Liu, Rongli; Ren, Yan-Xia; Song, Renming; Sun, Zhenyao Quasi-stationary distributions for subcritical superprocesses. (English) Zbl 07312676 Stochastic Processes Appl. 132, 108-134 (2021). MSC: 60J68 60F05 60J80 60J25 PDF BibTeX XML Cite \textit{R. Liu} et al., Stochastic Processes Appl. 132, 108--134 (2021; Zbl 07312676) Full Text: DOI
Colonius, Fritz; Rasmussen, Martin Quasi-ergodic limits for finite absorbing Markov chains. (English) Zbl 07309800 Linear Algebra Appl. 609, 253-288 (2021). Reviewer: George Stoica (Saint John) MSC: 37A30 15B51 37A25 60J10 PDF BibTeX XML Cite \textit{F. Colonius} and \textit{M. Rasmussen}, Linear Algebra Appl. 609, 253--288 (2021; Zbl 07309800) Full Text: DOI
Voutilainen, Marko; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian; Viitasaari, Lauri On the ARCH model with stationary liquidity. (English) Zbl 07308649 Metrika 84, No. 2, 195-224 (2021). MSC: 60G10 62M10 62G05 PDF BibTeX XML Cite \textit{M. Voutilainen} et al., Metrika 84, No. 2, 195--224 (2021; Zbl 07308649) 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
Prass, Taiane Schaedler; Pumi, Guilherme On the behavior of the DFA and DCCA in trend-stationary processes. (English) Zbl 07301924 J. Multivariate Anal. 182, Article ID 104703, 16 p. (2021). MSC: 62H20 62H12 62M10 62F12 60G10 65C05 91B84 62P20 PDF BibTeX XML Cite \textit{T. S. Prass} and \textit{G. Pumi}, J. Multivariate Anal. 182, Article ID 104703, 16 p. (2021; Zbl 07301924) Full Text: DOI
Champagnat, Nicolas; Villemonais, Denis Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution. (English) Zbl 07298000 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 1-15 (2021). MSC: 37A60 37A50 37A25 60K35 PDF BibTeX XML Cite \textit{N. Champagnat} and \textit{D. Villemonais}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 1--15 (2021; Zbl 07298000) Full Text: Link
Kang, Taegyu; Kim, Young Min; Im, Jongho A note on stationary bootstrap variance estimator under long-range dependence. (English) Zbl 07290521 Stat. Probab. Lett. 169, Article ID 108971, 9 p. (2021). MSC: 62F40 60G10 PDF BibTeX XML Cite \textit{T. Kang} et al., Stat. Probab. Lett. 169, Article ID 108971, 9 p. (2021; Zbl 07290521) Full Text: DOI
Kumar, Umesh; Riedle, Markus Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process. (English) Zbl 07267862 J. Math. Anal. Appl. 493, No. 2, Article ID 124536, 26 p. (2021). MSC: 60 35 PDF BibTeX XML Cite \textit{U. Kumar} and \textit{M. Riedle}, J. Math. Anal. Appl. 493, No. 2, Article ID 124536, 26 p. (2021; Zbl 07267862) Full Text: DOI
Rao, M. M. Stochastic processes. Harmonizable theory. (English) Zbl 07165387 Series on Multivariate Analysis 12. Hackensack, NJ: World Scientific (ISBN 978-981-12-1365-6/hbk; 978-981-12-1367-0/ebook). xii, 328 p. (2021). MSC: 60-02 60Gxx 60G10 60G12 60G70 60G99 62Mxx PDF BibTeX XML Cite \textit{M. M. Rao}, Stochastic processes. Harmonizable theory. Hackensack, NJ: World Scientific (2021; Zbl 07165387) Full Text: DOI
Anderson, David F.; Cappelletti, Daniele; Kim, Jinsu; Nguyen, Tung D. Tier structure of strongly endotactic reaction networks. (English) Zbl 07312455 Stochastic Processes Appl. 130, No. 12, 7218-7259 (2020). MSC: 60J28 60F10 92E20 PDF BibTeX XML Cite \textit{D. F. Anderson} et al., Stochastic Processes Appl. 130, No. 12, 7218--7259 (2020; Zbl 07312455) Full Text: DOI
Kesseböhmer, Marc; Schindler, Tanja I. Corrigendum to “Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean”. (English) Zbl 07312356 Stochastic Processes Appl. 130, No. 11, 7019 (2020). MSC: 60F15 37A05 37A30 60G10 PDF BibTeX XML Cite \textit{M. Kesseböhmer} and \textit{T. I. Schindler}, Stochastic Processes Appl. 130, No. 11, 7019 (2020; Zbl 07312356) 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
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
Neumann, Berenice Anne Stationary equilibria of mean field games with finite state and action space. (English) Zbl 07301384 Dyn. Games Appl. 10, No. 4, 845-871 (2020). MSC: 91A16 91A70 90C40 PDF BibTeX XML Cite \textit{B. A. Neumann}, Dyn. Games Appl. 10, No. 4, 845--871 (2020; Zbl 07301384) Full Text: DOI
Palmowski, Zbigniew; Vlasiou, Maria Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues. (English) Zbl 07300258 Queueing Syst. 96, No. 1-2, 153-167 (2020). MSC: 60G51 60G50 60K25 PDF BibTeX XML Cite \textit{Z. Palmowski} and \textit{M. Vlasiou}, Queueing Syst. 96, No. 1--2, 153--167 (2020; Zbl 07300258) Full Text: DOI
Mao, Huiyu; Zhu, Fukang; Cui, Yan A generalized mixture integer-valued GARCH model. (English) Zbl 07300196 Stat. Methods Appl. 29, No. 3, 527-552 (2020). MSC: 62M10 62H30 60G10 62P10 PDF BibTeX XML Cite \textit{H. Mao} et al., Stat. Methods Appl. 29, No. 3, 527--552 (2020; Zbl 07300196) Full Text: DOI
Bruce, Scott A.; Tang, Cheng Yong; Hall, Martica H.; Krafty, Robert T. Empirical frequency band analysis of nonstationary time series. (English) Zbl 1452.62689 J. Am. Stat. Assoc. 115, No. 532, 1933-1945 (2020). MSC: 62M15 62P10 PDF BibTeX XML Cite \textit{S. A. Bruce} et al., J. Am. Stat. Assoc. 115, No. 532, 1933--1945 (2020; Zbl 1452.62689) Full Text: DOI
Kühnert, Sebastian Functional ARCH and GARCH models: a Yule-Walker approach. (English) Zbl 07298078 Electron. J. Stat. 14, No. 2, 4321-4360 (2020). MSC: 47B38 60G10 62F12 PDF BibTeX XML Cite \textit{S. Kühnert}, Electron. J. Stat. 14, No. 2, 4321--4360 (2020; Zbl 07298078) Full Text: DOI Euclid
Chen, Anyue; Li, Junping; Zhang, Jing Branching collision processes with immigration. (English) Zbl 07297549 Methodol. Comput. Appl. Probab. 22, No. 3, 1063-1088 (2020). MSC: 60J27 60J35 60J80 PDF BibTeX XML Cite \textit{A. Chen} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1063--1088 (2020; Zbl 07297549) Full Text: DOI
Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N. Parameter estimation for non-stationary Fisher-Snedecor diffusion. (English) Zbl 07297548 Methodol. Comput. Appl. Probab. 22, No. 3, 1023-1061 (2020). MSC: 60G10 33C05 60J60 62M05 62M15 PDF BibTeX XML Cite \textit{A. M. Kulik} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1023--1061 (2020; Zbl 07297548) 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
Peschansky, A. I. Stationary characteristics of an unreliable single-server queueing system with losses and preventive maintenance. (English. Russian original) Zbl 07294514 Autom. Remote Control 81, No. 7, 1243-1257 (2020); translation from Avtom. Telemekh. 2020, No. 7, 95-112 (2020). MSC: 90B22 90B25 60K25 60K15 PDF BibTeX XML Cite \textit{A. I. Peschansky}, Autom. Remote Control 81, No. 7, 1243--1257 (2020; Zbl 07294514); translation from Avtom. Telemekh. 2020, No. 7, 95--112 (2020) Full Text: DOI
Lehrer, Ehud; Shaiderman, Dimitry Exchangeable processes: de Finetti’s theorem revisited. (English) Zbl 07291310 Math. Oper. Res. 45, No. 3, 1153-1163 (2020). MSC: 60G09 60G10 91B06 PDF BibTeX XML Cite \textit{E. Lehrer} and \textit{D. Shaiderman}, Math. Oper. Res. 45, No. 3, 1153--1163 (2020; Zbl 07291310) Full Text: DOI
Zamani, A.; Sajjadnia, Z.; Hashemi, M. The Wold decomposition of Hilbertian periodically correlated processes. (English) Zbl 07291170 Theory Probab. Math. Stat. 101, 119-127 (2020) and Teor. Jmovirn. Mat. Stat. 101, 106-114 (2019). MSC: 60G10 62M10 PDF BibTeX XML Cite \textit{A. Zamani} et al., Theory Probab. Math. Stat. 101, 119--127 (2020; Zbl 07291170) Full Text: DOI
Verovkin, G. K.; Marynych, A. V. Stationary limits of shot noise processes. (English. Ukrainian original) Zbl 07291166 Theory Probab. Math. Stat. 101, 67-83 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 63-77 (2019). MSC: 60K05 60F17 60F05 PDF BibTeX XML Cite \textit{G. K. Verovkin} and \textit{A. V. Marynych}, Theory Probab. Math. Stat. 101, 67--83 (2020; Zbl 07291166); translation from Teor. Jmovirn. Mat. Stat. 101, 63--77 (2019) Full Text: DOI
Rojas Cruz, Juan Alberto Sensitivity of the stationary distributions of denumerable Markov chains. (English) Zbl 07287563 Stat. Probab. Lett. 166, Article ID 108866, 7 p. (2020). MSC: 60J10 60J22 PDF BibTeX XML Cite \textit{J. A. Rojas Cruz}, Stat. Probab. Lett. 166, Article ID 108866, 7 p. (2020; Zbl 07287563) Full Text: DOI
Jahn, Daniel; Seitl, Filip Existence and simulation of Gibbs-Delaunay-Laguerre tessellations. (English) Zbl 07286039 Kybernetika 56, No. 4, 617-645 (2020). MSC: 60K35 60G55 PDF BibTeX XML Cite \textit{D. Jahn} and \textit{F. Seitl}, Kybernetika 56, No. 4, 617--645 (2020; Zbl 07286039) Full Text: DOI
Ocafrain, William Quasi-stationarity for one-dimensional renormalized Brownian motion. (English) Zbl 07285908 ESAIM, Probab. Stat. 24, 661-687 (2020). MSC: 60J65 60B05 60E05 60F99 60J50 PDF BibTeX XML Cite \textit{W. Ocafrain}, ESAIM, Probab. Stat. 24, 661--687 (2020; Zbl 07285908) Full Text: DOI
Dovgyi, S. O.; Yurikov, O. I.; Zozyuk, M. O. On one statistical model of error rate in the stream of packet data transmission through communication channels. (English. Russian original) Zbl 07285407 Cybern. Syst. Anal. 56, No. 5, 739-744 (2020); translation from Kibern. Sist. Anal. 2020, No. 5, 63-69 (2020). MSC: 62J10 62M10 62P30 60J60 PDF BibTeX XML Cite \textit{S. O. Dovgyi} et al., Cybern. Syst. Anal. 56, No. 5, 739--744 (2020; Zbl 07285407); translation from Kibern. Sist. Anal. 2020, No. 5, 63--69 (2020) Full Text: DOI
Aue, Alexander; van Delft, Anne Testing for stationarity of functional time series in the frequency domain. (English) Zbl 07285304 Ann. Stat. 48, No. 5, 2505-2547 (2020). MSC: 62R10 62M10 62M15 62P35 62P12 PDF BibTeX XML Cite \textit{A. Aue} and \textit{A. van Delft}, Ann. Stat. 48, No. 5, 2505--2547 (2020; Zbl 07285304) Full Text: DOI Euclid
Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter Extending the validity of frequency domain bootstrap methods to general stationary processes. (English) Zbl 07285299 Ann. Stat. 48, No. 4, 2404-2427 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62M15 62G09 60G10 PDF BibTeX XML Cite \textit{M. Meyer} et al., Ann. Stat. 48, No. 4, 2404--2427 (2020; Zbl 07285299) Full Text: DOI Euclid
Gutman, Yonatan; Śpiewak, Adam Metric mean dimension and analog compression. (English) Zbl 07282288 IEEE Trans. Inf. Theory 66, No. 11, 6977-6998 (2020). MSC: 94A29 94A34 PDF BibTeX XML Cite \textit{Y. Gutman} and \textit{A. Śpiewak}, IEEE Trans. Inf. Theory 66, No. 11, 6977--6998 (2020; Zbl 07282288) Full Text: DOI
Zhang, Yan; Lv, Jingliang; Zou, Xiaoling Dynamics of stochastic single-species models. (English) Zbl 07279016 Math. Methods Appl. Sci. 43, No. 15, 8728-8735 (2020). MSC: 60G10 60G15 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Math. Methods Appl. Sci. 43, No. 15, 8728--8735 (2020; Zbl 07279016) Full Text: DOI
Lozovanu, Dmitrii; Pickl, Stefan On the existence of stationary Nash equilibria in average stochastic games with finite state and action spaces. (English) Zbl 07278385 Petrosyan, Leon A. (ed.) et al., Contributions to game theory and management. Volume XIII. Collected papers presented at the 13th international conference on game theory and management (GTM 2019), St. Petersburg, Russia, June 27–29, 2018. St. Petersburg: St. Petersburg State University. 304-323 (2020). MSC: 91A15 91A11 91A70 90C40 PDF BibTeX XML Cite \textit{D. Lozovanu} and \textit{S. Pickl}, in: Contributions to game theory and management. Volume XIII. Collected papers presented at the 13th international conference on game theory and management (GTM 2019), St. Petersburg, Russia, June 27--29, 2018. St. Petersburg: St. Petersburg State University. 304--323 (2020; Zbl 07278385) Full Text: MNR
Czudek, Klaudiusz Alsedà-Misiurewicz systems with place-dependent probabilities. (English) Zbl 07278308 Nonlinearity 33, No. 11, 6221-6243 (2020). MSC: 37E05 37H12 60G10 60J05 PDF BibTeX XML Cite \textit{K. Czudek}, Nonlinearity 33, No. 11, 6221--6243 (2020; Zbl 07278308) Full Text: DOI
Kesseböhmer, Marc; Schindler, Tanja I. Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails. (English) Zbl 07278283 Nonlinearity 33, No. 10, 5543-5566 (2020). MSC: 60F25 37A05 37A30 37A25 60G10 PDF BibTeX XML Cite \textit{M. Kesseböhmer} and \textit{T. I. Schindler}, Nonlinearity 33, No. 10, 5543--5566 (2020; Zbl 07278283) Full Text: DOI
Nieto-Barajas, Luis E. Bayesian regression with spatiotemporal varying coefficients. (English) Zbl 1448.62181 Biom. J. 62, No. 5, 1245-1263 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{L. E. Nieto-Barajas}, Biom. J. 62, No. 5, 1245--1263 (2020; Zbl 1448.62181) Full Text: DOI
Rubín, Tomáš; Panaretos, Victor M. Functional lagged regression with sparse noisy observations. (English) Zbl 07276161 J. Time Ser. Anal. 41, No. 6, 858-882 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62R10 62G08 62H25 62M10 62M15 60G10 62P35 86A32 PDF BibTeX XML Cite \textit{T. Rubín} and \textit{V. M. Panaretos}, J. Time Ser. Anal. 41, No. 6, 858--882 (2020; Zbl 07276161) Full Text: DOI
Taniguchi, Masanobu; Kato, Shogo; Ogata, Hiroaki; Pewsey, Arthur Models for circular data from time series spectra. (English) Zbl 07276159 J. Time Ser. Anal. 41, No. 6, 808-829 (2020). MSC: 37M10 62H11 PDF BibTeX XML Cite \textit{M. Taniguchi} et al., J. Time Ser. Anal. 41, No. 6, 808--829 (2020; Zbl 07276159) Full Text: DOI
Fasen-Hartmann, Vicky; Kimmig, Sebastian Robust estimation of stationary continuous-time Arma models via indirect inference. (English) Zbl 07276151 J. Time Ser. Anal. 41, No. 5, 620-651 (2020). MSC: 62F10 62F12 62F35 62M10 60G10 60G51 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{S. Kimmig}, J. Time Ser. Anal. 41, No. 5, 620--651 (2020; Zbl 07276151) Full Text: DOI
Garrido, P. L.; Lebowitz, Joel L. Heat conduction in a hard disc system with non-conserved momentum. (English) Zbl 07275413 J. Stat. Mech. Theory Exp. 2020, No. 5, Article ID 053205, 12 p. (2020). MSC: 82 PDF BibTeX XML Cite \textit{P. L. Garrido} and \textit{J. L. Lebowitz}, J. Stat. Mech. Theory Exp. 2020, No. 5, Article ID 053205, 12 p. (2020; Zbl 07275413) Full Text: DOI
Lobaskin, Ivan; Evans, Martin R. Driven tracers in a one-dimensional periodic hard-core lattice gas. (English) Zbl 07275412 J. Stat. Mech. Theory Exp. 2020, No. 5, Article ID 053202, 17 p. (2020). MSC: 82 PDF BibTeX XML Cite \textit{I. Lobaskin} and \textit{M. R. Evans}, J. Stat. Mech. Theory Exp. 2020, No. 5, Article ID 053202, 17 p. (2020; Zbl 07275412) Full Text: DOI
Whitt, Ward; You, Wei Heavy-traffic limits for stationary network flows. (English) Zbl 07271265 Queueing Syst. 95, No. 1-2, 53-68 (2020). MSC: 60K25 60F17 90B22 PDF BibTeX XML Cite \textit{W. Whitt} and \textit{W. You}, Queueing Syst. 95, No. 1--2, 53--68 (2020; Zbl 07271265) Full Text: DOI
Davis, Richard A.; Nielsen, Mikkel S. Modeling of time series using random forests: theoretical developments. (English) Zbl 07270273 Electron. J. Stat. 14, No. 2, 3644-3671 (2020). Reviewer: Andriy Olenko (Melbourne) MSC: 62G05 62G08 62M05 62M10 62H30 60G10 60J05 PDF BibTeX XML Cite \textit{R. A. Davis} and \textit{M. S. Nielsen}, Electron. J. Stat. 14, No. 2, 3644--3671 (2020; Zbl 07270273) Full Text: DOI Euclid
Babayan, N. M.; Ginovyan, M. S. On hyperbolic decay of prediction error variance for deterministic stationary sequences. (English) Zbl 07269811 J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 2, 76-95 (2020) and Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 2, 9-34 (2020). MSC: 60G10 60G25 62M15 62M20 PDF BibTeX XML Cite \textit{N. M. Babayan} and \textit{M. S. Ginovyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 2, 76--95 (2020; Zbl 07269811) Full Text: DOI
Chazottes, Jean-René; Collet, Pierre; Martínez, Servet; Méléard, Sylvie Quasi-stationary distributions and resilience: what to get from a sample? (Distributions quasi-stationnaires et résilience : que peut-on obtenir des données ?) (English. French summary) Zbl 07269406 J. Éc. Polytech., Math. 7, 943-980 (2020). MSC: 60J28 92D25 PDF BibTeX XML Cite \textit{J.-R. Chazottes} et al., J. Éc. Polytech., Math. 7, 943--980 (2020; Zbl 07269406) Full Text: DOI
Gaveau, Bernard; Moreau, Michel On the stochastic representation and Markov approximation of Hamiltonian systems. (English) Zbl 1451.82024 Chaos 30, No. 8, 083104, 10 p. (2020). MSC: 82C05 60J20 60G10 PDF BibTeX XML Cite \textit{B. Gaveau} and \textit{M. Moreau}, Chaos 30, No. 8, 083104, 10 p. (2020; Zbl 1451.82024) Full Text: DOI
Tan, Zhongquan; Zheng, Shengchao Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics. (English) Zbl 07268530 J. Theor. Probab. 33, No. 4, 2258-2279 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{Z. Tan} and \textit{S. Zheng}, J. Theor. Probab. 33, No. 4, 2258--2279 (2020; Zbl 07268530) Full Text: DOI
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian processes with trend. (English) Zbl 07268525 J. Theor. Probab. 33, No. 4, 2119-2166 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., J. Theor. Probab. 33, No. 4, 2119--2166 (2020; Zbl 07268525) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. The multifaceted behavior of integrated supou processes: the infinite variance case. (English) Zbl 07268514 J. Theor. Probab. 33, No. 4, 1801-1831 (2020). MSC: 60F05 60G52 60G10 PDF BibTeX XML Cite \textit{D. Grahovac} et al., J. Theor. Probab. 33, No. 4, 1801--1831 (2020; Zbl 07268514) Full Text: DOI
Feng, Chunrong; Qu, Baoyou; Zhao, Huaizhong A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations. (English) Zbl 07268474 Nonlinearity 33, No. 10, 5324-5354 (2020). MSC: 60F17 37A50 60G10 PDF BibTeX XML Cite \textit{C. Feng} et al., Nonlinearity 33, No. 10, 5324--5354 (2020; Zbl 07268474) Full Text: DOI
Bachmayr, Markus; Graham, Ivan G.; Nguyen, Van Kien; Scheichl, Robert Unified analysis of periodization-based sampling methods for Matérn covariances. (English) Zbl 07267942 SIAM J. Numer. Anal. 58, No. 5, 2953-2980 (2020). MSC: 60G15 60G60 42B05 65T40 PDF BibTeX XML Cite \textit{M. Bachmayr} et al., SIAM J. Numer. Anal. 58, No. 5, 2953--2980 (2020; Zbl 07267942) Full Text: DOI
Wang, Zhongmiao; Liu, Jun Computing the stationary distribution of absorbing Markov chains with one eigenvector of diagonalizable transition matrices. (English) Zbl 07266446 Chin. J. Appl. Probab. Stat. 36, No. 2, 123-137 (2020). MSC: 60E07 60J10 PDF BibTeX XML Cite \textit{Z. Wang} and \textit{J. Liu}, Chin. J. Appl. Probab. Stat. 36, No. 2, 123--137 (2020; Zbl 07266446) Full Text: DOI
Zhu, Yanling; Wang, Kai; Ren, Yong Dynamics of a mean-reverting stochastic volatility equation with regime switching. (English) Zbl 07265127 Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105110, 8 p. (2020). MSC: 91B70 60H10 60J60 91G20 PDF BibTeX XML Cite \textit{Y. Zhu} et al., Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105110, 8 p. (2020; Zbl 07265127) Full Text: DOI
Solev, V. N. An estimation of function in Gaussian stationary noise: new spectral condition. (English. Russian original) Zbl 1451.62104 J. Math. Sci., New York 251, No. 1, 147-154 (2020); translation from Zap. Nauchn. Semin. POMI 474, 222-232 (2018). MSC: 62M15 62G07 62C20 60G15 PDF BibTeX XML Cite \textit{V. N. Solev}, J. Math. Sci., New York 251, No. 1, 147--154 (2020; Zbl 1451.62104); translation from Zap. Nauchn. Semin. POMI 474, 222--232 (2018) Full Text: DOI
Shao, Sihong; Xiong, Yunfeng Branching random walk solutions to the Wigner equation. (English) Zbl 1448.81419 SIAM J. Numer. Anal. 58, No. 5, 2589-2608 (2020). MSC: 81S30 60J85 34E05 35S05 65C35 62J10 PDF BibTeX XML Cite \textit{S. Shao} and \textit{Y. Xiong}, SIAM J. Numer. Anal. 58, No. 5, 2589--2608 (2020; Zbl 1448.81419) Full Text: DOI
Ryabko, Daniil Time-series information and unsupervised learning of representations. (English) Zbl 1446.62250 IEEE Trans. Inf. Theory 66, No. 3, 1702-1713 (2020). MSC: 62M10 60G10 62H30 94A17 PDF BibTeX XML Cite \textit{D. Ryabko}, IEEE Trans. Inf. Theory 66, No. 3, 1702--1713 (2020; Zbl 1446.62250) Full Text: DOI
Watanabe, Shun; Han, Te Sun Interval algorithm for random number generation: information spectrum approach. (English) Zbl 1446.60012 IEEE Trans. Inf. Theory 66, No. 3, 1691-1701 (2020). MSC: 60C05 60G10 60J20 94A17 PDF BibTeX XML Cite \textit{S. Watanabe} and \textit{T. S. Han}, IEEE Trans. Inf. Theory 66, No. 3, 1691--1701 (2020; Zbl 1446.60012) Full Text: DOI
Bashiri, K. On the long-time behaviour of McKean-Vlasov paths. (English) Zbl 1448.35040 Electron. Commun. Probab. 25, Paper No. 52, 14 p. (2020). MSC: 35B40 35B30 35K55 35R60 49J40 60G10 PDF BibTeX XML Cite \textit{K. Bashiri}, Electron. Commun. Probab. 25, Paper No. 52, 14 p. (2020; Zbl 1448.35040) Full Text: DOI Euclid
De Luca, Davide Luciano; Petroselli, Andrea; Galasso, Luciano Modelling climate changes with stationary models: is it possible or is it a paradox? (English) Zbl 07250745 Sergeyev, Yaroslav D. (ed.) et al., Numerical computations: theory and algorithms. Third international conference, NUMTA 2019, Crotone, Italy, June 15–21, 2019. Revised selected papers. Part II. Cham: Springer (ISBN 978-3-030-40615-8/pbk; 978-3-030-40616-5/ebook). Lecture Notes in Computer Science 11974, 84-96 (2020). MSC: 65 PDF BibTeX XML Cite \textit{D. L. De Luca} et al., Lect. Notes Comput. Sci. 11974, 84--96 (2020; Zbl 07250745) Full Text: DOI
Morvai, Gusztáv; Weiss, Benjamin Estimating the conditional expectations for continuous time stationary processes. (English) Zbl 07250731 Kybernetika 56, No. 3, 410-431 (2020). MSC: 60G10 60G25 62G05 PDF BibTeX XML Cite \textit{G. Morvai} and \textit{B. Weiss}, Kybernetika 56, No. 3, 410--431 (2020; Zbl 07250731) Full Text: DOI
Clémençon, Stephan; Bertail, Patrice; Ciołek, Gabriela Statistical learning based on Markovian data maximal deviation inequalities and learning rates. (English) Zbl 07249513 Ann. Math. Artif. Intell. 88, No. 7, 735-757 (2020). MSC: 60J20 60J05 62M05 PDF BibTeX XML Cite \textit{S. Clémençon} et al., Ann. Math. Artif. Intell. 88, No. 7, 735--757 (2020; Zbl 07249513) Full Text: DOI
Casse, Jérôme; Marcovici, Irène Probabilistic cellular automata with memory two: invariant laws and multidirectional reversibility. (Automates cellulaires probabilistes à mémoire deux : lois invariantes et réversibilité multidirectionnelle.) (English. French summary) Zbl 07249459 Ann. Henri Lebesgue 3, 501-559 (2020). MSC: 60J05 60G10 60G60 37B15 37A60 PDF BibTeX XML Cite \textit{J. Casse} and \textit{I. Marcovici}, Ann. Henri Lebesgue 3, 501--559 (2020; Zbl 07249459) Full Text: DOI
Huillet, Thierry; Martinez, Servet Truncation in duality and intertwining kernels. (English) Zbl 07249106 Markov Process. Relat. Fields 26, No. 3, 423-445 (2020). MSC: 60J10 60J70 60J80 PDF BibTeX XML Cite \textit{T. Huillet} and \textit{S. Martinez}, Markov Process. Relat. Fields 26, No. 3, 423--445 (2020; Zbl 07249106) Full Text: Link
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
Pilavakis, Dimitrios; Paparoditis, Efstathios; Sapatinas, Theofanis Testing equality of autocovariance operators for functional time series. (English) Zbl 1450.62139 J. Time Ser. Anal. 41, No. 4, 571-589 (2020). MSC: 62R10 62M10 62M15 60G10 PDF BibTeX XML Cite \textit{D. Pilavakis} et al., J. Time Ser. Anal. 41, No. 4, 571--589 (2020; Zbl 1450.62139) Full Text: DOI
Solev, V. N. A local version of the Muckenhoupt condition and the accuracy of estimation of an unknown pseudoperiodic function in stationary noise. (English. Russian original) Zbl 1448.62208 J. Math. Sci., New York 244, No. 5, 896-902 (2020); translation from Zap. Nauchn. Semin. POMI 466, 289-299 (2017). MSC: 62R10 62C20 60G05 42B25 PDF BibTeX XML Cite \textit{V. N. Solev}, J. Math. Sci., New York 244, No. 5, 896--902 (2020; Zbl 1448.62208); translation from Zap. Nauchn. Semin. POMI 466, 289--299 (2017) Full Text: DOI
Bücher, Axel; Jennessen, Tobias Method of moments estimators for the extremal index of a stationary time series. (English) Zbl 1448.62131 Electron. J. Stat. 14, No. 2, 3103-3156 (2020). MSC: 62M10 62G30 60G10 PDF BibTeX XML Cite \textit{A. Bücher} and \textit{T. Jennessen}, Electron. J. Stat. 14, No. 2, 3103--3156 (2020; Zbl 1448.62131) Full Text: DOI Euclid
Drees, Holger; Knežević, Miran Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. (English) Zbl 1447.62050 Extremes 23, No. 3, 465-491 (2020). MSC: 62G32 62M10 62M15 62G05 PDF BibTeX XML Cite \textit{H. Drees} and \textit{M. Knežević}, Extremes 23, No. 3, 465--491 (2020; Zbl 1447.62050) Full Text: DOI
Qi, Weiwei; Shen, Zhongwei; Wang, Shirou; Yi, Yingfei Towards mesoscopic ergodic theory. (English) Zbl 07245855 Sci. China, Math. 63, No. 9, 1853-1876 (2020). MSC: 37A30 35Q84 35J25 37B25 60J60 PDF BibTeX XML Cite \textit{W. Qi} et al., Sci. China, Math. 63, No. 9, 1853--1876 (2020; Zbl 07245855) Full Text: DOI
Klotz, Lutz P.; Medina, Juan M. Density in \(L^2(\Gamma,\mu)\) of certain families of functions on LCA groups related to the multi-channel sampling problem. (English) Zbl 07244447 Numer. Funct. Anal. Optim. 41, No. 13, 1642-1665 (2020). MSC: 94A20 42A65 42C15 42A10 PDF BibTeX XML Cite \textit{L. P. Klotz} and \textit{J. M. Medina}, Numer. Funct. Anal. Optim. 41, No. 13, 1642--1665 (2020; Zbl 07244447) Full Text: DOI
Bakhtin, Yuri; Li, Liying Weakly mixing smooth planar vector field without asymptotic directions. (English) Zbl 07243345 Proc. Am. Math. Soc. 148, No. 11, 4733-4744 (2020). Reviewer: Xu Zhang (Weihai) MSC: 37A25 37C10 37A50 60K37 PDF BibTeX XML Cite \textit{Y. Bakhtin} and \textit{L. Li}, Proc. Am. Math. Soc. 148, No. 11, 4733--4744 (2020; Zbl 07243345) Full Text: DOI
Sauri, Orimar On the divergence and vorticity of vector ambit fields. (English) Zbl 07243118 Stochastic Processes Appl. 130, No. 10, 6184-6225 (2020). MSC: 60G60 60E07 60G51 PDF BibTeX XML Cite \textit{O. Sauri}, Stochastic Processes Appl. 130, No. 10, 6184--6225 (2020; Zbl 07243118) Full Text: DOI
Peligrad, Magda A new CLT for additive functionals of Markov chains. (English) Zbl 1450.60018 Stochastic Processes Appl. 130, No. 9, 5695-5708 (2020). MSC: 60F05 60J05 60G10 PDF BibTeX XML Cite \textit{M. Peligrad}, Stochastic Processes Appl. 130, No. 9, 5695--5708 (2020; Zbl 1450.60018) Full Text: DOI
Düker, Marie-Christine Limit theorems in the context of multivariate long-range dependence. (English) Zbl 1450.60027 Stochastic Processes Appl. 130, No. 9, 5394-5425 (2020). MSC: 60F17 62M10 60G10 PDF BibTeX XML Cite \textit{M.-C. Düker}, Stochastic Processes Appl. 130, No. 9, 5394--5425 (2020; Zbl 1450.60027) Full Text: DOI
Fang, Lulu; Wu, Min; Li, Bing Approximation orders of real numbers by \(\beta\)-expansions. (English) Zbl 1452.11097 Math. Z. 296, No. 1-2, 13-40 (2020). Reviewer: Symon Serbenyuk (Kyïv) MSC: 11K55 28A80 37B10 37E05 37A25 37A50 28D05 60G10 PDF BibTeX XML Cite \textit{L. Fang} et al., Math. Z. 296, No. 1--2, 13--40 (2020; Zbl 1452.11097) Full Text: DOI
Liu, Yuanyuan; Lyu, Fangfang Kemeny’s constant for countable Markov chains. (English) Zbl 1450.60037 Linear Algebra Appl. 604, 425-440 (2020). MSC: 60J10 60J27 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{F. Lyu}, Linear Algebra Appl. 604, 425--440 (2020; Zbl 1450.60037) Full Text: DOI
Nafidi, Ahmed; Moutabir, Ghizlane; Gutiérrez-Sánchez, Ramón; Ramos-Ábalos, Eva Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application. (English) Zbl 1448.62139 Methodol. Comput. Appl. Probab. 22, No. 2, 455-476 (2020). MSC: 62M30 60H30 60J60 65C30 62P25 PDF BibTeX XML Cite \textit{A. Nafidi} et al., Methodol. Comput. Appl. Probab. 22, No. 2, 455--476 (2020; Zbl 1448.62139) Full Text: DOI
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
Kunitomo, Naoto; Awaya, Naoki; Kurisu, Daisuke Comparing estimation methods of non-stationary errors-in-variables models. (English) Zbl 1447.62131 Jpn. J. Stat. Data Sci. 3, No. 1, 73-101 (2020). MSC: 62P20 62M10 60G12 91B84 93E03 PDF BibTeX XML Cite \textit{N. Kunitomo} et al., Jpn. J. Stat. Data Sci. 3, No. 1, 73--101 (2020; Zbl 1447.62131) Full Text: DOI
Ferrari, Analía; Groisman, Pablo; Ravishankar, Krishnamurthi Tumor growth, \(R\)-positivity, multitype branching and quasistationarity. (English) Zbl 07239470 J. Stat. Phys. 180, No. 1-6, 427-439 (2020). MSC: 60J80 82C22 92C50 PDF BibTeX XML Cite \textit{A. Ferrari} et al., J. Stat. Phys. 180, No. 1--6, 427--439 (2020; Zbl 07239470) 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
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
Chen, Lifeng; Dong, Zhao; Jiang, Jifa; Zhai, Jianliang On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity. (English) Zbl 07239262 Sci. China, Math. 63, No. 8, 1463-1504 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60H30 60H10 60H15 34K50 37L40 37A25 60G65 60B10 PDF BibTeX XML Cite \textit{L. Chen} et al., Sci. China, Math. 63, No. 8, 1463--1504 (2020; Zbl 07239262) Full Text: DOI
Didier, Gustavo; Nguyen, Hung Asymptotic analysis of the mean squared displacement under fractional memory kernels. (English) Zbl 07236532 SIAM J. Math. Anal. 52, No. 4, 3818-3842 (2020). MSC: 60G20 PDF BibTeX XML Cite \textit{G. Didier} and \textit{H. Nguyen}, SIAM J. Math. Anal. 52, No. 4, 3818--3842 (2020; Zbl 07236532) Full Text: DOI
Biermé, Hermine; Desolneux, Agnès Mean geometry for 2D random fields: level perimeter and level total curvature integrals. (English) Zbl 07236128 Ann. Appl. Probab. 30, No. 2, 561-607 (2020). MSC: 60G60 60G17 60D05 60E10 26B15 60G10 60E07 62M40 PDF BibTeX XML Cite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Appl. Probab. 30, No. 2, 561--607 (2020; Zbl 07236128) Full Text: DOI Euclid
Kadjo, Aka Roger; Hili, Ouagnina; N’dri, Aubin Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process. (English. French summary) Zbl 1445.62230 Afr. Stat. 15, No. 1, 2225-2246 (2020). MSC: 62M10 62F12 62G35 60G10 PDF BibTeX XML Cite \textit{A. R. Kadjo} et al., Afr. Stat. 15, No. 1, 2225--2246 (2020; Zbl 1445.62230) Full Text: DOI Euclid
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
Cuny, Christophe; Dedecker, Jerome; Korepanov, A.; Merlevède, Florence Rates in almost sure invariance principle for slowly mixing dynamical systems. (English) Zbl 1448.37008 Ergodic Theory Dyn. Syst. 40, No. 9, 2317-2348 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37E05 60F17 60G10 PDF BibTeX XML Cite \textit{C. Cuny} et al., Ergodic Theory Dyn. Syst. 40, No. 9, 2317--2348 (2020; Zbl 1448.37008) Full Text: DOI
Aoun, Richard; Guivarc’h, Yves Random matrix products when the top Lyapunov exponent is simple. (English) Zbl 1447.37012 J. Eur. Math. Soc. (JEMS) 22, No. 7, 2135-2182 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37H15 60B15 60G50 60F17 20P05 15B52 PDF BibTeX XML Cite \textit{R. Aoun} and \textit{Y. Guivarc'h}, J. Eur. Math. Soc. (JEMS) 22, No. 7, 2135--2182 (2020; Zbl 1447.37012) Full Text: DOI
Spinka, Yinon Finitary codings for spatial mixing Markov random fields. (English) Zbl 07226370 Ann. Probab. 48, No. 3, 1557-1591 (2020). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J99 60G10 37A60 82B20 60K35 28D99 PDF BibTeX XML Cite \textit{Y. Spinka}, Ann. Probab. 48, No. 3, 1557--1591 (2020; Zbl 07226370) Full Text: DOI Euclid
Peligrad, Magda On the CLT for additive functionals of Markov chains. (English) Zbl 07225533 Electron. Commun. Probab. 25, Paper No. 40, 10 p. (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 60F05 60G10 60G05 PDF BibTeX XML Cite \textit{M. Peligrad}, Electron. Commun. Probab. 25, Paper No. 40, 10 p. (2020; Zbl 07225533) Full Text: DOI Euclid
Spinka, Yinon Finitely dependent processes are finitary. (English) Zbl 07224969 Ann. Probab. 48, No. 4, 2088-2117 (2020). MSC: 60J99 60G10 28D99 37A35 PDF BibTeX XML Cite \textit{Y. Spinka}, Ann. Probab. 48, No. 4, 2088--2117 (2020; Zbl 07224969) Full Text: DOI Euclid
Mondal, Prasenjit; Sinha, Sagnik Semi-stationary equilibrium strategies in non-cooperative \(N\)-person semi-Markov games. (English) Zbl 07224882 Roy, Priti Kumar (ed.) et al., Mathematical analysis and applications in modeling. Selected papers presented at the international conference, ICMAAM 2018, Kolkata, India, January 9–12, 2018. Singapore: Springer (ISBN 978-981-15-0421-1/hbk; 978-981-15-0422-8/ebook). Springer Proceedings in Mathematics & Statistics 302, 331-343 (2020). MSC: 91A15 91A10 60J99 PDF BibTeX XML Cite \textit{P. Mondal} and \textit{S. Sinha}, in: Mathematical analysis and applications in modeling. Selected papers presented at the international conference, ICMAAM 2018, Kolkata, India, January 9--12, 2018. Singapore: Springer. 331--343 (2020; Zbl 07224882) Full Text: DOI
Wendler, Martin; Wu, Wei Biao Central limit theorems for nearly long range dependent subordinated linear processes. (English) Zbl 1446.60023 J. Appl. Probab. 57, No. 2, 637-656 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G10 62E20 62M10 PDF BibTeX XML Cite \textit{M. Wendler} and \textit{W. B. Wu}, J. Appl. Probab. 57, No. 2, 637--656 (2020; Zbl 1446.60023) Full Text: DOI
Boutahar, Mohamed; Kchaou, Imen; Reboul, Laurence Estimation of Pickands dependence function of bivariate extremes under mixing conditions. (English) Zbl 1443.62127 Lith. Math. J. 60, No. 2, 129-146 (2020). MSC: 62G32 62G10 62G07 62G20 62H05 62E20 60G10 PDF BibTeX XML Cite \textit{M. Boutahar} et al., Lith. Math. J. 60, No. 2, 129--146 (2020; Zbl 1443.62127) Full Text: DOI
Kesseböhmer, Marc; Schindler, Tanja I. Intermediately trimmed strong laws for Birkhoff sums on subshifts of finite type. (English) Zbl 1451.60036 Dyn. Syst. 35, No. 2, 275-305 (2020). MSC: 60F15 37A05 37A30 60G10 60J10 PDF BibTeX XML Cite \textit{M. Kesseböhmer} and \textit{T. I. Schindler}, Dyn. Syst. 35, No. 2, 275--305 (2020; Zbl 1451.60036) Full Text: DOI
Ghysels, Eric; Kvedaras, Virmantas; Zemlys-Balevičius, Vaidotas Mixed data sampling (MIDAS) regression models. (English) Zbl 1443.62258 Vinod, Hrishikesh D. (ed.) et al., Financial, macro and micro econometrics using R. Amsterdam: Elsevier/North Holland. Handb. Stat. 42, 117-153 (2020). MSC: 62M10 62P05 62P20 62J05 62G08 60G10 62-08 PDF BibTeX XML Cite \textit{E. Ghysels} et al., Handb. Stat. 42, 117--153 (2020; Zbl 1443.62258) Full Text: DOI
Sudderth, William D. Optimal Markov strategies. (English) Zbl 1451.60043 Decis. Econ. Finance 43, No. 1, 43-54 (2020). MSC: 60G40 90C40 91B06 PDF BibTeX XML Cite \textit{W. D. Sudderth}, Decis. Econ. Finance 43, No. 1, 43--54 (2020; Zbl 1451.60043) Full Text: DOI
Jin, Peng; Kremer, Jonas; Rüdiger, Barbara Existence of limiting distribution for affine processes. (English) Zbl 1451.60084 J. Math. Anal. Appl. 486, No. 2, Article ID 123912, 30 p. (2020). MSC: 60J25 60F05 60J80 PDF BibTeX XML Cite \textit{P. Jin} et al., J. Math. Anal. Appl. 486, No. 2, Article ID 123912, 30 p. (2020; Zbl 1451.60084) Full Text: DOI