Pavlyukevich, Ilya; Ritsch, Marian Stochastic energy-balance model with a moving ice line. (English) Zbl 07906730 SIAM J. Appl. Dyn. Syst. 23, No. 3, 2061-2098 (2024). MSC: 60H30 60J70 37H30 86A08 PDFBibTeX XMLCite \textit{I. Pavlyukevich} and \textit{M. Ritsch}, SIAM J. Appl. Dyn. Syst. 23, No. 3, 2061--2098 (2024; Zbl 07906730) Full Text: DOI arXiv
Collins-Woodfin, Elizabeth; Paquette, Elliot High-dimensional limit of one-pass SGD on least squares. (English) Zbl 07905720 Electron. Commun. Probab. 29, Paper No. 3, 15 p. (2024). MSC: 60H30 65F10 60E15 62H25 PDFBibTeX XMLCite \textit{E. Collins-Woodfin} and \textit{E. Paquette}, Electron. Commun. Probab. 29, Paper No. 3, 15 p. (2024; Zbl 07905720) Full Text: DOI arXiv Link OA License
Georgiou, Kyriakos; Yannacopoulos, Athanasios N. Deep neural networks for probability of default modelling. (English) Zbl 07901720 J. Ind. Manag. Optim. 20, No. 12, 3647-3677 (2024). MSC: 60H30 68T07 45K05 91G40 91G60 91-08 PDFBibTeX XMLCite \textit{K. Georgiou} and \textit{A. N. Yannacopoulos}, J. Ind. Manag. Optim. 20, No. 12, 3647--3677 (2024; Zbl 07901720) Full Text: DOI
Zhang, Xuxin; Tian, Linlin Optimal reinsurance and investment problems to minimize the probability of drawdown. (English) Zbl 07882641 J. Ind. Manag. Optim. 20, No. 10, 3148-3164 (2024). MSC: 60H30 91Gxx PDFBibTeX XMLCite \textit{X. Zhang} and \textit{L. Tian}, J. Ind. Manag. Optim. 20, No. 10, 3148--3164 (2024; Zbl 07882641) Full Text: DOI
Makoveeva, Eugenya V.; Tsvetkov, Ivan N.; Ryashko, Lev B. Stochastically-induced dynamics of earthquakes. (English) Zbl 07871680 Math. Methods Appl. Sci. 47, No. 8, 6762-6769 (2024). MSC: 60H30 PDFBibTeX XMLCite \textit{E. V. Makoveeva} et al., Math. Methods Appl. Sci. 47, No. 8, 6762--6769 (2024; Zbl 07871680) Full Text: DOI
Boumezbeur, Zakaria; Boutabia, Hacène; Redjil, Amel; Kebiri, Omar Differentiability of \(G\)-neutral stochastic differential equations with respect to parameter. (English) Zbl 07864361 Random Oper. Stoch. Equ. 32, No. 2, 159-173 (2024). MSC: 60H30 34K50 60H05 PDFBibTeX XMLCite \textit{Z. Boumezbeur} et al., Random Oper. Stoch. Equ. 32, No. 2, 159--173 (2024; Zbl 07864361) Full Text: DOI
Rybalova, E.; Nikishina, N.; Strelkova, G. Controlling spatiotemporal dynamics of neural networks by Lévy noise. (English) Zbl 07864154 Chaos 34, No. 4, Article ID 041103, 11 p. (2024). MSC: 60H30 34C15 60J70 PDFBibTeX XMLCite \textit{E. Rybalova} et al., Chaos 34, No. 4, Article ID 041103, 11 p. (2024; Zbl 07864154) Full Text: DOI
Zlatniczki, Adam; Telcs, Andras Application of portfolio optimization to achieve persistent time series. (English) Zbl 07846607 J. Optim. Theory Appl. 201, No. 2, 932-954 (2024). MSC: 60H30 62P05 90C90 PDFBibTeX XMLCite \textit{A. Zlatniczki} and \textit{A. Telcs}, J. Optim. Theory Appl. 201, No. 2, 932--954 (2024; Zbl 07846607) Full Text: DOI OA License
Oh, Tadahiro; Seong, Kihoon; Tolomeo, Leonardo A remark on Gibbs measures with log-correlated Gaussian fields. (English) Zbl 07837371 Forum Math. Sigma 12, Paper No. e50, 42 p. (2024). MSC: 60H30 81T08 35Q53 35Q55 35L71 PDFBibTeX XMLCite \textit{T. Oh} et al., Forum Math. Sigma 12, Paper No. e50, 42 p. (2024; Zbl 07837371) Full Text: DOI arXiv OA License
Stehlík, Milan; Leal, Danilo; Kiseľák, Jozef; Leers, Joshua; Střelec, Luboš; Fuders, Felix Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016–2019. (English) Zbl 1535.60123 Stochastic Anal. Appl. 42, No. 1, 1-19 (2024). MSC: 60H30 91B54 PDFBibTeX XMLCite \textit{M. Stehlík} et al., Stochastic Anal. Appl. 42, No. 1, 1--19 (2024; Zbl 1535.60123) Full Text: DOI OA License
Jackson, Joe On quasilinear parabolic systems and FBSDEs of quadratic growth. (English) Zbl 1534.60089 Ann. Appl. Probab. 34, No. 1A, 357-387 (2024). MSC: 60H30 60H07 PDFBibTeX XMLCite \textit{J. Jackson}, Ann. Appl. Probab. 34, No. 1A, 357--387 (2024; Zbl 1534.60089) Full Text: DOI arXiv Link
Chae, Myeongju; Cho, Gunhee; Gordina, Maria; Yang, Guang The stochastic Schwarz lemma on Kähler manifolds by couplings and its applications. (English) Zbl 1537.60092 J. Lond. Math. Soc., II. Ser. 109, No. 1, Article ID e12849, 22 p. (2024). Reviewer: Guokuan Shao (Zhuhai) MSC: 60H30 32Q05 PDFBibTeX XMLCite \textit{M. Chae} et al., J. Lond. Math. Soc., II. Ser. 109, No. 1, Article ID e12849, 22 p. (2024; Zbl 1537.60092) Full Text: DOI arXiv
Zhang, Qiang; Wu, Lijun Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks. (English) Zbl 07772187 Commun. Stat., Theory Methods 53, No. 1, 34-65 (2024). MSC: 60H30 93E20 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{L. Wu}, Commun. Stat., Theory Methods 53, No. 1, 34--65 (2024; Zbl 07772187) Full Text: DOI
De Crescenzo, Anna; Fuhrman, Marco; Kharroubi, Idris; Pham, Huyên Mean-field control of non exchangeable systems. arXiv:2407.18635 Preprint, arXiv:2407.18635 [math.PR] (2024). MSC: 60H30 05C80 60K35 93E20 BibTeX Cite \textit{A. De Crescenzo} et al., ``Mean-field control of non exchangeable systems'', Preprint, arXiv:2407.18635 [math.PR] (2024) Full Text: arXiv OA License
Nam, Kihun; Xu, Yunxi Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games. arXiv:2402.01229 Preprint, arXiv:2402.01229 [math.PR] (2024). MSC: 60H30 BibTeX Cite \textit{K. Nam} and \textit{Y. Xu}, ``Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games'', Preprint, arXiv:2402.01229 [math.PR] (2024) Full Text: arXiv OA License
Sagadeeva, Minzilya Almasovna; Zagrebina, Sof’ya Aleksandrovna Solution of stochastic non-autonomous Chen-Gurtin model with multipoint initial-final condition. (English) Zbl 07899484 J. Comput. Eng. Math. 10, No. 1, 44-55 (2023). MSC: 60H30 34K50 34M99 PDFBibTeX XMLCite \textit{M. A. Sagadeeva} and \textit{S. A. Zagrebina}, J. Comput. Eng. Math. 10, No. 1, 44--55 (2023; Zbl 07899484) Full Text: DOI MNR
Gliklikh, Yuriĭ Evgen’evich; Sergeeva, Dar’ya Sergeevna Models of viscous fluids generated by martingales on the groups of diffeomorphisms. (English) Zbl 07899480 J. Comput. Eng. Math. 10, No. 1, 3-11 (2023). MSC: 60H30 60H10 PDFBibTeX XMLCite \textit{Y. E. Gliklikh} and \textit{D. S. Sergeeva}, J. Comput. Eng. Math. 10, No. 1, 3--11 (2023; Zbl 07899480) Full Text: DOI MNR
Eldan, Ronen Analysis of high-dimensional distributions using pathwise methods. (English) Zbl 1533.60119 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4246-4270 (2023). MSC: 60H30 60G17 60G44 52A23 60-02 PDFBibTeX XMLCite \textit{R. Eldan}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 6. Sections 12--14. Berlin: European Mathematical Society (EMS). 4246--4270 (2023; Zbl 1533.60119) Full Text: DOI OA License
Chassagneux, Jean-François; Chotai, Hinesh; Crisan, Dan Modelling multiperiod carbon markets using singular forward-backward SDEs. (English) Zbl 1532.60148 Math. Oper. Res. 48, No. 1, 463-497 (2023). MSC: 60H30 91G80 PDFBibTeX XMLCite \textit{J.-F. Chassagneux} et al., Math. Oper. Res. 48, No. 1, 463--497 (2023; Zbl 1532.60148) Full Text: DOI arXiv
Bose, Shreya; Ekren, Ibrahim Kyle-back models with risk aversion and non-Gaussian beliefs. (English) Zbl 1538.60118 Ann. Appl. Probab. 33, No. 6A, 4238-4271 (2023). MSC: 60H30 60J60 91B44 PDFBibTeX XMLCite \textit{S. Bose} and \textit{I. Ekren}, Ann. Appl. Probab. 33, No. 6A, 4238--4271 (2023; Zbl 1538.60118) Full Text: DOI arXiv
Dascaliuc, Radu; Tuan N. Pham; Thomann, Enrique; Waymire, Edward C. Doubly stochastic Yule cascades. II: The explosion problem in the non-reversible case. (English) Zbl 07788728 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1907-1933 (2023). MSC: 60H30 60J80 PDFBibTeX XMLCite \textit{R. Dascaliuc} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1907--1933 (2023; Zbl 07788728) Full Text: DOI arXiv
Soize, Christian An overview on uncertainty quantification and probabilistic learning on manifolds in multiscale mechanics of materials. (English) Zbl 1535.60122 Math. Mech. Complex Syst. 11, No. 1, 87-174 (2023). MSC: 60H30 60J20 62M40 74Q05 PDFBibTeX XMLCite \textit{C. Soize}, Math. Mech. Complex Syst. 11, No. 1, 87--174 (2023; Zbl 1535.60122) Full Text: DOI
Tong, Jinying; Zhang, Zihan; Chen, Yeqin; Zhang, Zhenzhong Long time behaviour for population model by \(\alpha \)-stable processes with Markov switching. (English) Zbl 1524.60156 Nonlinear Anal., Hybrid Syst. 50, Article ID 101386, 21 p. (2023). MSC: 60H30 92D25 60G52 PDFBibTeX XMLCite \textit{J. Tong} et al., Nonlinear Anal., Hybrid Syst. 50, Article ID 101386, 21 p. (2023; Zbl 1524.60156) Full Text: DOI
Etoré, P.; León, J. R.; Prieur, C. A probabilistic point of view for the Kolmogorov hypoelliptic equations. (English) Zbl 1517.60080 ESAIM, Probab. Stat. 27, 668-693 (2023). MSC: 60H30 60H10 60J35 PDFBibTeX XMLCite \textit{P. Etoré} et al., ESAIM, Probab. Stat. 27, 668--693 (2023; Zbl 1517.60080) Full Text: DOI arXiv OA License
Aksamit, Anna; Li, Libo; Rutkowski, Marek Generalized BSDE and reflected BSDE with random time horizon. (English) Zbl 1534.60088 Electron. J. Probab. 28, Paper No. 40, 41 p. (2023). MSC: 60H30 60H10 60G40 91G40 PDFBibTeX XMLCite \textit{A. Aksamit} et al., Electron. J. Probab. 28, Paper No. 40, 41 p. (2023; Zbl 1534.60088) Full Text: DOI Link
Barbu, Viorel; Röckner, Michael Correction to: “Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs”. (English) Zbl 1515.60245 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 426-431 (2023). MSC: 60H30 60H10 35C99 PDFBibTeX XMLCite \textit{V. Barbu} and \textit{M. Röckner}, Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 426--431 (2023; Zbl 1515.60245) Full Text: DOI
Jackson, Joe; Liang, Gechun A new monotonicity condition for ergodic backward SDEs and ergodic control with superquadratic Hamiltonians. (English) Zbl 1515.60248 SIAM J. Control Optim. 61, No. 3, 1273-1296 (2023). MSC: 60H30 60H07 PDFBibTeX XMLCite \textit{J. Jackson} and \textit{G. Liang}, SIAM J. Control Optim. 61, No. 3, 1273--1296 (2023; Zbl 1515.60248) Full Text: DOI arXiv
Cuchiero, Christa; Rigger, Stefan; Svaluto-Ferro, Sara Propagation of minimality in the supercooled Stefan problem. (English) Zbl 1528.60071 Ann. Appl. Probab. 33, No. 2, 1588-1618 (2023). Reviewer: Hossam A. Ghany (al-Qāhira) MSC: 60H30 60K35 35Q84 PDFBibTeX XMLCite \textit{C. Cuchiero} et al., Ann. Appl. Probab. 33, No. 2, 1588--1618 (2023; Zbl 1528.60071) Full Text: DOI arXiv
Mengütürk, Levent Ali From irrevocably modulated filtrations to dynamical equations over random networks. (English) Zbl 1532.60150 J. Theor. Probab. 36, No. 2, 845-875 (2023). MSC: 60H30 94A12 60G99 PDFBibTeX XMLCite \textit{L. A. Mengütürk}, J. Theor. Probab. 36, No. 2, 845--875 (2023; Zbl 1532.60150) Full Text: DOI OA License
Makhlouf, K.; Agram, N.; Hilbert, A.; Øksendal, B. SPDEs with space interactions and application to population modelling. (English) Zbl 1509.60125 ESAIM, Control Optim. Calc. Var. 29, Paper No. 18, 23 p. (2023). MSC: 60H30 93E20 91G80 91B70 PDFBibTeX XMLCite \textit{K. Makhlouf} et al., ESAIM, Control Optim. Calc. Var. 29, Paper No. 18, 23 p. (2023; Zbl 1509.60125) Full Text: DOI arXiv OA License
Lassalle, Rémi Average preserving variation processes in view of optimization. (English) Zbl 1523.60119 Stoch. Dyn. 23, No. 2, Article ID 2350018, 26 p. (2023). MSC: 60H30 60H99 93E11 93E20 PDFBibTeX XMLCite \textit{R. Lassalle}, Stoch. Dyn. 23, No. 2, Article ID 2350018, 26 p. (2023; Zbl 1523.60119) Full Text: DOI arXiv
Wei, Rong; Yang, Saisai; Zhang, Tusheng Neumann boundary value problems for elliptic operators with measure-valued coefficients. (English) Zbl 1532.60151 Proc. Am. Math. Soc. 151, No. 7, 3111-3125 (2023). MSC: 60H30 60J45 35J25 60H15 PDFBibTeX XMLCite \textit{R. Wei} et al., Proc. Am. Math. Soc. 151, No. 7, 3111--3125 (2023; Zbl 1532.60151) Full Text: DOI
Guo, Xin; Pham, Huyên; Wei, Xiaoli Itô’s formula for flows of measures on semimartingales. (English) Zbl 1509.60124 Stochastic Processes Appl. 159, 350-390 (2023). MSC: 60H30 60K35 93E20 PDFBibTeX XMLCite \textit{X. Guo} et al., Stochastic Processes Appl. 159, 350--390 (2023; Zbl 1509.60124) Full Text: DOI arXiv
Huang, Ziyu; Tang, Shanjian State-density flows of non-degenerate density-dependent mean field SDEs and associated PDEs. (English) Zbl 1532.60149 Trans. Am. Math. Soc. 376, No. 3, 1553-1599 (2023). MSC: 60H30 60H10 35K55 PDFBibTeX XMLCite \textit{Z. Huang} and \textit{S. Tang}, Trans. Am. Math. Soc. 376, No. 3, 1553--1599 (2023; Zbl 1532.60149) Full Text: DOI arXiv
Chen, Hanshu; Zhao, Jian; Meng, Zeng; Chen, Guohai; Yang, Dixiong Stochastic dynamic analysis of nonlinear MDOF systems with chaotic motion under combined additive and multiplicative excitation. (English) Zbl 1515.60246 Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 107034, 23 p. (2023). MSC: 60H30 70L05 34A08 37D10 37H10 PDFBibTeX XMLCite \textit{H. Chen} et al., Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 107034, 23 p. (2023; Zbl 1515.60246) Full Text: DOI
Földes, Juraj; Herzog, David P. The method of stochastic characteristics for linear second-order hypoelliptic equations. (English) Zbl 1515.60247 Probab. Surv. 20, 113-169 (2023). MSC: 60H30 35H10 35G15 60H10 34B27 35A01 35A02 PDFBibTeX XMLCite \textit{J. Földes} and \textit{D. P. Herzog}, Probab. Surv. 20, 113--169 (2023; Zbl 1515.60247) Full Text: DOI arXiv Link
Bensoussan, Alain; Wong, Tak Kwong; Yam, Sheung Chi Phillip; Yuan, Hongwei Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics. arXiv:2311.11896 Preprint, arXiv:2311.11896 [math.OC] (2023). MSC: 60H30 60H10 BibTeX Cite \textit{A. Bensoussan} et al., ``Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics'', Preprint, arXiv:2311.11896 [math.OC] (2023) Full Text: arXiv OA License
Tschiderer, Bertram Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix. arXiv:2310.18678 Preprint, arXiv:2310.18678 [math.PR] (2023). MSC: 60H30 60G44 60J60 94A17 BibTeX Cite \textit{B. Tschiderer}, ``Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix'', Preprint, arXiv:2310.18678 [math.PR] (2023) Full Text: arXiv OA License
Xiao, Jichang; Wang, Xiaoqun Error analysis for empirical risk minimization over clipped ReLU networks in solving linear Kolmogorov partial differential equations. arXiv:2310.12582 Preprint, arXiv:2310.12582 [math.NA] (2023). MSC: 60H30 65C30 62M45 68T07 BibTeX Cite \textit{J. Xiao} and \textit{X. Wang}, ``Error analysis for empirical risk minimization over clipped ReLU networks in solving linear Kolmogorov partial differential equations'', Preprint, arXiv:2310.12582 [math.NA] (2023) Full Text: arXiv OA License
Li, Guopeng; Liang, Rui; Wang, Yuzhao Optimal divergence rate of the focusing Gibbs measure. arXiv:2310.08783 Preprint, arXiv:2310.08783 [math.PR] (2023). MSC: 60H30 81T08 35Q55 60H40 BibTeX Cite \textit{G. Li} et al., ``Optimal divergence rate of the focusing Gibbs measure'', Preprint, arXiv:2310.08783 [math.PR] (2023) Full Text: arXiv OA License
Hernandez-Hernandez, Ma Elena; Padilla-Longoria, Pablo A Probabilistic Approach to the Existence of Solutions to Semilinear Elliptic Equations. arXiv:2309.13663 Preprint, arXiv:2309.13663 [math.AP] (2023). MSC: 60H30 BibTeX Cite \textit{M. E. Hernandez-Hernandez} and \textit{P. Padilla-Longoria}, ``A Probabilistic Approach to the Existence of Solutions to Semilinear Elliptic Equations'', Preprint, arXiv:2309.13663 [math.AP] (2023) Full Text: arXiv OA License
Georgiou, Kyriakos; Yannacopoulos, Athanasios N. Probability of Default modelling with Lévy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9. arXiv:2309.12384 Preprint, arXiv:2309.12384 [q-fin.RM] (2023). MSC: 60H30 45K05 91G40 91G60 91-08 BibTeX Cite \textit{K. Georgiou} and \textit{A. N. Yannacopoulos}, ``Probability of Default modelling with Lévy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9'', Preprint, arXiv:2309.12384 [q-fin.RM] (2023) Full Text: arXiv OA License
Barashkov, Nikolay; De Vecchi, Francesco C.; Zachhuber, Immanuel Invariant Gibbs measure for Anderson NLW. arXiv:2309.01635 Preprint, arXiv:2309.01635 [math.PR] (2023). MSC: 60H30 35L71 28C20 60L40 BibTeX Cite \textit{N. Barashkov} et al., ``Invariant Gibbs measure for Anderson NLW'', Preprint, arXiv:2309.01635 [math.PR] (2023) Full Text: arXiv OA License
Grotto, Francesco; Luongo, Eliseo; Romito, Marco Gibbs Equilibrium Fluctuations of Point Vortex Dynamics. arXiv:2308.00163 Preprint, arXiv:2308.00163 [math.PR] (2023). MSC: 60H30 76D06 76M35 35Q82 60F05 BibTeX Cite \textit{F. Grotto} et al., ``Gibbs Equilibrium Fluctuations of Point Vortex Dynamics'', Preprint, arXiv:2308.00163 [math.PR] (2023) Full Text: arXiv OA License
Peszat, S.; Zabczyk, J. Heath-Jarrow-Merton model with linear volatility. arXiv:2304.08075 Preprint, arXiv:2304.08075 [math.PR] (2023). MSC: 60H30 93E20 91G30 91G10 BibTeX Cite \textit{S. Peszat} and \textit{J. Zabczyk}, ``Heath-Jarrow-Merton model with linear volatility'', Preprint, arXiv:2304.08075 [math.PR] (2023) Full Text: arXiv OA License
Rozkosz, Andrzej; Slominski, Leszek Reflected Skorokhod equations and the Neumann boundary value problem for elliptic equations with Levy-type operators. arXiv:2303.12664 Preprint, arXiv:2303.12664 [math.AP] (2023). MSC: 60H30 35J25 BibTeX Cite \textit{A. Rozkosz} and \textit{L. Slominski}, ``Reflected Skorokhod equations and the Neumann boundary value problem for elliptic equations with Levy-type operators'', Preprint, arXiv:2303.12664 [math.AP] (2023) Full Text: arXiv OA License
Fang, Cheng; Lu, Yubin; Gao, Ting; Duan, Jinqiao An end-to-end deep learning approach for extracting stochastic dynamical systems with \(\alpha\)-stable Lévy noise. (English) Zbl 07874263 Chaos 32, No. 6, Article ID 063112, 18 p. (2022). MSC: 60H30 37H10 68T07 PDFBibTeX XMLCite \textit{C. Fang} et al., Chaos 32, No. 6, Article ID 063112, 18 p. (2022; Zbl 07874263) Full Text: DOI arXiv
Wei, Wei; Gao, Ting; Chen, Xiaoli; Duan, Jinqiao An optimal control method to compute the most likely transition path for stochastic dynamical systems with jumps. (English) Zbl 07872776 Chaos 32, No. 5, Article ID 051102, 10 p. (2022). MSC: 60H30 34F05 60F10 PDFBibTeX XMLCite \textit{W. Wei} et al., Chaos 32, No. 5, Article ID 051102, 10 p. (2022; Zbl 07872776) Full Text: DOI arXiv
Etheridge, Alison M.; Gooding, Mitchel D.; Letter, Ian On the effects of a wide opening in the domain of the (stochastic) Allen-Cahn equation and the motion of hybrid zones. (English) Zbl 1511.60101 Electron. J. Probab. 27, Paper No. 161, 53 p. (2022). MSC: 60H30 60J70 60J85 92D15 PDFBibTeX XMLCite \textit{A. M. Etheridge} et al., Electron. J. Probab. 27, Paper No. 161, 53 p. (2022; Zbl 1511.60101) Full Text: DOI arXiv
Xu, Mingyu; Xu, Zuo Quan; Zhou, Xun Yu \(g\)-expectation of distributions. (English) Zbl 1504.60106 Probab. Uncertain. Quant. Risk 7, No. 4, 385-404 (2022). MSC: 60H30 60E05 91G10 PDFBibTeX XMLCite \textit{M. Xu} et al., Probab. Uncertain. Quant. Risk 7, No. 4, 385--404 (2022; Zbl 1504.60106) Full Text: DOI arXiv
Chaudru de Raynal, Paul-Éric; Honoré, Igor; Menozzi, Stéphane Strong regularization by Brownian noise propagating through a weak Hörmander structure. (English) Zbl 1512.60045 Probab. Theory Relat. Fields 184, No. 1-2, 1-83 (2022). Reviewer: Jacek Jakubowski (Warszawa) MSC: 60H30 60H10 34F05 35H10 PDFBibTeX XMLCite \textit{P.-É. Chaudru de Raynal} et al., Probab. Theory Relat. Fields 184, No. 1--2, 1--83 (2022; Zbl 1512.60045) Full Text: DOI arXiv HAL
Perevozchikova, Ksenia V.; Manakova, Natalia A.; Gavrilova, Olga V.; Manakov, Igor M. Numerical algorithm for finding a solution to a nonlinear filtration mathematical model with a random Showalter-Sidorov initial condition. (English) Zbl 1513.60092 J. Comput. Eng. Math. 9, No. 2, 39-51 (2022). MSC: 60H30 60H40 PDFBibTeX XMLCite \textit{K. V. Perevozchikova} et al., J. Comput. Eng. Math. 9, No. 2, 39--51 (2022; Zbl 1513.60092) Full Text: DOI MNR
Dappiaggi, Claudio; Drago, Nicolò; Rinaldi, Paolo; Zambotti, Lorenzo A microlocal approach to renormalization in stochastic PDEs. (English) Zbl 1524.60155 Commun. Contemp. Math. 24, No. 7, Article ID 2150075, 74 p. (2022). MSC: 60H30 81T05 60H17 81T17 58J40 58J65 PDFBibTeX XMLCite \textit{C. Dappiaggi} et al., Commun. Contemp. Math. 24, No. 7, Article ID 2150075, 74 p. (2022; Zbl 1524.60155) Full Text: DOI arXiv
Liu, Yating; Pagès, Gilles Monotone convex order for the McKean-Vlasov processes. (English) Zbl 1502.60110 Stochastic Processes Appl. 152, 312-338 (2022). MSC: 60H30 60E15 60H35 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{G. Pagès}, Stochastic Processes Appl. 152, 312--338 (2022; Zbl 1502.60110) Full Text: DOI arXiv
Chang, Yanqiang; Chen, Huabin Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise. (English) Zbl 1496.60078 Discrete Contin. Dyn. Syst., Ser. B 27, No. 10, 5935-5952 (2022). MSC: 60H30 93D05 93D23 PDFBibTeX XMLCite \textit{Y. Chang} and \textit{H. Chen}, Discrete Contin. Dyn. Syst., Ser. B 27, No. 10, 5935--5952 (2022; Zbl 1496.60078) Full Text: DOI
Nam, Kihun; Xu, Yunxi Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs. (English) Zbl 1491.60114 J. Math. Anal. Appl. 515, No. 1, Article ID 126403, 23 p. (2022). MSC: 60H30 35K10 93E20 PDFBibTeX XMLCite \textit{K. Nam} and \textit{Y. Xu}, J. Math. Anal. Appl. 515, No. 1, Article ID 126403, 23 p. (2022; Zbl 1491.60114) Full Text: DOI arXiv
Berger, Noam; Criens, David A parabolic Harnack principle for balanced difference equations in random environments. (English) Zbl 1491.60112 Arch. Ration. Mech. Anal. 245, No. 2, 899-947 (2022). MSC: 60H30 60K37 35K05 39A99 PDFBibTeX XMLCite \textit{N. Berger} and \textit{D. Criens}, Arch. Ration. Mech. Anal. 245, No. 2, 899--947 (2022; Zbl 1491.60112) Full Text: DOI arXiv OA License
Hellemans, Tim; Van Houdt, Benny Open problems in refined mean field approximations. (English) Zbl 1495.60062 Queueing Syst. 100, No. 3-4, 301-303 (2022). MSC: 60H30 PDFBibTeX XMLCite \textit{T. Hellemans} and \textit{B. Van Houdt}, Queueing Syst. 100, No. 3--4, 301--303 (2022; Zbl 1495.60062) Full Text: DOI
Grigoriu, M. Finite dimensional models for random microstructures. (English) Zbl 1495.60061 Theory Probab. Math. Stat. 106, 121-142 (2022). MSC: 60H30 60G60 PDFBibTeX XMLCite \textit{M. Grigoriu}, Theory Probab. Math. Stat. 106, 121--142 (2022; Zbl 1495.60061) Full Text: DOI
Carfagnini, Marco; Földes, Juraj; Herzog, David P. A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero. (English) Zbl 1490.60201 Stochastic Processes Appl. 149, 188-223 (2022). MSC: 60H30 60F15 35H10 PDFBibTeX XMLCite \textit{M. Carfagnini} et al., Stochastic Processes Appl. 149, 188--223 (2022; Zbl 1490.60201) Full Text: DOI arXiv
Yang, Qing; Zhang, Xinhong; Jiang, Daqing Dynamical behaviors of a stochastic food chain system with Ornstein-Uhlenbeck process. (English) Zbl 1490.60206 J. Nonlinear Sci. 32, No. 3, Paper No. 34, 40 p. (2022). MSC: 60H30 92D25 34D05 PDFBibTeX XMLCite \textit{Q. Yang} et al., J. Nonlinear Sci. 32, No. 3, Paper No. 34, 40 p. (2022; Zbl 1490.60206) Full Text: DOI
Ciotir, Ioana; Fayad, Rim Nonlinear Fokker-Planck equation with reflecting boundary conditions. (English) Zbl 1498.60280 J. Differ. Equations 321, 296-317 (2022). MSC: 60H30 60H10 60G46 35Q84 35D99 PDFBibTeX XMLCite \textit{I. Ciotir} and \textit{R. Fayad}, J. Differ. Equations 321, 296--317 (2022; Zbl 1498.60280) Full Text: DOI
Barrasso, Adrien; Russo, Francesco Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes. (English) Zbl 1495.60060 Stoch. Dyn. 22, No. 1, Article ID 2250007, 27 p. (2022). MSC: 60H30 60H15 35D40 60G15 PDFBibTeX XMLCite \textit{A. Barrasso} and \textit{F. Russo}, Stoch. Dyn. 22, No. 1, Article ID 2250007, 27 p. (2022; Zbl 1495.60060) Full Text: DOI arXiv
Lee, In Gyu; Yoon, Sang Won; Won, Daehan A mixed integer linear programming support vector machine for cost-effective group feature selection: branch-cut-and-price approach. (English) Zbl 1495.60063 Eur. J. Oper. Res. 299, No. 3, 1055-1068 (2022). MSC: 60H30 68T05 90C11 90C57 PDFBibTeX XMLCite \textit{I. G. Lee} et al., Eur. J. Oper. Res. 299, No. 3, 1055--1068 (2022; Zbl 1495.60063) Full Text: DOI
Qian, Zhongmin; Yao, Yuhan McKean-Vlasov type stochastic differential equations arising from the random vortex method. (English) Zbl 1490.60205 SN Partial Differ. Equ. Appl. 3, No. 1, Paper No. 7, 22 p. (2022). MSC: 60H30 35Q30 76D17 PDFBibTeX XMLCite \textit{Z. Qian} and \textit{Y. Yao}, SN Partial Differ. Equ. Appl. 3, No. 1, Paper No. 7, 22 p. (2022; Zbl 1490.60205) Full Text: DOI arXiv OA License
Lv, Guangying; Shan, Yeqing Long time behavior of stochastic McKean-Vlasov equations. (English) Zbl 1490.60204 Appl. Math. Lett. 128, Article ID 107879, 6 p. (2022). MSC: 60H30 60H05 60H10 PDFBibTeX XMLCite \textit{G. Lv} and \textit{Y. Shan}, Appl. Math. Lett. 128, Article ID 107879, 6 p. (2022; Zbl 1490.60204) Full Text: DOI
Okada, Izumi; Yanagida, Eiji Probabilistic approach to the heat equation with a dynamic Hardy-type potential. (English) Zbl 1480.60193 Stochastic Processes Appl. 145, 204-225 (2022). MSC: 60H30 35K57 35K67 60J65 35K15 60J55 PDFBibTeX XMLCite \textit{I. Okada} and \textit{E. Yanagida}, Stochastic Processes Appl. 145, 204--225 (2022; Zbl 1480.60193) Full Text: DOI
Barbu, Viorel; Röckner, Michael The invariance principle for nonlinear Fokker-Planck equations. (English) Zbl 1490.60199 J. Differ. Equations 315, 200-221 (2022). MSC: 60H30 60H10 60G46 35C99 PDFBibTeX XMLCite \textit{V. Barbu} and \textit{M. Röckner}, J. Differ. Equations 315, 200--221 (2022; Zbl 1490.60199) Full Text: DOI arXiv
Videla, Leonardo Strong stochastic persistence of some Lévy-driven Lotka-Volterra systems. (English) Zbl 1483.60098 J. Math. Biol. 84, No. 3, Paper No. 11, 44 p. (2022). MSC: 60H30 92D25 PDFBibTeX XMLCite \textit{L. Videla}, J. Math. Biol. 84, No. 3, Paper No. 11, 44 p. (2022; Zbl 1483.60098) Full Text: DOI
E, Weinan; Han, Jiequn; Jentzen, Arnulf Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning. (English) Zbl 1490.60202 Nonlinearity 35, No. 1, 278-310 (2022). MSC: 60H30 60H35 65C05 65C30 65M75 PDFBibTeX XMLCite \textit{W. E} et al., Nonlinearity 35, No. 1, 278--310 (2022; Zbl 1490.60202) Full Text: DOI arXiv
Lyu, Yangyang Spatial asymptotics for the Feynman-Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data. (English) Zbl 1480.60192 Stochastic Processes Appl. 143, 106-159 (2022). MSC: 60H30 60F10 60G15 60H40 PDFBibTeX XMLCite \textit{Y. Lyu}, Stochastic Processes Appl. 143, 106--159 (2022; Zbl 1480.60192) Full Text: DOI arXiv
Gao, Qinjiao; Sun, Xingping; Zhang, Shenggang Optimal stochastic Bernstein polynomials in Ditzian-Totik type modulus of smoothness. (English) Zbl 1492.60206 J. Comput. Appl. Math. 404, Article ID 113888, 14 p. (2022). MSC: 60H30 41A25 41A63 42B08 PDFBibTeX XMLCite \textit{Q. Gao} et al., J. Comput. Appl. Math. 404, Article ID 113888, 14 p. (2022; Zbl 1492.60206) Full Text: DOI
Hua, Tianjiao; Luo, Peng A unified approach to global solvability for FBSDEs with diagonal generators. arXiv:2211.00913 Preprint, arXiv:2211.00913 [math.PR] (2022). MSC: 60H30 93E20 BibTeX Cite \textit{T. Hua} and \textit{P. Luo}, ``A unified approach to global solvability for FBSDEs with diagonal generators'', Preprint, arXiv:2211.00913 [math.PR] (2022) Full Text: arXiv OA License
Robert, Tristan; Seong, Kihoon; Tolomeo, Leonardo; Wang, Yuzhao Focusing Gibbs measures with harmonic potential. arXiv:2212.11386 Preprint, arXiv:2212.11386 [math.PR] (2022). MSC: 60H30 81T08 35Q55 BibTeX Cite \textit{T. Robert} et al., ``Focusing Gibbs measures with harmonic potential'', Preprint, arXiv:2212.11386 [math.PR] (2022) Full Text: arXiv OA License
Qian, Zhongmin Stochastic formulation of incompressible fluid flows in wall bounded regions. arXiv:2206.05198 Preprint, arXiv:2206.05198 [physics.flu-dyn] (2022). MSC: 60H30 35Q30 35Q35 76D03 76D05 76D17 BibTeX Cite \textit{Z. Qian}, ``Stochastic formulation of incompressible fluid flows in wall bounded regions'', Preprint, arXiv:2206.05198 [physics.flu-dyn] (2022) Full Text: arXiv OA License
Ekren, Ibrahim; Mostowski, Brad; Žitković, Gordan Kyle’s Model with Stochastic Liquidity. arXiv:2204.11069 Preprint, arXiv:2204.11069 [q-fin.TR] (2022). MSC: 60H30 60J60 91B44 BibTeX Cite \textit{I. Ekren} et al., ``Kyle's Model with Stochastic Liquidity'', Preprint, arXiv:2204.11069 [q-fin.TR] (2022) Full Text: arXiv OA License
Hutzenthaler, Martin; Nguyen, Tuan Anh Multilevel Picard approximations for high-dimensional decoupled forward-backward stochastic differential equations. arXiv:2204.08511 Preprint, arXiv:2204.08511 [math.PR] (2022). MSC: 60H30 65C05 65C30 BibTeX Cite \textit{M. Hutzenthaler} and \textit{T. A. Nguyen}, ``Multilevel Picard approximations for high-dimensional decoupled forward-backward stochastic differential equations'', Preprint, arXiv:2204.08511 [math.PR] (2022) Full Text: arXiv OA License
Schorlepp, Timo; Grafke, Tobias; Grauer, Rainer Gel’fand-Yaglom type equations for calculating fluctuations around instantons in stochastic systems. (English) Zbl 1519.60063 J. Phys. A, Math. Theor. 54, No. 23, Article ID 235003, 36 p. (2021). MSC: 60H30 60H10 60H15 81S40 PDFBibTeX XMLCite \textit{T. Schorlepp} et al., J. Phys. A, Math. Theor. 54, No. 23, Article ID 235003, 36 p. (2021; Zbl 1519.60063) Full Text: DOI arXiv OA License
Lescot, Paul; Valade, Laurène Bernstein processes, isovectors and mechanics. (English) Zbl 1499.60247 Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 213-229 (2021). MSC: 60H30 35R60 60J60 91G80 PDFBibTeX XMLCite \textit{P. Lescot} and \textit{L. Valade}, Springer Proc. Math. Stat. 378, 213--229 (2021; Zbl 1499.60247) Full Text: DOI
Wang, Ting; Rathinam, Muruhan On the validity of the Girsanov transformation method for sensitivity analysis of stochastic chemical reaction networks. (English) Zbl 1496.60079 Stochastics 93, No. 8, 1227-1248 (2021). MSC: 60H30 60J27 92E20 PDFBibTeX XMLCite \textit{T. Wang} and \textit{M. Rathinam}, Stochastics 93, No. 8, 1227--1248 (2021; Zbl 1496.60079) Full Text: DOI arXiv
Zhu, Ping An equivalent analytical method to deal with cross-correlated exponential type noises in the nonlinear dynamic system. (English) Zbl 1492.60207 Chaos Solitons Fractals 150, Article ID 111124, 8 p. (2021). MSC: 60H30 37H10 PDFBibTeX XMLCite \textit{P. Zhu}, Chaos Solitons Fractals 150, Article ID 111124, 8 p. (2021; Zbl 1492.60207) Full Text: DOI
Guambe, Calisto; Kufakunesu, Rodwell; van Zyl, Gusti; Beyers, Conrad Optimal asset allocation for a DC plan with partial information under inflation and mortality risks. (English) Zbl 07530952 Commun. Stat., Theory Methods 50, No. 9, 2048-2061 (2021). MSC: 60H30 91B30 93E20 91G10 91G80 62-XX PDFBibTeX XMLCite \textit{C. Guambe} et al., Commun. Stat., Theory Methods 50, No. 9, 2048--2061 (2021; Zbl 07530952) Full Text: DOI arXiv
Müller, Nora; Bock, Wolfgang Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics. (English) Zbl 1485.60067 J. Math. Ind. 11, Paper No. 7, 13 p. (2021). MSC: 60H30 35A30 35R60 60H10 PDFBibTeX XMLCite \textit{N. Müller} and \textit{W. Bock}, J. Math. Ind. 11, Paper No. 7, 13 p. (2021; Zbl 1485.60067) Full Text: DOI arXiv OA License
Jourdain, Benjamin; Tse, Alvin Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions. (English) Zbl 1491.60113 Electron. J. Probab. 26, Paper No. 154, 34 p. (2021). MSC: 60H30 60H35 65C30 65C35 35R06 PDFBibTeX XMLCite \textit{B. Jourdain} and \textit{A. Tse}, Electron. J. Probab. 26, Paper No. 154, 34 p. (2021; Zbl 1491.60113) Full Text: DOI arXiv
Abuhamdah, Anmar Adaptive black widow optimisation algorithm for data clustering. (English) Zbl 1482.60090 Int. J. Math. Oper. Res. 20, No. 2, 239-263 (2021). MSC: 60H30 90C59 90C90 PDFBibTeX XMLCite \textit{A. Abuhamdah}, Int. J. Math. Oper. Res. 20, No. 2, 239--263 (2021; Zbl 1482.60090) Full Text: DOI
Frasca, Marco; Farina, Alfonso; Alghalith, Moawia Quantized noncommutative Riemann manifolds and stochastic processes: the theoretical foundations of the square root of Brownian motion. (English) Zbl 1528.60072 Physica A 577, Article ID 126037, 8 p. (2021). MSC: 60H30 60G22 60J65 PDFBibTeX XMLCite \textit{M. Frasca} et al., Physica A 577, Article ID 126037, 8 p. (2021; Zbl 1528.60072) Full Text: DOI arXiv
Beck, Christian; Hutzenthaler, Martin; Jentzen, Arnulf On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations. (English) Zbl 1490.60200 Stoch. Dyn. 21, No. 8, Article ID 2150048, 68 p. (2021). MSC: 60H30 35D40 35K58 PDFBibTeX XMLCite \textit{C. Beck} et al., Stoch. Dyn. 21, No. 8, Article ID 2150048, 68 p. (2021; Zbl 1490.60200) Full Text: DOI arXiv
Barbu, Viorel; Röckner, Michael Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. (English) Zbl 1493.60107 Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 3, 702-713 (2021); correction ibid. 11, No. 1, 426-431 (2023). MSC: 60H30 60H10 35C99 PDFBibTeX XMLCite \textit{V. Barbu} and \textit{M. Röckner}, Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 3, 702--713 (2021; Zbl 1493.60107) Full Text: DOI arXiv
Madera, A.; Meladze, H.; Surguladze, M.; Grebennikova, E. Mathematical modeling of stochastic systems using the generalized normal solution method. (English) Zbl 1478.60194 Trans. A. Razmadze Math. Inst. 175, No. 1, 69-74 (2021). MSC: 60H30 65C20 PDFBibTeX XMLCite \textit{A. Madera} et al., Trans. A. Razmadze Math. Inst. 175, No. 1, 69--74 (2021; Zbl 1478.60194) Full Text: Link
Liu, Xianming Random invariant manifolds of stochastic evolution equations driven by Gaussian and non-Gaussian noises. (English) Zbl 1490.60203 J. Math. Phys. 62, No. 11, Article ID 112702, 20 p. (2021). MSC: 60H30 60G51 60H10 37L25 PDFBibTeX XMLCite \textit{X. Liu}, J. Math. Phys. 62, No. 11, Article ID 112702, 20 p. (2021; Zbl 1490.60203) Full Text: DOI
Zadorozhniy, V. G. Lanchester model with the random coefficients. (English) Zbl 1483.60099 Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 407-418 (2021). MSC: 60H30 91C99 PDFBibTeX XMLCite \textit{V. G. Zadorozhniy}, Springer Proc. Math. Stat. 358, 407--418 (2021; Zbl 1483.60099) Full Text: DOI
Belopolskaya, Ya. I. A probabilistic interpretation of conservation and balance laws. (English) Zbl 1483.60097 Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 19-41 (2021). MSC: 60H30 60J60 60H15 PDFBibTeX XMLCite \textit{Ya. I. Belopolskaya}, Springer Proc. Math. Stat. 358, 19--41 (2021; Zbl 1483.60097) Full Text: DOI
Belopolskaya, Ya. I. Markov processes and magneto-hydrodynamics equations. (English. Russian original) Zbl 1474.60172 J. Math. Sci., New York 258, No. 6, 739-757 (2021); translation from Zap. Nauchn. Semin. POMI 486, 7-34 (2019). MSC: 60H30 60J25 76W05 78A25 PDFBibTeX XMLCite \textit{Ya. I. Belopolskaya}, J. Math. Sci., New York 258, No. 6, 739--757 (2021; Zbl 1474.60172); translation from Zap. Nauchn. Semin. POMI 486, 7--34 (2019) Full Text: DOI
Chen, Xin; Ye, Wenjie A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric. (English) Zbl 1474.60173 Stat. Probab. Lett. 177, Article ID 109165, 10 p. (2021). MSC: 60H30 58E20 58J35 PDFBibTeX XMLCite \textit{X. Chen} and \textit{W. Ye}, Stat. Probab. Lett. 177, Article ID 109165, 10 p. (2021; Zbl 1474.60173) Full Text: DOI arXiv
Ma, Hanmin; Tian, Dejian Generalized entropic risk measures and related BSDEs. (English) Zbl 1482.60091 Stat. Probab. Lett. 174, Article ID 109110, 7 p. (2021). MSC: 60H30 60H10 62B10 62P05 91G05 PDFBibTeX XMLCite \textit{H. Ma} and \textit{D. Tian}, Stat. Probab. Lett. 174, Article ID 109110, 7 p. (2021; Zbl 1482.60091) Full Text: DOI
Kardaras, Constantinos; Robertson, Scott Ergodic robust maximization of asymptotic growth. (English) Zbl 1479.60146 Ann. Appl. Probab. 31, No. 4, 1787-1819 (2021). MSC: 60H30 60G44 60H05 91G10 PDFBibTeX XMLCite \textit{C. Kardaras} and \textit{S. Robertson}, Ann. Appl. Probab. 31, No. 4, 1787--1819 (2021; Zbl 1479.60146) Full Text: DOI arXiv Link
Guo, Ivan; Loeper, Grégoire Path dependent optimal transport and model calibration on exotic derivatives. (English) Zbl 1479.60144 Ann. Appl. Probab. 31, No. 3, 1232-1263 (2021). MSC: 60H30 49Q22 91G20 93E20 PDFBibTeX XMLCite \textit{I. Guo} and \textit{G. Loeper}, Ann. Appl. Probab. 31, No. 3, 1232--1263 (2021; Zbl 1479.60144) Full Text: DOI arXiv Link
Tomašević, Milica A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: the two-dimensional case. (English) Zbl 1479.60147 Ann. Appl. Probab. 31, No. 1, 432-459 (2021). MSC: 60H30 35K55 60H10 PDFBibTeX XMLCite \textit{M. Tomašević}, Ann. Appl. Probab. 31, No. 1, 432--459 (2021; Zbl 1479.60147) Full Text: DOI arXiv Link
Liu, Wei; Wu, Liming; Zhang, Chaoen Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations. (English) Zbl 1475.60128 Commun. Math. Phys. 387, No. 1, 179-214 (2021). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60H30 82C22 60H10 60G99 PDFBibTeX XMLCite \textit{W. Liu} et al., Commun. Math. Phys. 387, No. 1, 179--214 (2021; Zbl 1475.60128) Full Text: DOI arXiv
Qiao, Huijie; Wu, Jiang-Lun Path independence of the additive functionals for Mckean-Vlasov stochastic differential equations with jumps. (English) Zbl 1478.60195 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 1, Article ID 2150006, 20 p. (2021). MSC: 60H30 60J76 35R06 PDFBibTeX XMLCite \textit{H. Qiao} and \textit{J.-L. Wu}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 1, Article ID 2150006, 20 p. (2021; Zbl 1478.60195) Full Text: DOI arXiv