Kechejian, H.; Ohanyan, V. K.; Bardakhchyan, V. G. Portfolio value-at-risk approximation for geometric Brownian motion. (English) Zbl 07911064 J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 2, 110-119 (2024) and Izv. Nats. Akad. Nauk Armen., Mat. 59, No. 2, 56-66 (2024). MSC: 60J65 65C30 60H35 97M30 91B24 PDFBibTeX XMLCite \textit{H. Kechejian} et al., J. Contemp. Math. Anal., Armen. Acad. Sci. 59, No. 2, 110--119 (2024; Zbl 07911064) Full Text: DOI
Hummel, Sebastian; Jaffe, Adam Quinn Constructing maximal germ couplings of Brownian motions with drift. (English) Zbl 07905740 Electron. Commun. Probab. 29, Paper No. 23, 11 p. (2024). MSC: 60J65 60H35 65C30 PDFBibTeX XMLCite \textit{S. Hummel} and \textit{A. Q. Jaffe}, Electron. Commun. Probab. 29, Paper No. 23, 11 p. (2024; Zbl 07905740) Full Text: DOI arXiv Link OA License
Perera, Kolitha A new three-dimensional extension of Bougerol’s identity in law. (English) Zbl 07905721 Electron. Commun. Probab. 29, Paper No. 4, 7 p. (2024). Reviewer: Göran Högnäs (Åbo) MSC: 60J65 60H15 PDFBibTeX XMLCite \textit{K. Perera}, Electron. Commun. Probab. 29, Paper No. 4, 7 p. (2024; Zbl 07905721) Full Text: DOI Link OA License
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. On some properties of the fractional derivative of the Brownian local time. (English. Russian original) Zbl 07881430 Proc. Steklov Inst. Math. 324, 100-114 (2024); translation from Tr. Mat. Inst. Steklova 324, 109-123 (2024). MSC: 60J65 60H05 PDFBibTeX XMLCite \textit{I. A. Ibragimov} et al., Proc. Steklov Inst. Math. 324, 100--114 (2024; Zbl 07881430); translation from Tr. Mat. Inst. Steklova 324, 109--123 (2024) Full Text: DOI
Li, Yiting; Sun, Xin; Watson, Samuel S. Schnyder woods, \(\mathrm{SLE}_{16}\), and Liouville quantum gravity. (English) Zbl 07876026 Trans. Am. Math. Soc. 377, No. 4, 2439-2493 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J65 60D05 PDFBibTeX XMLCite \textit{Y. Li} et al., Trans. Am. Math. Soc. 377, No. 4, 2439--2493 (2024; Zbl 07876026) Full Text: DOI arXiv
Brown, Bruce; Griebel, Michael; Kuo, Frances Y.; Sloan, Ian H. On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction. (English) Zbl 07873481 Bull. Aust. Math. Soc. 109, No. 3, 581-593 (2024). MSC: 60J65 60G15 41A63 91G20 PDFBibTeX XMLCite \textit{B. Brown} et al., Bull. Aust. Math. Soc. 109, No. 3, 581--593 (2024; Zbl 07873481) Full Text: DOI arXiv
Jin, Xiong Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion. (English) Zbl 07871286 J. Fractal Geom. 11, No. 1-2, 85-109 (2024). MSC: 60J65 60G22 60D05 28A80 34K08 PDFBibTeX XMLCite \textit{X. Jin}, J. Fractal Geom. 11, No. 1--2, 85--109 (2024; Zbl 07871286) Full Text: DOI arXiv OA License
Weisbart, David \(p\)-adic Brownian motion is a scaling limit. (English) Zbl 1540.60185 J. Phys. A, Math. Theor. 57, No. 20, Article ID 205203, 20 p. (2024). MSC: 60J65 35S05 46S10 47S10 PDFBibTeX XMLCite \textit{D. Weisbart}, J. Phys. A, Math. Theor. 57, No. 20, Article ID 205203, 20 p. (2024; Zbl 1540.60185) Full Text: DOI arXiv
Sauzedde, Isao Holonomy of the planar Brownian motion in a Poisson punctured plane. (English) Zbl 07868798 Commun. Math. Phys. 405, No. 6, Paper No. 139, 48 p. (2024). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J65 PDFBibTeX XMLCite \textit{I. Sauzedde}, Commun. Math. Phys. 405, No. 6, Paper No. 139, 48 p. (2024; Zbl 07868798) Full Text: DOI OA License
Ma, Chunsheng Bifractional Brownian motions on metric spaces. (English) Zbl 07865971 J. Theor. Probab. 37, No. 2, 1299-1332 (2024). MSC: 60J65 60G22 60G60 62R20 PDFBibTeX XMLCite \textit{C. Ma}, J. Theor. Probab. 37, No. 2, 1299--1332 (2024; Zbl 07865971) Full Text: DOI
Iyaniwura, Sarafa A.; Peng, Zhiwei Asymptotic analysis and simulation of mean first passage time for active Brownian particles in 1-D. (English) Zbl 07864246 SIAM J. Appl. Math. 84, No. 3, 1079-1095 (2024). MSC: 60J65 35E15 60G05 PDFBibTeX XMLCite \textit{S. A. Iyaniwura} and \textit{Z. Peng}, SIAM J. Appl. Math. 84, No. 3, 1079--1095 (2024; Zbl 07864246) Full Text: DOI arXiv
Habermann, Karen; Harms, Philipp; Sommer, Stefan Long-time existence of Brownian motion on configurations of two landmarks. (English) Zbl 1537.60109 Bull. Lond. Math. Soc. 56, No. 5, 1658-1679 (2024). MSC: 60J65 62R30 60J50 PDFBibTeX XMLCite \textit{K. Habermann} et al., Bull. Lond. Math. Soc. 56, No. 5, 1658--1679 (2024; Zbl 1537.60109) Full Text: DOI arXiv OA License
Nikolaev, A. K. An analog of local time of complex Brownian motion process. (English. Russian original) Zbl 1537.60110 J. Math. Sci., New York 281, No. 1, 118-126 (2024); translation from Zap. Nauchn. Semin. POMI 505, 172-184 (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 60J65 PDFBibTeX XMLCite \textit{A. K. Nikolaev}, J. Math. Sci., New York 281, No. 1, 118--126 (2024; Zbl 1537.60110); translation from Zap. Nauchn. Semin. POMI 505, 172--184 (2021) Full Text: DOI
Borodin, A. N. Distribution of functionals of Brownian motion with linear drift and elastically killed at zero. (English. Russian original) Zbl 1539.60103 J. Math. Sci., New York 281, No. 1, 41-49 (2024); translation from Zap. Nauchn. Semin. POMI 505, 62-74 (2021). Reviewer: Andrius Grigutis (Vilnius) MSC: 60J65 PDFBibTeX XMLCite \textit{A. N. Borodin}, J. Math. Sci., New York 281, No. 1, 41--49 (2024; Zbl 1539.60103); translation from Zap. Nauchn. Semin. POMI 505, 62--74 (2021) Full Text: DOI
Kim, Hyunjoong; Lawley, Sean D. Cover times of many diffusive or subdiffusive searchers. (English) Zbl 1534.60112 SIAM J. Appl. Math. 84, No. 2, 602-620 (2024). MSC: 60J65 60J60 60G70 PDFBibTeX XMLCite \textit{H. Kim} and \textit{S. D. Lawley}, SIAM J. Appl. Math. 84, No. 2, 602--620 (2024; Zbl 1534.60112) Full Text: DOI arXiv
Khanin, Konstantin; Li, Liying On the rate of convergence to coalescing Brownian motions. (English. French summary) Zbl 07831629 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 208-231 (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J90 37H30 37A25 PDFBibTeX XMLCite \textit{K. Khanin} and \textit{L. Li}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 208--231 (2024; Zbl 07831629) Full Text: DOI
Dembo, Amir; Lubetzky, Eyal; Zeitouni, Ofer On the limiting law of line ensembles of Brownian polymers with geometric area tilts. (English. French summary) Zbl 1536.60076 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 113-125 (2024). MSC: 60J65 82B24 82D60 82C24 82B20 82B41 PDFBibTeX XMLCite \textit{A. Dembo} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 1, 113--125 (2024; Zbl 1536.60076) Full Text: DOI arXiv
Bobrowski, Adam; Ratajczyk, Elżbieta Pairs of complementary transmission conditions for Brownian motion. (English) Zbl 1536.60074 Math. Ann. 388, No. 4, 4317-4342 (2024). MSC: 60J65 60J50 35B06 47D07 47D09 PDFBibTeX XMLCite \textit{A. Bobrowski} and \textit{E. Ratajczyk}, Math. Ann. 388, No. 4, 4317--4342 (2024; Zbl 1536.60074) Full Text: DOI OA License
Vidmar, Matija; Warren, Jon Stationary local random countable sets over the Wiener noise. (English) Zbl 1535.60133 Probab. Theory Relat. Fields 188, No. 3-4, 1063-1129 (2024). MSC: 60J65 60D05 60G55 60G20 PDFBibTeX XMLCite \textit{M. Vidmar} and \textit{J. Warren}, Probab. Theory Relat. Fields 188, No. 3--4, 1063--1129 (2024; Zbl 1535.60133) Full Text: DOI arXiv OA License
Klump, Alexander; Kolb, Martin An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion. (English) Zbl 1533.60133 J. Appl. Probab. 61, No. 1, 279-300 (2024). Reviewer: Liping Li (Beijing) MSC: 60J65 60G40 60E15 PDFBibTeX XMLCite \textit{A. Klump} and \textit{M. Kolb}, J. Appl. Probab. 61, No. 1, 279--300 (2024; Zbl 1533.60133) Full Text: DOI
Huang, Dongzhou The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion. (English) Zbl 1532.60166 Stat. Probab. Lett. 205, Article ID 109952, 7 p. (2024). MSC: 60J65 60G55 PDFBibTeX XMLCite \textit{D. Huang}, Stat. Probab. Lett. 205, Article ID 109952, 7 p. (2024; Zbl 1532.60166) Full Text: DOI
Neuschel, Thorsten; Venker, Martin Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition. (English) Zbl 07801570 Nonlinearity 37, No. 3, Article ID 035008, 47 p. (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J65 60B20 PDFBibTeX XMLCite \textit{T. Neuschel} and \textit{M. Venker}, Nonlinearity 37, No. 3, Article ID 035008, 47 p. (2024; Zbl 07801570) Full Text: DOI arXiv OA License
Forkel, Johannes; Sauzedde, Isao Convergence of the logarithm of the characteristic polynomial of unitary Brownian motion in Sobolev space. (English) Zbl 1534.60109 J. Phys. A, Math. Theor. 57, No. 3, Article ID 035204, 12 p. (2024). MSC: 60J65 15B52 60B20 60F05 82B44 PDFBibTeX XMLCite \textit{J. Forkel} and \textit{I. Sauzedde}, J. Phys. A, Math. Theor. 57, No. 3, Article ID 035204, 12 p. (2024; Zbl 1534.60109) Full Text: DOI arXiv OA License
Aïdékon, Elie; Hu, Yueyun; Shi, Zhan An infinite-dimensional representation of the Ray-Knight theorems. (English) Zbl 1530.60071 Sci. China, Math. 67, No. 1, 149-162 (2024). MSC: 60J65 60J55 60G40 60J80 PDFBibTeX XMLCite \textit{E. Aïdékon} et al., Sci. China, Math. 67, No. 1, 149--162 (2024; Zbl 1530.60071) Full Text: DOI arXiv HAL
Eliazar, Iddo Power Brownian motion. (English) Zbl 1534.60108 J. Phys. A, Math. Theor. 57, No. 3, Article ID 03LT01, 12 p. (2024). MSC: 60J65 60G22 82C31 PDFBibTeX XMLCite \textit{I. Eliazar}, J. Phys. A, Math. Theor. 57, No. 3, Article ID 03LT01, 12 p. (2024; Zbl 1534.60108) Full Text: DOI OA License
Wagner, Stefan Orthogonal intertwiners for infinite particle systems in the continuum. (English) Zbl 1530.60072 Stochastic Processes Appl. 168, Article ID 104269, 18 p. (2024). MSC: 60J65 60J25 82C22 PDFBibTeX XMLCite \textit{S. Wagner}, Stochastic Processes Appl. 168, Article ID 104269, 18 p. (2024; Zbl 1530.60072) Full Text: DOI arXiv
Li, Xiaofei; Lin, Shengqi Asymptotic analysis of the narrow escape problem in general shaped domain with several absorbing necks. (English) Zbl 1533.60134 J. Phys. A, Math. Theor. 57, No. 1, Article ID 015206, 21 p. (2024). MSC: 60J65 35C20 35B40 65L10 PDFBibTeX XMLCite \textit{X. Li} and \textit{S. Lin}, J. Phys. A, Math. Theor. 57, No. 1, Article ID 015206, 21 p. (2024; Zbl 1533.60134) Full Text: DOI arXiv
Hariya, Yuu Invariance of Brownian motion associated with exponential functionals. (English) Zbl 1534.60111 Stochastic Processes Appl. 167, Article ID 104235, 22 p. (2024). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J65 60J55 60G30 PDFBibTeX XMLCite \textit{Y. Hariya}, Stochastic Processes Appl. 167, Article ID 104235, 22 p. (2024; Zbl 1534.60111) Full Text: DOI arXiv
Gross, Renan Brownian motion can feel the shape of a drum. (English) Zbl 1534.60110 Stochastic Processes Appl. 167, Article ID 104233, 19 p. (2024). MSC: 60J65 60G50 60K37 PDFBibTeX XMLCite \textit{R. Gross}, Stochastic Processes Appl. 167, Article ID 104233, 19 p. (2024; Zbl 1534.60110) Full Text: DOI arXiv
D’Ovidio, Mirko; Iafrate, Francesco Elastic drifted Brownian motions and non-local boundary conditions. (English) Zbl 07785660 Stochastic Processes Appl. 167, Article ID 104228, 36 p. (2024). MSC: 60J65 60G52 35R11 60G22 60J60 PDFBibTeX XMLCite \textit{M. D'Ovidio} and \textit{F. Iafrate}, Stochastic Processes Appl. 167, Article ID 104228, 36 p. (2024; Zbl 07785660) Full Text: DOI arXiv
Geng, Xi; Markowsky, Greg Stochastic Domination of Exit Times for Random Walks and Brownian Motion with Drift. arXiv:2408.00277 Preprint, arXiv:2408.00277 [math.PR] (2024). MSC: 60J65 60G50 BibTeX Cite \textit{X. Geng} and \textit{G. Markowsky}, ``Stochastic Domination of Exit Times for Random Walks and Brownian Motion with Drift'', Preprint, arXiv:2408.00277 [math.PR] (2024) Full Text: arXiv OA License
Wu, Erik; Starr, Shannon Online minimum search for a Brownian bridge. arXiv:2407.19490 Preprint, arXiv:2407.19490 [math.PR] (2024). MSC: 60J65 60G17 65K10 68Q87 BibTeX Cite \textit{E. Wu} and \textit{S. Starr}, ``Online minimum search for a Brownian bridge'', Preprint, arXiv:2407.19490 [math.PR] (2024) Full Text: arXiv OA License
Bass, Richard F.; Burdzy, Krzysztof Uniqueness for the Skorokhod problem in an orthant: critical cases. arXiv:2407.05140 Preprint, arXiv:2407.05140 [math.PR] (2024). MSC: 60J65 BibTeX Cite \textit{R. F. Bass} and \textit{K. Burdzy}, ``Uniqueness for the Skorokhod problem in an orthant: critical cases'', Preprint, arXiv:2407.05140 [math.PR] (2024) Full Text: arXiv OA License
Šebek, Stjepan Convex hull of Brownian motion and Brownian bridge. arXiv:2406.07079 Preprint, arXiv:2406.07079 [math.PR] (2024). MSC: 60J65 60D05 52A22 52A10 BibTeX Cite \textit{S. Šebek}, ``Convex hull of Brownian motion and Brownian bridge'', Preprint, arXiv:2406.07079 [math.PR] (2024) Full Text: arXiv OA License
Bass, Richard F.; Burdzy, Krzysztof Pathwise non-uniqueness for Brownian motion in a quadrant with oblique reflection. arXiv:2405.06144 Preprint, arXiv:2405.06144 [math.PR] (2024). MSC: 60J65 BibTeX Cite \textit{R. F. Bass} and \textit{K. Burdzy}, ``Pathwise non-uniqueness for Brownian motion in a quadrant with oblique reflection'', Preprint, arXiv:2405.06144 [math.PR] (2024) Full Text: arXiv OA License
Paul, Madhumita; Molchanov, Stanislav Brownian Motion on The Spider Like Quantum Graphs. arXiv:2405.04439 Preprint, arXiv:2405.04439 [math-ph] (2024). MSC: 60J65 47A11 BibTeX Cite \textit{M. Paul} and \textit{S. Molchanov}, ``Brownian Motion on The Spider Like Quantum Graphs'', Preprint, arXiv:2405.04439 [math-ph] (2024) Full Text: arXiv OA License
Jego, Antoine; Lupu, Titus; Qian, Wei The height gap of planar Brownian motion is \(\frac{5}{\pi}\). arXiv:2403.03040 Preprint, arXiv:2403.03040 [math.PR] (2024). MSC: 60J65 60J67 60J55 BibTeX Cite \textit{A. Jego} et al., ``The height gap of planar Brownian motion is $\frac{5}{\pi}$'', Preprint, arXiv:2403.03040 [math.PR] (2024) Full Text: arXiv OA License
Atar, Rami; Budhiraja, Amarjit Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion. arXiv:2403.00320 Preprint, arXiv:2403.00320 [math.PR] (2024). MSC: 60J65 60B10 60J55 60J70 BibTeX Cite \textit{R. Atar} and \textit{A. Budhiraja}, ``Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion'', Preprint, arXiv:2403.00320 [math.PR] (2024) Full Text: arXiv OA License
Barrera, Gerardo; Högele, Michael A. Ergodicity bounds for stable Ornstein-Uhlenbeck systems in Wasserstein distance with applications to cutoff stability. (English) Zbl 07863014 Chaos 33, No. 11, Article ID 113124, 19 p. (2023). MSC: 60J65 60G51 60G50 PDFBibTeX XMLCite \textit{G. Barrera} and \textit{M. A. Högele}, Chaos 33, No. 11, Article ID 113124, 19 p. (2023; Zbl 07863014) Full Text: DOI arXiv
Pikovsky, Arkady Deterministic active particles in the overactive limit. (English) Zbl 07863004 Chaos 33, No. 11, Article ID 113114, 8 p. (2023). MSC: 60J65 82C22 PDFBibTeX XMLCite \textit{A. Pikovsky}, Chaos 33, No. 11, Article ID 113114, 8 p. (2023; Zbl 07863004) Full Text: DOI arXiv
Abundo, Mario The first-passage area of Wiener process with stochastic resetting. (English) Zbl 07826461 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 92, 25 p. (2023). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J65 60K99 PDFBibTeX XMLCite \textit{M. Abundo}, Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 92, 25 p. (2023; Zbl 07826461) Full Text: DOI arXiv
Lakner, Peter; Liu, Ziran; Reed, Josh Reflected Brownian motion with drift in a wedge. (English) Zbl 07817595 Queueing Syst. 105, No. 3-4, 233-270 (2023). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J65 PDFBibTeX XMLCite \textit{P. Lakner} et al., Queueing Syst. 105, No. 3--4, 233--270 (2023; Zbl 07817595) Full Text: DOI arXiv
Sauzedde, Isao Planar Brownian motion winds evenly along its trajectory. (English) Zbl 1532.60167 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1359-1366 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60J65 60J55 60F15 PDFBibTeX XMLCite \textit{I. Sauzedde}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1359--1366 (2023; Zbl 1532.60167) Full Text: arXiv Link
Huang, Ching-Peng; Inauen, Dominik; Menon, Govind Motion by mean curvature and Dyson Brownian motion. (English) Zbl 07790346 Electron. Commun. Probab. 28, Paper No. 34, 10 p. (2023). Reviewer: Nicolas Privault (Singapura) MSC: 60J65 53E10 53C17 PDFBibTeX XMLCite \textit{C.-P. Huang} et al., Electron. Commun. Probab. 28, Paper No. 34, 10 p. (2023; Zbl 07790346) Full Text: DOI
Perez, Daniel On the persistent homology of almost surely \(C^0\) stochastic processes. (English) Zbl 1527.60062 J. Appl. Comput. Topol. 7, No. 4, 879-906 (2023). MSC: 60J65 55N35 33B10 42A20 60G50 PDFBibTeX XMLCite \textit{D. Perez}, J. Appl. Comput. Topol. 7, No. 4, 879--906 (2023; Zbl 1527.60062) Full Text: DOI arXiv
Adhikari, Arka; Landon, Benjamin Local law and rigidity for unitary Brownian motion. (English) Zbl 07768339 Probab. Theory Relat. Fields 187, No. 3-4, 753-815 (2023). MSC: 60J65 15B52 60B20 22C05 PDFBibTeX XMLCite \textit{A. Adhikari} and \textit{B. Landon}, Probab. Theory Relat. Fields 187, No. 3--4, 753--815 (2023; Zbl 07768339) Full Text: DOI arXiv
Christensen, Sören; Fischer, Simon; Hallmann, Oskar Uniqueness of first passage time distributions via Fredholm integral equations. (English) Zbl 1536.60075 Stat. Probab. Lett. 203, Article ID 109912, 8 p. (2023). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 60J65 45B05 60G40 PDFBibTeX XMLCite \textit{S. Christensen} et al., Stat. Probab. Lett. 203, Article ID 109912, 8 p. (2023; Zbl 1536.60075) Full Text: DOI arXiv
Nakano, Fumihiko; Trinh, Hoang Dung; Trinh, Khanh Duy Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes. (English) Zbl 1523.60135 Random Matrices Theory Appl. 12, No. 3, Article ID 2350005, 28 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60J65 60F05 60H05 PDFBibTeX XMLCite \textit{F. Nakano} et al., Random Matrices Theory Appl. 12, No. 3, Article ID 2350005, 28 p. (2023; Zbl 1523.60135) Full Text: DOI arXiv
Du, Weitao; Hsu, Elton P. Reflecting Brownian motion and the Gauss-Bonnet-Chern theorem. (English) Zbl 1526.60046 Commun. Math. Stat. 11, No. 3, 609-627 (2023). Reviewer: Isamu Dôku (Saitama) MSC: 60J65 58J65 PDFBibTeX XMLCite \textit{W. Du} and \textit{E. P. Hsu}, Commun. Math. Stat. 11, No. 3, 609--627 (2023; Zbl 1526.60046) Full Text: DOI arXiv
Kay, Toby; Giuggioli, Luca Extreme value statistics and arcsine laws of Brownian motion in the presence of a permeable barrier. (English) Zbl 1517.60104 J. Phys. A, Math. Theor. 56, No. 34, Article ID 345002, 26 p. (2023). MSC: 60J65 82B31 82B41 82C31 60G70 PDFBibTeX XMLCite \textit{T. Kay} and \textit{L. Giuggioli}, J. Phys. A, Math. Theor. 56, No. 34, Article ID 345002, 26 p. (2023; Zbl 1517.60104) Full Text: DOI arXiv OA License
Eliazar, Iddo; Arutkin, Maxence Weird Brownian motion. (English) Zbl 1519.60087 J. Phys. A, Math. Theor. 56, No. 32, Article ID 325002, 31 p. (2023). MSC: 60J65 60G15 PDFBibTeX XMLCite \textit{I. Eliazar} and \textit{M. Arutkin}, J. Phys. A, Math. Theor. 56, No. 32, Article ID 325002, 31 p. (2023; Zbl 1519.60087) Full Text: DOI OA License
Lou, Shuwen Discrete approximation to Brownian motion with varying dimension in bounded domains. (English) Zbl 1519.60089 Kyoto J. Math. 63, No. 3, 641-667 (2023). Reviewer: Michael Voit (Dortmund) MSC: 60J65 60J35 31C25 60J45 PDFBibTeX XMLCite \textit{S. Lou}, Kyoto J. Math. 63, No. 3, 641--667 (2023; Zbl 1519.60089) Full Text: DOI arXiv Link
Borodin, A. N. Distributions of functionals of a skew Brownian motion with discontinuous drift. (English. Russian original) Zbl 1518.60074 J. Math. Sci., New York 273, No. 5, 676-686 (2023); translation from Zap. Nauchn. Semin. POMI 501, 36-51 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 60J65 60J60 PDFBibTeX XMLCite \textit{A. N. Borodin}, J. Math. Sci., New York 273, No. 5, 676--686 (2023; Zbl 1518.60074); translation from Zap. Nauchn. Semin. POMI 501, 36--51 (2021) Full Text: DOI
Brockington, Dom; Warren, Jon The Bethe ansatz for sticky Brownian motions. (English) Zbl 1524.60180 Stochastic Processes Appl. 162, 1-48 (2023). MSC: 60J65 60H10 60K35 PDFBibTeX XMLCite \textit{D. Brockington} and \textit{J. Warren}, Stochastic Processes Appl. 162, 1--48 (2023; Zbl 1524.60180) Full Text: DOI arXiv OA License
Kondratiev, Yuri; da Silva, José L. Compound Poisson processes: potentials, Green measures and random times. (English) Zbl 1515.60271 Stat. Probab. Lett. 197, Article ID 109815, 8 p. (2023). MSC: 60J65 60J55 60G50 PDFBibTeX XMLCite \textit{Y. Kondratiev} and \textit{J. L. da Silva}, Stat. Probab. Lett. 197, Article ID 109815, 8 p. (2023; Zbl 1515.60271) Full Text: DOI arXiv OA License
Rosen, Jay Tightness for thick points in two dimensions. (English) Zbl 1519.60092 Electron. J. Probab. 28, Paper No. 18, 45 p. (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J65 PDFBibTeX XMLCite \textit{J. Rosen}, Electron. J. Probab. 28, Paper No. 18, 45 p. (2023; Zbl 1519.60092) Full Text: DOI arXiv Link
Pirjol, Dan; Zhu, Lingjiong Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion. (English) Zbl 1525.60101 Oper. Res. Lett. 51, No. 3, 346-352 (2023). MSC: 60J65 44A10 91G20 PDFBibTeX XMLCite \textit{D. Pirjol} and \textit{L. Zhu}, Oper. Res. Lett. 51, No. 3, 346--352 (2023; Zbl 1525.60101) Full Text: DOI arXiv
Berestycki, Nathanaël; Sheffield, Scott; Sun, Xin Equivalence of Liouville measure and Gaussian free field. (English) Zbl 1516.60049 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 2, 795-816 (2023). MSC: 60J65 60J67 60K37 60G15 60G60 60G57 PDFBibTeX XMLCite \textit{N. Berestycki} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 2, 795--816 (2023; Zbl 1516.60049) Full Text: DOI arXiv
Valentić, Ivana Skew-product decomposition of Brownian motion on an ellipsoid. (English) Zbl 1515.60272 Stat. Probab. Lett. 195, Article ID 109784, 5 p. (2023). MSC: 60J65 58J65 PDFBibTeX XMLCite \textit{I. Valentić}, Stat. Probab. Lett. 195, Article ID 109784, 5 p. (2023; Zbl 1515.60272) Full Text: DOI arXiv
Kim, Yujin H.; Lubetzky, Eyal; Zeitouni, Ofer The maximum of branching Brownian motion in \(\mathbb{R}^d\). (English) Zbl 1519.60088 Ann. Appl. Probab. 33, No. 2, 1515-1568 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J70 60J80 PDFBibTeX XMLCite \textit{Y. H. Kim} et al., Ann. Appl. Probab. 33, No. 2, 1515--1568 (2023; Zbl 1519.60088) Full Text: DOI arXiv
Banerjee, Sayan; Brown, Brendan Dimension-free local convergence and perturbations for reflected Brownian motions. (English) Zbl 1523.60132 Ann. Appl. Probab. 33, No. 1, 376-416 (2023). Reviewer: Pavel Gapeev (London) MSC: 60J65 60J60 60J55 60K37 37A25 PDFBibTeX XMLCite \textit{S. Banerjee} and \textit{B. Brown}, Ann. Appl. Probab. 33, No. 1, 376--416 (2023; Zbl 1523.60132) Full Text: DOI arXiv
Lehmann, Tobias Darwinian evolution as Brownian motion on the simplex: a geometric perspective on stochastic replicator dynamics. (English) Zbl 1523.60133 Ann. Appl. Probab. 33, No. 1, 344-375 (2023). Reviewer: Pavel Gapeev (London) MSC: 60J65 60J70 91A22 92D25 51E26 PDFBibTeX XMLCite \textit{T. Lehmann}, Ann. Appl. Probab. 33, No. 1, 344--375 (2023; Zbl 1523.60133) Full Text: DOI arXiv
Guillin, Arnaud; Le Bris, Pierre; Monmarché, Pierre On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas. (Sur les systèmes de particules en interaction singulière répulsive en dimension \(1\) : log-gaz et gaz de Riesz.) (English. French summary) Zbl 1526.60047 J. Éc. Polytech., Math. 10, 867-916 (2023). MSC: 60J65 60J60 60F15 60B20 35Q82 60K35 PDFBibTeX XMLCite \textit{A. Guillin} et al., J. Éc. Polytech., Math. 10, 867--916 (2023; Zbl 1526.60047) Full Text: DOI arXiv OA License
Kopytko, B. I.; Portenko, M. I. On a multidimensional Brownian motion with a membrane located on a given hyperplane. (English) Zbl 1511.60117 Stochastic Processes Appl. 160, 371-385 (2023). MSC: 60J65 60J60 PDFBibTeX XMLCite \textit{B. I. Kopytko} and \textit{M. I. Portenko}, Stochastic Processes Appl. 160, 371--385 (2023; Zbl 1511.60117) Full Text: DOI
Banerjee, Sayan; Budhiraja, Amarjit; Estevez, Benjamin The inert drift atlas model. (English) Zbl 1512.60053 Commun. Math. Phys. 399, No. 3, 2083-2147 (2023). MSC: 60J65 60E07 PDFBibTeX XMLCite \textit{S. Banerjee} et al., Commun. Math. Phys. 399, No. 3, 2083--2147 (2023; Zbl 1512.60053) Full Text: DOI arXiv
Jego, Antoine Characterisation of planar Brownian multiplicative chaos. (English) Zbl 1512.60054 Commun. Math. Phys. 399, No. 2, 971-1019 (2023). MSC: 60J65 60G57 PDFBibTeX XMLCite \textit{A. Jego}, Commun. Math. Phys. 399, No. 2, 971--1019 (2023; Zbl 1512.60054) Full Text: DOI arXiv OA License
Ahmad, Saeed; Das, Dibyendu Comparing the roles of time overhead and spatial dimensions on optimal resetting rate vanishing transitions, in Brownian processes with potential bias and stochastic resetting. (English) Zbl 1509.60139 J. Phys. A, Math. Theor. 56, No. 10, Article ID 104001, 17 p. (2023). MSC: 60J65 60J60 82C31 PDFBibTeX XMLCite \textit{S. Ahmad} and \textit{D. Das}, J. Phys. A, Math. Theor. 56, No. 10, Article ID 104001, 17 p. (2023; Zbl 1509.60139) Full Text: DOI arXiv
Hariya, Yuu; Matsumura, Yohei On two-dimensional extensions of Bougerol’s identity in law. (English) Zbl 1508.60088 Electron. Commun. Probab. 28, Paper No. 2, 7 p. (2023). MSC: 60J65 60J55 PDFBibTeX XMLCite \textit{Y. Hariya} and \textit{Y. Matsumura}, Electron. Commun. Probab. 28, Paper No. 2, 7 p. (2023; Zbl 1508.60088) Full Text: DOI arXiv
Grela, Jacek; Majumdar, Satya N.; Schehr, Grégory Comment on: “Non-intersecting Brownian bridges in the flat-to-flat geometry”. (English) Zbl 1503.60114 J. Stat. Phys. 190, No. 2, Paper No. 33, 4 p. (2023). MSC: 60J65 15B52 60B20 82B41 60K35 PDFBibTeX XMLCite \textit{J. Grela} et al., J. Stat. Phys. 190, No. 2, Paper No. 33, 4 p. (2023; Zbl 1503.60114) Full Text: DOI
Lee, Taeho Exact simulation for the first hitting time of Brownian motion and Brownian bridge. (English) Zbl 1499.60277 Stat. Probab. Lett. 193, Article ID 109654, 8 p. (2023). MSC: 60J65 60J60 PDFBibTeX XMLCite \textit{T. Lee}, Stat. Probab. Lett. 193, Article ID 109654, 8 p. (2023; Zbl 1499.60277) Full Text: DOI
Bormann, Marie; von Renesse, Max; Wang, Feng-Yu Functional Inequalities for Brownian Motion on Riemannian Manifolds with Sticky-Reflecting Boundary Diffusion. arXiv:2401.00206 Preprint, arXiv:2401.00206 [math.PR] (2023). MSC: 60J65 35A23 58C40 BibTeX Cite \textit{M. Bormann} et al., ``Functional Inequalities for Brownian Motion on Riemannian Manifolds with Sticky-Reflecting Boundary Diffusion'', Preprint, arXiv:2401.00206 [math.PR] (2023) Full Text: arXiv OA License
Ahlberg, Daniel; Angel, Omer; Kolesnik, Brett Annihilating branching Brownian motion. arXiv:2312.03669 Preprint, arXiv:2312.03669 [math.PR] (2023). MSC: 60J65 60J80 BibTeX Cite \textit{D. Ahlberg} et al., ``Annihilating branching Brownian motion'', Preprint, arXiv:2312.03669 [math.PR] (2023) Full Text: arXiv OA License
Potiron, Yoann Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary. arXiv:2312.00287 Preprint, arXiv:2312.00287 [math.PR] (2023). MSC: 60J65 60G40 60H05 BibTeX Cite \textit{Y. Potiron}, ``Explicit formula of boundary crossing probabilities for continuous local martingales to constant boundary'', Preprint, arXiv:2312.00287 [math.PR] (2023) Full Text: arXiv OA License
Aurzada, Frank; Kolb, Martin; Schickentanz, Dominic T. Brownian motion conditioned to spend limited time outside a bounded interval – an extreme example of entropic repulsion. arXiv:2308.04866 Preprint, arXiv:2308.04866 [math.PR] (2023). MSC: 60J65 60J55 BibTeX Cite \textit{F. Aurzada} et al., ``Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion'', Preprint, arXiv:2308.04866 [math.PR] (2023) Full Text: arXiv OA License
Bass, Richard F.; Burdzy, Krzysztof The supremum of Brownian local times on Hölder curves, II. arXiv:2307.13001 Preprint, arXiv:2307.13001 [math.PR] (2023). MSC: 60J65 BibTeX Cite \textit{R. F. Bass} and \textit{K. Burdzy}, ``The supremum of Brownian local times on Hölder curves, II'', Preprint, arXiv:2307.13001 [math.PR] (2023) Full Text: arXiv OA License
Junné, Jonathan; Redig, Frank; Versendaal, Rik Invariance principle for Lifts of Geodesic Random Walks. arXiv:2307.02160 Preprint, arXiv:2307.02160 [math.PR] (2023). MSC: 60J65 60K35 58J65 BibTeX Cite \textit{J. Junné} et al., ``Invariance principle for Lifts of Geodesic Random Walks'', Preprint, arXiv:2307.02160 [math.PR] (2023) Full Text: arXiv OA License
Hariya, Yuu Invariance of Brownian motion associated with past and future maxima. arXiv:2303.09163 Preprint, arXiv:2303.09163 [math.PR] (2023). MSC: 60J65 60J55 BibTeX Cite \textit{Y. Hariya}, ``Invariance of Brownian motion associated with past and future maxima'', Preprint, arXiv:2303.09163 [math.PR] (2023) Full Text: arXiv OA License
Schiavo, Lorenzo Dello; Herry, Ronan; Kopfer, Eva; Sturm, Karl-Theodor Polyharmonic Fields and Liouville Quantum Gravity Measures on Tori of Arbitrary Dimension: from Discrete to Continuous. arXiv:2302.02963 Preprint, arXiv:2302.02963 [math.PR] (2023). MSC: 60J65 60K37 60J67 BibTeX Cite \textit{L. D. Schiavo} et al., ``Polyharmonic Fields and Liouville Quantum Gravity Measures on Tori of Arbitrary Dimension: from Discrete to Continuous'', Preprint, arXiv:2302.02963 [math.PR] (2023) Full Text: arXiv OA License
Hamana, Yuji; Matsumoto, Hiroyuki Brownian Hitting to Spheres. arXiv:2301.03756 Preprint, arXiv:2301.03756 [math.PR] (2023). MSC: 60J65 BibTeX Cite \textit{Y. Hamana} and \textit{H. Matsumoto}, ``Brownian Hitting to Spheres'', Preprint, arXiv:2301.03756 [math.PR] (2023) Full Text: arXiv OA License
Sauzedde, Isao Brownian windings, Stochastic Green’s formula and inhomogeneous magnetic impurities. arXiv:2301.00551 Preprint, arXiv:2301.00551 [math.PR] (2023). MSC: 60J65 60K37 60G17 BibTeX Cite \textit{I. Sauzedde}, ``Brownian windings, Stochastic Green's formula and inhomogeneous magnetic impurities'', Preprint, arXiv:2301.00551 [math.PR] (2023) Full Text: arXiv OA License
Liu, Yonghong; Zhang, Ting; Tang, Yiheng Chung’s functional law of the iterated logarithm for a Brownian sheet. (Chinese. English summary) Zbl 07887931 Adv. Math., Beijing 51, No. 5, 952-960 (2022). MSC: 60J65 60F15 60F17 PDFBibTeX XMLCite \textit{Y. Liu} et al., Adv. Math., Beijing 51, No. 5, 952--960 (2022; Zbl 07887931)
Fayolle, Guy; Franceschi, Sandro; Raschel, Kilian On the stationary distribution of reflected Brownian motion in a non-convex wedge. (English) Zbl 1539.60105 Markov Process. Relat. Fields 28, No. 5, 737-772 (2022). MSC: 60J65 60E10 60H05 PDFBibTeX XMLCite \textit{G. Fayolle} et al., Markov Process. Relat. Fields 28, No. 5, 737--772 (2022; Zbl 1539.60105) Full Text: arXiv Link
Yaskov, Pavel A. On the Davis-Monroe problem. (English. Russian original) Zbl 1528.60086 Russ. Math. Surv. 77, No. 6, 1155-1157 (2022); translation from Usp. Mat. Nauk 77, No. 6, 207-208 (2022). Reviewer: Gerardo Hernandez-del-Valle (Ciudad de México) MSC: 60J65 60G30 PDFBibTeX XMLCite \textit{P. A. Yaskov}, Russ. Math. Surv. 77, No. 6, 1155--1157 (2022; Zbl 1528.60086); translation from Usp. Mat. Nauk 77, No. 6, 207--208 (2022) Full Text: DOI MNR
Habibi, Reza Existence of fixed point in functions of Brownian motion. (English) Zbl 1524.60181 Uzb. Math. J. 66, No. 4, 27-33 (2022). MSC: 60J65 60G07 PDFBibTeX XMLCite \textit{R. Habibi}, Uzb. Math. J. 66, No. 4, 27--33 (2022; Zbl 1524.60181)
Dimitrov, Evgeni Characterization of \(H\)-Brownian Gibbsian line ensembles. (English) Zbl 1518.60075 Probab. Math. Phys. 3, No. 3, 627-673 (2022). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J65 PDFBibTeX XMLCite \textit{E. Dimitrov}, Probab. Math. Phys. 3, No. 3, 627--673 (2022; Zbl 1518.60075) Full Text: DOI arXiv
Bonner, Gage; Thiffeault, Jean-Luc; Valkó, Benedek On a random entanglement problem. (English) Zbl 1509.60141 IMA J. Appl. Math. 87, No. 6, 1090-1120 (2022). MSC: 60J65 60B15 60J10 PDFBibTeX XMLCite \textit{G. Bonner} et al., IMA J. Appl. Math. 87, No. 6, 1090--1120 (2022; Zbl 1509.60141) Full Text: DOI arXiv
Le Doussal, Pierre Equivalence of mean-field avalanches and branching diffusions: from the Brownian force model to the super-Brownian motion. (English) Zbl 1520.60049 J. Phys. A, Math. Theor. 55, No. 39, Article ID 395005, 39 p. (2022). MSC: 60J65 60J80 60J85 PDFBibTeX XMLCite \textit{P. Le Doussal}, J. Phys. A, Math. Theor. 55, No. 39, Article ID 395005, 39 p. (2022; Zbl 1520.60049) Full Text: DOI arXiv
Villarroel, Javier The double barrier problem for Brownian motion with Poissonian resetting. (English) Zbl 1509.60146 J. Phys. A, Math. Theor. 55, No. 38, Article ID 384003, 21 p. (2022). MSC: 60J65 60G40 PDFBibTeX XMLCite \textit{J. Villarroel}, J. Phys. A, Math. Theor. 55, No. 38, Article ID 384003, 21 p. (2022; Zbl 1509.60146) Full Text: DOI
Singh, Prashant; Pal, Arnab First-passage Brownian functionals with stochastic resetting. (English) Zbl 1507.60105 J. Phys. A, Math. Theor. 55, No. 23, Article ID 234001, 25 p. (2022). MSC: 60J65 PDFBibTeX XMLCite \textit{P. Singh} and \textit{A. Pal}, J. Phys. A, Math. Theor. 55, No. 23, Article ID 234001, 25 p. (2022; Zbl 1507.60105) Full Text: DOI arXiv
De Bruyne, Benjamin; Bénichou, Olivier; Majumdar, Satya N.; Schehr, Grégory Statistics of the maximum and the convex hull of a Brownian motion in confined geometries. (English) Zbl 1507.60104 J. Phys. A, Math. Theor. 55, No. 14, Article ID 144002, 17 p. (2022). MSC: 60J65 PDFBibTeX XMLCite \textit{B. De Bruyne} et al., J. Phys. A, Math. Theor. 55, No. 14, Article ID 144002, 17 p. (2022; Zbl 1507.60104) Full Text: DOI arXiv
Franceschi, Sandro; Raschel, Kilian A dual skew symmetry for transient reflected Brownian motion in an orthant. (English) Zbl 1501.60047 Queueing Syst. 102, No. 1-2, 123-141 (2022). MSC: 60J65 PDFBibTeX XMLCite \textit{S. Franceschi} and \textit{K. Raschel}, Queueing Syst. 102, No. 1--2, 123--141 (2022; Zbl 1501.60047) Full Text: DOI arXiv HAL
Yu, Qian; Shen, Guangjun; Yin, Xiuwei Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process. (English) Zbl 1500.60054 Stochastic Anal. Appl. 40, No. 6, 978-995 (2022). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J65 60G18 60J55 PDFBibTeX XMLCite \textit{Q. Yu} et al., Stochastic Anal. Appl. 40, No. 6, 978--995 (2022; Zbl 1500.60054) Full Text: DOI arXiv
Driver, Bruce K.; Hall, Brian; Kemp, Todd The Brown measure of the free multiplicative Brownian motion. (English) Zbl 1500.60053 Probab. Theory Relat. Fields 184, No. 1-2, 209-273 (2022). MSC: 60J65 46L54 35F21 PDFBibTeX XMLCite \textit{B. K. Driver} et al., Probab. Theory Relat. Fields 184, No. 1--2, 209--273 (2022; Zbl 1500.60053) Full Text: DOI arXiv OA License
Matsuura, Kouhei Hölder estimates for resolvents of time-changed Brownian motions. (English) Zbl 1497.60116 Chen, Zhen-Qing (ed.) et al., Dirichlet forms and related topics, in honor of Masatoshi Fukushima’s beiju, IWDFRT 2022, Osaka, Japan, August 22–26,2022. Singapore: Springer. Springer Proc. Math. Stat. 394, 359-377 (2022). MSC: 60J65 60D05 60J35 60J55 PDFBibTeX XMLCite \textit{K. Matsuura}, Springer Proc. Math. Stat. 394, 359--377 (2022; Zbl 1497.60116) Full Text: DOI arXiv
Sauzedde, Isao Lévy area without approximation. (English. French summary) Zbl 1498.60332 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2165-2200 (2022). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J65 60B20 60E07 60G55 PDFBibTeX XMLCite \textit{I. Sauzedde}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2165--2200 (2022; Zbl 1498.60332) Full Text: DOI arXiv Link
Lubetzky, Eyal; Thornett, Chris; Zeitouni, Ofer Maximum of branching Brownian motion in a periodic environment. (English. French summary) Zbl 1498.60330 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2065-2093 (2022). MSC: 60J65 60J80 PDFBibTeX XMLCite \textit{E. Lubetzky} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2065--2093 (2022; Zbl 1498.60330) Full Text: DOI arXiv Link
Mukherjee, Chiranjib; Varadhan, S. R. S. Corrigendum and addendum to: “Identification of the polaron measure. I: Fixed coupling regime and the central limit theorem for large times”. (English) Zbl 1496.60101 Commun. Pure Appl. Math. 75, No. 7, 1642-1653 (2022). MSC: 60J65 60F05 60K35 PDFBibTeX XMLCite \textit{C. Mukherjee} and \textit{S. R. S. Varadhan}, Commun. Pure Appl. Math. 75, No. 7, 1642--1653 (2022; Zbl 1496.60101) Full Text: DOI OA License
Borovkov, Konstantin A note on recovering the Brownian motion component from a Lévy process. (English) Zbl 1529.60057 Electron. Commun. Probab. 27, Paper No. 34, 6 p. (2022). Reviewer: Pavel Stoynov (Sofia) MSC: 60J65 60G51 PDFBibTeX XMLCite \textit{K. Borovkov}, Electron. Commun. Probab. 27, Paper No. 34, 6 p. (2022; Zbl 1529.60057) Full Text: DOI arXiv
Perruchaud, Pierre Kinetic Dyson Brownian motion. (English) Zbl 1498.60331 Electron. Commun. Probab. 27, Paper No. 37, 12 p. (2022). Reviewer: Michael Voit (Dortmund) MSC: 60J65 60B20 60G53 PDFBibTeX XMLCite \textit{P. Perruchaud}, Electron. Commun. Probab. 27, Paper No. 37, 12 p. (2022; Zbl 1498.60331) Full Text: DOI arXiv
Huang, Xing; Yang, Fen-Fen Comparison theorem for path dependent SDEs driven by \(G\)-Brownian motion. (English) Zbl 1503.60115 Stochastic Anal. Appl. 40, No. 5, 765-775 (2022). Reviewer: Pavel Gapeev (London) MSC: 60J65 47G20 60G52 PDFBibTeX XMLCite \textit{X. Huang} and \textit{F.-F. Yang}, Stochastic Anal. Appl. 40, No. 5, 765--775 (2022; Zbl 1503.60115) Full Text: DOI arXiv