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KIAS Springer Series in Mathematics 3. Singapore: Springer (ISBN 978-981-975172-3/hbk; 978-981-975175-4/pbk; 978-981-975173-0/ebook). xi, 221 p. (2025).

MSC: 15-02 60-02 15B52 60B20 60G55 60J60

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Voit, Michael

On the differential equations of frozen Calogero-Moser-Sutherland particle models. (English) Zbl 07923646

J. Math. Anal. Appl. 541, No. 2, Article ID 128710, 32 p. (2025).

MSC: 37J38 37J35 33C45 70H06 60J65 15B52 60B20

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Souto Arias, Luis A.; Cirillo, Pasquale; Oosterlee, Cornelis W.

The Heston-Queue-Hawkes process: a new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions. (English) Zbl 1542.91405

J. Comput. Appl. Math. 454, Article ID 116177, 21 p. (2025).

MSC: 91G20 60G55 60J74 35Q91

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Kamatani, Kengo

Stability of Markov chain Monte Carlo methods (to appear). (English) Zbl 06690415

SpringerBriefs in Statistics. JSS Research Series in Statistics. Tokyo: Springer (ISBN 978-4-431-55256-7/pbk; 978-4-431-55257-4/ebook). vi, 104 p. (2025).

MSC: 62-02 62C10 65C05 65C40 60J10

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Ferrante, Marco; Bardina, Xavier

An excursion into Markov chains (to appear). (English) Zbl 06423126

Unitext. La Matematica per il 3+2. Cham: Springer (ISBN 978-3-319-12831-3/pbk; 978-3-319-12832-0/ebook). 250 p. (2025).

MSC: 60-01 60J10 60J20 60G05

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Aleksian, Ashot; Villeneuve, Stéphane

Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications. arXiv:2501.11797

Preprint, arXiv:2501.11797 [math.PR] (2025).

MSC: 60H10 60J60 60K35

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Harris, Pamela E.; Holleben, Thiago; Mori, J. Carlos Martínez; Priestley, Amanda; Sullivan, Keith; Wagenius, Per

A Probabilistic Parking Process and Labeled IDLA. arXiv:2501.11718

Preprint, arXiv:2501.11718 [math.PR] (2025).

MSC: 60C05 60K35 60J05

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Defant, Colin; Jiradilok, Pakawut; Mossel, Elchanan

Random Subwords and Billiard Walks in Affine Weyl Groups. arXiv:2501.11095

Preprint, arXiv:2501.11095 [math.PR] (2025).

MSC: 05E16 20F55 60G50 60J10

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Noda, Ryoichiro

Continuity of the Revuz correspondence under the absolute continuity condition. arXiv:2501.10994

Preprint, arXiv:2501.10994 [math.PR] (2025).

MSC: 60J46 31C25 60J55

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Huang, Qiao; Privault, Nicolas

Binary Galton-Watson trees with mutations. arXiv:2501.10951

Preprint, arXiv:2501.10951 [q-bio.PE] (2025).

MSC: 34-04 05C05 60J80 60J85

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Mishura, Yuliia; Schilling, René L.

Functional limit theorems for a time-changed multidimensional Wiener process. arXiv:2501.10820

Preprint, arXiv:2501.10820 [math.PR] (2025).

MSC: 60J65 60J60 60J55 60F05 60F17

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Öz, Mehmet

Strong law of large numbers for a branching random walk among Bernoulli traps. arXiv:2501.10329

Preprint, arXiv:2501.10329 [math.PR] (2025).

MSC: 60J80 60K37 60G50 60F15 60J10

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Pozdnyakov, Vladimir

Martingale Approach to Gambler’s Ruin Problem for Correlated Random Walks. arXiv:2501.10302

Preprint, arXiv:2501.10302 [math.PR] (2025).

MSC: 60G42 60J10

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Chevyrev, Ilya; Korepanov, Alexey

Rates of memory loss for null recurrent Markov chains. arXiv:2501.10169

Preprint, arXiv:2501.10169 [math.PR] (2025).

MSC: 60J05 60K05 40E05

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Belfadli, R.; Boulanba, L.; Ouknine, Y.

On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes. arXiv:2501.10036

Preprint, arXiv:2501.10036 [math.PR] (2025).

MSC: 60H10 60H35 60J60

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Seo, Junsu

Connecting SPDE to SGMs. arXiv:2501.08877

Preprint, arXiv:2501.08877 [math.AP] (2025).

MSC: 60H15 35R60 60J60

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Barbieri, Davide; Bonforte, Matteo; Ibarrondo, Peio

Is Stochastic Gradient Descent Effective? A PDE Perspective on Machine Learning processes. arXiv:2501.08425

Preprint, arXiv:2501.08425 [cs.LG] (2025).

MSC: 35Q68 68T07 35K65 35B40 60J60 35J70 35K15

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Lam, Samuel Chun-Hei; Sirignano, Justin; Spiliopoulos, Konstantinos

Convergence Analysis of Real-time Recurrent Learning (RTRL) for a class of Recurrent Neural Networks. arXiv:2501.08040

Preprint, arXiv:2501.08040 [cs.LG] (2025).

MSC: 68T07 68T05 60J20

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Banerjee, Sayan; Budhiraja, Amarjit; Rudzis, Peter

Strong existence, pathwise uniqueness and chains of collisions in infinite Brownian particle systems. arXiv:2501.07840

Preprint, arXiv:2501.07840 [math.PR] (2025).

MSC: 60J60 60K35 60J25 60H10

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KhudaBukhsh, Wasiur R.; Xiang, Yangrui

Mixing time for a noisy SIS model on graphs. arXiv:2501.07738

Preprint, arXiv:2501.07738 [math.PR] (2025).

MSC: 60J10 60J20 92D25

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Cho, Soobin

Stable characterization of diagonal heat kernel upper bounds for symmetric Dirichlet forms. arXiv:2501.06866

Preprint, arXiv:2501.06866 [math.AP] (2025).

MSC: 35K08 31C25 60J35

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Chen, Zhen-Qing; Peng, Jun

Dirichlet problem for diffusions with jumps. arXiv:2501.06747

Preprint, arXiv:2501.06747 [math.PR] (2025).

MSC: 60H30 35S15 60J45 60G53

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Jacquier, Vanessa

Exploring Metastability in Ising models: critical droplets, energy barriers and exit time. arXiv:2501.06163

Preprint, arXiv:2501.06163 [cond-mat.stat-mech] (2025).

MSC: 60J10 60J45 60K35 82C20 82C22 82C26 05B45

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Tóth, Imre Péter

Lonely passenger problem: the more buses there are, the more lonely passengers there will be. arXiv:2501.05758

Preprint, arXiv:2501.05758 [math.PR] (2025).

MSC: 60J10 60C05

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Graves-McCleary, Anthony

Heat Kernel Estimates for Schrödinger Operators in the Domain Above a Bounded Lipschitz Function. arXiv:2501.05641

Preprint, arXiv:2501.05641 [math.AP] (2025).

MSC: 35K08 35J10 31B05 60J65

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Abildaev, Temirlan

Limit theorems for the generator of a symmetric Levy process with the delta potential. arXiv:2501.05522

Preprint, arXiv:2501.05522 [math.PR] (2025).

MSC: 60G51 60J55 60F05 47D08 60J35

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Mentemeier, Sebastian; Verovkin, Glib

A probabilistic study of the set of stationary solutions to spatial kinetic-type equations. arXiv:2501.05133

Preprint, arXiv:2501.05133 [math.PR] (2025).

MSC: 60J85 60F05 82C40

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Araújo, Damião J.; Teymurazyan, Rafayel

Interacting free boundaries in obstacle problems. arXiv:2501.04863

Preprint, arXiv:2501.04863 [math.AP] (2025).

MSC: 35J47 35R35 60J60

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Graves-McCleary, Anthony; Saloff-Coste, Laurent

Heat Kernel Estimates for Schrödinger Operators with Decay at Infinity on Parabolic Manifolds. arXiv:2501.04221

Preprint, arXiv:2501.04221 [math.AP] (2025).

MSC: 60J25 58J35 35J10 35K08 58J65

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Ferrari, Patrik L.; Schmid, Dominik

Mixing times for the open ASEP at the triple point. arXiv:2501.03951

Preprint, arXiv:2501.03951 [math.PR] (2025).

MSC: 60K35 60K37 60J27

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Boutillon, Nathanaël; Kim, Yong-Jung; Roques, Lionel

Impact of diffusion mechanisms on persistence and spreading. arXiv:2501.03816

Preprint, arXiv:2501.03816 [math.AP] (2025).

MSC: 35K57 35B40 92D25 60J70 35Q92

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Riabov, Georgii

Constructing stochastic flows of kernels. arXiv:2501.02655

Preprint, arXiv:2501.02655 [math.PR] (2025).

MSC: 60J25 60K37

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Mougabe-Peurkor, Anicet; Dramé, Ibrahima; N’zi, Modeste; Pardoux, Étienne

Extinction time of an epidemic with infection-age-dependent infectivity. (English) Zbl 07971530

Rev. Unión Mat. Argent. 67, No. 2, 417-443 (2024).

MSC: 60J80 60J85 92D30

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Hirsch, Max; Zanoni, Andrea

Stochastic gradient descent in continuous time for drift identification in multiscale diffusions. (English) Zbl 07971359

ESAIM, Math. Model. Numer. Anal. 58, No. 6, 2387-2414 (2024).

MSC: 60H35 60H10 60J60 62F12 62M05 62M20 65C30

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Wellalage, Achini; Fackrell, Mark; Zhang, Lele

A Monte Carlo simulation-based simulated annealing algorithm for predicting the minimum staffing requirement at a blood donor centre. (English) Zbl 07970635

Ann. Oper. Res. 342, No. 3, 1945-1990 (2024).

MSC: 90Cxx 90Bxx 60Jxx

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Mengütürk, Levent Ali; Mengütürk, Murat Cahit

From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers. (English) Zbl 07969953

Stoch. Dyn. 24, No. 7, Article ID 2450051, 31 p. (2024).

MSC: 60J60 60H10 93E20

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Anzeletti, Lukas

Comparison of classical and path-by-path solutions to SDEs. (English) Zbl 07969951

Stoch. Dyn. 24, No. 7, Article ID 2450049, 13 p. (2024).

MSC: 60H50 60H10 60J65

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Found 63,868 Documents (Results 1–100)

Nonlinear semimartingales and Markov processes with jumps. (English) Zbl 07971658

Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction. (English) Zbl 07971569

On the time consistent solution to optimal stopping problems with expectation constraint. (English) Zbl 07971564

Probabilistic Lambert problem: connections with optimal mass transport, Schrödinger bridge, and reaction-diffusion PDEs. (English) Zbl 07971540

Probability distance estimates between diffusion processes and applications to singular McKean-Vlasov SDEs. (English) Zbl 07971504

Cameron-Storvick type theorems for conditional modified generalized analytic function space Feynman integrals. (English) Zbl 07971319

Caloric functions and boundary regularity for the fractional Laplacian in Lipschitz open sets. (English) Zbl 07967088

Fractional Laplacian with supercritical killings. (English) Zbl 07966790

Residualities and uniform ergodicities of Markov semigroups. (English) Zbl 07966022

Stochastic models of zoonotic avian influenza with multiple hosts, environmental transmission, and migration in the natural reservoir. (English) Zbl 07965891

On the moments of the asymmetric \(n\)-player gambler’s ruin problem. (English) Zbl 07965389

A finite expression method for solving high-dimensional committor problems. (English) Zbl 07964729

Existence, uniqueness and stability analysis for neutral stochastic functional differential equations with jumps and infinite delay. (English) Zbl 07964601

On time-changed linear birth-death-immigration process. (English) Zbl 07964594

Polynomial approximation of discounted moments. (English) Zbl 07963951

Exchangeable coalescents beyond the Cannings class. (English) Zbl 07963937

On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift. (English) Zbl 07963483

\(L^2\)-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems. (English) Zbl 07963482

Dual process in the two-parameter Poisson-Dirichlet diffusion. (English) Zbl 07963478

Weak convergence of continuous-state branching processes with large immigration. (English) Zbl 07963475

Rate of escape of the conditioned two-dimensional simple random walk. (English) Zbl 07963472

Power Brownian motion: an Ornstein-Uhlenbeck lookout. (English) Zbl 07963381

On a model of evolution of subspecies. (English) Zbl 07963307

Wasserstein contraction for the stochastic Morris-Lecar neuron model. (English) Zbl 07962656

Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus. (English) Zbl 07962238

Model selection for Markov random fields on graphs under a mixing condition. (English) Zbl 07962237

The site frequency spectrum for coalescing Brownian motion. (English) Zbl 07962235

Global dynamics of a stochastic smoking epidemic model driven by Black-Karasinski process. (English) Zbl 07961464

Asymptotic distribution of the final size of a stochastic SIR epidemic on heterogeneous networks. (English) Zbl 07961457

Proof of a conjecture about Parrondo’s paradox for two-armed slot machines. (English) Zbl 07960762

Fully graphic degree sequences and P-stable degree sequences. (English) Zbl 07960467

Identifying circular orders for blobs in phylogenetic networks. (English) Zbl 07960466

Urn models, Markov chains and random walks in cosmological topologically massive gravity at the critical point. (English) Zbl 07960178

A note on the topological synchronization of unimodal maps. (English) Zbl 07959767

Every exponential group supports a positive harmonic function. (English) Zbl 07959320

Pricing exchange options under hybrid stochastic volatility and interest rate models. (English) Zbl 07958806

Revisiting the region determined by Spearman’s \(\rho\) and Spearman’s footrule \(\phi\). (English) Zbl 07958804

Markov chains in the domain of attraction of Brownian motion in cones. (English) Zbl 07957625

Pricing formula of lookback option in stochastic delay differential equation model. (English) Zbl 07955938

On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations. (English) Zbl 07955929

Exact convergence rate of the central limit theorem and polynomial convergence rate for branching processes in a random environment. (English) Zbl 07955925

Stabilization of nonhomogenous semi-Markov jump linear systems with synchronous switching delays via aperiodically intermittent control. (English) Zbl 07954675

Liouville theorems for elliptic equations involving regional fractional Laplacian with order in \((0,1/2]\). (English) Zbl 07953698

An \(L_q (L_p)\)-regularity theory for parabolic equations with integro-differential operators having low intensity kernels. (English) Zbl 07950086

A stochastic mosquito population suppression model based on incomplete cytoplasmic incompatibility and time switching. (English) Zbl 07950077

An exact bandit model for the risk-volatility tradeoff. (English) Zbl 07949242

Precise large deviations for the total population of heavy-tailed subcritical branching processes with immigration. (English) Zbl 07948988

A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals. (English) Zbl 07948986

Quasi-ergodic limits for moments of jumps under absorbing stable processes. (English) Zbl 07948985

Quasi-stationary distributions of one-dimensional generalized diffusions without natural boundaries. (English) Zbl 07948492

High moments of the SHE in the clustering regimes. (English) Zbl 07945280

Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration. (English) Zbl 07942271

Average mixing in quantum walks of reversible Markov chains. (English) Zbl 07940870

Small deviations for the mutual intersection local time of Brownian motions. (English) Zbl 07939473

Planar random motions in a vortex. (English) Zbl 07939472

Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line. (English) Zbl 07938588

Tail probability of maximal displacement in critical branching Lévy process with stable branching. (English) Zbl 07938582

Optimal stopping of the stable process with state-dependent killing. (English) Zbl 07938581

Estimation of a pure-jump stable Cox-Ingersoll-Ross process. (English) Zbl 07938576

Yule’s “Nonsense correlation”: moments and density. (English) Zbl 07938573

Self-normalized Cramér type moderate deviations for martingales and applications. (English) Zbl 07938562

The Euler-Maruyama approximation of state-dependent regime switching diffusions. (English) Zbl 07931763

Super-efficient exact Hamiltonian Monte Carlo for the von Mises distribution. (English) Zbl 1548.65024

Progress on the study of the Ginibre ensembles. (English) Zbl 07925435

On the differential equations of frozen Calogero-Moser-Sutherland particle models. (English) Zbl 07923646

The Heston-Queue-Hawkes process: a new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions. (English) Zbl 1542.91405

Stability of Markov chain Monte Carlo methods (to appear). (English) Zbl 06690415

An excursion into Markov chains (to appear). (English) Zbl 06423126

Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications. arXiv:2501.11797

A Probabilistic Parking Process and Labeled IDLA. arXiv:2501.11718

Random Subwords and Billiard Walks in Affine Weyl Groups. arXiv:2501.11095

Continuity of the Revuz correspondence under the absolute continuity condition. arXiv:2501.10994

Binary Galton-Watson trees with mutations. arXiv:2501.10951