Gamboa, Fabrice; Nagel, Jan; Rouault, Alain Large deviations, moment problems, and sum rules (to appear). (English) Zbl 07002081 De Gruyter Series in Probability and Stochastics. Berlin: De Gruyter (ISBN 978-3-11-054891-4/hbk; 978-3-11-054959-1/ebook). xii, 200 p. (2023). MSC: 60-02 60F10 60G57 PDF BibTeX XML Cite \textit{F. Gamboa} et al., Large deviations, moment problems, and sum rules (to appear). Berlin: De Gruyter (2023; Zbl 07002081) OpenURL
Rivera, Alejandro Weighted local Weyl laws for elliptic operators. (English) Zbl 07549945 Ann. Fac. Sci. Toulouse, Math. (6) 31, No. 2, 423-490 (2022). MSC: 58J40 35Pxx 60Gxx PDF BibTeX XML Cite \textit{A. Rivera}, Ann. Fac. Sci. Toulouse, Math. (6) 31, No. 2, 423--490 (2022; Zbl 07549945) Full Text: DOI OpenURL
Masyutka, O. Yu.; Golichenko, I. I.; Moklyachuk, M. P. On estimation problem for continuous time stationary processes from observations in special sets of points. (English) Zbl 07549640 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 20-33 (2022). MSC: 60G10 60G25 60G35 62M20 62C20 93E10 93E11 PDF BibTeX XML Cite \textit{O. Yu. Masyutka} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 20--33 (2022; Zbl 07549640) Full Text: DOI OpenURL
Mishura, Yu. S.; Hopkalo, O. M.; Zhelezniak, H. S. Elements of fractional calculus. Fractional integrals. (English) Zbl 07549639 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 11-19 (2022). MSC: 26A33 60G22 PDF BibTeX XML Cite \textit{Yu. S. Mishura} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 11--19 (2022; Zbl 07549639) Full Text: DOI OpenURL
Peköz, Erol A.; Ross, Sheldon M. Fair gambler’s ruin stochastically maximizes playing time. (English) Zbl 07549545 Adv. Appl. Probab. 54, No. 2, 656-659 (2022). MSC: 60G50 60G40 PDF BibTeX XML Cite \textit{E. A. Peköz} and \textit{S. M. Ross}, Adv. Appl. Probab. 54, No. 2, 656--659 (2022; Zbl 07549545) Full Text: DOI OpenURL
Martyr, Randall; Moriarty, John; Perninge, Magnus Discrete-time risk-aware optimal switching with non-adapted costs. (English) Zbl 07549544 Adv. Appl. Probab. 54, No. 2, 625-655 (2022). MSC: 93E20 60G40 91B08 49N30 PDF BibTeX XML Cite \textit{R. Martyr} et al., Adv. Appl. Probab. 54, No. 2, 625--655 (2022; Zbl 07549544) Full Text: DOI OpenURL
Anantharam, Venkat; Baccelli, François Nash equilibrium structure of Cox process hotelling games. (English) Zbl 07549542 Adv. Appl. Probab. 54, No. 2, 570-598 (2022). MSC: 91A06 91A60 60G55 PDF BibTeX XML Cite \textit{V. Anantharam} and \textit{F. Baccelli}, Adv. Appl. Probab. 54, No. 2, 570--598 (2022; Zbl 07549542) Full Text: DOI OpenURL
Boniece, B. Cooper; Didier, Gustavo On operator fractional Lévy motion: integral representations and time-reversibility. (English) Zbl 07549540 Adv. Appl. Probab. 54, No. 2, 493-535 (2022). MSC: 60G22 60G51 60H05 PDF BibTeX XML Cite \textit{B. C. Boniece} and \textit{G. Didier}, Adv. Appl. Probab. 54, No. 2, 493--535 (2022; Zbl 07549540) Full Text: DOI OpenURL
Daw, Andrew; Pender, Jamol An ephemerally self-exciting point process. (English) Zbl 07549536 Adv. Appl. Probab. 54, No. 2, 340-403 (2022). MSC: 60G55 60K25 60J74 PDF BibTeX XML Cite \textit{A. Daw} and \textit{J. Pender}, Adv. Appl. Probab. 54, No. 2, 340--403 (2022; Zbl 07549536) Full Text: DOI OpenURL
Didier, Gustavo; Hung D. Nguyen The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy. (English) Zbl 07549411 Commun. Math. Phys. 393, No. 2, 909-954 (2022). MSC: 60Gxx 62Mxx 82Cxx PDF BibTeX XML Cite \textit{G. Didier} and \textit{Hung D. Nguyen}, Commun. Math. Phys. 393, No. 2, 909--954 (2022; Zbl 07549411) Full Text: DOI OpenURL
Schnelli, Kevin; Xu, Yuanyuan Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices. (English) Zbl 07549410 Commun. Math. Phys. 393, No. 2, 839-907 (2022). MSC: 60B20 60Gxx 15B52 PDF BibTeX XML Cite \textit{K. Schnelli} and \textit{Y. Xu}, Commun. Math. Phys. 393, No. 2, 839--907 (2022; Zbl 07549410) Full Text: DOI OpenURL
Rahimov, Ibrahim A limit theorem for multitype general branching processes with reproduction-dependent immigration. (English) Zbl 07549297 Uzb. Mat. Zh. 66, No. 1, 133-148 (2022). MSC: 60J80 60G70 PDF BibTeX XML Cite \textit{I. Rahimov}, Uzb. Mat. Zh. 66, No. 1, 133--148 (2022; Zbl 07549297) Full Text: DOI OpenURL
Frank, Michael; Klotz, Lutz Stability of trigonometric approximation in \(L^p\) and applications to prediction theory. (English) Zbl 07548897 Ann. Funct. Anal. 13, No. 3, Paper No. 52, 41 p. (2022). MSC: 60G25 42A10 62M20 PDF BibTeX XML Cite \textit{M. Frank} and \textit{L. Klotz}, Ann. Funct. Anal. 13, No. 3, Paper No. 52, 41 p. (2022; Zbl 07548897) Full Text: DOI OpenURL
Sinclair, Christopher D. Non-Archimedean electrostatics. (English) Zbl 07548740 Galindo, Carlos (ed.) et al., \(p\)-adic analysis, arithmetic and singularities. UIMP-RSME, Lluís A. Santaló summer school, Universidad Internacional Menéndez Pelayo, Santander, Spain, June 24–28, 2019. Providence, RI: American Mathematical Society (AMS); Madrid: Real Sociedad Matemática Española (RSME). Contemp. Math. 778, 279-311 (2022). MSC: 60B20 60G55 82B23 11C08 11R42 11R04 PDF BibTeX XML Cite \textit{C. D. Sinclair}, Contemp. Math. 778, 279--311 (2022; Zbl 07548740) Full Text: DOI OpenURL
Zúñiga-Galindo, W. A. \(p\)-adic analysis: a quick introduction. (English) Zbl 07548736 Galindo, Carlos (ed.) et al., \(p\)-adic analysis, arithmetic and singularities. UIMP-RSME, Lluís A. Santaló summer school, Universidad Internacional Menéndez Pelayo, Santander, Spain, June 24–28, 2019. Providence, RI: American Mathematical Society (AMS); Madrid: Real Sociedad Matemática Española (RSME). Contemp. Math. 778, 177-221 (2022). MSC: 26E30 43A70 46S10 11S40 60G53 PDF BibTeX XML Cite \textit{W. A. Zúñiga-Galindo}, Contemp. Math. 778, 177--221 (2022; Zbl 07548736) Full Text: DOI OpenURL
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty. (English) Zbl 07548191 Sequential Anal. 41, No. 1, 119-141 (2022). MSC: 62L10 62L15 60G40 62B10 60J20 PDF BibTeX XML Cite \textit{V. Girardin} et al., Sequential Anal. 41, No. 1, 119--141 (2022; Zbl 07548191) Full Text: DOI OpenURL
Cao, Shuchen; Zhang, Ruizhi; Zou, Shaofeng Adversarially robust sequential hypothesis testing. (English) Zbl 07548189 Sequential Anal. 41, No. 1, 81-103 (2022). MSC: 62L10 62L15 60G40 PDF BibTeX XML Cite \textit{S. Cao} et al., Sequential Anal. 41, No. 1, 81--103 (2022; Zbl 07548189) Full Text: DOI OpenURL
Wu, Jun; Li, Pei; Zhang, Jia; Chen, Zehao; Bao, Jianrong SPRT-based cooperative spectrum sensing with performance requirements in cognitive unmanned aerial vehicle networks (CUAVNs). (English) Zbl 07548187 Sequential Anal. 41, No. 1, 53-67 (2022). MSC: 62L15 60G40 62F12 62F15 PDF BibTeX XML Cite \textit{J. Wu} et al., Sequential Anal. 41, No. 1, 53--67 (2022; Zbl 07548187) Full Text: DOI OpenURL
Christensen, Sören; Sohr, Tobias General optimal stopping with linear cost. (English) Zbl 07548186 Sequential Anal. 41, No. 1, 35-52 (2022). MSC: 60G40 62L15 PDF BibTeX XML Cite \textit{S. Christensen} and \textit{T. Sohr}, Sequential Anal. 41, No. 1, 35--52 (2022; Zbl 07548186) Full Text: DOI OpenURL
Zhang, Ruizhi; Mei, Yajun; Shi, Jianjun Robust change detection for large-scale data streams. (English) Zbl 07548184 Sequential Anal. 41, No. 1, 1-19 (2022). MSC: 62L15 60G40 PDF BibTeX XML Cite \textit{R. Zhang} et al., Sequential Anal. 41, No. 1, 1--19 (2022; Zbl 07548184) Full Text: DOI OpenURL
Leonenko, Nikolai; Pirozzi, Enrica First passage times for some classes of fractional time-changed diffusions. (English) Zbl 07548160 Stochastic Anal. Appl. 40, No. 4, 735-763 (2022). MSC: 60J60 60G15 60G22 PDF BibTeX XML Cite \textit{N. Leonenko} and \textit{E. Pirozzi}, Stochastic Anal. Appl. 40, No. 4, 735--763 (2022; Zbl 07548160) Full Text: DOI OpenURL
Pan, Yajuan; Jiang, Hui Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications. (English) Zbl 07548158 Stochastic Anal. Appl. 40, No. 4, 691-713 (2022). MSC: 60F10 60G22 60J60 62N02 PDF BibTeX XML Cite \textit{Y. Pan} and \textit{H. Jiang}, Stochastic Anal. Appl. 40, No. 4, 691--713 (2022; Zbl 07548158) Full Text: DOI OpenURL
Shevchenko, Radomyra; Woerner, Jeannette H. C. Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case. (English) Zbl 07548154 Stochastic Anal. Appl. 40, No. 4, 589-609 (2022). MSC: 62M09 60G22 60H10 PDF BibTeX XML Cite \textit{R. Shevchenko} and \textit{J. H. C. Woerner}, Stochastic Anal. Appl. 40, No. 4, 589--609 (2022; Zbl 07548154) Full Text: DOI OpenURL
Betken, Carina; Schulte, Matthias; Thäle, Christoph Variance asymptotics and central limit theory for geometric functionals of Poisson cylinder processes. (English) Zbl 07548094 Electron. J. Probab. 27, Paper No. 79, 47 p. (2022). MSC: 60D05 52A22 53C65 60F05 60G55 PDF BibTeX XML Cite \textit{C. Betken} et al., Electron. J. Probab. 27, Paper No. 79, 47 p. (2022; Zbl 07548094) Full Text: DOI OpenURL
Dominguez, Tomas The \(\ell^p\)-Gaussian-Grothendieck problem with vector spins. (English) Zbl 07548093 Electron. J. Probab. 27, Paper No. 70, 46 p. (2022). MSC: 82D30 82B44 60K35 60G15 PDF BibTeX XML Cite \textit{T. Dominguez}, Electron. J. Probab. 27, Paper No. 70, 46 p. (2022; Zbl 07548093) Full Text: DOI OpenURL
Privault, Nicolas; Serafin, Grzegorz Berry-Esseen bounds for functionals of independent random variables. (English) Zbl 07548091 Electron. J. Probab. 27, Paper No. 71, 37 p. (2022). MSC: 60F05 60G57 60H07 62G99 PDF BibTeX XML Cite \textit{N. Privault} and \textit{G. Serafin}, Electron. J. Probab. 27, Paper No. 71, 37 p. (2022; Zbl 07548091) Full Text: DOI OpenURL
Hinz, Michael; Tölle, Jonas M.; Viitasaari, Lauri Sobolev regularity of occupation measures and paths, variability and compositions. (English) Zbl 07548087 Electron. J. Probab. 27, Paper No. 73, 29 p. (2022). MSC: 26B30 46E35 60G17 60G22 60G51 26A33 31B15 42B20 42B35 PDF BibTeX XML Cite \textit{M. Hinz} et al., Electron. J. Probab. 27, Paper No. 73, 29 p. (2022; Zbl 07548087) Full Text: DOI OpenURL
Correa, José; Dütting, Paul; Fischer, Felix; Schewior, Kevin Prophet inequalities for independent and identically distributed random variables from an unknown distribution. (English) Zbl 07548068 Math. Oper. Res. 47, No. 2, 1287-1309 (2022). MSC: 62L15 60G40 68W27 91B26 PDF BibTeX XML Cite \textit{J. Correa} et al., Math. Oper. Res. 47, No. 2, 1287--1309 (2022; Zbl 07548068) Full Text: DOI OpenURL
González Cázares, Jorge Ignacio; Mijatović, Aleksandar; Uribe Bravo, Gerónimo Geometrically convergent simulation of the extrema of Lévy processes. (English) Zbl 07548062 Math. Oper. Res. 47, No. 2, 1141-1168 (2022). MSC: 60G51 65C05 PDF BibTeX XML Cite \textit{J. I. González Cázares} et al., Math. Oper. Res. 47, No. 2, 1141--1168 (2022; Zbl 07548062) Full Text: DOI OpenURL
Giesecke, Kay; Shkolnik, Alexander Reducing bias in event time simulations via measure changes. (English) Zbl 07548055 Math. Oper. Res. 47, No. 2, 969-988 (2022). MSC: 65C05 60G55 60G44 90-10 91-10 60J76 PDF BibTeX XML Cite \textit{K. Giesecke} and \textit{A. Shkolnik}, Math. Oper. Res. 47, No. 2, 969--988 (2022; Zbl 07548055) Full Text: DOI OpenURL
Ezra, Tomer; Feldman, Michal; Gravin, Nick; Tang, Zhihao Gavin Prophet matching with general arrivals. (English) Zbl 07548051 Math. Oper. Res. 47, No. 2, 878-898 (2022). MSC: 68W27 05C70 60G40 68R10 90C27 PDF BibTeX XML Cite \textit{T. Ezra} et al., Math. Oper. Res. 47, No. 2, 878--898 (2022; Zbl 07548051) Full Text: DOI OpenURL
Cheysson, Felix; Lang, Gabriel Spectral estimation of Hawkes processes from count data. (English) Zbl 07547948 Ann. Stat. 50, No. 3, 1722-1746 (2022). MSC: 60G55 37A25 62M15 PDF BibTeX XML Cite \textit{F. Cheysson} and \textit{G. Lang}, Ann. Stat. 50, No. 3, 1722--1746 (2022; Zbl 07547948) Full Text: DOI OpenURL
Padoan, Simone A.; Rizzelli, Stefano Consistency of Bayesian inference for multivariate max-stable distributions. (English) Zbl 07547939 Ann. Stat. 50, No. 3, 1490-1518 (2022). MSC: 62G20 62G32 60G70 62C10 PDF BibTeX XML Cite \textit{S. A. Padoan} and \textit{S. Rizzelli}, Ann. Stat. 50, No. 3, 1490--1518 (2022; Zbl 07547939) Full Text: DOI OpenURL
Ruzayqat, Hamza; Jasra, Ajay Unbiased parameter inference for a class of partially observed Lévy-process models. (English) Zbl 07547917 Found. Data Sci. 4, No. 2, 299-322 (2022). MSC: 62-08 65C05 60H35 60G51 62M05 62M20 62F15 62P05 PDF BibTeX XML Cite \textit{H. Ruzayqat} and \textit{A. Jasra}, Found. Data Sci. 4, No. 2, 299--322 (2022; Zbl 07547917) Full Text: DOI OpenURL
Park, Hyunchul Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\). (English) Zbl 07547837 Potential Anal. 57, No. 2, 283-303 (2022). MSC: 60G51 60G52 60J65 PDF BibTeX XML Cite \textit{H. Park}, Potential Anal. 57, No. 2, 283--303 (2022; Zbl 07547837) Full Text: DOI OpenURL
Bladt, Martin; McNeil, Alexander J. Time series with infinite-order partial copula dependence. (English) Zbl 07547642 Depend. Model. 10, 87-107 (2022). MSC: 62M10 62M05 62H05 60G10 60G15 60G22 PDF BibTeX XML Cite \textit{M. Bladt} and \textit{A. J. McNeil}, Depend. Model. 10, 87--107 (2022; Zbl 07547642) Full Text: DOI OpenURL
Ferreira, Helena; Ferreira, Marta The stopped clock model. (English) Zbl 07547640 Depend. Model. 10, 48-57 (2022). MSC: 60G70 PDF BibTeX XML Cite \textit{H. Ferreira} and \textit{M. Ferreira}, Depend. Model. 10, 48--57 (2022; Zbl 07547640) Full Text: DOI OpenURL
Amami, Rim; Pontier, Monique; Abidi, Hani Infinite horizon impulse control problem with jumps and continuous switching costs. (English) Zbl 07547346 Arab J. Math. Sci. 28, No. 1, 2-36 (2022). MSC: 93E20 60G40 35R60 PDF BibTeX XML Cite \textit{R. Amami} et al., Arab J. Math. Sci. 28, No. 1, 2--36 (2022; Zbl 07547346) Full Text: DOI OpenURL
Fei, Chen; Fei, Weiyin; Mao, Xuerong; Yan, Litan Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion. (English) Zbl 07547287 J. Franklin Inst. 359, No. 9, 4366-4392 (2022). MSC: 93D20 93E15 93C43 93C23 34K50 93C10 60G65 PDF BibTeX XML Cite \textit{C. Fei} et al., J. Franklin Inst. 359, No. 9, 4366--4392 (2022; Zbl 07547287) Full Text: DOI OpenURL
Cerclé, Baptiste; Huang, Yichao Ward identities in the \(\mathfrak{sl}_3\) Toda conformal field theory. (English) Zbl 07545285 Commun. Math. Phys. 393, No. 1, 419-475 (2022). MSC: 81Txx 60Gxx 17Bxx PDF BibTeX XML Cite \textit{B. Cerclé} and \textit{Y. Huang}, Commun. Math. Phys. 393, No. 1, 419--475 (2022; Zbl 07545285) Full Text: DOI OpenURL
Li, Junping; Tang, Yingchun; Zhou, Xiaowen Extinguishing behaviors for continuous-state nonlinear branching processes. (English) Zbl 07545063 J. Math. Anal. Appl. 514, No. 2, Article ID 126326, 27 p. (2022). MSC: 60J80 60G50 PDF BibTeX XML Cite \textit{J. Li} et al., J. Math. Anal. Appl. 514, No. 2, Article ID 126326, 27 p. (2022; Zbl 07545063) Full Text: DOI OpenURL
Wang, Ran; Xiao, Yimin Lower functions and Chung’s LILs of the generalized fractional Brownian motion. (English) Zbl 07545058 J. Math. Anal. Appl. 514, No. 2, Article ID 126320, 31 p. (2022). MSC: 60G22 60G15 60F15 PDF BibTeX XML Cite \textit{R. Wang} and \textit{Y. Xiao}, J. Math. Anal. Appl. 514, No. 2, Article ID 126320, 31 p. (2022; Zbl 07545058) Full Text: DOI OpenURL
Bessaih, Hakima; Cohn, Cynthia; Landoulsi, Oussama Stochastic elliptic-parabolic system arising in porous media. (English) Zbl 07544521 Stoch. Dyn. 22, No. 3, Article ID 2240022, 19 p. (2022). MSC: 76S05 35K60 60H15 60H25 60G05 PDF BibTeX XML Cite \textit{H. Bessaih} et al., Stoch. Dyn. 22, No. 3, Article ID 2240022, 19 p. (2022; Zbl 07544521) Full Text: DOI OpenURL
Garrido-Atienza, M. J.; Schmalfuß, B.; Valero, J. Random attractors for setvalued dynamical systems for stochastic evolution equations driven by a nontrivial fractional noise. (English) Zbl 07544519 Stoch. Dyn. 22, No. 3, Article ID 2240018, 41 p. (2022). MSC: 37A50 60G22 PDF BibTeX XML Cite \textit{M. J. Garrido-Atienza} et al., Stoch. Dyn. 22, No. 3, Article ID 2240018, 41 p. (2022; Zbl 07544519) Full Text: DOI OpenURL
Hesse, Robert Local zero-stability of rough evolution equations. (English) Zbl 07544517 Stoch. Dyn. 22, No. 3, Article ID 2240015, 16 p. (2022). MSC: 60H15 37H30 60G22 60H10 PDF BibTeX XML Cite \textit{R. Hesse}, Stoch. Dyn. 22, No. 3, Article ID 2240015, 16 p. (2022; Zbl 07544517) Full Text: DOI OpenURL
Blömker, Dirk; Neamţu, Alexandra Amplitude equations for SPDEs driven by fractional additive noise with small Hurst parameter. (English) Zbl 07544516 Stoch. Dyn. 22, No. 3, Article ID 2240013, 33 p. (2022). MSC: 60G22 60H05 60H15 PDF BibTeX XML Cite \textit{D. Blömker} and \textit{A. Neamţu}, Stoch. Dyn. 22, No. 3, Article ID 2240013, 33 p. (2022; Zbl 07544516) Full Text: DOI OpenURL
Duc, Luu Hoang Exponential stability of stochastic systems: a pathwise approach. (English) Zbl 07544515 Stoch. Dyn. 22, No. 3, Article ID 2240012, 21 p. (2022). MSC: 37H30 60G22 60G40 60H10 PDF BibTeX XML Cite \textit{L. H. Duc}, Stoch. Dyn. 22, No. 3, Article ID 2240012, 21 p. (2022; Zbl 07544515) Full Text: DOI OpenURL
Randon-Furling, Julien; Salminen, Paavo; Vallois, Pierre On a first hit distribution of the running maximum of Brownian motion. (English) Zbl 07544419 Stochastic Processes Appl. 150, 1204-1221 (2022). MSC: 60J65 60G17 60G40 60G51 60G52 PDF BibTeX XML Cite \textit{J. Randon-Furling} et al., Stochastic Processes Appl. 150, 1204--1221 (2022; Zbl 07544419) Full Text: DOI OpenURL
Asmussen, Søren; Bladt, Mogens Moments and polynomial expansions in discrete matrix-analytic models. (English) Zbl 07544417 Stochastic Processes Appl. 150, 1165-1188 (2022). MSC: 60E10 60E05 60G51 60G55 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{M. Bladt}, Stochastic Processes Appl. 150, 1165--1188 (2022; Zbl 07544417) Full Text: DOI OpenURL
Çağlar, M.; Kyprianou, A.; Vardar-Acar, C. An optimal stopping problem for spectrally negative Markov additive processes. (English) Zbl 07544415 Stochastic Processes Appl. 150, 1109-1138 (2022). MSC: 60G40 PDF BibTeX XML Cite \textit{M. Çağlar} et al., Stochastic Processes Appl. 150, 1109--1138 (2022; Zbl 07544415) Full Text: DOI OpenURL
Johnson, P.; Pedersen, J. L.; Peskir, G.; Zucca, C. Detecting the presence of a random drift in Brownian motion. (English) Zbl 07544413 Stochastic Processes Appl. 150, 1068-1090 (2022). MSC: 60G40 62L10 62L15 60J65 PDF BibTeX XML Cite \textit{P. Johnson} et al., Stochastic Processes Appl. 150, 1068--1090 (2022; Zbl 07544413) Full Text: DOI OpenURL
Bruss, F. Thomas; Rogers, L. C. G. The 1/e-strategy is sub-optimal for the problem of best choice under no information. (English) Zbl 07544412 Stochastic Processes Appl. 150, 1059-1067 (2022). MSC: 60G40 PDF BibTeX XML Cite \textit{F. T. Bruss} and \textit{L. C. G. Rogers}, Stochastic Processes Appl. 150, 1059--1067 (2022; Zbl 07544412) Full Text: DOI OpenURL
Bruss, F. Thomas; Ernst, Philip A.; Huang, Dongzhou The rencontre problem. (English) Zbl 07544407 Stochastic Processes Appl. 150, 938-971 (2022). MSC: 60G50 60G40 PDF BibTeX XML Cite \textit{F. T. Bruss} et al., Stochastic Processes Appl. 150, 938--971 (2022; Zbl 07544407) Full Text: DOI OpenURL
Glover, Kristoffer Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach. (English) Zbl 07544406 Stochastic Processes Appl. 150, 919-937 (2022). MSC: 60G40 62F15 PDF BibTeX XML Cite \textit{K. Glover}, Stochastic Processes Appl. 150, 919--937 (2022; Zbl 07544406) Full Text: DOI OpenURL
Čoupek, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bozenna A stochastic calculus for Rosenblatt processes. (English) Zbl 07544404 Stochastic Processes Appl. 150, 853-885 (2022). MSC: 60H05 60H07 60G22 PDF BibTeX XML Cite \textit{P. Čoupek} et al., Stochastic Processes Appl. 150, 853--885 (2022; Zbl 07544404) Full Text: DOI OpenURL
Hobson, David; Zeng, Matthew Constrained optimal stopping, liquidity and effort. (English) Zbl 07544402 Stochastic Processes Appl. 150, 819-843 (2022). MSC: 60G40 PDF BibTeX XML Cite \textit{D. Hobson} and \textit{M. Zeng}, Stochastic Processes Appl. 150, 819--843 (2022; Zbl 07544402) Full Text: DOI OpenURL
Bingham, Nicholas H.; Symons, Tasmin L. Gaussian random fields on the sphere and sphere cross line. (English) Zbl 07544400 Stochastic Processes Appl. 150, 788-801 (2022). MSC: 60B15 60B99 60G15 60G60 PDF BibTeX XML Cite \textit{N. H. Bingham} and \textit{T. L. Symons}, Stochastic Processes Appl. 150, 788--801 (2022; Zbl 07544400) Full Text: DOI OpenURL
Hamza, K.; Klebaner, F. C. Expectation of local times and the Dupire formula. (English) Zbl 07544399 Stochastic Processes Appl. 150, 782-787 (2022). MSC: 91B70 60G44 PDF BibTeX XML Cite \textit{K. Hamza} and \textit{F. C. Klebaner}, Stochastic Processes Appl. 150, 782--787 (2022; Zbl 07544399) Full Text: DOI OpenURL
Dandapani, Aditi; Protter, Philip Strict local martingales and the Khasminskii test for explosions. (English) Zbl 07544396 Stochastic Processes Appl. 150, 716-728 (2022). MSC: 60G44 60H10 PDF BibTeX XML Cite \textit{A. Dandapani} and \textit{P. Protter}, Stochastic Processes Appl. 150, 716--728 (2022; Zbl 07544396) Full Text: DOI OpenURL
Móri, Tamás F.; Székely, Gábor J. Pseudorandom processes. (English) Zbl 07544395 Stochastic Processes Appl. 150, 699-715 (2022). MSC: 60G05 PDF BibTeX XML Cite \textit{T. F. Móri} and \textit{G. J. Székely}, Stochastic Processes Appl. 150, 699--715 (2022; Zbl 07544395) Full Text: DOI OpenURL
Peligrad, Magda; Sang, Hailin; Xiao, Yimin; Yang, Guangyu Limit theorems for linear random fields with innovations in the domain of attraction of a stable law. (English) Zbl 07544391 Stochastic Processes Appl. 150, 596-621 (2022). MSC: 60G60 60G52 60F05 62M40 PDF BibTeX XML Cite \textit{M. Peligrad} et al., Stochastic Processes Appl. 150, 596--621 (2022; Zbl 07544391) Full Text: DOI OpenURL
Song, Jian; Tindel, Samy Skorohod and Stratonovich integrals for controlled processes. (English) Zbl 07544390 Stochastic Processes Appl. 150, 569-595 (2022). MSC: 60G15 60H05 60H10 PDF BibTeX XML Cite \textit{J. Song} and \textit{S. Tindel}, Stochastic Processes Appl. 150, 569--595 (2022; Zbl 07544390) Full Text: DOI OpenURL
Chen, Xinxin Heavy range of the randomly biased walk on Galton-Watson trees in the slow movement regime. (English) Zbl 07544387 Stochastic Processes Appl. 150, 446-509 (2022). MSC: 60K37 60J80 60G50 PDF BibTeX XML Cite \textit{X. Chen}, Stochastic Processes Appl. 150, 446--509 (2022; Zbl 07544387) Full Text: DOI OpenURL
Azaïs, Jean-Marc; Delmas, Céline Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices. (English) Zbl 07544386 Stochastic Processes Appl. 150, 411-445 (2022). MSC: 60G60 60B20 PDF BibTeX XML Cite \textit{J.-M. Azaïs} and \textit{C. Delmas}, Stochastic Processes Appl. 150, 411--445 (2022; Zbl 07544386) Full Text: DOI OpenURL
Ackermann, Julia; Kruse, Thomas; Overbeck, Ludger Inhomogeneous affine Volterra processes. (English) Zbl 07544381 Stochastic Processes Appl. 150, 250-279 (2022). MSC: 60H20 60G22 PDF BibTeX XML Cite \textit{J. Ackermann} et al., Stochastic Processes Appl. 150, 250--279 (2022; Zbl 07544381) Full Text: DOI OpenURL
Deya, Aurélien On ill-posedness of nonlinear stochastic wave equations driven by rough noise. (English) Zbl 07544380 Stochastic Processes Appl. 150, 215-249 (2022). MSC: 60H15 60G22 35L05 35R25 35R60 PDF BibTeX XML Cite \textit{A. Deya}, Stochastic Processes Appl. 150, 215--249 (2022; Zbl 07544380) Full Text: DOI OpenURL
Damek, Ewa; Matsui, Muneya Tails of bivariate stochastic recurrence equation with triangular matrices. (English) Zbl 07544378 Stochastic Processes Appl. 150, 147-191 (2022). MSC: 60G70 60G10 60H25 62M10 91B84 PDF BibTeX XML Cite \textit{E. Damek} and \textit{M. Matsui}, Stochastic Processes Appl. 150, 147--191 (2022; Zbl 07544378) Full Text: DOI OpenURL
Rønn-Nielsen, Anders; Stehr, Mads Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure. (English) Zbl 07544374 Stochastic Processes Appl. 150, 19-49 (2022). MSC: 60G70 60G60 60E07 60D05 PDF BibTeX XML Cite \textit{A. Rønn-Nielsen} and \textit{M. Stehr}, Stochastic Processes Appl. 150, 19--49 (2022; Zbl 07544374) Full Text: DOI OpenURL
Bashtova, Elena; Shashkin, Alexey Strong Gaussian approximation for cumulative processes. (English) Zbl 07544373 Stochastic Processes Appl. 150, 1-18 (2022). MSC: 60F17 60F15 60G50 PDF BibTeX XML Cite \textit{E. Bashtova} and \textit{A. Shashkin}, Stochastic Processes Appl. 150, 1--18 (2022; Zbl 07544373) Full Text: DOI OpenURL
Logachev, Artem Vasilhevich; Mogulskii, Anatolii Alfredovich Exponential tightness for integral-type functionals of centered independent differently distributed random variables. (English) Zbl 07544346 Sib. Èlektron. Mat. Izv. 19, No. 1, 273-284 (2022). MSC: 60G60 60F10 PDF BibTeX XML Cite \textit{A. V. Logachev} and \textit{A. A. Mogulskii}, Sib. Èlektron. Mat. Izv. 19, No. 1, 273--284 (2022; Zbl 07544346) Full Text: DOI OpenURL
Zheng, Chunming; Pikovsky, Arkady Stochastic bursting in networks of excitable units with delayed coupling. (English) Zbl 07543988 Biol. Cybern. 116, No. 2, 121-128 (2022). MSC: 92B20 92B25 60G55 PDF BibTeX XML Cite \textit{C. Zheng} and \textit{A. Pikovsky}, Biol. Cybern. 116, No. 2, 121--128 (2022; Zbl 07543988) Full Text: DOI OpenURL
Duncan, Tyrone E.; Pasik-Duncan, Bozenna Stochastic control systems with long-range dependent noise. (English) Zbl 07543836 Domański, Paweł D. (ed.) et al., Outliers in control engineering. Fractional calculus perspective. Based on the 20th world congress of the International Federation of Automatic Control (IFAC), Toulouse, France, July 9–14, 2017. Berlin: De Gruyter. Fract. Calc. Appl. Sci. Eng. 10, 47-59 (2022). MSC: 93E20 60G22 PDF BibTeX XML Cite \textit{T. E. Duncan} and \textit{B. Pasik-Duncan}, Fract. Calc. Appl. Sci. Eng. 10, 47--59 (2022; Zbl 07543836) Full Text: DOI OpenURL
Armentano, Diego; Azaïs, Jean-Marc; Dalmao, Federico; León, José R. Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems. (English) Zbl 07543659 J. Complexity 72, Article ID 101668, 22 p. (2022). MSC: 60F05 30C15 60G60 65H10 PDF BibTeX XML Cite \textit{D. Armentano} et al., J. Complexity 72, Article ID 101668, 22 p. (2022; Zbl 07543659) Full Text: DOI OpenURL
Minkevičius, Saulius Little’s laws for extreme values in multi-server multi-core open queueing networks. (English) Zbl 07543551 Quaest. Math. 45, No. 5, 695-710 (2022). MSC: 60K25 60G70 60F17 PDF BibTeX XML Cite \textit{S. Minkevičius}, Quaest. Math. 45, No. 5, 695--710 (2022; Zbl 07543551) Full Text: DOI OpenURL
Brofferio, Sara; Buraczewski, Dariusz; Szarek, Tomasz On uniqueness of invariant measures for random walks on \(\mathrm{HOMEO}^+(\mathbb{R})\). (English) Zbl 07543361 Ergodic Theory Dyn. Syst. 42, No. 7, 2207-2238 (2022). MSC: 60G50 60J10 60K05 60B15 37H99 37A05 PDF BibTeX XML Cite \textit{S. Brofferio} et al., Ergodic Theory Dyn. Syst. 42, No. 7, 2207--2238 (2022; Zbl 07543361) Full Text: DOI OpenURL
Dussaule, Matthieu Local limit theorems in relatively hyperbolic groups. I: Rough estimates. (English) Zbl 07543349 Ergodic Theory Dyn. Syst. 42, No. 6, 1926-1966 (2022). MSC: 60F15 60G50 20F65 20F67 20P05 PDF BibTeX XML Cite \textit{M. Dussaule}, Ergodic Theory Dyn. Syst. 42, No. 6, 1926--1966 (2022; Zbl 07543349) Full Text: DOI OpenURL
Al’pin, Yu. A.; Bashkin, I. V. Nonnegative chainable matrices and Kolmogorov’s condition. (English. Russian original) Zbl 07543059 J. Math. Sci., New York 262, No. 1, 1-10 (2022); translation from Zap. Nauchn. Semin. POMI 504, 5-20 (2021). MSC: 60J05 60G05 60F05 15B51 PDF BibTeX XML Cite \textit{Yu. A. Al'pin} and \textit{I. V. Bashkin}, J. Math. Sci., New York 262, No. 1, 1--10 (2022; Zbl 07543059); translation from Zap. Nauchn. Semin. POMI 504, 5--20 (2021) Full Text: DOI OpenURL
Shyamalkumar, Nariankadu D.; Tao, Siyang \(t\)-copula from the viewpoint of tail dependence matrices. (English) Zbl 07543005 J. Multivariate Anal. 191, Article ID 105027, 22 p. (2022). MSC: 62H20 60G70 52B05 60-08 05-04 PDF BibTeX XML Cite \textit{N. D. Shyamalkumar} and \textit{S. Tao}, J. Multivariate Anal. 191, Article ID 105027, 22 p. (2022; Zbl 07543005) Full Text: DOI OpenURL
Hoang, Viet Hung; Raschel, Kilian; Tarrago, Pierre Constructing discrete harmonic functions in wedges. (English) Zbl 07542899 Trans. Am. Math. Soc. 375, No. 7, 4741-4782 (2022). MSC: 31C35 60G50 60J45 60J50 31C20 PDF BibTeX XML Cite \textit{V. H. Hoang} et al., Trans. Am. Math. Soc. 375, No. 7, 4741--4782 (2022; Zbl 07542899) Full Text: DOI OpenURL
Kulczycki, Tadeusz; Kulik, Alexei; Ryznar, Michał On weak solution of SDE driven by inhomogeneous singular Lévy noise. (English) Zbl 07542895 Trans. Am. Math. Soc. 375, No. 7, 4567-4618 (2022). MSC: 60H10 60G51 47G20 PDF BibTeX XML Cite \textit{T. Kulczycki} et al., Trans. Am. Math. Soc. 375, No. 7, 4567--4618 (2022; Zbl 07542895) Full Text: DOI OpenURL
Norros, Ilkka Information-based long-range dependence. (English) Zbl 07542829 Queueing Syst. 100, No. 3-4, 321-323 (2022). MSC: 90B22 60G15 60K25 PDF BibTeX XML Cite \textit{I. Norros}, Queueing Syst. 100, No. 3--4, 321--323 (2022; Zbl 07542829) Full Text: DOI OpenURL
Durvy, Mathilde; Dousse, Olivier; Thiran, Patrick On the transition times in a loss model of wireless networks. (English) Zbl 07542821 Queueing Syst. 100, No. 3-4, 289-291 (2022). MSC: 90B22 60K35 60G60 60K25 90B10 PDF BibTeX XML Cite \textit{M. Durvy} et al., Queueing Syst. 100, No. 3--4, 289--291 (2022; Zbl 07542821) Full Text: DOI OpenURL
Dȩbicki, Krzysztof Exact asymptotics of Gaussian-driven tandem queues. (English) Zbl 07542820 Queueing Syst. 100, No. 3-4, 285-287 (2022). MSC: 90B22 60K25 60G15 PDF BibTeX XML Cite \textit{K. Dȩbicki}, Queueing Syst. 100, No. 3--4, 285--287 (2022; Zbl 07542820) Full Text: DOI OpenURL
Telek, Miklós The two-matrix problem. (English) Zbl 07542815 Queueing Syst. 100, No. 3-4, 265-267 (2022). MSC: 90B22 60K25 60G55 PDF BibTeX XML Cite \textit{M. Telek}, Queueing Syst. 100, No. 3--4, 265--267 (2022; Zbl 07542815) Full Text: DOI OpenURL
Kella, Offer Martingales associated with functions of Markov and finite variation processes. (English) Zbl 07542800 Queueing Syst. 100, No. 3-4, 205-207 (2022). MSC: 60G44 60J25 PDF BibTeX XML Cite \textit{O. Kella}, Queueing Syst. 100, No. 3--4, 205--207 (2022; Zbl 07542800) Full Text: DOI OpenURL
Liu, Guoxin; Liu, Xiaoying; Liu, Zhaoyang The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model. (English) Zbl 07542689 J. Comput. Appl. Math. 413, Article ID 114368, 14 p. (2022). MSC: 60J25 65K10 91B05 93E20 60G55 PDF BibTeX XML Cite \textit{G. Liu} et al., J. Comput. Appl. Math. 413, Article ID 114368, 14 p. (2022; Zbl 07542689) Full Text: DOI OpenURL
Xiang, Jiangming; Wang, Xiaoqun Quasi-Monte Carlo simulation for American option sensitivities. (English) Zbl 07542677 J. Comput. Appl. Math. 413, Article ID 114268, 11 p. (2022). MSC: 91G60 65C05 65D30 91G20 60G40 PDF BibTeX XML Cite \textit{J. Xiang} and \textit{X. Wang}, J. Comput. Appl. Math. 413, Article ID 114268, 11 p. (2022; Zbl 07542677) Full Text: DOI OpenURL
Fenzl, Marcel; Lambert, Gaultier Precise deviations for disk counting statistics of invariant determinantal processes. (English) Zbl 07542565 Int. Math. Res. Not. 2022, No. 10, 7420-7494 (2022). MSC: 60G55 60F10 PDF BibTeX XML Cite \textit{M. Fenzl} and \textit{G. Lambert}, Int. Math. Res. Not. 2022, No. 10, 7420--7494 (2022; Zbl 07542565) Full Text: DOI OpenURL
Borovitskiy, V. Littlewood-Paley-Rubio de Francia inequality for the two-parameter Walsh system. (English. Russian original) Zbl 07542500 J. Math. Sci., New York 261, No. 6, 746-756 (2022); translation from Zap. Nauchn. Semin. POMI 491, 27-42 (2020). MSC: 42C10 42B25 60G42 PDF BibTeX XML Cite \textit{V. Borovitskiy}, J. Math. Sci., New York 261, No. 6, 746--756 (2022; Zbl 07542500); translation from Zap. Nauchn. Semin. POMI 491, 27--42 (2020) Full Text: DOI OpenURL
Vershik, A. M.; Petrov, F. V. A generalized Maxwell-Poincaré lemma and Wishart measures. (English. Russian original) Zbl 07542489 J. Math. Sci., New York 261, No. 5, 601-607 (2022); translation from Zap. Nauchn. Semin. POMI 507, 15-25 (2021). MSC: 60Gxx 22Exx 28Cxx PDF BibTeX XML Cite \textit{A. M. Vershik} and \textit{F. V. Petrov}, J. Math. Sci., New York 261, No. 5, 601--607 (2022; Zbl 07542489); translation from Zap. Nauchn. Semin. POMI 507, 15--25 (2021) Full Text: DOI OpenURL
Aggarwal, Daksh; Subedi, Unique; Verreault, William; Zaman, Asif; Zheng, Chenghui A conjectural asymptotic formula for multiplicative chaos in number theory. (English) Zbl 07541954 Res. Number Theory 8, No. 2, Paper No. 35, 19 p. (2022). MSC: 11N37 60G57 11M50 05A15 11N60 PDF BibTeX XML Cite \textit{D. Aggarwal} et al., Res. Number Theory 8, No. 2, Paper No. 35, 19 p. (2022; Zbl 07541954) Full Text: DOI OpenURL
Bayraktar, Erhan; Bernhardt, Thomas On the continuity of the Root barrier. (English) Zbl 07541850 Proc. Am. Math. Soc. 150, No. 7, 3133-3145 (2022). MSC: 60G40 60G44 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{T. Bernhardt}, Proc. Am. Math. Soc. 150, No. 7, 3133--3145 (2022; Zbl 07541850) Full Text: DOI OpenURL
Gałązka, Tomasz; Osękowski, Adam A probabilistic approach to Hilbert transforms on free group von Neumann algebras. (English) Zbl 07541829 Proc. Am. Math. Soc. 150, No. 7, 2861-2877 (2022). MSC: 46L53 42B30 42B35 60G44 PDF BibTeX XML Cite \textit{T. Gałązka} and \textit{A. Osękowski}, Proc. Am. Math. Soc. 150, No. 7, 2861--2877 (2022; Zbl 07541829) Full Text: DOI OpenURL
Urban, Roman A note on Lévy subordinators in cones of fuzzy sets in Banach spaces. (English) Zbl 07541643 Math. Slovaca 72, No. 3, 787-796 (2022). MSC: 60A86 60G51 60G20 PDF BibTeX XML Cite \textit{R. Urban}, Math. Slovaca 72, No. 3, 787--796 (2022; Zbl 07541643) Full Text: DOI OpenURL
Ben-Ari, Iddo; Schinazi, Rinaldo B. Self-similarity in an exchangeable site-dynamics model. (English) Zbl 07541203 J. Stat. Phys. 188, No. 2, Paper No. 17, 17 p. (2022). MSC: 60J10 60E07 92Dxx 60Gxx PDF BibTeX XML Cite \textit{I. Ben-Ari} and \textit{R. B. Schinazi}, J. Stat. Phys. 188, No. 2, Paper No. 17, 17 p. (2022; Zbl 07541203) Full Text: DOI OpenURL
Bladt, Martin; Hashorva, Enkelejd; Shevchenko, Georgiy Tail measures and regular variation. (English) Zbl 07541200 Electron. J. Probab. 27, Paper No. 64, 43 p. (2022). MSC: 28A33 60G70 PDF BibTeX XML Cite \textit{M. Bladt} et al., Electron. J. Probab. 27, Paper No. 64, 43 p. (2022; Zbl 07541200) Full Text: DOI OpenURL
Can, V. H.; Croydon, D. A.; Kumagai, T. Spectral dimension of simple random walk on a long-range percolation cluster. (English) Zbl 07541199 Electron. J. Probab. 27, Paper No. 56, 37 p. (2022). MSC: 60K35 82B43 60J35 60G50 60K37 PDF BibTeX XML Cite \textit{V. H. Can} et al., Electron. J. Probab. 27, Paper No. 56, 37 p. (2022; Zbl 07541199) Full Text: DOI OpenURL
Gusakova, Anna; Kabluchko, Zakhar; Thäle, Christoph The \(\beta \)-Delaunay tessellation. II: the Gaussian limit tessellation. (English) Zbl 07541197 Electron. J. Probab. 27, Paper No. 62, 33 p. (2022). Reviewer: Rolf Schneider (Freiburg im Breisgau) MSC: 60D05 52A22 60G55 60F17 PDF BibTeX XML Cite \textit{A. Gusakova} et al., Electron. J. Probab. 27, Paper No. 62, 33 p. (2022; Zbl 07541197) Full Text: DOI OpenURL
Bowditch, Adam M.; Croydon, David A. Biased random walk on supercritical percolation: anomalous fluctuations in the ballistic regime. (English) Zbl 07541194 Electron. J. Probab. 27, Paper No. 68, 22 p. (2022). MSC: 60K35 60G50 60K37 PDF BibTeX XML Cite \textit{A. M. Bowditch} and \textit{D. A. Croydon}, Electron. J. Probab. 27, Paper No. 68, 22 p. (2022; Zbl 07541194) Full Text: DOI OpenURL
Bosi, Gianluca; Hu, Yiping; Peres, Yuval Recurrence and windings of two revolving random walks. (English) Zbl 07541193 Electron. J. Probab. 27, Paper No. 66, 22 p. (2022). MSC: 60G50 60J10 PDF BibTeX XML Cite \textit{G. Bosi} et al., Electron. J. Probab. 27, Paper No. 66, 22 p. (2022; Zbl 07541193) Full Text: DOI OpenURL