den Hollander, Frank; Zamparo, Marco Quenched large deviations in renewal theory. (English) Zbl 07904811 Stochastic Processes Appl. 175, Article ID 104414, 23 p. (2024). MSC: 60F10 60K05 60K10 60K37 82D60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kechagias, Stefanos; Pipiras, Vladas; Zoubouloglou, Pavlos Cyclical long memory: decoupling, modulation, and modeling. (English) Zbl 07904806 Stochastic Processes Appl. 175, Article ID 104403, 27 p. (2024). MSC: 62M10 60G35 94A14 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gerard, Thomas; Rapenne, Valentin; Sabot, Christophe; Zeng, Xiaolin A multi-dimensional version of Lamperti’s relation and the Matsumoto-Yor processes. (English) Zbl 07904804 Stochastic Processes Appl. 175, Article ID 104401, 20 p. (2024). MSC: 60K35 60J65 60J60 82B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yamagishi, Hayate; Yoshida, Nakahiro Asymptotic expansion of the quadratic variation of fractional stochastic differential equation. (English) Zbl 07904801 Stochastic Processes Appl. 175, Article ID 104389, 37 p. (2024). MSC: 60F05 60G22 60H05 60H07 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lacoin, Hubert Critical Gaussian multiplicative chaos for singular measures. (English) Zbl 07904800 Stochastic Processes Appl. 175, Article ID 104388, 25 p. (2024). MSC: 37-XX 60G15 82B99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nguyen, Hoi H.; Nguyen, Oanh Hole radii for the Kac polynomials and derivatives. (English) Zbl 07904798 Stochastic Processes Appl. 175, Article ID 104386, 17 p. (2024). MSC: 30B20 30C15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Surgailis, Donatas Scaling limits of nonlinear functions of random grain model, with application to Burgers’ equation. (English) Zbl 07879398 Stochastic Processes Appl. 174, Article ID 104390, 12 p. (2024). MSC: 60G60 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Behme, Anita; Di Tella, Paolo; Sideris, Apostolos On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes. (English) Zbl 07879395 Stochastic Processes Appl. 174, Article ID 104382, 21 p. (2024). MSC: 60G10 60G51 60H10 60J27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Davydov, Youri; Tempelman, Arkady Randomized limit theorems for stationary ergodic random processes and fields. (English) Zbl 07879394 Stochastic Processes Appl. 174, Article ID 104380, 20 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G10 37A30 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel Deviation inequalities for dependent sequences with applications to strong approximations. (English) Zbl 07879391 Stochastic Processes Appl. 174, Article ID 104377, 16 p. (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F17 60E15 37E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Clémençon, Stephan; Huet, Nathan; Sabourin, Anne Regular variation in Hilbert spaces and principal component analysis for functional extremes. (English) Zbl 07879389 Stochastic Processes Appl. 174, Article ID 104375, 22 p. (2024). MSC: 62G32 60G70 62H25 62H12 62R10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Leżaj, Łukasz Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit. (English) Zbl 07879388 Stochastic Processes Appl. 174, Article ID 104362, 21 p. (2024). MSC: 60G52 60G51 60J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kutoyants, Yury A. Volatility estimation of hidden Markov processes and adaptive filtration. (English) Zbl 07869148 Stochastic Processes Appl. 173, Article ID 104381, 23 p. (2024). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M05 62F12 93E11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Castro, Matheus M.; Lamb, Jeroen S. W.; Olicón-Méndez, Guillermo; Rasmussen, Martin Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach. (English) Zbl 07869143 Stochastic Processes Appl. 173, Article ID 104364, 19 p. (2024). MSC: 37H05 37A30 37A25 47B65 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dong, Zhao; Gu, Fan; Li, Liang The concentration of zero-noise limits of invariant measures for stochastic dynamical systems. (English) Zbl 07869142 Stochastic Processes Appl. 173, Article ID 104363, 21 p. (2024). MSC: 60H10 60B10 60J60 60F10 37A50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pellat, Rhoss Likibi; Menoukeu Pamen, Olivier Density analysis for coupled forward-backward SDEs with non-Lipschitz drifts and applications. (English) Zbl 1540.60124 Stochastic Processes Appl. 173, Article ID 104359, 37 p. (2024). MSC: 60H10 35K59 35K10 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Andrade da Silva, F.; Bonotto, E. M.; Federson, M. Stability for generalized stochastic equations. (English) Zbl 07869138 Stochastic Processes Appl. 173, Article ID 104358, 14 p. (2024). Reviewer: Alexandra Rodkina (College Station) MSC: 26A39 34A12 34G20 37H10 45N99 60H20 93D05 93E15 × Cite Format Result Cite Review PDF Full Text: DOI
Rademacher, Daniel; Kreiß, Jens-Peter; Paparoditis, Efstathios Asymptotic normality of spectral means of Hilbert space valued random processes. (English) Zbl 07869137 Stochastic Processes Appl. 173, Article ID 104357, 13 p. (2024). MSC: 62M15 62M10 62R10 47N30 × Cite Format Result Cite Review PDF Full Text: DOI
Furrer, Reinhard; Hediger, Michael On the orthogonality of zero-mean Gaussian measures: sufficiently dense sampling. (English) Zbl 07869136 Stochastic Processes Appl. 173, Article ID 104356, 12 p. (2024). MSC: 60G10 60G15 60G17 60G30 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Criens, David; Niemann, Lars Markov selections and Feller properties of nonlinear diffusions. (English) Zbl 07869134 Stochastic Processes Appl. 173, Article ID 104354, 30 p. (2024). MSC: 47H20 49L25 60G53 60G65 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Central limit theorem with rate of convergence under sublinear expectations. (English) Zbl 07842662 Stochastic Processes Appl. 172, Article ID 104353, 16 p. (2024). MSC: 60F05 60F15 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Alvarez E., Luis H. R.; Lempa, Jukka; Saarinen, Harto; Sillanpää, Wiljami Solutions for Poissonian stopping problems of linear diffusions via extremal processes. (English) Zbl 07842660 Stochastic Processes Appl. 172, Article ID 104351, 23 p. (2024). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60J60 49K45 × Cite Format Result Cite Review PDF Full Text: DOI
Bao, Jianhai; Fang, Rongjuan; Wang, Jian Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials. (English) Zbl 07842657 Stochastic Processes Appl. 172, Article ID 104341, 19 p. (2024). MSC: 60K35 37A25 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hou, Haojie; Ren, Yan-Xia; Song, Renming 1-stable fluctuation of the derivative martingale of branching random walk. (English) Zbl 07842654 Stochastic Processes Appl. 172, Article ID 104338, 32 p. (2024). Reviewer: Jean-Jil Duchamps (Besançon) MSC: 60J80 60F05 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Andres, Sebastian; Croydon, David A.; Kumagai, Takashi Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model. (English) Zbl 07842652 Stochastic Processes Appl. 172, Article ID 104336, 20 p. (2024). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60K37 60F17 82C41 82B43 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Dependent conditional tail expectation for extreme levels. (English) Zbl 1541.62118 Stochastic Processes Appl. 171, Article ID 104330, 18 p. (2024). MSC: 62G32 62G20 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Fradon, Myriam; Kern, Julian; Rœlly, Sylvie; Zass, Alexander Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect. (English) Zbl 1534.60146 Stochastic Processes Appl. 171, Article ID 104319, 20 p. (2024). MSC: 60K35 60H10 60J55 82D99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Luo, Peng; Tangpi, Ludovic Laplace principle for large population games with control interaction. (English) Zbl 1533.91047 Stochastic Processes Appl. 171, Article ID 104314, 17 p. (2024). MSC: 91A16 91A12 28C20 60H20 60F25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lê Vǎn Thành On Rio’s proof of limit theorems for dependent random fields. (English) Zbl 1535.60046 Stochastic Processes Appl. 171, Article ID 104313, 23 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60F15 60F25 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Dombry, Clément; Duchamps, Jean-Jil Infinitesimal gradient boosting. (English) Zbl 07812503 Stochastic Processes Appl. 170, Article ID 104310, 31 p. (2024). MSC: 62P20 60F17 60J20 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Zhan, Dapeng Green’s function for cut points of chordal SLE attached with boundary arcs. (English) Zbl 1532.60170 Stochastic Processes Appl. 170, Article ID 104309, 27 p. (2024). MSC: 60J67 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berger, Quentin; Massoulié, Brune Wetting on a wall and wetting in a well: overview of equilibrium properties. (English) Zbl 07812498 Stochastic Processes Appl. 170, Article ID 104299, 37 p. (2024). MSC: 82B41 60K35 82D60 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Maini, Leonardo Asymptotic covariances for functionals of weakly stationary random fields. (English) Zbl 1532.60106 Stochastic Processes Appl. 170, Article ID 104297, 19 p. (2024). MSC: 60G60 60G10 60G12 60G15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Costantini, Cristina; Kurtz, Thomas G. Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains. (English) Zbl 1534.60103 Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024). MSC: 60J60 60H10 60J55 60G17 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Milinanni, Federica; Nyquist, Pierre A large deviation principle for the empirical measures of Metropolis-Hastings chains. (English) Zbl 1534.60039 Stochastic Processes Appl. 170, Article ID 104293, 20 p. (2024). MSC: 60F10 60C05 60G57 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Braun, Mathias; Rigoni, Chiara Heat kernel bounds and Ricci curvature for Lipschitz manifolds. (English) Zbl 07812491 Stochastic Processes Appl. 170, Article ID 104292, 21 p. (2024). MSC: 53C23 58J35 46E36 47D08 51F30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Csörgő, Miklós Randomized empirical processes and confidence bands via virtual resampling. (English) Zbl 1534.60032 Stochastic Processes Appl. 170, Article ID 104290, 15 p. (2024). MSC: 60F05 62G20 62G09 62G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kosov, Egor; Zhukova, Anastasia Improved bounds for the total variation distance between stochastic polynomials. (English) Zbl 07812487 Stochastic Processes Appl. 170, Article ID 104279, 15 p. (2024). MSC: 26C99 60E15 60F17 60B10 60E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kharroubi, Idris; Ocello, Antonio A stochastic target problem for branching diffusion processes. (English) Zbl 1534.35458 Stochastic Processes Appl. 170, Article ID 104278, 29 p. (2024). MSC: 35R60 35D40 35K10 49L20 49L25 60J80 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lo, Chak Hei; Menshikov, Mikhail V.; Wade, Andrew R. Strong transience for one-dimensional Markov chains with asymptotically zero drifts. (English) Zbl 1534.60095 Stochastic Processes Appl. 170, Article ID 104260, 17 p. (2024). MSC: 60J10 60G50 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Oga, Akihiro; Koike, Yuta Drift estimation for a multi-dimensional diffusion process using deep neural networks. (English) Zbl 07812480 Stochastic Processes Appl. 170, Article ID 104240, 25 p. (2024). MSC: 62M05 62G08 62G05 62G20 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Xiaoyue; Mao, Xuerong; Song, Guoting An explicit approximation for super-linear stochastic functional differential equations. (English) Zbl 1532.60128 Stochastic Processes Appl. 169, Article ID 104275, 27 p. (2024). MSC: 60H10 60H35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Todino, Anna Paola No smooth phase transition for the nodal length of band-limited spherical random fields. (English) Zbl 07800506 Stochastic Processes Appl. 169, Article ID 104273, 23 p. (2024). MSC: 60G60 42C10 33C55 62M15 35P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gatea, Alexandru Grid entropy in last passage percolation – a superadditive critical exponent approach. (English) Zbl 1534.60148 Stochastic Processes Appl. 169, Article ID 104271, 30 p. (2024). MSC: 60K35 60K37 60F10 82B41 82D60 × Cite Format Result Cite Review PDF 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). Reviewer: Eleutherius Symeonidis (Bucureşti) MSC: 53C43 58J65 53C21 58E20 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Comets, Francis; Loukianov, Oleg; Loukianova, Dasha Limit of the environment viewed from Sinaï’s walk. (English) Zbl 07787490 Stochastic Processes Appl. 168, Article ID 104266, 17 p. (2024). MSC: 60K37 60J55 60B10 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bréhier, Charles-Edouard; Rakotonirina-Ricquebourg, Shmuel Asymptotic behavior of a class of multiple time scales stochastic kinetic equations. (English) Zbl 1537.60072 Stochastic Processes Appl. 168, Article ID 104265, 27 p. (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60H15 35R60 35Q35 60H10 82C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Salins, Michael; Tindel, Samy Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term. (English) Zbl 1537.60083 Stochastic Processes Appl. 168, Article ID 104263, 24 p. (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60H15 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Marguet, Aline; Smadi, Charline Spread of parasites affecting death and division rates in a cell population. (English) Zbl 1530.92253 Stochastic Processes Appl. 168, Article ID 104262, 31 p. (2024). MSC: 92D30 60J85 60J28 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Liu, Hui; Xiong, Yudan; Xu, Fangjun Limit theorems for functionals of long memory linear processes with infinite variance. (English) Zbl 1530.60025 Stochastic Processes Appl. 167, Article ID 104237, 23 p. (2024). Reviewer: Edward Omey (Brussel) MSC: 60F05 60G10 60E07 60E10 60K99 26A12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hariya, Yuu Invariance of Brownian motion associated with exponential functionals. (English) Zbl 1534.60111 Stochastic Processes Appl. 167, Article ID 104235, 22 p. (2024). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J65 60J55 60G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hayashi, Masafumi; Takeuchi, Atsushi; Yamazato, Makoto Space-time boundedness and asymptotic behaviors of the densities of CME-subordinators. (English) Zbl 1530.60018 Stochastic Processes Appl. 167, Article ID 104232, 34 p. (2024). MSC: 60E07 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Foucart, Clément; Vidmar, Matija Continuous-state branching processes with collisions: first passage times and duality. (English) Zbl 1530.60081 Stochastic Processes Appl. 167, Article ID 104230, 35 p. (2024). MSC: 60J80 60J50 60J60 60J70 60G53 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Lempa, Jukka; Mordecki, Ernesto; Salminen, Paavo Diffusion spiders: Green kernel, excessive functions and optimal stopping. (English) Zbl 1535.60132 Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J60 60J35 60J65 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
D’Ovidio, Mirko; Iafrate, Francesco Elastic drifted Brownian motions and non-local boundary conditions. (English) Zbl 07785660 Stochastic Processes Appl. 167, Article ID 104228, 36 p. (2024). MSC: 60J65 60G52 35R11 60G22 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xue, Xiaofeng; Zhao, Linjie Moderate deviations for the current and tagged particle in symmetric simple exclusion processes. (English) Zbl 1534.60157 Stochastic Processes Appl. 167, Article ID 104218, 22 p. (2024). MSC: 60K35 60F10 82C22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Wang, Ya; Wu, Fuke; Yin, George Limit theorems of additive functionals for regime-switching diffusions with infinite delay. (English) Zbl 1531.60024 Stochastic Processes Appl. 167, Article ID 104215, 28 p. (2024). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60B12 60H20 × Cite Format Result Cite Review PDF Full Text: DOI
Bassetti, Federico; Ladelli, Lucia Central limit theorem in uniform metrics for generalized Kac equations. (English) Zbl 1531.60020 Stochastic Processes Appl. 166, Article ID 104226, 39 p. (2023). MSC: 60F05 60B10 × Cite Format Result Cite Review PDF Full Text: DOI
Shashiashvili, Malkhaz The stochastic balance equation for the American option value function and its gradient. (English) Zbl 1533.60055 Stochastic Processes Appl. 166, Article ID 104224, 17 p. (2023). MSC: 60G40 60H10 91G60 91G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Akhtari, Bahar; Biagini, Francesca; Mazzon, Andrea; Oberpriller, Katharina Generalized Feynman-Kac formula under volatility uncertainty. (English) Zbl 1532.35551 Stochastic Processes Appl. 166, Article ID 104083, 40 p. (2023). MSC: 35R60 35D40 35K55 60G65 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Loosveldt, L. Multifractional Hermite processes: definition and first properties. (English) Zbl 1523.60064 Stochastic Processes Appl. 165, 465-500 (2023). MSC: 60G22 60G15 60G17 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Juan; Liang, Hao; Mi, Chao A stochastic maximum principle for partially observed general mean-field control problems with only weak solution. (English) Zbl 1529.93110 Stochastic Processes Appl. 165, 397-439 (2023). MSC: 93E20 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dobson, Paul; Bierkens, Joris Infinite dimensional piecewise deterministic Markov processes. (English) Zbl 1523.60130 Stochastic Processes Appl. 165, 337-396 (2023). MSC: 60J25 65C05 35R15 60J22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Landim, C. Metastability from the large deviations point of view: a \(\varGamma\)-expansion of the level two large deviations rate functional of non-reversible finite-state Markov chains. (English) Zbl 1528.60027 Stochastic Processes Appl. 165, 275-315 (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F10 60J27 60J45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Buraczewski, Dariusz; Dong, Congzao; Iksanov, Alexander; Marynych, Alexander Limit theorems for random Dirichlet series. (English) Zbl 07757097 Stochastic Processes Appl. 165, 246-274 (2023). MSC: 60F15 60F17 30B50 60G50 30C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Fang; Guo, Xianping Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side. (English) Zbl 1527.91012 Stochastic Processes Appl. 165, 218-245 (2023). MSC: 91A15 91A10 91A05 91A50 91A27 × Cite Format Result Cite Review PDF Full Text: DOI
Hocquet, Antoine; Vogler, Alexander An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations. (English) Zbl 1525.60035 Stochastic Processes Appl. 165, 183-217 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60F05 60G15 60J35 60H10 60G53 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Feldheim, Naomi; Yang, Shangjie Typical height of the \((2+1)\)-D solid-on-solid surface with pinning above a wall in the delocalized phase. (English) Zbl 1523.60163 Stochastic Processes Appl. 165, 168-182 (2023). MSC: 60K35 82B24 82B41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jonasson, Johan; Steif, Jeffrey E.; Zetterqvist, Olof Noise sensitivity and stability of deep neural networks for binary classification. (English) Zbl 1524.68318 Stochastic Processes Appl. 165, 130-167 (2023). MSC: 68T07 06E30 60C05 60K35 62H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Xu, Wei Asymptotics for exponential functionals of random walks. (English) Zbl 1535.60079 Stochastic Processes Appl. 165, 1-42 (2023). MSC: 60G50 60J55 60F10 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tudor, Ciprian A.; Yoshida, Nakahiro High order asymptotic expansion for Wiener functionals. (English) Zbl 07738480 Stochastic Processes Appl. 164, 443-492 (2023). MSC: 62M09 60F05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Gusakova, Anna; Heiny, Johannes; Thäle, Christoph The volume of random simplices from elliptical distributions in high dimension. (English) Zbl 1528.52002 Stochastic Processes Appl. 164, 357-382 (2023). Reviewer: Viktor Ohanyan (Erevan) MSC: 52A22 52A23 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Benoist, Tristan; Fatras, Jan-Luka; Pellegrini, Clément Limit theorems for quantum trajectories. (English) Zbl 1540.60167 Stochastic Processes Appl. 164, 288-310 (2023). MSC: 60J05 81P15 60F10 81S25 46L53 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Han, Jiequn; Hu, Ruimeng; Long, Jihao A class of dimension-free metrics for the convergence of empirical measures. (English) Zbl 1522.60015 Stochastic Processes Appl. 164, 242-287 (2023). MSC: 60B10 60E15 60K35 91A16 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lü, Huaxiang; Zhu, Xiangchan Global-in-time probabilistically strong solutions to stochastic power-law equations: existence and non-uniqueness. (English) Zbl 07738467 Stochastic Processes Appl. 164, 62-98 (2023). MSC: 76A05 76D06 76M35 35Q35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cai, Cheng; De Angelis, Tiziano A change of variable formula with applications to multi-dimensional optimal stopping problems. (English) Zbl 1525.60066 Stochastic Processes Appl. 164, 33-61 (2023). MSC: 60H05 60G44 60J60 60J65 60G40 35R35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Mancini, Cecilia Drift burst test statistic in the presence of infinite variation jumps. (English) Zbl 07726180 Stochastic Processes Appl. 163, 535-591 (2023). MSC: 62G20 60G48 60E10 60G52 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Rembart, Franz; Winkel, Matthias A binary embedding of the stable line-breaking construction. (English) Zbl 1517.60114 Stochastic Processes Appl. 163, 424-472 (2023). MSC: 60J80 60C05 60F17 60J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Amorino, Chiara; Heidari, Akram; Pilipauskaitė, Vytautė; Podolskij, Mark Parameter estimation of discretely observed interacting particle systems. (English) Zbl 07726175 Stochastic Processes Appl. 163, 350-386 (2023). MSC: 62F12 62E20 62M05 60G07 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ji, Lina; Xiong, Jie; Yang, Xu Well-posedness of the martingale problem for super-Brownian motion with interactive branching. (English) Zbl 1520.60032 Stochastic Processes Appl. 163, 288-322 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60H15 60J65 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Arista, Jonas; Rivero, Víctor Implicit renewal theory for exponential functionals of Lévy processes. (English) Zbl 1517.60115 Stochastic Processes Appl. 163, 262-287 (2023). MSC: 60K05 60G51 60E07 60G18 60J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bonnet, Gilles; Hirsch, Christian; Rosen, Daniel; Willhalm, Daniel Limit theory of sparse random geometric graphs in high dimensions. (English) Zbl 1519.05215 Stochastic Processes Appl. 163, 203-236 (2023). MSC: 05C80 05C42 60D05 55U10 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Cygan, Wojciech; Sandrić, Nikola; Šebek, Stjepan Invariance principle for the capacity and the cardinality of the range of stable random walks. (English) Zbl 1520.60023 Stochastic Processes Appl. 163, 61-84 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60F17 60F05 60G50 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kistler, Nicola; Sebastiani, Giulia On a nonhierarchical generalization of the perceptron GREM. (English) Zbl 1522.60038 Stochastic Processes Appl. 163, 1-24 (2023). Reviewer: Weiping Li (Guanghan) MSC: 60F10 60J80 60G70 82B44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sharrock, Louis; Kantas, Nikolas; Parpas, Panos; Pavliotis, Grigorios A. Online parameter estimation for the McKean-Vlasov stochastic differential equation. (English) Zbl 1518.60033 Stochastic Processes Appl. 162, 481-546 (2023). MSC: 60F05 60F25 60H10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Möhle, Martin; Vetter, Benedict Scaling limits for a class of regular \(\Xi\)-coalescents. (English) Zbl 1518.60086 Stochastic Processes Appl. 162, 387-422 (2023). MSC: 60J90 60J27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Köpfer, Benedikt; Rüschendorf, Ludger Markov projection of semimartingales – application to comparison results. (English) Zbl 1539.60048 Stochastic Processes Appl. 162, 361-386 (2023). Reviewer: Alexander Schnurr (Siegen) MSC: 60G44 60E15 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Christensen, Sören; Fischer, Simon A new integral equation for Brownian stopping problems with finite time horizon. (English) Zbl 1526.60031 Stochastic Processes Appl. 162, 338-360 (2023). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kaakai, Sarah; El Karoui, Nicole Birth death swap population in random environment and aggregation with two timescales. (English) Zbl 1524.60098 Stochastic Processes Appl. 162, 218-248 (2023). MSC: 60G55 60J80 60K35 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hildebrandt, Florian; Trabs, Mathias Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations. (English) Zbl 1518.60028 Stochastic Processes Appl. 162, 171-217 (2023). MSC: 60F05 62G05 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Černý, Aleš; Ruf, Johannes Simplified calculus for semimartingales: multiplicative compensators and changes of measure. (English) Zbl 1516.60009 Stochastic Processes Appl. 161, 572-602 (2023). MSC: 60E10 60G07 60G44 60G48 60G51 60H05 60H30 91G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yamagishi, Hayate; Yoshida, Nakahiro Order estimate of functionals related to fractional Brownian motion. (English) Zbl 1532.60076 Stochastic Processes Appl. 161, 490-543 (2023). MSC: 60G22 60F05 60H07 60G44 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Hafouta, Yeor Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays. (English) Zbl 1532.60063 Stochastic Processes Appl. 161, 242-290 (2023). MSC: 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cinque, Fabrizio; Orsingher, Enzo Random motions in \(\mathbb{R}^3\) with orthogonal directions. (English) Zbl 1532.60229 Stochastic Processes Appl. 161, 173-200 (2023). MSC: 60K99 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Gassiat, Paul; Mądry, Łukasz Perturbations of singular fractional SDEs. (English) Zbl 1527.60040 Stochastic Processes Appl. 161, 137-172 (2023). Reviewer: Lucio Galeati (Lausanne) MSC: 60H10 60J60 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kopytko, B. I.; Portenko, M. I. On a multidimensional Brownian motion with a membrane located on a given hyperplane. (English) Zbl 1511.60117 Stochastic Processes Appl. 160, 371-385 (2023). MSC: 60J65 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Barczy, Mátyás; Bezdány, Dániel; Pap, Gyula Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration. (English) Zbl 1514.60096 Stochastic Processes Appl. 160, 318-350 (2023). MSC: 60J80 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Prodhomme, Adrien Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales. (English) Zbl 1514.60087 Stochastic Processes Appl. 160, 218-264 (2023). MSC: 60J27 60G15 60F17 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Hillairet, Caroline; Réveillac, Anthony; Rosenbaum, Mathieu An expansion formula for Hawkes processes and application to cyber-insurance derivatives. (English) Zbl 1511.60071 Stochastic Processes Appl. 160, 89-119 (2023). MSC: 60G55 60H07 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL