Burdzy, Krzysztof; Tadić, Tvrtko On the spine of the two-particle Fleming-Viot process driven by Brownian motion. (English) Zbl 07905731 Electron. Commun. Probab. 29, Paper No. 14, 10 p. (2024). MSC: 60G17 60J65 60J80 PDFBibTeX XMLCite \textit{K. Burdzy} and \textit{T. Tadić}, Electron. Commun. Probab. 29, Paper No. 14, 10 p. (2024; Zbl 07905731) Full Text: DOI arXiv Link OA License
Nummi, Patrik; Viitasaari, Lauri Necessary and sufficient conditions for continuity of hypercontractive processes and fields. (English) Zbl 1537.60043 Stat. Probab. Lett. 208, Article ID 110049, 6 p. (2024). MSC: 60G17 60G60 60G15 PDFBibTeX XMLCite \textit{P. Nummi} and \textit{L. Viitasaari}, Stat. Probab. Lett. 208, Article ID 110049, 6 p. (2024; Zbl 1537.60043) Full Text: DOI arXiv
Kempka, H.; Schneider, C.; Vybiral, J. Path regularity of the Brownian motion and the Brownian sheet. (English) Zbl 1534.60046 Constr. Approx. 59, No. 2, 485-539 (2024). MSC: 60G17 60G15 46E35 60G60 PDFBibTeX XMLCite \textit{H. Kempka} et al., Constr. Approx. 59, No. 2, 485--539 (2024; Zbl 1534.60046) Full Text: DOI arXiv OA License
Kwaśnicki, Mateusz Fleming-Viot couples live forever. (English) Zbl 07819907 Probab. Theory Relat. Fields 188, No. 3-4, 1385-1408 (2024). MSC: 60G17 60J25 60J80 PDFBibTeX XMLCite \textit{M. Kwaśnicki}, Probab. Theory Relat. Fields 188, No. 3--4, 1385--1408 (2024; Zbl 07819907) Full Text: DOI arXiv OA License
Čoupek, Petr; Ondreját, Martin Besov-Orlicz path regularity of non-Gaussian processes. (English) Zbl 07798453 Potential Anal. 60, No. 1, 307-339 (2024). MSC: 60G17 60G22 60G18 60H07 PDFBibTeX XMLCite \textit{P. Čoupek} and \textit{M. Ondreját}, Potential Anal. 60, No. 1, 307--339 (2024; Zbl 07798453) Full Text: DOI arXiv
Grahovac, Danijel; Kevei, Peter Tail behavior and sample path properties of positive supOU processes. arXiv:2402.08584 Preprint, arXiv:2402.08584 [math.PR] (2024). MSC: 60G17 60F15 BibTeX Cite \textit{D. Grahovac} and \textit{P. Kevei}, ``Tail behavior and sample path properties of positive supOU processes'', Preprint, arXiv:2402.08584 [math.PR] (2024) Full Text: arXiv OA License
Grahovac, Danijel; Kevei, Peter Almost sure growth of integrated supOU processes. arXiv:2402.01196 Preprint, arXiv:2402.01196 [math.PR] (2024). MSC: 60G17 60F15 60G55 60G57 BibTeX Cite \textit{D. Grahovac} and \textit{P. Kevei}, ``Almost sure growth of integrated supOU processes'', Preprint, arXiv:2402.01196 [math.PR] (2024) Full Text: arXiv OA License
Collevecchio, Andrea; Nguyen, Tuan-Minh Strongly vertex-reinforced jump process on graph with bounded degree. arXiv:2401.04366 Preprint, arXiv:2401.04366 [math.PR] (2024). MSC: 60G17 60K35 60G20 BibTeX Cite \textit{A. Collevecchio} and \textit{T.-M. Nguyen}, ``Strongly vertex-reinforced jump process on graph with bounded degree'', Preprint, arXiv:2401.04366 [math.PR] (2024) Full Text: arXiv OA License
Fonseca-Mora, Christian A. Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces. (English) Zbl 1537.60042 Stochastic Anal. Appl. 41, No. 6, 1136-1154 (2023). MSC: 60G17 60G20 60H05 60H15 PDFBibTeX XMLCite \textit{C. A. Fonseca-Mora}, Stochastic Anal. Appl. 41, No. 6, 1136--1154 (2023; Zbl 1537.60042) Full Text: DOI arXiv
Boudebane, Zineb; Rezgui, Anis On the local time of Gaussian and Lévy processes. (English) Zbl 1525.60046 Random Oper. Stoch. Equ. 31, No. 4, 329-337 (2023). MSC: 60G17 60J55 60G15 60G51 PDFBibTeX XMLCite \textit{Z. Boudebane} and \textit{A. Rezgui}, Random Oper. Stoch. Equ. 31, No. 4, 329--337 (2023; Zbl 1525.60046) Full Text: DOI
Krätschmer, Volker; Urusov, Mikhail A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes. (English) Zbl 07722776 J. Theor. Probab. 36, No. 3, 1454-1486 (2023). MSC: 60G17 60G60 60B12 60F05 PDFBibTeX XMLCite \textit{V. Krätschmer} and \textit{M. Urusov}, J. Theor. Probab. 36, No. 3, 1454--1486 (2023; Zbl 07722776) Full Text: DOI arXiv OA License
Daw, Lara; Kerchev, George Fractal dimensions of the Rosenblatt process. (English) Zbl 1532.60073 Stochastic Processes Appl. 161, 544-571 (2023). MSC: 60G17 60G18 PDFBibTeX XMLCite \textit{L. Daw} and \textit{G. Kerchev}, Stochastic Processes Appl. 161, 544--571 (2023; Zbl 1532.60073) Full Text: DOI arXiv
Brémont, Julien On homogeneous and oscillating random walks on the integers. (English) Zbl 1515.60092 Probab. Surv. 20, 87-112 (2023). MSC: 60G17 60J10 PDFBibTeX XMLCite \textit{J. Brémont}, Probab. Surv. 20, 87--112 (2023; Zbl 1515.60092) Full Text: DOI arXiv Link
Ding, Yujia; Peng, Qidi; Xiao, Yimin Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times. (English) Zbl 1516.60022 Bernoulli 29, No. 1, 785-814 (2023). MSC: 60G17 60G15 60G60 60J55 PDFBibTeX XMLCite \textit{Y. Ding} et al., Bernoulli 29, No. 1, 785--814 (2023; Zbl 1516.60022) Full Text: DOI arXiv Link
Bednorz, Witold; Das, Purba; Łochowski, Rafał Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings. arXiv:2312.05570 Preprint, arXiv:2312.05570 [math.PR] (2023). MSC: 60G17 60G18 26A45 26A30 BibTeX Cite \textit{W. Bednorz} et al., ``Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings'', Preprint, arXiv:2312.05570 [math.PR] (2023) Full Text: arXiv OA License
Clark, Jeremy; Mian, Barkat On planar Brownian motion singularly tilted through a point potential. arXiv:2306.14849 Preprint, arXiv:2306.14849 [math.PR] (2023). MSC: 60G17 60J55 82C23 82D60 82B44 BibTeX Cite \textit{J. Clark} and \textit{B. Mian}, ``On planar Brownian motion singularly tilted through a point potential'', Preprint, arXiv:2306.14849 [math.PR] (2023) Full Text: arXiv OA License
Kolb, Martin; Liesenfeld, Matthias On non-extinction in a Fleming-Viot-type particle model with Bessel drift. (English) Zbl 1502.60050 Electron. J. Probab. 27, Paper No. 146, 28 p. (2022). MSC: 60G17 60J60 60J80 PDFBibTeX XMLCite \textit{M. Kolb} and \textit{M. Liesenfeld}, Electron. J. Probab. 27, Paper No. 146, 28 p. (2022; Zbl 1502.60050) Full Text: DOI
Collevecchio, Andrea; Nguyen, Tuan-Minh; Volkov, Stanislav Vertex-reinforced jump process on the integers with nonlinear reinforcement. (English) Zbl 1499.60118 Ann. Appl. Probab. 32, No. 4, 2671-2705 (2022). MSC: 60G17 60K35 60J76 PDFBibTeX XMLCite \textit{A. Collevecchio} et al., Ann. Appl. Probab. 32, No. 4, 2671--2705 (2022; Zbl 1499.60118) Full Text: DOI arXiv
Hinz, Michael; Tölle, Jonas M.; Viitasaari, Lauri Sobolev regularity of occupation measures and paths, variability and compositions. (English) Zbl 1502.60049 Electron. J. Probab. 27, Paper No. 73, 29 p. (2022). MSC: 60G17 60G22 60G51 42B20 42B35 46E35 PDFBibTeX XMLCite \textit{M. Hinz} et al., Electron. J. Probab. 27, Paper No. 73, 29 p. (2022; Zbl 1502.60049) Full Text: DOI arXiv
Cont, Rama; Das, Purba Quadratic variation along refining partitions: constructions and examples. (English) Zbl 1490.60083 J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022). MSC: 60G17 26A45 PDFBibTeX XMLCite \textit{R. Cont} and \textit{P. Das}, J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022; Zbl 1490.60083) Full Text: DOI arXiv Link
Bednorz, Witold; Martynek, Rafał The suprema of infinitely divisible processes. (English) Zbl 1498.60146 Ann. Probab. 50, No. 1, 397-417 (2022). MSC: 60G17 60G15 60G51 60E07 PDFBibTeX XMLCite \textit{W. Bednorz} and \textit{R. Martynek}, Ann. Probab. 50, No. 1, 397--417 (2022; Zbl 1498.60146) Full Text: DOI arXiv
Dhifaoui, Zouhaier; Bardet, Jean-Marc Local correlation dimension of multidimensional stochastic process. (English) Zbl 1478.60116 Stat. Probab. Lett. 181, Article ID 109262, 7 p. (2022). MSC: 60G17 60G60 60J65 60G15 PDFBibTeX XMLCite \textit{Z. Dhifaoui} and \textit{J.-M. Bardet}, Stat. Probab. Lett. 181, Article ID 109262, 7 p. (2022; Zbl 1478.60116) Full Text: DOI
Takeda, Shosei Sample path behaviors of Lévy processes conditioned to avoid zero. arXiv:2211.12863 Preprint, arXiv:2211.12863 [math.PR] (2022). MSC: 60G17 60F05 60G51 60J25 BibTeX Cite \textit{S. Takeda}, ``Sample path behaviors of Lévy processes conditioned to avoid zero'', Preprint, arXiv:2211.12863 [math.PR] (2022) Full Text: arXiv OA License
Jung, Chahn Yong; Saleem, Muhammad Shoaib; Bilal, Shamas; Nazeer, Waqas; Ghafoor, Mamoona Some properties of \(\eta\)-convex stochastic processes. (English) Zbl 1484.60044 AIMS Math. 6, No. 1, 726-736 (2021). MSC: 60G17 26A51 26D15 PDFBibTeX XMLCite \textit{C. Y. Jung} et al., AIMS Math. 6, No. 1, 726--736 (2021; Zbl 1484.60044) Full Text: DOI OA License
Khatir, Yamina; Kandouci, Abdeldjabbar; Benziadi, Fatima On the trajectories of stochastic flow generated by the natural model in multi-dimensional case. (English) Zbl 1499.60119 Facta Univ., Ser. Math. Inf. 36, No. 4, 879-893 (2021). MSC: 60G17 60H05 PDFBibTeX XMLCite \textit{Y. Khatir} et al., Facta Univ., Ser. Math. Inf. 36, No. 4, 879--893 (2021; Zbl 1499.60119)
Benziadi, Fatima The homeomorphic property of the stochastic flow generated by the one-default model in one dimensional case. (English) Zbl 1499.60117 Facta Univ., Ser. Math. Inf. 36, No. 3, 501-518 (2021). MSC: 60G17 60H05 PDFBibTeX XMLCite \textit{F. Benziadi}, Facta Univ., Ser. Math. Inf. 36, No. 3, 501--518 (2021; Zbl 1499.60117) Full Text: DOI
Panzo, Hugo Independent factorization of the last zero arcsine law for Bessel processes with drift. (English) Zbl 1495.60019 Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021). MSC: 60G17 60J60 60J65 PDFBibTeX XMLCite \textit{H. Panzo}, Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021; Zbl 1495.60019) Full Text: DOI arXiv Backlinks: MO
Ayache, Antoine On the monofractality of many stationary continuous Gaussian fields. (English) Zbl 1480.60099 J. Funct. Anal. 281, No. 7, Article ID 109111, 32 p. (2021). MSC: 60G17 42B35 42B05 PDFBibTeX XMLCite \textit{A. Ayache}, J. Funct. Anal. 281, No. 7, Article ID 109111, 32 p. (2021; Zbl 1480.60099) Full Text: DOI HAL
Hummel, Felix Sample paths of white noise in spaces with dominating mixed smoothness. (English) Zbl 1478.60117 Banach J. Math. Anal. 15, No. 3, Paper No. 54, 38 p. (2021). MSC: 60G17 60G15 60G51 42B35 60H30 PDFBibTeX XMLCite \textit{F. Hummel}, Banach J. Math. Anal. 15, No. 3, Paper No. 54, 38 p. (2021; Zbl 1478.60117) Full Text: DOI arXiv OA License
Mosyagin, V. E. Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch. (English. Russian original) Zbl 1469.60110 Theory Probab. Appl. 66, No. 1, 75-88 (2021); translation from Teor. Veroyatn. Primen. 66, No. 1, 94-109 (2021). MSC: 60G17 60G51 PDFBibTeX XMLCite \textit{V. E. Mosyagin}, Theory Probab. Appl. 66, No. 1, 75--88 (2021; Zbl 1469.60110); translation from Teor. Veroyatn. Primen. 66, No. 1, 94--109 (2021) Full Text: DOI
Marynych, Alexander; Molchanov, Ilya Sieving random iterative function systems. (English) Zbl 1468.60045 Bernoulli 27, No. 1, 34-65 (2021). MSC: 60G17 60F17 PDFBibTeX XMLCite \textit{A. Marynych} and \textit{I. Molchanov}, Bernoulli 27, No. 1, 34--65 (2021; Zbl 1468.60045) Full Text: DOI arXiv Euclid
Bogso, Antoine-Marie; Dieye, Moustapha; Pamen, Olivier Menoukeu Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths. arXiv:2112.00401 Preprint, arXiv:2112.00401 [math.PR] (2021). MSC: 60G17 BibTeX Cite \textit{A.-M. Bogso} et al., ``Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths'', Preprint, arXiv:2112.00401 [math.PR] (2021) Full Text: DOI arXiv OA License
Boufoussi, Brahim; Nachit, Yassine On the uniform Besov regularity of local times of general processes. arXiv:2110.10227 Preprint, arXiv:2110.10227 [math.PR] (2021). MSC: 60G17 60J55 30H25 BibTeX Cite \textit{B. Boufoussi} and \textit{Y. Nachit}, ``On the uniform Besov regularity of local times of general processes'', Preprint, arXiv:2110.10227 [math.PR] (2021) Full Text: arXiv OA License
Choi, Joonyong; Clancy, David Occupation Times for Time-changed Processes with Applications to Parisian Options. arXiv:2110.07639 Preprint, arXiv:2110.07639 [math.PR] (2021). MSC: 60G17 60J55 26A33 BibTeX Cite \textit{J. Choi} and \textit{D. Clancy}, ``Occupation Times for Time-changed Processes with Applications to Parisian Options'', Preprint, arXiv:2110.07639 [math.PR] (2021) Full Text: arXiv OA License
Kountzakis, Christos E.; Rossello, Damiano Acceptability indices of performance for bounded càdlàg processes. (English) Zbl 1490.60085 Stochastics 92, No. 7, 1043-1063 (2020). MSC: 60G17 60E15 62P05 91G10 PDFBibTeX XMLCite \textit{C. E. Kountzakis} and \textit{D. Rossello}, Stochastics 92, No. 7, 1043--1063 (2020; Zbl 1490.60085) Full Text: DOI arXiv
Li, Hua; Xu, Yong; Metzler, Ralf; Kurths, Jürgen Transition path properties for one-dimensional systems driven by Poisson white noise. (English) Zbl 1496.60031 Chaos Solitons Fractals 141, Article ID 110293, 19 p. (2020). MSC: 60G17 60G55 91G70 91G80 PDFBibTeX XMLCite \textit{H. Li} et al., Chaos Solitons Fractals 141, Article ID 110293, 19 p. (2020; Zbl 1496.60031) Full Text: DOI
Friesen, Martin; Jin, Peng; Rüdiger, Barbara On the boundary behavior of multi-type continuous-state branching processes with immigration. (English) Zbl 1477.60063 Electron. Commun. Probab. 25, Paper No. 84, 14 p. (2020). MSC: 60G17 60J80 60J25 PDFBibTeX XMLCite \textit{M. Friesen} et al., Electron. Commun. Probab. 25, Paper No. 84, 14 p. (2020; Zbl 1477.60063) Full Text: DOI arXiv
Osypchuk, M. M.; Portenko, M. I. Pseudodifferential equations and \(\alpha\)-stable stochastic processes. (Ukrainian. English summary) Zbl 1488.60089 Zb. Pr. Inst. Mat. NAN Ukr. 17, No. 2, 283-337 (2020). MSC: 60G17 60G52 PDFBibTeX XMLCite \textit{M. M. Osypchuk} and \textit{M. I. Portenko}, Zb. Pr. Inst. Mat. NAN Ukr. 17, No. 2, 283--337 (2020; Zbl 1488.60089)
Rozora, I. V. Analytical properties of sample paths of some stochastic processes. (Ukrainian. English summary) Zbl 1474.60106 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 4, 11-15 (2020). MSC: 60G17 60G15 62M20 60E15 62M15 PDFBibTeX XMLCite \textit{I. V. Rozora}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 4, 11--15 (2020; Zbl 1474.60106) Full Text: DOI OA License
Ondreját, Martin; Veraar, Mark On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces. (English. French summary) Zbl 1483.60058 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1792-1808 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G17 46E35 60J65 60H15 PDFBibTeX XMLCite \textit{M. Ondreját} and \textit{M. Veraar}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1792--1808 (2020; Zbl 1483.60058) Full Text: DOI arXiv Euclid
González Cázares, Jorge I.; Mijatović, Aleksandar; Uribe Bravo, Gerónimo \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders. (English) Zbl 1459.60083 Electron. J. Probab. 25, Paper No. 96, 33 p. (2020). MSC: 60G17 60G51 65C05 PDFBibTeX XMLCite \textit{J. I. González Cázares} et al., Electron. J. Probab. 25, Paper No. 96, 33 p. (2020; Zbl 1459.60083) Full Text: DOI arXiv Euclid
Ayache, Antoine Lower bound for local oscillations of Hermite processes. (English) Zbl 1444.60028 Stochastic Processes Appl. 130, No. 8, 4593-4607 (2020). MSC: 60G17 60G18 60H05 PDFBibTeX XMLCite \textit{A. Ayache}, Stochastic Processes Appl. 130, No. 8, 4593--4607 (2020; Zbl 1444.60028) Full Text: DOI arXiv
Iafrate, F.; Orsingher, E. Some results on the Brownian meander with drift. (English) Zbl 1456.60090 J. Theor. Probab. 33, No. 2, 1034-1060 (2020). MSC: 60G17 60J65 PDFBibTeX XMLCite \textit{F. Iafrate} and \textit{E. Orsingher}, J. Theor. Probab. 33, No. 2, 1034--1060 (2020; Zbl 1456.60090) Full Text: DOI arXiv
Cox, Gregory Almost sure uniqueness of a global minimum without convexity. (English) Zbl 1462.60049 Ann. Stat. 48, No. 1, 584-606 (2020). MSC: 60G17 62F12 62G05 PDFBibTeX XMLCite \textit{G. Cox}, Ann. Stat. 48, No. 1, 584--606 (2020; Zbl 1462.60049) Full Text: DOI arXiv Euclid
Le Guével, R.; Lévy Véhel, J. Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes. (English) Zbl 1472.60068 Stochastic Processes Appl. 130, No. 4, 2032-2057 (2020). Reviewer: Pavel Gapeev (London) MSC: 60G17 60G22 60G51 28A80 PDFBibTeX XMLCite \textit{R. Le Guével} and \textit{J. Lévy Véhel}, Stochastic Processes Appl. 130, No. 4, 2032--2057 (2020; Zbl 1472.60068) Full Text: DOI arXiv HAL
Reisinger, Christoph; Stockinger, Wolfgang; Zhang, Yufei Path regularity of coupled McKean-Vlasov FBSDEs. arXiv:2011.06664 Preprint, arXiv:2011.06664 [math.PR] (2020). MSC: 60G17 60H07 49N60 BibTeX Cite \textit{C. Reisinger} et al., ``Path regularity of coupled McKean-Vlasov FBSDEs'', Preprint, arXiv:2011.06664 [math.PR] (2020) Full Text: arXiv OA License
Ayache, Antoine; Hamonier, Julien Wavelet series representation for multifractional multistable Riemann-Liouville process. arXiv:2004.05874 Preprint, arXiv:2004.05874 [math.PR] (2020). MSC: 60G17 60G22 60G52 BibTeX Cite \textit{A. Ayache} and \textit{J. Hamonier}, ``Wavelet series representation for multifractional multistable Riemann-Liouville process'', Preprint, arXiv:2004.05874 [math.PR] (2020) Full Text: arXiv OA License
Mosyagin, Vyacheslav Evgen’evich Exact asymptotics for the distribution of the time of attaining the maximum for a trajectory of a compound Poisson process with linear drift. (Russian) Zbl 1492.60092 Mat. Tr. 22, No. 2, 134-156 (2019). MSC: 60G17 60G51 PDFBibTeX XMLCite \textit{V. E. Mosyagin}, Mat. Tr. 22, No. 2, 134--156 (2019; Zbl 1492.60092) Full Text: DOI MNR
Wei, Qicai; Wang, Wensheng Functional sample path properties of subsequence’s \(C\)-\(R\) increments for \({l^p}\)-valued Wiener processes in Hölder norm. (Chinese. English summary) Zbl 1449.60077 Appl. Math., Ser. A (Chin. Ed.) 34, No. 2, 142-150 (2019). MSC: 60G17 60F17 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{W. Wang}, Appl. Math., Ser. A (Chin. Ed.) 34, No. 2, 142--150 (2019; Zbl 1449.60077) Full Text: DOI
Lipshutz, David; Ramanan, Kavita Pathwise differentiability of reflected diffusions in convex polyhedral domains. (English. French summary) Zbl 1466.60076 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1439-1476 (2019). MSC: 60G17 90C31 93B35 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{D. Lipshutz} and \textit{K. Ramanan}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1439--1476 (2019; Zbl 1466.60076) Full Text: DOI arXiv Euclid
Lagnoux, Agnès; Mercier, Sabine; Vallois, Pierre Probability density function of the local score position. (English) Zbl 1422.60062 Stochastic Processes Appl. 129, No. 10, 3664-3689 (2019). MSC: 60G17 60J25 60J65 PDFBibTeX XMLCite \textit{A. Lagnoux} et al., Stochastic Processes Appl. 129, No. 10, 3664--3689 (2019; Zbl 1422.60062) Full Text: DOI HAL
Brémont, Julien Random walk in a stratified independent random environment. (English) Zbl 1422.60061 Electron. Commun. Probab. 24, Paper No. 47, 15 p. (2019). MSC: 60G17 60J10 60K37 60G50 PDFBibTeX XMLCite \textit{J. Brémont}, Electron. Commun. Probab. 24, Paper No. 47, 15 p. (2019; Zbl 1422.60061) Full Text: DOI arXiv Euclid
Chao, Ying; Duan, Jinqiao The Onsager-Machlup function as Lagrangian for the most probable path of a jump-diffusion process. (English) Zbl 1488.60088 Nonlinearity 32, No. 10, 3715-3741 (2019). MSC: 60G17 82B35 60J76 PDFBibTeX XMLCite \textit{Y. Chao} and \textit{J. Duan}, Nonlinearity 32, No. 10, 3715--3741 (2019; Zbl 1488.60088) Full Text: DOI arXiv
Holden, Nina; Nacu, Şerban; Peres, Yuval; Salisbury, Thomas S. How round are the complementary components of planar Brownian motion? (English. French summary) Zbl 1466.60075 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 882-908 (2019). MSC: 60G17 60G65 PDFBibTeX XMLCite \textit{N. Holden} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 882--908 (2019; Zbl 1466.60075) Full Text: DOI arXiv Euclid
Le Guével, R. The Hausdorff dimension of the range of the Lévy multistable processes. (English) Zbl 1422.60063 J. Theor. Probab. 32, No. 2, 765-780 (2019). MSC: 60G17 60G51 60G52 PDFBibTeX XMLCite \textit{R. Le Guével}, J. Theor. Probab. 32, No. 2, 765--780 (2019; Zbl 1422.60063) Full Text: DOI arXiv HAL
Löcherbach, E. Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes. (English) Zbl 1442.60046 J. Theor. Probab. 32, No. 1, 131-162 (2019). MSC: 60G17 60G55 60J60 60F10 PDFBibTeX XMLCite \textit{E. Löcherbach}, J. Theor. Probab. 32, No. 1, 131--162 (2019; Zbl 1442.60046) Full Text: DOI arXiv
López, Sergio I.; Pimentel, Leandro P. R. On the location of the maximum of a process: Lévy, Gaussian and random field cases. (English) Zbl 1502.60051 Stochastics 90, No. 8, 1221-1237 (2018). MSC: 60G17 60G10 60G15 60G51 60G60 60J65 PDFBibTeX XMLCite \textit{S. I. López} and \textit{L. P. R. Pimentel}, Stochastics 90, No. 8, 1221--1237 (2018; Zbl 1502.60051) Full Text: DOI
Kozachenko, Yu.; Ostrovsky, E.; Sirota, L. Equivalence between tails, grand Lebesgue spaces and Orlicz norms for random variables without Cramer’s condition. (English) Zbl 1449.60076 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 4, 20-29 (2018). MSC: 60G17 60E07 60G70 PDFBibTeX XMLCite \textit{Yu. Kozachenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 4, 20--29 (2018; Zbl 1449.60076) Full Text: arXiv
Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions. (English) Zbl 1423.60064 Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 123-146 (2018). MSC: 60G17 60G22 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Springer Proc. Math. Stat. 271, 123--146 (2018; Zbl 1423.60064) Full Text: DOI arXiv
Kozachenko, Yu. V.; Ostrovsky, E.; Sirota, L. Relations between exponential tails, moments and moment generating functions for random variables and vectors. (English) Zbl 1424.60052 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 2, 13-30 (2018). MSC: 60G17 60E07 60G70 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 2, 13--30 (2018; Zbl 1424.60052) Full Text: arXiv
Osypchuk, M. M. On the crossings number of a hyperplane by a stable random process. (English) Zbl 1411.60056 Carpathian Math. Publ. 10, No. 2, 346-351 (2018). MSC: 60G17 60G52 PDFBibTeX XMLCite \textit{M. M. Osypchuk}, Carpathian Math. Publ. 10, No. 2, 346--351 (2018; Zbl 1411.60056) Full Text: DOI OA License
Ho, Kwok-Pun Exponential probabilistic inequalities. (English) Zbl 1407.60053 Lith. Math. J. 58, No. 4, 399-407 (2018). MSC: 60G17 60G15 46E30 PDFBibTeX XMLCite \textit{K.-P. Ho}, Lith. Math. J. 58, No. 4, 399--407 (2018; Zbl 1407.60053) Full Text: DOI
Bieniek, Mariusz; Burdzy, Krzysztof The distribution of the spine of a Fleming-Viot type process. (English) Zbl 1401.60060 Stochastic Processes Appl. 128, No. 11, 3751-3777 (2018). MSC: 60G17 PDFBibTeX XMLCite \textit{M. Bieniek} and \textit{K. Burdzy}, Stochastic Processes Appl. 128, No. 11, 3751--3777 (2018; Zbl 1401.60060) Full Text: DOI arXiv
Semakov, S. L.; Semakov, I. S. Estimating the probability of an event related to the moment when a random process first reaches a given level. (English. Russian original) Zbl 1414.60025 Autom. Remote Control 79, No. 4, 632-640 (2018); translation from Avtom. Telemekh. 2018, No. 4, 65-74 (2018). MSC: 60G17 PDFBibTeX XMLCite \textit{S. L. Semakov} and \textit{I. S. Semakov}, Autom. Remote Control 79, No. 4, 632--640 (2018; Zbl 1414.60025); translation from Avtom. Telemekh. 2018, No. 4, 65--74 (2018) Full Text: DOI
Wang, Falei; Zheng, Guoqiang Sample path properties of \(G\)-Brownian motion. (English) Zbl 1405.60048 J. Math. Anal. Appl. 467, No. 1, 421-431 (2018). MSC: 60G17 60H10 60J65 PDFBibTeX XMLCite \textit{F. Wang} and \textit{G. Zheng}, J. Math. Anal. Appl. 467, No. 1, 421--431 (2018; Zbl 1405.60048) Full Text: DOI
Boukhari, Fakhreddine; Malti, Dounyazed Convergence of series of strongly integrable random variables and applications. (English) Zbl 1406.60056 Stat. Probab. Lett. 137, 191-200 (2018). MSC: 60G17 60F10 60G50 PDFBibTeX XMLCite \textit{F. Boukhari} and \textit{D. Malti}, Stat. Probab. Lett. 137, 191--200 (2018; Zbl 1406.60056) Full Text: DOI arXiv
Davis, Mark; Obłój, Jan; Siorpaes, Pietro Pathwise stochastic calculus with local times. (English. French summary) Zbl 1394.60032 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 1-21 (2018). MSC: 60G17 60H05 60J55 PDFBibTeX XMLCite \textit{M. Davis} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 1--21 (2018; Zbl 1394.60032) Full Text: DOI arXiv
Sun, Xiaobin; Xiao, Yimin; Xu, Lihu; Zhai, Jianliang Uniform dimension results for a family of Markov processes. (English) Zbl 1407.60054 Bernoulli 24, No. 4B, 3924-3951 (2018). MSC: 60G17 60G18 60G51 28A80 60J25 PDFBibTeX XMLCite \textit{X. Sun} et al., Bernoulli 24, No. 4B, 3924--3951 (2018; Zbl 1407.60054) Full Text: DOI arXiv Euclid
Trevino Aguilar, Erick The lower Snell envelope of smooth functions: an optional decomposition. (English) Zbl 1390.60139 Electron. Commun. Probab. 23, Paper No. 12, 10 p. (2018). MSC: 60G17 60G40 91G80 PDFBibTeX XMLCite \textit{E. Trevino Aguilar}, Electron. Commun. Probab. 23, Paper No. 12, 10 p. (2018; Zbl 1390.60139) Full Text: DOI Euclid
Shiraishi, Daisuke Growth exponent for loop-erased random walk in three dimensions. (English) Zbl 1387.60067 Ann. Probab. 46, No. 2, 687-774 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G17 60K35 60D05 PDFBibTeX XMLCite \textit{D. Shiraishi}, Ann. Probab. 46, No. 2, 687--774 (2018; Zbl 1387.60067) Full Text: DOI arXiv Euclid
Bauer, Michel; Bernard, Denis Stochastic spikes and strong noise limits of stochastic differential equations. (English) Zbl 1391.60073 Ann. Henri Poincaré 19, No. 3, 653-693 (2018). Reviewer: Laure Gouba (Trieste) MSC: 60G17 60H05 60H10 60J60 60J65 PDFBibTeX XMLCite \textit{M. Bauer} and \textit{D. Bernard}, Ann. Henri Poincaré 19, No. 3, 653--693 (2018; Zbl 1391.60073) Full Text: DOI arXiv
Palau, S.; Pardo, J. C. Branching processes in a Lévy random environment. (English) Zbl 1380.60043 Acta Appl. Math. 153, No. 1, 55-79 (2018). MSC: 60G17 60G51 60J80 PDFBibTeX XMLCite \textit{S. Palau} and \textit{J. C. Pardo}, Acta Appl. Math. 153, No. 1, 55--79 (2018; Zbl 1380.60043) Full Text: DOI arXiv OA License
Ayache, Antoine; Hamonier, Julien Behaviour of linear multifractional stable motion: membership of a critical Hölder space. (English) Zbl 1394.60031 Stochastics 89, No. 5, 709-725 (2017). MSC: 60G17 60G22 60G52 60G60 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{J. Hamonier}, Stochastics 89, No. 5, 709--725 (2017; Zbl 1394.60031) Full Text: DOI arXiv
Macías-Díaz, J. E.; Villa-Morales, J. A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes. (English) Zbl 1394.60033 Comput. Math. Appl. 74, No. 8, 1799-1812 (2017). MSC: 60G17 60G15 35R60 60H35 PDFBibTeX XMLCite \textit{J. E. Macías-Díaz} and \textit{J. Villa-Morales}, Comput. Math. Appl. 74, No. 8, 1799--1812 (2017; Zbl 1394.60033) Full Text: DOI
Oz, Binyamin; Adan, Ivo; Haviv, Moshe A rate balance principle and its application to queueing models. (English) Zbl 1391.60074 Queueing Syst. 87, No. 1-2, 95-111 (2017). MSC: 60G17 60K25 60J80 PDFBibTeX XMLCite \textit{B. Oz} et al., Queueing Syst. 87, No. 1--2, 95--111 (2017; Zbl 1391.60074) Full Text: DOI arXiv
Li, Xiao; Rohe, Karl Central limit theorems for network driven sampling. (English) Zbl 1386.60144 Electron. J. Stat. 11, No. 2, 4871-4895 (2017). MSC: 60G17 62D05 PDFBibTeX XMLCite \textit{X. Li} and \textit{K. Rohe}, Electron. J. Stat. 11, No. 2, 4871--4895 (2017; Zbl 1386.60144) Full Text: DOI arXiv Euclid
Vardar-Acar, Ceren; Çağlar, Mine Maximum loss and maximum gain of spectrally negative Lévy processes. (English) Zbl 1373.60074 Extremes 20, No. 2, 301-308 (2017). MSC: 60G17 60G70 60G35 PDFBibTeX XMLCite \textit{C. Vardar-Acar} and \textit{M. Çağlar}, Extremes 20, No. 2, 301--308 (2017; Zbl 1373.60074) Full Text: DOI arXiv Link
Manstavičius, Martynas; Schnurr, Alexander Criteria for the finiteness of the strong \(p\)-variation for Lévy-type processes. (English) Zbl 1373.60073 Stochastic Anal. Appl. 35, No. 5, 873-899 (2017). MSC: 60G17 60J75 60H10 60J25 PDFBibTeX XMLCite \textit{M. Manstavičius} and \textit{A. Schnurr}, Stochastic Anal. Appl. 35, No. 5, 873--899 (2017; Zbl 1373.60073) Full Text: DOI arXiv
Geng, Xi Reconstruction for the signature of a rough path. (English) Zbl 1406.60057 Proc. Lond. Math. Soc. (3) 114, No. 3, 495-526 (2017). MSC: 60G17 34F05 60H10 PDFBibTeX XMLCite \textit{X. Geng}, Proc. Lond. Math. Soc. (3) 114, No. 3, 495--526 (2017; Zbl 1406.60057) Full Text: DOI arXiv Link Backlinks: MO
Grobler, Jacobus J.; Labuschagne, Coenraad C. A. The quadratic variation of continuous time stochastic processes in vector lattices. (English) Zbl 1376.60058 J. Math. Anal. Appl. 450, No. 1, 314-329 (2017). MSC: 60G17 60G44 60G40 PDFBibTeX XMLCite \textit{J. J. Grobler} and \textit{C. C. A. Labuschagne}, J. Math. Anal. Appl. 450, No. 1, 314--329 (2017; Zbl 1376.60058) Full Text: DOI
Palau, S.; Pardo, J. C. Continuous state branching processes in random environment: the Brownian case. (English) Zbl 1355.60049 Stochastic Processes Appl. 127, No. 3, 957-994 (2017). MSC: 60G17 60G51 60J80 PDFBibTeX XMLCite \textit{S. Palau} and \textit{J. C. Pardo}, Stochastic Processes Appl. 127, No. 3, 957--994 (2017; Zbl 1355.60049) Full Text: DOI arXiv
Dorogovtsev, A. A.; Izyumtseva, O. L. Local times of self-intersection. (English. Russian original) Zbl 1490.60084 Ukr. Math. J. 68, No. 3, 325-379 (2016); translation from Ukr. Mat. Zh. 68, No. 3, 290-340 (2016). MSC: 60G17 60-02 60J55 PDFBibTeX XMLCite \textit{A. A. Dorogovtsev} and \textit{O. L. Izyumtseva}, Ukr. Math. J. 68, No. 3, 325--379 (2016; Zbl 1490.60084); translation from Ukr. Mat. Zh. 68, No. 3, 290--340 (2016) Full Text: DOI
Hattori, Masayuki; Abe, Sumiyoshi Path probability of stochastic motion: a functional approach. (English) Zbl 1400.60047 Physica A 451, 198-204 (2016). MSC: 60G17 60J60 82B41 91G20 PDFBibTeX XMLCite \textit{M. Hattori} and \textit{S. Abe}, Physica A 451, 198--204 (2016; Zbl 1400.60047) Full Text: DOI arXiv
Wang, Jun; Shen, Guangjun Some sample path properties of real multifractional Lévy processes. (English) Zbl 1389.60054 J. Nat. Sci. Heilongjiang Univ. 33, No. 6, 708-718 (2016). MSC: 60G17 60G22 60G51 PDFBibTeX XMLCite \textit{J. Wang} and \textit{G. Shen}, J. Nat. Sci. Heilongjiang Univ. 33, No. 6, 708--718 (2016; Zbl 1389.60054) Full Text: DOI
El-Taha, Muhammad Asymptotic time averages and frequency distributions. (English) Zbl 1384.60074 Int. J. Stoch. Anal. 2016, Article ID 2741214, 10 p. (2016). MSC: 60G17 60G07 PDFBibTeX XMLCite \textit{M. El-Taha}, Int. J. Stoch. Anal. 2016, Article ID 2741214, 10 p. (2016; Zbl 1384.60074) Full Text: DOI
Herbin, Erick; Richard, Alexandre Local Hölder regularity for set-indexed processes. (English) Zbl 1368.60042 Isr. J. Math. 215, No. 1, 397-440 (2016). Reviewer: Tomasz Luks (Paderborn) MSC: 60G17 60G15 60G60 60G22 PDFBibTeX XMLCite \textit{E. Herbin} and \textit{A. Richard}, Isr. J. Math. 215, No. 1, 397--440 (2016; Zbl 1368.60042) Full Text: DOI arXiv
Benziadi, Fatima; Kandouci, Abdeldjebbar The application of Kolmogorov’s theorem in the one-default model. (English) Zbl 1397.60072 Math. Sci. Appl. E-Notes 4, No. 2, 71-78 (2016). MSC: 60G17 60H30 PDFBibTeX XMLCite \textit{F. Benziadi} and \textit{A. Kandouci}, Math. Sci. Appl. E-Notes 4, No. 2, 71--78 (2016; Zbl 1397.60072)
Basse-O’Connor, Andreas; Weber, Michel On the \(\Phi\)-variation of stochastic processes with exponential moments. (English) Zbl 1352.60057 Trans. Lond. Math. Soc. 3, No. 1, 1-27 (2016). Reviewer: Alexander Schnurr (Siegen) MSC: 60G17 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{A. Basse-O'Connor} and \textit{M. Weber}, Trans. Lond. Math. Soc. 3, No. 1, 1--27 (2016; Zbl 1352.60057) Full Text: DOI arXiv OA License
Flint, Guy; Hambly, Ben; Lyons, Terry Discretely sampled signals and the rough Hoff process. (English) Zbl 1348.60058 Stochastic Processes Appl. 126, No. 9, 2593-2614 (2016). MSC: 60G17 60G35 60G44 60H10 PDFBibTeX XMLCite \textit{G. Flint} et al., Stochastic Processes Appl. 126, No. 9, 2593--2614 (2016; Zbl 1348.60058) Full Text: DOI arXiv
Ahn, Soohan Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: formulas driven by the minimal solution matrix of a Riccati equation. (English) Zbl 1342.60055 Stoch. Models 32, No. 3, 433-459 (2016). MSC: 60G17 90C20 PDFBibTeX XMLCite \textit{S. Ahn}, Stoch. Models 32, No. 3, 433--459 (2016; Zbl 1342.60055) Full Text: DOI
Buckingham, Patrick; Fralix, Brian; Kella, Offer A note on integral representations of the Skorokhod map. (English) Zbl 1351.60042 J. Appl. Probab. 53, No. 1, 293-298 (2016). MSC: 60G17 45G99 PDFBibTeX XMLCite \textit{P. Buckingham} et al., J. Appl. Probab. 53, No. 1, 293--298 (2016; Zbl 1351.60042) Full Text: DOI Euclid Link
Knopova, Victoria; Schilling, René L. On level and collision sets of some Feller processes. (English) Zbl 1351.60044 ALEA, Lat. Am. J. Probab. Math. Stat. 12, No. 2, 1001-1029 (2015). MSC: 60G17 60J25 28A78 47G30 35S05 PDFBibTeX XMLCite \textit{V. Knopova} and \textit{R. L. Schilling}, ALEA, Lat. Am. J. Probab. Math. Stat. 12, No. 2, 1001--1029 (2015; Zbl 1351.60044) Full Text: arXiv Link
Vovk, Vladimir Itô calculus without probability in idealized financial markets. (English) Zbl 1328.60097 Lith. Math. J. 55, No. 2, 270-290 (2015). MSC: 60G17 60H05 60G44 91G80 PDFBibTeX XMLCite \textit{V. Vovk}, Lith. Math. J. 55, No. 2, 270--290 (2015; Zbl 1328.60097) Full Text: DOI arXiv
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui Hypercontractivity for functional stochastic differential equations. (English) Zbl 1327.60093 Stochastic Processes Appl. 125, No. 9, 3636-3656 (2015). MSC: 60G17 60G60 60H10 PDFBibTeX XMLCite \textit{J. Bao} et al., Stochastic Processes Appl. 125, No. 9, 3636--3656 (2015; Zbl 1327.60093) Full Text: DOI arXiv
Bednorz, Witold Marek; Łochowski, Rafał Marcin Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes. (English) Zbl 1318.60041 Bernoulli 21, No. 1, 437-464 (2015). Reviewer: Allan Gut (Uppsala) MSC: 60G17 60G22 60G51 60J60 60G15 PDFBibTeX XMLCite \textit{W. M. Bednorz} and \textit{R. M. Łochowski}, Bernoulli 21, No. 1, 437--464 (2015; Zbl 1318.60041) Full Text: DOI arXiv Euclid
Knopova, V.; Schilling, R. L.; Wang, J. Lower bounds of the Hausdorff dimension for the images of Feller processes. (English) Zbl 1351.60043 Stat. Probab. Lett. 97, 222-228 (2015). MSC: 60G17 60J25 60J75 28A78 47G30 35S05 PDFBibTeX XMLCite \textit{V. Knopova} et al., Stat. Probab. Lett. 97, 222--228 (2015; Zbl 1351.60043) Full Text: DOI
Bednorz, Witold The majorizing measure approach to sample boundedness. (English) Zbl 1315.60043 Colloq. Math. 139, No. 2, 205-227 (2015). MSC: 60G17 60G15 PDFBibTeX XMLCite \textit{W. Bednorz}, Colloq. Math. 139, No. 2, 205--227 (2015; Zbl 1315.60043) Full Text: DOI arXiv
Łochowski, Rafał M. WITHDRAWN: Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps. arXiv:1508.01269 Preprint, arXiv:1508.01269 [math.PR] (2015); retraction notice ibid. MSC: 60G17 91G99 BibTeX Cite \textit{R. M. Łochowski}, ``WITHDRAWN: Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps'', Preprint, arXiv:1508.01269 [math.PR] (2015); retraction notice ibid. Full Text: arXiv OA License
Xiong, Xianzhu Local times of multi-parameter processes with stable components. (Chinese. English summary) Zbl 1313.60072 Appl. Math., Ser. A (Chin. Ed.) 29, No. 2, 147-158 (2014). MSC: 60G17 60G52 60J55 PDFBibTeX XMLCite \textit{X. Xiong}, Appl. Math., Ser. A (Chin. Ed.) 29, No. 2, 147--158 (2014; Zbl 1313.60072)
Baxevani, Anastassia; Podgórski, Krzysztof; Wegener, Jörg Sample path asymmetries in non-Gaussian random processes. (English) Zbl 1305.60027 Scand. J. Stat. 41, No. 4, 1102-1123 (2014). MSC: 60G17 60G12 62M10 PDFBibTeX XMLCite \textit{A. Baxevani} et al., Scand. J. Stat. 41, No. 4, 1102--1123 (2014; Zbl 1305.60027) Full Text: DOI