Profeta, Christophe Persistence and exit times for some additive functionals of skew Bessel processes. (English) Zbl 07306267 J. Theor. Probab. 34, No. 1, 363-390 (2021). MSC: 60J60 60G40 60G18 PDF BibTeX XML Cite \textit{C. Profeta}, J. Theor. Probab. 34, No. 1, 363--390 (2021; Zbl 07306267) Full Text: DOI
Bladt, Mogens; Mider, Marcin; Sørensen, Michael Corrigendum to: “Simple simulation of diffusion bridges with application to likelihood inference for diffusions”. (English) Zbl 07282848 Bernoulli 27, No. 1, 218-220 (2021). MSC: 60J60 60H35 62M05 PDF BibTeX XML Cite \textit{M. Bladt} et al., Bernoulli 27, No. 1, 218--220 (2021; Zbl 07282848) Full Text: DOI Euclid
Holbach, Simon Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input. (English) Zbl 07312354 Stochastic Processes Appl. 130, No. 11, 6965-7003 (2020). MSC: 60J60 60J25 PDF BibTeX XML Cite \textit{S. Holbach}, Stochastic Processes Appl. 130, No. 11, 6965--7003 (2020; Zbl 07312354) Full Text: DOI
Kopytko, B. I.; Novosyadlo, A. F. On a nonclassical problem for the heat equation and the Feller semigroup generated by it. (English) Zbl 07311915 Carpathian Math. Publ. 12, No. 2, 297-310 (2020). MSC: 60J60 35K20 PDF BibTeX XML Cite \textit{B. I. Kopytko} and \textit{A. F. Novosyadlo}, Carpathian Math. Publ. 12, No. 2, 297--310 (2020; Zbl 07311915) Full Text: DOI
Chen, Zhen-Qing; Engländer, János Superdiffusions with super-exponential growth: construction, mass and spread. (English. French summary) Zbl 07310507 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1809-1840 (2020). MSC: 60J60 60J80 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{J. Engländer}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1809--1840 (2020; Zbl 07310507) Full Text: DOI Euclid
Seo, Insuk Analysis of metastable behavior via solutions of Poisson equations. (English) Zbl 07304011 RIMS Kôkyûroku Bessatsu B79, 1-17 (2020). MSC: 60J60 60F99 PDF BibTeX XML Cite \textit{I. Seo}, RIMS Kôkyûroku Bessatsu B79, 1--17 (2020; Zbl 07304011) Full Text: Link
Marjai, Péter; Kiss, Attila Efficiency centrality in time-varying graphs. (English) Zbl 07300106 Acta Univ. Sapientiae, Inform. 12, No. 1, 5-21 (2020). MSC: 60J60 37M05 05C82 91D30 PDF BibTeX XML Cite \textit{P. Marjai} and \textit{A. Kiss}, Acta Univ. Sapientiae, Inform. 12, No. 1, 5--21 (2020; Zbl 07300106) Full Text: DOI
Zeng, Caibin Mean exit time and escape probability for the Ornstein-Uhlenbeck process. (English) Zbl 07284281 Chaos 30, No. 9, 093127, 6 p. (2020). MSC: 60J60 PDF BibTeX XML Cite \textit{C. Zeng}, Chaos 30, No. 9, 093127, 6 p. (2020; Zbl 07284281) Full Text: DOI
Fournier, Nicolas; Tardif, Camille Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations. (English) Zbl 07276928 Ann. Probab. 48, No. 5, 2359-2403 (2020). MSC: 60J60 35Q84 60F05 PDF BibTeX XML Cite \textit{N. Fournier} and \textit{C. Tardif}, Ann. Probab. 48, No. 5, 2359--2403 (2020; Zbl 07276928) Full Text: DOI Euclid
Albeverio, Sergio; De Vecchi, Francesco C.; Romano, Andrea; Ugolini, Stefania Strong Kac’s chaos in the mean-field Bose-Einstein condensation. (English) Zbl 07272811 Stoch. Dyn. 20, No. 5, Article ID 2050031, 21 p. (2020). MSC: 60J60 60K35 81S20 94A17 PDF BibTeX XML Cite \textit{S. Albeverio} et al., Stoch. Dyn. 20, No. 5, Article ID 2050031, 21 p. (2020; Zbl 07272811) Full Text: DOI
Durmus, Alain; Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael An elementary approach to uniform in time propagation of chaos. (English) Zbl 07268404 Proc. Am. Math. Soc. 148, No. 12, 5387-5398 (2020). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{A. Durmus} et al., Proc. Am. Math. Soc. 148, No. 12, 5387--5398 (2020; Zbl 07268404) Full Text: DOI
Kechejian, H.; Ohanyan, V. K.; Bardakhchyan, V. G. On Poisson mixture of lognormal distributions. (English) Zbl 07266259 Lobachevskii J. Math. 41, No. 3, 340-348 (2020). Reviewer: Noureddine Daili (Sétif) MSC: 60J60 60E05 62E17 PDF BibTeX XML Cite \textit{H. Kechejian} et al., Lobachevskii J. Math. 41, No. 3, 340--348 (2020; Zbl 07266259) Full Text: DOI
Hua, Mengjiao; Lei, Youming; Du, Lin Onset of stochastic synchronization induced by diffusion processes in a generalized Duffing system. (English) Zbl 07265116 Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105098, 8 p. (2020). MSC: 60J60 37D45 37N35 93D15 PDF BibTeX XML Cite \textit{M. Hua} et al., Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105098, 8 p. (2020; Zbl 07265116) Full Text: DOI
Ditlevsen, Susanne; Cencerrado Rubio, Alejandro; Lansky, Petr Transient dynamics of Pearson diffusions facilitates estimation of rate parameters. (English) Zbl 07265069 Commun. Nonlinear Sci. Numer. Simul. 82, Article ID 105034, 15 p. (2020). MSC: 60J60 60J70 62F10 PDF BibTeX XML Cite \textit{S. Ditlevsen} et al., Commun. Nonlinear Sci. Numer. Simul. 82, Article ID 105034, 15 p. (2020; Zbl 07265069) Full Text: DOI
Gutierrez-Pavón, Jonathan; Pacheco, Carlos G. A density for the local time of the Brox diffusion. (English) Zbl 07259036 Stat. Probab. Lett. 163, Article ID 108791, 4 p. (2020). MSC: 60J60 60J55 PDF BibTeX XML Cite \textit{J. Gutierrez-Pavón} and \textit{C. G. Pacheco}, Stat. Probab. Lett. 163, Article ID 108791, 4 p. (2020; Zbl 07259036) Full Text: DOI
Banerjee, Sayan; Brown, Brendan Inert drift system in a viscous fluid: steady state asymptotics and exponential ergodicity. (English) Zbl 07254291 Trans. Am. Math. Soc. 373, No. 9, 6369-6409 (2020). MSC: 60J60 60J55 60H20 PDF BibTeX XML Cite \textit{S. Banerjee} and \textit{B. Brown}, Trans. Am. Math. Soc. 373, No. 9, 6369--6409 (2020; Zbl 07254291) Full Text: DOI
Bartl, Daniel; Tangpi, Ludovic Functional inequalities for forward and backward diffusions. (English) Zbl 07252726 Electron. J. Probab. 25, Paper No. 94, 22 p. (2020). MSC: 60J60 60G40 28C20 60E15 60H20 91G10 PDF BibTeX XML Cite \textit{D. Bartl} and \textit{L. Tangpi}, Electron. J. Probab. 25, Paper No. 94, 22 p. (2020; Zbl 07252726) Full Text: DOI Euclid
Benaïm, Michel; Bréhier, Charles-Edouard; Monmarché, Pierre Analysis of an adaptive biasing force method based on self-interacting dynamics. (English) Zbl 07252720 Electron. J. Probab. 25, Paper No. 88, 28 p. (2020). MSC: 60J60 65C50 PDF BibTeX XML Cite \textit{M. Benaïm} et al., Electron. J. Probab. 25, Paper No. 88, 28 p. (2020; Zbl 07252720) Full Text: DOI Euclid
Salminen, Paavo; Vallois, Pierre On the maximum increase and decrease of one-dimensional diffusions. (English) Zbl 1450.60042 Stochastic Processes Appl. 130, No. 9, 5592-5604 (2020). MSC: 60J60 60J65 60G17 62P05 PDF BibTeX XML Cite \textit{P. Salminen} and \textit{P. Vallois}, Stochastic Processes Appl. 130, No. 9, 5592--5604 (2020; Zbl 1450.60042) Full Text: DOI
Blanchet, Jose; Chen, Xinyun Rates of convergence to stationarity for reflected Brownian motion. (English) Zbl 07242699 Math. Oper. Res. 45, No. 2, 660-681 (2020). MSC: 60J60 60H10 60J55 60K25 PDF BibTeX XML Cite \textit{J. Blanchet} and \textit{X. Chen}, Math. Oper. Res. 45, No. 2, 660--681 (2020; Zbl 07242699) Full Text: DOI
Hou, Tongtong; Shao, Jinghai Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching. (English) Zbl 07242639 Sci. China, Math. 63, No. 6, 1169-1180 (2020). MSC: 60J60 60H10 60H30 PDF BibTeX XML Cite \textit{T. Hou} and \textit{J. Shao}, Sci. China, Math. 63, No. 6, 1169--1180 (2020; Zbl 07242639) Full Text: DOI
Sarantsev, Andrey Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions. (English) Zbl 1450.60043 Stat. Probab. Lett. 165, Article ID 108860, 6 p. (2020). MSC: 60J60 60J76 PDF BibTeX XML Cite \textit{A. Sarantsev}, Stat. Probab. Lett. 165, Article ID 108860, 6 p. (2020; Zbl 1450.60043) Full Text: DOI
Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura Joint law of an Ornstein-Uhlenbeck process and its supremum. Appendix a. (English) Zbl 07224245 J. Appl. Probab. 57, No. 2, 541-558 (2020). MSC: 60J60 PDF BibTeX XML Cite \textit{C. Blanchet-Scalliet} et al., J. Appl. Probab. 57, No. 2, 541--558 (2020; Zbl 07224245) Full Text: DOI
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz Simulation of elliptic and hypo-elliptic conditional diffusions. (English) Zbl 1448.60164 Adv. Appl. Probab. 52, No. 1, 173-212 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60J60 60H10 65C30 65C05 PDF BibTeX XML Cite \textit{J. Bierkens} et al., Adv. Appl. Probab. 52, No. 1, 173--212 (2020; Zbl 1448.60164) Full Text: DOI
Li, Yingqiu; Chen, Ye; Wang, Shilin; Peng, Zhaohui Exit identities for diffusion processes observed at Poisson arrival times. (English) Zbl 1451.60092 Front. Math. China 15, No. 3, 507-528 (2020). MSC: 60J60 60G17 PDF BibTeX XML Cite \textit{Y. Li} et al., Front. Math. China 15, No. 3, 507--528 (2020; Zbl 1451.60092) Full Text: DOI
Krylov, N. V. On diffusion processes with \(B(\mathbb{R}^2,\mathrm{VMO})\) coefficients and “good” Green’s functions of the corresponding operators. (English) Zbl 1446.60058 Calc. Var. Partial Differ. Equ. 59, No. 3, Paper No. 100, 17 p. (2020). MSC: 60J60 35K10 PDF BibTeX XML Cite \textit{N. V. Krylov}, Calc. Var. Partial Differ. Equ. 59, No. 3, Paper No. 100, 17 p. (2020; Zbl 1446.60058) Full Text: DOI
Zhang, Fu; Du, Kai Krylov-Safonov estimates for a degenerate diffusion process. (English) Zbl 1451.60094 Stochastic Processes Appl. 130, No. 8, 5100-5123 (2020). MSC: 60J60 60K50 60H15 PDF BibTeX XML Cite \textit{F. Zhang} and \textit{K. Du}, Stochastic Processes Appl. 130, No. 8, 5100--5123 (2020; Zbl 1451.60094) Full Text: DOI
Altıntan, Derya; Koeppl, Heinz Hybrid master equation for jump-diffusion approximation of biomolecular reaction networks. (English) Zbl 1443.60073 BIT 60, No. 2, 261-294 (2020). MSC: 60J60 92C45 65C20 PDF BibTeX XML Cite \textit{D. Altıntan} and \textit{H. Koeppl}, BIT 60, No. 2, 261--294 (2020; Zbl 1443.60073) Full Text: DOI
Miclo, Laurent On the construction of measure-valued dual processes. (English) Zbl 1437.60048 Electron. J. Probab. 25, Paper No. 6, 64 p. (2020). MSC: 60J60 60H10 60J25 60J10 60J65 05C81 PDF BibTeX XML Cite \textit{L. Miclo}, Electron. J. Probab. 25, Paper No. 6, 64 p. (2020; Zbl 1437.60048) Full Text: DOI Euclid
Kopytko, Bohdan; Shevchuk, Roman One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane. (English) Zbl 1441.60061 Electron. J. Probab. 25, Paper No. 41, 21 p. (2020). MSC: 60J60 35K20 PDF BibTeX XML Cite \textit{B. Kopytko} and \textit{R. Shevchuk}, Electron. J. Probab. 25, Paper No. 41, 21 p. (2020; Zbl 1441.60061) Full Text: DOI Euclid
Lupu, Titus; Sabot, Christophe; Tarrès, Pierre Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow. (English) Zbl 1434.60215 Probab. Theory Relat. Fields 177, No. 1-2, 55-90 (2020). MSC: 60J60 60K35 60K37 60J55 PDF BibTeX XML Cite \textit{T. Lupu} et al., Probab. Theory Relat. Fields 177, No. 1--2, 55--90 (2020; Zbl 1434.60215) Full Text: DOI
Voit, Michael Some martingales associated with multivariate Jacobi processes and Aomoto’s Selberg integral. (English) Zbl 1445.60056 Indag. Math., New Ser. 31, No. 3, 398-410 (2020). MSC: 60J60 33B15 33C45 05A15 82B41 PDF BibTeX XML Cite \textit{M. Voit}, Indag. Math., New Ser. 31, No. 3, 398--410 (2020; Zbl 1445.60056) Full Text: DOI
Di Gesù, Giacomo; Lelièvre, Tony; Le Peutrec, Dorian; Nectoux, Boris The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. I. (English. French summary) Zbl 1445.60055 J. Math. Pures Appl. (9) 138, 242-306 (2020). MSC: 60J60 58J65 35Q82 58C40 81Q20 PDF BibTeX XML Cite \textit{G. Di Gesù} et al., J. Math. Pures Appl. (9) 138, 242--306 (2020; Zbl 1445.60055) Full Text: DOI
Lanconelli, Alberto; Pagliarani, Stefano; Pascucci, Andrea Local densities for a class of degenerate diffusions. (English. French summary) Zbl 1434.60214 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1440-1464 (2020). MSC: 60J60 60J35 35H20 PDF BibTeX XML Cite \textit{A. Lanconelli} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1440--1464 (2020; Zbl 1434.60214) Full Text: DOI Euclid
Assiotis, Theodoros Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra. (English. French summary) Zbl 1434.60212 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1251-1283 (2020). MSC: 60J60 PDF BibTeX XML Cite \textit{T. Assiotis}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1251--1283 (2020; Zbl 1434.60212) Full Text: DOI Euclid
Baudoin, Fabrice; Gordina, Maria; Mariano, Phanuel Gradient bounds for Kolmogorov type diffusions. (English. French summary) Zbl 07199319 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 612-636 (2020). MSC: 60J60 60J45 58J65 35H10 PDF BibTeX XML Cite \textit{F. Baudoin} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 612--636 (2020; Zbl 07199319) Full Text: DOI Euclid
Liu, Zhang; Chen, Ping; Hu, Yijun On the dual risk model with diffusion under a mixed dividend strategy. (English) Zbl 07197515 Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020). MSC: 60J60 60K15 PDF BibTeX XML Cite \textit{Z. Liu} et al., Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020; Zbl 07197515) Full Text: DOI
Palamarchuk, E. S. On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process. (English. Russian original) Zbl 1434.60218 Theory Probab. Appl. 65, No. 1, 17-31 (2020); translation from Teor. Veroyatn. Primen. 65, No. 1, 23-41 (2020). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{E. S. Palamarchuk}, Theory Probab. Appl. 65, No. 1, 17--31 (2020; Zbl 1434.60218); translation from Teor. Veroyatn. Primen. 65, No. 1, 23--41 (2020) Full Text: DOI
Ouled Said, A. Some remark on the asymptotic variance in a drift accelerated diffusion. (English) Zbl 1437.60049 Stat. Probab. Lett. 162, Article ID 108748, 4 p. (2020). MSC: 60J60 60J35 34K08 PDF BibTeX XML Cite \textit{A. Ouled Said}, Stat. Probab. Lett. 162, Article ID 108748, 4 p. (2020; Zbl 1437.60049) Full Text: DOI
Nie, Yutian; Linetsky, Vadim Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound. (English) Zbl 1434.60217 Stoch. Models 36, No. 1, 1-19 (2020). MSC: 60J60 91G30 PDF BibTeX XML Cite \textit{Y. Nie} and \textit{V. Linetsky}, Stoch. Models 36, No. 1, 1--19 (2020; Zbl 1434.60217) Full Text: DOI
Freidlin, M.; Koralov, L. Diffusion in the presence of cells with semi-permeable membranes. (English) Zbl 1444.60074 J. Stat. Phys. 178, No. 6, 1417-1441 (2020). MSC: 60J60 60F10 35B40 35J25 47D07 PDF BibTeX XML Cite \textit{M. Freidlin} and \textit{L. Koralov}, J. Stat. Phys. 178, No. 6, 1417--1441 (2020; Zbl 1444.60074) Full Text: DOI
Honoré, Igor Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion. (English) Zbl 1444.60075 Stochastic Processes Appl. 130, No. 4, 2127-2158 (2020). MSC: 60J60 PDF BibTeX XML Cite \textit{I. Honoré}, Stochastic Processes Appl. 130, No. 4, 2127--2158 (2020; Zbl 1444.60075) Full Text: DOI
Du, Qiang; Toniazzi, Lorenzo; Zhou, Zhi Stochastic representation of solution to nonlocal-in-time diffusion. (English) Zbl 1441.60060 Stochastic Processes Appl. 130, No. 4, 2058-2085 (2020). MSC: 60J60 60J55 60H30 60G52 PDF BibTeX XML Cite \textit{Q. Du} et al., Stochastic Processes Appl. 130, No. 4, 2058--2085 (2020; Zbl 1441.60060) Full Text: DOI
Deng, Yingchun; Huang, Xuan; Huang, Ya; Xiang, Xuyan; Zhou, Jieming \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes. (English) Zbl 1437.60046 Indian J. Pure Appl. Math. 51, No. 1, 345-360 (2020). MSC: 60J60 60G17 PDF BibTeX XML Cite \textit{Y. Deng} et al., Indian J. Pure Appl. Math. 51, No. 1, 345--360 (2020; Zbl 1437.60046) Full Text: DOI
Pinsky, Ross G. Diffusive search with spatially dependent resetting. (English) Zbl 1434.60219 Stochastic Processes Appl. 130, No. 5, 2954-2973 (2020). MSC: 60J60 PDF BibTeX XML Cite \textit{R. G. Pinsky}, Stochastic Processes Appl. 130, No. 5, 2954--2973 (2020; Zbl 1434.60219) Full Text: DOI
Okamura, Kazuki Long time behavior of the volume of the Wiener sausage on Dirichlet spaces. (English) Zbl 07174057 Potential Anal. 52, No. 3, 427-468 (2020). MSC: 60J60 31C25 PDF BibTeX XML Cite \textit{K. Okamura}, Potential Anal. 52, No. 3, 427--468 (2020; Zbl 07174057) Full Text: DOI
Abundo, Mario Randomization of a linear boundary in the first-passage problem of Brownian motion. (English) Zbl 07168076 Stochastic Anal. Appl. 38, No. 2, 343-351 (2020). MSC: 60J60 60H05 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Stochastic Anal. Appl. 38, No. 2, 343--351 (2020; Zbl 07168076) Full Text: DOI
Pagès, Gilles; Rey, Clément Recursive computation of invariant distributions of Feller processes. (English) Zbl 1443.60075 Stochastic Processes Appl. 130, No. 1, 328-365 (2020). MSC: 60J60 60H10 60H35 65C30 60F05 60J25 PDF BibTeX XML Cite \textit{G. Pagès} and \textit{C. Rey}, Stochastic Processes Appl. 130, No. 1, 328--365 (2020; Zbl 1443.60075) Full Text: DOI
Rousset, Mathias; Xu, Yushun; Zitt, Pierre-André A weak overdamped limit theorem for Langevin processes. (English) Zbl 1439.60075 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 1-21 (2020). MSC: 60J60 60F17 PDF BibTeX XML Cite \textit{M. Rousset} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 1--21 (2020; Zbl 1439.60075) Full Text: Link
Ji, Huijie; Shao, Jinghai; Xi, Fubao Stability of regime-switching jump diffusion processes. (English) Zbl 07153816 J. Math. Anal. Appl. 484, No. 1, Article ID 123727, 21 p. (2020). MSC: 60J60 60J74 PDF BibTeX XML Cite \textit{H. Ji} et al., J. Math. Anal. Appl. 484, No. 1, Article ID 123727, 21 p. (2020; Zbl 07153816) Full Text: DOI
Hamana, Yuji The probability distributions of the first hitting times of radial Ornstein-Uhlenbeck processes. (English) Zbl 1431.60088 Stud. Math. 251, No. 1, 65-88 (2020). MSC: 60J60 33C15 44A10 PDF BibTeX XML Cite \textit{Y. Hamana}, Stud. Math. 251, No. 1, 65--88 (2020; Zbl 1431.60088) Full Text: DOI
Makasu, Cloud Remark on maximal inequalities for Bessel processes. (English) Zbl 1425.60069 J. Math. Anal. Appl. 482, No. 1, Article ID 123531, 5 p. (2020). MSC: 60J60 60J65 60G40 PDF BibTeX XML Cite \textit{C. Makasu}, J. Math. Anal. Appl. 482, No. 1, Article ID 123531, 5 p. (2020; Zbl 1425.60069) Full Text: DOI
Assiotis, Theodoros; O’Connell, Neil; Warren, Jon Interlacing diffusions. (English) Zbl 1452.60049 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 301-380 (2019). MSC: 60J60 82C24 PDF BibTeX XML Cite \textit{T. Assiotis} et al., Lect. Notes Math. 2252, 301--380 (2019; Zbl 1452.60049) Full Text: DOI
Sin, Chung-Sik; O, Hyong-Chol; Kim, Sang-Mun Diffusion equations with general nonlocal time and space derivatives. (English) Zbl 1443.60076 Comput. Math. Appl. 78, No. 10, 3268-3284 (2019). MSC: 60J60 35R11 60G51 60J70 PDF BibTeX XML Cite \textit{C.-S. Sin} et al., Comput. Math. Appl. 78, No. 10, 3268--3284 (2019; Zbl 1443.60076) Full Text: DOI
Kopytko, B. I.; Shevchuk, R. V. The nonlocal conjugation problem for one-dimensional parabolic equation with discontinuous coefficients and associated Feller semigroup. (English) Zbl 1449.60124 Theory Stoch. Process. 24, No. 2, 17-31 (2019). MSC: 60J60 35K20 60H15 PDF BibTeX XML Cite \textit{B. I. Kopytko} and \textit{R. V. Shevchuk}, Theory Stoch. Process. 24, No. 2, 17--31 (2019; Zbl 1449.60124) Full Text: Link
Fiorin, Lucio; Pagès, Gilles; Sagna, Abass Product Markovian quantization of a diffusion process with applications to finance. (English) Zbl 1437.60047 Methodol. Comput. Appl. Probab. 21, No. 4, 1087-1118 (2019). MSC: 60J60 91G20 91G60 PDF BibTeX XML Cite \textit{L. Fiorin} et al., Methodol. Comput. Appl. Probab. 21, No. 4, 1087--1118 (2019; Zbl 1437.60047) Full Text: DOI
Wang, Feng-Yu; Zhang, Weiwei Nash inequality for diffusion processes associated with Dirichlet distributions. (English) Zbl 1434.60221 Front. Math. China 14, No. 6, 1317-1338 (2019). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{F.-Y. Wang} and \textit{W. Zhang}, Front. Math. China 14, No. 6, 1317--1338 (2019; Zbl 1434.60221) Full Text: DOI
Shevchuk, R. V.; Savka, I. Ya.; Nytrebych, Z. M. The nonlocal boundary value problem for one-dimensional backward Kolmogorov equation and associated semigroup. (English) Zbl 1434.60220 Carpathian Math. Publ. 11, No. 2, 463-474 (2019). MSC: 60J60 35K20 PDF BibTeX XML Cite \textit{R. V. Shevchuk} et al., Carpathian Math. Publ. 11, No. 2, 463--474 (2019; Zbl 1434.60220) Full Text: DOI
Eberle, Andreas; Zimmer, Raphael Sticky couplings of multidimensional diffusions with different drifts. (English. French summary) Zbl 1434.60213 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2370-2394 (2019). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{A. Eberle} and \textit{R. Zimmer}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2370--2394 (2019; Zbl 1434.60213) Full Text: DOI Euclid
Landim, C.; Seo, I. Metastability of one-dimensional, non-reversible diffusions with periodic boundary conditions. (English. French summary) Zbl 1441.60062 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 1850-1889 (2019). MSC: 60J60 60F99 PDF BibTeX XML Cite \textit{C. Landim} and \textit{I. Seo}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 1850--1889 (2019; Zbl 1441.60062) Full Text: DOI Euclid
Mehri, Sima; Stannat, Wilhelm Weak solutions to Vlasov-McKean equations under Lyapunov-type conditions. (English) Zbl 1434.60216 Stoch. Dyn. 19, No. 6, Article ID 1950042, 23 p. (2019). MSC: 60J60 60H30 93D30 35Q83 PDF BibTeX XML Cite \textit{S. Mehri} and \textit{W. Stannat}, Stoch. Dyn. 19, No. 6, Article ID 1950042, 23 p. (2019; Zbl 1434.60216) Full Text: DOI
Gorham, Jackson; Duncan, Andrew B.; Vollmer, Sebastian J.; Mackey, Lester Measuring sample quality with diffusions. (English) Zbl 1439.60073 Ann. Appl. Probab. 29, No. 5, 2884-2928 (2019). MSC: 60J60 60E15 65C30 65C05 PDF BibTeX XML Cite \textit{J. Gorham} et al., Ann. Appl. Probab. 29, No. 5, 2884--2928 (2019; Zbl 1439.60073) Full Text: DOI arXiv
Zhang, Yuhui; Zhou, Xiaofeng High order moments of first hitting times for single death processes. (English) Zbl 1427.60169 Front. Math. China 14, No. 5, 1037-1061 (2019). MSC: 60J60 60J27 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{X. Zhou}, Front. Math. China 14, No. 5, 1037--1061 (2019; Zbl 1427.60169) Full Text: DOI
Nafidi, A.; Bahij, M.; Achchab, B.; Gutiérrez-Sanchez, R. The stochastic Weibull diffusion process: computational aspects and simulation. (English) Zbl 1428.60114 Appl. Math. Comput. 348, 575-587 (2019). MSC: 60J60 60-08 PDF BibTeX XML Cite \textit{A. Nafidi} et al., Appl. Math. Comput. 348, 575--587 (2019; Zbl 1428.60114) Full Text: DOI
Chen, Xiaoshan; Chen, Zhen-Qing; Tran, Ky; Yin, George Recurrence and ergodicity for A class of regime-switching jump diffusions. (English) Zbl 1439.60072 Appl. Math. Optim. 80, No. 2, 415-445 (2019). MSC: 60J60 60J76 60G51 PDF BibTeX XML Cite \textit{X. Chen} et al., Appl. Math. Optim. 80, No. 2, 415--445 (2019; Zbl 1439.60072) Full Text: DOI arXiv
Zhang, Yuhui Moments of first hitting times for birth-death processes on trees. (English) Zbl 07131249 Front. Math. China 14, No. 4, 833-854 (2019). MSC: 60J60 PDF BibTeX XML Cite \textit{Y. Zhang}, Front. Math. China 14, No. 4, 833--854 (2019; Zbl 07131249) Full Text: DOI
Belopolskaya, Yana Probabilistic interpretations of quasilinear parabolic systems. (English) Zbl 1450.60041 Kuchment, Peter (ed.) et al., Differential equations, mathematical physics, and applications. Selim Grigorievich Krein centennial. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 734, 39-57 (2019). MSC: 60J60 60H15 PDF BibTeX XML Cite \textit{Y. Belopolskaya}, Contemp. Math. 734, 39--57 (2019; Zbl 1450.60041) Full Text: DOI
Del Moral, Pierre; Tugaut, Julian Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions. (English) Zbl 1423.60122 Stochastic Anal. Appl. 37, No. 6, 909-935 (2019). MSC: 60J60 60K35 35R60 PDF BibTeX XML Cite \textit{P. Del Moral} and \textit{J. Tugaut}, Stochastic Anal. Appl. 37, No. 6, 909--935 (2019; Zbl 1423.60122) Full Text: DOI
Bansaye, Vincent; Collet, Pierre; Martinez, Servet; Méléard, Sylvie; San Martin, Jaime Diffusions from infinity. (English) Zbl 1447.60131 Trans. Am. Math. Soc. 372, No. 8, 5781-5823 (2019). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J60 60F05 PDF BibTeX XML Cite \textit{V. Bansaye} et al., Trans. Am. Math. Soc. 372, No. 8, 5781--5823 (2019; Zbl 1447.60131) Full Text: DOI
Bansaye, Vincent Approximation of stochastic processes by nonexpansive flows and coming down from infinity. (English) Zbl 07120712 Ann. Appl. Probab. 29, No. 4, 2374-2438 (2019). MSC: 60J60 60J75 60G46 60F15 PDF BibTeX XML Cite \textit{V. Bansaye}, Ann. Appl. Probab. 29, No. 4, 2374--2438 (2019; Zbl 07120712) Full Text: DOI Euclid
Yang, Shanchao; Xu, Weiwei; Yang, Xin G-M integrated type instantaneous volatility estimation. (English) Zbl 07119562 Adv. Appl. Stat. 55, No. 2, 175-192 (2019). MSC: 60J60 60J70 62M09 62G20 PDF BibTeX XML Cite \textit{S. Yang} et al., Adv. Appl. Stat. 55, No. 2, 175--192 (2019; Zbl 07119562) Full Text: DOI
García-Portugués, Eduardo; Sørensen, Michael; Mardia, Kanti V.; Hamelryck, Thomas Langevin diffusions on the torus: estimation and applications. (English) Zbl 07119307 Stat. Comput. 29, No. 1, 1-22 (2019). MSC: 60J60 62M05 62H11 PDF BibTeX XML Cite \textit{E. García-Portugués} et al., Stat. Comput. 29, No. 1, 1--22 (2019; Zbl 07119307) Full Text: DOI
Li, Zhiyuan; Cheng, Xing; Li, Gongsheng An inverse problem in time-fractional diffusion equations with nonlinear boundary condition. (English) Zbl 07116328 J. Math. Phys. 60, No. 9, 091502, 18 p. (2019). MSC: 60J60 60G22 14K25 45C05 45M05 45Q05 26A16 PDF BibTeX XML Cite \textit{Z. Li} et al., J. Math. Phys. 60, No. 9, 091502, 18 p. (2019; Zbl 07116328) Full Text: DOI
Giorno, Virginia; Nobile, Amelia G. On the construction of a special class of time-inhomogeneous diffusion processes. (English) Zbl 07115616 J. Stat. Phys. 177, No. 2, 299-323 (2019). MSC: 60J60 60G15 82C31 60J70 PDF BibTeX XML Cite \textit{V. Giorno} and \textit{A. G. Nobile}, J. Stat. Phys. 177, No. 2, 299--323 (2019; Zbl 07115616) Full Text: DOI
Abdel-Rehim, Enstar A. From power laws to fractional diffusion processes with and without external forces, the non direct way. (English) Zbl 1436.60074 Fract. Calc. Appl. Anal. 22, No. 1, 60-77 (2019). MSC: 60J60 35L05 45K05 PDF BibTeX XML Cite \textit{E. A. Abdel-Rehim}, Fract. Calc. Appl. Anal. 22, No. 1, 60--77 (2019; Zbl 1436.60074) Full Text: DOI
Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael Couplings and quantitative contraction rates for Langevin dynamics. (English) Zbl 07114709 Ann. Probab. 47, No. 4, 1982-2010 (2019). MSC: 60J60 60H10 35Q84 35B40 PDF BibTeX XML Cite \textit{A. Eberle} et al., Ann. Probab. 47, No. 4, 1982--2010 (2019; Zbl 07114709) Full Text: DOI Euclid arXiv
Cattiaux, Patrick; Guillin, Arnaud; Monmarché, Pierre; Zhang, Chaoen Entropic multipliers method for Langevin diffusion and weighted log Sobolev inequalities. (English) Zbl 07114432 J. Funct. Anal. 277, No. 11, Article ID 108288, 24 p. (2019). MSC: 60J60 60E15 PDF BibTeX XML Cite \textit{P. Cattiaux} et al., J. Funct. Anal. 277, No. 11, Article ID 108288, 24 p. (2019; Zbl 07114432) Full Text: DOI
Ichiba, Tomoyuki; Sarantsev, Andrey Stationary distributions and convergence for Walsh diffusions. (English) Zbl 1431.60089 Bernoulli 25, No. 4A, 2439-2478 (2019). MSC: 60J60 60F17 60H15 62E20 62E10 PDF BibTeX XML Cite \textit{T. Ichiba} and \textit{A. Sarantsev}, Bernoulli 25, No. 4A, 2439--2478 (2019; Zbl 1431.60089) Full Text: DOI Euclid
Gesù, Giacomo Di; Lelièvre, Tony; Peutrec, Dorian Le; Nectoux, Boris Sharp asymptotics of the first exit point density. (English) Zbl 1431.60087 Ann. PDE 5, No. 1, Paper No. 5, 174 p. (2019). MSC: 60J60 58J65 60H10 60J27 PDF BibTeX XML Cite \textit{G. Di Gesù} et al., Ann. PDE 5, No. 1, Paper No. 5, 174 p. (2019; Zbl 1431.60087) Full Text: DOI arXiv
Chen, Xinxin; He, Hui On large deviation probabilities for empirical distribution of supercritical branching random walks with unbounded displacements. (English) Zbl 1422.60132 Probab. Theory Relat. Fields 175, No. 1-2, 255-307 (2019). MSC: 60J60 60F10 PDF BibTeX XML Cite \textit{X. Chen} and \textit{H. He}, Probab. Theory Relat. Fields 175, No. 1--2, 255--307 (2019; Zbl 1422.60132) Full Text: DOI
Pinsky, Ross G. Optimizing the drift in a diffusive search for a random stationary target. (English) Zbl 07107389 Electron. J. Probab. 24, Paper No. 82, 22 p. (2019). MSC: 60J60 PDF BibTeX XML Cite \textit{R. G. Pinsky}, Electron. J. Probab. 24, Paper No. 82, 22 p. (2019; Zbl 07107389) Full Text: DOI Euclid arXiv
Mordecki, Ernesto; Salminen, Paavo Optimal stopping of oscillating Brownian motion. (English) Zbl 1422.60134 Electron. Commun. Probab. 24, Paper No. 50, 12 p. (2019). MSC: 60J60 60J65 62L15 PDF BibTeX XML Cite \textit{E. Mordecki} and \textit{P. Salminen}, Electron. Commun. Probab. 24, Paper No. 50, 12 p. (2019; Zbl 1422.60134) Full Text: DOI Euclid arXiv
Lelievre, Tony; Zhang, Wei Pathwise estimates for effective dynamics: the case of nonlinear vectorial reaction coordinates. (English) Zbl 1422.60133 Multiscale Model. Simul. 17, No. 3, 1019-1051 (2019). MSC: 60J60 60H10 82C31 PDF BibTeX XML Cite \textit{T. Lelievre} and \textit{W. Zhang}, Multiscale Model. Simul. 17, No. 3, 1019--1051 (2019; Zbl 1422.60133) Full Text: DOI
Coutin, Laure; Pontier, Monique Existence and regularity of law density of a pair (diffusion, first component running maximum). (English) Zbl 07101676 Stat. Probab. Lett. 153, 130-138 (2019). MSC: 60J60 60H07 60H10 PDF BibTeX XML Cite \textit{L. Coutin} and \textit{M. Pontier}, Stat. Probab. Lett. 153, 130--138 (2019; Zbl 07101676) Full Text: DOI
Sirovich, Roberta; Testa, Luisa On the first positive and negative excursion exceeding a given length. (English) Zbl 07101616 Stat. Probab. Lett. 150, 137-145 (2019). MSC: 60J60 60G17 91G20 PDF BibTeX XML Cite \textit{R. Sirovich} and \textit{L. Testa}, Stat. Probab. Lett. 150, 137--145 (2019; Zbl 07101616) Full Text: DOI
Abundo, Mario An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion. (English) Zbl 07098088 Stochastic Anal. Appl. 37, No. 5, 708-716 (2019). MSC: 60J60 60H05 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Stochastic Anal. Appl. 37, No. 5, 708--716 (2019; Zbl 07098088) Full Text: DOI
Pinsky, Ross Kemeny’s constant for one-dimensional diffusions. (English) Zbl 07088977 Electron. Commun. Probab. 24, Paper No. 36, 5 p. (2019). MSC: 60J60 60J50 PDF BibTeX XML Cite \textit{R. Pinsky}, Electron. Commun. Probab. 24, Paper No. 36, 5 p. (2019; Zbl 07088977) Full Text: DOI Euclid
Hartmann, Carsten; Schütte, Christof; Zhang, Wei Jarzynski’s equality, fluctuation theorems, and variance reduction: mathematical analysis and numerical algorithms. (English) Zbl 1416.60078 J. Stat. Phys. 175, No. 6, 1214-1261 (2019). MSC: 60J60 60H10 60H35 65C30 PDF BibTeX XML Cite \textit{C. Hartmann} et al., J. Stat. Phys. 175, No. 6, 1214--1261 (2019; Zbl 1416.60078) Full Text: DOI
Jiang, Yiming; Song, Shiyu; Wang, Yongjin Some explicit results on one kind of sticky diffusion. (English) Zbl 1415.60093 J. Appl. Probab. 56, No. 2, 398-415 (2019). MSC: 60J60 91G20 PDF BibTeX XML Cite \textit{Y. Jiang} et al., J. Appl. Probab. 56, No. 2, 398--415 (2019; Zbl 1415.60093) Full Text: DOI
Ren, Panpan; Wang, Feng-Yu Bismut formula for Lions derivative of distribution dependent SDEs and applications. (English) Zbl 1415.60094 J. Differ. Equations 267, No. 8, 4745-4777 (2019). MSC: 60J60 58J65 PDF BibTeX XML Cite \textit{P. Ren} and \textit{F.-Y. Wang}, J. Differ. Equations 267, No. 8, 4745--4777 (2019; Zbl 1415.60094) Full Text: DOI arXiv
Lou, Shuwen Brownian motion with drift on spaces with varying dimension. (English) Zbl 07074602 Stochastic Processes Appl. 129, No. 6, 2086-2129 (2019). MSC: 60J60 60J35 31C25 60H30 60J45 PDF BibTeX XML Cite \textit{S. Lou}, Stochastic Processes Appl. 129, No. 6, 2086--2129 (2019; Zbl 07074602) Full Text: DOI arXiv
Hening, Alexandru; Kolb, Martin Quasistationary distributions for one-dimensional diffusions with singular boundary points. (English) Zbl 1435.60055 Stochastic Processes Appl. 129, No. 5, 1659-1696 (2019). Reviewer: Isamu Dôku (Saitama) MSC: 60J60 58J65 58J05 35J10 35P05 47F05 PDF BibTeX XML Cite \textit{A. Hening} and \textit{M. Kolb}, Stochastic Processes Appl. 129, No. 5, 1659--1696 (2019; Zbl 1435.60055) Full Text: DOI arXiv
Benaïm, Michel; Bréhier, Charles-Edouard Convergence analysis of adaptive biasing potential methods for diffusion processes. (English) Zbl 1422.60131 Commun. Math. Sci. 17, No. 1, 81-130 (2019). MSC: 60J60 60J22 PDF BibTeX XML Cite \textit{M. Benaïm} and \textit{C.-E. Bréhier}, Commun. Math. Sci. 17, No. 1, 81--130 (2019; Zbl 1422.60131) Full Text: DOI arXiv
Bolyog, Beáta; Pap, Gyula On conditional least squares estimation for affine diffusions based on continuous time observations. (English) Zbl 1428.60113 Stat. Inference Stoch. Process. 22, No. 1, 41-75 (2019). MSC: 60J60 62F12 PDF BibTeX XML Cite \textit{B. Bolyog} and \textit{G. Pap}, Stat. Inference Stoch. Process. 22, No. 1, 41--75 (2019; Zbl 1428.60113) Full Text: DOI
Yaegashi, Yuta; Yoshioka, Hidekazu; Tsugihashi, Kentaro; Fujihara, Masayuki Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process. (Analyse et calcul des fonctions de densité de probabilité pour un processus de diffusion en dimension 1 contrôlé par impulsion.) (English) Zbl 07060096 C. R., Math., Acad. Sci. Paris 357, No. 3, 306-315 (2019). MSC: 60J60 65C50 PDF BibTeX XML Cite \textit{Y. Yaegashi} et al., C. R., Math., Acad. Sci. Paris 357, No. 3, 306--315 (2019; Zbl 07060096) Full Text: DOI
Conforti, Giovanni A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost. (English) Zbl 07058374 Probab. Theory Relat. Fields 174, No. 1-2, 1-47 (2019). MSC: 60J60 39B62 60F10 46N10 47D07 PDF BibTeX XML Cite \textit{G. Conforti}, Probab. Theory Relat. Fields 174, No. 1--2, 1--47 (2019; Zbl 07058374) Full Text: DOI
Bion-Nadal, Jocelyne; Talay, Denis On a Wasserstein-type distance between solutions to stochastic differential equations. (English) Zbl 1412.60115 Ann. Appl. Probab. 29, No. 3, 1609-1639 (2019). MSC: 60J60 93E20 PDF BibTeX XML Cite \textit{J. Bion-Nadal} and \textit{D. Talay}, Ann. Appl. Probab. 29, No. 3, 1609--1639 (2019; Zbl 1412.60115) Full Text: DOI Euclid
Bui, Trang; Yin, George Hybrid competitive Lotka-Volterra ecosystems: countable switching states and two-time-scale models. (English) Zbl 07054772 Stochastic Anal. Appl. 37, No. 2, 219-242 (2019). MSC: 60J60 60J27 92D25 92D40 PDF BibTeX XML Cite \textit{T. Bui} and \textit{G. Yin}, Stochastic Anal. Appl. 37, No. 2, 219--242 (2019; Zbl 07054772) Full Text: DOI arXiv
Kawamoto, Yosuke; Osada, Hirofumi Dynamical bulk scaling limit of Gaussian unitary ensembles and stochastic differential equation gaps. (English) Zbl 07051793 J. Theor. Probab. 32, No. 2, 907-933 (2019). MSC: 60J60 60J70 15A52 60F17 60J65 PDF BibTeX XML Cite \textit{Y. Kawamoto} and \textit{H. Osada}, J. Theor. Probab. 32, No. 2, 907--933 (2019; Zbl 07051793) Full Text: DOI
Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes. (English) Zbl 07051080 Trans. Am. Math. Soc. 371, No. 10, 7135-7173 (2019). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{A. Eberle} et al., Trans. Am. Math. Soc. 371, No. 10, 7135--7173 (2019; Zbl 07051080) Full Text: DOI arXiv