Kanoria, Yash; Lobel, Ilan; Lu, Jiaqi Managing customer churn via service mode control. (English) Zbl 07872333 Math. Oper. Res. 49, No. 2, 1192-1222 (2024). MSC: 60G07 93E20 PDFBibTeX XMLCite \textit{Y. Kanoria} et al., Math. Oper. Res. 49, No. 2, 1192--1222 (2024; Zbl 07872333) Full Text: DOI
Rozora, Iryna; Mlavets, Yurii; Vasylyk, Olga; Polishchuk, Volodymyr On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\). (English) Zbl 07865980 J. Theor. Probab. 37, No. 2, 1627-1653 (2024). MSC: 60G07 65C20 PDFBibTeX XMLCite \textit{I. Rozora} et al., J. Theor. Probab. 37, No. 2, 1627--1653 (2024; Zbl 07865980) Full Text: DOI
Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. Exit times for a discrete Markov additive process. (English) Zbl 07865964 J. Theor. Probab. 37, No. 2, 1052-1078 (2024). MSC: 60G07 60G50 60G51 60G70 60J05 PDFBibTeX XMLCite \textit{Z. Palmowski} et al., J. Theor. Probab. 37, No. 2, 1052--1078 (2024; Zbl 07865964) Full Text: DOI arXiv
Ning, Ning; Wu, Jing; Zheng, Jinwei One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients. (English) Zbl 07825644 Stochastic Processes Appl. 171, Article ID 104315, 23 p. (2024). MSC: 60G07 60G20 49J40 PDFBibTeX XMLCite \textit{N. Ning} et al., Stochastic Processes Appl. 171, Article ID 104315, 23 p. (2024; Zbl 07825644) Full Text: DOI arXiv
Poffenbarger, Kai; Pandey, Rohan Analyzing the birth-death model of Oncostreams in Glioma, and the effects of Cytochalasin D treatment. arXiv:2407.10983 Preprint, arXiv:2407.10983 [q-bio.TO] (2024). MSC: 60G07 BibTeX Cite \textit{K. Poffenbarger} and \textit{R. Pandey}, ``Analyzing the birth-death model of Oncostreams in Glioma, and the effects of Cytochalasin D treatment'', Preprint, arXiv:2407.10983 [q-bio.TO] (2024) Full Text: arXiv OA License
Linn, Samantha; Lawley, Sean D Cover times with stochastic resetting. arXiv:2406.12154 Preprint, arXiv:2406.12154 [math.PR] (2024). MSC: 60G07 60G70 60J27 60J60 60J65 BibTeX Cite \textit{S. Linn} and \textit{S. D Lawley}, ``Cover times with stochastic resetting'', Preprint, arXiv:2406.12154 [math.PR] (2024) Full Text: arXiv OA License
Xia, Mingtao; Li, Xiangting; Shen, Qijing; Chou, Tom An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks. arXiv:2406.01653 Preprint, arXiv:2406.01653 [stat.ML] (2024). MSC: 60G07 60J76 BibTeX Cite \textit{M. Xia} et al., ``An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks'', Preprint, arXiv:2406.01653 [stat.ML] (2024) Full Text: arXiv OA License
Rickelhoff, Sebastian; Schnurr, Alexander Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations. arXiv:2403.12613 Preprint, arXiv:2403.12613 [math.PR] (2024). MSC: 60G07 60H10 60J76 BibTeX Cite \textit{S. Rickelhoff} and \textit{A. Schnurr}, ``Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations'', Preprint, arXiv:2403.12613 [math.PR] (2024) Full Text: arXiv OA License
Bonnier, Patric; Liu, Chong; Oberhauser, Harald Adapted topologies and higher rank signatures. (English) Zbl 1537.60038 Ann. Appl. Probab. 33, No. 3, 2136-2175 (2023). Reviewer: Rosa Lili Dora Preiß (Leipzig) MSC: 60G07 60L10 PDFBibTeX XMLCite \textit{P. Bonnier} et al., Ann. Appl. Probab. 33, No. 3, 2136--2175 (2023; Zbl 1537.60038) Full Text: DOI arXiv
Bisewski, Krzysztof; Hashorva, Enkelejd; Shevchenko, Georgiy The harmonic mean formula for random processes. (English) Zbl 1516.60020 Stochastic Anal. Appl. 41, No. 3, 591-603 (2023). MSC: 60G07 60G17 60G70 PDFBibTeX XMLCite \textit{K. Bisewski} et al., Stochastic Anal. Appl. 41, No. 3, 591--603 (2023; Zbl 1516.60020) Full Text: DOI arXiv
Dzhalladova, Irada; Růžičková, Miroslava Systems of differential equations modeling non-Markov processes. (English) Zbl 07675571 Arch. Math. (Brno) 59, No. 1, 21-29 (2023). MSC: 60G07 34K06 PDFBibTeX XMLCite \textit{I. Dzhalladova} and \textit{M. Růžičková}, Arch. Math. (Brno) 59, No. 1, 21--29 (2023; Zbl 07675571) Full Text: DOI
Etoré, Pierre; Martinez, Miguel Stochastic processes associated to multidimensional parabolic transmission problems in divergence form. (English) Zbl 1515.60077 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 291-311 (2023). MSC: 60G07 60G12 35K67 PDFBibTeX XMLCite \textit{P. Etoré} and \textit{M. Martinez}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 291--311 (2023; Zbl 1515.60077) Full Text: arXiv Link
Klump, Alexander; Savov, Mladen Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions. arXiv:2305.10967 Preprint, arXiv:2305.10967 [math.PR] (2023). MSC: 60G07 60J25 60G51 60J60 60G40 60E15 BibTeX Cite \textit{A. Klump} and \textit{M. Savov}, ``Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions'', Preprint, arXiv:2305.10967 [math.PR] (2023) Full Text: arXiv OA License
Milazzo, Alessandro On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems. arXiv:2301.05458 Preprint, arXiv:2301.05458 [math.OC] (2023). MSC: 60G07 60G40 60J60 49N30 35R35 BibTeX Cite \textit{A. Milazzo}, ``On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems'', Preprint, arXiv:2301.05458 [math.OC] (2023) Full Text: arXiv OA License
Mokliachuk, Oleksandr Quasi-Banach spaces of random variables and modeling of stochastic processes. (English) Zbl 1515.60078 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 351-414 (2022). MSC: 60G07 60G15 60G17 62M15 46E30 PDFBibTeX XMLCite \textit{O. Mokliachuk}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 351--414 (2022; Zbl 1515.60078) Full Text: DOI
Kikuchi, Masato On some inequalities for the optional projection and the predictable projection of a discrete parameter process. (Sur quelques inégalités pour la projection optionnelle et la projection prévisible d’un processus de paramètre discret.) (English. French summary) Zbl 1511.60060 Ann. Math. Blaise Pascal 29, No. 1, 149-185 (2022). MSC: 60G07 46E30 60E15 PDFBibTeX XMLCite \textit{M. Kikuchi}, Ann. Math. Blaise Pascal 29, No. 1, 149--185 (2022; Zbl 1511.60060) Full Text: DOI
Benth, Fred Espen; Di Nunno, Giulia; Schroers, Dennis Copula measures and Sklar’s theorem in arbitrary dimensions. (English) Zbl 1496.60029 Scand. J. Stat. 49, No. 3, 1144-1183 (2022). MSC: 60G07 62H05 PDFBibTeX XMLCite \textit{F. E. Benth} et al., Scand. J. Stat. 49, No. 3, 1144--1183 (2022; Zbl 1496.60029) Full Text: DOI arXiv OA License
Brückerhoff, Martin; Huesmann, Martin; Juillet, Nicolas Shadow martingales – a stochastic mass transport approach to the peacock problem. (English) Zbl 1507.60041 Electron. J. Probab. 27, Paper No. 127, 62 p. (2022). MSC: 60G07 60G44 60E15 49Q22 91G20 PDFBibTeX XMLCite \textit{M. Brückerhoff} et al., Electron. J. Probab. 27, Paper No. 127, 62 p. (2022; Zbl 1507.60041) Full Text: DOI arXiv Link
Obiang, Fulgence Eyi; Moutsinga, Octave; Ouknine, Youssef An ideal class to construct solutions for skew Brownian motion equations. (English) Zbl 1502.60037 J. Theor. Probab. 35, No. 2, 894-916 (2022). MSC: 60G07 60G20 60G46 60G48 PDFBibTeX XMLCite \textit{F. E. Obiang} et al., J. Theor. Probab. 35, No. 2, 894--916 (2022; Zbl 1502.60037) Full Text: DOI arXiv
Gutierrez-Pavón, Jonathan; Pacheco, Carlos G. Quenched distributions for the maximum, minimum and local time of the Brox diffusion. (English) Zbl 1474.60092 Stat. Probab. Lett. 180, Article ID 109238, 7 p. (2022). MSC: 60G07 PDFBibTeX XMLCite \textit{J. Gutierrez-Pavón} and \textit{C. G. Pacheco}, Stat. Probab. Lett. 180, Article ID 109238, 7 p. (2022; Zbl 1474.60092) Full Text: DOI
Lê, Khoa Quantitative John–Nirenberg inequality for stochastic processes of bounded mean oscillation. arXiv:2210.15736 Preprint, arXiv:2210.15736 [math.PR] (2022). MSC: 60G07 60H50 60H35 60H10 BibTeX Cite \textit{K. Lê}, ``Quantitative John--Nirenberg inequality for stochastic processes of bounded mean oscillation'', Preprint, arXiv:2210.15736 [math.PR] (2022) Full Text: arXiv OA License
Obiang, Fulgence Eyi; Mbenangoya, Paule Joyce; MBA, Magloire Yorick Nguema; Moutsinga, Octave A new class of stochastic processes with great potential for interesting applications. arXiv:2210.01524 Preprint, arXiv:2210.01524 [math.PR] (2022). MSC: 60G07 60G20 60G46 60G48 BibTeX Cite \textit{F. E. Obiang} et al., ``A new class of stochastic processes with great potential for interesting applications'', Preprint, arXiv:2210.01524 [math.PR] (2022) Full Text: arXiv OA License
Obiang, Fulgence Eyi; Mbenangoya, Paule Joyce; Faye, Ibrahima; Moutsinga, Octave Stochastic differential equations driven by relative martingales. arXiv:2210.00809 Preprint, arXiv:2210.00809 [math.PR] (2022). MSC: 60G07 60G20 60G46 60G48 BibTeX Cite \textit{F. E. Obiang} et al., ``Stochastic differential equations driven by relative martingales'', Preprint, arXiv:2210.00809 [math.PR] (2022) Full Text: arXiv OA License
Patie, P.; Srapionyan, A. Spectral projections correlation structure for short-to-long range dependent processes. (English) Zbl 1499.60107 Eur. J. Appl. Math. 32, No. 1, 1-31 (2021). MSC: 60G07 47B40 62H20 62M02 62M07 PDFBibTeX XMLCite \textit{P. Patie} and \textit{A. Srapionyan}, Eur. J. Appl. Math. 32, No. 1, 1--31 (2021; Zbl 1499.60107) Full Text: DOI arXiv
Bank, Peter; Besslich, David On a stochastic representation theorem for Meyer-measurable processes. (English) Zbl 1480.60079 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1336-1368 (2021). MSC: 60G07 60G40 60H30 93E20 PDFBibTeX XMLCite \textit{P. Bank} and \textit{D. Besslich}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1336--1368 (2021; Zbl 1480.60079) Full Text: DOI
Vasylyk, O. I.; Rozora, I. V.; Ianevych, T. O.; Lovyts’ka, I. I. On some method on model construction for strictly \(\varphi\)-sub-Gaussian generalized fractional Brownian motion. (Ukrainian. English summary) Zbl 1488.60075 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 18-25 (2021). MSC: 60G07 60G17 60G70 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 18--25 (2021; Zbl 1488.60075) Full Text: DOI OA License
Vasylyk, O. I.; Lovyts’ka, I. I. Simulation of a strictly \(\varphi\)-sub-Gaussian generalized fractional Brownian motion. (Ukrainian. English summary) Zbl 1488.60074 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 1, 11-19 (2021). MSC: 60G07 60G17 35R60 60E07 60G70 PDFBibTeX XMLCite \textit{O. I. Vasylyk} and \textit{I. I. Lovyts'ka}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 1, 11--19 (2021; Zbl 1488.60074) Full Text: DOI OA License
Yang, Putian; Zhang, Shiqing Mean square integral inequalities for generalized convex stochastic processes via beta function. (English) Zbl 1469.60103 J. Funct. Spaces 2021, Article ID 4398901, 8 p. (2021). MSC: 60G07 60E15 PDFBibTeX XMLCite \textit{P. Yang} and \textit{S. Zhang}, J. Funct. Spaces 2021, Article ID 4398901, 8 p. (2021; Zbl 1469.60103) Full Text: DOI OA License
Aksamit, Anna; Choulli, Tahir; Jeanblanc, Monique Thin times and random times’ decomposition. (English) Zbl 1480.60078 Electron. J. Probab. 26, Paper No. 31, 22 p. (2021). MSC: 60G07 60G40 60G44 PDFBibTeX XMLCite \textit{A. Aksamit} et al., Electron. J. Probab. 26, Paper No. 31, 22 p. (2021; Zbl 1480.60078) Full Text: DOI arXiv
Selk, Zachary; Honnappa, Harsha A Feynman-Kac Type Theorem for ODEs: Solutions of Second Order ODEs as Modes of Diffusions. arXiv:2106.08525 Preprint, arXiv:2106.08525 [math.CA] (2021). MSC: 60G07 34A99 BibTeX Cite \textit{Z. Selk} and \textit{H. Honnappa}, ``A Feynman-Kac Type Theorem for ODEs: Solutions of Second Order ODEs as Modes of Diffusions'', Preprint, arXiv:2106.08525 [math.CA] (2021) Full Text: arXiv OA License
Criens, David On the existence of semimartingales with continuous characteristics. (English) Zbl 1490.60074 Stochastics 92, No. 5, 785-813 (2020). MSC: 60G07 60G48 60H10 PDFBibTeX XMLCite \textit{D. Criens}, Stochastics 92, No. 5, 785--813 (2020; Zbl 1490.60074) Full Text: DOI arXiv
Akdim, Khadija; Haddadi, Mouna; Ouknine, Youssef Strong Snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale. (English) Zbl 1490.60073 Stochastics 92, No. 3, 335-355 (2020). MSC: 60G07 60H10 PDFBibTeX XMLCite \textit{K. Akdim} et al., Stochastics 92, No. 3, 335--355 (2020; Zbl 1490.60073) Full Text: DOI
Boese, Sarah; Cui, Tracy; Johnston, Samuel; Molino, Gianmarco; Mostovyi, Oleksii Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space. (English) Zbl 1470.60108 Involve 13, No. 4, 607-623 (2020). MSC: 60G07 91G10 91G20 93E20 93E24 PDFBibTeX XMLCite \textit{S. Boese} et al., Involve 13, No. 4, 607--623 (2020; Zbl 1470.60108) Full Text: DOI arXiv
Larsson, Martin; Ruf, Johannes Convergence of local supermartingales. (English. French summary) Zbl 1485.60039 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 4, 2774-2791 (2020). Reviewer: Nikolaos Fountoulakis (Birmingham) MSC: 60G07 60G17 60G44 PDFBibTeX XMLCite \textit{M. Larsson} and \textit{J. Ruf}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 4, 2774--2791 (2020; Zbl 1485.60039) Full Text: DOI arXiv Euclid
Olenko, A. Ya. From subgaussianity to stochastic approximation and modelling. (Ukrainian. English summary) Zbl 1474.60095 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 84-88 (2020). MSC: 60G07 60G15 60G70 01A70 PDFBibTeX XMLCite \textit{A. Ya. Olenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 84--88 (2020; Zbl 1474.60095) Full Text: DOI OA License
Vasylyk, O. I.; Yamnenko, R. Ye.; Yanevych, T. O. Estimation of probability of exceeding a curve by a strictly \(\varphi\)-sub-Gaussian quasishot noise process. (Ukrainian. English summary) Zbl 1474.60096 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 49-56 (2020). MSC: 60G07 60G17 60G70 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 49--56 (2020; Zbl 1474.60096) Full Text: DOI OA License
Kollie, O. D.; Yamnenko, R. E. Alternative estimate of curve exceeding probability of sub-Gaussian random process. (English) Zbl 1474.60094 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1-2, 37-39 (2020). MSC: 60G07 91G05 PDFBibTeX XMLCite \textit{O. D. Kollie} and \textit{R. E. Yamnenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1--2, 37--39 (2020; Zbl 1474.60094) Full Text: DOI OA License
Hopkalo, O. M.; Sakhno, L. M.; Vasylyk, O. I. Properties of \(\varphi\)-sub-Gaussian stochastic processes related to the heat equation with random initial conditions. (English) Zbl 1474.60093 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1-2, 17-24 (2020). MSC: 60G07 60G17 35R60 60E07 60G70 PDFBibTeX XMLCite \textit{O. M. Hopkalo} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1--2, 17--24 (2020; Zbl 1474.60093) Full Text: DOI OA License
Vasylyk, O. I. Properties of strictly \(\varphi \)-sub-Gaussian quasi-shot-noise processes. (English. Ukrainian original) Zbl 1455.60054 Theory Probab. Math. Stat. 101, 51-65 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 49-62 (2019). MSC: 60G07 60K25 60G15 60G99 PDFBibTeX XMLCite \textit{O. I. Vasylyk}, Theory Probab. Math. Stat. 101, 51--65 (2020; Zbl 1455.60054); translation from Teor. Jmovirn. Mat. Stat. 101, 49--62 (2019) Full Text: DOI
Lee, Dongjin; Rahman, Sharif Practical uncertainty quantification analysis involving statistically dependent random variables. (English) Zbl 1481.60077 Appl. Math. Modelling 84, 324-356 (2020). MSC: 60G07 62N05 90B25 PDFBibTeX XMLCite \textit{D. Lee} and \textit{S. Rahman}, Appl. Math. Modelling 84, 324--356 (2020; Zbl 1481.60077) Full Text: DOI
Filipović, Damir; Larsson, Martin; Pulido, Sergio Markov cubature rules for polynomial processes. (English) Zbl 1457.60052 Stochastic Processes Appl. 130, No. 4, 1947-1971 (2020). MSC: 60G07 60H30 60J10 60J25 65C30 91G60 PDFBibTeX XMLCite \textit{D. Filipović} et al., Stochastic Processes Appl. 130, No. 4, 1947--1971 (2020; Zbl 1457.60052) Full Text: DOI arXiv
Painsky, Amichai; Rosset, Saharon; Feder, Meir Innovation representation of stochastic processes with application to causal inference. (English) Zbl 1437.60021 IEEE Trans. Inf. Theory 66, No. 2, 1136-1154 (2020). MSC: 60G07 PDFBibTeX XMLCite \textit{A. Painsky} et al., IEEE Trans. Inf. Theory 66, No. 2, 1136--1154 (2020; Zbl 1437.60021) Full Text: DOI arXiv
Geiss, Stefan; Nguyen, Tran-Thuan On Riemann-Liouville type operators, BMO, gradient estimates in the Lévy-Itô space, and approximation. arXiv:2009.00899 Preprint, arXiv:2009.00899 [math.PR] (2020). MSC: 60G07 60Hxx 26A33 46B70 60G44 60H10 60G51 BibTeX Cite \textit{S. Geiss} and \textit{T.-T. Nguyen}, ``On Riemann-Liouville type operators, BMO, gradient estimates in the Lévy-Itô space, and approximation'', Preprint, arXiv:2009.00899 [math.PR] (2020) Full Text: arXiv OA License
Dong, Chi; Kouritzin, Michael A. Replication and Its Application to Weak Convergence. arXiv:2011.00484 Preprint, arXiv:2011.00484 [math.PR] (2020). MSC: 60G07 60A10 60F17 60B05 60B10 60G57 BibTeX Cite \textit{C. Dong} and \textit{M. A. Kouritzin}, ``Replication and Its Application to Weak Convergence'', Preprint, arXiv:2011.00484 [math.PR] (2020) Full Text: arXiv OA License
Benth, Fred Espen; Detering, Nils; Kruhner, Paul Abstract polynomial processes. arXiv:2010.02483 Preprint, arXiv:2010.02483 [math.PR] (2020). MSC: 60G07 60G20 60G44 60H15 BibTeX Cite \textit{F. E. Benth} et al., ``Abstract polynomial processes'', Preprint, arXiv:2010.02483 [math.PR] (2020) Full Text: arXiv OA License
Petroni, Nicola Cufaro; De Martino, Salvatore; De Siena, Silvio Gompertz and logistic stochastic dynamics: Advances in an ongoing quest. arXiv:2002.06409 Preprint, arXiv:2002.06409 [math.PR] (2020). MSC: 60G07 92D25 81P20 BibTeX Cite \textit{N. C. Petroni} et al., ``Gompertz and logistic stochastic dynamics: Advances in an ongoing quest'', Preprint, arXiv:2002.06409 [math.PR] (2020) Full Text: arXiv OA License
Coen, Arrigo; Godínez-Chaparro, Beatriz Compound Dirichlet processes. (English) Zbl 1436.60034 Antoniano-Villalobos, Isadora (ed.) et al., Selected contributions on statistics and data science in Latin America. 33rd “Foro nacional de estadística” (FNE) and 13th “Congreso Latinoamericano de Sociedades de Estadística” (CLATSE), Guadalajara, Mexico, October 1–5, 2018. Cham: Springer. Springer Proc. Math. Stat. 301, 43-58 (2019). MSC: 60G07 60K05 62P10 PDFBibTeX XMLCite \textit{A. Coen} and \textit{B. Godínez-Chaparro}, Springer Proc. Math. Stat. 301, 43--58 (2019; Zbl 1436.60034) Full Text: DOI arXiv
Blanchet, Jose; Murthy, Karthyek Quantifying distributional model risk via optimal transport. (English) Zbl 1434.60113 Math. Oper. Res. 44, No. 2, 565-600 (2019). MSC: 60G07 60F99 62P05 PDFBibTeX XMLCite \textit{J. Blanchet} and \textit{K. Murthy}, Math. Oper. Res. 44, No. 2, 565--600 (2019; Zbl 1434.60113) Full Text: DOI arXiv
Aksamit, Anna; Fontana, Claudio Martingale spaces and representations under absolutely continuous changes of probability. (English) Zbl 1472.60061 Electron. Commun. Probab. 24, Paper No. 62, 13 p. (2019). MSC: 60G07 60G44 60H05 PDFBibTeX XMLCite \textit{A. Aksamit} and \textit{C. Fontana}, Electron. Commun. Probab. 24, Paper No. 62, 13 p. (2019; Zbl 1472.60061) Full Text: DOI arXiv Euclid
Evans, Martin R.; Majumdar, Satya N. Effects of refractory period on stochastic resetting. (English) Zbl 1422.60054 J. Phys. A, Math. Theor. 52, No. 1, Article ID 01LT01, 14 p. (2019). MSC: 60G07 60G22 60J60 60K15 49M20 62N02 PDFBibTeX XMLCite \textit{M. R. Evans} and \textit{S. N. Majumdar}, J. Phys. A, Math. Theor. 52, No. 1, Article ID 01LT01, 14 p. (2019; Zbl 1422.60054) Full Text: DOI arXiv
Pedretscher, B.; Kaltenbacher, B.; Pfeiler, O. Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis. (English) Zbl 1480.60080 Appl. Numer. Math. 146, 38-54 (2019). MSC: 60G07 62F15 35Q84 PDFBibTeX XMLCite \textit{B. Pedretscher} et al., Appl. Numer. Math. 146, 38--54 (2019; Zbl 1480.60080) Full Text: DOI
Lupaşcu-Stamate, Oana; Tudor, Ciprian A. Rosenblatt Laplace motion. (English) Zbl 1488.60073 Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019). MSC: 60G07 60G18 60E07 PDFBibTeX XMLCite \textit{O. Lupaşcu-Stamate} and \textit{C. A. Tudor}, Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019; Zbl 1488.60073) Full Text: DOI
Grieshammer, Max Measure representation of evolving genealogies. arXiv:1907.13506 Preprint, arXiv:1907.13506 [math.PR] (2019). MSC: 60G07 60J25 60B10 92D10 92D25 BibTeX Cite \textit{M. Grieshammer}, ``Measure representation of evolving genealogies'', Preprint, arXiv:1907.13506 [math.PR] (2019) Full Text: arXiv OA License
Eder, Manu Compactness in Adapted Weak Topologies. arXiv:1905.00856 Preprint, arXiv:1905.00856 [math.PR] (2019). MSC: 60G07 60B10 BibTeX Cite \textit{M. Eder}, ``Compactness in Adapted Weak Topologies'', Preprint, arXiv:1905.00856 [math.PR] (2019) Full Text: arXiv OA License
Grieshammer, Max Family size decomposition of genealogical trees. arXiv:1903.02782 Preprint, arXiv:1903.02782 [math.PR] (2019). MSC: 60G07 54C10 60J25 60G12 92D15 BibTeX Cite \textit{M. Grieshammer}, ``Family size decomposition of genealogical trees'', Preprint, arXiv:1903.02782 [math.PR] (2019) Full Text: arXiv OA License
Villarroel, Javier; Montero, Miquel Continuous-time ballistic process with random resets. (English) Zbl 1456.60075 J. Stat. Mech. Theory Exp. 2018, No. 12, Article ID 123204, 34 p. (2018). MSC: 60G07 62G30 82C22 PDFBibTeX XMLCite \textit{J. Villarroel} and \textit{M. Montero}, J. Stat. Mech. Theory Exp. 2018, No. 12, Article ID 123204, 34 p. (2018; Zbl 1456.60075) Full Text: DOI
Agahi, Hamzeh; Yadollahzadeh, Milad Some stochastic H H-divergences in information theory. (English) Zbl 1404.60047 Aequationes Math. 92, No. 6, 1051-1059 (2018). MSC: 60G07 60E15 94A17 PDFBibTeX XMLCite \textit{H. Agahi} and \textit{M. Yadollahzadeh}, Aequationes Math. 92, No. 6, 1051--1059 (2018; Zbl 1404.60047) Full Text: DOI
Nguyen Tien Dung Some sufficient conditions for Novikov’s criterion. (English) Zbl 1391.60063 Proc. Am. Math. Soc. 146, No. 8, 3583-3590 (2018). MSC: 60G07 60H07 PDFBibTeX XMLCite \textit{Nguyen Tien Dung}, Proc. Am. Math. Soc. 146, No. 8, 3583--3590 (2018; Zbl 1391.60063) Full Text: DOI
Akdim, Khadija; Eddahbi, M’hamed; Haddadi, Mouna Characterization of submartingales of a new class \((\Sigma^r)\). (English) Zbl 1390.60123 Stochastic Anal. Appl. 36, No. 3, 534-545 (2018). MSC: 60G07 60G46 60H05 PDFBibTeX XMLCite \textit{K. Akdim} et al., Stochastic Anal. Appl. 36, No. 3, 534--545 (2018; Zbl 1390.60123) Full Text: DOI
Pennanen, Teemu; Perkkiö, Ari-Pekka Convex integral functionals of regular processes. (English) Zbl 1396.60036 Stochastic Processes Appl. 128, No. 5, 1652-1677 (2018). MSC: 60G07 49K45 93E20 60B05 PDFBibTeX XMLCite \textit{T. Pennanen} and \textit{A.-P. Perkkiö}, Stochastic Processes Appl. 128, No. 5, 1652--1677 (2018; Zbl 1396.60036) Full Text: DOI arXiv
Fontana, Claudio The strong predictable representation property in initially enlarged filtrations under the density hypothesis. (English) Zbl 1391.60062 Stochastic Processes Appl. 128, No. 3, 1007-1033 (2018). MSC: 60G07 60G44 PDFBibTeX XMLCite \textit{C. Fontana}, Stochastic Processes Appl. 128, No. 3, 1007--1033 (2018; Zbl 1391.60062) Full Text: DOI arXiv
Jeanblanc, Monique; Li, Libo; Song, Shiqi An enlargement of filtration formula with applications to multiple non-ordered default times. (English) Zbl 1379.60040 Finance Stoch. 22, No. 1, 205-240 (2018). Reviewer: Claudio Fontana (Paris) MSC: 60G07 91G40 60G44 PDFBibTeX XMLCite \textit{M. Jeanblanc} et al., Finance Stoch. 22, No. 1, 205--240 (2018; Zbl 1379.60040) Full Text: DOI HAL
Obiang, Fulgence Eyi; Moutsinga, Octave; Youssef, Youssef New contributions to the study of stochastic processes of the class \((\Sigma)\). arXiv:1803.09985 Preprint, arXiv:1803.09985 [math.PR] (2018). MSC: 60G07 60G20 60G46 60G48 BibTeX Cite \textit{F. E. Obiang} et al., ``New contributions to the study of stochastic processes of the class $(\Sigma)$'', Preprint, arXiv:1803.09985 [math.PR] (2018) Full Text: arXiv OA License
Bouaka, Aicha; Kandouci, Abdeldjebbar Immersion of strong Brownian filtrations with honest time avoiding stopping times. (English) Zbl 1474.60091 Bol. Soc. Parana. Mat. (3) 35, No. 3, 255-261 (2017). MSC: 60G07 60G44 PDFBibTeX XMLCite \textit{A. Bouaka} and \textit{A. Kandouci}, Bol. Soc. Parana. Mat. (3) 35, No. 3, 255--261 (2017; Zbl 1474.60091) Full Text: Link
Baek, Jong Il; Kim, So Youn On the ordering of asymptotic pairwise negatively dependent structure of stochastic processes. (English) Zbl 1402.60040 J. Appl. Math. Inform. 35, No. 5-6, 543-550 (2017). MSC: 60G07 60E15 62H05 PDFBibTeX XMLCite \textit{J. I. Baek} and \textit{S. Y. Kim}, J. Appl. Math. Inform. 35, No. 5--6, 543--550 (2017; Zbl 1402.60040) Full Text: DOI
Landriault, David; Li, Bin; Zhang, Hongzhong A unified approach for drawdown (drawup) of time-homogeneous Markov processes. (English) Zbl 1400.60044 J. Appl. Probab. 54, No. 2, 603-626 (2017). MSC: 60G07 60G40 PDFBibTeX XMLCite \textit{D. Landriault} et al., J. Appl. Probab. 54, No. 2, 603--626 (2017; Zbl 1400.60044) Full Text: DOI arXiv
Kuo, Wen-Chi; Rogans, Michael J.; Watson, Bruce A. Mixing inequalities in Riesz spaces. (English) Zbl 1386.60128 J. Math. Anal. Appl. 456, No. 2, 992-1004 (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G07 60F25 28D05 PDFBibTeX XMLCite \textit{W.-C. Kuo} et al., J. Math. Anal. Appl. 456, No. 2, 992--1004 (2017; Zbl 1386.60128) Full Text: DOI arXiv
Crépey, Stéphane; Song, Shiqi Invariance times. (English) Zbl 1387.60061 Ann. Probab. 45, No. 6B, 4632-4674 (2017). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G07 60G44 91G70 PDFBibTeX XMLCite \textit{S. Crépey} and \textit{S. Song}, Ann. Probab. 45, No. 6B, 4632--4674 (2017; Zbl 1387.60061) Full Text: DOI arXiv Euclid
Kiiski, Matti; Perkkiö, Ari-Pekka Optional and predictable projections of normal integrands and convex-valued processes. (English) Zbl 1373.60063 Set-Valued Var. Anal. 25, No. 2, 313-332 (2017). MSC: 60G07 28B20 46A20 49J53 52A20 PDFBibTeX XMLCite \textit{M. Kiiski} and \textit{A.-P. Perkkiö}, Set-Valued Var. Anal. 25, No. 2, 313--332 (2017; Zbl 1373.60063) Full Text: DOI arXiv
Cassese, Gianluca A generalization of Tanaka’s formula. arXiv:1703.10800 Preprint, arXiv:1703.10800 [math.PR] (2017). MSC: 60G07 60H05 BibTeX Cite \textit{G. Cassese}, ``A generalization of Tanaka's formula'', Preprint, arXiv:1703.10800 [math.PR] (2017) Full Text: arXiv OA License
Bernido, Christopher C.; Carpio-Bernido, M. Victoria Transition probabilities for processes with memory on topological non-trivial spaces. (English) Zbl 1498.60136 Bernido, Christopher C. (ed.) et al., Stochastic and infinite dimensional analysis. Collected papers based on the presentations at the conference, Bielefeld, Germany, June 2013. Basel: Birkhäuser/Springer. Trends Math., 39-49 (2016). MSC: 60G07 PDFBibTeX XMLCite \textit{C. C. Bernido} and \textit{M. V. Carpio-Bernido}, in: Stochastic and infinite dimensional analysis. Collected papers based on the presentations at the conference, Bielefeld, Germany, June 2013. Basel: Birkhäuser/Springer. 39--49 (2016; Zbl 1498.60136) Full Text: DOI
Buchak, Kh. V. Skellam processes directed by Gamma subordinators. (English) Zbl 1374.60064 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 3, 9-12 (2016). MSC: 60G07 PDFBibTeX XMLCite \textit{Kh. V. Buchak}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 3, 9--12 (2016; Zbl 1374.60064)
Bekar, Nurgül Okur; Akdemir, Hande Günay; İşcan, İmdat Some extensions of preinvexity for stochastic processes. (English) Zbl 1356.60059 Anastassiou, George A. (ed.) et al., Computational analysis. AMAT, Ankara, May 2015. Selected contributions presented at the 3rd international conference on applied mathematics and approximation theory, Ankara, Turkey, May 28–31, 2015. Cham: Springer (ISBN 978-3-319-28441-5/hbk; 978-3-319-28443-9/ebook). Springer Proceedings in Mathematics & Statistics 155, 259-270 (2016). MSC: 60G07 PDFBibTeX XMLCite \textit{N. O. Bekar} et al., Springer Proc. Math. Stat. 155, 259--270 (2016; Zbl 1356.60059) Full Text: DOI
Hu, Mingshang; Wang, Falei; Zheng, Guoqiang Quasi-continuous random variables and processes under the \(G\)-expectation framework. (English) Zbl 1343.60037 Stochastic Processes Appl. 126, No. 8, 2367-2387 (2016). MSC: 60G07 60H05 60H10 60H30 PDFBibTeX XMLCite \textit{M. Hu} et al., Stochastic Processes Appl. 126, No. 8, 2367--2387 (2016; Zbl 1343.60037) Full Text: DOI arXiv
Song, Shiqi Drift operator in a viable expansion of information flow. (English) Zbl 1344.60038 Stochastic Processes Appl. 126, No. 8, 2297-2322 (2016). MSC: 60G07 60G44 60G40 91G80 PDFBibTeX XMLCite \textit{S. Song}, Stochastic Processes Appl. 126, No. 8, 2297--2322 (2016; Zbl 1344.60038) Full Text: DOI arXiv
Ledger, Sean Skorokhod’s M1 topology for distribution-valued processes. (English) Zbl 1338.60105 Electron. Commun. Probab. 21, Paper No. 34, 11 p. (2016). MSC: 60G07 60F17 PDFBibTeX XMLCite \textit{S. Ledger}, Electron. Commun. Probab. 21, Paper No. 34, 11 p. (2016; Zbl 1338.60105) Full Text: DOI arXiv Euclid
Şençimen, Celaleddin; Pehlivan, Serpil On exhaustive families of random functions and certain types of convergence. (English) Zbl 1337.60048 Stochastics 88, No. 2, 285-299 (2016). MSC: 60G07 60G05 60F05 54E70 PDFBibTeX XMLCite \textit{C. Şençimen} and \textit{S. Pehlivan}, Stochastics 88, No. 2, 285--299 (2016; Zbl 1337.60048) Full Text: DOI
Tangkanchanawong, Chinnawat A bound on Poisson approximation of urn containing at most \(k\) balls by Stein’s method. (English) Zbl 1333.60068 Far East J. Math. Sci. (FJMS) 99, No. 5, 763-774 (2016). MSC: 60G07 PDFBibTeX XMLCite \textit{C. Tangkanchanawong}, Far East J. Math. Sci. (FJMS) 99, No. 5, 763--774 (2016; Zbl 1333.60068) Full Text: DOI Link
Huang, Chunfeng; Zhang, Haimeng; Robeson, Scott M. Intrinsic random functions and universal kriging on the circle. (English) Zbl 1328.60095 Stat. Probab. Lett. 108, 33-39 (2016). MSC: 60G07 46N30 PDFBibTeX XMLCite \textit{C. Huang} et al., Stat. Probab. Lett. 108, 33--39 (2016; Zbl 1328.60095) Full Text: DOI arXiv
Balança, Paul; Mytnik, Leonid Singularities of stable super-Brownian motion. arXiv:1608.00792 Preprint, arXiv:1608.00792 [math.PR] (2016). MSC: 60G07 60G17 60G22 60G44 BibTeX Cite \textit{P. Balança} and \textit{L. Mytnik}, ``Singularities of stable super-Brownian motion'', Preprint, arXiv:1608.00792 [math.PR] (2016) Full Text: arXiv OA License
Song, Shiqi From Doob’s maximal identity to Azema supermartingale. arXiv:1602.04480 Preprint, arXiv:1602.04480 [math.PR] (2016). MSC: 60G07 60G44 BibTeX Cite \textit{S. Song}, ``From Doob's maximal identity to Azema supermartingale'', Preprint, arXiv:1602.04480 [math.PR] (2016) Full Text: arXiv OA License
Gorostiza, Luis G. Long memory processes. (Spanish) Zbl 1439.60037 Misc. Mat. 60, 59-75 (2015). MSC: 60G07 60G22 62M10 PDFBibTeX XMLCite \textit{L. G. Gorostiza}, Misc. Mat. 60, 59--75 (2015; Zbl 1439.60037) Full Text: Link
Miranda, Manuel J.; Bocchini, Paolo A versatile technique for the optimal approximation of random processes by functional quantization. (English) Zbl 1410.60036 Appl. Math. Comput. 271, 935-958 (2015). MSC: 60G07 60G12 60G15 PDFBibTeX XMLCite \textit{M. J. Miranda} and \textit{P. Bocchini}, Appl. Math. Comput. 271, 935--958 (2015; Zbl 1410.60036) Full Text: DOI
Zatula, Dmytro Lipschitz conditions for random processes from \(L_p(\Omega)\) spaces of random variables. (English) Zbl 1412.60054 J. Class. Anal. 6, No. 1, 59-72 (2015). MSC: 60G07 26A16 PDFBibTeX XMLCite \textit{D. Zatula}, J. Class. Anal. 6, No. 1, 59--72 (2015; Zbl 1412.60054) Full Text: DOI
Ferger, D. Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies. (English) Zbl 1363.60050 Theory Stoch. Process. 20, No. 2, 13-41 (2015). MSC: 60G07 60B05 60B10 60F17 62G15 PDFBibTeX XMLCite \textit{D. Ferger}, Theory Stoch. Process. 20, No. 2, 13--41 (2015; Zbl 1363.60050)
Zatula, D. V.; Kozachenko, Yu. V. Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables. (English. Ukrainian original) Zbl 1333.60069 Theory Probab. Math. Stat. 91, 43-60 (2015); translation from Teor. Jmovirn. Mat. Stat. 91, 38-54 (2014). MSC: 60G07 60G17 PDFBibTeX XMLCite \textit{D. V. Zatula} and \textit{Yu. V. Kozachenko}, Theory Probab. Math. Stat. 91, 43--60 (2015; Zbl 1333.60069); translation from Teor. Jmovirn. Mat. Stat. 91, 38--54 (2014) Full Text: DOI
Kuelbs, James; Zinn, Joel Half-region depth for stochastic processes. (English) Zbl 1339.60032 J. Multivariate Anal. 142, 86-105 (2015). MSC: 60G07 60F05 60F17 60J65 60G52 62E20 PDFBibTeX XMLCite \textit{J. Kuelbs} and \textit{J. Zinn}, J. Multivariate Anal. 142, 86--105 (2015; Zbl 1339.60032) Full Text: DOI arXiv
Song, Ruili; Wang, Bo A representation formula for transition probability densities of Hunt processes under Girsanov transform. (Chinese. English summary) Zbl 1340.60053 Chin. Ann. Math., Ser. A 36, No. 1, 103-110 (2015). MSC: 60G07 60J35 60J40 PDFBibTeX XMLCite \textit{R. Song} and \textit{B. Wang}, Chin. Ann. Math., Ser. A 36, No. 1, 103--110 (2015; Zbl 1340.60053) Full Text: DOI
Zhang, Zhihua Fourier expansions with polynomial terms for random processes. (English) Zbl 1347.60035 J. Funct. Spaces 2015, Article ID 763075, 12 p. (2015). MSC: 60G07 42A16 42A61 42B05 PDFBibTeX XMLCite \textit{Z. Zhang}, J. Funct. Spaces 2015, Article ID 763075, 12 p. (2015; Zbl 1347.60035) Full Text: DOI OA License
Yamnenko, Rostyslav E. On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces. (English) Zbl 1327.60092 Random Oper. Stoch. Equ. 23, No. 3, 187-194 (2015). MSC: 60G07 60G15 PDFBibTeX XMLCite \textit{R. E. Yamnenko}, Random Oper. Stoch. Equ. 23, No. 3, 187--194 (2015; Zbl 1327.60092) Full Text: DOI
Kchia, Younes; Protter, Philip Progressive filtration expansions via a process, with applications to insider trading. (English) Zbl 1344.60037 Int. J. Theor. Appl. Finance 18, No. 4, Article ID 1550027, 48 p. (2015). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G07 60G44 60G48 91G80 PDFBibTeX XMLCite \textit{Y. Kchia} and \textit{P. Protter}, Int. J. Theor. Appl. Finance 18, No. 4, Article ID 1550027, 48 p. (2015; Zbl 1344.60037) Full Text: DOI arXiv
Iksanov, Alexander; Meiners, Matthias Fixed points of multivariate smoothing transforms with scalar weights. (English) Zbl 1341.60022 ALEA, Lat. Am. J. Probab. Math. Stat. 12, No. 1, 69-114 (2015). MSC: 60G07 60J80 60G50 60G42 60E07 60E10 39B32 PDFBibTeX XMLCite \textit{A. Iksanov} and \textit{M. Meiners}, ALEA, Lat. Am. J. Probab. Math. Stat. 12, No. 1, 69--114 (2015; Zbl 1341.60022) Full Text: arXiv Link
Hong, Liang Andô-Douglas type characterization of optional projections and predictable projections. (English) Zbl 1339.60031 Indag. Math., New Ser. 26, No. 2, 413-420 (2015). MSC: 60G07 PDFBibTeX XMLCite \textit{L. Hong}, Indag. Math., New Ser. 26, No. 2, 413--420 (2015; Zbl 1339.60031) Full Text: DOI arXiv
Penner, Irina; Réveillac, Anthony Risk measures for processes and BSDEs. (English) Zbl 1306.60025 Finance Stoch. 19, No. 1, 23-66 (2015). MSC: 60G07 60H10 91B30 60G40 91B16 PDFBibTeX XMLCite \textit{I. Penner} and \textit{A. Réveillac}, Finance Stoch. 19, No. 1, 23--66 (2015; Zbl 1306.60025) Full Text: DOI arXiv HAL
Ślezak, Jakub K.; Magdziarz, Marcin Rotational invariance of stochastic processes with application to fractional dynamics. (English) Zbl 1456.60074 J. Stat. Mech. Theory Exp. 2014, No. 10, Paper No. P10028, 24 p. (2014). MSC: 60G07 PDFBibTeX XMLCite \textit{J. K. Ślezak} and \textit{M. Magdziarz}, J. Stat. Mech. Theory Exp. 2014, No. 10, Paper No. P10028, 24 p. (2014; Zbl 1456.60074) Full Text: DOI
Ding, Hui-Sheng; Deng, Chao; N’Guérékata, Gaston M. Almost automorphic random functions in probability. (English) Zbl 1470.60109 Abstr. Appl. Anal. 2014, Article ID 243748, 6 p. (2014). MSC: 60G07 PDFBibTeX XMLCite \textit{H.-S. Ding} et al., Abstr. Appl. Anal. 2014, Article ID 243748, 6 p. (2014; Zbl 1470.60109) Full Text: DOI OA License
Pavlov, I. V.; Nazarko, O. V. Characterization of density processes of deformed stochastic bases of the first kind. (English. Russian original) Zbl 1339.60033 Proc. Steklov Inst. Math. 287, 256-267 (2014); translation from Tr. Mat. Inst. Steklova 287, 267-278 (2014). MSC: 60G07 60G05 PDFBibTeX XMLCite \textit{I. V. Pavlov} and \textit{O. V. Nazarko}, Proc. Steklov Inst. Math. 287, 256--267 (2014; Zbl 1339.60033); translation from Tr. Mat. Inst. Steklova 287, 267--278 (2014) Full Text: DOI
Song, Shiqi Optional splitting formula in a progressively enlarged filtration. (English) Zbl 1339.60034 ESAIM, Probab. Stat. 18, 829-853 (2014). MSC: 60G07 60G44 91G40 PDFBibTeX XMLCite \textit{S. Song}, ESAIM, Probab. Stat. 18, 829--853 (2014; Zbl 1339.60034) Full Text: DOI arXiv Link
Zatula, D. V.; Kozachenko, Yu. V. Lipschitz conditions for random processes from Banach spaces \(\mathbb{F}_{\psi}(\Omega)\) of random variables. (Ukrainian. English summary) Zbl 1313.60064 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2014, No. 9, 19-24 (2014). MSC: 60G07 PDFBibTeX XMLCite \textit{D. V. Zatula} and \textit{Yu. V. Kozachenko}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2014, No. 9, 19--24 (2014; Zbl 1313.60064) Full Text: DOI OA License
Zhu, Lingjiong Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps. (English) Zbl 1307.60033 J. Appl. Probab. 51, No. 3, 699-712 (2014). MSC: 60G07 60G55 60F05 60F10 60F15 PDFBibTeX XMLCite \textit{L. Zhu}, J. Appl. Probab. 51, No. 3, 699--712 (2014; Zbl 1307.60033) Full Text: DOI arXiv Euclid