Bruin, Henk; Terhesiu, Dalia; Todd, Mike Pressure function and limit theorems for almost Anosov flows. (English) Zbl 07331838 Commun. Math. Phys. 382, No. 1, 1-47 (2021). MSC: 60F 37A 28D 37A50 28D05 60F05 37A05 37A25 PDF BibTeX XML Cite \textit{H. Bruin} et al., Commun. Math. Phys. 382, No. 1, 1--47 (2021; Zbl 07331838) Full Text: DOI
Merritt, Michael; Alexanderian, Alen; Gremaud, Pierre A. Multiscale global sensitivity analysis for stochastic chemical systems. (English) Zbl 07331789 Multiscale Model. Simul. 19, No. 1, 440-459 (2021). MSC: 65C20 65Z05 92E20 80A30 PDF BibTeX XML Cite \textit{M. Merritt} et al., Multiscale Model. Simul. 19, No. 1, 440--459 (2021; Zbl 07331789) Full Text: DOI
Lunz, Davin On continuum approximations of discrete-state Markov processes of large system size. (English) Zbl 07331784 Multiscale Model. Simul. 19, No. 1, 294-319 (2021). MSC: 60J27 35Q84 41A60 34E20 PDF BibTeX XML Cite \textit{D. Lunz}, Multiscale Model. Simul. 19, No. 1, 294--319 (2021; Zbl 07331784) Full Text: DOI
Cvetković, Nada; Conrad, Tim; Lie, Han Cheng A convergent discretization method for transition path theory for diffusion processes. (English) Zbl 07331782 Multiscale Model. Simul. 19, No. 1, 242-266 (2021). MSC: 34F05 60G99 65C05 65D99 PDF BibTeX XML Cite \textit{N. Cvetković} et al., Multiscale Model. Simul. 19, No. 1, 242--266 (2021; Zbl 07331782) Full Text: DOI
Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations. (English. French summary) Zbl 07331624 J. Math. Pures Appl. (9) 149, 135-185 (2021). MSC: 35B37 49N70 60H15 91A06 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., J. Math. Pures Appl. (9) 149, 135--185 (2021; Zbl 07331624) Full Text: DOI
Buchholz, Peter; Dohndorf, Iryna A multi-objective approach for PH-graphs with applications to stochastic shortest paths. (English) Zbl 07331450 Math. Methods Oper. Res. 93, No. 1, 153-178 (2021). MSC: 90C PDF BibTeX XML Cite \textit{P. Buchholz} and \textit{I. Dohndorf}, Math. Methods Oper. Res. 93, No. 1, 153--178 (2021; Zbl 07331450) Full Text: DOI
Crisan, D.; Dobson, P.; Ottobre, M. Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups. (English) Zbl 07331123 Trans. Am. Math. Soc. 374, No. 5, 3289-3330 (2021). MSC: 65C20 65C30 60H10 65G99 47D07 60J60 PDF BibTeX XML Cite \textit{D. Crisan} et al., Trans. Am. Math. Soc. 374, No. 5, 3289--3330 (2021; Zbl 07331123) Full Text: DOI
Kawakatsu, Hiroyuki Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages. (English) Zbl 07330993 J. Econom. Methods 10, No. 1, 33-52 (2021). MSC: 62M20 62M10 62H20 PDF BibTeX XML Cite \textit{H. Kawakatsu}, J. Econom. Methods 10, No. 1, 33--52 (2021; Zbl 07330993) Full Text: DOI
Karmakar, Rajesh; Das, Amit Kumar Effect of transcription reinitiation in stochastic gene expression. (English) Zbl 07330680 J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033502, 25 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{R. Karmakar} and \textit{A. K. Das}, J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033502, 25 p. (2021; Zbl 07330680) Full Text: DOI
Oz, Yaron; Rubinstein, Ittai; Safra, Muli Heterogeneity and Superspreading effect on herd immunity. (English) Zbl 07330678 J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033405, 20 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{Y. Oz} et al., J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033405, 20 p. (2021; Zbl 07330678) Full Text: DOI
Goncalves, B.; Huillet, T. A generating function approach to Markov chains undergoing binomial catastrophes. (English) Zbl 07330675 J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033402, 31 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{B. Goncalves} and \textit{T. Huillet}, J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033402, 31 p. (2021; Zbl 07330675) Full Text: DOI
Yuan, Shenglan; Zeng, Zhigang; Duan, Jinqiao Stochastic bifurcation for two-time-scale dynamical system with \(\alpha \)-stable Lévy noise. (English) Zbl 07330663 J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033204, 22 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{S. Yuan} et al., J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033204, 22 p. (2021; Zbl 07330663) Full Text: DOI
Monthus, Cécile Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets. (English) Zbl 07330660 J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033201, 61 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{C. Monthus}, J. Stat. Mech. Theory Exp. 2021, No. 3, Article ID 033201, 61 p. (2021; Zbl 07330660) Full Text: DOI
Wang, Wei; Cao, Junyi; Wei, Zon-Han; Litak, Grzegorz Approximate Fokker-Planck-kolmo-gorov equation analysis for asymmetric multistable energy harvesters excited by white noise. (English) Zbl 07330584 J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023407, 21 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023407, 21 p. (2021; Zbl 07330584) Full Text: DOI
Fan, Xiequan; Hu, Haijuan; Ma, Xiaohui Cramér moderate deviations for the elephant random walk. (English) Zbl 07330579 J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023402, 20 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{X. Fan} et al., J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023402, 20 p. (2021; Zbl 07330579) Full Text: DOI
He, Guitian; Tang, Guoji; Tian, Yan; Luo, Maokang; Stanley, H. Eugene Non-markovian thermal-Bath-induced Brownian motion in velocity space in the presence of a magnetic field at arbitrary direction. (English) Zbl 07330574 J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023204, 26 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{G. He} et al., J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023204, 26 p. (2021; Zbl 07330574) Full Text: DOI
Capała, Karol; Dybiec, Bartłomiej Deterministic force-free resonant activation. (English) Zbl 07330573 J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023203, 16 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{K. Capała} and \textit{B. Dybiec}, J. Stat. Mech. Theory Exp. 2021, No. 2, Article ID 023203, 16 p. (2021; Zbl 07330573) Full Text: DOI
Vranić, Ana; Dankulov, Marija Mitrović Growth signals determine the topology of evolving networks. (English) Zbl 07330564 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013405, 15 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{A. Vranić} and \textit{M. M. Dankulov}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013405, 15 p. (2021; Zbl 07330564) Full Text: DOI
Ohkubo, Jun Combinatorics for calculating expectation values of functions in systems with evolution governed by stochastic differential equations. (English) Zbl 07330560 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013401, 18 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{J. Ohkubo}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013401, 18 p. (2021; Zbl 07330560) Full Text: DOI
Imparato, A. Out-of-equilibrium Frenkel-Kontorova model. (English) Zbl 07330558 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013214, 18 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{A. Imparato}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013214, 18 p. (2021; Zbl 07330558) Full Text: DOI
De Bruyne, B.; Randon-Furling, J.; Redner, S. Optimization and growth in first-passage resetting. (English) Zbl 07330542 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013203, 33 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{B. De Bruyne} et al., J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013203, 33 p. (2021; Zbl 07330542) Full Text: DOI
Roy, Dipankar The phase diagram for a class of multispecies permissive asymmetric exclusion processes. (English) Zbl 07330540 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013201, 19 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{D. Roy}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013201, 19 p. (2021; Zbl 07330540) Full Text: DOI
De Nicola, Stefano Disentanglement approach to quantum spin ground states: field theory and stochastic simulation. (English) Zbl 07330535 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013101, 48 p. (2021). MSC: 82 PDF BibTeX XML Cite \textit{S. De Nicola}, J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013101, 48 p. (2021; Zbl 07330535) Full Text: DOI
Taieb, Souhaib Ben; Taylor, James W.; Hyndman, Rob J. Hierarchical probabilistic forecasting of electricity demand with smart meter data. (English) Zbl 07329728 J. Am. Stat. Assoc. 116, No. 533, 27-43 (2021). MSC: 62M20 62P30 62M10 PDF BibTeX XML Cite \textit{S. B. Taieb} et al., J. Am. Stat. Assoc. 116, No. 533, 27--43 (2021; Zbl 07329728) Full Text: DOI
Park, Seyoung; Xu, Hao; Zhao, Hongyu Integrating multidimensional data for clustering analysis with applications to cancer patient data. (English) Zbl 07329727 J. Am. Stat. Assoc. 116, No. 533, 14-26 (2021). MSC: 62P10 62H12 62M15 62H30 PDF BibTeX XML Cite \textit{S. Park} et al., J. Am. Stat. Assoc. 116, No. 533, 14--26 (2021; Zbl 07329727) Full Text: DOI
Li, Jiawei; Qian, Zhongmin Large deviation principle for fractional Brownian motion with respect to capacity. (English) Zbl 07329010 Potential Anal. 54, No. 4, 655-685 (2021). MSC: 60F10 60G22 60H07 PDF BibTeX XML Cite \textit{J. Li} and \textit{Z. Qian}, Potential Anal. 54, No. 4, 655--685 (2021; Zbl 07329010) Full Text: DOI
Fan, Xiliang; Wu, Jiang-Lun Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes. (English) Zbl 07329001 Potential Anal. 54, No. 3, 483-501 (2021). MSC: 60H10 60G22 60H05 PDF BibTeX XML Cite \textit{X. Fan} and \textit{J.-L. Wu}, Potential Anal. 54, No. 3, 483--501 (2021; Zbl 07329001) Full Text: DOI
Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu Testing heteroskedasticity for predictive regressions with nonstationary regressors. (English) Zbl 07328808 Econ. Lett. 201, Article ID 109781, 4 p. (2021). MSC: 62H15 62M20 62J02 60G12 62P05 PDF BibTeX XML Cite \textit{S. Hong} et al., Econ. Lett. 201, Article ID 109781, 4 p. (2021; Zbl 07328808) Full Text: DOI
Juodis, Artūras; Poldermans, Rutger W. Backward mean transformation in unit root panel data models. (English) Zbl 07328807 Econ. Lett. 201, Article ID 109780, 5 p. (2021). MSC: 62D20 62M07 62M20 PDF BibTeX XML Cite \textit{A. Juodis} and \textit{R. W. Poldermans}, Econ. Lett. 201, Article ID 109780, 5 p. (2021; Zbl 07328807) Full Text: DOI
Qiu, Yue Complete subset least squares support vector regression. (English) Zbl 07328771 Econ. Lett. 200, Article ID 109737, 5 p. (2021). MSC: 62P05 62J07 62M20 68T05 PDF BibTeX XML Cite \textit{Y. Qiu}, Econ. Lett. 200, Article ID 109737, 5 p. (2021; Zbl 07328771) Full Text: DOI
Xu, Ke-Li On the serial correlation in multi-horizon predictive quantile regression. (English) Zbl 07328770 Econ. Lett. 200, Article ID 109736, 4 p. (2021). MSC: 62P05 62G08 62J02 62H20 62M20 PDF BibTeX XML Cite \textit{K.-L. Xu}, Econ. Lett. 200, Article ID 109736, 4 p. (2021; Zbl 07328770) Full Text: DOI
Serva, Maurizio Brownian motion at the speed of light: a new Lorentz invariant family of processes. (English) Zbl 07328618 J. Stat. Phys. 182, No. 3, Paper No. 59, 14 p. (2021). MSC: 82C70 60J65 60H99 81Q05 81S40 PDF BibTeX XML Cite \textit{M. Serva}, J. Stat. Phys. 182, No. 3, Paper No. 59, 14 p. (2021; Zbl 07328618) Full Text: DOI
Podder, Moumanti; Rolla, Leonardo T. Uniform threshold for fixation of the stochastic sandpile model on the line. (English) Zbl 07328611 J. Stat. Phys. 182, No. 3, Paper No. 52, 17 p. (2021). MSC: 60K35 82C22 PDF BibTeX XML Cite \textit{M. Podder} and \textit{L. T. Rolla}, J. Stat. Phys. 182, No. 3, Paper No. 52, 17 p. (2021; Zbl 07328611) Full Text: DOI
Kalathil, Dileep; Borkar, Vivek S.; Jain, Rahul Empirical \(Q\)-value iteration. (English) Zbl 07328605 Stoch. Syst. 11, No. 1, 1-18 (2021). MSC: 68T05 90C40 62L20 93E20 PDF BibTeX XML Cite \textit{D. Kalathil} et al., Stoch. Syst. 11, No. 1, 1--18 (2021; Zbl 07328605) Full Text: DOI
Ganesan, Ghurumuruhan Constrained minimum passage time in random geometric graphs. (English) Zbl 07328484 Algorithmica 83, No. 2, 576-588 (2021). MSC: 60J10 60K35 60C05 62E10 90B15 91D30 PDF BibTeX XML Cite \textit{G. Ganesan}, Algorithmica 83, No. 2, 576--588 (2021; Zbl 07328484) Full Text: DOI
Jorgensen, Palle; Tian, James Reproducing kernels: harmonic analysis and some of their applications. (English) Zbl 07328475 Appl. Comput. Harmon. Anal. 52, 279-302 (2021). MSC: 47L60 46N30 46N50 42C15 65R10 31C20 62D05 94A20 39A12 46N20 22E70 31A15 58J65 PDF BibTeX XML Cite \textit{P. Jorgensen} and \textit{J. Tian}, Appl. Comput. Harmon. Anal. 52, 279--302 (2021; Zbl 07328475) Full Text: DOI
Steinwart, Ingo; Ziegel, Johanna F. Strictly proper kernel scores and characteristic kernels on compact spaces. (English) Zbl 07328423 Appl. Comput. Harmon. Anal. 51, 510-542 (2021). MSC: 62R40 62G07 62M20 68T05 42A82 46E22 47B34 47G10 62P12 86A08 PDF BibTeX XML Cite \textit{I. Steinwart} and \textit{J. F. Ziegel}, Appl. Comput. Harmon. Anal. 51, 510--542 (2021; Zbl 07328423) Full Text: DOI
Boniece, B. Cooper; Didier, Gustavo; Sabzikar, Farzad Tempered fractional Brownian motion: wavelet estimation, modeling and testing. (English) Zbl 07328422 Appl. Comput. Harmon. Anal. 51, 461-509 (2021). MSC: 62M10 62M15 60G18 60G22 42C40 PDF BibTeX XML Cite \textit{B. C. Boniece} et al., Appl. Comput. Harmon. Anal. 51, 461--509 (2021; Zbl 07328422) Full Text: DOI
Gao, Tingran The diffusion geometry of fibre bundles: horizontal diffusion maps. (English) Zbl 07328397 Appl. Comput. Harmon. Anal. 50, 147-215 (2021). MSC: 58J65 58A30 53C17 PDF BibTeX XML Cite \textit{T. Gao}, Appl. Comput. Harmon. Anal. 50, 147--215 (2021; Zbl 07328397) Full Text: DOI
Bardenet, Rémi; Hardy, Adrien Time-frequency transforms of white noises and Gaussian analytic functions. (English) Zbl 07328395 Appl. Comput. Harmon. Anal. 50, 73-104 (2021). MSC: 42B10 42C40 94A12 62M15 PDF BibTeX XML Cite \textit{R. Bardenet} and \textit{A. Hardy}, Appl. Comput. Harmon. Anal. 50, 73--104 (2021; Zbl 07328395) Full Text: DOI
Gribonval, Rémi; Nikolova, Mila On Bayesian estimation and proximity operators. (English) Zbl 07328394 Appl. Comput. Harmon. Anal. 50, 49-72 (2021). MSC: 62F15 62H35 60H40 60G35 94A12 90C90 PDF BibTeX XML Cite \textit{R. Gribonval} and \textit{M. Nikolova}, Appl. Comput. Harmon. Anal. 50, 49--72 (2021; Zbl 07328394) Full Text: DOI
Treviño-Aguilar, Erick A Doob-Meyer decomposition under model ambiguity: the case of compactness. (English) Zbl 07328141 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 617-634 (2021). MSC: 60G07 60G40 60G44 60H30 PDF BibTeX XML Cite \textit{E. Treviño-Aguilar}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 617--634 (2021; Zbl 07328141) Full Text: Link
Dalmao, Federico; Estrade, Anne; León, José R. On 3-dimensional Berry’s model. (English) Zbl 07328134 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 379-399 (2021). MSC: 60G60 60G15 60F05 60D05 PDF BibTeX XML Cite \textit{F. Dalmao} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 379--399 (2021; Zbl 07328134) Full Text: Link
Clément, Frédérique; Robin, Frédérique; Yvinec, Romain Stochastic nonlinear model for somatic cell population dynamics during ovarian follicle activation. (English) Zbl 07327677 J. Math. Biol. 82, No. 3, Paper No. 12, 53 p. (2021). MSC: 60J85 60J28 92D25 62M05 PDF BibTeX XML Cite \textit{F. Clément} et al., J. Math. Biol. 82, No. 3, Paper No. 12, 53 p. (2021; Zbl 07327677) Full Text: DOI
Gimeno, Vicent; Palmer, Vicente Parabolicity, Brownian exit time and properness of solitons of the direct and inverse mean curvature flow. (English) Zbl 07327659 J. Geom. Anal. 31, No. 1, 579-618 (2021). MSC: 53C21 53C44 53C42 58J65 60J65 PDF BibTeX XML Cite \textit{V. Gimeno} and \textit{V. Palmer}, J. Geom. Anal. 31, No. 1, 579--618 (2021; Zbl 07327659) Full Text: DOI
Glazman, Alexander; Manolescu, Ioan Uniform Lipschitz functions on the triangular lattice have logarithmic variations. (English) Zbl 07327492 Commun. Math. Phys. 381, No. 3, 1153-1221 (2021). MSC: 60 28A 60K 60D 82B 60D05 28A75 60K35 82B43 PDF BibTeX XML Cite \textit{A. Glazman} and \textit{I. Manolescu}, Commun. Math. Phys. 381, No. 3, 1153--1221 (2021; Zbl 07327492) Full Text: DOI
Pauwels, Edouard; Putinar, Mihai; Lasserre, Jean-Bernard Data analysis from empirical moments and the Christoffel function. (English) Zbl 07326849 Found. Comput. Math. 21, No. 1, 243-273 (2021). MSC: 62R07 62H12 62M15 62G05 62G07 68T05 58C35 42C05 46E22 47B32 PDF BibTeX XML Cite \textit{E. Pauwels} et al., Found. Comput. Math. 21, No. 1, 243--273 (2021; Zbl 07326849) Full Text: DOI
Andres, Sebastian; Taylor, Peter A. Local limit theorems for the random conductance model and applications to the Ginzburg-Landau \(\nabla \phi\) interface model. (English) Zbl 07326629 J. Stat. Phys. 182, No. 2, Paper No. 35, 36 p. (2021). MSC: 60K37 60J35 60F17 82C41 39A12 PDF BibTeX XML Cite \textit{S. Andres} and \textit{P. A. Taylor}, J. Stat. Phys. 182, No. 2, Paper No. 35, 36 p. (2021; Zbl 07326629) Full Text: DOI
Zhang, Qi; Duan, Jinqiao Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises. (English) Zbl 07326626 J. Stat. Phys. 182, No. 2, Paper No. 32, 29 p. (2021). MSC: 60H10 47D07 60G51 82C31 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{J. Duan}, J. Stat. Phys. 182, No. 2, Paper No. 32, 29 p. (2021; Zbl 07326626) Full Text: DOI
Föll, Roman Sparse deep Gaussian process approximation and application of dynamic system identification. (English) Zbl 07326169 Mathematik. München: Dr. Hut; Stuttgart: Univ. Stuttgart (Diss. 2020) (ISBN 978-3-8439-4688-9/pbk). 253 p. (2021). MSC: 62-02 62F15 62-08 62L20 60G15 37N30 PDF BibTeX XML Cite \textit{R. Föll}, Sparse deep Gaussian process approximation and application of dynamic system identification. München: Dr. Hut; Stuttgart: Univ. Stuttgart (Diss. 2020) (2021; Zbl 07326169)
Godrèche, Claude Condensation and extremes for a fluctuating number of independent random variables. (English) Zbl 07325977 J. Stat. Phys. 182, No. 1, Paper No. 13, 56 p. (2021). MSC: 82D30 82C05 82C31 PDF BibTeX XML Cite \textit{C. Godrèche}, J. Stat. Phys. 182, No. 1, Paper No. 13, 56 p. (2021; Zbl 07325977) Full Text: DOI
Huang, Chunfeng; Li, Ao On Lévy’s Brownian motion and white noise space on the circle. (English) Zbl 07325880 Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021). MSC: 60G10 60J65 60G65 PDF BibTeX XML Cite \textit{C. Huang} and \textit{A. Li}, Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021; Zbl 07325880) Full Text: DOI
Zhang, Wei; Jiang, Long Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion. (English) Zbl 07325872 Stat. Probab. Lett. 171, Article ID 109024, 10 p. (2021). MSC: 60H10 60G65 60H30 PDF BibTeX XML Cite \textit{W. Zhang} and \textit{L. Jiang}, Stat. Probab. Lett. 171, Article ID 109024, 10 p. (2021; Zbl 07325872) Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences. (English) Zbl 07325864 Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021). MSC: 60F17 60F15 60G10 60B12 PDF BibTeX XML Cite \textit{J. Dedecker} and \textit{F. Merlevède}, Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021; Zbl 07325864) Full Text: DOI
Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. (English) Zbl 07325851 Stat. Probab. Lett. 170, Article ID 108998, 12 p. (2021). MSC: 91G70 60G70 PDF BibTeX XML Cite \textit{R. Leipus} et al., Stat. Probab. Lett. 170, Article ID 108998, 12 p. (2021; Zbl 07325851) Full Text: DOI
Cohen, Asaf On singular control problems, the time-stretching method, and the weak-M1 topology. (English) Zbl 07325830 SIAM J. Control Optim. 59, No. 1, 50-77 (2021). MSC: 93E20 60J60 60F99 60K25 PDF BibTeX XML Cite \textit{A. Cohen}, SIAM J. Control Optim. 59, No. 1, 50--77 (2021; Zbl 07325830) Full Text: DOI
Nipa, Kaniz Fatema; Jang, Sophia R.-J.; Allen, Linda J. S. The effect of demographic and environmental variability on disease outbreak for a dengue model with a seasonally varying vector population. (English) Zbl 07325706 Math. Biosci. 331, Article ID 108516, 19 p. (2021). MSC: 92D30 60H10 60J28 PDF BibTeX XML Cite \textit{K. F. Nipa} et al., Math. Biosci. 331, Article ID 108516, 19 p. (2021; Zbl 07325706) Full Text: DOI
Christiansen, Marcus C.; Furrer, Christian Dynamics of state-wise prospective reserves in the presence of non-monotone information. (English) Zbl 07324207 Insur. Math. Econ. 97, 81-98 (2021). MSC: 91G05 60G48 60H10 PDF BibTeX XML Cite \textit{M. C. Christiansen} and \textit{C. Furrer}, Insur. Math. Econ. 97, 81--98 (2021; Zbl 07324207) Full Text: DOI
Brignone, Riccardo; Kyriakou, Ioannis; Fusai, Gianluca Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models. (English) Zbl 07324196 Insur. Math. Econ. 96, 232-247 (2021). MSC: 91G05 91G20 60J70 PDF BibTeX XML Cite \textit{R. Brignone} et al., Insur. Math. Econ. 96, 232--247 (2021; Zbl 07324196) Full Text: DOI
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying Volterra mortality model: actuarial valuation and risk management with long-range dependence. (English) Zbl 07324180 Insur. Math. Econ. 96, 1-14 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{L. Wang} et al., Insur. Math. Econ. 96, 1--14 (2021; Zbl 07324180) Full Text: DOI
Carney, Meagan; Holland, Mark; Nicol, Matthew Extremes and extremal indices for level set observables on hyperbolic systems. (English) Zbl 07324149 Nonlinearity 34, No. 2, 1136-1167 (2021). MSC: 37A50 60G70 37B20 60G10 37C25 PDF BibTeX XML Cite \textit{M. Carney} et al., Nonlinearity 34, No. 2, 1136--1167 (2021; Zbl 07324149) Full Text: DOI
Brannan, Michael Book review of: G. Aubrun and S. Szarek, Alice and Bob meet Banach: the interface of asymptotic geometric analysis and quantum information theory. (English) Zbl 07324017 Bull. Am. Math. Soc., New Ser. 58, No. 2, 277-281 (2021). MSC: 00A17 46-02 52-02 81-02 46B06 46B07 46B09 52A22 52A23 52A40 60B20 60D05 60G15 81P40 81P45 PDF BibTeX XML Cite \textit{M. Brannan}, Bull. Am. Math. Soc., New Ser. 58, No. 2, 277--281 (2021; Zbl 07324017) Full Text: DOI
Cheng, Yu-Chen; Qian, Hong Stochastic limit-cycle oscillations of a nonlinear system under random perturbations. (English) Zbl 07321526 J. Stat. Phys. 182, No. 3, Paper No. 47, 34 p. (2021). MSC: 37H05 60G07 60G15 82C31 PDF BibTeX XML Cite \textit{Y.-C. Cheng} and \textit{H. Qian}, J. Stat. Phys. 182, No. 3, Paper No. 47, 34 p. (2021; Zbl 07321526) Full Text: DOI
Yang, Ying-Jen; Qian, Hong Bivectorial nonequilibrium thermodynamics: cycle affinity, vorticity potential, and Onsager’s principle. (English) Zbl 07321525 J. Stat. Phys. 182, No. 3, Paper No. 46, 18 p. (2021). MSC: 82C35 81P17 82C03 82C31 82C70 PDF BibTeX XML Cite \textit{Y.-J. Yang} and \textit{H. Qian}, J. Stat. Phys. 182, No. 3, Paper No. 46, 18 p. (2021; Zbl 07321525) Full Text: DOI
Freidlin, M. I.; Wentzell, A. D. Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems. (English) Zbl 07321524 J. Stat. Phys. 182, No. 3, Paper No. 45, 25 p. (2021). MSC: 37J40 60Hxx PDF BibTeX XML Cite \textit{M. I. Freidlin} and \textit{A. D. Wentzell}, J. Stat. Phys. 182, No. 3, Paper No. 45, 25 p. (2021; Zbl 07321524) Full Text: DOI
Lee, Seonjoo; Shen, Haipeng; Truong, Young Sampling properties of color independent component analysis. (English) Zbl 07321517 J. Multivariate Anal. 181, Article ID 104692, 12 p. (2021). MSC: 62H25 62M10 62M15 62F12 62F10 37M10 65T50 49M27 PDF BibTeX XML Cite \textit{S. Lee} et al., J. Multivariate Anal. 181, Article ID 104692, 12 p. (2021; Zbl 07321517) Full Text: DOI
Klüppelberg, Claudia; Krali, Mario Estimating an extreme Bayesian network via scalings. (English) Zbl 07321505 J. Multivariate Anal. 181, Article ID 104672, 23 p. (2021). MSC: 62H22 62R01 62G30 62G32 60G70 60F10 65S05 05C90 62P10 62P05 PDF BibTeX XML Cite \textit{C. Klüppelberg} and \textit{M. Krali}, J. Multivariate Anal. 181, Article ID 104672, 23 p. (2021; Zbl 07321505) Full Text: DOI
Kozik, I. A.; Piterbarg, V. I. High excursions of Gaussian nonstationary processes in discrete time. (English. Russian original) Zbl 07320239 J. Math. Sci., New York 253, No. 6, 867-874 (2021); translation from Fundam. Prikl. Mat. 22, No. 2, 159-169 (2018). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{I. A. Kozik} and \textit{V. I. Piterbarg}, J. Math. Sci., New York 253, No. 6, 867--874 (2021; Zbl 07320239); translation from Fundam. Prikl. Mat. 22, No. 2, 159--169 (2018) Full Text: DOI
Amini, Arash A.; Razaee, Zahra S. Concentration of kernel matrices with application to kernel spectral clustering. (English) Zbl 07319876 Ann. Stat. 49, No. 1, 531-556 (2021). MSC: 62H12 62H20 62G07 62M15 60E15 PDF BibTeX XML Cite \textit{A. A. Amini} and \textit{Z. S. Razaee}, Ann. Stat. 49, No. 1, 531--556 (2021; Zbl 07319876) Full Text: DOI Euclid
Chen, Yuxin; Cheng, Chen; Fan, Jianqing Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices. (English) Zbl 07319872 Ann. Stat. 49, No. 1, 435-458 (2021). MSC: 62H25 62H12 62M15 15A18 PDF BibTeX XML Cite \textit{Y. Chen} et al., Ann. Stat. 49, No. 1, 435--458 (2021; Zbl 07319872) Full Text: DOI Euclid
Lugosi, Gábor; Mendelson, Shahar Robust multivariate mean estimation: the optimality of trimmed mean. (English) Zbl 07319870 Ann. Stat. 49, No. 1, 393-410 (2021). MSC: 62H12 62J02 62G08 62G35 60G25 PDF BibTeX XML Cite \textit{G. Lugosi} and \textit{S. Mendelson}, Ann. Stat. 49, No. 1, 393--410 (2021; Zbl 07319870) Full Text: DOI Euclid
Caponera, Alessia; Marinucci, Domenico Asymptotics for spherical functional autoregressions. (English) Zbl 07319868 Ann. Stat. 49, No. 1, 346-369 (2021). MSC: 62R10 62M10 62M15 62M40 60G15 60F05 PDF BibTeX XML Cite \textit{A. Caponera} and \textit{D. Marinucci}, Ann. Stat. 49, No. 1, 346--369 (2021; Zbl 07319868) Full Text: DOI Euclid
Montanari, Andrea; Venkataramanan, Ramji Estimation of low-rank matrices via approximate message passing. (English) Zbl 07319867 Ann. Stat. 49, No. 1, 321-345 (2021). MSC: 62H12 62M15 62F15 62E20 60B20 PDF BibTeX XML Cite \textit{A. Montanari} and \textit{R. Venkataramanan}, Ann. Stat. 49, No. 1, 321--345 (2021; Zbl 07319867) Full Text: DOI Euclid
Zou, Nan; Volgushev, Stanislav; Bücher, Axel Multiple block sizes and overlapping blocks for multivariate time series extremes. (English) Zbl 07319866 Ann. Stat. 49, No. 1, 295-320 (2021). MSC: 62M10 62H12 62H05 62G20 62G32 62E20 60F10 60G70 PDF BibTeX XML Cite \textit{N. Zou} et al., Ann. Stat. 49, No. 1, 295--320 (2021; Zbl 07319866) Full Text: DOI Euclid
Zhang, Danna; Wu, Wei Biao Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes. (English) Zbl 07319863 Ann. Stat. 49, No. 1, 233-254 (2021). MSC: 62M10 62M15 60G12 PDF BibTeX XML Cite \textit{D. Zhang} and \textit{W. B. Wu}, Ann. Stat. 49, No. 1, 233--254 (2021; Zbl 07319863) Full Text: DOI Euclid
Wang, Daren; Yu, Yi; Rinaldo, Alessandro Optimal change point detection and localization in sparse dynamic networks. (English) Zbl 07319862 Ann. Stat. 49, No. 1, 203-232 (2021). MSC: 62M10 62M45 62G10 91B84 PDF BibTeX XML Cite \textit{D. Wang} et al., Ann. Stat. 49, No. 1, 203--232 (2021; Zbl 07319862) Full Text: DOI Euclid
Feldman, William M.; Fermanian, Jean-Baptiste; Ziliotto, Bruno An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity. (English) Zbl 07319439 J. Differ. Equations 280, 464-476 (2021). MSC: 35B27 35R60 35F21 60K35 PDF BibTeX XML Cite \textit{W. M. Feldman} et al., J. Differ. Equations 280, 464--476 (2021; Zbl 07319439) Full Text: DOI
Bao, Jianhai; Ren, Panpan; Wang, Feng-Yu Bismut formula for Lions derivative of distribution-path dependent SDEs. (English) Zbl 07319398 J. Differ. Equations 282, 285-329 (2021). MSC: 60J60 58J65 PDF BibTeX XML Cite \textit{J. Bao} et al., J. Differ. Equations 282, 285--329 (2021; Zbl 07319398) Full Text: DOI
Ning, Ning; Wu, Jing Well-posedness and stability analysis of two classes of generalized stochastic volatility models. (English) Zbl 07319375 SIAM J. Financ. Math. 12, No. 1, 79-109 (2021). MSC: 91G20 60G20 PDF BibTeX XML Cite \textit{N. Ning} and \textit{J. Wu}, SIAM J. Financ. Math. 12, No. 1, 79--109 (2021; Zbl 07319375) Full Text: DOI
Braun, Mathias; Habermann, Karen; Sturm, Karl-Theodor Optimal transport, gradient estimates, and pathwise Brownian coupling on spaces with variable Ricci bounds. (English. French summary) Zbl 07319304 J. Math. Pures Appl. (9) 147, 60-97 (2021). MSC: 58J65 49Q22 60J60 35K05 58J35 53C23 31C25 60J46 PDF BibTeX XML Cite \textit{M. Braun} et al., J. Math. Pures Appl. (9) 147, 60--97 (2021; Zbl 07319304) Full Text: DOI
Vishwakarma, Gajendra K.; Thomas, Abin; Bhattacharjee, Atanu A weight function method for selection of proteins to predict an outcome using protein expression data. (English) Zbl 07319232 J. Comput. Appl. Math. 391, Article ID 113465, 11 p. (2021). MSC: 62P10 62M20 62D05 92C40 PDF BibTeX XML Cite \textit{G. K. Vishwakarma} et al., J. Comput. Appl. Math. 391, Article ID 113465, 11 p. (2021; Zbl 07319232) Full Text: DOI
Strickler, Edouard Randomly switched vector fields sharing a zero on a common invariant face. (English) Zbl 07318768 Stoch. Dyn. 21, No. 2, Article ID 2150007, 20 p. (2021). MSC: 60J25 34A37 37H15 37A50 92D30 PDF BibTeX XML Cite \textit{E. Strickler}, Stoch. Dyn. 21, No. 2, Article ID 2150007, 20 p. (2021; Zbl 07318768) Full Text: DOI
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir; Zougar, Eya Fractional stochastic heat equation with piecewise constant coefficients. (English) Zbl 07318763 Stoch. Dyn. 21, No. 1, Article ID 2150002, 39 p. (2021). MSC: 60G22 60H15 35R60 PDF BibTeX XML Cite \textit{Y. Mishura} et al., Stoch. Dyn. 21, No. 1, Article ID 2150002, 39 p. (2021; Zbl 07318763) Full Text: DOI
León, Jorge A.; Márquez-Carreras, David Semilinear fractional stochastic differential equations driven by a \(\gamma\)-Hölder continuous signal with \(\gamma > 2/3\). (English) Zbl 07318761 Stoch. Dyn. 21, No. 1, Article ID 2050039, 29 p. (2021). MSC: 60H20 60G22 45D05 26A33 PDF BibTeX XML Cite \textit{J. A. León} and \textit{D. Márquez-Carreras}, Stoch. Dyn. 21, No. 1, Article ID 2050039, 29 p. (2021; Zbl 07318761) Full Text: DOI
Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija Double hypergeometric Lévy processes and self-similarity. (English) Zbl 07317345 J. Appl. Probab. 58, No. 1, 254-273 (2021). MSC: 60G51 60G18 60G52 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., J. Appl. Probab. 58, No. 1, 254--273 (2021; Zbl 07317345) Full Text: DOI
Köpfer, Benedikt; Rüschendorf, Ludger The martingale comparison method for Markov processes. (English) Zbl 07317340 J. Appl. Probab. 58, No. 1, 164-176 (2021). MSC: 60E15 60J25 PDF BibTeX XML Cite \textit{B. Köpfer} and \textit{L. Rüschendorf}, J. Appl. Probab. 58, No. 1, 164--176 (2021; Zbl 07317340) Full Text: DOI
Harang, Fabian A.; Lagunas-Merino, Marc; Ortiz-Latorre, Salvador Self-exciting multifractional processes. (English) Zbl 07317333 J. Appl. Probab. 58, No. 1, 22-41 (2021). MSC: 60G22 60H20 60H35 PDF BibTeX XML Cite \textit{F. A. Harang} et al., J. Appl. Probab. 58, No. 1, 22--41 (2021; Zbl 07317333) Full Text: DOI
Saarinen, Harto; Lempa, Jukka Ergodic control of diffusions with random intervention times. (English) Zbl 07317330 J. Appl. Probab. 58, No. 1, 1-21 (2021). Reviewer: Savin Treanta (Bucureşti) MSC: 49J55 49N25 49L20 60J60 PDF BibTeX XML Cite \textit{H. Saarinen} and \textit{J. Lempa}, J. Appl. Probab. 58, No. 1, 1--21 (2021; Zbl 07317330) Full Text: DOI
Sun, Yifang A stochastic maximum principle for general controlled systems driven by fractional Brownian motions. (English) Zbl 07317185 J. Math. Anal. Appl. 497, No. 1, Article ID 124854, 22 p. (2021). MSC: 93E03 60G22 60H07 PDF BibTeX XML Cite \textit{Y. Sun}, J. Math. Anal. Appl. 497, No. 1, Article ID 124854, 22 p. (2021; Zbl 07317185) Full Text: DOI
Voit, Michael; Woerner, Jeannette H. C. Functional central limit theorems for multivariate Bessel processes in the freezing regime. (English) Zbl 07316865 Stochastic Anal. Appl. 39, No. 1, 136-156 (2021). MSC: 60F15 60F05 60J60 60B20 60H20 70F10 82C22 33C67 PDF BibTeX XML Cite \textit{M. Voit} and \textit{J. H. C. Woerner}, Stochastic Anal. Appl. 39, No. 1, 136--156 (2021; Zbl 07316865) 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
Galatolo, Stefano; Holland, Mark; Persson, Tomas; Zhang, Yiwei Anomalous time-scaling of extreme events in infinite systems and Birkhoff sums of infinite observables. (English) Zbl 07314932 Discrete Contin. Dyn. Syst. 41, No. 4, 1799-1841 (2021). MSC: 37A40 37A50 60G70 37A25 37D25 PDF BibTeX XML Cite \textit{S. Galatolo} et al., Discrete Contin. Dyn. Syst. 41, No. 4, 1799--1841 (2021; Zbl 07314932) Full Text: DOI
Xing, Viktoria Dynamical Borel-Cantelli lemmas. (English) Zbl 07314930 Discrete Contin. Dyn. Syst. 41, No. 4, 1737-1754 (2021). MSC: 37A05 37A50 60F15 PDF BibTeX XML Cite \textit{V. Xing}, Discrete Contin. Dyn. Syst. 41, No. 4, 1737--1754 (2021; Zbl 07314930) Full Text: DOI
Blank, Michael Recurrence for measurable semigroup actions. (English) Zbl 07314926 Discrete Contin. Dyn. Syst. 41, No. 4, 1649-1665 (2021). Reviewer: Athanase Papadopoulos (Strasbourg) MSC: 28D15 28D05 37A05 37A50 60J10 PDF BibTeX XML Cite \textit{M. Blank}, Discrete Contin. Dyn. Syst. 41, No. 4, 1649--1665 (2021; Zbl 07314926) Full Text: DOI
Chumley, Timothy; Feres, Renato Entropy production in random billiards. (English) Zbl 07314911 Discrete Contin. Dyn. Syst. 41, No. 3, 1319-1346 (2021). Reviewer: Eugen Grycko (Hagen) MSC: 37A60 37A25 37A30 37A35 37H10 80A05 60J25 82B30 PDF BibTeX XML Cite \textit{T. Chumley} and \textit{R. Feres}, Discrete Contin. Dyn. Syst. 41, No. 3, 1319--1346 (2021; Zbl 07314911) Full Text: DOI
Doğan, Serhat; Yıldız, Kemal Odds supermodularity and the Luce rule. (English) Zbl 07314624 Games Econ. Behav. 126, 443-452 (2021). MSC: 91B06 60G99 PDF BibTeX XML Cite \textit{S. Doğan} and \textit{K. Yıldız}, Games Econ. Behav. 126, 443--452 (2021; Zbl 07314624) Full Text: DOI
Heydari, Pedram Luce arbitrates: stochastic resolution of inner conflicts. (English) Zbl 07314606 Games Econ. Behav. 126, 33-74 (2021). MSC: 91B06 60G99 91A80 PDF BibTeX XML Cite \textit{P. Heydari}, Games Econ. Behav. 126, 33--74 (2021; Zbl 07314606) Full Text: DOI
Renger, D. R. Michiel; Zimmer, Johannes Orthogonality of fluxes in general nonlinear reaction networks. (English) Zbl 1454.82031 Discrete Contin. Dyn. Syst., Ser. S 14, No. 1, 205-217 (2021). MSC: 82C35 82C31 60J27 PDF BibTeX XML Cite \textit{D. R. M. Renger} and \textit{J. Zimmer}, Discrete Contin. Dyn. Syst., Ser. S 14, No. 1, 205--217 (2021; Zbl 1454.82031) 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