Golomoziy, Vitaliy On geometric recurrence for time-inhomogeneous autoregression. (English) Zbl 07721506 Mod. Stoch., Theory Appl. 10, No. 3, 313-341 (2023). MSC: 62M10 60J10 60K05 PDF BibTeX XML Cite \textit{V. Golomoziy}, Mod. Stoch., Theory Appl. 10, No. 3, 313--341 (2023; Zbl 07721506) Full Text: DOI
Zaevski, Tsvetelin; Kyurkchiev, Nikolay On some composite kies families: distributional properties and saturation in Hausdorff sense. (English) Zbl 07721505 Mod. Stoch., Theory Appl. 10, No. 3, 287-312 (2023). MSC: 33C15 60E05 60E10 PDF BibTeX XML Cite \textit{T. Zaevski} and \textit{N. Kyurkchiev}, Mod. Stoch., Theory Appl. 10, No. 3, 287--312 (2023; Zbl 07721505) Full Text: DOI
Dykyi, Oleksandr; Ivanov, Alexander Consistency of LSE for the many-dimensional symmetric textured surface parameters. (English) Zbl 07721504 Mod. Stoch., Theory Appl. 10, No. 3, 267-285 (2023). MSC: 62J02 62F12 62J99 62M40 PDF BibTeX XML Cite \textit{O. Dykyi} and \textit{A. Ivanov}, Mod. Stoch., Theory Appl. 10, No. 3, 267--285 (2023; Zbl 07721504) Full Text: DOI
Santana, David J.; Rincón, Luis Ruin probabilities as functions of the roots of a polynomial. (English) Zbl 07721503 Mod. Stoch., Theory Appl. 10, No. 3, 247-266 (2023). MSC: 91B05 91G05 11B37 PDF BibTeX XML Cite \textit{D. J. Santana} and \textit{L. Rincón}, Mod. Stoch., Theory Appl. 10, No. 3, 247--266 (2023; Zbl 07721503) Full Text: DOI
Radchenko, Vadym The Burgers equation driven by a stochastic measure. (English) Zbl 07721502 Mod. Stoch., Theory Appl. 10, No. 3, 229-246 (2023). MSC: 60H15 60G57 PDF BibTeX XML Cite \textit{V. Radchenko}, Mod. Stoch., Theory Appl. 10, No. 3, 229--246 (2023; Zbl 07721502) Full Text: DOI
Skorski, Maciej Bernstein-type bounds for beta distribution. (English) Zbl 07700006 Mod. Stoch., Theory Appl. 10, No. 2, 211-228 (2023). Reviewer: Noureddine Daili (Sétif) MSC: 60E05 PDF BibTeX XML Cite \textit{M. Skorski}, Mod. Stoch., Theory Appl. 10, No. 2, 211--228 (2023; Zbl 07700006) Full Text: DOI arXiv
Radchenko, Vadym Transport equation driven by a stochastic measure. (English) Zbl 07700005 Mod. Stoch., Theory Appl. 10, No. 2, 197-209 (2023). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H15 60G57 PDF BibTeX XML Cite \textit{V. Radchenko}, Mod. Stoch., Theory Appl. 10, No. 2, 197--209 (2023; Zbl 07700005) Full Text: DOI
Avetisian, Diana; Ralchenko, Kostiantyn Parameter estimation in mixed fractional stochastic heat equation. (English) Zbl 07700004 Mod. Stoch., Theory Appl. 10, No. 2, 175-195 (2023). Reviewer: Yuliya S. Mishura (Kyjiw) MSC: 60G22 60H15 62F10 62F12 PDF BibTeX XML Cite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 10, No. 2, 175--195 (2023; Zbl 07700004) Full Text: DOI
Sakuma, Noriyoshi; Suzuki, Ryoichi A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications. (English) Zbl 07700003 Mod. Stoch., Theory Appl. 10, No. 2, 145-173 (2023). MSC: 60H07 60G51 60J76 60E15 PDF BibTeX XML Cite \textit{N. Sakuma} and \textit{R. Suzuki}, Mod. Stoch., Theory Appl. 10, No. 2, 145--173 (2023; Zbl 07700003) Full Text: DOI
Giuliano, Rita; Macci, Claudio Some examples of noncentral moderate deviations for sequences of real random variables. (English) Zbl 07700002 Mod. Stoch., Theory Appl. 10, No. 2, 111-144 (2023). Reviewer: Oleg K. Zakusilo (Kyjiw) MSC: 60F10 60F05 60G70 60C05 PDF BibTeX XML Cite \textit{R. Giuliano} and \textit{C. Macci}, Mod. Stoch., Theory Appl. 10, No. 2, 111--144 (2023; Zbl 07700002) Full Text: DOI arXiv
Elhachemy, Mohammed; El Otmani, Mohamed Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions. (English) Zbl 07700001 Mod. Stoch., Theory Appl. 10, No. 1, 77-110 (2023). MSC: 60H05 60H10 60H30 35D40 PDF BibTeX XML Cite \textit{M. Elhachemy} and \textit{M. El Otmani}, Mod. Stoch., Theory Appl. 10, No. 1, 77--110 (2023; Zbl 07700001) Full Text: DOI
Ivanovs, Jevgenijs; Thøstesen, Jakob D. Lévy processes conditioned to stay in a half-space with applications to directional extremes. (English) Zbl 07700000 Mod. Stoch., Theory Appl. 10, No. 1, 59-75 (2023). MSC: 60G51 60G17 60F17 PDF BibTeX XML Cite \textit{J. Ivanovs} and \textit{J. D. Thøstesen}, Mod. Stoch., Theory Appl. 10, No. 1, 59--75 (2023; Zbl 07700000) Full Text: DOI arXiv
Bianchi, Luigi Amedeo; Bonaccorsi, Stefano; Tubaro, Luciano A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution. (English) Zbl 07699999 Mod. Stoch., Theory Appl. 10, No. 1, 37-57 (2023). MSC: 60G22 60G17 PDF BibTeX XML Cite \textit{L. A. Bianchi} et al., Mod. Stoch., Theory Appl. 10, No. 1, 37--57 (2023; Zbl 07699999) Full Text: DOI arXiv
Bahchedjioglou, Olena; Shevchenko, Georgiy Minimax identity with robust utility functional for a nonconcave utility. (English) Zbl 07699998 Mod. Stoch., Theory Appl. 10, No. 1, 19-35 (2023). MSC: 91G10 91B16 49J35 PDF BibTeX XML Cite \textit{O. Bahchedjioglou} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 10, No. 1, 19--35 (2023; Zbl 07699998) Full Text: DOI arXiv
Shirai, Tomoyuki; Suzaki, Kiyotaka A limit theorem for persistence diagrams of random filtered complexes built over marked point processes. (English) Zbl 07699997 Mod. Stoch., Theory Appl. 10, No. 1, 1-18 (2023). MSC: 60K35 60B10 55N20 PDF BibTeX XML Cite \textit{T. Shirai} and \textit{K. Suzaki}, Mod. Stoch., Theory Appl. 10, No. 1, 1--18 (2023; Zbl 07699997) Full Text: DOI arXiv
Manikin, Boris Asymptotic properties of the parabolic equation driven by stochastic measure. (English) Zbl 1499.60156 Mod. Stoch., Theory Appl. 9, No. 4, 483-498 (2022). MSC: 60G57 PDF BibTeX XML Cite \textit{B. Manikin}, Mod. Stoch., Theory Appl. 9, No. 4, 483--498 (2022; Zbl 1499.60156) Full Text: DOI
Alfelt, Gustav; Mazur, Stepan On the mean and variance of the estimated tangency portfolio weights for small samples. (English) Zbl 1499.62373 Mod. Stoch., Theory Appl. 9, No. 4, 453-482 (2022). MSC: 62P05 62H10 62H12 15A09 91G10 PDF BibTeX XML Cite \textit{G. Alfelt} and \textit{S. Mazur}, Mod. Stoch., Theory Appl. 9, No. 4, 453--482 (2022; Zbl 1499.62373) Full Text: DOI
Mishura, Yuliya; Shklyar, Sergiy Gaussian Volterra processes with power-type kernels. II. (English) Zbl 1502.60046 Mod. Stoch., Theory Appl. 9, No. 4, 431-452 (2022). MSC: 60G15 60G22 60G17 60G18 60H05 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{S. Shklyar}, Mod. Stoch., Theory Appl. 9, No. 4, 431--452 (2022; Zbl 1502.60046) Full Text: DOI
Hu, Chaoran; Pozdnyakov, Vladimir; Yan, Jun On occupation time for on-off processes with multiple off-states. (English) Zbl 1502.60129 Mod. Stoch., Theory Appl. 9, No. 4, 413-430 (2022). MSC: 60K15 PDF BibTeX XML Cite \textit{C. Hu} et al., Mod. Stoch., Theory Appl. 9, No. 4, 413--430 (2022; Zbl 1502.60129) Full Text: DOI arXiv
Grigutis, Andrius; Nakliuda, Artur Note on the bi-risk discrete time risk model with income rate two. (English) Zbl 1499.91022 Mod. Stoch., Theory Appl. 9, No. 4, 401-412 (2022). MSC: 91B05 60G50 60J80 62P05 PDF BibTeX XML Cite \textit{A. Grigutis} and \textit{A. Nakliuda}, Mod. Stoch., Theory Appl. 9, No. 4, 401--412 (2022; Zbl 1499.91022) Full Text: DOI
Maiboroda, Rostyslav; Miroshnychenko, Vitalii; Sugakova, Olena Jackknife for nonlinear estimating equations. (English) Zbl 1499.62148 Mod. Stoch., Theory Appl. 9, No. 4, 377-399 (2022). MSC: 62G09 62G05 62J02 PDF BibTeX XML Cite \textit{R. Maiboroda} et al., Mod. Stoch., Theory Appl. 9, No. 4, 377--399 (2022; Zbl 1499.62148) Full Text: DOI
Godland, Thomas; Kabluchko, Zakhar Conic intrinsic volumes of Weyl chambers. (English) Zbl 1504.52004 Mod. Stoch., Theory Appl. 9, No. 3, 357-375 (2022). Reviewer: Viktor Ohanyan (Erevan) MSC: 52A22 60G55 52A55 52A39 PDF BibTeX XML Cite \textit{T. Godland} and \textit{Z. Kabluchko}, Mod. Stoch., Theory Appl. 9, No. 3, 357--375 (2022; Zbl 1504.52004) Full Text: DOI arXiv
El Omari, Mohamed Notes on spherical bifractional Brownian motion. (English) Zbl 1504.60058 Mod. Stoch., Theory Appl. 9, No. 3, 339-355 (2022). MSC: 60G22 60G15 60G70 PDF BibTeX XML Cite \textit{M. El Omari}, Mod. Stoch., Theory Appl. 9, No. 3, 339--355 (2022; Zbl 1504.60058) Full Text: DOI
Mishura, Yuliya; Shklyar, Sergiy Gaussian Volterra processes with power-type kernels. I. (English) Zbl 1512.60024 Mod. Stoch., Theory Appl. 9, No. 3, 313-338 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G15 60G17 60G18 60G22 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{S. Shklyar}, Mod. Stoch., Theory Appl. 9, No. 3, 313--338 (2022; Zbl 1512.60024) Full Text: DOI
Bezborodov, Viktor; Di Persio, Luca Spatial birth-and-death processes with a finite number of particles. (English) Zbl 1504.60190 Mod. Stoch., Theory Appl. 9, No. 3, 279-312 (2022). MSC: 60K35 60J80 PDF BibTeX XML Cite \textit{V. Bezborodov} and \textit{L. Di Persio}, Mod. Stoch., Theory Appl. 9, No. 3, 279--312 (2022; Zbl 1504.60190) Full Text: DOI arXiv
Borzykh, Dmitriy; Gushchin, Alexander On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions. (English) Zbl 1504.60068 Mod. Stoch., Theory Appl. 9, No. 3, 265-277 (2022). MSC: 60G44 60G40 62G32 PDF BibTeX XML Cite \textit{D. Borzykh} and \textit{A. Gushchin}, Mod. Stoch., Theory Appl. 9, No. 3, 265--277 (2022; Zbl 1504.60068) Full Text: DOI
Bohun, Vladyslav; Marynych, Alexander Random walks with sticky barriers. (English) Zbl 1502.60112 Mod. Stoch., Theory Appl. 9, No. 3, 245-263 (2022). Reviewer: Andriy Olenko (Melbourne) MSC: 60J10 60F15 60F17 60G50 PDF BibTeX XML Cite \textit{V. Bohun} and \textit{A. Marynych}, Mod. Stoch., Theory Appl. 9, No. 3, 245--263 (2022; Zbl 1502.60112) Full Text: DOI
Tchorbadjieff, Assen; Mayster, Penka Factorial moments of the critical Markov branching process with geometric reproduction of particles. (English) Zbl 1491.60151 Mod. Stoch., Theory Appl. 9, No. 2, 229-244 (2022). MSC: 60J80 60K05 92C42 PDF BibTeX XML Cite \textit{A. Tchorbadjieff} and \textit{P. Mayster}, Mod. Stoch., Theory Appl. 9, No. 2, 229--244 (2022; Zbl 1491.60151) Full Text: DOI
Macci, Claudio; Pacchiarotti, Barbara; Villa, Elena Asymptotic results for families of random variables having power series distributions. (English) Zbl 1491.60044 Mod. Stoch., Theory Appl. 9, No. 2, 207-228 (2022). MSC: 60F10 60E05 60G22 PDF BibTeX XML Cite \textit{C. Macci} et al., Mod. Stoch., Theory Appl. 9, No. 2, 207--228 (2022; Zbl 1491.60044) Full Text: DOI
Bouaicha, Nour El Houda; Chighoub, Farid; Alia, Ishak; Sohail, Ayesha Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps. (English) Zbl 1492.93193 Mod. Stoch., Theory Appl. 9, No. 2, 157-205 (2022). MSC: 93E20 49N10 60J74 PDF BibTeX XML Cite \textit{N. E. H. Bouaicha} et al., Mod. Stoch., Theory Appl. 9, No. 2, 157--205 (2022; Zbl 1492.93193) Full Text: DOI
D’Ovidio, Mirko; Orsingher, Enzo; Sakhno, Lyudmyla Models of space-time random fields on the sphere. (English) Zbl 1495.60042 Mod. Stoch., Theory Appl. 9, No. 2, 139-156 (2022). MSC: 60G60 60G22 60H15 PDF BibTeX XML Cite \textit{M. D'Ovidio} et al., Mod. Stoch., Theory Appl. 9, No. 2, 139--156 (2022; Zbl 1495.60042) Full Text: DOI arXiv
Manikin, Boris Averaging principle for the one-dimensional parabolic equation driven by stochastic measure. (English) Zbl 1495.60041 Mod. Stoch., Theory Appl. 9, No. 2, 123-137 (2022). MSC: 60G57 60H15 PDF BibTeX XML Cite \textit{B. Manikin}, Mod. Stoch., Theory Appl. 9, No. 2, 123--137 (2022; Zbl 1495.60041) Full Text: DOI
Kawamoto, Yosuke Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices. (English) Zbl 1489.60155 Mod. Stoch., Theory Appl. 9, No. 1, 89-122 (2022). MSC: 60K35 60B20 60J60 60H10 82B21 PDF BibTeX XML Cite \textit{Y. Kawamoto}, Mod. Stoch., Theory Appl. 9, No. 1, 89--122 (2022; Zbl 1489.60155) Full Text: DOI
Ohashi, Alberto; Russo, Francesco; Teixeira, Alan On path-dependent SDEs involving distributional drifts. (English) Zbl 1489.60104 Mod. Stoch., Theory Appl. 9, No. 1, 65-87 (2022). MSC: 60H10 60H15 PDF BibTeX XML Cite \textit{A. Ohashi} et al., Mod. Stoch., Theory Appl. 9, No. 1, 65--87 (2022; Zbl 1489.60104) Full Text: DOI arXiv
Tzaninis, Spyridon M. Applications of a change of measures technique for compound mixed renewal processes to the ruin problem. (English) Zbl 1489.60140 Mod. Stoch., Theory Appl. 9, No. 1, 45-64 (2022). MSC: 60K10 60G44 91G05 PDF BibTeX XML Cite \textit{S. M. Tzaninis}, Mod. Stoch., Theory Appl. 9, No. 1, 45--64 (2022; Zbl 1489.60140) Full Text: DOI arXiv
Huillet, Thierry; Möhle, Martin Asymptotic genealogies for a class of generalized Wright-Fisher models. (English) Zbl 1486.60115 Mod. Stoch., Theory Appl. 9, No. 1, 17-43 (2022). MSC: 60J90 92D15 60J80 PDF BibTeX XML Cite \textit{T. Huillet} and \textit{M. Möhle}, Mod. Stoch., Theory Appl. 9, No. 1, 17--43 (2022; Zbl 1486.60115) Full Text: DOI arXiv
Losidis, Sotirios Covariance between the forward recurrence time and the number of renewals. (English) Zbl 1489.60139 Mod. Stoch., Theory Appl. 9, No. 1, 1-16 (2022). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{S. Losidis}, Mod. Stoch., Theory Appl. 9, No. 1, 1--16 (2022; Zbl 1489.60139) Full Text: DOI
Sugakova, Olena; Maiboroda, Rostyslav Principal components analysis for mixtures with varying concentrations. (English) Zbl 1478.62156 Mod. Stoch., Theory Appl. 8, No. 4, 509-523 (2021). MSC: 62H25 62G05 62J05 62G20 PDF BibTeX XML Cite \textit{O. Sugakova} and \textit{R. Maiboroda}, Mod. Stoch., Theory Appl. 8, No. 4, 509--523 (2021; Zbl 1478.62156) Full Text: DOI
Lietzén, Niko; Viitasaari, Lauri; Ilmonen, Pauliina Modeling temporally uncorrelated components of complex-valued stationary processes. (English) Zbl 1478.62121 Mod. Stoch., Theory Appl. 8, No. 4, 475-508 (2021). MSC: 62H12 60F05 60G15 62M10 62F12 62E20 94A12 PDF BibTeX XML Cite \textit{N. Lietzén} et al., Mod. Stoch., Theory Appl. 8, No. 4, 475--508 (2021; Zbl 1478.62121) Full Text: DOI arXiv
Horodnii, Mykhailo; Kravets, Victoriia Bounded in the mean solutions of a second-order difference equation. (English) Zbl 1481.39010 Mod. Stoch., Theory Appl. 8, No. 4, 465-473 (2021). MSC: 39A22 PDF BibTeX XML Cite \textit{M. Horodnii} and \textit{V. Kravets}, Mod. Stoch., Theory Appl. 8, No. 4, 465--473 (2021; Zbl 1481.39010) Full Text: DOI
Honda, Fumiaki; Kurosawa, Takeshi Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model. (English) Zbl 1478.62256 Mod. Stoch., Theory Appl. 8, No. 4, 435-463 (2021). MSC: 62M10 62F10 60G10 PDF BibTeX XML Cite \textit{F. Honda} and \textit{T. Kurosawa}, Mod. Stoch., Theory Appl. 8, No. 4, 435--463 (2021; Zbl 1478.62256) Full Text: DOI
Bohun, Vladyslav Probabilistic analysis of vantage point trees. (English) Zbl 1482.60033 Mod. Stoch., Theory Appl. 8, No. 4, 413-434 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J05 60J20 68P05 68W40 PDF BibTeX XML Cite \textit{V. Bohun}, Mod. Stoch., Theory Appl. 8, No. 4, 413--434 (2021; Zbl 1482.60033) Full Text: DOI
Buryak, Filipp; Mishura, Yuliya Convexity and robustness of the Rényi entropy. (English) Zbl 1479.60025 Mod. Stoch., Theory Appl. 8, No. 3, 387-412 (2021). Reviewer: Carlo Sempi (Lecce) MSC: 60E05 94A17 PDF BibTeX XML Cite \textit{F. Buryak} and \textit{Y. Mishura}, Mod. Stoch., Theory Appl. 8, No. 3, 387--412 (2021; Zbl 1479.60025) Full Text: DOI arXiv
Yakovliev, Mykyta; Kukush, Alexander Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors. (English) Zbl 1483.62122 Mod. Stoch., Theory Appl. 8, No. 3, 373-386 (2021). MSC: 62J05 62H12 PDF BibTeX XML Cite \textit{M. Yakovliev} and \textit{A. Kukush}, Mod. Stoch., Theory Appl. 8, No. 3, 373--386 (2021; Zbl 1483.62122) Full Text: DOI
Benth, Fred Espen; Simonsen, Iben Cathrine Metatimes, random measures and cylindrical random variables. (English) Zbl 1490.60127 Mod. Stoch., Theory Appl. 8, No. 3, 349-371 (2021). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G60 60G57 46N30 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{I. C. Simonsen}, Mod. Stoch., Theory Appl. 8, No. 3, 349--371 (2021; Zbl 1490.60127) Full Text: DOI
Baldé, Maoudo Faramba; Es-Sebaiy, Khalifa Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind. (English) Zbl 1515.62080 Mod. Stoch., Theory Appl. 8, No. 3, 329-347 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M09 60G15 60G22 60H07 62F12 PDF BibTeX XML Cite \textit{M. F. Baldé} and \textit{K. Es-Sebaiy}, Mod. Stoch., Theory Appl. 8, No. 3, 329--347 (2021; Zbl 1515.62080) Full Text: DOI
Nielsen, Mikkel Slot; Rohde, Victor On nonnegative solutions of SDDEs with an application to CARMA processes. (English) Zbl 1489.60055 Mod. Stoch., Theory Appl. 8, No. 3, 309-328 (2021). MSC: 60G10 60G17 60H05 60H10 PDF BibTeX XML Cite \textit{M. S. Nielsen} and \textit{V. Rohde}, Mod. Stoch., Theory Appl. 8, No. 3, 309--328 (2021; Zbl 1489.60055) Full Text: DOI arXiv
Es-Sebaiy, Khalifa; Al-Foraih, Mishari; Alazemi, Fares Statistical inference for nonergodic weighted fractional Vasicek models. (English) Zbl 1489.60059 Mod. Stoch., Theory Appl. 8, No. 3, 291-307 (2021). MSC: 60G22 60H10 62M09 PDF BibTeX XML Cite \textit{K. Es-Sebaiy} et al., Mod. Stoch., Theory Appl. 8, No. 3, 291--307 (2021; Zbl 1489.60059) Full Text: DOI
Mishura, Yu. S.; Moklyachuk, M. P.; Rozora, I. V.; Sakhno, L. M. International scientific conference “Modern Stochastics: Theory and Applications. V” (MSTA-V). 1–4 June 2021. (Ukrainian. English summary) Zbl 1488.60001 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021). MSC: 60-06 62-06 PDF BibTeX XML Cite \textit{Yu. S. Mishura} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021; Zbl 1488.60001) Full Text: DOI
Selmi, Ridha; Nasfi, Rim Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence. (English) Zbl 1476.35347 Mod. Stoch., Theory Appl. 8, No. 1, 115-137 (2021). MSC: 35R60 35Q35 76D05 76D03 60H35 PDF BibTeX XML Cite \textit{R. Selmi} and \textit{R. Nasfi}, Mod. Stoch., Theory Appl. 8, No. 1, 115--137 (2021; Zbl 1476.35347) Full Text: DOI
Hopkalo, Olha; Sakhno, Lyudmyla Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes. (English) Zbl 1479.60074 Mod. Stoch., Theory Appl. 8, No. 1, 41-62 (2021). MSC: 60G15 60G20 60G60 35G10 35R60 PDF BibTeX XML Cite \textit{O. Hopkalo} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 8, No. 1, 41--62 (2021; Zbl 1479.60074) Full Text: DOI
Borysenko, Olga; Borysenko, Oleksandr Long-time behavior of a nonautonomous stochastic predator-prey model with jumps. (English) Zbl 1475.92121 Mod. Stoch., Theory Appl. 8, No. 1, 17-39 (2021). MSC: 92D25 60H30 PDF BibTeX XML Cite \textit{O. Borysenko} and \textit{O. Borysenko}, Mod. Stoch., Theory Appl. 8, No. 1, 17--39 (2021; Zbl 1475.92121) Full Text: DOI arXiv
Veretennikov, Alexander Note on local mixing techniques for stochastic differential equations. (English) Zbl 1479.60116 Mod. Stoch., Theory Appl. 8, No. 1, 1-15 (2021). MSC: 60H10 37A25 PDF BibTeX XML Cite \textit{A. Veretennikov}, Mod. Stoch., Theory Appl. 8, No. 1, 1--15 (2021; Zbl 1479.60116) Full Text: DOI arXiv
Ivanov, Alexander; Moskvychova, Kateryna Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model. (English) Zbl 1473.62234 Mod. Stoch., Theory Appl. 8, No. 1, 93-113 (2021). MSC: 62J02 62F12 62M10 PDF BibTeX XML Cite \textit{A. Ivanov} and \textit{K. Moskvychova}, Mod. Stoch., Theory Appl. 8, No. 1, 93--113 (2021; Zbl 1473.62234) Full Text: DOI
Beghin, Luisa; Macci, Claudio; Martinucci, Barbara Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates. (English) Zbl 1476.60057 Mod. Stoch., Theory Appl. 8, No. 1, 63-91 (2021). MSC: 60F10 60J27 60G22 60G52 82B41 PDF BibTeX XML Cite \textit{L. Beghin} et al., Mod. Stoch., Theory Appl. 8, No. 1, 63--91 (2021; Zbl 1476.60057) Full Text: DOI arXiv
Tudor, Ciprian Chaos expansion of uniformly distributed random variables and application to number theory. (English) Zbl 1481.60062 Mod. Stoch., Theory Appl. 8, No. 2, 275-289 (2021). MSC: 60F05 11M06 60H05 PDF BibTeX XML Cite \textit{C. Tudor}, Mod. Stoch., Theory Appl. 8, No. 2, 275--289 (2021; Zbl 1481.60062) Full Text: DOI
Kaufmann, Tom Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls. (English) Zbl 1476.60022 Mod. Stoch., Theory Appl. 8, No. 2, 239-274 (2021). MSC: 60D05 52A23 60F10 46B09 PDF BibTeX XML Cite \textit{T. Kaufmann}, Mod. Stoch., Theory Appl. 8, No. 2, 239--274 (2021; Zbl 1476.60022) Full Text: DOI arXiv
Decreusefond, Laurent; Moroz, Guillaume Optimal transport between determinantal point processes and application to fast simulation. (English) Zbl 1480.49044 Mod. Stoch., Theory Appl. 8, No. 2, 209-237 (2021). Reviewer: Wojciech Górny (Warszawa) MSC: 49Q22 60G55 PDF BibTeX XML Cite \textit{L. Decreusefond} and \textit{G. Moroz}, Mod. Stoch., Theory Appl. 8, No. 2, 209--237 (2021; Zbl 1480.49044) Full Text: DOI arXiv
Berger, David; Mohamed, Farid Second order elliptic partial differential equations driven by Lévy white noise. (English) Zbl 1477.60094 Mod. Stoch., Theory Appl. 8, No. 2, 179-207 (2021). Reviewer: Udhayakumar Ramalingam (Vellore) MSC: 60H15 60H40 35J15 35J10 PDF BibTeX XML Cite \textit{D. Berger} and \textit{F. Mohamed}, Mod. Stoch., Theory Appl. 8, No. 2, 179--207 (2021; Zbl 1477.60094) Full Text: DOI arXiv
Azmoodeh, Ehsan; Peccati, Giovanni; Yang, Xiaochuan Malliavin-Stein method: a survey of some recent developments. (English) Zbl 1476.60044 Mod. Stoch., Theory Appl. 8, No. 2, 141-177 (2021). MSC: 60F05 60B10 28C20 60H07 47D07 34L10 47A10 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Mod. Stoch., Theory Appl. 8, No. 2, 141--177 (2021; Zbl 1476.60044) Full Text: DOI arXiv
Bodnarchuk, Iryna Averaging principle for a stochastic cable equation. (English) Zbl 1479.60123 Mod. Stoch., Theory Appl. 7, No. 4, 449-467 (2020). MSC: 60H15 35K10 60G57 PDF BibTeX XML Cite \textit{I. Bodnarchuk}, Mod. Stoch., Theory Appl. 7, No. 4, 449--467 (2020; Zbl 1479.60123) Full Text: DOI
Miroshnichenko, Vitalii; Maiboroda, Rostyslav Asymptotic normality of modified LS estimator for mixture of nonlinear regressions. (English) Zbl 1473.62235 Mod. Stoch., Theory Appl. 7, No. 4, 435-448 (2020). MSC: 62J02 62E20 PDF BibTeX XML Cite \textit{V. Miroshnichenko} and \textit{R. Maiboroda}, Mod. Stoch., Theory Appl. 7, No. 4, 435--448 (2020; Zbl 1473.62235) Full Text: DOI
Knani, Habiba; Dozzi, Marco Linear backward stochastic differential equations with Gaussian Volterra processes. (English) Zbl 1476.35115 Mod. Stoch., Theory Appl. 7, No. 4, 415-433 (2020). MSC: 35K10 60G15 60G22 60H05 60H07 60H10 PDF BibTeX XML Cite \textit{H. Knani} and \textit{M. Dozzi}, Mod. Stoch., Theory Appl. 7, No. 4, 415--433 (2020; Zbl 1476.35115) Full Text: DOI arXiv
Sengar, Ayushi Singh; Upadhye, Neelesh S. Subordinated compound Poisson processes of order \(k\). (English) Zbl 1479.60079 Mod. Stoch., Theory Appl. 7, No. 4, 395-413 (2020). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{A. S. Sengar} and \textit{N. S. Upadhye}, Mod. Stoch., Theory Appl. 7, No. 4, 395--413 (2020; Zbl 1479.60079) Full Text: DOI arXiv
Dolinsky, Yan On shortfall risk minimization for game options. (English) Zbl 1476.91181 Mod. Stoch., Theory Appl. 7, No. 4, 379-394 (2020). MSC: 91G20 93E20 PDF BibTeX XML Cite \textit{Y. Dolinsky}, Mod. Stoch., Theory Appl. 7, No. 4, 379--394 (2020; Zbl 1476.91181) Full Text: DOI arXiv
Tchorbadjieff, Assen; Mayster, Penka Geometric branching reproduction Markov processes. (English) Zbl 1492.60242 Mod. Stoch., Theory Appl. 7, No. 4, 357-378 (2020). MSC: 60J80 33C05 33C65 11B73 PDF BibTeX XML Cite \textit{A. Tchorbadjieff} and \textit{P. Mayster}, Mod. Stoch., Theory Appl. 7, No. 4, 357--378 (2020; Zbl 1492.60242) Full Text: DOI
Avetisian, Diana; Ralchenko, Kostiantyn Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. (English) Zbl 1457.60095 Mod. Stoch., Theory Appl. 7, No. 3, 339-356 (2020). MSC: 60H15 35R11 35R60 60G22 62F10 60G15 PDF BibTeX XML Cite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 7, No. 3, 339--356 (2020; Zbl 1457.60095) Full Text: DOI
Barczy, Mátyás; Bősze, Zsuzsanna; Pap, Gyula On tail behaviour of stationary second-order Galton-Watson processes with immigration. (English) Zbl 1473.60120 Mod. Stoch., Theory Appl. 7, No. 3, 315-338 (2020). Reviewer: Hans Daduna (Hamburg) MSC: 60J80 60G70 PDF BibTeX XML Cite \textit{M. Barczy} et al., Mod. Stoch., Theory Appl. 7, No. 3, 315--338 (2020; Zbl 1473.60120) Full Text: DOI arXiv
Vostrikova, Lioudmila On distributions of exponential functionals of the processes with independent increments. (English) Zbl 1457.60065 Mod. Stoch., Theory Appl. 7, No. 3, 291-313 (2020). MSC: 60G51 91G80 PDF BibTeX XML Cite \textit{L. Vostrikova}, Mod. Stoch., Theory Appl. 7, No. 3, 291--313 (2020; Zbl 1457.60065) Full Text: DOI arXiv
Basse-O’Connor, Andreas; Pedersen, Jan; Rohde, Victor On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos. (English) Zbl 1459.60038 Mod. Stoch., Theory Appl. 7, No. 3, 267-289 (2020). MSC: 60E07 60G15 62H05 62H10 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} et al., Mod. Stoch., Theory Appl. 7, No. 3, 267--289 (2020; Zbl 1459.60038) Full Text: DOI arXiv
Ragulina, Olena Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy. (English) Zbl 1461.91257 Mod. Stoch., Theory Appl. 7, No. 3, 245-265 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 7, No. 3, 245--265 (2020; Zbl 1461.91257) Full Text: DOI
Santana, David J.; Rincón, Luis Approximations of the ruin probability in a discrete time risk model. (English) Zbl 1457.91142 Mod. Stoch., Theory Appl. 7, No. 3, 221-243 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B05 PDF BibTeX XML Cite \textit{D. J. Santana} and \textit{L. Rincón}, Mod. Stoch., Theory Appl. 7, No. 3, 221--243 (2020; Zbl 1457.91142) Full Text: DOI arXiv
Kukush, Alexander; Senko, Ivan Prediction in polynomial errors-in-variables models. (English) Zbl 1452.62501 Mod. Stoch., Theory Appl. 7, No. 2, 203-219 (2020). MSC: 62J05 62J02 62H12 62M20 PDF BibTeX XML Cite \textit{A. Kukush} and \textit{I. Senko}, Mod. Stoch., Theory Appl. 7, No. 2, 203--219 (2020; Zbl 1452.62501) Full Text: DOI arXiv
Banna, Oksana; Buryak, Filipp; Mishura, Yuliya Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent. (English) Zbl 1468.60046 Mod. Stoch., Theory Appl. 7, No. 2, 191-202 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDF BibTeX XML Cite \textit{O. Banna} et al., Mod. Stoch., Theory Appl. 7, No. 2, 191--202 (2020; Zbl 1468.60046) Full Text: DOI arXiv
Marzougue, Mohamed; Sagna, Yaya Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions. (English) Zbl 1456.60166 Mod. Stoch., Theory Appl. 7, No. 2, 157-190 (2020). MSC: 60H20 60H30 PDF BibTeX XML Cite \textit{M. Marzougue} and \textit{Y. Sagna}, Mod. Stoch., Theory Appl. 7, No. 2, 157--190 (2020; Zbl 1456.60166) Full Text: DOI arXiv
Gushchin, Alexander A. Single jump filtrations and local martingales. (English) Zbl 1472.60076 Mod. Stoch., Theory Appl. 7, No. 2, 135-156 (2020). MSC: 60G44 60G07 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Mod. Stoch., Theory Appl. 7, No. 2, 135--156 (2020; Zbl 1472.60076) Full Text: DOI arXiv
Hess, Markus A pure-jump mean-reverting short rate model. (English) Zbl 1452.91318 Mod. Stoch., Theory Appl. 7, No. 2, 113-134 (2020). MSC: 91G30 91G20 60G51 60J70 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 7, No. 2, 113--134 (2020; Zbl 1452.91318) Full Text: DOI arXiv
Keller, Matthias (ed.); Lenz, Daniel (ed.); Wojciechowski, Radoslaw K. (ed.) Analysis and geometry on graphs and manifolds. Selected papers of the conference, University of Potsdam, Potsdam, Germany, July 31 – August 4, 2017. (English) Zbl 1460.58002 London Mathematical Society Lecture Note Series 461. Cambridge: Cambridge University Press (ISBN 978-1-108-71318-4/pbk; 978-1-108-61525-9/ebook). xiii, 478 p. (2020). MSC: 58-06 05-06 35-06 00B25 58Jxx 35R02 05Cxx PDF BibTeX XML Cite \textit{M. Keller} (ed.) et al., Analysis and geometry on graphs and manifolds. Selected papers of the conference, University of Potsdam, Potsdam, Germany, July 31 -- August 4, 2017. Cambridge: Cambridge University Press (2020; Zbl 1460.58002) Full Text: DOI
De Gregorio, Alessandro; Garra, Roberto Alternative probabilistic representations of Barenblatt-type solutions. (English) Zbl 1435.60025 Mod. Stoch., Theory Appl. 7, No. 1, 97-112 (2020). MSC: 60K50 35C06 35K59 PDF BibTeX XML Cite \textit{A. De Gregorio} and \textit{R. Garra}, Mod. Stoch., Theory Appl. 7, No. 1, 97--112 (2020; Zbl 1435.60025) Full Text: DOI arXiv
Marynych, Alexander; Matsak, Ivan The laws of iterated and triple logarithms for extreme values of regenerative processes. (English) Zbl 1435.60041 Mod. Stoch., Theory Appl. 7, No. 1, 61-78 (2020). MSC: 60G70 60F15 60K25 PDF BibTeX XML Cite \textit{A. Marynych} and \textit{I. Matsak}, Mod. Stoch., Theory Appl. 7, No. 1, 61--78 (2020; Zbl 1435.60041) Full Text: DOI arXiv
Macheras, Nikolaos D.; Tzaninis, Spyridon M. A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles. (English) Zbl 1435.60039 Mod. Stoch., Theory Appl. 7, No. 1, 43-60 (2020). MSC: 60G55 91G40 28A35 60G44 60K05 PDF BibTeX XML Cite \textit{N. D. Macheras} and \textit{S. M. Tzaninis}, Mod. Stoch., Theory Appl. 7, No. 1, 43--60 (2020; Zbl 1435.60039) Full Text: DOI arXiv
Pacchiarotti, Barbara Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion. (English) Zbl 1434.60093 Mod. Stoch., Theory Appl. 7, No. 1, 17-41 (2020). MSC: 60F10 60G15 60G22 PDF BibTeX XML Cite \textit{B. Pacchiarotti}, Mod. Stoch., Theory Appl. 7, No. 1, 17--41 (2020; Zbl 1434.60093) Full Text: DOI arXiv
Borysenko, Olga; Borysenko, Oleksandr Stochastic two-species mutualism model with jumps. (English) Zbl 1435.92050 Mod. Stoch., Theory Appl. 7, No. 1, 1-15 (2020). MSC: 92D25 92D40 60H10 60J74 PDF BibTeX XML Cite \textit{O. Borysenko} and \textit{O. Borysenko}, Mod. Stoch., Theory Appl. 7, No. 1, 1--15 (2020; Zbl 1435.92050) Full Text: DOI arXiv
Kozachenko, Yuriy; Orsingher, Enzo; Sakhno, Lyudmyla; Vasylyk, Olga Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions. (English) Zbl 1434.35281 Mod. Stoch., Theory Appl. 7, No. 1, 79-96 (2020). MSC: 35R60 35G10 60G20 60G60 PDF BibTeX XML Cite \textit{Y. Kozachenko} et al., Mod. Stoch., Theory Appl. 7, No. 1, 79--96 (2020; Zbl 1434.35281) Full Text: DOI arXiv
Maiboroda, Rostyslav; Sugakova, Olena Jackknife covariance matrix estimation for observations from mixture. (English) Zbl 1439.62154 Mod. Stoch., Theory Appl. 6, No. 4, 495-513 (2019). MSC: 62H30 62J05 62G15 62G20 62G09 62P25 62G07 PDF BibTeX XML Cite \textit{R. Maiboroda} and \textit{O. Sugakova}, Mod. Stoch., Theory Appl. 6, No. 4, 495--513 (2019; Zbl 1439.62154) Full Text: DOI arXiv
Di Tella, Paolo; Engelbert, Hans-Jürgen BSDEs and log-utility maximization for Lévy processes. (English) Zbl 1458.60063 Mod. Stoch., Theory Appl. 6, No. 4, 479-494 (2019). MSC: 60H05 60G46 60G51 PDF BibTeX XML Cite \textit{P. Di Tella} and \textit{H.-J. Engelbert}, Mod. Stoch., Theory Appl. 6, No. 4, 479--494 (2019; Zbl 1458.60063) Full Text: DOI arXiv
Roth, Stefan On a linear functional for infinitely divisible moving average random fields. (English) Zbl 1444.60043 Mod. Stoch., Theory Appl. 6, No. 4, 443-478 (2019). MSC: 60G60 60G51 62M09 60E07 62M05 PDF BibTeX XML Cite \textit{S. Roth}, Mod. Stoch., Theory Appl. 6, No. 4, 443--478 (2019; Zbl 1444.60043) Full Text: DOI arXiv
Mayster, Penka; Tchorbadjieff, Assen Logarithmic Lévy process directed by Poisson subordinator. (English) Zbl 1474.60129 Mod. Stoch., Theory Appl. 6, No. 4, 419-441 (2019). MSC: 60G51 60E07 11B73 33C05 PDF BibTeX XML Cite \textit{P. Mayster} and \textit{A. Tchorbadjieff}, Mod. Stoch., Theory Appl. 6, No. 4, 419--441 (2019; Zbl 1474.60129) Full Text: DOI arXiv
Khalil, Zeina Mahdi; Tudor, Ciprian Estimation of the drift parameter for the fractional stochastic heat equation via power variation. (English) Zbl 1458.60043 Mod. Stoch., Theory Appl. 6, No. 4, 397-417 (2019). MSC: 60G15 60G18 60H15 62M09 35R11 35R60 PDF BibTeX XML Cite \textit{Z. M. Khalil} and \textit{C. Tudor}, Mod. Stoch., Theory Appl. 6, No. 4, 397--417 (2019; Zbl 1458.60043) Full Text: DOI arXiv
Lohvinenko, Stanislav; Ralchenko, Kostiantyn Maximum likelihood estimation in the non-ergodic fractional Vasicek model. (English) Zbl 1440.60029 Mod. Stoch., Theory Appl. 6, No. 3, 377-395 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 62F10 62F12 PDF BibTeX XML Cite \textit{S. Lohvinenko} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 6, No. 3, 377--395 (2019; Zbl 1440.60029) Full Text: DOI arXiv
Zili, Mounir; Zougar, Eya Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator. (English) Zbl 1437.60039 Mod. Stoch., Theory Appl. 6, No. 3, 345-375 (2019). Reviewer: Erika Hausenblas (Leoben) MSC: 60H15 60G15 60H05 35A08 60H07 PDF BibTeX XML Cite \textit{M. Zili} and \textit{E. Zougar}, Mod. Stoch., Theory Appl. 6, No. 3, 345--375 (2019; Zbl 1437.60039) Full Text: DOI arXiv
Golomoziy, Vitaliy On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence. (English) Zbl 1442.60073 Mod. Stoch., Theory Appl. 6, No. 3, 333-343 (2019). MSC: 60J10 60K05 PDF BibTeX XML Cite \textit{V. Golomoziy}, Mod. Stoch., Theory Appl. 6, No. 3, 333--343 (2019; Zbl 1442.60073) Full Text: DOI arXiv
Fazekas, István; Noszály, Csaba; Uzonyi, Noémi Taylor’s power law for the \(N\)-stars network evolution model. (English) Zbl 1427.05208 Mod. Stoch., Theory Appl. 6, No. 3, 311-331 (2019). MSC: 05C80 05C82 90B15 33B15 62E10 PDF BibTeX XML Cite \textit{I. Fazekas} et al., Mod. Stoch., Theory Appl. 6, No. 3, 311--331 (2019; Zbl 1427.05208) Full Text: DOI arXiv
Ragulina, Olena The risk model with stochastic premiums and a multi-layer dividend strategy. (English) Zbl 1427.91240 Mod. Stoch., Theory Appl. 6, No. 3, 285-309 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 6, No. 3, 285--309 (2019; Zbl 1427.91240) Full Text: DOI arXiv
Vidmar, Matija Arithmetic of (independent) sigma-fields on probability spaces. (English) Zbl 1442.60004 Mod. Stoch., Theory Appl. 6, No. 3, 269-284 (2019). MSC: 60A10 60A05 PDF BibTeX XML Cite \textit{M. Vidmar}, Mod. Stoch., Theory Appl. 6, No. 3, 269--284 (2019; Zbl 1442.60004) Full Text: DOI arXiv
Buteikis, Andrius; Leipus, Remigijus A copula-based bivariate integer-valued autoregressive process with application. (English) Zbl 1426.60037 Mod. Stoch., Theory Appl. 6, No. 2, 227-249 (2019). MSC: 60G10 62M10 62H12 PDF BibTeX XML Cite \textit{A. Buteikis} and \textit{R. Leipus}, Mod. Stoch., Theory Appl. 6, No. 2, 227--249 (2019; Zbl 1426.60037) Full Text: DOI arXiv
Bagdonavičius, Vilijandas; Levulienė, Rūta Testing proportional hazards for specified covariates. (English) Zbl 1429.62446 Mod. Stoch., Theory Appl. 6, No. 2, 209-225 (2019). MSC: 62N03 62N01 62N02 62E20 PDF BibTeX XML Cite \textit{V. Bagdonavičius} and \textit{R. Levulienė}, Mod. Stoch., Theory Appl. 6, No. 2, 209--225 (2019; Zbl 1429.62446) Full Text: DOI arXiv
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina Note on AR(1)-characterisation of stationary processes and model fitting. (English) Zbl 1426.60038 Mod. Stoch., Theory Appl. 6, No. 2, 195-207 (2019). MSC: 60G10 62M10 PDF BibTeX XML Cite \textit{M. Voutilainen} et al., Mod. Stoch., Theory Appl. 6, No. 2, 195--207 (2019; Zbl 1426.60038) Full Text: DOI arXiv
Belfadli, Rachid; Boulanba, Lahcen; Mellouk, Mohamed Moderate deviations for a stochastic Burgers equation. (English) Zbl 1426.60031 Mod. Stoch., Theory Appl. 6, No. 2, 167-193 (2019). MSC: 60F10 60F05 60H15 PDF BibTeX XML Cite \textit{R. Belfadli} et al., Mod. Stoch., Theory Appl. 6, No. 2, 167--193 (2019; Zbl 1426.60031) Full Text: DOI arXiv
Huschto, Tony; Podolskij, Mark; Sager, Sebastian The asymptotic error of chaos expansion approximations for stochastic differential equations. (English) Zbl 1439.60054 Mod. Stoch., Theory Appl. 6, No. 2, 145-165 (2019). Reviewer: Nikolaos Halidias (Athína) MSC: 60H10 60H07 65C30 PDF BibTeX XML Cite \textit{T. Huschto} et al., Mod. Stoch., Theory Appl. 6, No. 2, 145--165 (2019; Zbl 1439.60054) Full Text: DOI arXiv