Chen, Yong; Ding, Zhen; Li, Ying Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process. (English) Zbl 07880494 Commun. Stat., Theory Methods 53, No. 11, 3920-3939 (2024). MSC: 60H07 60G15 60F05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Commun. Stat., Theory Methods 53, No. 11, 3920--3939 (2024; Zbl 07880494) Full Text: DOI arXiv
Bally, V.; Caramellino, L.; Kohatsu-Higa, A. Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps. (English) Zbl 1539.60065 J. Math. Anal. Appl. 531, No. 2, Part 2, Article ID 127817, 30 p. (2024). MSC: 60H07 60H10 60J76 PDFBibTeX XMLCite \textit{V. Bally} et al., J. Math. Anal. Appl. 531, No. 2, Part 2, Article ID 127817, 30 p. (2024; Zbl 1539.60065) Full Text: DOI
Liu, Kefan; Zhang, Jichao; Yang, Yueting Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment. (English) Zbl 1533.60082 Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107955, 13 p. (2024). MSC: 60H07 60G22 91G20 PDFBibTeX XMLCite \textit{K. Liu} et al., Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107955, 13 p. (2024; Zbl 1533.60082) Full Text: DOI
Han, Yuecai; Wu, Guanyu Feynman-Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise. (English) Zbl 1533.60081 J. Math. Phys. 65, No. 2, Article ID 021502, 12 p. (2024). MSC: 60H07 60H15 47D08 37L55 PDFBibTeX XMLCite \textit{Y. Han} and \textit{G. Wu}, J. Math. Phys. 65, No. 2, Article ID 021502, 12 p. (2024; Zbl 1533.60081) Full Text: DOI
Parczewski, Peter Optimal pointwise approximation of anticipating SDEs. (English) Zbl 1532.60112 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730-1743 (2024). MSC: 60H07 65C30 60H10 PDFBibTeX XMLCite \textit{P. Parczewski}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730--1743 (2024; Zbl 1532.60112) Full Text: DOI arXiv
Antonopoulou, Dimitra C.; Dimitriou, Dimitrios; Karali, Georgia; Tzirakis, Konstantinos Malliavin Calculus for the one-dimensional Stochastic Stefan Problem. arXiv:2407.20389 Preprint, arXiv:2407.20389 [math.PR] (2024). MSC: 60H07 60H15 60H30 80A22 BibTeX Cite \textit{D. C. Antonopoulou} et al., ``Malliavin Calculus for the one-dimensional Stochastic Stefan Problem'', Preprint, arXiv:2407.20389 [math.PR] (2024) Full Text: arXiv OA License
Anton, Cristina Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients. arXiv:2407.14756 Preprint, arXiv:2407.14756 [math.PR] (2024). MSC: 60H07 60H10 BibTeX Cite \textit{C. Anton}, ``Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients'', Preprint, arXiv:2407.14756 [math.PR] (2024) Full Text: arXiv OA License
Anton, Cristina Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients. arXiv:2405.19482 Preprint, arXiv:2405.19482 [math.PR] (2024). MSC: 60H07 60H10 60H30 BibTeX Cite \textit{C. Anton}, ``Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients'', Preprint, arXiv:2405.19482 [math.PR] (2024) Full Text: arXiv OA License
Ishitani, Kensuke; Nishino, Soma Higher order integration by parts formulae for Wiener measures on a path space between two curves. arXiv:2405.05595 Preprint, arXiv:2405.05595 [math.PR] (2024). MSC: 60H07 46G05 BibTeX Cite \textit{K. Ishitani} and \textit{S. Nishino}, ``Higher order integration by parts formulae for Wiener measures on a path space between two curves'', Preprint, arXiv:2405.05595 [math.PR] (2024) Full Text: arXiv OA License
Ahmadi, Ayub; Tahmasebi, Mahdieh Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus. arXiv:2405.00473 Preprint, arXiv:2405.00473 [q-fin.PR] (2024). MSC: 60H07 60G55 91G20 BibTeX Cite \textit{A. Ahmadi} and \textit{M. Tahmasebi}, ``Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus'', Preprint, arXiv:2405.00473 [q-fin.PR] (2024) Full Text: arXiv OA License
Bugini, Fabio; Coghi, Michele; Nilssen, Torstein Malliavin Calculus for rough stochastic differential equations. arXiv:2402.12056 Preprint, arXiv:2402.12056 [math.PR] (2024). MSC: 60H07 60H10 60L20 BibTeX Cite \textit{F. Bugini} et al., ``Malliavin Calculus for rough stochastic differential equations'', Preprint, arXiv:2402.12056 [math.PR] (2024) Full Text: arXiv OA License
Kgomo, Shadrack Makwena; Mhlanga, Farai Julius On the sensitivity analysis of spread options using Malliavin calculus. (English) Zbl 1540.60102 Novi Sad J. Math. 53, No. 2, 131-153 (2023). MSC: 60H07 91G20 91G60 PDFBibTeX XMLCite \textit{S. M. Kgomo} and \textit{F. J. Mhlanga}, Novi Sad J. Math. 53, No. 2, 131--153 (2023; Zbl 1540.60102) Full Text: DOI arXiv
Bogso, Antoine-Marie; Menoukeu Pamen, Olivier Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts. (English) Zbl 1533.60080 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1537-1564 (2023). MSC: 60H07 60H50 60H17 60H15 PDFBibTeX XMLCite \textit{A.-M. Bogso} and \textit{O. Menoukeu Pamen}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1537--1564 (2023; Zbl 1533.60080) Full Text: arXiv Link
Geng, Xi; Wang, Sheng Non-degeneracy of stochastic line integrals. (English) Zbl 1539.60066 Electron. J. Probab. 28, Paper No. 121, 28 p. (2023). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H07 34F05 60H10 60L20 60L10 PDFBibTeX XMLCite \textit{X. Geng} and \textit{S. Wang}, Electron. J. Probab. 28, Paper No. 121, 28 p. (2023; Zbl 1539.60066) Full Text: DOI arXiv
Ren, Jiagang; Zhang, Hua Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander’s condition. (English) Zbl 1534.60068 Potential Anal. 59, No. 3, 1051-1078 (2023). MSC: 60H07 60H10 PDFBibTeX XMLCite \textit{J. Ren} and \textit{H. Zhang}, Potential Anal. 59, No. 3, 1051--1078 (2023; Zbl 1534.60068) Full Text: DOI
Buckdahn, Rainer; Li, Juan; Xing, Chuanzhi Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations. (English) Zbl 1540.60101 J. Differ. Equations 375, 1-81 (2023). MSC: 60H07 60H15 60H30 35R60 34F05 PDFBibTeX XMLCite \textit{R. Buckdahn} et al., J. Differ. Equations 375, 1--81 (2023; Zbl 1540.60101) Full Text: DOI
Kuzgun, Sefika; Nualart, David Feynman-Kac formula for iterated derivatives of the parabolic Anderson model. (English) Zbl 1540.60103 Potential Anal. 59, No. 2, 651-673 (2023). MSC: 60H07 60H15 PDFBibTeX XMLCite \textit{S. Kuzgun} and \textit{D. Nualart}, Potential Anal. 59, No. 2, 651--673 (2023; Zbl 1540.60103) Full Text: DOI arXiv
Dung, Nguyen Tien; Son, Ta Cong The total variation distance between the solutions to stochastic Volterra equations and SDEs with its applications. (English) Zbl 1515.60174 Acta Appl. Math. 186, Paper No. 3, 27 p. (2023). MSC: 60H07 60G22 91G30 PDFBibTeX XMLCite \textit{N. T. Dung} and \textit{T. C. Son}, Acta Appl. Math. 186, Paper No. 3, 27 p. (2023; Zbl 1515.60174) Full Text: DOI
Yamada, Toshihiro A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus. (English) Zbl 1533.60083 Appl. Numer. Math. 187, 192-205 (2023). MSC: 60H07 60H35 91G20 60J60 65C30 PDFBibTeX XMLCite \textit{T. Yamada}, Appl. Numer. Math. 187, 192--205 (2023; Zbl 1533.60083) Full Text: DOI
Sakuma, Noriyoshi; Suzuki, Ryoichi A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications. (English) Zbl 1529.60038 Mod. Stoch., Theory Appl. 10, No. 2, 145-173 (2023). Reviewer: Nicolas Privault (Singapura) MSC: 60H07 60G51 60J76 60E15 PDFBibTeX XMLCite \textit{N. Sakuma} and \textit{R. Suzuki}, Mod. Stoch., Theory Appl. 10, No. 2, 145--173 (2023; Zbl 1529.60038) Full Text: DOI
Tran, Ngoc Khue; Ngo, Hoang-Long LAMN property for jump diffusion processes with discrete observations on a fixed time interval. (English) Zbl 1538.60090 J. Stat. Plann. Inference 225, 1-28 (2023). MSC: 60H07 60J76 62F12 62M05 PDFBibTeX XMLCite \textit{N. K. Tran} and \textit{H.-L. Ngo}, J. Stat. Plann. Inference 225, 1--28 (2023; Zbl 1538.60090) Full Text: DOI
Ren, Jiagang; Zhang, Hua Existence and smoothness of the densities of stochastic functional differential equations with jumps. (English) Zbl 1521.60024 Stochastic Processes Appl. 157, 140-175 (2023). Reviewer: Jean Picard (Aubière) MSC: 60H07 60H10 60J76 PDFBibTeX XMLCite \textit{J. Ren} and \textit{H. Zhang}, Stochastic Processes Appl. 157, 140--175 (2023; Zbl 1521.60024) Full Text: DOI
Çağlar, Mine; Demirel, İhsan Regularity of the backward Monge potential and the Monge-Ampère equation on Wiener space. (English) Zbl 1515.60173 Stud. Math. 269, No. 2, 139-165 (2023). MSC: 60H07 49J27 PDFBibTeX XMLCite \textit{M. Çağlar} and \textit{İ. Demirel}, Stud. Math. 269, No. 2, 139--165 (2023; Zbl 1515.60173) Full Text: DOI arXiv
Levental, S.; Vellaisamy, P. Formulas for the divergence operator in isonormal Gaussian space. (English) Zbl 1505.60058 Stat. Probab. Lett. 194, Article ID 109743, 12 p. (2023). MSC: 60H07 PDFBibTeX XMLCite \textit{S. Levental} and \textit{P. Vellaisamy}, Stat. Probab. Lett. 194, Article ID 109743, 12 p. (2023; Zbl 1505.60058) Full Text: DOI arXiv
Azmoodeh, Ehsan; Gasbarra, Dario; Gaunt, Robert E. On algebraic Stein operators for Gaussian polynomials. (English) Zbl 1535.60092 Bernoulli 29, No. 1, 350-376 (2023). MSC: 60H07 33C45 47N30 60F05 93B05 93C55 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., Bernoulli 29, No. 1, 350--376 (2023; Zbl 1535.60092) Full Text: DOI arXiv Link
Xu, Xiaoyan; Yu, Xianye The fractional smoothness of integral functionals driven by Brownian motion. (English) Zbl 1499.60173 Stat. Probab. Lett. 193, Article ID 109717, 11 p. (2023). MSC: 60H07 60G15 60J55 PDFBibTeX XMLCite \textit{X. Xu} and \textit{X. Yu}, Stat. Probab. Lett. 193, Article ID 109717, 11 p. (2023; Zbl 1499.60173) Full Text: DOI
Chen, Qinpin; Sun, Jian; Wu, Bo Quasi-invariant theorem on the Gaussian path space. arXiv:2311.11358 Preprint, arXiv:2311.11358 [math.PR] (2023). MSC: 60H07 BibTeX Cite \textit{Q. Chen} et al., ``Quasi-invariant theorem on the Gaussian path space'', Preprint, arXiv:2311.11358 [math.PR] (2023) Full Text: arXiv OA License
Bogso, Antoine-Marie; Pamen, Olivier Menoukeu; Proske, Frank Existence of strong solutions of fractional Brownian sheet driven SDEs with integrable drift. arXiv:2307.09086 Preprint, arXiv:2307.09086 [math.PR] (2023). MSC: 60H07 60H50 60H17 BibTeX Cite \textit{A.-M. Bogso} et al., ``Existence of strong solutions of fractional Brownian sheet driven SDEs with integrable drift'', Preprint, arXiv:2307.09086 [math.PR] (2023) Full Text: arXiv OA License
Lanconelli, Alberto; Perçin, Berk Tan Probabilistic derivation and analysis of the chemical diffusion master equation with mutual annihilation. arXiv:2306.05139 Preprint, arXiv:2306.05139 [math.PR] (2023). MSC: 60H07 60H30 92E20 BibTeX Cite \textit{A. Lanconelli} and \textit{B. T. Perçin}, ``Probabilistic derivation and analysis of the chemical diffusion master equation with mutual annihilation'', Preprint, arXiv:2306.05139 [math.PR] (2023) Full Text: arXiv OA License
Bayraktar, Erhan; Das, Purba; Kim, Donghan Hölder regularity and roughness: construction and examples. arXiv:2304.13794 Preprint, arXiv:2304.13794 [math.PR] (2023). MSC: 60H07 60G22 60G17 62P05 62M09 42A16 BibTeX Cite \textit{E. Bayraktar} et al., ``Hölder regularity and roughness: construction and examples'', Preprint, arXiv:2304.13794 [math.PR] (2023) Full Text: arXiv OA License
Herry, Ronan; Malicet, Dominique; Poly, Guillaume Regularity of laws via Dirichlet forms – Application to quadratic forms in independent and identically distributed random variables. arXiv:2303.09488 Preprint, arXiv:2303.09488 [math.PR] (2023). MSC: 60H07 31C25 60E05 BibTeX Cite \textit{R. Herry} et al., ``Regularity of laws via Dirichlet forms -- Application to quadratic forms in independent and identically distributed random variables'', Preprint, arXiv:2303.09488 [math.PR] (2023) Full Text: arXiv OA License
Lanconelli, Alberto; Perçin, Berk Tan; del Razo, Mauricio J. Solution formula for the general birth-death chemical diffusion master equation. arXiv:2302.10700 Preprint, arXiv:2302.10700 [math.PR] (2023). MSC: 60H07 60H30 92E20 BibTeX Cite \textit{A. Lanconelli} et al., ``Solution formula for the general birth-death chemical diffusion master equation'', Preprint, arXiv:2302.10700 [math.PR] (2023) Full Text: arXiv OA License
Purtukhia, Omar; Jaoshvili, Vakhtang; Namgalauri, Ekaerine Martingale representation of one non-smooth functional of Brownian motion. (English) Zbl 1538.60089 Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 36, 83-86 (2022). MSC: 60H07 60H30 PDFBibTeX XMLCite \textit{O. Purtukhia} et al., Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 36, 83--86 (2022; Zbl 1538.60089) Full Text: Link
Halconruy, Hélène Malliavin calculus for marked binomial processes and applications. (English) Zbl 1511.60079 Electron. J. Probab. 27, Paper No. 164, 39 p. (2022). MSC: 60H07 60F05 60G55 60J74 91G20 PDFBibTeX XMLCite \textit{H. Halconruy}, Electron. J. Probab. 27, Paper No. 164, 39 p. (2022; Zbl 1511.60079) Full Text: DOI
Nishimura, Tsubasa; Yasutomi, Kenji; Yuasa, Tomooki Higher-order error estimates of the discrete-time Clark-Ocone formula. (English) Zbl 1515.60175 J. Theor. Probab. 35, No. 4, 2518-2539 (2022). MSC: 60H07 PDFBibTeX XMLCite \textit{T. Nishimura} et al., J. Theor. Probab. 35, No. 4, 2518--2539 (2022; Zbl 1515.60175) Full Text: DOI arXiv
Föllmer, Hans Optimal couplings on Wiener space and an extension of Talagrand’s transport inequality. (English) Zbl 1504.60088 Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 147-175 (2022). MSC: 60H07 60B11 60E15 PDFBibTeX XMLCite \textit{H. Föllmer}, in: Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis's contributions. Cham: Springer. 147--175 (2022; Zbl 1504.60088) Full Text: DOI HAL
Del Moral, P.; Singh, S. S. Backward Itô-Ventzell and stochastic interpolation formulae. (English) Zbl 1522.60048 Stochastic Processes Appl. 154, 197-250 (2022). MSC: 60H07 47D07 93E15 PDFBibTeX XMLCite \textit{P. Del Moral} and \textit{S. S. Singh}, Stochastic Processes Appl. 154, 197--250 (2022; Zbl 1522.60048) Full Text: DOI arXiv
Bakhtin, Yuri; Chen, Hong-Bin; Pajor-Gyulai, Zsolt Erratum to: “Malliavin calculus approach to long exit times from an unstable equilibrium”. (English) Zbl 1510.60043 Ann. Appl. Probab. 32, No. 4, 3199-3200 (2022). MSC: 60H07 60H10 60J60 PDFBibTeX XMLCite \textit{Y. Bakhtin} et al., Ann. Appl. Probab. 32, No. 4, 3199--3200 (2022; Zbl 1510.60043) Full Text: DOI
Udoye, Adaobi M.; Ekhaguere, Godwin O. S. Sensitivity analysis of a class of interest rate derivatives in a variance gamma Lévy market. (English) Zbl 1505.60059 Palest. J. Math. 11, No. 2, 159-176 (2022). MSC: 60H07 91G30 60H30 PDFBibTeX XMLCite \textit{A. M. Udoye} and \textit{G. O. S. Ekhaguere}, Palest. J. Math. 11, No. 2, 159--176 (2022; Zbl 1505.60059) Full Text: Link
Iguchi, Yuga; Yamada, Toshihiro Weak approximation of SDEs for tempered distributions and applications. (English) Zbl 1498.60189 Adv. Comput. Math. 48, No. 5, Paper No. 52, 43 p. (2022). MSC: 60H07 60H30 60H35 60J60 65C05 PDFBibTeX XMLCite \textit{Y. Iguchi} and \textit{T. Yamada}, Adv. Comput. Math. 48, No. 5, Paper No. 52, 43 p. (2022; Zbl 1498.60189) Full Text: DOI
Coutin, Laure; Duboscq, Romain; Réveillac, Anthony The Itô-Tanaka trick: a non-semimartingale approach. (English) Zbl 1492.60153 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 881-924 (2022). MSC: 60H07 60H10 60G22 35A02 PDFBibTeX XMLCite \textit{L. Coutin} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 881--924 (2022; Zbl 1492.60153) Full Text: arXiv Link
Addona, Davide; Muratori, Matteo; Rossi, Maurizia On the equivalence of Sobolev norms in Malliavin spaces. (English) Zbl 1511.60078 J. Funct. Anal. 283, No. 7, Article ID 109600, 41 p. (2022). Reviewer: Jean Picard (Aubière) MSC: 60H07 39B62 60G15 46E35 PDFBibTeX XMLCite \textit{D. Addona} et al., J. Funct. Anal. 283, No. 7, Article ID 109600, 41 p. (2022; Zbl 1511.60078) Full Text: DOI arXiv
Marinelli, Carlo; Quer-Sardanyons, Lluís Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise. (English) Zbl 1489.60098 Potential Anal. 57, No. 2, 243-261 (2022). MSC: 60H07 60H15 PDFBibTeX XMLCite \textit{C. Marinelli} and \textit{L. Quer-Sardanyons}, Potential Anal. 57, No. 2, 243--261 (2022; Zbl 1489.60098) Full Text: DOI arXiv OA License
Akiyama, Naho; Yamada, Toshihiro A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting. (English) Zbl 1491.60078 Monte Carlo Methods Appl. 28, No. 2, 97-110 (2022). MSC: 60H07 60H35 65C05 65C30 91G60 PDFBibTeX XMLCite \textit{N. Akiyama} and \textit{T. Yamada}, Monte Carlo Methods Appl. 28, No. 2, 97--110 (2022; Zbl 1491.60078) Full Text: DOI
Zhang, Jing; Wang, Caishi; Zhang, Lu; Zhang, Lixia Spectral integrals of Bernoulli generalized functionals. (English) Zbl 1495.60047 Stochastics 94, No. 4, 519-536 (2022). MSC: 60H07 60H40 46F05 46G12 PDFBibTeX XMLCite \textit{J. Zhang} et al., Stochastics 94, No. 4, 519--536 (2022; Zbl 1495.60047) Full Text: DOI arXiv
Pannier, Alexandre Pathwise large deviations for white noise chaos expansions. (English) Zbl 1494.60060 Bernoulli 28, No. 3, 1961-1985 (2022). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H07 60F10 60H40 PDFBibTeX XMLCite \textit{A. Pannier}, Bernoulli 28, No. 3, 1961--1985 (2022; Zbl 1494.60060) Full Text: DOI arXiv Link
Zhao, Guohuan SDEs with random and irregular coefficients. (English) Zbl 1507.60072 Rev. Mat. Iberoam. 38, No. 3, 947-980 (2022). Reviewer: Stefan Tappe (Freiburg) MSC: 60H07 60H10 60H15 PDFBibTeX XMLCite \textit{G. Zhao}, Rev. Mat. Iberoam. 38, No. 3, 947--980 (2022; Zbl 1507.60072) Full Text: DOI arXiv
Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. (English) Zbl 1502.60088 J. Theor. Probab. 35, No. 2, 714-771 (2022). MSC: 60H07 60H10 60H50 PDFBibTeX XMLCite \textit{D. Baños} et al., J. Theor. Probab. 35, No. 2, 714--771 (2022; Zbl 1502.60088) Full Text: DOI arXiv OA License
Chen, Peng; Lu, Jianya; Xu, Lihu Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations. (English) Zbl 1500.60030 Appl. Math. Optim. 85, No. 2, Paper No. 15, 40 p. (2022). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60H10 60H30 90C59 PDFBibTeX XMLCite \textit{P. Chen} et al., Appl. Math. Optim. 85, No. 2, Paper No. 15, 40 p. (2022; Zbl 1500.60030) Full Text: DOI arXiv Link
Nguwi, Jiang Yu; Privault, Nicolas Characterization of stochastic equilibrium controls by the Malliavin calculus. (English) Zbl 1492.60154 Stoch. Dyn. 22, No. 1, Article ID 2150054, 32 p. (2022). MSC: 60H07 93E20 91G80 91B70 PDFBibTeX XMLCite \textit{J. Y. Nguwi} and \textit{N. Privault}, Stoch. Dyn. 22, No. 1, Article ID 2150054, 32 p. (2022; Zbl 1492.60154) Full Text: DOI
Eisenberg, Julia; Krühner, Paul On Itô’s formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions. (English) Zbl 1489.60097 Stat. Probab. Lett. 184, Article ID 109369, 6 p. (2022). MSC: 60H07 PDFBibTeX XMLCite \textit{J. Eisenberg} and \textit{P. Krühner}, Stat. Probab. Lett. 184, Article ID 109369, 6 p. (2022; Zbl 1489.60097) Full Text: DOI OA License
Kohatsu-Higa, Arturo; Nualart, Eulalia; Tran, Ngoc Khue Density estimates for jump diffusion processes. (English) Zbl 1510.60044 Appl. Math. Comput. 420, Article ID 126814, 10 p. (2022). MSC: 60H07 60J35 60H10 60J25 60J74 PDFBibTeX XMLCite \textit{A. Kohatsu-Higa} et al., Appl. Math. Comput. 420, Article ID 126814, 10 p. (2022; Zbl 1510.60044) Full Text: DOI arXiv OA License
Bogso, Antoine-Marie; Dieye, Moustapha; Pamen, Olivier Menoukeu; Proske, Frank Smoothness of solutions of hyperbolic stochastic partial differential equations with \(L^{\infty}\)-vector fields. arXiv:2212.08466 Preprint, arXiv:2212.08466 [math.PR] (2022). MSC: 60H07 60H50 60H17 60H15 BibTeX Cite \textit{A.-M. Bogso} et al., ``Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields'', Preprint, arXiv:2212.08466 [math.PR] (2022) Full Text: arXiv OA License
Lê, Khoa Maximal inequalities and weighted BMO processes. arXiv:2211.15550 Preprint, arXiv:2211.15550 [math.PR] (2022). MSC: 60H07 BibTeX Cite \textit{K. Lê}, ``Maximal inequalities and weighted BMO processes'', Preprint, arXiv:2211.15550 [math.PR] (2022) Full Text: arXiv OA License
Chen, Yong; Cheng, Yumin The Berry-Esséen Upper Bounds of Vasicek Model Estimators. arXiv:2205.14632 Preprint, arXiv:2205.14632 [math.ST] (2022). MSC: 60H07 60G15 60G22 BibTeX Cite \textit{Y. Chen} and \textit{Y. Cheng}, ``The Berry-Esséen Upper Bounds of Vasicek Model Estimators'', Preprint, arXiv:2205.14632 [math.ST] (2022) Full Text: arXiv OA License
Ichiba, Tomoyuki; Min, Ming Smoothness of Directed Chain Stochastic Differential Equations. arXiv:2202.09354 Preprint, arXiv:2202.09354 [math.PR] (2022). MSC: 60H07 60H30 60K35 BibTeX Cite \textit{T. Ichiba} and \textit{M. Min}, ``Smoothness of Directed Chain Stochastic Differential Equations'', Preprint, arXiv:2202.09354 [math.PR] (2022) Full Text: arXiv OA License
Mamporia, Badri; Namgalauri, Ekaterine; Purtukhia, Omar Stochastic integral representation of path-dependent non-smooth Brownian functionals. (English) Zbl 1513.60067 Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 35, 63-66 (2021). MSC: 60H07 60H30 PDFBibTeX XMLCite \textit{B. Mamporia} et al., Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 35, 63--66 (2021; Zbl 1513.60067) Full Text: Link
Bakhshmohammadlou, Minoo; Farnoosh, Rahman Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus. (English) Zbl 1486.60071 Math. Sci., Springer 15, No. 4, 337-343 (2021). MSC: 60H07 60H10 60J76 91B70 91G20 PDFBibTeX XMLCite \textit{M. Bakhshmohammadlou} and \textit{R. Farnoosh}, Math. Sci., Springer 15, No. 4, 337--343 (2021; Zbl 1486.60071) Full Text: DOI
Hao, Zimo; Peng, Xuhui; Zhang, Xicheng Hörmander’s hypoelliptic theorem for nonlocal operators. (English) Zbl 1482.60072 J. Theor. Probab. 34, No. 4, 1870-1916 (2021). MSC: 60H07 60H10 60H30 PDFBibTeX XMLCite \textit{Z. Hao} et al., J. Theor. Probab. 34, No. 4, 1870--1916 (2021; Zbl 1482.60072) Full Text: DOI arXiv
Bakhtin, Yuri; Chen, Hong-Bin Long exit times near a repelling equilibrium. (English) Zbl 1479.60106 Ann. Appl. Probab. 31, No. 2, 594-624 (2021). MSC: 60H07 60H10 60J60 PDFBibTeX XMLCite \textit{Y. Bakhtin} and \textit{H.-B. Chen}, Ann. Appl. Probab. 31, No. 2, 594--624 (2021; Zbl 1479.60106) Full Text: DOI arXiv Link
Benth, Fred Espen; Di Nunno, Giulia; Simonsen, Iben Cathrine Sensitivity analysis in the infinite dimensional Heston model. (English) Zbl 1481.60102 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 2, Article ID 2150014, 29 p. (2021). MSC: 60H07 60H15 46N30 91G20 PDFBibTeX XMLCite \textit{F. E. Benth} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 2, Article ID 2150014, 29 p. (2021; Zbl 1481.60102) Full Text: DOI arXiv
Ohashi, Alberto; Russo, Francesco; Shamarova, Evelina Smoothness of densities for path-dependent SDEs under Hörmander’s condition. (English) Zbl 1495.60046 J. Funct. Anal. 281, No. 11, Article ID 109225, 53 p. (2021). MSC: 60H07 60L20 34K50 PDFBibTeX XMLCite \textit{A. Ohashi} et al., J. Funct. Anal. 281, No. 11, Article ID 109225, 53 p. (2021; Zbl 1495.60046) Full Text: DOI arXiv
Shan, Shuqiang; Wang, Zhongbao A class of stochastic differential variational inequalities. (Chinese. English summary) Zbl 1488.60137 J. Sichuan Norm. Univ., Nat. Sci. 44, No. 2, 194-201 (2021). MSC: 60H07 PDFBibTeX XMLCite \textit{S. Shan} and \textit{Z. Wang}, J. Sichuan Norm. Univ., Nat. Sci. 44, No. 2, 194--201 (2021; Zbl 1488.60137) Full Text: DOI
Wang, Hanxiao; Sun, Jingrui; Yong, Jiongmin Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations. (English) Zbl 1470.60144 Appl. Math. Optim. 84, No. 1, 145-190 (2021). MSC: 60H07 60H10 91B70 91G80 PDFBibTeX XMLCite \textit{H. Wang} et al., Appl. Math. Optim. 84, No. 1, 145--190 (2021; Zbl 1470.60144) Full Text: DOI arXiv
Cass, Thomas; Lim, Nengli Skorohod and rough integration for stochastic differential equations driven by Volterra processes. (English. French summary) Zbl 1491.60079 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 132-168 (2021). MSC: 60H07 60L20 PDFBibTeX XMLCite \textit{T. Cass} and \textit{N. Lim}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 132--168 (2021; Zbl 1491.60079) Full Text: DOI
Bakhtin, Yuri; Chen, Hong-Bin Atypical exit events near a repelling equilibrium. (English) Zbl 1496.60058 Ann. Probab. 49, No. 3, 1257-1285 (2021). Reviewer: Jean Picard (Aubière) MSC: 60H07 60H10 60J60 PDFBibTeX XMLCite \textit{Y. Bakhtin} and \textit{H.-B. Chen}, Ann. Probab. 49, No. 3, 1257--1285 (2021; Zbl 1496.60058) Full Text: DOI arXiv
Cao, Guilan; He, Kai Estimates of the difference between two probability densities of Wiener functionals and its application. (English) Zbl 1483.60076 J. Theor. Probab. 34, No. 2, 553-579 (2021). MSC: 60H07 60H10 PDFBibTeX XMLCite \textit{G. Cao} and \textit{K. He}, J. Theor. Probab. 34, No. 2, 553--579 (2021; Zbl 1483.60076) Full Text: DOI
de Nascimento, Jorge A.; Ohashi, Alberto Existence of densities for stochastic evolution equations driven by fractional Brownian motion. (English) Zbl 1477.60082 Stoch. Dyn. 21, No. 2, Article ID 2150009, 55 p. (2021). MSC: 60H07 60H15 60G22 PDFBibTeX XMLCite \textit{J. A. de Nascimento} and \textit{A. Ohashi}, Stoch. Dyn. 21, No. 2, Article ID 2150009, 55 p. (2021; Zbl 1477.60082) Full Text: DOI arXiv
Shaposhnikov, Alexander A note on Lusin-type approximation of Sobolev functions on Gaussian spaces. (English) Zbl 1476.60095 J. Funct. Anal. 280, No. 6, Article ID 108917, 19 p. (2021). MSC: 60H07 28C20 46E35 PDFBibTeX XMLCite \textit{A. Shaposhnikov}, J. Funct. Anal. 280, No. 6, Article ID 108917, 19 p. (2021; Zbl 1476.60095) Full Text: DOI arXiv
Chen, Yong; Gu, Xiangmeng; Li, Ying Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter \(H\in (0,\frac12)\). arXiv:2111.15292 Preprint, arXiv:2111.15292 [math.ST] (2021). MSC: 60H07 60F25 62M09 BibTeX Cite \textit{Y. Chen} et al., ``Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter $H\in (0,\frac12)$'', Preprint, arXiv:2111.15292 [math.ST] (2021) Full Text: arXiv OA License
Davadze, Sandro; Giorgadze, Maya; Purtukhia, Omar Stochastic integral representation of some Brownian functional with explicit expression of integrand. (English) Zbl 1513.60065 Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 34, 15-18 (2020). MSC: 60H07 60H30 62P05 PDFBibTeX XMLCite \textit{S. Davadze} et al., Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 34, 15--18 (2020; Zbl 1513.60065) Full Text: Link
Di Tella, P.; Geiss, C. Product and moment formulas for iterated stochastic integrals (associated with Lévy processes). (English) Zbl 1490.60136 Stochastics 92, No. 6, 969-1004 (2020). MSC: 60H07 60G46 60G51 60H05 60G44 PDFBibTeX XMLCite \textit{P. Di Tella} and \textit{C. Geiss}, Stochastics 92, No. 6, 969--1004 (2020; Zbl 1490.60136) Full Text: DOI arXiv
Angst, Jürgen; Poly, Guillaume On the absolute continuity of random nodal volumes. (English) Zbl 1456.60136 Ann. Probab. 48, No. 5, 2145-2175 (2020). MSC: 60H07 26C10 30C15 42A05 PDFBibTeX XMLCite \textit{J. Angst} and \textit{G. Poly}, Ann. Probab. 48, No. 5, 2145--2175 (2020; Zbl 1456.60136) Full Text: DOI arXiv Euclid
Chen, Yong; Kuang, Nenghui; Li, Ying Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes. (English) Zbl 1472.60090 Stoch. Dyn. 20, No. 4, Article ID 2050023, 13 p. (2020). MSC: 60H07 60F25 62M09 PDFBibTeX XMLCite \textit{Y. Chen} et al., Stoch. Dyn. 20, No. 4, Article ID 2050023, 13 p. (2020; Zbl 1472.60090) Full Text: DOI arXiv
Gu, Yu; Li, Jiawei Fluctuations of a nonlinear stochastic heat equation in dimensions three and higher. (English) Zbl 1456.60138 SIAM J. Math. Anal. 52, No. 6, 5422-5440 (2020). MSC: 60H07 60H15 60F05 PDFBibTeX XMLCite \textit{Y. Gu} and \textit{J. Li}, SIAM J. Math. Anal. 52, No. 6, 5422--5440 (2020; Zbl 1456.60138) Full Text: DOI arXiv
Assaad, Obayda; Tudor, Ciprian A. Parameter identification for the Hermite Ornstein-Uhlenbeck process. (English) Zbl 1448.60118 Stat. Inference Stoch. Process. 23, No. 2, 251-270 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60H07 62F12 60G22 PDFBibTeX XMLCite \textit{O. Assaad} and \textit{C. A. Tudor}, Stat. Inference Stoch. Process. 23, No. 2, 251--270 (2020; Zbl 1448.60118) Full Text: DOI
Nguyen, Tien Dung Gaussian lower bounds for the density via Malliavin calculus. (Bornes inférieures Gaussiennes pour la densité par le calcul de Malliavin.) (English. French summary) Zbl 1478.60169 C. R., Math., Acad. Sci. Paris 358, No. 1, 79-87 (2020). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60G15 60G22 PDFBibTeX XMLCite \textit{T. D. Nguyen}, C. R., Math., Acad. Sci. Paris 358, No. 1, 79--87 (2020; Zbl 1478.60169) Full Text: DOI OA License
Bender, Christian Itô’s formula for Gaussian processes with stochastic discontinuities. (English) Zbl 1468.60066 Ann. Probab. 48, No. 1, 458-492 (2020). MSC: 60H07 60H05 60G15 PDFBibTeX XMLCite \textit{C. Bender}, Ann. Probab. 48, No. 1, 458--492 (2020; Zbl 1468.60066) Full Text: DOI arXiv Euclid
Gassiat, Paul; Labbé, Cyril Existence of densities for the dynamic \(\Phi^4_3\) model. (English. French summary) Zbl 1456.60137 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 326-373 (2020). MSC: 60H07 60H15 PDFBibTeX XMLCite \textit{P. Gassiat} and \textit{C. Labbé}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 326--373 (2020; Zbl 1456.60137) Full Text: DOI arXiv Euclid
Bonaccorsi, Stefano; Tubaro, Luciano; Zanella, Margherita Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in \(\mathbb{R}^n\). (English) Zbl 1462.60072 NoDEA, Nonlinear Differ. Equ. Appl. 27, No. 3, Paper No. 27, 22 p. (2020). MSC: 60H07 60G15 28C20 PDFBibTeX XMLCite \textit{S. Bonaccorsi} et al., NoDEA, Nonlinear Differ. Equ. Appl. 27, No. 3, Paper No. 27, 22 p. (2020; Zbl 1462.60072) Full Text: DOI arXiv
Naganuma, Nobuaki; Taguchi, Dai Malliavin calculus for non-colliding particle systems. (English) Zbl 1457.60084 Stochastic Processes Appl. 130, No. 4, 2384-2406 (2020). MSC: 60H07 82C22 65C30 PDFBibTeX XMLCite \textit{N. Naganuma} and \textit{D. Taguchi}, Stochastic Processes Appl. 130, No. 4, 2384--2406 (2020; Zbl 1457.60084) Full Text: DOI arXiv
Anastassiou, George A. Foundation of stochastic fractional calculus with fractional approximation of stochastic processes. (English) Zbl 1440.60048 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 2, Paper No. 89, 32 p. (2020). MSC: 60H07 60G22 60H30 PDFBibTeX XMLCite \textit{G. A. Anastassiou}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 2, Paper No. 89, 32 p. (2020; Zbl 1440.60048) Full Text: DOI
Song, Yulin Gradient estimates and exponential ergodicity for mean-field SDEs with jumps. (English) Zbl 1479.60109 J. Theor. Probab. 33, No. 1, 201-238 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60H07 60H10 PDFBibTeX XMLCite \textit{Y. Song}, J. Theor. Probab. 33, No. 1, 201--238 (2020; Zbl 1479.60109) Full Text: DOI
Jin, Sixian; Schellhorn, Henry; Vives, Josep Dyson type formula for pure jump Lévy processes with some applications to finance. (English) Zbl 1443.60057 Stochastic Processes Appl. 130, No. 2, 824-844 (2020). MSC: 60H07 60J74 91G80 PDFBibTeX XMLCite \textit{S. Jin} et al., Stochastic Processes Appl. 130, No. 2, 824--844 (2020; Zbl 1443.60057) Full Text: DOI Link
Suzuki, Ryoichi Correction to “Malliavin differentiability of indicator functions on canonical Lévy spaces”. (English) Zbl 1453.60106 Stat. Probab. Lett. 156, Article ID 108614, 2 p. (2020). MSC: 60H07 60G51 PDFBibTeX XMLCite \textit{R. Suzuki}, Stat. Probab. Lett. 156, Article ID 108614, 2 p. (2020; Zbl 1453.60106) Full Text: DOI
Gou, Zhun; Huang, Nan-jing; Wang, Ming-hui; Kang, Jian-hao Optimal Control Problems Governed by MFSDEs with multi-defaults. arXiv:2010.13608 Preprint, arXiv:2010.13608 [math.OC] (2020). MSC: 60H07 60H20 60J76 91G80 93E20 BibTeX Cite \textit{Z. Gou} et al., ``Optimal Control Problems Governed by MFSDEs with multi-defaults'', Preprint, arXiv:2010.13608 [math.OC] (2020) Full Text: arXiv OA License
Chen, Hongyi; Jin, Sixian; Kang, Di Pricing the zero-coupon bond of the extended Cox-Ingersoll-Ross model using Malliavin calculus. arXiv:2010.01697 Preprint, arXiv:2010.01697 [math.PR] (2020). MSC: 60H07 60G15 91G20 91G30 BibTeX Cite \textit{H. Chen} et al., ``Pricing the zero-coupon bond of the extended Cox-Ingersoll-Ross model using Malliavin calculus'', Preprint, arXiv:2010.01697 [math.PR] (2020) Full Text: arXiv OA License
Jaoshvili, Vakhtang; Mamporia, Badri; Purtukhia, Omar Stochastic integral representation of Poisson functionals with an explicit form of the integrand. (English) Zbl 1513.60066 Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 33, 31-34 (2019). MSC: 60H07 60H30 62P05 PDFBibTeX XMLCite \textit{V. Jaoshvili} et al., Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 33, 31--34 (2019; Zbl 1513.60066) Full Text: Link
Chen, Yong; Liu, Yong Complex Wiener-Itô chaos decomposition revisited. (English) Zbl 1499.60171 Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 3, 797-818 (2019). MSC: 60H07 60F25 62M09 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Y. Liu}, Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 3, 797--818 (2019; Zbl 1499.60171) Full Text: DOI arXiv
Taniguchi, Setsuo An application of the partial Malliavin calculus to Baouendi-Grushin operators. (English) Zbl 1458.60066 Kyushu J. Math. 73, No. 2, 417-431 (2019). MSC: 60H07 60H30 PDFBibTeX XMLCite \textit{S. Taniguchi}, Kyushu J. Math. 73, No. 2, 417--431 (2019; Zbl 1458.60066) Full Text: DOI
Nualart, David Malliavin calculus and normal approximations. (English) Zbl 1464.60055 Malliavin calculus and normal approximations and Spatial population models. Lecture notes of two minicourses based on the presentations at the 23rd Brazilian school of probability, XXIII EBP, São Paulo, Brazil, July 22–27, 2019. Rio de Janeiro: Sociedade Brasileira de Matemática. Ensaios Mat. 34, 1-74 (2019). Reviewer: Jean Picard (Aubière) MSC: 60H07 60F05 60H15 PDFBibTeX XMLCite \textit{D. Nualart}, Ensaios Mat. 34, 1--74 (2019; Zbl 1464.60055) Full Text: Link
Kim, Yoon Tae; Park, Hyun Suk The optimal third moment theorem. (English) Zbl 1458.60065 J. Korean Stat. Soc. 48, No. 4, 636-658 (2019). MSC: 60H07 60F25 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 48, No. 4, 636--658 (2019; Zbl 1458.60065) Full Text: DOI
Naito, Riu; Yamada, Toshihiro A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus. (English) Zbl 1444.60047 Monte Carlo Methods Appl. 25, No. 4, 341-361 (2019). MSC: 60H07 60H30 60H35 65C05 65C30 91G60 PDFBibTeX XMLCite \textit{R. Naito} and \textit{T. Yamada}, Monte Carlo Methods Appl. 25, No. 4, 341--361 (2019; Zbl 1444.60047) Full Text: DOI
Bally, Vlad; Caramellino, Lucia; Pigato, Paolo Tube estimates for diffusions under a local strong Hörmander condition. (English. French summary) Zbl 1434.60133 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2320-2369 (2019). MSC: 60H07 60H10 60H30 PDFBibTeX XMLCite \textit{V. Bally} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2320--2369 (2019; Zbl 1434.60133) Full Text: DOI arXiv Euclid
Nualart, David; Yoshida, Nakahiro Asymptotic expansion of Skorohod integrals. (English) Zbl 1448.60119 Electron. J. Probab. 24, Paper No. 119, 64 p. (2019). MSC: 60H07 60F05 60G22 62E20 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{N. Yoshida}, Electron. J. Probab. 24, Paper No. 119, 64 p. (2019; Zbl 1448.60119) Full Text: DOI arXiv Euclid
Léandre, Rémi Bismut’s way of the Malliavin calculus for non-Markovian semi-groups: an introduction. (English) Zbl 1480.60145 Molahajloo, Shahla (ed.) et al., Analysis of pseudo-differential operators. Based on the 11th ISAAC congress, Växjö, Sweden, August 14–18, 2017. Cham: Birkhäuser. Trends Math., 157-179 (2019). MSC: 60H07 35K05 PDFBibTeX XMLCite \textit{R. Léandre}, in: Analysis of pseudo-differential operators. Based on the 11th ISAAC congress, Växjö, Sweden, August 14--18, 2017. Cham: Birkhäuser. 157--179 (2019; Zbl 1480.60145) Full Text: DOI arXiv HAL
Nakatsu, Tomonori Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations. (English) Zbl 1480.60146 J. Theor. Probab. 32, No. 4, 1746-1779 (2019). MSC: 60H07 39A50 60H10 PDFBibTeX XMLCite \textit{T. Nakatsu}, J. Theor. Probab. 32, No. 4, 1746--1779 (2019; Zbl 1480.60146) Full Text: DOI
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. (English) Zbl 1429.60054 Stochastic Processes Appl. 129, No. 9, 3499-3526 (2019). MSC: 60H07 60F05 60G22 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stochastic Processes Appl. 129, No. 9, 3499--3526 (2019; Zbl 1429.60054) Full Text: DOI arXiv
Privault, N.; Yam, S. C. P.; Zhang, Z. Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates. (English) Zbl 1479.60108 Stochastic Processes Appl. 129, No. 9, 3376-3405 (2019). MSC: 60H07 60F05 PDFBibTeX XMLCite \textit{N. Privault} et al., Stochastic Processes Appl. 129, No. 9, 3376--3405 (2019; Zbl 1479.60108) Full Text: DOI Link
Decreusefond, Laurent; Halconruy, Hélène Malliavin and Dirichlet structures for independent random variables. (English) Zbl 1422.60092 Stochastic Processes Appl. 129, No. 8, 2611-2653 (2019). MSC: 60H07 PDFBibTeX XMLCite \textit{L. Decreusefond} and \textit{H. Halconruy}, Stochastic Processes Appl. 129, No. 8, 2611--2653 (2019; Zbl 1422.60092) Full Text: DOI arXiv HAL