Knill, Oliver Probability theory and stochastic processes with applications (to appear). 2nd edition. (English) Zbl 07291786 Singapore: World Scientific (ISBN 978-981-310-948-3/hbk; 978-981-310-949-0/pbk). 500 p. (2025). MSC: 60-01 60A05 60G05 PDFBibTeX XMLCite \textit{O. Knill}, Probability theory and stochastic processes with applications (to appear). 2nd edition. Singapore: World Scientific (2025; Zbl 07291786) Full Text: DOI
Bouchard, Bruno; Tan, Xiaolu; Wang, Jixin A \(C^1\)-Itô’s formula for flows of semimartingale distributions. (English) Zbl 07898815 Appl. Math. Optim. 90, No. 1, Paper No. 26, 31 p. (2024). MSC: 60H05 60G05 49N60 35D40 35F21 PDFBibTeX XMLCite \textit{B. Bouchard} et al., Appl. Math. Optim. 90, No. 1, Paper No. 26, 31 p. (2024; Zbl 07898815) Full Text: DOI arXiv OA License
Fan, Honghong Predictive modelling of students’ university English language performance by classification with Gaussian process models. (English) Zbl 07888106 J. Comb. Math. Comb. Comput. 119, 85-94 (2024). MSC: 60G05 60G25 PDFBibTeX XMLCite \textit{H. Fan}, J. Comb. Math. Comb. Comput. 119, 85--94 (2024; Zbl 07888106) Full Text: DOI
Yu, Zhen; Tian, Mao Zai First passage density of Brownian motion with two-sided piecewise linear boundaries. (English) Zbl 07888065 Acta Math. Sin., Engl. Ser. 40, No. 6, 1505-1520 (2024). MSC: 60G05 PDFBibTeX XMLCite \textit{Z. Yu} and \textit{M. Z. Tian}, Acta Math. Sin., Engl. Ser. 40, No. 6, 1505--1520 (2024; Zbl 07888065) Full Text: DOI
Canturk, Bilal; Breuer, Heinz-Peter On positively divisible non-Markovian processes. (English) Zbl 07872308 J. Phys. A, Math. Theor. 57, No. 26, Article ID 265006, 16 p. (2024). MSC: 60G05 60G15 60G18 PDFBibTeX XMLCite \textit{B. Canturk} and \textit{H.-P. Breuer}, J. Phys. A, Math. Theor. 57, No. 26, Article ID 265006, 16 p. (2024; Zbl 07872308) Full Text: DOI arXiv
Jasra, Ajay; Maama, Mohamed; Ombao, Hernando An improved unbiased particle filter. (English) Zbl 07864353 Monte Carlo Methods Appl. 30, No. 2, 149-162 (2024). MSC: 65C05 65C60 60G05 60G35 91G60 PDFBibTeX XMLCite \textit{A. Jasra} et al., Monte Carlo Methods Appl. 30, No. 2, 149--162 (2024; Zbl 07864353) Full Text: DOI arXiv
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
Shonkwiler, Ronald W.; Mendivil, Franklin Explorations in Monte Carlo methods. 2nd edition. (English) Zbl 07863588 Undergraduate Texts in Mathematics. Cham: Springer (ISBN 978-3-031-55963-1/hbk; 978-3-031-55966-2/pbk; 978-3-031-55964-8/ebook). xv, 280 p. (2024). MSC: 65-01 60-01 60J22 65C05 65C40 82C20 65-02 65C35 60G05 11K45 68W30 90C15 60G50 PDFBibTeX XMLCite \textit{R. W. Shonkwiler} and \textit{F. Mendivil}, Explorations in Monte Carlo methods. 2nd edition. Cham: Springer (2024; Zbl 07863588) Full Text: DOI
Musiał, Kazimierz Splitting of conditional expectations and liftings in product spaces. (English) Zbl 07805349 Positivity 28, No. 1, Paper No. 11, 16 p. (2024). MSC: 28A50 28A35 60A10 28A51 60G05 PDFBibTeX XMLCite \textit{K. Musiał}, Positivity 28, No. 1, Paper No. 11, 16 p. (2024; Zbl 07805349) Full Text: DOI
Pammer, Gudmund A note on the adapted weak topology in discrete time. (English) Zbl 07798908 Electron. Commun. Probab. 29, Paper No. 1, 13 p. (2024). MSC: 60G05 60B10 49Q22 PDFBibTeX XMLCite \textit{G. Pammer}, Electron. Commun. Probab. 29, Paper No. 1, 13 p. (2024; Zbl 07798908) Full Text: DOI arXiv
Ferrante, Marco; Bardina, Xavier An excursion into Markov chains (to appear). (English) Zbl 06423126 Unitext. La Matematica per il 3+2. Cham: Springer (ISBN 978-3-319-12831-3/pbk; 978-3-319-12832-0/ebook). 250 p. (2024). MSC: 60-01 60J10 60J20 60G05 PDFBibTeX XMLCite \textit{M. Ferrante} and \textit{X. Bardina}, An excursion into Markov chains (to appear). Cham: Springer (2024; Zbl 06423126)
Wang, Haoming Remarks on the Poisson additive process. arXiv:2407.21651 Preprint, arXiv:2407.21651 [math.PR] (2024). MSC: 60A05 60G05 60G55 BibTeX Cite \textit{H. Wang}, ``Remarks on the Poisson additive process'', Preprint, arXiv:2407.21651 [math.PR] (2024) Full Text: arXiv OA License
Vidmar, Matija; Warren, Jon Extending the noise of splitting to its completion and stability of Brownian maxima. arXiv:2407.05144 Preprint, arXiv:2407.05144 [math.PR] (2024). MSC: 60G20 60J65 60G05 BibTeX Cite \textit{M. Vidmar} and \textit{J. Warren}, ``Extending the noise of splitting to its completion and stability of Brownian maxima'', Preprint, arXiv:2407.05144 [math.PR] (2024) Full Text: arXiv OA License
Neri, Morenikeji; Powell, Thomas On quantitative convergence for stochastic processes: Crossings, fluctuations and martingales. arXiv:2406.19979 Preprint, arXiv:2406.19979 [math.PR] (2024). MSC: 03F10 60G42 03F03 03F60 60G05 BibTeX Cite \textit{M. Neri} and \textit{T. Powell}, ``On quantitative convergence for stochastic processes: Crossings, fluctuations and martingales'', Preprint, arXiv:2406.19979 [math.PR] (2024) Full Text: arXiv OA License
Salloum, Maher; Bon, Bradley L. Alpert multi-wavelets for functional inverse problems: direct optimization and deep learning. (English) Zbl 07884582 Int. J. Comput. Methods Eng. Sci. Mech. 24, No. 1, 76-89 (2023). MSC: 62G05 60G05 42C40 68T07 65T50 PDFBibTeX XMLCite \textit{M. Salloum} and \textit{B. L. Bon}, Int. J. Comput. Methods Eng. Sci. Mech. 24, No. 1, 76--89 (2023; Zbl 07884582) Full Text: DOI
Ben Gherbal, H.; Redjil, A.; Arab, Z. Regularity and optimality necessary conditions for system of G-stochastic differential equations. (English) Zbl 1539.60067 Lobachevskii J. Math. 44, No. 11, 4630-4642 (2023). MSC: 60H10 93E20 60G05 60G65 PDFBibTeX XMLCite \textit{H. Ben Gherbal} et al., Lobachevskii J. Math. 44, No. 11, 4630--4642 (2023; Zbl 1539.60067) Full Text: DOI
Chen, Ye-Jun; Ding, Hui-Sheng Remotely almost periodicity for SDEs under the framework of evolution system. (English) Zbl 1522.35026 Stoch. Dyn. 23, No. 4, Article ID 2350033, 35 p. (2023). MSC: 35B15 47J35 60G05 60H15 PDFBibTeX XMLCite \textit{Y.-J. Chen} and \textit{H.-S. Ding}, Stoch. Dyn. 23, No. 4, Article ID 2350033, 35 p. (2023; Zbl 1522.35026) Full Text: DOI
Ernst, Philip A.; Huang, Dongzhou; Viens, Frederi G. Yule’s “nonsense correlation” for Gaussian random walks. (English) Zbl 1534.60058 Stochastic Processes Appl. 162, 423-455 (2023). MSC: 60G50 60G15 60G05 PDFBibTeX XMLCite \textit{P. A. Ernst} et al., Stochastic Processes Appl. 162, 423--455 (2023; Zbl 1534.60058) Full Text: DOI arXiv OA License
Kang, Qingqing; Xing, Guo-dong; Yang, Shanchao; Chen, Zhiyong Maximal moment inequalities for partial sums of \(\rho\)-mixing random variables with application to conditional value-at-risk estimator. (English) Zbl 07706289 Commun. Stat., Theory Methods 52, No. 5, 1457-1471 (2023). MSC: 60G05 62G20 PDFBibTeX XMLCite \textit{Q. Kang} et al., Commun. Stat., Theory Methods 52, No. 5, 1457--1471 (2023; Zbl 07706289) Full Text: DOI
Kadankova, Tetyana; Leonenko, Nikolai; Scalas, Enrico Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order \(k\) and beyond. (English) Zbl 07702530 Commun. Stat., Theory Methods 52, No. 8, 2682-2701 (2023). MSC: 60G55 26A33 60G05 60G51 PDFBibTeX XMLCite \textit{T. Kadankova} et al., Commun. Stat., Theory Methods 52, No. 8, 2682--2701 (2023; Zbl 07702530) Full Text: DOI arXiv OA License
Greenman, Chris D. Reaction diffusion systems and extensions of quantum stochastic processes. (English) Zbl 1516.81144 J. Phys. A, Math. Theor. 56, No. 23, Article ID 235002, 29 p. (2023). MSC: 81S25 81S40 60J65 60G05 60J85 37J40 PDFBibTeX XMLCite \textit{C. D. Greenman}, J. Phys. A, Math. Theor. 56, No. 23, Article ID 235002, 29 p. (2023; Zbl 1516.81144) Full Text: DOI arXiv OA License
Rholam, Oualid; Barmaki, Mohammed; Gretet, Driss Fractional integral inequalities of Hermite-Hadamard type for P-convex and quasi-convex stochastic process. (English) Zbl 1524.60043 Aust. J. Math. Anal. Appl. 20, No. 1, Paper No. 10, 17 p. (2023). MSC: 60E15 60G05 PDFBibTeX XMLCite \textit{O. Rholam} et al., Aust. J. Math. Anal. Appl. 20, No. 1, Paper No. 10, 17 p. (2023; Zbl 1524.60043) Full Text: Link
Potaptchik, Peter; Roy, Daniel M.; Schrittesser, David de Finetti’s theorem and the existence of regular conditional distributions and strong laws on exchangeable algebras. arXiv:2312.16349 Preprint, arXiv:2312.16349 [math.PR] (2023). MSC: 60G09 60G05 28C15 BibTeX Cite \textit{P. Potaptchik} et al., ``de Finetti's theorem and the existence of regular conditional distributions and strong laws on exchangeable algebras'', Preprint, arXiv:2312.16349 [math.PR] (2023) Full Text: arXiv OA License
Musial, Kazimierz Splitting of Liftings in Product Spaces. arXiv:2305.19658 Preprint, arXiv:2305.19658 [math.FA] (2023). MSC: 28A50 28A35 60A10 28A51 60G05 BibTeX Cite \textit{K. Musial}, ``Splitting of Liftings in Product Spaces'', Preprint, arXiv:2305.19658 [math.FA] (2023) Full Text: arXiv OA License
Erreygers, Alexander; De Bock, Jasper Countable-state stochastic processes with càdlàg sample paths. arXiv:2301.07992 Preprint, arXiv:2301.07992 [math.PR] (2023). MSC: 60G05 60G17 60G30 60J27 60J75 BibTeX Cite \textit{A. Erreygers} and \textit{J. De Bock}, ``Countable-state stochastic processes with càdlàg sample paths'', Preprint, arXiv:2301.07992 [math.PR] (2023) Full Text: arXiv OA License
Yu, Xisheng On the convergence of two types of estimators of quadratic variation. (English) Zbl 1528.62055 Math. Methods Appl. Sci. 45, No. 18, 12206-12221 (2022). MSC: 62P05 91G70 60G05 PDFBibTeX XMLCite \textit{X. Yu}, Math. Methods Appl. Sci. 45, No. 18, 12206--12221 (2022; Zbl 1528.62055) Full Text: DOI
Antonov, I. L. On the instability with probability one of equilibrium of ideal incompressible liquid situated in a vertical cylinder under its random coaxial vibration. (English. Russian original) Zbl 1511.60059 Mosc. Univ. Mech. Bull. 77, No. 6, 155-161 (2022); translation from Vestn. Mosk. Univ., Ser. I 77, No. 6, 32-38 (2022). MSC: 60G05 60G12 60J10 PDFBibTeX XMLCite \textit{I. L. Antonov}, Mosc. Univ. Mech. Bull. 77, No. 6, 155--161 (2022; Zbl 1511.60059); translation from Vestn. Mosk. Univ., Ser. I 77, No. 6, 32--38 (2022) Full Text: DOI
Kühnert, Sebastian Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces. (English) Zbl 1504.47122 Electron. J. Stat. 16, No. 2, 4823-4862 (2022). MSC: 47N30 62M10 47B10 60G05 62J10 PDFBibTeX XMLCite \textit{S. Kühnert}, Electron. J. Stat. 16, No. 2, 4823--4862 (2022; Zbl 1504.47122) Full Text: DOI Link
Ding, Liwang; Chen, Ping On consistency of the weighted estimator in nonparametric regression model with asymptotically almost negatively associated random variables. (English) Zbl 07585041 Commun. Stat., Theory Methods 51, No. 20, 7120-7135 (2022). MSC: 60G05 62G20 PDFBibTeX XMLCite \textit{L. Ding} and \textit{P. Chen}, Commun. Stat., Theory Methods 51, No. 20, 7120--7135 (2022; Zbl 07585041) Full Text: DOI
Rusakov, O. V.; Ragozin, R. A. Extremes of PSI-processes and Gaussian limits of their normalized independent identically distributed sums. (English. Russian original) Zbl 1507.60062 Vestn. St. Petersbg. Univ., Math. 55, No. 2, 186-191 (2022); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 9(67), No. 1, 270-278 (2022). MSC: 60G50 60G55 26A12 60G05 PDFBibTeX XMLCite \textit{O. V. Rusakov} and \textit{R. A. Ragozin}, Vestn. St. Petersbg. Univ., Math. 55, No. 2, 186--191 (2022; Zbl 1507.60062); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 9(67), No. 1, 270--278 (2022) Full Text: DOI
Ding, Liwang; Chen, Ping; Yongming, Li Statistical inference for a heteroscedastic regression model with \(\varphi \)-mixing errors. (English) Zbl 07584571 Commun. Stat., Simulation Comput. 51, No. 8, 4658-4676 (2022). MSC: 60G05 62G20 PDFBibTeX XMLCite \textit{L. Ding} et al., Commun. Stat., Simulation Comput. 51, No. 8, 4658--4676 (2022; Zbl 07584571) Full Text: DOI
Pradhan, S.; Gupta, U. C. Stationary queue and server content distribution of a batch-size-dependent service queue with batch Markovian arrival process: \(BMAP/G_n^{(a,b)}/1\). (English) Zbl 07562234 Commun. Stat., Theory Methods 51, No. 13, 4330-4357 (2022). MSC: 60G05 60K25 PDFBibTeX XMLCite \textit{S. Pradhan} and \textit{U. C. Gupta}, Commun. Stat., Theory Methods 51, No. 13, 4330--4357 (2022; Zbl 07562234) Full Text: DOI arXiv
Bohun, Vladyslav; Iksanov, Alexander; Marynych, Alexander; Rashytov, Bohdan Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations. (English) Zbl 1496.60107 J. Appl. Probab. 59, No. 2, 421-446 (2022). MSC: 60K05 60J80 60G05 PDFBibTeX XMLCite \textit{V. Bohun} et al., J. Appl. Probab. 59, No. 2, 421--446 (2022; Zbl 1496.60107) Full Text: DOI arXiv
Bessaih, Hakima; Cohn, Cynthia; Landoulsi, Oussama Stochastic elliptic-parabolic system arising in porous media. (English) Zbl 1490.76203 Stoch. Dyn. 22, No. 3, Article ID 2240022, 19 p. (2022). MSC: 76S05 35K60 60H15 60H25 60G05 PDFBibTeX XMLCite \textit{H. Bessaih} et al., Stoch. Dyn. 22, No. 3, Article ID 2240022, 19 p. (2022; Zbl 1490.76203) Full Text: DOI
Móri, Tamás F.; Székely, Gábor J. Pseudorandom processes. (English) Zbl 1494.60035 Stochastic Processes Appl. 150, 699-715 (2022). MSC: 60G05 PDFBibTeX XMLCite \textit{T. F. Móri} and \textit{G. J. Székely}, Stochastic Processes Appl. 150, 699--715 (2022; Zbl 1494.60035) Full Text: DOI
Al’pin, Yu. A.; Bashkin, I. V. Nonnegative chainable matrices and Kolmogorov’s condition. (English. Russian original) Zbl 1492.60212 J. Math. Sci., New York 262, No. 1, 1-10 (2022); translation from Zap. Nauchn. Semin. POMI 504, 5-20 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 60J05 60G05 60F05 15B51 PDFBibTeX XMLCite \textit{Yu. A. Al'pin} and \textit{I. V. Bashkin}, J. Math. Sci., New York 262, No. 1, 1--10 (2022; Zbl 1492.60212); translation from Zap. Nauchn. Semin. POMI 504, 5--20 (2021) Full Text: DOI
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 1495.60023 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G22 60G18 60G17 60G05 60G15 PDFBibTeX XMLCite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 1495.60023) Full Text: DOI arXiv
Akeb, Tassadit; Challali, Nordine; Mellah, Omar Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion. (English) Zbl 1494.60034 Mediterr. J. Math. 19, No. 2, Paper No. 69, 32 p. (2022). Reviewer: Toader Morozan (Bucureşti) MSC: 60G05 60H10 34C27 PDFBibTeX XMLCite \textit{T. Akeb} et al., Mediterr. J. Math. 19, No. 2, Paper No. 69, 32 p. (2022; Zbl 1494.60034) Full Text: DOI
Xing, Yu; Wang, Dingcheng; Yang, Xiaoping Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity. (English) Zbl 07532936 Commun. Stat., Theory Methods 50, No. 5, 1059-1081 (2021). MSC: 60G05 62-XX PDFBibTeX XMLCite \textit{Y. Xing} et al., Commun. Stat., Theory Methods 50, No. 5, 1059--1081 (2021; Zbl 07532936) Full Text: DOI
Kobayashi, Kensho; Tanaka, Hidekazu Improvement of the Ushakov bound. (English) Zbl 07532234 Commun. Stat., Theory Methods 50, No. 24, 5929-5940 (2021). MSC: 60G05 60E15 62-XX PDFBibTeX XMLCite \textit{K. Kobayashi} and \textit{H. Tanaka}, Commun. Stat., Theory Methods 50, No. 24, 5929--5940 (2021; Zbl 07532234) Full Text: DOI
Simakhin, V. A.; Shamanaeva, L. G.; Maer, A. V. Robust parametric generators of random variables. (English. Russian original) Zbl 07513538 Russ. Phys. J. 64, No. 6, 1130-1144 (2021); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 64, No. 6, 145-156 (2021). MSC: 62M20 62G05 62G09 60G05 PDFBibTeX XMLCite \textit{V. A. Simakhin} et al., Russ. Phys. J. 64, No. 6, 1130--1144 (2021; Zbl 07513538); translation from Izv. Vyssh. Uchebn. Zaved., Fiz. 64, No. 6, 145--156 (2021) Full Text: DOI
Abdel-Rehim, E. A.; Hassan, R. M.; El-Sayed, A. M. A. On simulating the short and long memory of ergodic Markov and non-Markov genetic diffusion processes on the long run. (English) Zbl 1496.60028 Chaos Solitons Fractals 142, Article ID 110478, 16 p. (2021). MSC: 60G05 60G10 60H35 60J10 60J20 60J60 65M06 PDFBibTeX XMLCite \textit{E. A. Abdel-Rehim} et al., Chaos Solitons Fractals 142, Article ID 110478, 16 p. (2021; Zbl 1496.60028) Full Text: DOI
Katori, Makoto; Koshida, Shinji Gaussian free fields coupled with multiple SLEs driven by stochastic log-gases. (English) Zbl 1492.60081 Inahama, Yuzuru (ed.) et al., Stochastic analysis, random fields and integrable probability – Fukuoka 2019. Proceedings of the 12th Mathematical Society of Japan, Seasonal Institute (MSJ-SI), Kyushu University, Japan, 31 July – 9 August 2019. Tokyo: Mathematical Society of Japan. Adv. Stud. Pure Math. 87, 315-341 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60G05 60D05 60J67 82C22 PDFBibTeX XMLCite \textit{M. Katori} and \textit{S. Koshida}, Adv. Stud. Pure Math. 87, 315--341 (2021; Zbl 1492.60081) Full Text: DOI arXiv
Wu, Bei; Maya, Brenda Ivette Garcia; Limnios, Nikolaos Correction to: “Using semi-Markov chains to solve semi-Markov processes”. (English) Zbl 1481.60193 Methodol. Comput. Appl. Probab. 23, No. 4, 1433-1434 (2021). MSC: 60K15 60K20 60G05 PDFBibTeX XMLCite \textit{B. Wu} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1433--1434 (2021; Zbl 1481.60193) Full Text: DOI
Wu, Bei; Maya, Brenda Ivette Garcia; Limnios, Nikolaos Using semi-Markov chains to solve semi-Markov processes. (English) Zbl 1478.60242 Methodol. Comput. Appl. Probab. 23, No. 4, 1419-1431 (2021); correction ibid. 23, No. 4, 1433-1434 (2021). MSC: 60K15 60K20 60G05 PDFBibTeX XMLCite \textit{B. Wu} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1419--1431 (2021; Zbl 1478.60242) Full Text: DOI
Khalaf, Anas Dheyab; Tesfay, Almaz; Wang, Xiangjun Impulsive stochastic Volterra integral equations driven by Lévy noise. (English) Zbl 1477.60106 Bull. Iran. Math. Soc. 47, No. 6, 1661-1679 (2021). MSC: 60H20 60G05 60G10 60G51 PDFBibTeX XMLCite \textit{A. D. Khalaf} et al., Bull. Iran. Math. Soc. 47, No. 6, 1661--1679 (2021; Zbl 1477.60106) Full Text: DOI
Vidmar, Matija A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero-one law. (English) Zbl 1482.60052 Stat. Probab. Lett. 175, Article ID 109117, 6 p. (2021). MSC: 60G05 60G50 PDFBibTeX XMLCite \textit{M. Vidmar}, Stat. Probab. Lett. 175, Article ID 109117, 6 p. (2021; Zbl 1482.60052) Full Text: DOI arXiv OA License
Shahmoradi, M.; Ahmadian, D.; Ranjbar, M. Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations. (English) Zbl 1476.60072 Comput. Appl. Math. 40, No. 4, Paper No. 108, 17 p. (2021). MSC: 60G05 60G52 60G10 60G51 PDFBibTeX XMLCite \textit{M. Shahmoradi} et al., Comput. Appl. Math. 40, No. 4, Paper No. 108, 17 p. (2021; Zbl 1476.60072) Full Text: DOI
Talagrand, Michel Upper and lower bounds for stochastic processes. Decomposition theorems. 2nd edition. (English) Zbl 1476.60003 Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge 60. Cham: Springer (ISBN 978-3-030-82594-2/hbk; 978-3-030-82595-9/ebook). xviii, 726 p. (2021). MSC: 60-02 60E15 60G05 60G07 60G15 60G17 60G52 46N30 60B11 46B99 PDFBibTeX XMLCite \textit{M. Talagrand}, Upper and lower bounds for stochastic processes. Decomposition theorems. 2nd edition. Cham: Springer (2021; Zbl 1476.60003) Full Text: DOI
Cho, Dong Hyun A generalized simple formula for evaluating Radon-Nikodym derivatives over paths. (English) Zbl 1469.28011 J. Korean Math. Soc. 58, No. 3, 609-631 (2021). MSC: 28C20 60G05 60G15 PDFBibTeX XMLCite \textit{D. H. Cho}, J. Korean Math. Soc. 58, No. 3, 609--631 (2021; Zbl 1469.28011) Full Text: DOI
Berestycki, Nathanaël; Powell, Ellen; Ray, Gourab \((1+\varepsilon)\) moments suffice to characterise the GFF. (English) Zbl 1517.60039 Electron. J. Probab. 26, Paper No. 44, 25 p. (2021). MSC: 60G05 60G15 60G20 PDFBibTeX XMLCite \textit{N. Berestycki} et al., Electron. J. Probab. 26, Paper No. 44, 25 p. (2021; Zbl 1517.60039) Full Text: DOI arXiv
Beyazit, Mehmet Fuat; Eroglu, Kemal Ilgar Lewis model revisited: option pricing with Lévy processes. (English) Zbl 1464.62415 Bull. Malays. Math. Sci. Soc. (2) 44, No. 3, 1653-1668 (2021). MSC: 62P05 60G05 91G20 PDFBibTeX XMLCite \textit{M. F. Beyazit} and \textit{K. I. Eroglu}, Bull. Malays. Math. Sci. Soc. (2) 44, No. 3, 1653--1668 (2021; Zbl 1464.62415) Full Text: DOI
Capasso, Vincenzo; Bakstein, David An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine. 4th edition. (English) Zbl 1464.60001 Modeling and Simulation in Science, Engineering and Technology. Cham: Birkhäuser (ISBN 978-3-030-69652-8/hbk; 978-3-030-69653-5/ebook). xxi, 560 p. (2021). MSC: 60-01 60G05 60G07 60H05 60H10 60H30 60G44 60G15 60G51 60J25 60H40 91G05 91G80 92B05 92C50 PDFBibTeX XMLCite \textit{V. Capasso} and \textit{D. Bakstein}, An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine. 4th edition. Cham: Birkhäuser (2021; Zbl 1464.60001) Full Text: DOI
Berti, Patrizia; Rigo, Pietro Finitely additive mixtures of probability measures. (English) Zbl 1457.60001 J. Math. Anal. Appl. 500, No. 1, Article ID 125114, 16 p. (2021). MSC: 60A05 60A10 60G05 PDFBibTeX XMLCite \textit{P. Berti} and \textit{P. Rigo}, J. Math. Anal. Appl. 500, No. 1, Article ID 125114, 16 p. (2021; Zbl 1457.60001) Full Text: DOI
Cho, Dong Hyun An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths. (English) Zbl 1475.28014 Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203-222 (2021). Reviewer: Byoung Soo Kim (Seoul) MSC: 28C20 60G05 60G15 PDFBibTeX XMLCite \textit{D. H. Cho}, Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203--222 (2021; Zbl 1475.28014) Full Text: DOI
Lember, Jüri; Sova, Joonas Regenerativity of Viterbi process for pairwise Markov models. (English) Zbl 1459.62158 J. Theor. Probab. 34, No. 1, 1-33 (2021). MSC: 62M05 62M02 60G35 60G05 PDFBibTeX XMLCite \textit{J. Lember} and \textit{J. Sova}, J. Theor. Probab. 34, No. 1, 1--33 (2021; Zbl 1459.62158) Full Text: DOI arXiv
Amir, Ariel Thinking probabilistically. Stochastic processes, disordered systems, and their applications. (English) Zbl 1451.60001 Cambridge: Cambridge University Press (ISBN 978-1-108-78998-1/pbk; 978-1-108-47952-3/hbk; 978-1-108-85525-9/ebook). viii, 234 p. (2021). MSC: 60-01 60G05 60K40 PDFBibTeX XMLCite \textit{A. Amir}, Thinking probabilistically. Stochastic processes, disordered systems, and their applications. Cambridge: Cambridge University Press (2021; Zbl 1451.60001) Full Text: DOI
Chen, Mu-Fa; Mao, Yong-Hua Introduction to stochastic processes. Translated from the Chinese. Originally published under the same title by Higher Education Press, Beijing 2007. (English) Zbl 1471.60001 World Scientific Series on Probability Theory and Its Applications 2. Beijing: Higher Education Press; Hackensack, NJ: World Scientific (ISBN 978-981-4740-30-2/hbk; 978-981-4740-32-6/ebook). xiii, 230 p. (2021). MSC: 60-01 60G05 60J10 60J27 60J60 PDFBibTeX XMLCite \textit{M.-F. Chen} and \textit{Y.-H. Mao}, Introduction to stochastic processes. Translated from the Chinese. Originally published under the same title by Higher Education Press, Beijing 2007. Beijing: Higher Education Press; Hackensack, NJ: World Scientific (2021; Zbl 1471.60001) Full Text: DOI
Loukissas, Fotios Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model. (English) Zbl 07530004 Commun. Stat., Theory Methods 49, No. 24, 6112-6120 (2020). MSC: 60F10 60F05 60G05 62-XX PDFBibTeX XMLCite \textit{F. Loukissas}, Commun. Stat., Theory Methods 49, No. 24, 6112--6120 (2020; Zbl 07530004) Full Text: DOI
Zou, Yuye; Wu, Chengxin Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random. (English) Zbl 1503.62047 J. Inequal. Appl. 2020, Paper No. 223, 20 p. (2020). MSC: 62G10 62G08 60G05 PDFBibTeX XMLCite \textit{Y. Zou} and \textit{C. Wu}, J. Inequal. Appl. 2020, Paper No. 223, 20 p. (2020; Zbl 1503.62047) Full Text: DOI OA License
Schreuder, N. Bounding the expectation of the supremum of empirical processes indexed by Hölder classes. (English) Zbl 1476.62040 Math. Methods Stat. 29, No. 1, 76-86 (2020). MSC: 62E10 62G30 60G05 PDFBibTeX XMLCite \textit{N. Schreuder}, Math. Methods Stat. 29, No. 1, 76--86 (2020; Zbl 1476.62040) Full Text: DOI arXiv
Franchi, Massimo; Paruolo, Paolo Cointegration in functional autoregressive processes. (English) Zbl 1462.62769 Econom. Theory 36, No. 5, 803-839 (2020). MSC: 62R10 62M10 60G05 PDFBibTeX XMLCite \textit{M. Franchi} and \textit{P. Paruolo}, Econom. Theory 36, No. 5, 803--839 (2020; Zbl 1462.62769) Full Text: DOI arXiv
Beare, Brendan K.; Seo, Won-Ki Representation of I(1) and I(2) autoregressive Hilbertian processes. (English) Zbl 1462.62768 Econom. Theory 36, No. 5, 773-802 (2020). MSC: 62R10 62M10 60G05 PDFBibTeX XMLCite \textit{B. K. Beare} and \textit{W.-K. Seo}, Econom. Theory 36, No. 5, 773--802 (2020; Zbl 1462.62768) Full Text: DOI arXiv
Kiiski, Matti The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales. (English) Zbl 1453.60098 Finance Stoch. 24, No. 4, 827-870 (2020). MSC: 60G44 28C05 54D30 60B05 60G05 PDFBibTeX XMLCite \textit{M. Kiiski}, Finance Stoch. 24, No. 4, 827--870 (2020; Zbl 1453.60098) Full Text: DOI arXiv OA License
Klenke, Achim Probability theory. A comprehensive course. 3rd revised and expanded edition. (English) Zbl 1451.60003 Universitext. Cham: Springer (ISBN 978-3-030-56401-8/pbk; 978-3-030-56402-5/ebook). xiv, 716 p. (2020). MSC: 60-01 28-01 60G05 60J10 60H05 PDFBibTeX XMLCite \textit{A. Klenke}, Probability theory. A comprehensive course. 3rd revised and expanded edition. Cham: Springer (2020; Zbl 1451.60003) Full Text: DOI
Dehling, Herold; Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady; Tafakori, Laleh Distance covariance for discretized stochastic processes. (English) Zbl 1462.62356 Bernoulli 26, No. 4, 2758-2789 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62H20 62G10 62G20 60G05 60E10 PDFBibTeX XMLCite \textit{H. Dehling} et al., Bernoulli 26, No. 4, 2758--2789 (2020; Zbl 1462.62356) Full Text: DOI arXiv Euclid
Klenke, Achim Probability theory. 4th revised and supplemented edition. (Wahrscheinlichkeitstheorie.) (German) Zbl 1443.60001 Masterclass. Berlin: Springer Spektrum (ISBN 978-3-662-62088-5/pbk; 978-3-662-62089-2/ebook). xiv, 703 p. (2020). MSC: 60-01 28-01 60G05 60J10 60H05 PDFBibTeX XMLCite \textit{A. Klenke}, Wahrscheinlichkeitstheorie. 4th revised and supplemented edition. Berlin: Springer Spektrum (2020; Zbl 1443.60001) Full Text: DOI
Solev, V. N. A local version of the Muckenhoupt condition and the accuracy of estimation of an unknown pseudoperiodic function in stationary noise. (English. Russian original) Zbl 1448.62208 J. Math. Sci., New York 244, No. 5, 896-902 (2020); translation from Zap. Nauchn. Semin. POMI 466, 289-299 (2017). MSC: 62R10 62C20 60G05 42B25 PDFBibTeX XMLCite \textit{V. N. Solev}, J. Math. Sci., New York 244, No. 5, 896--902 (2020; Zbl 1448.62208); translation from Zap. Nauchn. Semin. POMI 466, 289--299 (2017) Full Text: DOI
Petrova, Yu. P. Exact \(L_2\)-small ball asymptotics for some Durbin processes. (English. Russian original) Zbl 1448.62129 J. Math. Sci., New York 244, No. 5, 842-857 (2020); translation from Zap. Nauchn. Semin. POMI 466, 211-233 (2017). MSC: 62M07 62M10 60G05 PDFBibTeX XMLCite \textit{Yu. P. Petrova}, J. Math. Sci., New York 244, No. 5, 842--857 (2020; Zbl 1448.62129); translation from Zap. Nauchn. Semin. POMI 466, 211--233 (2017) Full Text: DOI
Yamato, Hajime Statistics based on Dirichlet processes and related topics. (English) Zbl 1455.62005 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-15-6974-6/pbk; 978-981-15-6975-3/ebook). viii, 74 p. (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62-02 62G05 62M05 60G05 PDFBibTeX XMLCite \textit{H. Yamato}, Statistics based on Dirichlet processes and related topics. Singapore: Springer (2020; Zbl 1455.62005) Full Text: DOI
Veraguas, Julio Backhoff; Beiglböck, Mathias; Eder, Manu; Pichler, Alois Fundamental properties of process distances. (English) Zbl 1454.60048 Stochastic Processes Appl. 130, No. 9, 5575-5591 (2020). MSC: 60G05 60G99 90C15 PDFBibTeX XMLCite \textit{J. B. Veraguas} et al., Stochastic Processes Appl. 130, No. 9, 5575--5591 (2020; Zbl 1454.60048) Full Text: DOI arXiv
Behme, Anita D. Book review of: A. C. Micheas, Theory of stochastic objects. Probability, stochastic processes and inference. (English) Zbl 1484.00008 J. Am. Stat. Assoc. 115, No. 529, 486-487 (2020). MSC: 00A17 60-01 60A10 60G05 62-01 62G05 PDFBibTeX XMLCite \textit{A. D. Behme}, J. Am. Stat. Assoc. 115, No. 529, 486--487 (2020; Zbl 1484.00008) Full Text: DOI
Peligrad, Magda On the CLT for additive functionals of Markov chains. (English) Zbl 1453.60072 Electron. Commun. Probab. 25, Paper No. 40, 10 p. (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 60F05 60G10 60G05 PDFBibTeX XMLCite \textit{M. Peligrad}, Electron. Commun. Probab. 25, Paper No. 40, 10 p. (2020; Zbl 1453.60072) Full Text: DOI arXiv Euclid
Cardot, Hervé (ed.); Calka, Pierre (ed.) Journées MAS 2018 – sampling and processes, Dijon, France, August 29–31, 2018. Proceedings. (English) Zbl 1437.62008 ESAIM, Proc. Surv. 68, 152 p. (2020). MSC: 62-06 60-06 00B25 62D05 60G05 PDFBibTeX XML Full Text: Link Link
Cassese, Gianluca Semilattices, canonical embeddings and representing measures. (English) Zbl 1442.28002 Decis. Econ. Finance 43, No. 1, 55-74 (2020). MSC: 28A05 60G05 PDFBibTeX XMLCite \textit{G. Cassese}, Decis. Econ. Finance 43, No. 1, 55--74 (2020; Zbl 1442.28002) Full Text: DOI arXiv
Grimmett, Geoffrey R.; Stirzaker, David R. One thousand exercises in probability. 3rd revised and updated edition. (English) Zbl 1437.60003 Oxford: Oxford University Press (ISBN 978-0-19-884761-8/pbk; 978-0-19-884762-5/set). xii, 580 p. (2020). MSC: 60-01 60G05 PDFBibTeX XMLCite \textit{G. R. Grimmett} and \textit{D. R. Stirzaker}, One thousand exercises in probability. 3rd revised and updated edition. Oxford: Oxford University Press (2020; Zbl 1437.60003)
Abdelghani, Mohamed; Melnikov, Alexander Optional processes. Theory and applications. (English) Zbl 1471.60003 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-138-33726-8/hbk; 978-0-367-50851-7/pbk; 978-0-429-44249-0/ebook). xiii, 378 p. (2020). MSC: 60-02 60G05 60K30 91G80 91G05 91G10 PDFBibTeX XMLCite \textit{M. Abdelghani} and \textit{A. Melnikov}, Optional processes. Theory and applications. Boca Raton, FL: CRC Press (2020; Zbl 1471.60003) Full Text: DOI
Carosso, Andrea Stochastic renormalization group and gradient flow. (English) Zbl 1434.81072 J. High Energy Phys. 2020, No. 1, Paper No. 172, 21 p. (2020). MSC: 81T17 81T25 82C31 60G05 PDFBibTeX XMLCite \textit{A. Carosso}, J. High Energy Phys. 2020, No. 1, Paper No. 172, 21 p. (2020; Zbl 1434.81072) Full Text: DOI arXiv
Campese, Simon; Nourdin, Ivan; Nualart, David Continuous Breuer-Major theorem: tightness and nonstationarity. (English) Zbl 1468.60043 Ann. Probab. 48, No. 1, 147-177 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 60F17 60H07 60G05 PDFBibTeX XMLCite \textit{S. Campese} et al., Ann. Probab. 48, No. 1, 147--177 (2020; Zbl 1468.60043) Full Text: DOI arXiv Euclid
Zhou, Zhixin; Li, Ping Rate optimal Chernoff bound and application to community detection in the stochastic block models. (English) Zbl 1439.62074 Electron. J. Stat. 14, No. 1, 1302-1347 (2020). MSC: 62F03 60G05 62B10 62H30 PDFBibTeX XMLCite \textit{Z. Zhou} and \textit{P. Li}, Electron. J. Stat. 14, No. 1, 1302--1347 (2020; Zbl 1439.62074) Full Text: DOI arXiv Euclid
Cho, Dong Hyun An evaluation formula for a generalized conditional expectation with translation theorems over paths. (English) Zbl 1443.28006 J. Korean Math. Soc. 57, No. 2, 451-470 (2020). Reviewer: Byoung Soo Kim (Seoul) MSC: 28C20 60G05 60G15 PDFBibTeX XMLCite \textit{D. H. Cho}, J. Korean Math. Soc. 57, No. 2, 451--470 (2020; Zbl 1443.28006) Full Text: DOI
Rosenthal, Jeffrey S. A first look at stochastic processes. (English) Zbl 1433.60001 Hackensack, NJ: World Scientific (ISBN 978-981-12-0790-7/hbk; 978-981-12-0897-3/pbk; 978-981-12-0792-1/ebook). x, 202 p. (2020). MSC: 60-01 62-01 60G05 60G40 62M10 PDFBibTeX XMLCite \textit{J. S. Rosenthal}, A first look at stochastic processes. Hackensack, NJ: World Scientific (2020; Zbl 1433.60001) Full Text: DOI
Kovalenko, Oleg On optimal recovery of integrals of random processes. (English) Zbl 1440.60046 J. Math. Anal. Appl. 487, No. 1, Article ID 123949, 15 p. (2020). MSC: 60H05 60E15 60G05 PDFBibTeX XMLCite \textit{O. Kovalenko}, J. Math. Anal. Appl. 487, No. 1, Article ID 123949, 15 p. (2020; Zbl 1440.60046) Full Text: DOI arXiv
Stocker, Russell; Adekpedjou, Akim A general class of additive semiparametric models for recurrent event data. (English) Zbl 1437.62696 J. Stat. Plann. Inference 205, 231-244 (2020). MSC: 62P30 62N02 62H12 60G05 PDFBibTeX XMLCite \textit{R. Stocker} and \textit{A. Adekpedjou}, J. Stat. Plann. Inference 205, 231--244 (2020; Zbl 1437.62696) Full Text: DOI
Mislove, Michael Domains and stochastic processes. (English) Zbl 1436.68192 Theor. Comput. Sci. 807, 284-297 (2020). MSC: 68Q55 06B35 60B10 60G05 68Q87 PDFBibTeX XMLCite \textit{M. Mislove}, Theor. Comput. Sci. 807, 284--297 (2020; Zbl 1436.68192) Full Text: DOI arXiv
Herega, Alexander Development of the Poincare cross-section method: Visualization the three-dimensional sections of four-dimensional flows. arXiv:2011.01206 Preprint, arXiv:2011.01206 [math.DS] (2020). MSC: 60G05 BibTeX Cite \textit{A. Herega}, ``Development of the Poincare cross-section method: Visualization the three-dimensional sections of four-dimensional flows'', Preprint, arXiv:2011.01206 [math.DS] (2020) Full Text: arXiv OA License
Xing, Guo-Dong; Yang, Shan-Chao; Li, Xiaohu Uniformly strong consistency and Berry-Esseen bound of frequency polygons for \(\alpha \)-mixing samples. (English) Zbl 07551441 Commun. Stat., Simulation Comput. 48, No. 2, 416-430 (2019). MSC: 60G05 62G20 PDFBibTeX XMLCite \textit{G.-D. Xing} et al., Commun. Stat., Simulation Comput. 48, No. 2, 416--430 (2019; Zbl 07551441) Full Text: DOI
Laurent, Stéphane Uniform entropy scalings of filtrations. (English) Zbl 1452.60022 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 83-126 (2019). MSC: 60G05 60J10 37A35 PDFBibTeX XMLCite \textit{S. Laurent}, Lect. Notes Math. 2252, 83--126 (2019; Zbl 1452.60022) Full Text: DOI HAL
Lachout, Petr A criterion for weak convergence in vector Skorokhod spaces. (English) Zbl 1434.62247 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 101-110 (2019). MSC: 62R10 60B10 60G05 PDFBibTeX XMLCite \textit{P. Lachout}, Springer Proc. Math. Stat. 294, 101--110 (2019; Zbl 1434.62247) Full Text: DOI
Ivanenko, Victor; Pasichnichenko, Illia Kolmogorov consistency theorem for nonstochastic random processes. (English) Zbl 1444.60003 Sankhyā, Ser. A 81, No. 2, 399-405 (2019). MSC: 60A05 60G05 PDFBibTeX XMLCite \textit{V. Ivanenko} and \textit{I. Pasichnichenko}, Sankhyā, Ser. A 81, No. 2, 399--405 (2019; Zbl 1444.60003) Full Text: DOI
Zhang, Michael Minyi; Williamson, Sinead A. Embarrassingly parallel inference for Gaussian processes. (English) Zbl 1446.62128 J. Mach. Learn. Res. 20, Paper No. 169, 26 p. (2019). MSC: 62G15 62J10 60G05 68T05 PDFBibTeX XMLCite \textit{M. M. Zhang} and \textit{S. A. Williamson}, J. Mach. Learn. Res. 20, Paper No. 169, 26 p. (2019; Zbl 1446.62128) Full Text: arXiv Link
Lawless, Caroline; Arbel, Julyan A simple proof of Pitman-Yor’s Chinese restaurant process from its stick-breaking representation. (English) Zbl 1434.62045 Depend. Model. 7, 45-52 (2019). MSC: 62G07 97K50 60G05 PDFBibTeX XMLCite \textit{C. Lawless} and \textit{J. Arbel}, Depend. Model. 7, 45--52 (2019; Zbl 1434.62045) Full Text: DOI arXiv OA License
Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros Stability results for martingale representations: the general case. (English) Zbl 1447.60059 Trans. Am. Math. Soc. 372, No. 8, 5891-5946 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G05 60G07 60G44 60H05 PDFBibTeX XMLCite \textit{A. Papapantoleon} et al., Trans. Am. Math. Soc. 372, No. 8, 5891--5946 (2019; Zbl 1447.60059) Full Text: DOI arXiv
Loomis, Samuel P.; Crutchfield, James P. Strong and weak optimizations in classical and quantum models of stochastic processes. (English) Zbl 1423.60170 J. Stat. Phys. 176, No. 6, 1317-1342 (2019). MSC: 60K40 60G05 60J20 81P45 PDFBibTeX XMLCite \textit{S. P. Loomis} and \textit{J. P. Crutchfield}, J. Stat. Phys. 176, No. 6, 1317--1342 (2019; Zbl 1423.60170) Full Text: DOI arXiv Link
Glynn, Peter W.; Wang, Rob J. On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process. (English) Zbl 1466.60045 Queueing Syst. 91, No. 1-2, 1-14 (2019). MSC: 60F05 60F10 60G05 60J60 60K25 PDFBibTeX XMLCite \textit{P. W. Glynn} and \textit{R. J. Wang}, Queueing Syst. 91, No. 1--2, 1--14 (2019; Zbl 1466.60045) Full Text: DOI
Basse-O’Connor, Andreas; Nielsen, Mikkel Slot; Pedersen, Jan; Rohde, Victor Multivariate stochastic delay differential equations and CAR representations of CARMA processes. (English) Zbl 1422.60053 Stochastic Processes Appl. 129, No. 10, 4119-4143 (2019). MSC: 60G05 60G22 60G51 60H05 60H10 PDFBibTeX XMLCite \textit{A. Basse-O'Connor} et al., Stochastic Processes Appl. 129, No. 10, 4119--4143 (2019; Zbl 1422.60053) Full Text: DOI arXiv
Pratelli, Luca; Rigo, Pietro On the existence of continuous processes with given one-dimensional distributions. (English) Zbl 1455.60053 Electron. Commun. Probab. 24, Paper No. 46, 9 p. (2019). MSC: 60G05 60B10 60G17 PDFBibTeX XMLCite \textit{L. Pratelli} and \textit{P. Rigo}, Electron. Commun. Probab. 24, Paper No. 46, 9 p. (2019; Zbl 1455.60053) Full Text: DOI Euclid
Rivera, Alejandro Expected number of nodal components for cut-off fractional Gaussian fields. (English) Zbl 1478.60114 J. Lond. Math. Soc., II. Ser. 99, No. 3, 629-652 (2019). MSC: 60G15 34L20 60G05 60G22 35P20 PDFBibTeX XMLCite \textit{A. Rivera}, J. Lond. Math. Soc., II. Ser. 99, No. 3, 629--652 (2019; Zbl 1478.60114) Full Text: DOI arXiv
Cui, Jianbo; Hong, Jialin; Liu, Zhihui; Zhou, Weien Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations. (English) Zbl 1431.60066 J. Differ. Equations 266, No. 9, 5625-5663 (2019). MSC: 60H35 60H15 60G05 PDFBibTeX XMLCite \textit{J. Cui} et al., J. Differ. Equations 266, No. 9, 5625--5663 (2019; Zbl 1431.60066) Full Text: DOI arXiv
Suzuki, Kohei Convergence of continuous stochastic processes on compact metric spaces converging in the Lipschitz distance. (English) Zbl 1442.60040 Potential Anal. 50, No. 2, 197-219 (2019). MSC: 60G05 60B10 60J25 53C20 54E35 PDFBibTeX XMLCite \textit{K. Suzuki}, Potential Anal. 50, No. 2, 197--219 (2019; Zbl 1442.60040) Full Text: DOI arXiv