Liao, Zhong-Wei; Shao, Jinghai Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process. (English) Zbl 07825055 J. Math. Econ. 111, Article ID 102942, 8 p. (2024). MSC: 91B62 91B70 60J60 60J74 PDFBibTeX XMLCite \textit{Z.-W. Liao} and \textit{J. Shao}, J. Math. Econ. 111, Article ID 102942, 8 p. (2024; Zbl 07825055) Full Text: DOI
Barreto-Souza, Wagner; Chan, Ngai Hang Nearly unstable integer-valued ARCH process and unit root testing. (English) Zbl 07819235 Scand. J. Stat. 51, No. 1, 402-424 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Barreto-Souza} and \textit{N. H. Chan}, Scand. J. Stat. 51, No. 1, 402--424 (2024; Zbl 07819235) Full Text: DOI arXiv OA License
Shi, Zhenfeng; Jiang, Daqing; Fu, Jing Stochastic dual epidemic hypothesis model with Ornstein-Uhlenbeck process: analysis and numerical simulations with SARS-CoV-2 variants. (English) Zbl 07815877 J. Math. Anal. Appl. 535, No. 2, Article ID 128232, 31 p. (2024). MSC: 92D30 60J60 60H30 PDFBibTeX XMLCite \textit{Z. Shi} et al., J. Math. Anal. Appl. 535, No. 2, Article ID 128232, 31 p. (2024; Zbl 07815877) Full Text: DOI
Kim, Daehong; Oshima, Yoichi On the upper rate functions of some time inhomogeneous diffusion processes. (English) Zbl 07815302 Potential Anal. 60, No. 3, 1181-1213 (2024). MSC: 60J46 60J60 31C25 35K05 PDFBibTeX XMLCite \textit{D. Kim} and \textit{Y. Oshima}, Potential Anal. 60, No. 3, 1181--1213 (2024; Zbl 07815302) Full Text: DOI
Mohammadi, Neda; Panaretos, Victor M. Functional data analysis with rough sample paths? (English) Zbl 07814025 J. Nonparametric Stat. 36, No. 1, 4-22 (2024). MSC: 62Gxx 62R10 62Mxx 62G08 PDFBibTeX XMLCite \textit{N. Mohammadi} and \textit{V. M. Panaretos}, J. Nonparametric Stat. 36, No. 1, 4--22 (2024; Zbl 07814025) Full Text: DOI arXiv OA License
Carinci, Gioia; Casini, Francesco; Franceschini, Chiara Duality for a boundary driven asymmetric model of energy transport. (English) Zbl 07813338 J. Phys. A, Math. Theor. 57, No. 8, Article ID 085204, 19 p. (2024). MSC: 81-XX 82-XX PDFBibTeX XMLCite \textit{G. Carinci} et al., J. Phys. A, Math. Theor. 57, No. 8, Article ID 085204, 19 p. (2024; Zbl 07813338) Full Text: DOI arXiv OA License
Grotta-Ragazzo, Clodoaldo Vortex on surfaces and Brownian motion in higher dimensions: special metrics. (English) Zbl 07812567 J. Nonlinear Sci. 34, No. 2, Paper No. 31, 32 p. (2024). MSC: 76B47 30F30 58J65 31C12 60J45 53C25 PDFBibTeX XMLCite \textit{C. Grotta-Ragazzo}, J. Nonlinear Sci. 34, No. 2, Paper No. 31, 32 p. (2024; Zbl 07812567) Full Text: DOI arXiv
Della Corte, Serena; Kraaij, Richard C. Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations. (English) Zbl 07812500 Stochastic Processes Appl. 170, Article ID 104301, 23 p. (2024). MSC: 60F10 49L25 60J60 PDFBibTeX XMLCite \textit{S. Della Corte} and \textit{R. C. Kraaij}, Stochastic Processes Appl. 170, Article ID 104301, 23 p. (2024; Zbl 07812500) Full Text: DOI arXiv
Kharroubi, Idris; Ocello, Antonio A stochastic target problem for branching diffusion processes. (English) Zbl 07812486 Stochastic Processes Appl. 170, Article ID 104278, 29 p. (2024). MSC: 35R60 35D40 35K10 49L20 49L25 60J80 91G20 PDFBibTeX XMLCite \textit{I. Kharroubi} and \textit{A. Ocello}, Stochastic Processes Appl. 170, Article ID 104278, 29 p. (2024; Zbl 07812486) Full Text: DOI arXiv
Kelbert, Mark; Moreno-Franco, Harold A. A mixed singular/switching control problem with terminal cost for modulated diffusion processes. (English) Zbl 07812057 Nonlinear Anal., Hybrid Syst. 51, Article ID 101439, 21 p. (2024). MSC: 93C30 93E03 93C20 35F21 PDFBibTeX XMLCite \textit{M. Kelbert} and \textit{H. A. Moreno-Franco}, Nonlinear Anal., Hybrid Syst. 51, Article ID 101439, 21 p. (2024; Zbl 07812057) Full Text: DOI arXiv
Wen, Buyu; Teng, Zhidong; Liu, Bing Dynamics of a stochastic SEI\(_A\)IR COVID-19 model with contacting distance and Ornstein-Uhlenbeck process. (English) Zbl 07810060 Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107868, 24 p. (2024). MSC: 92D30 60J60 60H30 PDFBibTeX XMLCite \textit{B. Wen} et al., Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107868, 24 p. (2024; Zbl 07810060) Full Text: DOI
D’Onofrio, Giuseppe; Patie, Pierre; Sacerdote, Laura Jacobi processes with jumps as neuronal models: a first passage time analysis. (English) Zbl 07809918 SIAM J. Appl. Math. 84, No. 1, 189-214 (2024). MSC: 37A30 47D06 47G20 60J75 60J70 PDFBibTeX XMLCite \textit{G. D'Onofrio} et al., SIAM J. Appl. Math. 84, No. 1, 189--214 (2024; Zbl 07809918) Full Text: DOI arXiv
Boutsikas, M. V.; Economides, D.-J.; Vaggelatou, E. On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model. (English) Zbl 07809283 Scand. Actuar. J. 2024, No. 1, 64-88 (2024). MSC: 91G05 91B05 60J74 62P05 PDFBibTeX XMLCite \textit{M. V. Boutsikas} et al., Scand. Actuar. J. 2024, No. 1, 64--88 (2024; Zbl 07809283) Full Text: DOI
Zhang, Lijuan; Wang, Yejuan Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential. (English) Zbl 07807484 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1670-1694 (2024). MSC: 60K50 35R11 60H30 60G51 26A33 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{Y. Wang}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1670--1694 (2024; Zbl 07807484) Full Text: DOI
Eskenazis, Alexandros; Shenfeld, Yair Intrinsic dimensional functional inequalities on model spaces. (English) Zbl 07807079 J. Funct. Anal. 286, No. 7, Article ID 110338, 56 p. (2024). MSC: 39B62 26D10 58J65 60J60 94A17 PDFBibTeX XMLCite \textit{A. Eskenazis} and \textit{Y. Shenfeld}, J. Funct. Anal. 286, No. 7, Article ID 110338, 56 p. (2024; Zbl 07807079) Full Text: DOI arXiv
Mazzonetto, Sara; Pigato, Paolo Drift estimation of the threshold Ornstein-Uhlenbeck process from continuous and discrete observations. (English) Zbl 07796631 Stat. Sin. 34, No. 1, 313-336 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Mazzonetto} and \textit{P. Pigato}, Stat. Sin. 34, No. 1, 313--336 (2024; Zbl 07796631) Full Text: DOI arXiv
Al-Hadad, Jonas; Palmowski, Zbigniew Perpetual American options with asset-dependent discounting. (English) Zbl 07791675 Appl. Math. Optim. 89, No. 1, Paper No. 18, 35 p. (2024). MSC: 91G20 60G40 60G51 PDFBibTeX XMLCite \textit{J. Al-Hadad} and \textit{Z. Palmowski}, Appl. Math. Optim. 89, No. 1, Paper No. 18, 35 p. (2024; Zbl 07791675) Full Text: DOI arXiv OA License
Rickelhoff, Sebastian; Schnurr, Alexander On the rôle of singular functions in extending the probabilistic symbol to its most general class. (English) Zbl 07789105 Trans. Am. Math. Soc. 377, No. 2, 905-919 (2024). MSC: 60J76 60J35 60J25 47G30 26A30 PDFBibTeX XMLCite \textit{S. Rickelhoff} and \textit{A. Schnurr}, Trans. Am. Math. Soc. 377, No. 2, 905--919 (2024; Zbl 07789105) Full Text: DOI arXiv
Kuwae, Kazuhiro; Li, Songzi; Li, Xiang-Dong; Sakurai, Yohei Liouville theorem for \(V\)-harmonic maps under non-negative \((m, V)\)-Ricci curvature for non-positive \(m\). (English) Zbl 07787493 Stochastic Processes Appl. 168, Article ID 104270, 25 p. (2024). MSC: 53C21 53C43 53C20 58J65 60J60 PDFBibTeX XMLCite \textit{K. Kuwae} et al., Stochastic Processes Appl. 168, Article ID 104270, 25 p. (2024; Zbl 07787493) Full Text: DOI arXiv
Qi, Weiwei; Shen, Zhongwei; Yi, Yingfei Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions. (English) Zbl 07785759 Probab. Theory Relat. Fields 188, No. 1-2, 667-728 (2024). MSC: 60F10 60J60 60J70 34F05 92D25 60H10 PDFBibTeX XMLCite \textit{W. Qi} et al., Probab. Theory Relat. Fields 188, No. 1--2, 667--728 (2024; Zbl 07785759) Full Text: DOI
Mohammadi, Neda; Santoro, Leonardo V.; Panaretos, Victor M. Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective. (English) Zbl 07785670 Stochastic Processes Appl. 167, Article ID 104239, 42 p. (2024). MSC: 62M05 62G08 PDFBibTeX XMLCite \textit{N. Mohammadi} et al., Stochastic Processes Appl. 167, Article ID 104239, 42 p. (2024; Zbl 07785670) Full Text: DOI arXiv
Foucart, Clément; Vidmar, Matija Continuous-state branching processes with collisions: first passage times and duality. (English) Zbl 07785662 Stochastic Processes Appl. 167, Article ID 104230, 35 p. (2024). MSC: 60J80 60J50 60J60 60J70 60G53 92D25 PDFBibTeX XMLCite \textit{C. Foucart} and \textit{M. Vidmar}, Stochastic Processes Appl. 167, Article ID 104230, 35 p. (2024; Zbl 07785662) Full Text: DOI arXiv
Macrina, Andrea; Mengütürk, Levent A.; Mengütürk, Murat C. Captive jump processes for bounded random systems with discontinuous dynamics. (English) Zbl 07784292 Commun. Nonlinear Sci. Numer. Simul. 128, Article ID 107646, 23 p. (2024). MSC: 60-XX PDFBibTeX XMLCite \textit{A. Macrina} et al., Commun. Nonlinear Sci. Numer. Simul. 128, Article ID 107646, 23 p. (2024; Zbl 07784292) Full Text: DOI
Barilari, Davide; Habermann, Karen Intrinsic sub-Laplacian for hypersurface in a contact sub-Riemannian manifold. (English) Zbl 1528.53032 NoDEA, Nonlinear Differ. Equ. Appl. 31, No. 1, Paper No. 3, 31 p. (2024). Reviewer: Feng-Yu Wang (Tianjin) MSC: 53C17 53B25 58J65 PDFBibTeX XMLCite \textit{D. Barilari} and \textit{K. Habermann}, NoDEA, Nonlinear Differ. Equ. Appl. 31, No. 1, Paper No. 3, 31 p. (2024; Zbl 1528.53032) Full Text: DOI arXiv OA License
Gonçalves, Patrícia On the universality from interacting particle systems. (English) Zbl 07821693 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4326-4348 (2023). MSC: 60K35 60G52 60H15 60F17 35R11 PDFBibTeX XMLCite \textit{P. Gonçalves}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 6. Sections 12--14. Berlin: European Mathematical Society (EMS). 4326--4348 (2023; Zbl 07821693) Full Text: DOI OA License
Coutin, Laure; Pontier, Monique PDE for the joint law of the pair of a continuous diffusion and its running maximum. (English) Zbl 07806762 Adv. Appl. Probab. 55, No. 4, 1171-1210 (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J60 60G70 60H10 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{M. Pontier}, Adv. Appl. Probab. 55, No. 4, 1171--1210 (2023; Zbl 07806762) Full Text: DOI arXiv
Liu, Yanyun; Sun, Baiqing Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model. (English) Zbl 07795042 Math. Methods Oper. Res. 98, No. 3, 377-410 (2023). MSC: 90Cxx PDFBibTeX XMLCite \textit{Y. Liu} and \textit{B. Sun}, Math. Methods Oper. Res. 98, No. 3, 377--410 (2023; Zbl 07795042) Full Text: DOI
Yang, Xin; Yang, Shanchao; Xing, Guodong; Yang, Xiutao Strong consistency of the kernel estimator of spot volatility for diffusion process. (English) Zbl 07793066 Chin. J. Appl. Probab. Stat. 39, No. 3, 383-393 (2023). MSC: 60J60 62G20 PDFBibTeX XMLCite \textit{X. Yang} et al., Chin. J. Appl. Probab. Stat. 39, No. 3, 383--393 (2023; Zbl 07793066) Full Text: Link
Chen, Qiang; Gong, Yuting; Wang, Xunxiao Empirical-process-based specification tests for diffusion models. (English. French summary) Zbl 07792224 Can. J. Stat. 51, No. 4, 1055-1083 (2023). MSC: 62M02 62P05 PDFBibTeX XMLCite \textit{Q. Chen} et al., Can. J. Stat. 51, No. 4, 1055--1083 (2023; Zbl 07792224) Full Text: DOI
Redner, S. A first look at first-passage processes. (English) Zbl 07791853 Physica A 631, Article ID 128545, 21 p. (2023). MSC: 82-XX PDFBibTeX XMLCite \textit{S. Redner}, Physica A 631, Article ID 128545, 21 p. (2023; Zbl 07791853) Full Text: DOI arXiv
Lerner-Brecher, Matthew Bounded Bessel processes and Ferrari-Spohn diffusions. (English) Zbl 07790374 Electron. Commun. Probab. 28, Paper No. 61, 9 p. (2023). MSC: 60J60 34B24 PDFBibTeX XMLCite \textit{M. Lerner-Brecher}, Electron. Commun. Probab. 28, Paper No. 61, 9 p. (2023; Zbl 07790374) Full Text: DOI arXiv
Zhang, Hanjun; Li, Huasheng; Liao, Saixia Intrinsic ultracontractivity and uniform convergence to the \(Q\)-process for symmetric Markov processes. (English) Zbl 07790353 Electron. Commun. Probab. 28, Paper No. 44, 12 p. (2023). MSC: 47D07 37A30 60J35 60J40 PDFBibTeX XMLCite \textit{H. Zhang} et al., Electron. Commun. Probab. 28, Paper No. 44, 12 p. (2023; Zbl 07790353) Full Text: DOI
Mourragui, Mustapha; Saada, Ellen; Velasco, Sonia Hydrodynamic and hydrostatic limit for a generalized contact process with mixed boundary conditions. (English) Zbl 07790308 Electron. J. Probab. 28, Paper No. 155, 44 p. (2023). MSC: 60K35 82C22 PDFBibTeX XMLCite \textit{M. Mourragui} et al., Electron. J. Probab. 28, Paper No. 155, 44 p. (2023; Zbl 07790308) Full Text: DOI arXiv
Butkovsky, Oleg; Margarint, Vlad; Yuan, Yizheng Law of the SLE tip. (English) Zbl 07790287 Electron. J. Probab. 28, Paper No. 126, 25 p. (2023). MSC: 60J67 30C20 60H10 60J60 PDFBibTeX XMLCite \textit{O. Butkovsky} et al., Electron. J. Probab. 28, Paper No. 126, 25 p. (2023; Zbl 07790287) Full Text: DOI arXiv
Liu, Yating; Pagès, Gilles Functional convex order for the scaled McKean-Vlasov processes. (English) Zbl 07789640 Ann. Appl. Probab. 33, No. 6A, 4491-4527 (2023). MSC: 60G65 60G99 60H35 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{G. Pagès}, Ann. Appl. Probab. 33, No. 6A, 4491--4527 (2023; Zbl 07789640) Full Text: DOI arXiv
Michelot, Théo; Glennie, Richard; Thomas, Len; Quick, Nicola; Harris, Catriona M. Continuous-time modelling of behavioural responses in animal movement. (English) Zbl 07789442 Ann. Appl. Stat. 17, No. 4, 3570-3588 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{T. Michelot} et al., Ann. Appl. Stat. 17, No. 4, 3570--3588 (2023; Zbl 07789442) Full Text: DOI arXiv
Huang, Qiao; Zambrini, Jean-Claude Gauge transformations in stochastic geometric mechanics. (English) Zbl 07789235 Nielsen, Frank (ed.) et al., Geometric science of information. 6th international conference, GSI 2023, St. Malo, France, August 30 – September 1, 2023. Proceedings. Part I. Cham: Springer. Lect. Notes Comput. Sci. 14071, 583-591 (2023). MSC: 70L10 70H15 70S99 PDFBibTeX XMLCite \textit{Q. Huang} and \textit{J.-C. Zambrini}, Lect. Notes Comput. Sci. 14071, 583--591 (2023; Zbl 07789235) Full Text: DOI
Cattiaux, Patrick; Conforti, Giovanni; Gentil, Ivan; Léonard, Christian Time Reversal of diffusion processes under a finite entropy condition. (English) Zbl 07788726 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1844-1881 (2023). MSC: 60J60 60J25 49Q22 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1844--1881 (2023; Zbl 07788726) Full Text: DOI arXiv
Croydon, David A.; Fukushima, Ryoki; Junk, Stefan Anomalous scaling regime for one-dimensional Mott variable-range hopping. (English) Zbl 07787931 Ann. Appl. Probab. 33, No. 5, 4044-4090 (2023). MSC: 60K37 60G52 60J27 82D30 PDFBibTeX XMLCite \textit{D. A. Croydon} et al., Ann. Appl. Probab. 33, No. 5, 4044--4090 (2023; Zbl 07787931) Full Text: DOI arXiv Link
Popovic, Lea; Véber, Amandine A spatial measure-valued model for chemical reaction networks in heterogeneous systems. (English) Zbl 07787922 Ann. Appl. Probab. 33, No. 5, 3706-3754 (2023). MSC: 92C42 92C45 60J28 PDFBibTeX XMLCite \textit{L. Popovic} and \textit{A. Véber}, Ann. Appl. Probab. 33, No. 5, 3706--3754 (2023; Zbl 07787922) Full Text: DOI arXiv Link
Di Crescenzo, Antonio; Iuliano, Antonella; Mustaro, Verdiana; Verasani, Gabriella On the telegraph process driven by geometric counting process with Poisson-based resetting. (English) Zbl 1527.60082 J. Stat. Phys. 190, No. 12, Paper No. 191, 26 p. (2023). MSC: 60K99 60K50 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., J. Stat. Phys. 190, No. 12, Paper No. 191, 26 p. (2023; Zbl 1527.60082) Full Text: DOI arXiv OA License
Fendick, Kerry; Whitt, Ward Queueing networks with path-dependent arrival processes. (English) Zbl 07778251 Queueing Syst. 105, No. 1-2, 17-46 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60F15 60K25 60G15 90B22 PDFBibTeX XMLCite \textit{K. Fendick} and \textit{W. Whitt}, Queueing Syst. 105, No. 1--2, 17--46 (2023; Zbl 07778251) Full Text: DOI
Shi, Zhenfeng; Jiang, Daqing Stochastic modeling of SIS epidemics with logarithmic Ornstein-Uhlenbeck process and generalized nonlinear incidence. (English) Zbl 07776294 Math. Biosci. 365, Article ID 109083, 15 p. (2023). MSC: 92D30 60J70 PDFBibTeX XMLCite \textit{Z. Shi} and \textit{D. Jiang}, Math. Biosci. 365, Article ID 109083, 15 p. (2023; Zbl 07776294) Full Text: DOI
Boursier, Jeanne; Chafaï, Djalil; Labbé, Cyril Universal cutoff for Dyson Ornstein Uhlenbeck process. (English) Zbl 1528.60081 Probab. Theory Relat. Fields 185, No. 1-2, 449-512 (2023). MSC: 60J60 82C22 PDFBibTeX XMLCite \textit{J. Boursier} et al., Probab. Theory Relat. Fields 185, No. 1--2, 449--512 (2023; Zbl 1528.60081) Full Text: DOI arXiv
Wang, Luyu; Yin, Zhen-Yu Fluid flow and mass transport in fractured media with curved fractures and varying apertures: a 3D modeling approach. (English) Zbl 07772313 Int. J. Numer. Methods Eng. 124, No. 19, 4311-4338 (2023). MSC: 76S05 76R99 PDFBibTeX XMLCite \textit{L. Wang} and \textit{Z.-Y. Yin}, Int. J. Numer. Methods Eng. 124, No. 19, 4311--4338 (2023; Zbl 07772313) Full Text: DOI
Yang, Minglei; Zhang, Guannan; Del-Castillo-Negrete, Diego; Cao, Yanzhao A probabilistic scheme for semilinear nonlocal diffusion equations with volume constraints. (English) Zbl 07770183 SIAM J. Numer. Anal. 61, No. 6, 2718-2743 (2023). MSC: 68Q25 65M75 60J60 65C30 PDFBibTeX XMLCite \textit{M. Yang} et al., SIAM J. Numer. Anal. 61, No. 6, 2718--2743 (2023; Zbl 07770183) Full Text: DOI arXiv
Attia, Nourhane; Akgül, Ali; Seba, Djamila; Nour, Abdelkader On solutions of time-fractional advection-diffusion equation. (English) Zbl 07769127 Numer. Methods Partial Differ. Equations 39, No. 6, 4489-4516 (2023). MSC: 65-XX 35-XX PDFBibTeX XMLCite \textit{N. Attia} et al., Numer. Methods Partial Differ. Equations 39, No. 6, 4489--4516 (2023; Zbl 07769127) Full Text: DOI
Di Crescenzo, Antonio; Paraggio, Paola; Román-Román, Patricia; Torres-Ruiz, Francisco Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean. (English) Zbl 07767264 Stat. Pap. 64, No. 5, 1391-1438 (2023). MSC: 62M05 60J70 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Stat. Pap. 64, No. 5, 1391--1438 (2023; Zbl 07767264) Full Text: DOI OA License
Journel, Lucas; Monmarché, Pierre Switched diffusion processes for non-convex optimization and saddle points search. (English) Zbl 1523.62016 Stat. Comput. 33, No. 6, Paper No. 139, 16 p. (2023). MSC: 62-08 60J60 PDFBibTeX XMLCite \textit{L. Journel} and \textit{P. Monmarché}, Stat. Comput. 33, No. 6, Paper No. 139, 16 p. (2023; Zbl 1523.62016) Full Text: DOI arXiv
Guerngar, Ngartelbaye; Mccormick, James Distributed-order space-time fractional diffusions in bounded domains. (English) Zbl 1527.35469 Discrete Contin. Dyn. Syst., Ser. S 16, No. 10, 2783-2799 (2023). MSC: 35R11 35C10 PDFBibTeX XMLCite \textit{N. Guerngar} and \textit{J. Mccormick}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 10, 2783--2799 (2023; Zbl 1527.35469) Full Text: DOI arXiv
Okhrin, Ostap; Rockinger, Michael; Schmid, Manuel Distributional properties of continuous time processes: from CIR to bates. (English) Zbl 07765565 AStA, Adv. Stat. Anal. 107, No. 3, 397-419 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{O. Okhrin} et al., AStA, Adv. Stat. Anal. 107, No. 3, 397--419 (2023; Zbl 07765565) Full Text: DOI OA License
Krylov, N. V. On nondegenerate Itô processes with moderated drift. (English) Zbl 1524.60112 Theory Probab. Appl. 68, No. 3, 510-536 (2023) and Teor. Veroyatn. Primen. 68, No. 3, 630-660 (2023). MSC: 60H05 35B50 35B45 PDFBibTeX XMLCite \textit{N. V. Krylov}, Theory Probab. Appl. 68, No. 3, 510--536 (2023; Zbl 1524.60112) Full Text: DOI arXiv
Gao, Yuan; Liu, Jian-Guo A selection principle for weak KAM solutions via Freidlin-Wentzell large deviation principle of invariant measures. (English) Zbl 07763801 SIAM J. Math. Anal. 55, No. 6, 6457-6495 (2023). MSC: 37J40 37J51 60F10 PDFBibTeX XMLCite \textit{Y. Gao} and \textit{J.-G. Liu}, SIAM J. Math. Anal. 55, No. 6, 6457--6495 (2023; Zbl 07763801) Full Text: DOI arXiv
Chaintron, Louis-Pierre; Caruel, Matthieu; Kimmig, François Modeling actin-myosin interaction: beyond the Huxley-Hill framework. (English) Zbl 07760566 MathS In Action 12, 191-226 (2023). Reviewer: Luisa Consiglieri (Lisboa) MSC: 92C30 60H30 35Q92 PDFBibTeX XMLCite \textit{L.-P. Chaintron} et al., MathS In Action 12, 191--226 (2023; Zbl 07760566) Full Text: DOI
Wang, Feng-Yu Convergence in Wasserstein distance for empirical measures of Dirichlet diffusion processes on manifolds. (English) Zbl 1525.58011 J. Eur. Math. Soc. (JEMS) 25, No. 9, 3695-3725 (2023). MSC: 58J65 PDFBibTeX XMLCite \textit{F.-Y. Wang}, J. Eur. Math. Soc. (JEMS) 25, No. 9, 3695--3725 (2023; Zbl 1525.58011) Full Text: DOI arXiv
Liu, Xijun; Gao, Qingwu Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-Stationary arrivals. (English) Zbl 07753898 J. Math. Inequal. 17, No. 3, 849-865 (2023). MSC: 62P05 62E20 91B30 PDFBibTeX XMLCite \textit{X. Liu} and \textit{Q. Gao}, J. Math. Inequal. 17, No. 3, 849--865 (2023; Zbl 07753898) Full Text: DOI
Chatterjee, Sourav Existence of stationary ballistic deposition on the infinite lattice. (English) Zbl 1524.60263 Random Struct. Algorithms 62, No. 3, 600-622 (2023). MSC: 60K35 60H15 82C22 82C24 PDFBibTeX XMLCite \textit{S. Chatterjee}, Random Struct. Algorithms 62, No. 3, 600--622 (2023; Zbl 1524.60263) Full Text: DOI arXiv
Cairoli, Francesca; Anselmi, Fabio; d’Onofrio, Alberto; Bortolussi, Luca Generative abstraction of Markov population processes. (English) Zbl 07751511 Theor. Comput. Sci. 977, Article ID 114169, 22 p. (2023). MSC: 68Qxx PDFBibTeX XMLCite \textit{F. Cairoli} et al., Theor. Comput. Sci. 977, Article ID 114169, 22 p. (2023; Zbl 07751511) Full Text: DOI
Wang, Feng-Yu; Wu, Bingyao Wasserstein convergence for empirical measures of subordinated diffusions on Riemannian manifolds. (English) Zbl 1523.58036 Potential Anal. 59, No. 3, 933-954 (2023). MSC: 58J65 PDFBibTeX XMLCite \textit{F.-Y. Wang} and \textit{B. Wu}, Potential Anal. 59, No. 3, 933--954 (2023; Zbl 1523.58036) Full Text: DOI arXiv
Li, Huaiqian; Zhao, Mingfeng Dimension-free square function estimates for Dunkl operators. (English) Zbl 07747153 Math. Nachr. 296, No. 3, 1225-1243 (2023). MSC: 60G51 60J60 PDFBibTeX XMLCite \textit{H. Li} and \textit{M. Zhao}, Math. Nachr. 296, No. 3, 1225--1243 (2023; Zbl 07747153) Full Text: DOI arXiv
Zabrodin, A. V. Dyson diffusion on a curved contour. (English. Russian original) Zbl 1521.82007 Theor. Math. Phys. 216, No. 2, 1104-1109 (2023); translation from Teor. Mat. Fiz. 216, No. 2, 226-233 (2023). MSC: 82B21 82B24 82B31 60J60 60J65 35Q84 PDFBibTeX XMLCite \textit{A. V. Zabrodin}, Theor. Math. Phys. 216, No. 2, 1104--1109 (2023; Zbl 1521.82007); translation from Teor. Mat. Fiz. 216, No. 2, 226--233 (2023) Full Text: DOI arXiv
Do, Tran Duc Variable-exponent reaction-diffusion equations with a special medium void and damping effects. (English) Zbl 07745857 Period. Math. Hung. 87, No. 1, 152-166 (2023). Reviewer: Rodica Luca (Iaşi) MSC: 35B44 35K20 35K59 PDFBibTeX XMLCite \textit{T. D. Do}, Period. Math. Hung. 87, No. 1, 152--166 (2023; Zbl 07745857) Full Text: DOI
Kang, Inhan; Jeon, Minjeong; Partchev, Ivailo A latent space diffusion item response theory model to explore conditional dependence between responses and response times. (English) Zbl 1522.62307 Psychometrika 88, No. 3, 830-864 (2023). MSC: 62P15 PDFBibTeX XMLCite \textit{I. Kang} et al., Psychometrika 88, No. 3, 830--864 (2023; Zbl 1522.62307) Full Text: DOI
Portenko, M. I. The origin and development of the ideas of the theory of stochastic differential equations in the Ukrainian school of mathematics. (Ukrainian. English summary) Zbl 07744805 Zb. Pr. Inst. Mat. NAN Ukr. 20, No. 1, 712-728 (2023). MSC: 60H10 01A60 PDFBibTeX XMLCite \textit{M. I. Portenko}, Zb. Pr. Inst. Mat. NAN Ukr. 20, No. 1, 712--728 (2023; Zbl 07744805) Full Text: DOI
Kondratiev, Yuri; da Silva, José L. Random potentials for Markov processes. (English) Zbl 07744459 Appl. Anal. 102, No. 14, 3874-3885 (2023). MSC: 47D07 37P30 60G22 47A30 PDFBibTeX XMLCite \textit{Y. Kondratiev} and \textit{J. L. da Silva}, Appl. Anal. 102, No. 14, 3874--3885 (2023; Zbl 07744459) Full Text: DOI
Idumah, Gideon; Somersalo, Erkki; Calvetti, Daniela A spatially distributed model of brain metabolism highlights the role of diffusion in brain energy metabolism. (English) Zbl 1521.92031 J. Theor. Biol. 572, Article ID 111567, 20 p. (2023). MSC: 92C30 PDFBibTeX XMLCite \textit{G. Idumah} et al., J. Theor. Biol. 572, Article ID 111567, 20 p. (2023; Zbl 1521.92031) Full Text: DOI arXiv
Yi, Haoran; Zhang, Xuekang; Shan, Yuanchuang; Shu, Huisheng Optimal portfolio and reinsurance with two differential risky assets. (English) Zbl 07736133 Commun. Stat., Theory Methods 52, No. 19, 7094-7114 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Yi} et al., Commun. Stat., Theory Methods 52, No. 19, 7094--7114 (2023; Zbl 07736133) Full Text: DOI
Keisers, Johannes; Krug, Joachim Exclusion model of mRNA translation with collision-induced ribosome drop-off. (English) Zbl 1520.92030 J. Phys. A, Math. Theor. 56, No. 38, Article ID 385601, 13 p. (2023). MSC: 92C40 92C45 PDFBibTeX XMLCite \textit{J. Keisers} and \textit{J. Krug}, J. Phys. A, Math. Theor. 56, No. 38, Article ID 385601, 13 p. (2023; Zbl 1520.92030) Full Text: DOI arXiv
Foucart, Clément; Zhou, Xiaowen On the boundary classification of \(\Lambda\)-Wright-Fisher processes with frequency-dependent selection. (Sur la classification des points frontières des processus de \(\Lambda\)-Wright-Fisher avec sélection dépendante de la fréquence.) (English. French summary) Zbl 1521.60053 Ann. Henri Lebesgue 6, 493-539 (2023). MSC: 60J90 60J70 60J80 92D25 PDFBibTeX XMLCite \textit{C. Foucart} and \textit{X. Zhou}, Ann. Henri Lebesgue 6, 493--539 (2023; Zbl 1521.60053) Full Text: DOI arXiv
Bayraktar, Erhan; Kara, Ali Devran Approximate Q learning for controlled diffusion processes and its near optimality. (English) Zbl 1521.93214 SIAM J. Math. Data Sci. 5, No. 3, 615-638 (2023). MSC: 93E35 90C40 93E20 60J60 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{A. D. Kara}, SIAM J. Math. Data Sci. 5, No. 3, 615--638 (2023; Zbl 1521.93214) Full Text: DOI arXiv
Kim, Donggyu; Shin, Minseok Volatility models for stylized facts of high-frequency financial data. (English) Zbl 07731473 J. Time Ser. Anal. 44, No. 3, 262-279 (2023). MSC: 62Mxx PDFBibTeX XMLCite \textit{D. Kim} and \textit{M. Shin}, J. Time Ser. Anal. 44, No. 3, 262--279 (2023; Zbl 07731473) Full Text: DOI arXiv
Zhou, Youzhou Transition density of an infinite-dimensional diffusion with the Jack parameter. (English) Zbl 1520.60048 J. Appl. Probab. 60, No. 3, 797-811 (2023). MSC: 60J60 60C05 PDFBibTeX XMLCite \textit{Y. Zhou}, J. Appl. Probab. 60, No. 3, 797--811 (2023; Zbl 1520.60048) Full Text: DOI arXiv
Huguet, Guillaume; Tong, Alexander; Rieck, Bastian; Huang, Jessie; Kuchroo, Manik; Hirn, Matthew; Wolf, Guy; Krishnaswamy, Smita Time-inhomogeneous diffusion geometry and topology. (English) Zbl 07726185 SIAM J. Math. Data Sci. 5, No. 2, 346-372 (2023). MSC: 55N31 57M50 57R40 62R40 37B25 68-XX PDFBibTeX XMLCite \textit{G. Huguet} et al., SIAM J. Math. Data Sci. 5, No. 2, 346--372 (2023; Zbl 07726185) Full Text: DOI arXiv
Li, Huasheng; Zhang, Hanjun; Liao, Saixia On quasi-stationaries for symmetric Markov processes. (English) Zbl 1519.60080 J. Math. Anal. Appl. 528, No. 1, Article ID 127498, 18 p. (2023). MSC: 60J60 60J25 47D07 PDFBibTeX XMLCite \textit{H. Li} et al., J. Math. Anal. Appl. 528, No. 1, Article ID 127498, 18 p. (2023; Zbl 1519.60080) Full Text: DOI
Litovchenko, V. A. Local Polya fluctuations of Riesz gravitational fields and the Cauchy problem. (English) Zbl 1519.35358 Carpathian Math. Publ. 15, No. 1, 222-235 (2023). MSC: 35R11 35A08 35K15 35S05 60G22 PDFBibTeX XMLCite \textit{V. A. Litovchenko}, Carpathian Math. Publ. 15, No. 1, 222--235 (2023; Zbl 1519.35358) Full Text: DOI
Criens, David On the Feller-Dynkin and the martingale property of one-dimensional diffusions. (English) Zbl 1522.60067 Electron. Commun. Probab. 28, Paper No. 20, 15 p. (2023). Reviewer: Göran Högnäs (Åbo) MSC: 60J60 60G44 60J35 60H10 PDFBibTeX XMLCite \textit{D. Criens}, Electron. Commun. Probab. 28, Paper No. 20, 15 p. (2023; Zbl 1522.60067) Full Text: DOI arXiv
Anagnostakis, Alexis Functional convergence to the local time of a sticky diffusion. (English) Zbl 1520.60022 Electron. J. Probab. 28, Paper No. 88, 26 p. (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60J55 60J60 PDFBibTeX XMLCite \textit{A. Anagnostakis}, Electron. J. Probab. 28, Paper No. 88, 26 p. (2023; Zbl 1520.60022) Full Text: DOI arXiv
Corstanje, Marc; van der Meulen, Frank; Schauer, Moritz Conditioning continuous-time Markov processes by guiding. (English) Zbl 1527.60055 Stochastics 95, No. 6, 963-996 (2023). MSC: 60J25 60J60 60J74 65C30 PDFBibTeX XMLCite \textit{M. Corstanje} et al., Stochastics 95, No. 6, 963--996 (2023; Zbl 1527.60055) Full Text: DOI arXiv
Xie, Pengxu; Bai, Lihua; Zhang, Huayue Optimal pairs trading of mean-reverting processes over multiple assets. (English) Zbl 1520.91377 Numer. Algebra Control Optim. 13, No. 3-4, 461-472 (2023). MSC: 91G10 93E20 60J60 PDFBibTeX XMLCite \textit{P. Xie} et al., Numer. Algebra Control Optim. 13, No. 3--4, 461--472 (2023; Zbl 1520.91377) Full Text: DOI
Nafidi, Ahmed; El Azri, Abdenbi; Gutiérrez-Sánchez, Ramón A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis. (English) Zbl 07716614 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 66, 15 p. (2023). MSC: 60-08 60H30 60J60 PDFBibTeX XMLCite \textit{A. Nafidi} et al., Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 66, 15 p. (2023; Zbl 07716614) Full Text: DOI
Abid, Amira; Abid, Fathi A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes. (English) Zbl 07715866 J. Ind. Manag. Optim. 19, No. 10, 7735-7752 (2023). MSC: 91G40 93E20 60J70 49L20 PDFBibTeX XMLCite \textit{A. Abid} and \textit{F. Abid}, J. Ind. Manag. Optim. 19, No. 10, 7735--7752 (2023; Zbl 07715866) Full Text: DOI
Hu, Yaozhong; Sharma, Neha Ergodic estimators of double exponential Ornstein-Uhlenbeck processes. (English) Zbl 1515.60082 J. Comput. Appl. Math. 434, Article ID 115329, 19 p. (2023). MSC: 60G10 60J60 91G10 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{N. Sharma}, J. Comput. Appl. Math. 434, Article ID 115329, 19 p. (2023; Zbl 1515.60082) Full Text: DOI arXiv
Thanh, Bui Le Trong; Trong, Nguyen Ngoc; Do, Tan Duc Bounds on blow-up time for a higher-order non-Newtonian filtration equation. (English) Zbl 1518.35154 Math. Slovaca 73, No. 3, 749-760 (2023). MSC: 35B44 35K35 35K59 PDFBibTeX XMLCite \textit{B. Le T. Thanh} et al., Math. Slovaca 73, No. 3, 749--760 (2023; Zbl 1518.35154) Full Text: DOI
Li, Cuixiang; Liu, Huili; Liu, Lixia; Yao, Qiumei Pricing vulnerable options under jump diffusion processes using double Mellin transform. (English) Zbl 07713649 Commun. Stat., Simulation Comput. 52, No. 3, 703-716 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Li} et al., Commun. Stat., Simulation Comput. 52, No. 3, 703--716 (2023; Zbl 07713649) Full Text: DOI
Gou, Wei; Song, Yongli; Jin, Zhen The steady state bifurcation for general network-organized reaction-diffusion systems and its application in a metapopulation epidemic model. (English) Zbl 1520.34043 SIAM J. Appl. Dyn. Syst. 22, No. 2, 559-602 (2023). MSC: 34C60 92B20 92D30 34C05 34D20 34C23 34C45 PDFBibTeX XMLCite \textit{W. Gou} et al., SIAM J. Appl. Dyn. Syst. 22, No. 2, 559--602 (2023; Zbl 1520.34043) Full Text: DOI
Bishwal, Jaya P. N. Le Cam-Stratonovich-Boole theory for Itô diffusions. (English) Zbl 07708899 Random Oper. Stoch. Equ. 31, No. 2, 153-176 (2023). MSC: 62F12 62F15 62M05 60F05 60F10 60H10 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Random Oper. Stoch. Equ. 31, No. 2, 153--176 (2023; Zbl 07708899) Full Text: DOI
Su, Tan; Zhang, Xinhong Stationary distribution and extinction of a stochastic generalized SEI epidemic model with Ornstein-Uhlenbeck process. (English) Zbl 1522.92074 Appl. Math. Lett. 143, Article ID 108690, 8 p. (2023). Reviewer: Attila Dénes (Szeged) MSC: 92D30 60J70 60G10 PDFBibTeX XMLCite \textit{T. Su} and \textit{X. Zhang}, Appl. Math. Lett. 143, Article ID 108690, 8 p. (2023; Zbl 1522.92074) Full Text: DOI
Peskir, Goran; Roodman, David Sticky Feller diffusions. (English) Zbl 1517.60101 Electron. J. Probab. 28, Paper No. 29, 28 p. (2023). MSC: 60J60 60J80 60J65 60H20 35C15 35K20 35K67 PDFBibTeX XMLCite \textit{G. Peskir} and \textit{D. Roodman}, Electron. J. Probab. 28, Paper No. 29, 28 p. (2023; Zbl 1517.60101) Full Text: DOI Link
Forman, Noah; Rizzolo, Douglas; Shi, Quan; Winkel, Matthias Diffusions on a space of interval partitions: the two-parameter model. (English) Zbl 1517.60091 Electron. J. Probab. 28, Paper No. 61, 46 p. (2023). MSC: 60J25 60J60 60J80 60G18 60G52 60G55 PDFBibTeX XMLCite \textit{N. Forman} et al., Electron. J. Probab. 28, Paper No. 61, 46 p. (2023; Zbl 1517.60091) Full Text: DOI arXiv Link
Deaconu, Madalina; Herrmann, Samuel Strong approximation of Bessel processes. (English) Zbl 1514.65006 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 11, 24 p. (2023). MSC: 65C05 60J60 60J25 60G17 60G50 PDFBibTeX XMLCite \textit{M. Deaconu} and \textit{S. Herrmann}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 11, 24 p. (2023; Zbl 1514.65006) Full Text: DOI arXiv
Katsevich, Anya Metropolis crystal surface dynamics in the rough scaling limit: from local equilibrium to semi-empirical PDE. (English) Zbl 1515.82148 Multiscale Model. Simul. 21, No. 1, 309-348 (2023). MSC: 82D25 82C22 82C24 60K35 65C40 60J22 60J27 PDFBibTeX XMLCite \textit{A. Katsevich}, Multiscale Model. Simul. 21, No. 1, 309--348 (2023; Zbl 1515.82148) Full Text: DOI
Kutlu Onay, Funda A novel improved chef-based optimization algorithm with Gaussian random walk-based diffusion process for global optimization and engineering problems. (English) Zbl 07704431 Math. Comput. Simul. 212, 195-223 (2023). MSC: 90-XX 65-XX PDFBibTeX XMLCite \textit{F. Kutlu Onay}, Math. Comput. Simul. 212, 195--223 (2023; Zbl 07704431) Full Text: DOI
Liu, Qun A stochastic predator-prey model with two competitive preys and Ornstein-Uhlenbeck process. (English) Zbl 1521.92073 J. Biol. Dyn. 17, No. 1, Article ID 2193211, 57 p. (2023). Reviewer: Carlos A. dos Santos Braumann (Évora) MSC: 92D25 60J70 60H30 PDFBibTeX XMLCite \textit{Q. Liu}, J. Biol. Dyn. 17, No. 1, Article ID 2193211, 57 p. (2023; Zbl 1521.92073) Full Text: DOI
Pasricha, Puneet; Selvamuthu, Dharmaraja; Natarajan, Selvaraju A contagion process with self-exciting jumps in credit risk applications. (English) Zbl 1528.91077 Stochastics 95, No. 1, 79-98 (2023). MSC: 91G40 91G45 91G20 60G55 60J74 PDFBibTeX XMLCite \textit{P. Pasricha} et al., Stochastics 95, No. 1, 79--98 (2023; Zbl 1528.91077) Full Text: DOI arXiv
Xie, Lin; Wang, Wei; Yang, Zhixin; Zhang, Nan Risk-based premium evaluation with jump diffusion process for PBGC. (English) Zbl 07701384 Commun. Stat., Theory Methods 52, No. 6, 1854-1869 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Xie} et al., Commun. Stat., Theory Methods 52, No. 6, 1854--1869 (2023; Zbl 07701384) Full Text: DOI
Giorno, Virginia; Nobile, Amelia G. On a time-inhomogeneous diffusion process with discontinuous drift. (English) Zbl 07701093 Appl. Math. Comput. 451, Article ID 128012, 18 p. (2023). MSC: 60J60 60J70 65C50 PDFBibTeX XMLCite \textit{V. Giorno} and \textit{A. G. Nobile}, Appl. Math. Comput. 451, Article ID 128012, 18 p. (2023; Zbl 07701093) Full Text: DOI
Bareche, Aîcha; Bibi, Abdelouahab On inverse-gamma distribution delayed by Poisson process. (English) Zbl 1515.60055 Stat. Probab. Lett. 195, Article ID 109787, 9 p. (2023). MSC: 60E05 60G55 PDFBibTeX XMLCite \textit{A. Bareche} and \textit{A. Bibi}, Stat. Probab. Lett. 195, Article ID 109787, 9 p. (2023; Zbl 1515.60055) Full Text: DOI
Sen, Ankita; Selvaraju, N. Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching. (English) Zbl 07698981 Stat. Probab. Lett. 195, Article ID 109778, 11 p. (2023). Reviewer: Sergei V. Rogosin (Minsk) MSC: 60K25 60F17 60K37 PDFBibTeX XMLCite \textit{A. Sen} and \textit{N. Selvaraju}, Stat. Probab. Lett. 195, Article ID 109778, 11 p. (2023; Zbl 07698981) Full Text: DOI
Tran, Ngoc Khue; Ngo, Hoang-Long LAMN property for jump diffusion processes with discrete observations on a fixed time interval. (English) Zbl 07698955 J. Stat. Plann. Inference 225, 1-28 (2023). MSC: 60H07 60J76 62F12 62M05 PDFBibTeX XMLCite \textit{N. K. Tran} and \textit{H.-L. Ngo}, J. Stat. Plann. Inference 225, 1--28 (2023; Zbl 07698955) Full Text: DOI
Zhang, Yumo Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach. (English) Zbl 1526.91025 Decis. Econ. Finance 46, No. 1, 97-128 (2023). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 91G10 91G30 60H30 93E20 PDFBibTeX XMLCite \textit{Y. Zhang}, Decis. Econ. Finance 46, No. 1, 97--128 (2023; Zbl 1526.91025) Full Text: DOI