Shen, Zhongwei; Wang, Shirou; Yi, Yingfei Concentration of quasi-stationary distributions for one-dimensional diffusions with applications. (English. French summary) Zbl 07904818 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 874-903 (2024). MSC: 60J60 60J70 34F05 92D25 60H10 PDFBibTeX XMLCite \textit{Z. Shen} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 874--903 (2024; Zbl 07904818) Full Text: DOI Link
Le Peutrec, Dorian; Michel, Laurent; Nectoux, Boris Exit time and principal eigenvalue of non-reversible elliptic diffusions. (English) Zbl 07901675 Commun. Math. Phys. 405, No. 9, Paper No. 202, 51 p. (2024). MSC: 60J60 58J65 60F10 60Hxx PDFBibTeX XMLCite \textit{D. Le Peutrec} et al., Commun. Math. Phys. 405, No. 9, Paper No. 202, 51 p. (2024; Zbl 07901675) Full Text: DOI arXiv
Blom, Henk A. P. Feller property of regime-switching jump diffusion processes with hybrid jumps. (English) Zbl 07880486 Stochastic Anal. Appl. 42, No. 3, 516-532 (2024). MSC: 60J60 60G57 60H10 60J05 PDFBibTeX XMLCite \textit{H. A. P. Blom}, Stochastic Anal. Appl. 42, No. 3, 516--532 (2024; Zbl 07880486) Full Text: DOI OA License
Zhang, Yuhui; Zhao, Yi Explicit representation of invariant measures for 2-death processes. (English) Zbl 07878532 Stat. Probab. Lett. 210, Article ID 110120, 8 p. (2024). MSC: 60J60 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{Y. Zhao}, Stat. Probab. Lett. 210, Article ID 110120, 8 p. (2024; Zbl 07878532) Full Text: DOI
Garbaczewski, Piotr; Żaba, Mariusz (Nonequilibrium) dynamics of diffusion processes with non-conservative drifts. (English) Zbl 07873815 J. Stat. Phys. 191, No. 6, Paper No. 65, 37 p. (2024). MSC: 60J60 82C21 PDFBibTeX XMLCite \textit{P. Garbaczewski} and \textit{M. Żaba}, J. Stat. Phys. 191, No. 6, Paper No. 65, 37 p. (2024; Zbl 07873815) Full Text: DOI arXiv OA License
Comte, Fabienne; Genon-Catalot, Valentine Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients. (English) Zbl 07864806 SIAM/ASA J. Uncertain. Quantif. 12, 377-410 (2024). MSC: 60J60 62G05 35R60 60H15 PDFBibTeX XMLCite \textit{F. Comte} and \textit{V. Genon-Catalot}, SIAM/ASA J. Uncertain. Quantif. 12, 377--410 (2024; Zbl 07864806) Full Text: DOI
Gomez, Daniel; Lawley, Sean D. First hitting time of a one-dimensional Lévy flight to small targets. (English) Zbl 07864249 SIAM J. Appl. Math. 84, No. 3, 1140-1162 (2024). MSC: 60J60 35R11 35C20 92C40 PDFBibTeX XMLCite \textit{D. Gomez} and \textit{S. D. Lawley}, SIAM J. Appl. Math. 84, No. 3, 1140--1162 (2024; Zbl 07864249) Full Text: DOI arXiv
Di Crescenzo, Antonio; Giorno, Virginia; Nobile, Amelia G.; Spina, Serena First-exit-time problems for two-dimensional Wiener and Ornstein-Uhlenbeck processes through time-varying ellipses. (English) Zbl 07860053 Stochastics 96, No. 1, 696-727 (2024). MSC: 60J60 60J70 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Stochastics 96, No. 1, 696--727 (2024; Zbl 07860053) Full Text: DOI
Yang, Shanchao; Zhang, Shi; Xing, Guodong; Yang, Xin Strong consistency of nonparametric kernel estimators for integrated diffusion process. (English) Zbl 07850710 Commun. Stat., Theory Methods 53, No. 8, 2792-2815 (2024). MSC: 60J60 62G20 PDFBibTeX XMLCite \textit{S. Yang} et al., Commun. Stat., Theory Methods 53, No. 8, 2792--2815 (2024; Zbl 07850710) Full Text: DOI
Li, Huaiqian; Wu, Bingyao Wasserstein convergence for conditional empirical measures of subordinated Dirichlet diffusions on Riemannian manifolds. (English) Zbl 1540.60183 Commun. Pure Appl. Anal. 23, No. 4, 546-576 (2024). Reviewer: Michael Voit (Dortmund) MSC: 60J60 60D05 60G51 60J76 PDFBibTeX XMLCite \textit{H. Li} and \textit{B. Wu}, Commun. Pure Appl. Anal. 23, No. 4, 546--576 (2024; Zbl 1540.60183) Full Text: DOI arXiv
El Azri, Abdenbi; Ahmed, Nafidi A stochastic log-logistic diffusion process: statistical computational aspects and application to real data. (English) Zbl 1536.60068 Stoch. Models 40, No. 2, 261-277 (2024). MSC: 60J60 62M05 60H10 62F10 62F12 PDFBibTeX XMLCite \textit{A. El Azri} and \textit{N. Ahmed}, Stoch. Models 40, No. 2, 261--277 (2024; Zbl 1536.60068) Full Text: DOI
Ren, Panpan; Wang, Feng-Yu Ornstein-Uhlenbeck type processes on Wasserstein spaces. (English) Zbl 07842655 Stochastic Processes Appl. 172, Article ID 104339, 17 p. (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J60 60J25 60J46 PDFBibTeX XMLCite \textit{P. Ren} and \textit{F.-Y. Wang}, Stochastic Processes Appl. 172, Article ID 104339, 17 p. (2024; Zbl 07842655) Full Text: DOI arXiv
Kulyk, Oleksii; Pilipenko, Andrey; Roelly, Sylvie On reflected diffusions in cones and cylinders. (English) Zbl 07841469 Ukr. Math. J. 75, No. 11, 1693-1721 (2024); and Ukr. Mat. Zh. 75, No. 11, 1497-1521 (2023). Reviewer: Isamu Dôku (Saitama) MSC: 60J60 60H10 60G51 PDFBibTeX XMLCite \textit{O. Kulyk} et al., Ukr. Math. J. 75, No. 11, 1693--1721 (2024; Zbl 07841469) Full Text: DOI
Kopytko, Bohdan; Osypchuk, Mykhailo; Shevchuk, Roman Diffusion in media with membranes and some nonlocal parabolic problems. (English) Zbl 07841466 Ukr. Math. J. 75, No. 11, 1641-1665 (2024); and Ukr. Mat. Zh. 75, No. 11, 1450-1472 (2023). MSC: 60J60 35Kxx 60Hxx PDFBibTeX XMLCite \textit{B. Kopytko} et al., Ukr. Math. J. 75, No. 11, 1641--1665 (2024; Zbl 07841466) Full Text: DOI
Harlamov, B. P. On the limit distribution function of the value of a diffusion semi-Markov process on interval with unattainable boundaries. (English. Russian original) Zbl 1535.60131 J. Math. Sci., New York 281, No. 1, 217-224 (2024); translation from Zap. Nauchn. Semin. POMI 505, 312-323 (2021). MSC: 60J60 60K15 PDFBibTeX XMLCite \textit{B. P. Harlamov}, J. Math. Sci., New York 281, No. 1, 217--224 (2024; Zbl 1535.60131); translation from Zap. Nauchn. Semin. POMI 505, 312--323 (2021) Full Text: DOI
Borodin, A. N. Brownian local time of the second order. (English. Russian original) Zbl 1537.60105 J. Math. Sci., New York 281, No. 1, 50-58 (2024); translation from Zap. Nauchn. Semin. POMI 505, 75-86 (2021). Reviewer: Weiping Li (Guanghan) MSC: 60J60 33C10 60J65 PDFBibTeX XMLCite \textit{A. N. Borodin}, J. Math. Sci., New York 281, No. 1, 50--58 (2024; Zbl 1537.60105); translation from Zap. Nauchn. Semin. POMI 505, 75--86 (2021) Full Text: DOI
Kifer, Yuri Strong diffusion approximation in averaging and value computation in Dynkin’s games. (English) Zbl 1537.60107 Ann. Appl. Probab. 34, No. 1A, 103-147 (2024). MSC: 60J60 60J65 60G40 34C29 PDFBibTeX XMLCite \textit{Y. Kifer}, Ann. Appl. Probab. 34, No. 1A, 103--147 (2024; Zbl 1537.60107) Full Text: DOI arXiv Link
Li, Yun; Wu, Fuke; Xie, Longjie Poisson equation on Wasserstein space and diffusion approximations for multiscale McKean-Vlasov equation. (English) Zbl 1534.60106 SIAM J. Math. Anal. 56, No. 2, 1495-1524 (2024). MSC: 60J60 60F05 35J60 70K70 PDFBibTeX XMLCite \textit{Y. Li} et al., SIAM J. Math. Anal. 56, No. 2, 1495--1524 (2024; Zbl 1534.60106) Full Text: DOI arXiv
Costantini, Cristina; Kurtz, Thomas G. Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains. (English) Zbl 1534.60103 Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024). MSC: 60J60 60H10 60J55 60G17 60J65 PDFBibTeX XMLCite \textit{C. Costantini} and \textit{T. G. Kurtz}, Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024; Zbl 1534.60103) Full Text: DOI arXiv OA License
Arnaudon, Marc; Coulibaly-Pasquier, Koléhè; Miclo, Laurent Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds. (Couplage des mouvements Browniens avec des processus duaux à valeurs ensembles sur des variétés Riemanniennes.) (English. French summary) Zbl 1534.60100 J. Éc. Polytech., Math. 11, 473-522 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J60 60J65 60H10 58J65 53E10 60J55 35K93 PDFBibTeX XMLCite \textit{M. Arnaudon} et al., J. Éc. Polytech., Math. 11, 473--522 (2024; Zbl 1534.60100) Full Text: DOI arXiv OA License
Sørensen, Frederik A down-up chain with persistent labels on multifurcating trees. (English) Zbl 1532.60165 Random Struct. Algorithms 64, No. 2, 354-400 (2024). MSC: 60J60 60J80 60J25 60C05 60J22 PDFBibTeX XMLCite \textit{F. Sørensen}, Random Struct. Algorithms 64, No. 2, 354--400 (2024; Zbl 1532.60165) Full Text: DOI arXiv OA License
Lefebvre, Mario A first-passage-place problem for integrated diffusion processes. (English) Zbl 1533.60132 J. Appl. Probab. 61, No. 1, 55-67 (2024). MSC: 60J60 60J70 PDFBibTeX XMLCite \textit{M. Lefebvre}, J. Appl. Probab. 61, No. 1, 55--67 (2024; Zbl 1533.60132) Full Text: DOI
Baudoin, Fabrice; Gordina, Maria; Melcher, Tai Quasi-invariance for infinite-dimensional Kolmogorov diffusions. (English) Zbl 1534.60101 Potential Anal. 60, No. 2, 807-831 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J60 28C20 35H10 PDFBibTeX XMLCite \textit{F. Baudoin} et al., Potential Anal. 60, No. 2, 807--831 (2024; Zbl 1534.60101) Full Text: DOI arXiv
Lefebvre, Mario Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral. (English) Zbl 1532.60164 Stat. Probab. Lett. 205, Article ID 109956, 5 p. (2024). MSC: 60J60 60J70 PDFBibTeX XMLCite \textit{M. Lefebvre}, Stat. Probab. Lett. 205, Article ID 109956, 5 p. (2024; Zbl 1532.60164) Full Text: DOI
de Lima Feltes, Guilherme; Weber, Hendrik Brownian particle in the curl of 2-D stochastic heat equations. (English) Zbl 1532.60163 J. Stat. Phys. 191, No. 2, Paper No. 16, 31 p. (2024). MSC: 60J60 60H10 60K37 82C27 82D60 82C41 PDFBibTeX XMLCite \textit{G. de Lima Feltes} and \textit{H. Weber}, J. Stat. Phys. 191, No. 2, Paper No. 16, 31 p. (2024; Zbl 1532.60163) Full Text: DOI arXiv OA License
Çetiṅ, Umut Minimal subharmonic functions and related integral representations. (English) Zbl 1531.60051 Electron. J. Probab. 29, Paper No. 3, 35 p. (2024). MSC: 60J60 60J55 60G40 PDFBibTeX XMLCite \textit{U. Çetiṅ}, Electron. J. Probab. 29, Paper No. 3, 35 p. (2024; Zbl 1531.60051) Full Text: DOI arXiv
Nguyen, Dang H.; Nguyen, Duy; Nguyen, Nhu N.; Yin, George Stability of coupled jump diffusions and applications. (English) Zbl 1536.60072 J. Differ. Equations 379, 175-206 (2024). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60J60 60J76 93E03 93E15 PDFBibTeX XMLCite \textit{D. H. Nguyen} et al., J. Differ. Equations 379, 175--206 (2024; Zbl 1536.60072) Full Text: DOI arXiv
Jakubowski, Jacek; Wiśniewolski, Maciej On bivariate distributions of the local time of Itô-McKean diffusions. (English) Zbl 1536.60069 Bernoulli 30, No. 1, 227-251 (2024). Reviewer: Rolando Rebolledo Berroeta (Santiago de Chile) MSC: 60J60 60G60 33C10 PDFBibTeX XMLCite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Bernoulli 30, No. 1, 227--251 (2024; Zbl 1536.60069) Full Text: DOI
Lempa, Jukka; Mordecki, Ernesto; Salminen, Paavo Diffusion spiders: Green kernel, excessive functions and optimal stopping. (English) Zbl 1535.60132 Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J60 60J35 60J65 60G40 PDFBibTeX XMLCite \textit{J. Lempa} et al., Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024; Zbl 1535.60132) Full Text: DOI arXiv
Yamato, Kosuke Conditioning to avoid zero via a class of concave functions for one-dimensional diffusions. arXiv:2408.14163 Preprint, arXiv:2408.14163 [math.PR] (2024). MSC: 60J60 BibTeX Cite \textit{K. Yamato}, ``Conditioning to avoid zero via a class of concave functions for one-dimensional diffusions'', Preprint, arXiv:2408.14163 [math.PR] (2024) Full Text: arXiv OA License
Brešar, Miha; Mijatović, Aleksandar Non-asymptotic bounds for forward processes in denoising diffusions: Ornstein-Uhlenbeck is hard to beat. arXiv:2408.13799 Preprint, arXiv:2408.13799 [math.ST] (2024). MSC: 60J60 68T99 BibTeX Cite \textit{M. Brešar} and \textit{A. Mijatović}, ``Non-asymptotic bounds for forward processes in denoising diffusions: Ornstein-Uhlenbeck is hard to beat'', Preprint, arXiv:2408.13799 [math.ST] (2024) Full Text: arXiv OA License
Korotkikh, Sergei Dirichlet forms of diffusion processes on Thoma simplex. arXiv:2408.03553 Preprint, arXiv:2408.03553 [math.PR] (2024). MSC: 60J60 BibTeX Cite \textit{S. Korotkikh}, ``Dirichlet forms of diffusion processes on Thoma simplex'', Preprint, arXiv:2408.03553 [math.PR] (2024) Full Text: arXiv OA License
Boege, Tobias; Drton, Mathias; Hollering, Benjamin; Lumpp, Sarah; Misra, Pratik; Schkoda, Daniela Conditional Independence in Stationary Diffusions. arXiv:2408.00583 Preprint, arXiv:2408.00583 [math.ST] (2024). MSC: 60J60 62H22 BibTeX Cite \textit{T. Boege} et al., ``Conditional Independence in Stationary Diffusions'', Preprint, arXiv:2408.00583 [math.ST] (2024) Full Text: arXiv OA License
Pradhan, Somnath; Yuksel, Serdar Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions. arXiv:2405.16223 Preprint, arXiv:2405.16223 [math.OC] (2024). MSC: 60J60 93E20 35Q93 BibTeX Cite \textit{S. Pradhan} and \textit{S. Yuksel}, ``Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions'', Preprint, arXiv:2405.16223 [math.OC] (2024) Full Text: arXiv OA License
Kuznetsov, Alexey; Yuan, Minjian Darboux transformation of diffusion processes. arXiv:2405.11051 Preprint, arXiv:2405.11051 [math.PR] (2024). MSC: 60J60 60J35 BibTeX Cite \textit{A. Kuznetsov} and \textit{M. Yuan}, ``Darboux transformation of diffusion processes'', Preprint, arXiv:2405.11051 [math.PR] (2024) Full Text: arXiv OA License
Bouin, Émeric; Kanzler, Laura; Mouhot, Clément Quantitative fluid approximation in fractional regimes of transport equations with more invariants. arXiv:2405.05943 Preprint, arXiv:2405.05943 [math.AP] (2024). MSC: 60J60 35Q84 82C40 35B27 60K50 60G52 76P05 BibTeX Cite \textit{É. Bouin} et al., ``Quantitative fluid approximation in fractional regimes of transport equations with more invariants'', Preprint, arXiv:2405.05943 [math.AP] (2024) Full Text: arXiv OA License
Caprio, Michele Imprecise Markov Semigroups and their Ergodicity. arXiv:2405.00081 Preprint, arXiv:2405.00081 [math.PR] (2024). MSC: 60J60 58J65 62A01 BibTeX Cite \textit{M. Caprio}, ``Imprecise Markov Semigroups and their Ergodicity'', Preprint, arXiv:2405.00081 [math.PR] (2024) Full Text: arXiv OA License
DeBlassie, Dante; Oprisan, Adina; Smits, Robert G. Brownian Motion with a Singular Drift. arXiv:2403.06043 Preprint, arXiv:2403.06043 [math.PR] (2024). MSC: 60J60 60J65 60J55 60F10 BibTeX Cite \textit{D. DeBlassie} et al., ``Brownian Motion with a Singular Drift'', Preprint, arXiv:2403.06043 [math.PR] (2024) Full Text: arXiv OA License
Ren, Panpan; Wang, Feng-Yu; Wittmann, Simon Diffusion Processes on \(p\)-Wasserstein Space over Banach Space. arXiv:2402.15130 Preprint, arXiv:2402.15130 [math.PR] (2024). MSC: 60J60 60J25 60J46 47D07 60G57 60J45 BibTeX Cite \textit{P. Ren} et al., ``Diffusion Processes on $p$-Wasserstein Space over Banach Space'', Preprint, arXiv:2402.15130 [math.PR] (2024) Full Text: arXiv OA License
Liang, Vincent; Borovkov, Konstantin On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary. arXiv:2401.16787 Preprint, arXiv:2401.16787 [math.PR] (2024). MSC: 60J60 60G40 60G46 BibTeX Cite \textit{V. Liang} and \textit{K. Borovkov}, ``On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary'', Preprint, arXiv:2401.16787 [math.PR] (2024) Full Text: arXiv OA License
Román-Román, Patricia; Serrano-Pérez, Juan José; Torres-Ruiz, Francisco A Note on Estimation of Multi-Sigmoidal Gompertz Functions with Random Noise. arXiv:2401.15737 Preprint, arXiv:2401.15737 [math.ST] (2024). MSC: 60J60 60J70 BibTeX Cite \textit{P. Román-Román} et al., ``A Note on Estimation of Multi-Sigmoidal Gompertz Functions with Random Noise'', Preprint, arXiv:2401.15737 [math.ST] (2024) Full Text: DOI arXiv OA License
Zhang, Shao-Qin A Local Bifurcation Theorem for McKean-Vlasov Diffusions. arXiv:2401.14784 Preprint, arXiv:2401.14784 [math.PR] (2024). MSC: 60J60 37G10 82B26 46N30 BibTeX Cite \textit{S.-Q. Zhang}, ``A Local Bifurcation Theorem for McKean-Vlasov Diffusions'', Preprint, arXiv:2401.14784 [math.PR] (2024) Full Text: arXiv OA License
Brešar, Miha; da Costa, Conrado; Mijatović, Aleksandar; Wade, Andrew Superdiffusive limits for Bessel-driven stochastic kinetics. arXiv:2401.11863 Preprint, arXiv:2401.11863 [math.PR] (2024). MSC: 60J60 60K50 BibTeX Cite \textit{M. Brešar} et al., ``Superdiffusive limits for Bessel-driven stochastic kinetics'', Preprint, arXiv:2401.11863 [math.PR] (2024) Full Text: arXiv OA License
Capała, Karol; Dybiec, Bartłomiej Optimization of escape kinetics by reflecting and resetting. (English) Zbl 07862577 Chaos 33, No. 10, Article ID 103124, 8 p. (2023). MSC: 60J60 82C41 60G50 PDFBibTeX XMLCite \textit{K. Capała} and \textit{B. Dybiec}, Chaos 33, No. 10, Article ID 103124, 8 p. (2023; Zbl 07862577) Full Text: DOI arXiv
Arkashov, N. S.; Seleznev, V. A. On heterogeneous diffusion processes and the formation of spatial-temporal nonlocality. (English) Zbl 1539.60097 Chaos 33, No. 7, Article ID 073145, 9 p. (2023). MSC: 60J60 62M10 60K50 PDFBibTeX XMLCite \textit{N. S. Arkashov} and \textit{V. A. Seleznev}, Chaos 33, No. 7, Article ID 073145, 9 p. (2023; Zbl 1539.60097) Full Text: DOI
Gatto, R. Stationary jump and diffusion processes for planar directions obtained by wrapping. (English) Zbl 1537.60106 Markov Process. Relat. Fields 29, No. 3, 403-433 (2023). MSC: 60J60 60G10 60G51 60G55 62H11 PDFBibTeX XMLCite \textit{R. Gatto}, Markov Process. Relat. Fields 29, No. 3, 403--433 (2023; Zbl 1537.60106) Full Text: Link
Boufelgha, N.; Benchérif-Madani, A. A penalization limit theorem for the boundary local time of a reflected diffusion. (English) Zbl 1539.60099 Markov Process. Relat. Fields 29, No. 3, 347-365 (2023). MSC: 60J60 65C20 60K37 PDFBibTeX XMLCite \textit{N. Boufelgha} and \textit{A. Benchérif-Madani}, Markov Process. Relat. Fields 29, No. 3, 347--365 (2023; Zbl 1539.60099) Full Text: Link
Cloez, Bertrand; Journel, Lucas; Monmarche, Pierre; Nectoux, Boris; Ramil, Mouad Recent advances in the long-time analysis of killed degenerate processes and their particle approximation. (English. French summary) Zbl 1534.60102 ESAIM, Proc. Surv. 75, 60-85 (2023). MSC: 60J60 60J05 60H10 60J10 82C31 PDFBibTeX XMLCite \textit{B. Cloez} et al., ESAIM, Proc. Surv. 75, 60--85 (2023; Zbl 1534.60102) Full Text: DOI arXiv OA License
Voit, Michael Freezing limits for Calogero-Moser-Sutherland particle models. (English) Zbl 1536.60073 Stud. Appl. Math. 151, No. 4, 1230-1281 (2023). MSC: 60J60 60B20 35R60 35K57 35Q70 82C22 60G15 33C10 33C52 33C47 PDFBibTeX XMLCite \textit{M. Voit}, Stud. Appl. Math. 151, No. 4, 1230--1281 (2023; Zbl 1536.60073) Full Text: DOI OA License
Monmarché, Pierre Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity. (Contraction Wasserstein et inégalité de Poincaré pour des diffusions elliptiques à forte diffusivité.) (English. French summary) Zbl 1534.60107 Ann. Henri Lebesgue 6, 941-973 (2023). MSC: 60J60 PDFBibTeX XMLCite \textit{P. Monmarché}, Ann. Henri Lebesgue 6, 941--973 (2023; Zbl 1534.60107) Full Text: DOI arXiv OA License
Coutin, Laure; Pontier, Monique PDE for the joint law of the pair of a continuous diffusion and its running maximum. (English) Zbl 1534.60104 Adv. Appl. Probab. 55, No. 4, 1171-1210 (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J60 60G70 60H10 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{M. Pontier}, Adv. Appl. Probab. 55, No. 4, 1171--1210 (2023; Zbl 1534.60104) Full Text: DOI arXiv
Liu, Guanhua; Murugan, Mathav On the comparison between jump processes and subordinated diffusions. (English) Zbl 1537.60108 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1271-1281 (2023). MSC: 60J60 60J76 47D07 60J25 PDFBibTeX XMLCite \textit{G. Liu} and \textit{M. Murugan}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1271--1281 (2023; Zbl 1537.60108) Full Text: arXiv Link
Yang, Xin; Yang, Shanchao; Xing, Guodong; Yang, Xiutao Strong consistency of the kernel estimator of spot volatility for diffusion process. (English) Zbl 1538.60133 Chin. J. Appl. Probab. Stat. 39, No. 3, 383-393 (2023). MSC: 60J60 62G20 PDFBibTeX XMLCite \textit{X. Yang} et al., Chin. J. Appl. Probab. Stat. 39, No. 3, 383--393 (2023; Zbl 1538.60133) Full Text: Link
Lerner-Brecher, Matthew Bounded Bessel processes and Ferrari-Spohn diffusions. (English) Zbl 1530.60070 Electron. Commun. Probab. 28, Paper No. 61, 9 p. (2023). MSC: 60J60 34B24 PDFBibTeX XMLCite \textit{M. Lerner-Brecher}, Electron. Commun. Probab. 28, Paper No. 61, 9 p. (2023; Zbl 1530.60070) Full Text: DOI arXiv
Béthencourt, Loïc Stable limit theorems for additive functionals of one-dimensional diffusion processes. (English) Zbl 1530.60068 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1882-1906 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J60 60F05 PDFBibTeX XMLCite \textit{L. Béthencourt}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1882--1906 (2023; Zbl 1530.60068) Full Text: DOI arXiv
Cattiaux, Patrick; Conforti, Giovanni; Gentil, Ivan; Léonard, Christian Time Reversal of diffusion processes under a finite entropy condition. (English) Zbl 1530.60069 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1844-1881 (2023). MSC: 60J60 60J25 49Q22 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1844--1881 (2023; Zbl 1530.60069) Full Text: DOI arXiv
Menshikov, Mikhail V.; Mijatović, Aleksandar; Wade, Andrew R. Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity. (English) Zbl 1536.60071 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1813-1843 (2023). Reviewer: Romeo Negrea (Timişoara) MSC: 60J60 60F15 60J55 60J65 60K50 PDFBibTeX XMLCite \textit{M. V. Menshikov} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1813--1843 (2023; Zbl 1536.60071) Full Text: DOI arXiv
Anagnostakis, Alexis; Lejay, Antoine; Villemonais, Denis General diffusion processes as limit of time-space Markov chains. (English) Zbl 1530.60067 Ann. Appl. Probab. 33, No. 5, 3620-3651 (2023). MSC: 60J60 60J10 60G50 PDFBibTeX XMLCite \textit{A. Anagnostakis} et al., Ann. Appl. Probab. 33, No. 5, 3620--3651 (2023; Zbl 1530.60067) Full Text: DOI arXiv Link
Liang, Vincent; Borovkov, Konstantin On Markov chain approximations for computing boundary crossing probabilities of diffusion processes. (English) Zbl 1534.60105 J. Appl. Probab. 60, No. 4, 1386-1415 (2023). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J60 60J10 65C30 PDFBibTeX XMLCite \textit{V. Liang} and \textit{K. Borovkov}, J. Appl. Probab. 60, No. 4, 1386--1415 (2023; Zbl 1534.60105) Full Text: DOI arXiv
da Silva, Telles Timóteo On a diffusion which stochastically restarts from moving random spatial positions: a non-renewal framework. (English) Zbl 1528.60082 J. Phys. A, Math. Theor. 56, No. 49, Article ID 495004, 31 p. (2023). MSC: 60J60 60G40 PDFBibTeX XMLCite \textit{T. T. da Silva}, J. Phys. A, Math. Theor. 56, No. 49, Article ID 495004, 31 p. (2023; Zbl 1528.60082) Full Text: DOI
Chen, Ye; Li, Yingqiu Joint distributions concerning last exit time for diffusion processes. (English) Zbl 1529.60055 Front. Math. (Beijing) 18, No. 5, 1191-1210 (2023). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 60G17 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Y. Li}, Front. Math. (Beijing) 18, No. 5, 1191--1210 (2023; Zbl 1529.60055) Full Text: DOI
Boursier, Jeanne; Chafaï, Djalil; Labbé, Cyril Universal cutoff for Dyson Ornstein Uhlenbeck process. (English) Zbl 1528.60081 Probab. Theory Relat. Fields 185, No. 1-2, 449-512 (2023). MSC: 60J60 82C22 PDFBibTeX XMLCite \textit{J. Boursier} et al., Probab. Theory Relat. Fields 185, No. 1--2, 449--512 (2023; Zbl 1528.60081) Full Text: DOI arXiv
Rehmeier, Marco Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations. (English) Zbl 1527.60060 Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 24, No. 3, 1705-1739 (2023). MSC: 60J60 58J65 60B05 PDFBibTeX XMLCite \textit{M. Rehmeier}, Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 24, No. 3, 1705--1739 (2023; Zbl 1527.60060) Full Text: DOI arXiv
Criens, David On the relation of one-dimensional diffusions on natural scale and their speed measures. (English) Zbl 07768808 J. Theor. Probab. 36, No. 4, 2339-2358 (2023). Reviewer: Mátyás Barczy (Szeged) MSC: 60J60 60G07 60F17 60G53 PDFBibTeX XMLCite \textit{D. Criens}, J. Theor. Probab. 36, No. 4, 2339--2358 (2023; Zbl 07768808) Full Text: DOI arXiv OA License
Chabanyuk, Y. M.; Nikitin, A. V.; Khimka, U. T. Averaging in the control problem for the diffusion transfer process with semi-Markov switching. (English. Ukrainian original) Zbl 1533.60131 Cybern. Syst. Anal. 59, No. 4, 591-600 (2023); translation from Kibern. Sist. Anal. 59, No. 4, 94-105 (2023). MSC: 60J60 93E20 PDFBibTeX XMLCite \textit{Y. M. Chabanyuk} et al., Cybern. Syst. Anal. 59, No. 4, 591--600 (2023; Zbl 1533.60131); translation from Kibern. Sist. Anal. 59, No. 4, 94--105 (2023) Full Text: DOI
Guéneau, Mathis; Majumdar, Satya N.; Schehr, Grégory Active particle in a harmonic trap driven by a resetting noise: an approach via Kesten variables. (English) Zbl 1524.60176 J. Phys. A, Math. Theor. 56, No. 47, Article ID 475002, 48 p. (2023). MSC: 60J60 82C22 82C31 PDFBibTeX XMLCite \textit{M. Guéneau} et al., J. Phys. A, Math. Theor. 56, No. 47, Article ID 475002, 48 p. (2023; Zbl 1524.60176) Full Text: DOI arXiv
Xing, Guo-dong; Yang, Shanchao On the complete consistency of the kernel estimator of spot volatility. (English) Zbl 07753659 Commun. Stat., Theory Methods 52, No. 21, 7576-7585 (2023). MSC: 60J60 62G20 PDFBibTeX XMLCite \textit{G.-d. Xing} and \textit{S. Yang}, Commun. Stat., Theory Methods 52, No. 21, 7576--7585 (2023; Zbl 07753659) Full Text: DOI
Taylor, Peter A. Off-diagonal heat kernel estimates for symmetric diffusions in a degenerate ergodic environment. (English) Zbl 1528.60085 Potential Anal. 59, No. 3, 1425-1448 (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J60 60J45 60K37 60J35 31B05 PDFBibTeX XMLCite \textit{P. A. Taylor}, Potential Anal. 59, No. 3, 1425--1448 (2023; Zbl 1528.60085) Full Text: DOI arXiv OA License
Sunil, John C.; Blythe, Richard A.; Evans, Martin R.; Majumdar, Satya N. The cost of stochastic resetting. (English) Zbl 1527.60061 J. Phys. A, Math. Theor. 56, No. 39, Article ID 395001, 24 p. (2023). MSC: 60J60 60J65 60J70 82B41 82C31 PDFBibTeX XMLCite \textit{J. C. Sunil} et al., J. Phys. A, Math. Theor. 56, No. 39, Article ID 395001, 24 p. (2023; Zbl 1527.60061) Full Text: DOI arXiv OA License
Assiotis, Theodoros Exact solution of interacting particle systems related to random matrices. (English) Zbl 1521.60045 Commun. Math. Phys. 402, No. 3, 2641-2690 (2023). MSC: 60J60 60J65 PDFBibTeX XMLCite \textit{T. Assiotis}, Commun. Math. Phys. 402, No. 3, 2641--2690 (2023; Zbl 1521.60045) Full Text: DOI arXiv OA License
Bañuelos, Rodrigo; Mariano, Phanuel; Wang, Jing Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian. (English) Zbl 1521.60046 Trans. Am. Math. Soc. 376, No. 8, 5409-5432 (2023). MSC: 60J60 35P15 60J45 58J65 35J25 49Q10 PDFBibTeX XMLCite \textit{R. Bañuelos} et al., Trans. Am. Math. Soc. 376, No. 8, 5409--5432 (2023; Zbl 1521.60046) Full Text: DOI arXiv
Chaudru De Raynal, Paul-Eric; Duong, Manh Hong; Monmarché, Pierre; Tomašević, Milica; Tugaut, Julian Reducing exit-times of diffusions with repulsive interactions. (English) Zbl 1520.60045 ESAIM, Probab. Stat. 27, 723-748 (2023). MSC: 60J60 60H10 60F10 PDFBibTeX XMLCite \textit{P.-E. Chaudru De Raynal} et al., ESAIM, Probab. Stat. 27, 723--748 (2023; Zbl 1520.60045) Full Text: DOI arXiv OA License
Gradinaru, Mihai; Luirard, Emeline Asymptotic behavior for a time-inhomogeneous Kolmogorov type diffusion. (English) Zbl 1520.60047 ESAIM, Probab. Stat. 27, 1-18 (2023). MSC: 60J60 60H10 60J65 60F17 PDFBibTeX XMLCite \textit{M. Gradinaru} and \textit{E. Luirard}, ESAIM, Probab. Stat. 27, 1--18 (2023; Zbl 1520.60047) Full Text: DOI arXiv OA License
Zhou, Youzhou Transition density of an infinite-dimensional diffusion with the Jack parameter. (English) Zbl 1520.60048 J. Appl. Probab. 60, No. 3, 797-811 (2023). MSC: 60J60 60C05 PDFBibTeX XMLCite \textit{Y. Zhou}, J. Appl. Probab. 60, No. 3, 797--811 (2023; Zbl 1520.60048) Full Text: DOI arXiv
Bressloff, Paul C. Renewal equations for single-particle diffusion in multilayered media. (English) Zbl 1520.60044 SIAM J. Appl. Math. 83, No. 4, 1518-1545 (2023). MSC: 60J60 60J65 60J70 35K10 92C37 PDFBibTeX XMLCite \textit{P. C. Bressloff}, SIAM J. Appl. Math. 83, No. 4, 1518--1545 (2023; Zbl 1520.60044) Full Text: DOI arXiv
Li, Huasheng; Zhang, Hanjun; Liao, Saixia On quasi-stationaries for symmetric Markov processes. (English) Zbl 1519.60080 J. Math. Anal. Appl. 528, No. 1, Article ID 127498, 18 p. (2023). MSC: 60J60 60J25 47D07 PDFBibTeX XMLCite \textit{H. Li} et al., J. Math. Anal. Appl. 528, No. 1, Article ID 127498, 18 p. (2023; Zbl 1519.60080) Full Text: DOI
Pinsky, Ross G. Comparison of Brownian jump and Brownian bridge resetting in search for Gaussian target on the line and in space. (English) Zbl 1516.60048 J. Phys. A, Math. Theor. 56, No. 33, Article ID 335004, 23 p. (2023). MSC: 60J60 60J65 82C31 PDFBibTeX XMLCite \textit{R. G. Pinsky}, J. Phys. A, Math. Theor. 56, No. 33, Article ID 335004, 23 p. (2023; Zbl 1516.60048) Full Text: DOI arXiv
Criens, David On the Feller-Dynkin and the martingale property of one-dimensional diffusions. (English) Zbl 1522.60067 Electron. Commun. Probab. 28, Paper No. 20, 15 p. (2023). Reviewer: Göran Högnäs (Åbo) MSC: 60J60 60G44 60J35 60H10 PDFBibTeX XMLCite \textit{D. Criens}, Electron. Commun. Probab. 28, Paper No. 20, 15 p. (2023; Zbl 1522.60067) Full Text: DOI arXiv
Tang, Wenpin; Zhou, Xun Yu Tail probability estimates of continuous-time simulated annealing processes. (English) Zbl 1518.60073 Numer. Algebra Control Optim. 13, No. 3-4, 473-485 (2023). MSC: 60J60 39B62 90C30 PDFBibTeX XMLCite \textit{W. Tang} and \textit{X. Y. Zhou}, Numer. Algebra Control Optim. 13, No. 3--4, 473--485 (2023; Zbl 1518.60073) Full Text: DOI
Garegnani, Giacomo; Zanoni, Andrea Robust estimation of effective diffusions from multiscale data. (English) Zbl 1518.60072 Commun. Math. Sci. 21, No. 2, 405-435 (2023). MSC: 60J60 62F12 62M05 62M20 65C30 PDFBibTeX XMLCite \textit{G. Garegnani} and \textit{A. Zanoni}, Commun. Math. Sci. 21, No. 2, 405--435 (2023; Zbl 1518.60072) Full Text: DOI arXiv
Franchi, Jacques Small-time expansion for the density of a planar (quadratic) Langevin diffusion. (English) Zbl 1520.60046 Stochastics 95, No. 4, 696-748 (2023). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J60 60H07 60J65 35K65 35K05 PDFBibTeX XMLCite \textit{J. Franchi}, Stochastics 95, No. 4, 696--748 (2023; Zbl 1520.60046) Full Text: DOI
Qian, Zhongmin; Xu, Xingcheng Probability bounds for reflecting diffusion processes. (English) Zbl 1515.60268 Stat. Probab. Lett. 199, Article ID 109855, 8 p. (2023). MSC: 60J60 60J65 93E20 35B05 35K10 PDFBibTeX XMLCite \textit{Z. Qian} and \textit{X. Xu}, Stat. Probab. Lett. 199, Article ID 109855, 8 p. (2023; Zbl 1515.60268) Full Text: DOI arXiv
Baudoin, Fabrice; Demni, Nizar; Wang, Jing Generalized stochastic areas, winding numbers, and hyperbolic Stiefel fibrations. (English) Zbl 1521.60047 Int. Math. Res. Not. 2023, No. 9, 7925-7960 (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J60 60J65 60J35 14M15 58J35 PDFBibTeX XMLCite \textit{F. Baudoin} et al., Int. Math. Res. Not. 2023, No. 9, 7925--7960 (2023; Zbl 1521.60047) Full Text: DOI arXiv
Peskir, Goran; Roodman, David Sticky Feller diffusions. (English) Zbl 1517.60101 Electron. J. Probab. 28, Paper No. 29, 28 p. (2023). MSC: 60J60 60J80 60J65 60H20 35C15 35K20 35K67 PDFBibTeX XMLCite \textit{G. Peskir} and \textit{D. Roodman}, Electron. J. Probab. 28, Paper No. 29, 28 p. (2023; Zbl 1517.60101) Full Text: DOI Link
Wang, Yiwei; Yang, Nian Asymptotics for the survival probability of time-inhomogeneous diffusion processes. (English) Zbl 1525.60100 Oper. Res. Lett. 51, No. 3, 308-311 (2023). MSC: 60J60 91G20 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{N. Yang}, Oper. Res. Lett. 51, No. 3, 308--311 (2023; Zbl 1525.60100) Full Text: DOI
Giorno, Virginia; Nobile, Amelia G. On a time-inhomogeneous diffusion process with discontinuous drift. (English) Zbl 07701093 Appl. Math. Comput. 451, Article ID 128012, 18 p. (2023). MSC: 60J60 60J70 65C50 PDFBibTeX XMLCite \textit{V. Giorno} and \textit{A. G. Nobile}, Appl. Math. Comput. 451, Article ID 128012, 18 p. (2023; Zbl 07701093) Full Text: DOI
Monmarché, Pierre Almost sure contraction for diffusions on \(\mathbb{R}^d\). Application to generalized Langevin diffusions. (English) Zbl 1523.60131 Stochastic Processes Appl. 161, 316-349 (2023). Reviewer: Pavel Gapeev (London) MSC: 60J60 65C05 PDFBibTeX XMLCite \textit{P. Monmarché}, Stochastic Processes Appl. 161, 316--349 (2023; Zbl 1523.60131) Full Text: DOI arXiv
Shao, Jinghai; Wang, Lingdi; Wu, Qiong Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching. (English) Zbl 1515.60269 Stochastic Processes Appl. 161, 1-23 (2023). MSC: 60J60 60H10 37H30 60J27 PDFBibTeX XMLCite \textit{J. Shao} et al., Stochastic Processes Appl. 161, 1--23 (2023; Zbl 1515.60269) Full Text: DOI arXiv
Dai, Dan; Yao, Luming The distribution function for the maximal height of \(N\) non-intersecting Bessel paths. (English) Zbl 1524.60175 Ramanujan J. 61, No. 1, 111-134 (2023). MSC: 60J60 60J65 33C47 PDFBibTeX XMLCite \textit{D. Dai} and \textit{L. Yao}, Ramanujan J. 61, No. 1, 111--134 (2023; Zbl 1524.60175) Full Text: DOI arXiv
Hamana, Yuji Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes. (English) Zbl 1519.60078 Opusc. Math. 43, No. 2, 145-172 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J60 33C15 44A10 PDFBibTeX XMLCite \textit{Y. Hamana}, Opusc. Math. 43, No. 2, 145--172 (2023; Zbl 1519.60078) Full Text: DOI
Pinsky, Ross G. Large time probability of failure in diffusive search with resetting for a random target in \(\mathbb{R}^d\)-a functional analytic approach. (English) Zbl 1514.60089 Trans. Am. Math. Soc. 376, No. 6, 3937-3964 (2023). MSC: 60J60 PDFBibTeX XMLCite \textit{R. G. Pinsky}, Trans. Am. Math. Soc. 376, No. 6, 3937--3964 (2023; Zbl 1514.60089) Full Text: DOI arXiv
Lemaitre, Elisabeth; Sokolov, Igor M.; Metzler, Ralf; Chechkin, Aleksei V. Non-Gaussian displacement distributions in models of heterogeneous active particle dynamics. (English) Zbl 1510.60076 New J. Phys. 25, No. 1, Article ID 013010, 22 p. (2023). MSC: 60J60 82B24 PDFBibTeX XMLCite \textit{E. Lemaitre} et al., New J. Phys. 25, No. 1, Article ID 013010, 22 p. (2023; Zbl 1510.60076) Full Text: DOI arXiv OA License
Tsuzuki, Yukihiro Some perpetual integral functionals of the three-dimensional Bessel process. (English) Zbl 1521.60048 Stoch. Dyn. 23, No. 2, Article ID 2350008, 31 p. (2023). Reviewer: Alexandra Rodkina (College Station) MSC: 60J60 60J65 33C10 33D70 PDFBibTeX XMLCite \textit{Y. Tsuzuki}, Stoch. Dyn. 23, No. 2, Article ID 2350008, 31 p. (2023; Zbl 1521.60048) Full Text: DOI
Cuong, Tran Manh; Dung, Nguyen Tien Rate of convergence of the perturbed diffusion process to its unperturbed limit. (English) Zbl 1526.60045 J. Stat. Phys. 190, No. 4, Paper No. 81, 17 p. (2023). Reviewer: Cyril Banderier (Paris) MSC: 60J60 60H07 PDFBibTeX XMLCite \textit{T. M. Cuong} and \textit{N. T. Dung}, J. Stat. Phys. 190, No. 4, Paper No. 81, 17 p. (2023; Zbl 1526.60045) Full Text: DOI
Menaldi, Jose-Luis; Robin, Maurice Ergodic switching control for diffusion-type processes. (English) Zbl 1512.60052 Probab. Uncertain. Quant. Risk 8, No. 1, 53-74 (2023). Reviewer: Savin Treanta (Bucureşti) MSC: 60J60 49N25 PDFBibTeX XMLCite \textit{J.-L. Menaldi} and \textit{M. Robin}, Probab. Uncertain. Quant. Risk 8, No. 1, 53--74 (2023; Zbl 1512.60052) Full Text: DOI
Adams, Zachary P. The asymptotic frequency of stochastic oscillators. (English) Zbl 1511.60114 SIAM J. Appl. Dyn. Syst. 22, No. 1, 311-338 (2023). MSC: 60J60 PDFBibTeX XMLCite \textit{Z. P. Adams}, SIAM J. Appl. Dyn. Syst. 22, No. 1, 311--338 (2023; Zbl 1511.60114) Full Text: DOI arXiv
Ascolani, Filippo; Lijoi, Antonio; Ruggiero, Matteo Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions. (English) Zbl 1510.60075 Bernoulli 29, No. 2, 1410-1434 (2023). MSC: 60J60 92D10 60J80 PDFBibTeX XMLCite \textit{F. Ascolani} et al., Bernoulli 29, No. 2, 1410--1434 (2023; Zbl 1510.60075) Full Text: DOI arXiv Link
Jordan, Serres Stability of the Poincaré constant. (English) Zbl 1527.60059 Bernoulli 29, No. 2, 1297-1320 (2023). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 58J65 60E15 PDFBibTeX XMLCite \textit{S. Jordan}, Bernoulli 29, No. 2, 1297--1320 (2023; Zbl 1527.60059) Full Text: DOI Link
Abundo, Mario The first-passage area of Ornstein-Uhlenbeck process revisited. (English) Zbl 1518.60071 Stochastic Anal. Appl. 41, No. 2, 358-376 (2023). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J60 60H05 60H10 PDFBibTeX XMLCite \textit{M. Abundo}, Stochastic Anal. Appl. 41, No. 2, 358--376 (2023; Zbl 1518.60071) Full Text: DOI
Bressloff, Paul C. Diffusion with stochastic resetting screened by a semipermeable interface. (English) Zbl 1509.60133 J. Phys. A, Math. Theor. 56, No. 10, Article ID 105001, 21 p. (2023). MSC: 60J60 60J65 60G40 82C31 PDFBibTeX XMLCite \textit{P. C. Bressloff}, J. Phys. A, Math. Theor. 56, No. 10, Article ID 105001, 21 p. (2023; Zbl 1509.60133) Full Text: DOI arXiv