Zhang, Tongqi; Xu, Yong; Feng, Lifang; Pei, Bin Averaging principle for McKean-Vlasov SDEs driven by FBMs. (English) Zbl 07902959 Qual. Theory Dyn. Syst. 24, No. 1, Paper No. 2, 26 p. (2025). MSC: 60G22 60H10 34C29 PDFBibTeX XMLCite \textit{T. Zhang} et al., Qual. Theory Dyn. Syst. 24, No. 1, Paper No. 2, 26 p. (2025; Zbl 07902959) Full Text: DOI
Yu, Qian; Yu, Xianye Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion. (English) Zbl 07900841 J. Theor. Probab. 37, No. 3, 2054-2075 (2024). MSC: 60G22 60J55 PDFBibTeX XMLCite \textit{Q. Yu} and \textit{X. Yu}, J. Theor. Probab. 37, No. 3, 2054--2075 (2024; Zbl 07900841) Full Text: DOI
Yang, Xiaoyu; Inahama, Yuzuru; Xu, Yong Moderate deviations for two-time scale systems with mixed fractional Brownian motion. (English) Zbl 07898807 Appl. Math. Optim. 90, No. 1, Paper No. 18, 41 p. (2024). MSC: 60G22 60F10 60H10 PDFBibTeX XMLCite \textit{X. Yang} et al., Appl. Math. Optim. 90, No. 1, Paper No. 18, 41 p. (2024; Zbl 07898807) Full Text: DOI arXiv
Chadad, Monir; Erraoui, Mohamed Reflected stochastic differential equations driven by standard and fractional Brownian motion. (English) Zbl 07895562 Stoch. Dyn. 24, No. 2, Article ID 2450011, 34 p. (2024). MSC: 60G22 60H05 60H20 PDFBibTeX XMLCite \textit{M. Chadad} and \textit{M. Erraoui}, Stoch. Dyn. 24, No. 2, Article ID 2450011, 34 p. (2024; Zbl 07895562) Full Text: DOI
Lu, Weidong; Liu, Junfeng Some properties of fractional kinetic equation with Gaussian noise rough in space. (English) Zbl 07895238 Chin. J. Appl. Probab. Stat. 40, No. 1, 139-156 (2024). MSC: 60G22 60H15 60H07 PDFBibTeX XMLCite \textit{W. Lu} and \textit{J. Liu}, Chin. J. Appl. Probab. Stat. 40, No. 1, 139--156 (2024; Zbl 07895238) Full Text: DOI
Xu, Liping; Yan, Litan; Li, Zhi Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes. (English) Zbl 07880490 Stochastic Anal. Appl. 42, No. 3, 622-641 (2024). MSC: 60G22 60H15 60G15 60H05 PDFBibTeX XMLCite \textit{L. Xu} et al., Stochastic Anal. Appl. 42, No. 3, 622--641 (2024; Zbl 07880490) Full Text: DOI
Schied, Alexander; Zhang, Zhenyuan Weierstrass bridges. (English) Zbl 07876038 Trans. Am. Math. Soc. 377, No. 4, 2947-2989 (2024). MSC: 60G22 60G15 60G17 28A80 PDFBibTeX XMLCite \textit{A. Schied} and \textit{Z. Zhang}, Trans. Am. Math. Soc. 377, No. 4, 2947--2989 (2024; Zbl 07876038) Full Text: DOI arXiv
López-Mimbela, José Alfredo; Pérez-Suárez, Gerardo Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion. (English) Zbl 1540.60069 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 661-699 (2024). MSC: 60G22 60G15 60E15 PDFBibTeX XMLCite \textit{J. A. López-Mimbela} and \textit{G. Pérez-Suárez}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 661--699 (2024; Zbl 1540.60069) Full Text: arXiv Link
Bénichou, Olivier; Oshanin, Gleb A unifying representation of path integrals for fractional Brownian motions. (English) Zbl 1540.60067 J. Phys. A, Math. Theor. 57, No. 22, Article ID 225001, 23 p. (2024). MSC: 60G22 82B41 82C31 PDFBibTeX XMLCite \textit{O. Bénichou} and \textit{G. Oshanin}, J. Phys. A, Math. Theor. 57, No. 22, Article ID 225001, 23 p. (2024; Zbl 1540.60067) Full Text: DOI arXiv
Kataria, K. K.; Khandakar, M. Fractional Skellam process of order \(k\). (English) Zbl 07865972 J. Theor. Probab. 37, No. 2, 1333-1356 (2024). MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{M. Khandakar}, J. Theor. Probab. 37, No. 2, 1333--1356 (2024; Zbl 07865972) Full Text: DOI arXiv
Grzesiek, Aleksandra; Gajda, Janusz; Thapa, Samudrajit; Wyłomańska, Agnieszka Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics. (English) Zbl 1540.60068 Chaos 34, No. 4, Article ID 043154, 16 p. (2024). MSC: 60G22 62M07 60G18 62M09 PDFBibTeX XMLCite \textit{A. Grzesiek} et al., Chaos 34, No. 4, Article ID 043154, 16 p. (2024; Zbl 1540.60068) Full Text: DOI
Diatta, Raphaël; Diedhiou, Alassane Large deviation for several fractional Brownian motions and diffusion process. (English) Zbl 07861711 Int. J. Numer. Methods Appl. 24, No. 1, 31-44 (2024). MSC: 60G22 60F10 60H20 60H40 PDFBibTeX XMLCite \textit{R. Diatta} and \textit{A. Diedhiou}, Int. J. Numer. Methods Appl. 24, No. 1, 31--44 (2024; Zbl 07861711) Full Text: DOI
Djeutcha, Eric; Sadefo Kamdem, Jules Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model. (English) Zbl 07856444 Ann. Oper. Res. 334, No. 1-3, 101-131 (2024). MSC: 60G22 60G18 PDFBibTeX XMLCite \textit{E. Djeutcha} and \textit{J. Sadefo Kamdem}, Ann. Oper. Res. 334, No. 1--3, 101--131 (2024; Zbl 07856444) Full Text: DOI
Kavallaris, Nikos I.; Nikolopoulos, Christos V.; Yannacopoulos, Athanasios N. On the impact of noise on quenching for a nonlocal diffusion model driven by a mixture of Brownian and fractional Brownian motions. (English) Zbl 07856219 Discrete Contin. Dyn. Syst., Ser. S 17, No. 3, 1222-1268 (2024). MSC: 60G22 60G65 60H15 65M06 35A01 60J60 PDFBibTeX XMLCite \textit{N. I. Kavallaris} et al., Discrete Contin. Dyn. Syst., Ser. S 17, No. 3, 1222--1268 (2024; Zbl 07856219) Full Text: DOI arXiv
Esser, C.; Loosveldt, L. On the pointwise regularity of the multifractional Brownian motion and some extensions. (English) Zbl 07854694 Theory Probab. Math. Stat. 110, 55-73 (2024). MSC: 60G22 60G17 26A15 42C40 PDFBibTeX XMLCite \textit{C. Esser} and \textit{L. Loosveldt}, Theory Probab. Math. Stat. 110, 55--73 (2024; Zbl 07854694) Full Text: DOI arXiv
Yan, Litan; Guo, Rui; Gao, Han Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion. (English) Zbl 07850689 Commun. Stat., Theory Methods 53, No. 7, 2390-2421 (2024). MSC: 60G22 60H07 60F05 62M09 PDFBibTeX XMLCite \textit{L. Yan} et al., Commun. Stat., Theory Methods 53, No. 7, 2390--2421 (2024; Zbl 07850689) Full Text: DOI
Zhou, Yinbing; Lu, Dawei The first exit time of fractional Brownian motion with a drift from a parabolic domain. (English) Zbl 1537.60048 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 3, 19 p. (2024). MSC: 60G22 60F10 PDFBibTeX XMLCite \textit{Y. Zhou} and \textit{D. Lu}, Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 3, 19 p. (2024; Zbl 1537.60048) Full Text: DOI
Pérez-Cendejas, Ulises; Pérez-Suárez, Gerardo Stochastic ordering for hitting times of fractional Brownian motions. (English) Zbl 1537.60045 Stat. Probab. Lett. 208, Article ID 110053, 8 p. (2024). MSC: 60G22 60E15 60G15 PDFBibTeX XMLCite \textit{U. Pérez-Cendejas} and \textit{G. Pérez-Suárez}, Stat. Probab. Lett. 208, Article ID 110053, 8 p. (2024; Zbl 1537.60045) Full Text: DOI
Soni, Ritik; Pathak, Ashok Kumar Generalized fractional negative binomial process. (English) Zbl 1537.60046 Stat. Probab. Lett. 207, Article ID 110021, 11 p. (2024). MSC: 60G22 60G51 60G55 60E05 PDFBibTeX XMLCite \textit{R. Soni} and \textit{A. K. Pathak}, Stat. Probab. Lett. 207, Article ID 110021, 11 p. (2024; Zbl 1537.60046) Full Text: DOI arXiv
Wang, Jixia; Sun, Lu; Miao, Yu Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion. (English) Zbl 1537.60047 Stat. Probab. Lett. 207, Article ID 110020, 7 p. (2024). MSC: 60G22 60F05 60H05 60H07 60G15 PDFBibTeX XMLCite \textit{J. Wang} et al., Stat. Probab. Lett. 207, Article ID 110020, 7 p. (2024; Zbl 1537.60047) Full Text: DOI
Khandakar, M.; Kataria, K. K. On a time-changed variant of the generalized counting process. (English) Zbl 07845414 J. Appl. Probab. 61, No. 2, 716-738 (2024). MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{M. Khandakar} and \textit{K. K. Kataria}, J. Appl. Probab. 61, No. 2, 716--738 (2024; Zbl 07845414) Full Text: DOI
Matsuda, Toyomu; Perkowski, Nicolas An extension of the stochastic sewing lemma and applications to fractional stochastic calculus. (English) Zbl 1535.60064 Forum Math. Sigma 12, Paper No. e52, 53 p. (2024). MSC: 60G22 60H05 60H10 60J55 PDFBibTeX XMLCite \textit{T. Matsuda} and \textit{N. Perkowski}, Forum Math. Sigma 12, Paper No. e52, 53 p. (2024; Zbl 1535.60064) Full Text: DOI arXiv OA License
Shen, Guangjun; Zhou, Huan; Wu, Jiang-Lun Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions. (English) Zbl 1535.60066 J. Evol. Equ. 24, No. 2, Paper No. 35, 30 p. (2024). MSC: 60G22 60H10 60F10 PDFBibTeX XMLCite \textit{G. Shen} et al., J. Evol. Equ. 24, No. 2, Paper No. 35, 30 p. (2024; Zbl 1535.60066) Full Text: DOI
Friesen, Martin; Jin, Peng Volterra square-root process: stationarity and regularity of the law. (English) Zbl 1534.60048 Ann. Appl. Probab. 34, No. 1A, 318-356 (2024). MSC: 60G22 45D05 91G20 PDFBibTeX XMLCite \textit{M. Friesen} and \textit{P. Jin}, Ann. Appl. Probab. 34, No. 1A, 318--356 (2024; Zbl 1534.60048) Full Text: DOI arXiv Link
Guo, Jingjun; Zhang, Cuiyun; Ma, Aiqin Derivative of multiple self-intersection local time for fractional Brownian motion. (English) Zbl 07826606 J. Theor. Probab. 37, No. 1, 623-641 (2024). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60G22 60J55 60F25 PDFBibTeX XMLCite \textit{J. Guo} et al., J. Theor. Probab. 37, No. 1, 623--641 (2024; Zbl 07826606) Full Text: DOI
Boedihardjo, H.; Geng, X. On the lack of Gaussian tail for rough line integrals along fractional Brownian paths. (English) Zbl 07819905 Probab. Theory Relat. Fields 188, No. 3-4, 1287-1313 (2024). MSC: 60G22 60H10 60L20 PDFBibTeX XMLCite \textit{H. Boedihardjo} and \textit{X. Geng}, Probab. Theory Relat. Fields 188, No. 3--4, 1287--1313 (2024; Zbl 07819905) Full Text: DOI arXiv OA License
Xia, Xiaoyu; Yan, Litan; Yang, Qing The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift. (English) Zbl 07815364 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 671-685 (2024). MSC: 60G22 39A50 PDFBibTeX XMLCite \textit{X. Xia} et al., Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 671--685 (2024; Zbl 07815364) Full Text: DOI
Son, Ta Cong; Le, Dung Quang; Duong, Manh Hong Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations. (English) Zbl 07815297 Potential Anal. 60, No. 3, 1031-1065 (2024). MSC: 60G22 60H07 91G30 PDFBibTeX XMLCite \textit{T. C. Son} et al., Potential Anal. 60, No. 3, 1031--1065 (2024; Zbl 07815297) Full Text: DOI arXiv OA License
Chen, Le; Kuzgun, Sefika; Mueller, Carl; Xia, Panqiu On the radius of self-repellent fractional Brownian motion. (English) Zbl 1532.60074 J. Stat. Phys. 191, No. 2, Paper No. 19, 15 p. (2024). MSC: 60G22 60K35 PDFBibTeX XMLCite \textit{L. Chen} et al., J. Stat. Phys. 191, No. 2, Paper No. 19, 15 p. (2024; Zbl 1532.60074) Full Text: DOI arXiv
Shen, Guangjun; Yin, Jiayuan; Liu, Junfeng Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients. (English) Zbl 07805435 Discrete Contin. Dyn. Syst., Ser. B 29, No. 3, 1402-1426 (2024). MSC: 60G22 60H15 34K33 35Q83 PDFBibTeX XMLCite \textit{G. Shen} et al., Discrete Contin. Dyn. Syst., Ser. B 29, No. 3, 1402--1426 (2024; Zbl 07805435) Full Text: DOI
Mishura, Yuliya; Ralchenko, Kostiantyn Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\). (English) Zbl 1539.60044 Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 60G17 60K50 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{K. Ralchenko}, Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024; Zbl 1539.60044) Full Text: DOI arXiv
Selvam, Arunachalam; Sabarinathan, Sriramulu; Pinelas, Sandra; Suvitha, Vaidhiyanathan Existence and stability of Ulam-Hyers for neutral stochastic functional differential equations. (English) Zbl 07797004 Bull. Iran. Math. Soc. 50, No. 1, Paper No. 1, 18 p. (2024). MSC: 60G22 34K20 34K50 PDFBibTeX XMLCite \textit{A. Selvam} et al., Bull. Iran. Math. Soc. 50, No. 1, Paper No. 1, 18 p. (2024; Zbl 07797004) Full Text: DOI OA License
Shilpa; Pathak, Ashok Kumar; Maheshwari, Aditya Tempered space-time fractional negative binomial process. arXiv:2409.07044 Preprint, arXiv:2409.07044 [math.PR] (2024). MSC: 60G22 60G51 BibTeX Cite \textit{Shilpa} et al., ``Tempered space-time fractional negative binomial process'', Preprint, arXiv:2409.07044 [math.PR] (2024) Full Text: arXiv OA License
Bodnarchuk, Iryna; Mishura, Yuliya; Ralchenko, Kostiantyn Fractional Gaussian noise: Projections, prediction, norms. arXiv:2408.09188 Preprint, arXiv:2408.09188 [math.PR] (2024). MSC: 60G22 60G15 60G25 BibTeX Cite \textit{I. Bodnarchuk} et al., ``Fractional Gaussian noise: Projections, prediction, norms'', Preprint, arXiv:2408.09188 [math.PR] (2024) Full Text: arXiv OA License
Kataria, K. K.; Dhillon, M. On the Multivariate Generalized Counting Process and its Time-Changed Variants. arXiv:2407.06156 Preprint, arXiv:2407.06156 [math.PR] (2024). MSC: 60G22 60G52 26A33 33E12 BibTeX Cite \textit{K. K. Kataria} and \textit{M. Dhillon}, ``On the Multivariate Generalized Counting Process and its Time-Changed Variants'', Preprint, arXiv:2407.06156 [math.PR] (2024) Full Text: arXiv OA License
Zhang, Xinze; Yang, Xue Poisson stability of solutions for stochastic evolution equations driven by fractional Brownian motion. arXiv:2407.04313 Preprint, arXiv:2407.04313 [math.DS] (2024). MSC: 60G22 34C25 34C27 37B20 60H10 34D20 BibTeX Cite \textit{X. Zhang} and \textit{X. Yang}, ``Poisson stability of solutions for stochastic evolution equations driven by fractional Brownian motion'', Preprint, arXiv:2407.04313 [math.DS] (2024) Full Text: arXiv OA License
Rao, B. L. S. Prakasa Estimation of bid and ask pricing for European option under mixed fractional Brownian motion environment with superimposed jumps. arXiv:2406.16373 Preprint, arXiv:2406.16373 [math.PR] (2024). MSC: 60G22 BibTeX Cite \textit{B. L. S. P. Rao}, ``Estimation of bid and ask pricing for European option under mixed fractional Brownian motion environment with superimposed jumps'', Preprint, arXiv:2406.16373 [math.PR] (2024) Full Text: arXiv OA License
Aurzada, Frank; Döring, Leif; Pitters, Helmut H. Occupation times and areas derived from random sampling. arXiv:2406.09886 Preprint, arXiv:2406.09886 [math.PR] (2024). MSC: 60G22 60G51 60G50 BibTeX Cite \textit{F. Aurzada} et al., ``Occupation times and areas derived from random sampling'', Preprint, arXiv:2406.09886 [math.PR] (2024) Full Text: arXiv OA License
Rao, B. L. S. Prakasa Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion. arXiv:2406.07889 Preprint, arXiv:2406.07889 [math.ST] (2024). MSC: 60G22 BibTeX Cite \textit{B. L. S. P. Rao}, ``Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion'', Preprint, arXiv:2406.07889 [math.ST] (2024) Full Text: arXiv OA License
Rao, B. L. S. Prakasa Maximal inequalities for bifractional Brownian motion. arXiv:2406.06944 Preprint, arXiv:2406.06944 [math.PR] (2024). MSC: 60G22 BibTeX Cite \textit{B. L. S. P. Rao}, ``Maximal inequalities for bifractional Brownian motion'', Preprint, arXiv:2406.06944 [math.PR] (2024) Full Text: arXiv OA License
Pathak, Ashok Kumar; Soni, Ritik Multivariate Tempered Space-Fractional Negative Binomial Process and Risk Models with Shocks. arXiv:2405.13813 Preprint, arXiv:2405.13813 [math.PR] (2024). MSC: 60G22 60G51 60E05 60G55 91B05 BibTeX Cite \textit{A. K. Pathak} and \textit{R. Soni}, ``Multivariate Tempered Space-Fractional Negative Binomial Process and Risk Models with Shocks'', Preprint, arXiv:2405.13813 [math.PR] (2024) Full Text: arXiv OA License
Soni, Ritik; Pathak, Ashok Kumar Generalized Fractional Risk Process. arXiv:2405.11033 Preprint, arXiv:2405.11033 [math.PR] (2024). MSC: 60G22 60G55 91B05 60K05 33E12 BibTeX Cite \textit{R. Soni} and \textit{A. K. Pathak}, ``Generalized Fractional Risk Process'', Preprint, arXiv:2405.11033 [math.PR] (2024) Full Text: arXiv OA License
Gupta, Neha; Maheshwari, Aditya Tempered Fractional Hawkes Process and Its Generalization. arXiv:2405.09966 Preprint, arXiv:2405.09966 [math.PR] (2024). MSC: 60G22 60G51 60G55 BibTeX Cite \textit{N. Gupta} and \textit{A. Maheshwari}, ``Tempered Fractional Hawkes Process and Its Generalization'', Preprint, arXiv:2405.09966 [math.PR] (2024) Full Text: arXiv OA License
Babulal, Meena Sanjay; Gauttam, Sunil Kumar; Maheshwari, Aditya Parameter estimation and long-range dependence of the fractional binomial process. arXiv:2405.08332 Preprint, arXiv:2405.08332 [math.ST] (2024). MSC: 60G22 60G55 BibTeX Cite \textit{M. S. Babulal} et al., ``Parameter estimation and long-range dependence of the fractional binomial process'', Preprint, arXiv:2405.08332 [math.ST] (2024) Full Text: arXiv OA License
Suryawan, Herry Pribawanto; da Silva, José Luís Green Measures for a Class of non-Markov Processes. arXiv:2404.02076 Preprint, arXiv:2404.02076 [math.PR] (2024). MSC: 60G22 60J45 60K50 BibTeX Cite \textit{H. P. Suryawan} and \textit{J. L. da Silva}, ``Green Measures for a Class of non-Markov Processes'', Preprint, arXiv:2404.02076 [math.PR] (2024) Full Text: arXiv OA License
Čoupek, Petr; Kříž, Pavel; Maslowski, Bohdan Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes. arXiv:2403.12610 Preprint, arXiv:2403.12610 [math.PR] (2024). MSC: 60G22 62M09 BibTeX Cite \textit{P. Čoupek} et al., ``Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes'', Preprint, arXiv:2403.12610 [math.PR] (2024) Full Text: arXiv OA License
Wang, Yingli; Cai, Chunhao; He, Ping Scaling limit of heavy tailed nearly unstable cumulative INAR(\(\infty\)) processes and rough fractional diffusions. arXiv:2403.11773 Preprint, arXiv:2403.11773 [math.PR] (2024). MSC: 60G22 60F05 BibTeX Cite \textit{Y. Wang} et al., ``Scaling limit of heavy tailed nearly unstable cumulative INAR($\infty$) processes and rough fractional diffusions'', Preprint, arXiv:2403.11773 [math.PR] (2024) Full Text: arXiv OA License
Maia, Luís An Itô-Wentzell formula for the fractional Brownian motion. arXiv:2402.06328 Preprint, arXiv:2402.06328 [math.PR] (2024). MSC: 60G22 60H10 BibTeX Cite \textit{L. Maia}, ``An Itô-Wentzell formula for the fractional Brownian motion'', Preprint, arXiv:2402.06328 [math.PR] (2024) Full Text: arXiv OA License
Bouafia, Philippe; De Pauw, Thierry A regularity property of fractional Brownian sheets. arXiv:2401.15427 Preprint, arXiv:2401.15427 [math.PR] (2024). MSC: 60G22 60G17 26A45 BibTeX Cite \textit{P. Bouafia} and \textit{T. De Pauw}, ``A regularity property of fractional Brownian sheets'', Preprint, arXiv:2401.15427 [math.PR] (2024) Full Text: arXiv OA License
Neamtu, Alexandra; Seitz, Tim Existence and regularity of random attractors for stochastic evolution equations driven by rough noise. arXiv:2401.14235 Preprint, arXiv:2401.14235 [math.PR] (2024). MSC: 60G22 60L20 60L50 37H05 37L55 BibTeX Cite \textit{A. Neamtu} and \textit{T. Seitz}, ``Existence and regularity of random attractors for stochastic evolution equations driven by rough noise'', Preprint, arXiv:2401.14235 [math.PR] (2024) Full Text: arXiv OA License
Leahy, James-Michael; Nilssen, Torstein Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions. arXiv:2401.09299 Preprint, arXiv:2401.09299 [math.PR] (2024). MSC: 60G22 60L20 60H10 62F12 62M09 60F15 60G17 BibTeX Cite \textit{J.-M. Leahy} and \textit{T. Nilssen}, ``Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions'', Preprint, arXiv:2401.09299 [math.PR] (2024) Full Text: arXiv OA License
Ralchenko, Kostiantyn; Yakovliev, Mykyta Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations. (English) Zbl 1535.60065 Mod. Stoch., Theory Appl. 11, No. 1, 1-29 (2023). MSC: 60G22 62F10 62F12 PDFBibTeX XMLCite \textit{K. Ralchenko} and \textit{M. Yakovliev}, Mod. Stoch., Theory Appl. 11, No. 1, 1--29 (2023; Zbl 1535.60065) Full Text: DOI
Rajkumar, Rahul; Weisbart, David Components and exit times of Brownian motion in two or more \(p\)-adic dimensions. (English) Zbl 1533.60049 J. Fourier Anal. Appl. 29, No. 6, Paper No. 75, 28 p. (2023). MSC: 60G22 46S10 PDFBibTeX XMLCite \textit{R. Rajkumar} and \textit{D. Weisbart}, J. Fourier Anal. Appl. 29, No. 6, Paper No. 75, 28 p. (2023; Zbl 1533.60049) Full Text: DOI arXiv OA License
Belksier, Manel; Boutabia, Hacène; Bougherra, Rania Stochastic differential equations for orthogonal eigenvectors of \((G,\varepsilon)\)-Wishart process related to multivariate \(G\)-fractional Brownian motion. (English) Zbl 07805574 Bol. Soc. Parana. Mat. (3) 41, Paper No. 15, 17 p. (2023). MSC: 60G22 60B20 60H10 PDFBibTeX XMLCite \textit{M. Belksier} et al., Bol. Soc. Parana. Mat. (3) 41, Paper No. 15, 17 p. (2023; Zbl 07805574) Full Text: DOI OA License
Ayache, Antoine; Bouly, Florent Uniformly and strongly consistent estimation for the random Hurst function of a multifractional process. (English) Zbl 1539.60043 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1587-1614 (2023). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{F. Bouly}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1587--1614 (2023; Zbl 1539.60043) Full Text: Link
Ralchenko, K. V.; Yakovliev, M. S. Asymptotically normal estimation of parameters of mixed fractional Brownian motion. (English) Zbl 07799325 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 54-62 (2023). MSC: 60G22 PDFBibTeX XMLCite \textit{K. V. Ralchenko} and \textit{M. S. Yakovliev}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 54--62 (2023; Zbl 07799325) Full Text: DOI OA License
Li, Xue-Mei; Panloup, Fabien; Sieber, Julian On the (non)stationary density of fractional-driven stochastic differential equations. (English) Zbl 07795616 Ann. Probab. 51, No. 6, 2056-2085 (2023). MSC: 60G22 60H10 37A25 PDFBibTeX XMLCite \textit{X.-M. Li} et al., Ann. Probab. 51, No. 6, 2056--2085 (2023; Zbl 07795616) Full Text: DOI arXiv
Gerhold, Stefan Small ball probabilities and large deviations for grey Brownian motion. (English) Zbl 1535.60063 Electron. Commun. Probab. 28, Paper No. 47, 8 p. (2023). MSC: 60G22 60F10 PDFBibTeX XMLCite \textit{S. Gerhold}, Electron. Commun. Probab. 28, Paper No. 47, 8 p. (2023; Zbl 1535.60063) Full Text: DOI arXiv
Bisewski, Krzysztof Lower bound for the expected supremum of fractional Brownian motion using coupling. (English) Zbl 07787407 J. Appl. Probab. 60, No. 4, 1232-1248 (2023). MSC: 60G22 60G15 68M20 PDFBibTeX XMLCite \textit{K. Bisewski}, J. Appl. Probab. 60, No. 4, 1232--1248 (2023; Zbl 07787407) Full Text: DOI arXiv
Pei, Bin; Inahama, Yuzuru; Xu, Yong Averaging principles for mixed fast-slow systems driven by fractional Brownian motion. (English) Zbl 07784747 Kyoto J. Math. 63, No. 4, 721-748 (2023). MSC: 60G22 60H10 34C29 PDFBibTeX XMLCite \textit{B. Pei} et al., Kyoto J. Math. 63, No. 4, 721--748 (2023; Zbl 07784747) Full Text: DOI arXiv Link
Kurchenko, O. O.; Syniavska, O. O. Consistent estimates of the parameters of the multiparameter fractional Brownian motion. (English) Zbl 1538.60059 Theory Stoch. Process. 27, No. 1, 31-40 (2023). MSC: 60G22 60G15 62F12 PDFBibTeX XMLCite \textit{O. O. Kurchenko} and \textit{O. O. Syniavska}, Theory Stoch. Process. 27, No. 1, 31--40 (2023; Zbl 1538.60059) Full Text: Link
Mishra, M. N.; Prakasa Rao, B. L. S. Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion. (English) Zbl 07775334 Stochastic Anal. Appl. 41, No. 6, 1119-1135 (2023). MSC: 60G22 62M09 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 41, No. 6, 1119--1135 (2023; Zbl 07775334) Full Text: DOI
Araya, Hector; Barrera, John Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1525.60047 Random Oper. Stoch. Equ. 31, No. 4, 339-349 (2023). MSC: 60G22 62M09 62M05 PDFBibTeX XMLCite \textit{H. Araya} and \textit{J. Barrera}, Random Oper. Stoch. Equ. 31, No. 4, 339--349 (2023; Zbl 1525.60047) Full Text: DOI
Gupta, Neha; Kumar, Arun Fractional Poisson processes of order \(k\) and beyond. (English) Zbl 1537.60044 J. Theor. Probab. 36, No. 4, 2165-2191 (2023). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{N. Gupta} and \textit{A. Kumar}, J. Theor. Probab. 36, No. 4, 2165--2191 (2023; Zbl 1537.60044) Full Text: DOI arXiv
Maleki Almani, Hamidreza; Sottinen, Tommi Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes. (English) Zbl 1538.60060 Mod. Stoch., Theory Appl. 10, No. 4, 343-366 (2023). MSC: 60G22 60G10 60G15 PDFBibTeX XMLCite \textit{H. Maleki Almani} and \textit{T. Sottinen}, Mod. Stoch., Theory Appl. 10, No. 4, 343--366 (2023; Zbl 1538.60060) Full Text: DOI arXiv
Loosveldt, L. Multifractional Hermite processes: definition and first properties. (English) Zbl 1523.60064 Stochastic Processes Appl. 165, 465-500 (2023). MSC: 60G22 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{L. Loosveldt}, Stochastic Processes Appl. 165, 465--500 (2023; Zbl 1523.60064) Full Text: DOI arXiv
Malyarenko, Anatoliy; Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index. (English) Zbl 1522.60045 Fract. Calc. Appl. Anal. 26, No. 3, 1052-1081 (2023). MSC: 60G22 60G10 60G15 94A17 PDFBibTeX XMLCite \textit{A. Malyarenko} et al., Fract. Calc. Appl. Anal. 26, No. 3, 1052--1081 (2023; Zbl 1522.60045) Full Text: DOI arXiv OA License
Sengar, Ayushi S.; Upadhye, Neelesh S. Convoluted fractional Poisson process of order \(k\). (English) Zbl 1524.60078 Stochastics 95, No. 7, 1170-1191 (2023). MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{A. S. Sengar} and \textit{N. S. Upadhye}, Stochastics 95, No. 7, 1170--1191 (2023; Zbl 1524.60078) Full Text: DOI
Wang, Ruifang; Xu, Yong; Pei, Bin Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion. (English) Zbl 1535.60068 Stoch. Dyn. 23, No. 4, Article ID 2350026, 23 p. (2023). MSC: 60G22 60H10 34C29 37J35 PDFBibTeX XMLCite \textit{R. Wang} et al., Stoch. Dyn. 23, No. 4, Article ID 2350026, 23 p. (2023; Zbl 1535.60068) Full Text: DOI
El Omari, Mohamed An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\). (English) Zbl 1517.60043 Sankhyā, Ser. A 85, No. 1, 572-599 (2023). MSC: 60G22 60G18 60G17 PDFBibTeX XMLCite \textit{M. El Omari}, Sankhyā, Ser. A 85, No. 1, 572--599 (2023; Zbl 1517.60043) Full Text: DOI
Zhuang, Yuanying; Song, Xiao Towards a better understanding of fractional Brownian motion and its application to finance. (English) Zbl 1515.60102 Bull. Malays. Math. Sci. Soc. (2) 46, No. 5, Paper No. 150, 55 p. (2023). MSC: 60G22 91G10 PDFBibTeX XMLCite \textit{Y. Zhuang} and \textit{X. Song}, Bull. Malays. Math. Sci. Soc. (2) 46, No. 5, Paper No. 150, 55 p. (2023; Zbl 1515.60102) Full Text: DOI OA License
Cai, Chunhao; Wang, Qinghua; Xiao, Weilin Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process. (English) Zbl 1527.60030 Commun. Math. Stat. 11, No. 2, 229-255 (2023). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDFBibTeX XMLCite \textit{C. Cai} et al., Commun. Math. Stat. 11, No. 2, 229--255 (2023; Zbl 1527.60030) Full Text: DOI arXiv
Guo, Changhong; Fang, Shaomei; He, Yong A generalized stochastic process: fractional \(G\)-Brownian motion. (English) Zbl 1515.60097 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 22, 34 p. (2023). MSC: 60G22 60H05 60H35 PDFBibTeX XMLCite \textit{C. Guo} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 22, 34 p. (2023; Zbl 1515.60097) Full Text: DOI
Prakasa Rao, B. L. S. Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects. (English) Zbl 07706269 Commun. Stat., Theory Methods 52, No. 11, 3816-3824 (2023). MSC: 60G22 62M09 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 52, No. 11, 3816--3824 (2023; Zbl 07706269) Full Text: DOI arXiv
Roa, Tania; Torres, Soledad; Tudor, Ciprian Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion. (English) Zbl 07706265 Commun. Stat., Theory Methods 52, No. 11, 3730-3750 (2023). MSC: 60G22 62J86 62M09 PDFBibTeX XMLCite \textit{T. Roa} et al., Commun. Stat., Theory Methods 52, No. 11, 3730--3750 (2023; Zbl 07706265) Full Text: DOI arXiv
Yu, Qian; Chang, Qiangqiang; Shen, Guangjun Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion. (English) Zbl 07706254 Commun. Stat., Theory Methods 52, No. 10, 3541-3556 (2023). MSC: 60G22 60H07 PDFBibTeX XMLCite \textit{Q. Yu} et al., Commun. Stat., Theory Methods 52, No. 10, 3541--3556 (2023; Zbl 07706254) Full Text: DOI
Gao, Fei; Liu, Shuaiqiang; Oosterlee, Cornelis W.; Temme, Nico M. Evaluation of integrals with fractional Brownian motion for different Hurst indices. (English) Zbl 1524.60077 Int. J. Comput. Math. 100, No. 4, 847-866 (2023). MSC: 60G22 65D30 91G60 91G20 PDFBibTeX XMLCite \textit{F. Gao} et al., Int. J. Comput. Math. 100, No. 4, 847--866 (2023; Zbl 1524.60077) Full Text: DOI arXiv OA License
Maheshwari, Aditya Tempered space fractional negative binomial process. (English) Zbl 1515.60100 Stat. Probab. Lett. 196, Article ID 109799, 11 p. (2023). MSC: 60G22 60G55 60G51 PDFBibTeX XMLCite \textit{A. Maheshwari}, Stat. Probab. Lett. 196, Article ID 109799, 11 p. (2023; Zbl 1515.60100) Full Text: DOI
Avetisian, Diana; Ralchenko, Kostiantyn Parameter estimation in mixed fractional stochastic heat equation. (English) Zbl 1521.60021 Mod. Stoch., Theory Appl. 10, No. 2, 175-195 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60H15 62F10 62F12 PDFBibTeX XMLCite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 10, No. 2, 175--195 (2023; Zbl 1521.60021) Full Text: DOI
Bianchi, Luigi Amedeo; Bonaccorsi, Stefano; Tubaro, Luciano A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution. (English) Zbl 1538.60058 Mod. Stoch., Theory Appl. 10, No. 1, 37-57 (2023). MSC: 60G22 60G17 PDFBibTeX XMLCite \textit{L. A. Bianchi} et al., Mod. Stoch., Theory Appl. 10, No. 1, 37--57 (2023; Zbl 1538.60058) Full Text: DOI arXiv
Yamagishi, Hayate; Yoshida, Nakahiro Order estimate of functionals related to fractional Brownian motion. (English) Zbl 1532.60076 Stochastic Processes Appl. 161, 490-543 (2023). MSC: 60G22 60F05 60H07 60G44 PDFBibTeX XMLCite \textit{H. Yamagishi} and \textit{N. Yoshida}, Stochastic Processes Appl. 161, 490--543 (2023; Zbl 1532.60076) Full Text: DOI OA License
Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy Gaussian Volterra processes: asymptotic growth and statistical estimation. (English) Zbl 1523.60065 Theory Probab. Math. Stat. 108, 149-167 (2023). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Theory Probab. Math. Stat. 108, 149--167 (2023; Zbl 1523.60065) Full Text: DOI arXiv
Bock, Wolfgang; Grothaus, Martin; Orge, Karlo Stochastic analysis for vector-valued generalized grey Brownian motion. (English) Zbl 1511.60064 Theory Probab. Math. Stat. 108, 1-27 (2023). MSC: 60G22 60G20 46F25 46F12 33E12 60H10 PDFBibTeX XMLCite \textit{W. Bock} et al., Theory Probab. Math. Stat. 108, 1--27 (2023; Zbl 1511.60064) Full Text: DOI arXiv Link
Liu, Junfeng Moment bounds for a generalized Anderson model with Gaussian noise rough in space. (English) Zbl 1532.60075 J. Theor. Probab. 36, No. 1, 167-200 (2023). MSC: 60G22 60H15 60H07 PDFBibTeX XMLCite \textit{J. Liu}, J. Theor. Probab. 36, No. 1, 167--200 (2023; Zbl 1532.60075) Full Text: DOI
Dokuchaev, Nikolai On the fractional stochastic integration for random non-smooth integrands. (English) Zbl 1516.60023 Stochastic Anal. Appl. 41, No. 3, 425-446 (2023). MSC: 60G22 60H05 PDFBibTeX XMLCite \textit{N. Dokuchaev}, Stochastic Anal. Appl. 41, No. 3, 425--446 (2023; Zbl 1516.60023) Full Text: DOI arXiv
Lu, T.; Ma, C.; Wang, F. Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres. (English) Zbl 1509.60095 Theory Probab. Appl. 68, No. 1, 88-110 (2023) and Teor. Veroyatn. Primen. 68, No. 1, 106-132 (2023). MSC: 60G22 60G60 60G15 60G17 PDFBibTeX XMLCite \textit{T. Lu} et al., Theory Probab. Appl. 68, No. 1, 88--110 (2023; Zbl 1509.60095) Full Text: DOI
Aurzada, Frank; Mukherjee, Sumit Persistence probabilities of weighted sums of stationary Gaussian sequences. (English) Zbl 1509.60094 Stochastic Processes Appl. 159, 286-319 (2023). MSC: 60G22 60G15 60G10 PDFBibTeX XMLCite \textit{F. Aurzada} and \textit{S. Mukherjee}, Stochastic Processes Appl. 159, 286--319 (2023; Zbl 1509.60094) Full Text: DOI arXiv
Drosinou, Ourania; Nikolopoulos, Christos V.; Matzavinos, Anastasios; Kavallaris, Nikos I. A stochastic parabolic model of MEMS driven by fractional Brownian motion. (English) Zbl 1515.60096 J. Math. Biol. 86, No. 5, Paper No. 73, 25 p. (2023). MSC: 60G22 60G65 60H30 92C50 PDFBibTeX XMLCite \textit{O. Drosinou} et al., J. Math. Biol. 86, No. 5, Paper No. 73, 25 p. (2023; Zbl 1515.60096) Full Text: DOI Link
Liu, Junfeng; Wang, Zhi; Wang, Zengwu Space-time fractional Anderson model driven by Gaussian noise rough in space. (English) Zbl 1523.60063 Stoch. Dyn. 23, No. 1, Article ID 2350003, 31 p. (2023). MSC: 60G22 60H07 60H15 PDFBibTeX XMLCite \textit{J. Liu} et al., Stoch. Dyn. 23, No. 1, Article ID 2350003, 31 p. (2023; Zbl 1523.60063) Full Text: DOI
Pei, Bin; Inahama, Yuzuru; Xu, Yong Corrigendum to: “Averaging principle for fast-slow system driven by mixed fractional Brownian rough path”. (English) Zbl 1523.60066 J. Differ. Equations 355, 437-440 (2023). MSC: 60G22 60L20 60H10 34C29 PDFBibTeX XMLCite \textit{B. Pei} et al., J. Differ. Equations 355, 437--440 (2023; Zbl 1523.60066) Full Text: DOI
Kadankova, Tetyana; Ng, Wing Chun Vincent Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis. (English) Zbl 1515.60099 Random Oper. Stoch. Equ. 31, No. 1, 47-63 (2023). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDFBibTeX XMLCite \textit{T. Kadankova} and \textit{W. C. V. Ng}, Random Oper. Stoch. Equ. 31, No. 1, 47--63 (2023; Zbl 1515.60099) Full Text: DOI
Igelbrink, Jan Lukas; Wakolbinger, Anton Asymptotic Gaussianity via coalescence probabilities in the Hammond-Sheffield urn. (English) Zbl 1515.60098 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 53-74 (2023). MSC: 60G22 60K05 60F17 60J90 PDFBibTeX XMLCite \textit{J. L. Igelbrink} and \textit{A. Wakolbinger}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 53--74 (2023; Zbl 1515.60098) Full Text: arXiv Link
Huesmann, Martin; Mattesini, Francesco; Trevisan, Dario Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus. (English) Zbl 1508.60050 Stochastic Processes Appl. 155, 1-26 (2023). MSC: 60G22 49Q22 60B05 60B10 PDFBibTeX XMLCite \textit{M. Huesmann} et al., Stochastic Processes Appl. 155, 1--26 (2023; Zbl 1508.60050) Full Text: DOI arXiv
Erraoui, Mohamed; Röckner, Michael; da Silva, José Luís Cameron–Martin Type Theorem for a Class of non-Gaussian Measures. arXiv:2312.15695 Preprint, arXiv:2312.15695 [math.PR] (2023). MSC: 60G22 46G10 28C20 BibTeX Cite \textit{M. Erraoui} et al., ``Cameron--Martin Type Theorem for a Class of non-Gaussian Measures'', Preprint, arXiv:2312.15695 [math.PR] (2023) Full Text: arXiv OA License
Pannier, Alexandre Path-dependent PDEs for volatility derivatives. arXiv:2311.08289 Preprint, arXiv:2311.08289 [math.PR] (2023). MSC: 60G22 35K10 91G20 BibTeX Cite \textit{A. Pannier}, ``Path-dependent PDEs for volatility derivatives'', Preprint, arXiv:2311.08289 [math.PR] (2023) Full Text: arXiv OA License
Bianchi, Luigi Amedeo; Bonaccorsi, Stefano; Friesen, Martin Limits of stochastic Volterra equations driven by Gaussian noise. arXiv:2311.07358 Preprint, arXiv:2311.07358 [math.PR] (2023). MSC: 60G22 45D05 60G10 60B10 BibTeX Cite \textit{L. A. Bianchi} et al., ``Limits of stochastic Volterra equations driven by Gaussian noise'', Preprint, arXiv:2311.07358 [math.PR] (2023) Full Text: arXiv OA License
Bonesini, Ofelia; Jacquier, Antoine \(\mathfrak{X}\)PDE for \(\mathfrak{X} \in \{\mathrm{BS},\mathrm{FBS}, \mathrm{P}\}\): a rough volatility context. arXiv:2309.11183 Preprint, arXiv:2309.11183 [math.PR] (2023). MSC: 60G22 35K10 65C20 91G20 91G60 BibTeX Cite \textit{O. Bonesini} and \textit{A. Jacquier}, ``$\mathfrak{X}$PDE for $\mathfrak{X} \in \{\mathrm{BS},\mathrm{FBS}, \mathrm{P}\}$: a rough volatility context'', Preprint, arXiv:2309.11183 [math.PR] (2023) Full Text: arXiv OA License
Soni, Ritik; Pathak, Ashok Kumar; Di Crescenzo, Antonio; Meoli, Alessandra Bivariate Tempered Space-Fractional Poisson Process and Shock Models. arXiv:2309.10566 Preprint, arXiv:2309.10566 [math.PR] (2023). MSC: 60G22 60G51 60G55 60E05 60K10 62N05 BibTeX Cite \textit{R. Soni} et al., ``Bivariate Tempered Space-Fractional Poisson Process and Shock Models'', Preprint, arXiv:2309.10566 [math.PR] (2023) Full Text: DOI arXiv OA License
Das, Purba; Łochowski, Rafał; Matsuda, Toyomu; Perkowski, Nicolas Level crossings of fractional Brownian motion. arXiv:2308.08274 Preprint, arXiv:2308.08274 [math.PR] (2023). MSC: 60G22 60J55 BibTeX Cite \textit{P. Das} et al., ``Level crossings of fractional Brownian motion'', Preprint, arXiv:2308.08274 [math.PR] (2023) Full Text: arXiv OA License
Pei, Bin; Hesse, Robert; Schmalfuss, Bjoern; Xu, Yong Almost Sure Averaging for Fast-slow Stochastic Differential Equations via Controlled Rough Path. arXiv:2307.13191 Preprint, arXiv:2307.13191 [math.PR] (2023). MSC: 60G22 60H05 60H15 34C29 BibTeX Cite \textit{B. Pei} et al., ``Almost Sure Averaging for Fast-slow Stochastic Differential Equations via Controlled Rough Path'', Preprint, arXiv:2307.13191 [math.PR] (2023) Full Text: arXiv OA License