Kazemi, Manochehr; Deep, Amar; Yaghoobnia, Alireza Application of fixed point theorem on the study of the existence of solutions in some fractional stochastic functional integral equations. (English) Zbl 07886701 Math. Sci., Springer 18, No. 2, 125-136 (2024). MSC: 60H20 47H10 PDFBibTeX XMLCite \textit{M. Kazemi} et al., Math. Sci., Springer 18, No. 2, 125--136 (2024; Zbl 07886701) Full Text: DOI
Hamaguchi, Yushi; Wang, Tianxiao Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations. (English) Zbl 07871741 ESAIM, Control Optim. Calc. Var. 30, Paper No. 48, 42 p. (2024). MSC: 60H20 45A05 93E20 93B52 PDFBibTeX XMLCite \textit{Y. Hamaguchi} and \textit{T. Wang}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 48, 42 p. (2024; Zbl 07871741) Full Text: DOI arXiv
Arharas, Ihsan; Ouknine, Youssef Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies. (English) Zbl 07865962 J. Theor. Probab. 37, No. 2, 1001-1038 (2024). MSC: 60H20 60H30 65C30 PDFBibTeX XMLCite \textit{I. Arharas} and \textit{Y. Ouknine}, J. Theor. Probab. 37, No. 2, 1001--1038 (2024; Zbl 07865962) Full Text: DOI arXiv
Possamaï, Dylan; Rodrigues, Marco Reflections on BSDEs. (English) Zbl 07854763 Electron. J. Probab. 29, Paper No. 66, 82 p. (2024). MSC: 60H20 PDFBibTeX XMLCite \textit{D. Possamaï} and \textit{M. Rodrigues}, Electron. J. Probab. 29, Paper No. 66, 82 p. (2024; Zbl 07854763) Full Text: DOI arXiv
Jie, Lijuan; Luo, Liangqing; Zhang, Hua One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients. (English) Zbl 1532.60146 Stat. Probab. Lett. 205, Article ID 109970, 11 p. (2024). MSC: 60H20 60H10 91G20 60H05 PDFBibTeX XMLCite \textit{L. Jie} et al., Stat. Probab. Lett. 205, Article ID 109970, 11 p. (2024; Zbl 1532.60146) Full Text: DOI
Bondi, Alessandro; Livieri, Giulia; Pulido, Sergio Affine Volterra processes with jumps. (English) Zbl 07787488 Stochastic Processes Appl. 168, Article ID 104264, 25 p. (2024). MSC: 60H20 60G22 45D05 91G20 PDFBibTeX XMLCite \textit{A. Bondi} et al., Stochastic Processes Appl. 168, Article ID 104264, 25 p. (2024; Zbl 07787488) Full Text: DOI arXiv HAL
Bondi, Alessandro; Pulido, Sergio Feller’s test for explosions of stochastic Volterra equations. arXiv:2406.13537 Preprint, arXiv:2406.13537 [math.PR] (2024). MSC: 60H20 45D05 60K50 BibTeX Cite \textit{A. Bondi} and \textit{S. Pulido}, ``Feller's test for explosions of stochastic Volterra equations'', Preprint, arXiv:2406.13537 [math.PR] (2024) Full Text: arXiv OA License
Miyazawa, Masakiyo Multi-level reflecting Brownian motion on the half line and its stationary distribution. arXiv:2405.16764 Preprint, arXiv:2405.16764 [math.PR] (2024). MSC: 60H20 60J25 60J55 60H30 60K25 BibTeX Cite \textit{M. Miyazawa}, ``Multi-level reflecting Brownian motion on the half line and its stationary distribution'', Preprint, arXiv:2405.16764 [math.PR] (2024) Full Text: arXiv OA License
Lee, Haesung; Trutnau, Gerald Pointwise well-posedness results for degenerate Itô-SDEs with locally bounded drifts. arXiv:2405.12048 Preprint, arXiv:2405.12048 [math.PR] (2024). MSC: 60H20 47D07 35K10 60J60 60J35 31C25 35B65 BibTeX Cite \textit{H. Lee} and \textit{G. Trutnau}, ``Pointwise well-posedness results for degenerate Itô-SDEs with locally bounded drifts'', Preprint, arXiv:2405.12048 [math.PR] (2024) Full Text: arXiv OA License
Lee, Haesung; Trutnau, Gerald Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure. arXiv:2404.14902 Preprint, arXiv:2404.14902 [math.PR] (2024). MSC: 60H20 47D07 60J46 60J40 47B44 60J35 BibTeX Cite \textit{H. Lee} and \textit{G. Trutnau}, ``Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure'', Preprint, arXiv:2404.14902 [math.PR] (2024) Full Text: arXiv OA License
Bonaccorsi, Stefano; Confortola, Fulvia Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels. arXiv:2403.12875 Preprint, arXiv:2403.12875 [math.OC] (2024). MSC: 60H20 93E20 BibTeX Cite \textit{S. Bonaccorsi} and \textit{F. Confortola}, ``Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels'', Preprint, arXiv:2403.12875 [math.OC] (2024) Full Text: arXiv OA License
Li, Hanwu The Skorokhod problem with two nonlinear constraints. (English) Zbl 1539.60078 Probab. Math. Stat. 43, No. 2, 207-239 (2023). MSC: 60H20 60J65 60G17 60H10 PDFBibTeX XMLCite \textit{H. Li}, Probab. Math. Stat. 43, No. 2, 207--239 (2023; Zbl 1539.60078) Full Text: DOI arXiv
Jiang, Guo; Ke, Ting; Deng, Meng-ting Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations. (English) Zbl 07803427 Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 591-603 (2023). MSC: 60H20 45D99 65C30 PDFBibTeX XMLCite \textit{G. Jiang} et al., Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 591--603 (2023; Zbl 07803427) Full Text: DOI
Ben Makhlouf, Abdellatif; Mchiri, Lassaad; Mtiri, Foued Existence, uniqueness, and averaging principle for Hadamard Itô-Doob stochastic delay fractional integral equations. (English) Zbl 1528.60070 Math. Methods Appl. Sci. 46, No. 14, 14814-14827 (2023). MSC: 60H20 45R05 26A33 PDFBibTeX XMLCite \textit{A. Ben Makhlouf} et al., Math. Methods Appl. Sci. 46, No. 14, 14814--14827 (2023; Zbl 1528.60070) Full Text: DOI
Fukasawa, Masaaki; Ugai, Takuto Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel. (English) Zbl 1538.60115 Ann. Appl. Probab. 33, No. 6B, 5071-5110 (2023). MSC: 60H20 60F17 PDFBibTeX XMLCite \textit{M. Fukasawa} and \textit{T. Ugai}, Ann. Appl. Probab. 33, No. 6B, 5071--5110 (2023; Zbl 1538.60115) Full Text: DOI arXiv
Prömel, David J.; Scheffels, David On the existence of weak solutions to stochastic Volterra equations. (English) Zbl 07790357 Electron. Commun. Probab. 28, Paper No. 52, 12 p. (2023). MSC: 60H20 45D05 PDFBibTeX XMLCite \textit{D. J. Prömel} and \textit{D. Scheffels}, Electron. Commun. Probab. 28, Paper No. 52, 12 p. (2023; Zbl 07790357) Full Text: DOI arXiv
Michta, Mariusz Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane. (English) Zbl 1537.60089 Stochastic Anal. Appl. 41, No. 6, 1191-1230 (2023). MSC: 60H20 60G60 60H05 PDFBibTeX XMLCite \textit{M. Michta}, Stochastic Anal. Appl. 41, No. 6, 1191--1230 (2023; Zbl 1537.60089) Full Text: DOI
Huang, Xiaomin; Hong, Wei; Liu, Wei Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients. (English) Zbl 1535.60119 Front. Math. (Beijing) 18, No. 2, 455-490 (2023). MSC: 60H20 35A15 PDFBibTeX XMLCite \textit{X. Huang} et al., Front. Math. (Beijing) 18, No. 2, 455--490 (2023; Zbl 1535.60119) Full Text: DOI
Fahim, K.; Hausenblas, E.; Kovács, M. Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. (English) Zbl 1533.60117 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 1044-1088 (2023). MSC: 60H20 60G22 65R20 45R05 45D05 45L05 PDFBibTeX XMLCite \textit{K. Fahim} et al., Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 1044--1088 (2023; Zbl 1533.60117) Full Text: DOI arXiv OA License
Gupta, Reema; Saha Ray, S. A new effective coherent numerical technique based on shifted Vieta-Fibonacci polynomials for solving stochastic fractional integro-differential equation. (English) Zbl 1538.60116 Comput. Appl. Math. 42, No. 6, Paper No. 256, 25 p. (2023). MSC: 60H20 34A08 97N50 65D30 41A15 PDFBibTeX XMLCite \textit{R. Gupta} and \textit{S. Saha Ray}, Comput. Appl. Math. 42, No. 6, Paper No. 256, 25 p. (2023; Zbl 1538.60116) Full Text: DOI
Hamaguchi, Yushi; Taguchi, Dai Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations. (English) Zbl 1517.60078 ESAIM, Probab. Stat. 27, 19-79 (2023). MSC: 60H20 65C30 60H07 PDFBibTeX XMLCite \textit{Y. Hamaguchi} and \textit{D. Taguchi}, ESAIM, Probab. Stat. 27, 19--79 (2023; Zbl 1517.60078) Full Text: DOI arXiv OA License
Ponosov, Arcady V. Existence and uniqueness of solutions to stochastic fractional differential equations in multiple time scales. (English) Zbl 1538.60117 Vestn. Ross. Univ., Mat. 28, No. 141, 51-59 (2023). MSC: 60H20 34K50 PDFBibTeX XMLCite \textit{A. V. Ponosov}, Vestn. Ross. Univ., Mat. 28, No. 141, 51--59 (2023; Zbl 1538.60117) Full Text: DOI MNR
Galane, Lesiba Ch.; Łochowski, Rafał M.; Mhlanga, Farai J. On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales. (English) Zbl 1540.60151 Electron. Commun. Probab. 28, Paper No. 14, 12 p. (2023). MSC: 60H20 91G99 PDFBibTeX XMLCite \textit{L. Ch. Galane} et al., Electron. Commun. Probab. 28, Paper No. 14, 12 p. (2023; Zbl 1540.60151) Full Text: DOI arXiv
Dung, Nguyen Tien; Son, Ta Cong Lipschitz continuity in the Hurst index of the solutions of fractional stochastic Volterra integro-differential equations. (English) Zbl 1515.60243 Stochastic Anal. Appl. 41, No. 4, 693-712 (2023). MSC: 60H20 60G22 60H07 PDFBibTeX XMLCite \textit{N. T. Dung} and \textit{T. C. Son}, Stochastic Anal. Appl. 41, No. 4, 693--712 (2023; Zbl 1515.60243) Full Text: DOI
Ahmadinia, M.; Afshariarjmand, H.; Salehi, M. Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process. (English) Zbl 07701073 Appl. Math. Comput. 450, Article ID 127988, 10 p. (2023). MSC: 60H20 45A05 PDFBibTeX XMLCite \textit{M. Ahmadinia} et al., Appl. Math. Comput. 450, Article ID 127988, 10 p. (2023; Zbl 07701073) Full Text: DOI
Klimsiak, Tomasz; Rzymowski, Maurycy Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution. (English) Zbl 1523.60118 Stochastic Processes Appl. 161, 424-450 (2023). MSC: 60H20 60G40 PDFBibTeX XMLCite \textit{T. Klimsiak} and \textit{M. Rzymowski}, Stochastic Processes Appl. 161, 424--450 (2023; Zbl 1523.60118) Full Text: DOI arXiv
Prömel, David J.; Scheffels, David Stochastic Volterra equations with Hölder diffusion coefficients. (English) Zbl 1537.60090 Stochastic Processes Appl. 161, 291-315 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H20 45D05 PDFBibTeX XMLCite \textit{D. J. Prömel} and \textit{D. Scheffels}, Stochastic Processes Appl. 161, 291--315 (2023; Zbl 1537.60090) Full Text: DOI arXiv
Hamaguchi, Yushi Variation of constants formulae for forward and backward stochastic Volterra integral equations. (English) Zbl 1510.60059 J. Differ. Equations 343, 332-389 (2023). MSC: 60H20 45D05 45A05 26A33 PDFBibTeX XMLCite \textit{Y. Hamaguchi}, J. Differ. Equations 343, 332--389 (2023; Zbl 1510.60059) Full Text: DOI arXiv OA License
Hamaguchi, Yushi Weak well-posedness of stochastic Volterra equations with completely monotone kernels and non-degenerate noise. arXiv:2310.16030 Preprint, arXiv:2310.16030 [math.PR] (2023). MSC: 60H20 60H15 60G22 60H50 BibTeX Cite \textit{Y. Hamaguchi}, ``Weak well-posedness of stochastic Volterra equations with completely monotone kernels and non-degenerate noise'', Preprint, arXiv:2310.16030 [math.PR] (2023) Full Text: arXiv OA License
Dai, Xinjie; Hong, Jialin; Sheng, Derui Error analysis of numerical methods on graded meshes for stochastic Volterra equations. arXiv:2308.16696 Preprint, arXiv:2308.16696 [math.NA] (2023). MSC: 60H20 45G05 60H35 BibTeX Cite \textit{X. Dai} et al., ``Error analysis of numerical methods on graded meshes for stochastic Volterra equations'', Preprint, arXiv:2308.16696 [math.NA] (2023) Full Text: arXiv OA License
Hamaguchi, Yushi Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations. arXiv:2304.06683 Preprint, arXiv:2304.06683 [math.PR] (2023). MSC: 60H20 60H15 60G22 37A25 BibTeX Cite \textit{Y. Hamaguchi}, ``Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations'', Preprint, arXiv:2304.06683 [math.PR] (2023) Full Text: arXiv OA License
Qiao, Huijie The central limit theorem for stochastic Volterra equations with singular kernels. arXiv:2303.01715 Preprint, arXiv:2303.01715 [math.PR] (2023). MSC: 60H20 60F05 BibTeX Cite \textit{H. Qiao}, ``The central limit theorem for stochastic Volterra equations with singular kernels'', Preprint, arXiv:2303.01715 [math.PR] (2023) Full Text: arXiv OA License
Wang, Hanxiao; Yong, Jiongmin; Zhou, Chao Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators. (English) Zbl 1502.60109 Probab. Uncertain. Quant. Risk 7, No. 4, 301-332 (2022). MSC: 60H20 60H10 93E20 60H07 PDFBibTeX XMLCite \textit{H. Wang} et al., Probab. Uncertain. Quant. Risk 7, No. 4, 301--332 (2022; Zbl 1502.60109) Full Text: DOI arXiv
Fang, Rongjuan; Li, Zenghu Construction of continuous-state branching processes in varying environments. (English) Zbl 1498.60274 Ann. Appl. Probab. 32, No. 5, 3645-3673 (2022). MSC: 60H20 60J80 PDFBibTeX XMLCite \textit{R. Fang} and \textit{Z. Li}, Ann. Appl. Probab. 32, No. 5, 3645--3673 (2022; Zbl 1498.60274) Full Text: DOI arXiv
Huang, Xiaomin; Jiang, Yanpei; Liu, Wei Freidlin-Wentzell’s large deviation principle for stochastic integral evolution equations. (English) Zbl 1506.60063 Commun. Pure Appl. Anal. 21, No. 9, 3089-3116 (2022). Reviewer: Nikolaos Halidias (Athína) MSC: 60H20 60F10 PDFBibTeX XMLCite \textit{X. Huang} et al., Commun. Pure Appl. Anal. 21, No. 9, 3089--3116 (2022; Zbl 1506.60063) Full Text: DOI
Chen, Junchao; Frikha, Noufel; Li, Houzhi Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift. (English) Zbl 1492.60200 ESAIM, Probab. Stat. 26, 304-351 (2022). MSC: 60H20 60H07 60H30 65C05 65C30 PDFBibTeX XMLCite \textit{J. Chen} et al., ESAIM, Probab. Stat. 26, 304--351 (2022; Zbl 1492.60200) Full Text: DOI arXiv OA License
Shen, Guangjun; Wu, Jiang-Lun; Xiao, Ruidong; Zhan, Weijun Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise. (English) Zbl 1492.60204 Acta Appl. Math. 180, Paper No. 2, 21 p. (2022). MSC: 60H20 60G22 34K50 PDFBibTeX XMLCite \textit{G. Shen} et al., Acta Appl. Math. 180, Paper No. 2, 21 p. (2022; Zbl 1492.60204) Full Text: DOI
Wu, Hao; Hu, Junhao; Yuan, Chenggui Stability of numerical solution to pantograph stochastic functional differential equations. (English) Zbl 1510.60061 Appl. Math. Comput. 431, Article ID 127326, 13 p. (2022). MSC: 60H20 60H05 PDFBibTeX XMLCite \textit{H. Wu} et al., Appl. Math. Comput. 431, Article ID 127326, 13 p. (2022; Zbl 1510.60061) Full Text: DOI arXiv
Ackermann, Julia; Kruse, Thomas; Overbeck, Ludger Inhomogeneous affine Volterra processes. (English) Zbl 1495.60059 Stochastic Processes Appl. 150, 250-279 (2022). MSC: 60H20 60G22 PDFBibTeX XMLCite \textit{J. Ackermann} et al., Stochastic Processes Appl. 150, 250--279 (2022; Zbl 1495.60059) Full Text: DOI arXiv
Negrea, R. On a class of stochastic integro-differential equations. (English) Zbl 1497.60092 Appl. Anal. 101, No. 9, 3308-3315 (2022). Reviewer: Anna Karczewska (Zielona Gora) MSC: 60H20 60H30 PDFBibTeX XMLCite \textit{R. Negrea}, Appl. Anal. 101, No. 9, 3308--3315 (2022; Zbl 1497.60092) Full Text: DOI
Jia, Jinhong; Yang, Zhiwei; Zheng, Xiangcheng; Wang, Hong Analysis and numerical approximation for a nonlinear hidden-memory variable-order fractional stochastic differential equation. (English) Zbl 1492.60203 East Asian J. Appl. Math. 12, No. 3, 673-695 (2022). MSC: 60H20 65L20 PDFBibTeX XMLCite \textit{J. Jia} et al., East Asian J. Appl. Math. 12, No. 3, 673--695 (2022; Zbl 1492.60203) Full Text: DOI
El Otmani, M.; Marzougue, M. BSDEs driven by normal martingale. (English) Zbl 1492.60201 Appl. Anal. 101, No. 4, 1517-1531 (2022). MSC: 60H20 60H30 65C30 PDFBibTeX XMLCite \textit{M. El Otmani} and \textit{M. Marzougue}, Appl. Anal. 101, No. 4, 1517--1531 (2022; Zbl 1492.60201) Full Text: DOI
Falkowski, Adrian; Słomiński, Leszek SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation. (English) Zbl 1492.60202 Stochastic Processes Appl. 146, 164-186 (2022). MSC: 60H20 60G22 PDFBibTeX XMLCite \textit{A. Falkowski} and \textit{L. Słomiński}, Stochastic Processes Appl. 146, 164--186 (2022; Zbl 1492.60202) Full Text: DOI
Kazemi, M.; Yaghoobnia, A. R. Application of fixed point theorem to solvability of functional stochastic integral equations. (English) Zbl 1510.60060 Appl. Math. Comput. 417, Article ID 126759, 11 p. (2022). MSC: 60H20 47H10 PDFBibTeX XMLCite \textit{M. Kazemi} and \textit{A. R. Yaghoobnia}, Appl. Math. Comput. 417, Article ID 126759, 11 p. (2022; Zbl 1510.60060) Full Text: DOI
Hamaguchi, Yushi; Wang, Tianxiao Linear-quadratic stochastic Volterra controls I: Causal feedback strategies. arXiv:2204.08333 Preprint, arXiv:2204.08333 [math.OC] (2022). MSC: 60H20 45A05 93E20 93B52 BibTeX Cite \textit{Y. Hamaguchi} and \textit{T. Wang}, ``Linear-quadratic stochastic Volterra controls I: Causal feedback strategies'', Preprint, arXiv:2204.08333 [math.OC] (2022) Full Text: arXiv OA License
Prömel, David J.; Scheffels, David Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients. arXiv:2212.08029 Preprint, arXiv:2212.08029 [math.PR] (2022). MSC: 60H20 60H15 45D05 BibTeX Cite \textit{D. J. Prömel} and \textit{D. Scheffels}, ``Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients'', Preprint, arXiv:2212.08029 [math.PR] (2022) Full Text: arXiv OA License
Fan, Shengjun; Wang, Tianxiao; Yong, Jiongmin Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations. arXiv:2211.04078 Preprint, arXiv:2211.04078 [math.PR] (2022). MSC: 60H20 45D05 BibTeX Cite \textit{S. Fan} et al., ``Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations'', Preprint, arXiv:2211.04078 [math.PR] (2022) Full Text: arXiv OA License
Kalinin, Alexander; Meyer-Brandis, Thilo; Proske, Frank Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs in arbitrary moments. arXiv:2205.02176 Preprint, arXiv:2205.02176 [math.PR] (2022). MSC: 60H20 60H30 60F25 37H30 45M10 BibTeX Cite \textit{A. Kalinin} et al., ``Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs in arbitrary moments'', Preprint, arXiv:2205.02176 [math.PR] (2022) Full Text: DOI arXiv OA License
Besalú, Mireia; Márquez-Carreras, David; Nualart, Eulalia Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations. (English) Zbl 1490.60195 Stochastics 93, No. 4, 528-554 (2021). MSC: 60H20 60G22 60H07 PDFBibTeX XMLCite \textit{M. Besalú} et al., Stochastics 93, No. 4, 528--554 (2021; Zbl 1490.60195) Full Text: DOI arXiv Link
Aryani, Elnaz; Babaei, Afshin; Valinejad, Ali An accurate approach based on modified hat functions for solving a system of fractional stochastic integro-differential equations. (English) Zbl 1492.60199 J. Math. Ext. 15, No. 5, Paper No. 2, 28 p. (2021). MSC: 60H20 45J05 65C30 PDFBibTeX XMLCite \textit{E. Aryani} et al., J. Math. Ext. 15, No. 5, Paper No. 2, 28 p. (2021; Zbl 1492.60199)
Jaber, Eduardo Abi; Cuchiero, Christa; Larsson, Martin; Pulido, Sergio A weak solution theory for stochastic Volterra equations of convolution type. (English) Zbl 1484.60073 Ann. Appl. Probab. 31, No. 6, 2924-2952 (2021). MSC: 60H20 60H05 60G22 60G17 PDFBibTeX XMLCite \textit{E. A. Jaber} et al., Ann. Appl. Probab. 31, No. 6, 2924--2952 (2021; Zbl 1484.60073) Full Text: DOI arXiv
Sun, Jianguo; Kou, Liang; Guo, Gang; Zhao, Guodong; Wang, Yong Retraction note: “Existence of weak solutions of stochastic delay differential systems with Schrödinger-Brownian motions”. (English) Zbl 1496.60076 J. Inequal. Appl. 2021, Paper No. 109, 1 p. (2021). MSC: 60H20 34K50 PDFBibTeX XMLCite \textit{J. Sun} et al., J. Inequal. Appl. 2021, Paper No. 109, 1 p. (2021; Zbl 1496.60076) Full Text: DOI OA License
Bitter, Ilya; Konakov, Valentin \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions. (English) Zbl 1480.60186 Random Oper. Stoch. Equ. 29, No. 4, 287-308 (2021). MSC: 60H20 60H15 60G22 PDFBibTeX XMLCite \textit{I. Bitter} and \textit{V. Konakov}, Random Oper. Stoch. Equ. 29, No. 4, 287--308 (2021; Zbl 1480.60186) Full Text: DOI arXiv
Govindan, T. E. Trotter-Kato approximations of stochastic neutral partial functional differential equations. (English) Zbl 1490.60196 Indian J. Pure Appl. Math. 52, No. 3, 822-836 (2021). MSC: 60H20 PDFBibTeX XMLCite \textit{T. E. Govindan}, Indian J. Pure Appl. Math. 52, No. 3, 822--836 (2021; Zbl 1490.60196) Full Text: DOI
Hamaguchi, Yushi Infinite horizon backward stochastic Volterra integral equations and discounted control problems. (English) Zbl 1490.60197 ESAIM, Control Optim. Calc. Var. 27, Paper No. 101, 47 p. (2021). MSC: 60H20 45G05 49K45 49N15 PDFBibTeX XMLCite \textit{Y. Hamaguchi}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 101, 47 p. (2021; Zbl 1490.60197) Full Text: DOI arXiv OA License
Khalaf, Anas Dheyab; Tesfay, Almaz; Wang, Xiangjun Impulsive stochastic Volterra integral equations driven by Lévy noise. (English) Zbl 1477.60106 Bull. Iran. Math. Soc. 47, No. 6, 1661-1679 (2021). MSC: 60H20 60G05 60G10 60G51 PDFBibTeX XMLCite \textit{A. D. Khalaf} et al., Bull. Iran. Math. Soc. 47, No. 6, 1661--1679 (2021; Zbl 1477.60106) Full Text: DOI
Wen, Xiaoxia; Huang, Jin A Haar wavelet method for linear and nonlinear stochastic Itô-Volterra integral equation driven by a fractional Brownian motion. (English) Zbl 1482.60089 Stochastic Anal. Appl. 39, No. 5, 926-943 (2021). MSC: 60H20 60G22 PDFBibTeX XMLCite \textit{X. Wen} and \textit{J. Huang}, Stochastic Anal. Appl. 39, No. 5, 926--943 (2021; Zbl 1482.60089) Full Text: DOI
Jarni, Imane; Ouknine, Youssef On reflection with two-sided jumps. (English) Zbl 1485.60065 J. Theor. Probab. 34, No. 4, 1811-1830 (2021). Reviewer: Henri Schurz (Carbondale) MSC: 60H20 60H10 60G44 60G17 PDFBibTeX XMLCite \textit{I. Jarni} and \textit{Y. Ouknine}, J. Theor. Probab. 34, No. 4, 1811--1830 (2021; Zbl 1485.60065) Full Text: DOI
Agram, Nacira; Djehiche, Boualem On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems. (English) Zbl 1475.60127 Syst. Control Lett. 155, Article ID 104989, 9 p. (2021). MSC: 60H20 45D05 45G10 60G40 PDFBibTeX XMLCite \textit{N. Agram} and \textit{B. Djehiche}, Syst. Control Lett. 155, Article ID 104989, 9 p. (2021; Zbl 1475.60127) Full Text: DOI arXiv OA License
Bakka, A.; Hajji, S.; Kiouach, D. Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion. (English) Zbl 1479.60142 Random Oper. Stoch. Equ. 29, No. 3, 149-159 (2021). MSC: 60H20 60H15 60G22 PDFBibTeX XMLCite \textit{A. Bakka} et al., Random Oper. Stoch. Equ. 29, No. 3, 149--159 (2021; Zbl 1479.60142) Full Text: DOI
Falkowski, Adrian; Słomiński, Leszek Mean reflected stochastic differential equations with two constraints. (English) Zbl 1480.60187 Stochastic Processes Appl. 141, 172-196 (2021). MSC: 60H20 PDFBibTeX XMLCite \textit{A. Falkowski} and \textit{L. Słomiński}, Stochastic Processes Appl. 141, 172--196 (2021; Zbl 1480.60187) Full Text: DOI arXiv
Richard, Alexandre; Tan, Xiaolu; Yang, Fan Discrete-time simulation of stochastic Volterra equations. (English) Zbl 1480.60188 Stochastic Processes Appl. 141, 109-138 (2021). MSC: 60H20 65C05 65C30 PDFBibTeX XMLCite \textit{A. Richard} et al., Stochastic Processes Appl. 141, 109--138 (2021; Zbl 1480.60188) Full Text: DOI arXiv
Lee, Haesung; Trutnau, Gerald Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients. (English) Zbl 1517.60079 Tôhoku Math. J. (2) 73, No. 2, 159-198 (2021). MSC: 60H20 47D07 60J35 31C25 60J60 35B65 PDFBibTeX XMLCite \textit{H. Lee} and \textit{G. Trutnau}, Tôhoku Math. J. (2) 73, No. 2, 159--198 (2021; Zbl 1517.60079) Full Text: DOI arXiv
Sun, Weigang; Li, Leilei; Zheng, Song Leader selection for coherence in symmetric and asymmetric trees. (English) Zbl 1539.60079 J. Stat. Mech. Theory Exp. 2021, No. 7, Article ID 073401, 13 p. (2021). MSC: 60H20 34D06 PDFBibTeX XMLCite \textit{W. Sun} et al., J. Stat. Mech. Theory Exp. 2021, No. 7, Article ID 073401, 13 p. (2021; Zbl 1539.60079) Full Text: DOI
Chaharpashlou, Reza; Atangana, Abdon; Saadati, Reza On the fuzzy stability results for fractional stochastic Volterra integral equation. (English) Zbl 1484.60072 Discrete Contin. Dyn. Syst., Ser. S 14, No. 10, 3529-3539 (2021). Reviewer: Chuang Chen (Chengdu) MSC: 60H20 45D05 53C35 PDFBibTeX XMLCite \textit{R. Chaharpashlou} et al., Discrete Contin. Dyn. Syst., Ser. S 14, No. 10, 3529--3539 (2021; Zbl 1484.60072) Full Text: DOI
Varzaneh, Mazyar Ghani; Riedel, Sebastian A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds. (English) Zbl 1469.60213 Discrete Contin. Dyn. Syst., Ser. B 26, No. 8, 4587-4612 (2021). MSC: 60H20 60L20 34K19 34K50 37D10 37H15 PDFBibTeX XMLCite \textit{M. G. Varzaneh} and \textit{S. Riedel}, Discrete Contin. Dyn. Syst., Ser. B 26, No. 8, 4587--4612 (2021; Zbl 1469.60213) Full Text: DOI arXiv
Liu, Zheng; Wang, Tianxiao A class of stochastic Fredholm-algebraic equations and applications in finance. (English) Zbl 1469.60212 Discrete Contin. Dyn. Syst., Ser. B 26, No. 7, 3879-3903 (2021). MSC: 60H20 91G80 60H30 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{T. Wang}, Discrete Contin. Dyn. Syst., Ser. B 26, No. 7, 3879--3903 (2021; Zbl 1469.60212) Full Text: DOI
León, Jorge A.; Márquez-Carreras, David Semilinear fractional stochastic differential equations driven by a \(\gamma\)-Hölder continuous signal with \(\gamma > 2/3\). (English) Zbl 1470.60193 Stoch. Dyn. 21, No. 1, Article ID 2050039, 29 p. (2021). MSC: 60H20 60G22 45D05 PDFBibTeX XMLCite \textit{J. A. León} and \textit{D. Márquez-Carreras}, Stoch. Dyn. 21, No. 1, Article ID 2050039, 29 p. (2021; Zbl 1470.60193) Full Text: DOI
Kalinin, Alexander; Meyer-Brandis, Thilo; Proske, Frank Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach. arXiv:2107.07838 Preprint, arXiv:2107.07838 [math.PR] (2021). MSC: 60H20 60H30 60F25 37H30 45M10 BibTeX Cite \textit{A. Kalinin} et al., ``Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach'', Preprint, arXiv:2107.07838 [math.PR] (2021) Full Text: arXiv OA License
Nasyrov, Farit Sagitovich On strong solutions of stochastic differential equations and their sample paths analogs. (О сильных решениях стохастических дифференциальных уравнений и Их потраекторных аналогов.) (Russian) Zbl 1505.60065 Mat. Tr. 23, No. 2, 177-186 (2020). MSC: 60H20 60H05 PDFBibTeX XMLCite \textit{F. S. Nasyrov}, Mat. Tr. 23, No. 2, 177--186 (2020; Zbl 1505.60065) Full Text: DOI MNR
Dung, Nguyen Tien Itô differential representation of singular stochastic Volterra integral equations. (English) Zbl 1499.60236 Acta Math. Sci., Ser. B, Engl. Ed. 40, No. 6, 1989-2000 (2020). MSC: 60H20 60F05 PDFBibTeX XMLCite \textit{N. T. Dung}, Acta Math. Sci., Ser. B, Engl. Ed. 40, No. 6, 1989--2000 (2020; Zbl 1499.60236) Full Text: DOI arXiv
Dong, Yuchao; Yang, Xue; Zhang, Jing The obstacle problem for quasilinear stochastic integral-partial differential equations. (English) Zbl 1523.60117 Stochastics 92, No. 2, 297-333 (2020). Reviewer: Iulian Stoleriu (Iaşi) MSC: 60H20 60G46 35R60 PDFBibTeX XMLCite \textit{Y. Dong} et al., Stochastics 92, No. 2, 297--333 (2020; Zbl 1523.60117) Full Text: DOI arXiv
Abdelghani, Mohamed N.; Melnikov, Alexander V. Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition. (English) Zbl 1490.60194 Stochastics 92, No. 1, 67-89 (2020). MSC: 60H20 60H10 PDFBibTeX XMLCite \textit{M. N. Abdelghani} and \textit{A. V. Melnikov}, Stochastics 92, No. 1, 67--89 (2020; Zbl 1490.60194) Full Text: DOI
Duan, Pengju Existence and exponential stability of almost pseudo automorphic solution for neutral stochastic evolution equations driven by G-Brownian motion. (English) Zbl 1499.60235 Filomat 34, No. 4, 1075-1092 (2020). MSC: 60H20 60G65 35B35 PDFBibTeX XMLCite \textit{P. Duan}, Filomat 34, No. 4, 1075--1092 (2020; Zbl 1499.60235) Full Text: DOI
Sayevand, Khosro; Machado, J. Tenreiro; Masti, Iman On dual Bernstein polynomials and stochastic fractional integro-differential equations. (English) Zbl 1456.60167 Math. Methods Appl. Sci. 43, No. 17, 9928-9947 (2020). MSC: 60H20 65R20 45D05 PDFBibTeX XMLCite \textit{K. Sayevand} et al., Math. Methods Appl. Sci. 43, No. 17, 9928--9947 (2020; Zbl 1456.60167) Full Text: DOI
Hilbert, Astrid; Jarni, Imane; Ouknine, Youssef On reflected stochastic differential equations driven by regulated semimartingales. (English) Zbl 1460.60072 Stat. Probab. Lett. 167, Article ID 108912, 7 p. (2020). MSC: 60H20 60G17 PDFBibTeX XMLCite \textit{A. Hilbert} et al., Stat. Probab. Lett. 167, Article ID 108912, 7 p. (2020; Zbl 1460.60072) Full Text: DOI
Qin, Yuming; Zheng, Xiangqi Stochastic equations and ergodicity for two-type continuous-state branching processes with immigration in Lévy random environments. (English) Zbl 1452.60039 Math. Methods Appl. Sci. 43, No. 15, 8363-8378 (2020). MSC: 60H20 45G15 60G51 60J80 60K37 PDFBibTeX XMLCite \textit{Y. Qin} and \textit{X. Zheng}, Math. Methods Appl. Sci. 43, No. 15, 8363--8378 (2020; Zbl 1452.60039) Full Text: DOI
Marzougue, Mohamed; Sagna, Yaya Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions. (English) Zbl 1456.60166 Mod. Stoch., Theory Appl. 7, No. 2, 157-190 (2020). MSC: 60H20 60H30 PDFBibTeX XMLCite \textit{M. Marzougue} and \textit{Y. Sagna}, Mod. Stoch., Theory Appl. 7, No. 2, 157--190 (2020; Zbl 1456.60166) Full Text: DOI arXiv
Flandoli, Franco; Olivera, Christian; Simon, Marielle Uniform approximation of 2 dimensional Navier-Stokes equation by stochastic interacting particle systems. (English) Zbl 1456.60165 SIAM J. Math. Anal. 52, No. 6, 5339-5362 (2020). MSC: 60H20 60H10 35Q30 35R60 PDFBibTeX XMLCite \textit{F. Flandoli} et al., SIAM J. Math. Anal. 52, No. 6, 5339--5362 (2020; Zbl 1456.60165) Full Text: DOI arXiv
Li, Yumeng Central limit theorem for stochastic Volterra equation. (Chinese. English summary) Zbl 1463.60087 Chin. J. Appl. Probab. Stat. 36, No. 2, 173-180 (2020). MSC: 60H20 60F05 PDFBibTeX XMLCite \textit{Y. Li}, Chin. J. Appl. Probab. Stat. 36, No. 2, 173--180 (2020; Zbl 1463.60087) Full Text: DOI
Döring, Leif; Kyprianou, Andreas E. Entrance and exit at infinity for stable jump diffusions. (English) Zbl 1469.60211 Ann. Probab. 48, No. 3, 1220-1265 (2020). MSC: 60H20 60G52 60G51 60G18 PDFBibTeX XMLCite \textit{L. Döring} and \textit{A. E. Kyprianou}, Ann. Probab. 48, No. 3, 1220--1265 (2020; Zbl 1469.60211) Full Text: DOI arXiv Euclid
Drapeau, Samuel; Luo, Peng; Xiong, Dewen Characterization of fully coupled FBSDE in terms of portfolio optimization. (English) Zbl 1444.60068 Electron. J. Probab. 25, Paper No. 24, 26 p. (2020). MSC: 60H20 91B16 91G10 PDFBibTeX XMLCite \textit{S. Drapeau} et al., Electron. J. Probab. 25, Paper No. 24, 26 p. (2020; Zbl 1444.60068) Full Text: DOI arXiv Euclid
Dai, Xinjie; Xiao, Aiguo Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method. (English) Zbl 1457.60103 Adv. Comput. Math. 46, No. 2, Paper No. 29, 23 p. (2020). MSC: 60H20 45G05 60H35 PDFBibTeX XMLCite \textit{X. Dai} and \textit{A. Xiao}, Adv. Comput. Math. 46, No. 2, Paper No. 29, 23 p. (2020; Zbl 1457.60103) Full Text: DOI
Heydari, Mohammad Hossein; Hooshmandasl, Mohammad Reza; Cattani, Carlo Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations. (English) Zbl 1457.60104 Georgian Math. J. 27, No. 1, 81-95 (2020). MSC: 60H20 PDFBibTeX XMLCite \textit{M. H. Heydari} et al., Georgian Math. J. 27, No. 1, 81--95 (2020; Zbl 1457.60104) Full Text: DOI
Ma, Rugang Branching interacting particle systems with mutation and related limit theorems. (Chinese. English summary) Zbl 1499.60238 Sci. Sin., Math. 49, No. 7, 991-1008 (2019). MSC: 60H20 60J80 PDFBibTeX XMLCite \textit{R. Ma}, Sci. Sin., Math. 49, No. 7, 991--1008 (2019; Zbl 1499.60238) Full Text: DOI
Faizullah, Faiz On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion. (English) Zbl 1485.60064 Adv. Difference Equ. 2019, Paper No. 289, 16 p. (2019). MSC: 60H20 60H10 60H35 60G22 PDFBibTeX XMLCite \textit{F. Faizullah}, Adv. Difference Equ. 2019, Paper No. 289, 16 p. (2019; Zbl 1485.60064) Full Text: DOI OA License
Capitanelli, Raffaela; D’Ovidio, Mirko Fractional equations via convergence of forms. (English) Zbl 1476.60106 Fract. Calc. Appl. Anal. 22, No. 4, 844-870 (2019). Reviewer: Erika Hausenblas (Leoben) MSC: 60H20 60B10 60H30 31C25 PDFBibTeX XMLCite \textit{R. Capitanelli} and \textit{M. D'Ovidio}, Fract. Calc. Appl. Anal. 22, No. 4, 844--870 (2019; Zbl 1476.60106) Full Text: DOI arXiv
Jaber, Eduardo Abi; Larsson, Martin; Pulido, Sergio Affine Volterra processes. (English) Zbl 1441.60052 Ann. Appl. Probab. 29, No. 5, 3155-3200 (2019). MSC: 60H20 45D05 60G22 91G20 PDFBibTeX XMLCite \textit{E. A. Jaber} et al., Ann. Appl. Probab. 29, No. 5, 3155--3200 (2019; Zbl 1441.60052) Full Text: DOI arXiv
Wang, Tianxiao; Yong, Jiongmin Backward stochastic Volterra integral equations – representation of adapted solutions. (English) Zbl 1427.60140 Stochastic Processes Appl. 129, No. 12, 4926-4964 (2019). MSC: 60H20 45D05 35K15 35K40 PDFBibTeX XMLCite \textit{T. Wang} and \textit{J. Yong}, Stochastic Processes Appl. 129, No. 12, 4926--4964 (2019; Zbl 1427.60140) Full Text: DOI arXiv
Malinowski, Marek T. On multivalued stochastic integral equations driven by semimartingales. (English) Zbl 1462.60094 Georgian Math. J. 26, No. 3, 423-436 (2019). MSC: 60H20 PDFBibTeX XMLCite \textit{M. T. Malinowski}, Georgian Math. J. 26, No. 3, 423--436 (2019; Zbl 1462.60094) Full Text: DOI
Dorogovtsev, A. A.; Izyumtseva, O. L.; Salhi, N. Clark representation for local times of self-intersection of Gaussian integrators. (English. Russian original) Zbl 1461.60055 Ukr. Math. J. 70, No. 12, 1829-1860 (2019); translation from Ukr. Mat. Zh. 70, No. 12, 1587-1614 (2018). MSC: 60H20 60H05 60G15 60H10 PDFBibTeX XMLCite \textit{A. A. Dorogovtsev} et al., Ukr. Math. J. 70, No. 12, 1829--1860 (2019; Zbl 1461.60055); translation from Ukr. Mat. Zh. 70, No. 12, 1587--1614 (2018) Full Text: DOI
Frikha, Noufel; Kohatsu-Higa, Arturo; Li, Libo Integration by parts formula for killed processes: a point of view from approximation theory. (English) Zbl 1466.60133 Electron. J. Probab. 24, Paper No. 95, 44 p. (2019). MSC: 60H20 60H07 60H30 65C05 65C30 PDFBibTeX XMLCite \textit{N. Frikha} et al., Electron. J. Probab. 24, Paper No. 95, 44 p. (2019; Zbl 1466.60133) Full Text: DOI arXiv Euclid
Abi Jaber, Eduardo; El Euch, Omar Markovian structure of the Volterra Heston model. (English) Zbl 1458.60078 Stat. Probab. Lett. 149, 63-72 (2019). MSC: 60H20 45D05 91G99 PDFBibTeX XMLCite \textit{E. Abi Jaber} and \textit{O. El Euch}, Stat. Probab. Lett. 149, 63--72 (2019; Zbl 1458.60078) Full Text: DOI arXiv Link
Li, Yun; Wu, Fuke; Yin, George Asymptotic behavior of gene expression with complete memory and two-time scales based on the chemical Langevin equations. (English) Zbl 1420.60089 Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4417-4443 (2019). MSC: 60H20 65C30 60H30 34K50 62L20 92C45 93C70 34E10 PDFBibTeX XMLCite \textit{Y. Li} et al., Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4417--4443 (2019; Zbl 1420.60089) Full Text: DOI
Tangpi, Ludovic Concentration of dynamic risk measures in a Brownian filtration. (English) Zbl 1417.60060 Stochastic Processes Appl. 129, No. 5, 1477-1491 (2019). MSC: 60H20 60H30 91G20 60E15 PDFBibTeX XMLCite \textit{L. Tangpi}, Stochastic Processes Appl. 129, No. 5, 1477--1491 (2019; Zbl 1417.60060) Full Text: DOI arXiv
Marzougue, Mohamed; El Otmani, Mohamed BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient. (English) Zbl 1412.60096 Random Oper. Stoch. Equ. 27, No. 1, 27-41 (2019). MSC: 60H20 60H30 65C30 PDFBibTeX XMLCite \textit{M. Marzougue} and \textit{M. El Otmani}, Random Oper. Stoch. Equ. 27, No. 1, 27--41 (2019; Zbl 1412.60096) Full Text: DOI
Samadyar, Nasrin; Mirzaee, Farshid Numerical solution of two-dimensional weakly singular stochastic integral equations on non-rectangular domains via radial basis functions. (English) Zbl 1418.60090 Eng. Anal. Bound. Elem. 101, 27-36 (2019). MSC: 60H20 45E05 65D30 PDFBibTeX XMLCite \textit{N. Samadyar} and \textit{F. Mirzaee}, Eng. Anal. Bound. Elem. 101, 27--36 (2019; Zbl 1418.60090) Full Text: DOI
Mirzaee, Farshid; Alipour, Sahar; Samadyar, Nasrin Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order. (English) Zbl 1405.60103 J. Comput. Appl. Math. 349, 157-171 (2019). MSC: 60H20 65R20 45D05 26A33 40C05 PDFBibTeX XMLCite \textit{F. Mirzaee} et al., J. Comput. Appl. Math. 349, 157--171 (2019; Zbl 1405.60103) Full Text: DOI
Wei, Jiaqin Backward stochastic Volterra integral equations on Markov chains. (English) Zbl 1498.60275 Stochastics 90, No. 4, 605-639 (2018). MSC: 60H20 60H30 60J27 PDFBibTeX XMLCite \textit{J. Wei}, Stochastics 90, No. 4, 605--639 (2018; Zbl 1498.60275) Full Text: DOI
Wu, Hao; Wang, Weifeng; Guo, Zhongkai Generalized anticipated backward stochastic differential equations driven by Brownian motion and continuous increasing process. (English) Zbl 07549491 Commun. Stat., Simulation Comput. 47, No. 3, 809-821 (2018). MSC: 60H20 60H05 PDFBibTeX XMLCite \textit{H. Wu} et al., Commun. Stat., Simulation Comput. 47, No. 3, 809--821 (2018; Zbl 07549491) Full Text: DOI