control 81, No. 11, 2062-2077 (2020); translation from Avtom. Telemekh. 2020, No. 11, 155-173 (2020). MSC: 93E03 93C10 93C27 60J74 PDF BibTeX XML Cite \textit{M. M. Khrustalev} and \textit{K. A. Tsarkov}, Autom. Remote Control 81, No. 11, 2062--2077 (2020; Zbl 07312183); translation from Avtom. Telemekh. 2020, No. 11, 155--173 (2020) Full Text: DOI
Borisov, A. V. \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes. (English. Russian original) Zbl 1455.60063 Autom. Remote Control 81, No. 11, 1945-1962 (2020); translation from Avtom. Telemekh. 2020, No. 11, 11-31 (2020). MSC: 60G35 60J76 65C05 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 11, 1945--1962 (2020; Zbl 1455.60063); translation from Avtom. Telemekh. 2020, No. 11, 11--31 (2020) Full Text: DOI
Vergés, Fortià Vila; Fragoso, Marcelo Dutra Stationary linear mean square filter for the operation mode of continuous-time Markovian jump linear systems. (English) Zbl 07307065 Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1-2, 501-521 (2020). MSC: 93E11 93C05 93C30 60J74 60J27 PDF BibTeX XML Cite \textit{F. V. Vergés} and \textit{M. D. Fragoso}, Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1--2, 501--521 (2020; Zbl 07307065) Full Text: Link
Logachov, A. V.; Mogulsky, A. A.; Prokopenko, E. I.; Yambartsev, A. A. Local limits for string of frozen characters. (English) Zbl 1454.60041 Markov Process. Relat. Fields 26, No. 5, 885-899 (2020). MSC: 60F10 60K05 60J74 PDF BibTeX XML Cite \textit{A. V. Logachov} et al., Markov Process. Relat. Fields 26, No. 5, 885--899 (2020; Zbl 1454.60041) Full Text: Link
Ji, Huihui; Cui, Baotong; Liu, Xinzhi Adaptive control of Markov jump distributed parameter systems via model reference. (English) Zbl 1452.93040 Fuzzy Sets Syst. 392, 115-135 (2020). MSC: 93E35 60J28 PDF BibTeX XML Cite \textit{H. Ji} et al., Fuzzy Sets Syst. 392, 115--135 (2020; Zbl 1452.93040) 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)
Cai, Guanghui; Ying, Xuehai The forecasting performance of the high-frequency volatility models based on jumps, good-bad volatility and Markov regime-switching. (Chinese. English summary) Zbl 07295813 J. Syst. Sci. Math. Sci. 40, No. 3, 521-546 (2020). MSC: 91G20 91G70 60J74 PDF BibTeX XML Cite \textit{G. Cai} and \textit{X. Ying}, J. Syst. Sci. Math. Sci. 40, No. 3, 521--546 (2020; Zbl 07295813)
Borisov, A. V. Robust filtering algorithm for Markov jump processes with high-frequency counting observations. (English. Russian original) Zbl 1455.93194 Autom. Remote Control 81, No. 4, 575-588 (2020); translation from Avtom. Telemekh. 2020, No. 4, 3-20 (2020). MSC: 93E11 60G55 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 4, 575--588 (2020; Zbl 1455.93194); translation from Avtom. Telemekh. 2020, No. 4, 3--20 (2020) Full Text: DOI
Kong, Xin-Bing; Lin, Jin-Guan; Liu, Guang-Ying Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data. (English) Zbl 07293109 Random Matrices Theory Appl. 9, No. 3, Article ID 2050007, 23 p. (2020). MSC: 62M05 62G20 62H12 60J76 60G20 PDF BibTeX XML Cite \textit{X.-B. Kong} et al., Random Matrices Theory Appl. 9, No. 3, Article ID 2050007, 23 p. (2020; Zbl 07293109) Full Text: DOI
Cai, Ning; Zhang, Wei Regime classification and stock loan valuation. (English) Zbl 1455.91252 Oper. Res. 68, No. 4, 965-983 (2020). MSC: 91G20 60G40 60G51 PDF BibTeX XML Cite \textit{N. Cai} and \textit{W. Zhang}, Oper. Res. 68, No. 4, 965--983 (2020; Zbl 1455.91252) Full Text: DOI
Pogorui, A. O.; Rodríguez-Dagnino, R. M. Differential and integral equations for jump random motions. (English) Zbl 1455.60121 Theory Probab. Math. Stat. 101, 233-242 (2020) and Teor. Jmovirn. Mat. Stat. 101, 203-211 (2019). MSC: 60K15 60J76 PDF BibTeX XML Cite \textit{A. O. Pogorui} and \textit{R. M. Rodríguez-Dagnino}, Theory Probab. Math. Stat. 101, 233--242 (2020; Zbl 1455.60121) Full Text: DOI
Winkelmann, Stefanie; Schütte, Christof Stochastic dynamics in computational biology. (English) Zbl 07290833 Frontiers in Applied Dynamical Systems: Reviews and Tutorials 8. Cham: Springer (ISBN 978-3-030-62386-9/pbk; 978-3-030-62387-6/ebook). xviii, 272 p. (2020). MSC: 92-02 92C40 92C45 92E20 60H10 60J74 60J28 PDF BibTeX XML Cite \textit{S. Winkelmann} and \textit{C. Schütte}, Stochastic dynamics in computational biology. Cham: Springer (2020; Zbl 07290833) Full Text: DOI
Laham, M. F.; Ibrahim, S. N. I.; Kilicman, A. Pricing arithmetic Asian put option with early exercise boundary under jump-diffusion process. (English) Zbl 1455.91273 Malays. J. Math. Sci. 14, No. 1, 1-15 (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C05 65D30 91G20 60J74 PDF BibTeX XML Cite \textit{M. F. Laham} et al., Malays. J. Math. Sci. 14, No. 1, 1--15 (2020; Zbl 1455.91273) Full Text: Link
Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Stability of parabolic Harnack inequalities for symmetric non-local Dirichlet forms. (English) Zbl 1455.35004 J. Eur. Math. Soc. (JEMS) 22, No. 11, 3747-3803 (2020). Reviewer: Vincenzo Vespri (Firenze) MSC: 35A23 35B51 35B35 35B65 60J76 28A80 PDF BibTeX XML Cite \textit{Z.-Q. Chen} et al., J. Eur. Math. Soc. (JEMS) 22, No. 11, 3747--3803 (2020; Zbl 1455.35004) Full Text: DOI
Deschatre, Thomas; Féron, Olivier; Hoffmann, Marc Estimating fast mean-reverting jumps in electricity market models. (English) Zbl 1455.62198 ESAIM, Probab. Stat. 24, 963-1002 (2020). MSC: 62P05 62M10 60J74 60G35 60G48 60F05 PDF BibTeX XML Cite \textit{T. Deschatre} et al., ESAIM, Probab. Stat. 24, 963--1002 (2020; Zbl 1455.62198) Full Text: DOI
Yao, Song \(\mathbb{L}^{p}\) solutions of reflected backward stochastic differential equations with jumps. (English) Zbl 1454.60084 ESAIM, Probab. Stat. 24, 935-962 (2020). MSC: 60H10 60F25 60J76 PDF BibTeX XML Cite \textit{S. Yao}, ESAIM, Probab. Stat. 24, 935--962 (2020; Zbl 1454.60084) Full Text: DOI
Gloter, A.; Honoré, Igor; Loukianova, D. Approximation of the invariant distribution for a class of ergodic jump diffusions. (English) Zbl 1455.60091 ESAIM, Probab. Stat. 24, 883-913 (2020). MSC: 60H35 60G51 60E15 65C30 PDF BibTeX XML Cite \textit{A. Gloter} et al., ESAIM, Probab. Stat. 24, 883--913 (2020; Zbl 1455.60091) Full Text: DOI
Mies, Fabian Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process. (English) Zbl 1455.62163 Electron. J. Stat. 14, No. 2, 4165-4206 (2020). MSC: 62M05 60G51 62P05 62B10 PDF BibTeX XML Cite \textit{F. Mies}, Electron. J. Stat. 14, No. 2, 4165--4206 (2020; Zbl 1455.62163) Full Text: DOI Euclid
Lefebvre, Mario The ruin problem for a Wiener process with state-dependent jumps. (English) Zbl 07282836 J. Appl. Math. Stat. Inform. 16, No. 1, 13-23 (2020). MSC: 60J75 60J60 PDF BibTeX XML Cite \textit{M. Lefebvre}, J. Appl. Math. Stat. Inform. 16, No. 1, 13--23 (2020; Zbl 07282836) Full Text: DOI
Abergel, Frédéric; Huré, Côme; Pham, Huyên Algorithmic trading in a microstructural limit order book model. (English) Zbl 1454.91238 Quant. Finance 20, No. 8, 1263-1283 (2020). MSC: 91G15 90C39 90C40 PDF BibTeX XML Cite \textit{F. Abergel} et al., Quant. Finance 20, No. 8, 1263--1283 (2020; Zbl 1454.91238) Full Text: DOI
Book review of: B. Øksendal and A. Sulem, Applied stochastic control of jump diffusions. (English) Zbl 07282775 Quant. Finance 20, No. 8, 1237-1238 (2020). MSC: 00A17 93-02 93E20 60-02 60G40 60J60 60J75 60G51 60H15 49L25 49J20 91A15 91A23 91G20 91G80 90C39 PDF BibTeX XML Cite Quant. Finance 20, No. 8, 1237--1238 (2020; Zbl 07282775) Full Text: DOI
Ma, Yong; Pan, Dongtao; Wang, Tianyang Exchange options under clustered jump dynamics. (English) Zbl 1454.91302 Quant. Finance 20, No. 6, 949-967 (2020). MSC: 91G20 60J74 PDF BibTeX XML Cite \textit{Y. Ma} et al., Quant. Finance 20, No. 6, 949--967 (2020; Zbl 1454.91302) Full Text: DOI
Siu, Tak Kuen Book review of: H. Kunita, Stochastic flows and jump-diffusions. (English) Zbl 1451.00054 Quant. Finance 20, No. 6, 895-897 (2020). MSC: 00A17 60-02 60H05 60H07 60J60 60J76 35K08 PDF BibTeX XML Cite \textit{T. K. Siu}, Quant. Finance 20, No. 6, 895--897 (2020; Zbl 1451.00054) Full Text: DOI
Dumont, Grégory; Gabriel, Pierre The mean-field equation of a leaky integrate-and-fire neural network: measure solutions and steady states. (English) Zbl 1455.35277 Nonlinearity 33, No. 12, 6381-6420 (2020). Reviewer: Adrian Muntean (Karlstad) MSC: 35R06 92B20 35B40 60J76 35B35 PDF BibTeX XML Cite \textit{G. Dumont} and \textit{P. Gabriel}, Nonlinearity 33, No. 12, 6381--6420 (2020; Zbl 1455.35277) Full Text: DOI
Komorowski, Tomasz; Olla, Stefano; Ryzhik, Lenya Fractional diffusion limit for a kinetic equation with an interface. (English) Zbl 1452.35212 Ann. Probab. 48, No. 5, 2290-2322 (2020). MSC: 35Q79 60J76 45A05 35R11 26A33 PDF BibTeX XML Cite \textit{T. Komorowski} et al., Ann. Probab. 48, No. 5, 2290--2322 (2020; Zbl 1452.35212) Full Text: DOI Euclid
Gómez-Valle, Lourdes; López-Marcos, Miguel Ángel; Martínez-Rodríguez, Julia Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices. (English) Zbl 1452.65158 Math. Methods Appl. Sci. 43, No. 14, 7993-8005 (2020). MSC: 65M06 91G30 91G20 91G60 35R09 PDF BibTeX XML Cite \textit{L. Gómez-Valle} et al., Math. Methods Appl. Sci. 43, No. 14, 7993--8005 (2020; Zbl 1452.65158) Full Text: DOI
Bandini, Elena; Russo, Francesco The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures. (English) Zbl 07272863 Stoch. Dyn. 20, No. 6, Article ID 2040011, 27 p. (2020). MSC: 60J76 60G57 60H30 PDF BibTeX XML Cite \textit{E. Bandini} and \textit{F. Russo}, Stoch. Dyn. 20, No. 6, Article ID 2040011, 27 p. (2020; Zbl 07272863) Full Text: DOI
Röckner, Michael; Xie, Longjie; Zhang, Xicheng Superposition principle for non-local Fokker-Planck-Kolmogorov operators. (English) Zbl 07271328 Probab. Theory Relat. Fields 178, No. 3-4, 699-733 (2020). MSC: 60H10 60J75 PDF BibTeX XML Cite \textit{M. Röckner} et al., Probab. Theory Relat. Fields 178, No. 3--4, 699--733 (2020; Zbl 07271328) Full Text: DOI
Papagiannouli, Katerina Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data. (English) Zbl 07270270 Electron. J. Stat. 14, No. 2, 3525-3562 (2020). MSC: 60G51 60J76 62C20 62G05 62G10 PDF BibTeX XML Cite \textit{K. Papagiannouli}, Electron. J. Stat. 14, No. 2, 3525--3562 (2020; Zbl 07270270) Full Text: DOI Euclid
Ben Hammouda, Chiheb; Ben Rached, Nadhir; Tempone, Raúl Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. (English) Zbl 07270204 Stat. Comput. 30, No. 6, 1665-1689 (2020). MSC: 60H35 60J27 60J75 92C40 PDF BibTeX XML Cite \textit{C. Ben Hammouda} et al., Stat. Comput. 30, No. 6, 1665--1689 (2020; Zbl 07270204) Full Text: DOI
Lütkepohl, Helmut Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity. (English) Zbl 1452.62660 Econ. Lett. 195, Article ID 109458, 4 p. (2020). MSC: 62M10 60J76 PDF BibTeX XML Cite \textit{H. Lütkepohl}, Econ. Lett. 195, Article ID 109458, 4 p. (2020; Zbl 1452.62660) Full Text: DOI
Wingert, Simon; Mboya, Mwasi Paza; Sibbertsen, Philipp Distinguishing between breaks in the mean and breaks in persistence under long memory. (English) Zbl 1452.62686 Econ. Lett. 193, Article ID 109338, 5 p. (2020). MSC: 62M10 60J76 62P05 PDF BibTeX XML Cite \textit{S. Wingert} et al., Econ. Lett. 193, Article ID 109338, 5 p. (2020; Zbl 1452.62686) Full Text: DOI
Park, Hyunchul; Xiao, Yimin; Yang, Xiaochuan Uniform dimension results for the inverse images of symmetric Lévy processes. (English) Zbl 07268528 J. Theor. Probab. 33, No. 4, 2213-2232 (2020). MSC: 60J75 60G52 60G17 28A80 PDF BibTeX XML Cite \textit{H. Park} et al., J. Theor. Probab. 33, No. 4, 2213--2232 (2020; Zbl 07268528) 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
Liu, Limin; Wan, Mengran Parameter estimation of stochastic volatility model with jump. (Chinese. English summary) Zbl 07266816 J. Henan Norm. Univ., Nat. Sci. 48, No. 3, 6-11 (2020). MSC: 62F10 91B70 60J76 62P20 PDF BibTeX XML Cite \textit{L. Liu} and \textit{M. Wan}, J. Henan Norm. Univ., Nat. Sci. 48, No. 3, 6--11 (2020; Zbl 07266816) Full Text: DOI
Kechejian, H.; Ohanyan, V. K.; Bardakhchyan, V. G. On Poisson mixture of lognormal distributions. (English) Zbl 07266259 Lobachevskii J. Math. 41, No. 3, 340-348 (2020). Reviewer: Noureddine Daili (Sétif) MSC: 60E05 60J60 62E17 PDF BibTeX XML Cite \textit{H. Kechejian} et al., Lobachevskii J. Math. 41, No. 3, 340--348 (2020; Zbl 07266259) Full Text: DOI
Chaker, Jamil Regularity of solutions to anisotropic nonlocal equations. (English) Zbl 07263154 Math. Z. 296, No. 3-4, 1135-1155 (2020). MSC: 60J75 60H10 31B05 60G52 PDF BibTeX XML Cite \textit{J. Chaker}, Math. Z. 296, No. 3--4, 1135--1155 (2020; Zbl 07263154) Full Text: DOI
Cho, Soobin; Kim, Panki; Song, Renming; Vondraček, Zoran Factorization and estimates of Dirichlet heat kernels for non-local operators with critical killings. (English. French summary) Zbl 07262155 J. Math. Pures Appl. (9) 143, 208-256 (2020). MSC: 60J35 60J50 60J75 PDF BibTeX XML Cite \textit{S. Cho} et al., J. Math. Pures Appl. (9) 143, 208--256 (2020; Zbl 07262155) Full Text: DOI
Shirzadi, Mohammad; Dehghan, Mehdi; Foroush Bastani, Ali On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation. (English) Zbl 07261585 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105160, 18 p. (2020). MSC: 45K05 60G51 60H30 65M06 65M70 35R35 PDF BibTeX XML Cite \textit{M. Shirzadi} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105160, 18 p. (2020; Zbl 07261585) Full Text: DOI
Moutsinga, Claude Rodrigue Bambe; Pindza, Edson; Maré, Eben A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models. (English) Zbl 1453.65361 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105159, 16 p. (2020). Reviewer: Bülent Karasözen (Ankara) MSC: 65M70 65M22 65M12 44A15 35R09 45K05 91G20 91G60 60G55 PDF BibTeX XML Cite \textit{C. R. B. Moutsinga} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105159, 16 p. (2020; Zbl 1453.65361) Full Text: DOI
Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Heat kernel estimates and parabolic Harnack inequalities for symmetric Dirichlet forms. (English) Zbl 07258185 Adv. Math. 374, Article ID 107269, 71 p. (2020). MSC: 60J35 35K08 60J60 60J75 31C25 60J25 60J45 PDF BibTeX XML Cite \textit{Z.-Q. Chen} et al., Adv. Math. 374, Article ID 107269, 71 p. (2020; Zbl 07258185) 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
Shaochuan, Lu Bayesian multiple changepoints detection for Markov jump processes. (English) Zbl 07255820 Comput. Stat. 35, No. 3, 1501-1523 (2020). MSC: 65C60 PDF BibTeX XML Cite \textit{L. Shaochuan}, Comput. Stat. 35, No. 3, 1501--1523 (2020; Zbl 07255820) Full Text: DOI
Völlering, Florian Markov process representation of semigroups whose generators include negative rates. (English) Zbl 07252787 Electron. Commun. Probab. 25, Paper No. 67, 7 p. (2020). MSC: 60J27 60J35 PDF BibTeX XML Cite \textit{F. Völlering}, Electron. Commun. Probab. 25, Paper No. 67, 7 p. (2020; Zbl 07252787) Full Text: DOI Euclid
Kallsen, Jan; Krühner, Paul On uniqueness of solutions to martingale problems – counterexamples and sufficient criteria. (English) Zbl 07252727 Electron. J. Probab. 25, Paper No. 95, 33 p. (2020). MSC: 47G30 60J35 60J75 PDF BibTeX XML Cite \textit{J. Kallsen} and \textit{P. Krühner}, Electron. J. Probab. 25, Paper No. 95, 33 p. (2020; Zbl 07252727) Full Text: DOI Euclid
Diez, Antoine Propagation of chaos and moderate interaction for a piecewise deterministic system of geometrically enriched particles. (English) Zbl 1448.35507 Electron. J. Probab. 25, Paper No. 90, 38 p. (2020). MSC: 35Q82 35Q83 60J76 60J25 60K35 82C22 PDF BibTeX XML Cite \textit{A. Diez}, Electron. J. Probab. 25, Paper No. 90, 38 p. (2020; Zbl 1448.35507) Full Text: DOI Euclid
Gerard, Thomas Representations of the vertex reinforced jump process as a mixture of Markov processes on \(\mathbb{Z}^d\) and infinite trees. (English) Zbl 07252702 Electron. J. Probab. 25, Paper No. 108, 45 p. (2020). MSC: 60J75 60K37 31C35 PDF BibTeX XML Cite \textit{T. Gerard}, Electron. J. Probab. 25, Paper No. 108, 45 p. (2020; Zbl 07252702) Full Text: DOI Euclid
Majka, Mateusz B. A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift. (English) Zbl 07251315 Probab. Math. Stat. 40, No. 1, 37-55 (2020). MSC: 60H10 60G51 PDF BibTeX XML Cite \textit{M. B. Majka}, Probab. Math. Stat. 40, No. 1, 37--55 (2020; Zbl 07251315) Full Text: DOI
Pal, Soumik; Wong, Ting-Kam Leonard Multiplicative Schrödinger problem and the Dirichlet transport. (English) Zbl 07250123 Probab. Theory Relat. Fields 178, No. 1-2, 613-654 (2020). MSC: 60J75 60G57 60F10 PDF BibTeX XML Cite \textit{S. Pal} and \textit{T.-K. L. Wong}, Probab. Theory Relat. Fields 178, No. 1--2, 613--654 (2020; Zbl 07250123) Full Text: DOI
Girardin, Valerie; Senoussi, Rachid Filling the gap between continuous and discrete time dynamics of autoregressive processes. (English) Zbl 07248381 J. Time Ser. Anal. 41, No. 4, 590-602 (2020). MSC: 60G10 60J70 60J75 62M10 PDF BibTeX XML Cite \textit{V. Girardin} and \textit{R. Senoussi}, J. Time Ser. Anal. 41, No. 4, 590--602 (2020; Zbl 07248381) Full Text: DOI
Nguyen, T.; Pergamenschchikov, S. Approximate hedging with constant proportional transaction costs in financial markets with jumps. (English. Russian original) Zbl 07247825 Theory Probab. Appl. 65, No. 2, 224-248 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 281-311 (2020). MSC: 91G20 91G15 60J74 PDF BibTeX XML Cite \textit{T. Nguyen} and \textit{S. Pergamenschchikov}, Theory Probab. Appl. 65, No. 2, 224--248 (2020; Zbl 07247825); translation from Teor. Veroyatn. Primen. 65, No. 2, 281--311 (2020) Full Text: DOI Link
Hadj-Amar, Beniamino; Rand, Bärbel Finkenstädt; Fiecas, Mark; Lévi, Francis; Huckstepp, Robert Bayesian model search for nonstationary periodic time series. (English) Zbl 1441.62245 J. Am. Stat. Assoc. 115, No. 531, 1320-1335 (2020). MSC: 62M15 62M10 62P10 PDF BibTeX XML Cite \textit{B. Hadj-Amar} et al., J. Am. Stat. Assoc. 115, No. 531, 1320--1335 (2020; Zbl 1441.62245) Full Text: DOI
Correction to: “Representation of exchange option prices under stochastic volatility jump-diffusion dynamics”. (English) Zbl 07246984 Quant. Finance 20, No. 2, ei (2020). MSC: 91G20 60G40 60J75 PDF BibTeX XML Cite Quant. Finance 20, No. 2, ei (2020; Zbl 07246984) Full Text: DOI
Cheang, Gerald H. L.; Garces, Len Patrick Dominic M. Representation of exchange option prices under stochastic volatility jump-diffusion dynamics. (English) Zbl 1448.91294 Quant. Finance 20, No. 2, 291-310 (2020); correction ibid. 20, No. 2, ei (2020). MSC: 91G20 60G40 60J74 PDF BibTeX XML Cite \textit{G. H. L. Cheang} and \textit{L. P. D. M. Garces}, Quant. Finance 20, No. 2, 291--310 (2020; Zbl 1448.91294) Full Text: DOI
Chebbi, Mohsen; Toumi, Salwa Law of large numbers and central limit theorem for a class of pure jump Markov process. (English) Zbl 1450.60025 J. Math. Anal. Appl. 491, No. 1, Article ID 124263, 20 p. (2020). MSC: 60F15 60F05 60J74 PDF BibTeX XML Cite \textit{M. Chebbi} and \textit{S. Toumi}, J. Math. Anal. Appl. 491, No. 1, Article ID 124263, 20 p. (2020; Zbl 1450.60025) Full Text: DOI
Filipović, Damir; Larsson, Martin Polynomial jump-diffusion models. (English) Zbl 1450.60038 Stoch. Syst. 10, No. 1, 71-97 (2020). MSC: 60J25 60J60 91G20 60H30 PDF BibTeX XML Cite \textit{D. Filipović} and \textit{M. Larsson}, Stoch. Syst. 10, No. 1, 71--97 (2020; Zbl 1450.60038) Full Text: DOI
Wang, Feng-Yu Exponential contraction in Wasserstein distances for diffusion semigroups with negative curvature. (English) Zbl 1454.60129 Potential Anal. 53, No. 3, 1123-1144 (2020). MSC: 60J76 47D07 58J65 PDF BibTeX XML Cite \textit{F.-Y. Wang}, Potential Anal. 53, No. 3, 1123--1144 (2020; Zbl 1454.60129) Full Text: DOI
Jakubowski, Tomasz; Wang, Jian Heat kernel estimates of fractional Schrödinger operators with negative Hardy potential. (English) Zbl 07243158 Potential Anal. 53, No. 3, 997-1024 (2020). MSC: 60G51 60G52 60J25 60J75 PDF BibTeX XML Cite \textit{T. Jakubowski} and \textit{J. Wang}, Potential Anal. 53, No. 3, 997--1024 (2020; Zbl 07243158) Full Text: DOI
Amorino, Chiara; Gloter, Arnaud Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes. (English) Zbl 07243109 Stochastic Processes Appl. 130, No. 10, 5888-5939 (2020). MSC: 62F12 60J76 60J60 60H30 60G48 60F17 PDF BibTeX XML Cite \textit{C. Amorino} and \textit{A. Gloter}, Stochastic Processes Appl. 130, No. 10, 5888--5939 (2020; Zbl 07243109) Full Text: DOI
Liu, Chenguang Statistical inference for a partially observed interacting system of Hawkes processes. (English) Zbl 1447.62098 Stochastic Processes Appl. 130, No. 9, 5636-5694 (2020). MSC: 62M09 62H12 60G55 60J74 60K35 PDF BibTeX XML Cite \textit{C. Liu}, Stochastic Processes Appl. 130, No. 9, 5636--5694 (2020; Zbl 1447.62098) Full Text: DOI
Tsuchida, Kaneharu On a construction of harmonic function for recurrent relativistic \(\alpha\)-stable processes. (English) Zbl 07242710 Tohoku Math. J. (2) 72, No. 2, 299-315 (2020). MSC: 60J45 60J75 31C25 PDF BibTeX XML Cite \textit{K. Tsuchida}, Tohoku Math. J. (2) 72, No. 2, 299--315 (2020; Zbl 07242710) Full Text: DOI Euclid
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 PDF BibTeX XML Cite \textit{A. Sarantsev}, Stat. Probab. Lett. 165, Article ID 108860, 6 p. (2020; Zbl 1450.60043) Full Text: DOI
Zhang, Qiang; Chen, Ping Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps. (English) Zbl 07241328 Methodol. Comput. Appl. Probab. 22, No. 2, 777-801 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 49L20 60H30 60J74 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{P. Chen}, Methodol. Comput. Appl. Probab. 22, No. 2, 777--801 (2020; Zbl 07241328) Full Text: DOI
Jiang, Pingping; Li, Bo; Wang, Yongjin Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps. (English) Zbl 07241325 Methodol. Comput. Appl. Probab. 22, No. 2, 693-710 (2020). MSC: 60H10 60J76 PDF BibTeX XML Cite \textit{P. Jiang} et al., Methodol. Comput. Appl. Probab. 22, No. 2, 693--710 (2020; Zbl 07241325) Full Text: DOI
Chong, Carsten; Delerue, Thomas Normal approximation of the solution to the stochastic heat equation with Lévy noise. (English) Zbl 07240587 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 362-401 (2020). MSC: 60F05 60F17 60G55 60H15 46E35 60G48 PDF BibTeX XML Cite \textit{C. Chong} and \textit{T. Delerue}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 362--401 (2020; Zbl 07240587) Full Text: DOI
Clément, Emmanuelle; Gloter, Arnaud Joint estimation for SDE driven by locally stable Lévy processes. (English) Zbl 1448.60102 Electron. J. Stat. 14, No. 2, 2922-2956 (2020). MSC: 60G51 60G52 60J76 62F12 60H07 60F05 PDF BibTeX XML Cite \textit{E. Clément} and \textit{A. Gloter}, Electron. J. Stat. 14, No. 2, 2922--2956 (2020; Zbl 1448.60102) Full Text: DOI Euclid
Zhang, Sumei; Zhao, Jieqiong Option pricing under mixed exponential jump diffusion model based on the FST method. (Chinese. English summary) Zbl 1449.91169 Chin. J. Eng. Math. 37, No. 2, 165-176 (2020). MSC: 91G20 60J70 60J74 45K05 91G80 PDF BibTeX XML Cite \textit{S. Zhang} and \textit{J. Zhao}, Chin. J. Eng. Math. 37, No. 2, 165--176 (2020; Zbl 1449.91169) Full Text: DOI
Lin, Jianwei; Li, Huimin Pricing of perpetual corporate debt with bankruptcy reorganization in a double exponential jump-diffusion model. (Chinese. English summary) Zbl 1449.91188 Chin. J. Eng. Math. 37, No. 1, 16-26 (2020). MSC: 91G50 60J70 60J74 PDF BibTeX XML Cite \textit{J. Lin} and \textit{H. Li}, Chin. J. Eng. Math. 37, No. 1, 16--26 (2020; Zbl 1449.91188) Full Text: DOI