Borovykh, A.; Kantas, N.; Parpas, P.; Pavliotis, G. A. Stochastic mirror descent for convex optimization with consensus constraints. (English) Zbl 07906735 SIAM J. Appl. Dyn. Syst. 23, No. 3, 2208-2241 (2024). MSC: 65K10 68Q87 60G07 68W15 PDFBibTeX XMLCite \textit{A. Borovykh} et al., SIAM J. Appl. Dyn. Syst. 23, No. 3, 2208--2241 (2024; Zbl 07906735) Full Text: DOI arXiv
Genest, Christian; Nešlehová, Johanna G. On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant. (English) Zbl 07904772 J. Multivariate Anal. 203, Article ID 105331, 4 p. (2024). MSC: 62Hxx 60E07 60G07 62H05 PDFBibTeX XMLCite \textit{C. Genest} and \textit{J. G. Nešlehová}, J. Multivariate Anal. 203, Article ID 105331, 4 p. (2024; Zbl 07904772) Full Text: DOI
Choi, Won On the adapted partial differential equation for general diploid model of selection at a single locus. (English) Zbl 07895569 Korean J. Math. 32, No. 2, 213-218 (2024). MSC: 92D10 92B05 60G07 PDFBibTeX XMLCite \textit{W. Choi}, Korean J. Math. 32, No. 2, 213--218 (2024; Zbl 07895569) Full Text: DOI
Weber, Michel J. G. Decoupling inequalities and decoupling coefficients of Gaussian processes. (English) Zbl 07892647 Sankhyā, Ser. A 86, No. 2, 661-698 (2024). MSC: 60G15 60G17 60G10 60G07 PDFBibTeX XMLCite \textit{M. J. G. Weber}, Sankhyā, Ser. A 86, No. 2, 661--698 (2024; Zbl 07892647) Full Text: DOI
Chen, Yiqing; Liu, Jiajun An asymptotic result on catastrophe insurance losses. (English) Zbl 07892298 N. Am. Actuar. J. 28, No. 2, 426-437 (2024). MSC: 91G05 60G07 60G55 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{J. Liu}, N. Am. Actuar. J. 28, No. 2, 426--437 (2024; Zbl 07892298) Full Text: DOI
Chen, Yanhong; Miao, Liangliang Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps. (English) Zbl 07881557 Commun. Stat., Theory Methods 53, No. 14, 5092-5116 (2024). MSC: 91B30 60G07 91B32 60J60 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{L. Miao}, Commun. Stat., Theory Methods 53, No. 14, 5092--5116 (2024; Zbl 07881557) Full Text: DOI
Kanoria, Yash; Lobel, Ilan; Lu, Jiaqi Managing customer churn via service mode control. (English) Zbl 07872333 Math. Oper. Res. 49, No. 2, 1192-1222 (2024). MSC: 60G07 93E20 PDFBibTeX XMLCite \textit{Y. Kanoria} et al., Math. Oper. Res. 49, No. 2, 1192--1222 (2024; Zbl 07872333) Full Text: DOI
Rozora, Iryna; Mlavets, Yurii; Vasylyk, Olga; Polishchuk, Volodymyr On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\). (English) Zbl 07865980 J. Theor. Probab. 37, No. 2, 1627-1653 (2024). MSC: 60G07 65C20 PDFBibTeX XMLCite \textit{I. Rozora} et al., J. Theor. Probab. 37, No. 2, 1627--1653 (2024; Zbl 07865980) Full Text: DOI
Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. Exit times for a discrete Markov additive process. (English) Zbl 07865964 J. Theor. Probab. 37, No. 2, 1052-1078 (2024). MSC: 60G07 60G50 60G51 60G70 60J05 PDFBibTeX XMLCite \textit{Z. Palmowski} et al., J. Theor. Probab. 37, No. 2, 1052--1078 (2024; Zbl 07865964) Full Text: DOI arXiv
Lakshmanan, Rajmadan; Pichler, Alois Expectiles in risk averse stochastic programming and dynamic optimization. (English) Zbl 07862918 Pure Appl. Funct. Anal. 9, No. 3, 741-762 (2024). MSC: 90C08 90C15 60G07 PDFBibTeX XMLCite \textit{R. Lakshmanan} and \textit{A. Pichler}, Pure Appl. Funct. Anal. 9, No. 3, 741--762 (2024; Zbl 07862918) Full Text: arXiv Link
Coculescu, Delia; Visentin, Gabriele A default system with overspilling contagion. (English) Zbl 1537.91343 Front. Math. Finance 3, No. 1, 127-162 (2024). MSC: 91G45 91G40 60G07 60H15 PDFBibTeX XMLCite \textit{D. Coculescu} and \textit{G. Visentin}, Front. Math. Finance 3, No. 1, 127--162 (2024; Zbl 1537.91343) Full Text: DOI arXiv
Chokri, Khalid; Bouzebda, Salim Uniform-in-bandwidth consistency results in the partially linear additive model components estimation. (English) Zbl 07859013 Commun. Stat., Theory Methods 53, No. 9, 3383-3424 (2024). MSC: 62G20 62G32 62J05 60G07 60F15 62G08 PDFBibTeX XMLCite \textit{K. Chokri} and \textit{S. Bouzebda}, Commun. Stat., Theory Methods 53, No. 9, 3383--3424 (2024; Zbl 07859013) Full Text: DOI
Boukhelkhal, Ikram; Zeghdane, Rebiha Correction to: “Lagrange interpolation polynomials for solving nonlinear stochastic integral equations”. (English) Zbl 07853022 Numer. Algorithms 96, No. 2, 619 (2024). MSC: 65-XX 60H10 60H15 65C30 37N30 60G07 PDFBibTeX XMLCite \textit{I. Boukhelkhal} and \textit{R. Zeghdane}, Numer. Algorithms 96, No. 2, 619 (2024; Zbl 07853022) Full Text: DOI
Boukhelkhal, Ikram; Zeghdane, Rebiha Lagrange interpolation polynomials for solving nonlinear stochastic integral equations. (English) Zbl 07853021 Numer. Algorithms 96, No. 2, 583-618 (2024); correction ibid. 96, No. 2, 619 (2024). MSC: 65-XX 60H10 60H15 65C30 37N30 60G07 PDFBibTeX XMLCite \textit{I. Boukhelkhal} and \textit{R. Zeghdane}, Numer. Algorithms 96, No. 2, 583--618 (2024; Zbl 07853021) Full Text: DOI
Ning, Ning; Wu, Jing; Zheng, Jinwei One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients. (English) Zbl 07825644 Stochastic Processes Appl. 171, Article ID 104315, 23 p. (2024). MSC: 60G07 60G20 49J40 PDFBibTeX XMLCite \textit{N. Ning} et al., Stochastic Processes Appl. 171, Article ID 104315, 23 p. (2024; Zbl 07825644) Full Text: DOI arXiv
Cihak, Heather L.; Kilpatrick, Zachary P. Multiscale motion and deformation of bumps in stochastic neural fields with dynamic connectivity. (English) Zbl 1532.35455 Multiscale Model. Simul. 22, No. 1, 178-203 (2024). MSC: 35Q92 35B36 60G07 PDFBibTeX XMLCite \textit{H. L. Cihak} and \textit{Z. P. Kilpatrick}, Multiscale Model. Simul. 22, No. 1, 178--203 (2024; Zbl 1532.35455) Full Text: DOI arXiv
Kleijn, B. J. K. Existence and phase structure of random inverse limit measures. arXiv:2408.09884 Preprint, arXiv:2408.09884 [math.PR] (2024). MSC: 28C20 60B11 60G07 60G15 60G57 BibTeX Cite \textit{B. J. K. Kleijn}, ``Existence and phase structure of random inverse limit measures'', Preprint, arXiv:2408.09884 [math.PR] (2024) Full Text: arXiv OA License
Poffenbarger, Kai; Pandey, Rohan Analyzing the birth-death model of Oncostreams in Glioma, and the effects of Cytochalasin D treatment. arXiv:2407.10983 Preprint, arXiv:2407.10983 [q-bio.TO] (2024). MSC: 60G07 BibTeX Cite \textit{K. Poffenbarger} and \textit{R. Pandey}, ``Analyzing the birth-death model of Oncostreams in Glioma, and the effects of Cytochalasin D treatment'', Preprint, arXiv:2407.10983 [q-bio.TO] (2024) Full Text: arXiv OA License
Linn, Samantha; Lawley, Sean D Cover times with stochastic resetting. arXiv:2406.12154 Preprint, arXiv:2406.12154 [math.PR] (2024). MSC: 60G07 60G70 60J27 60J60 60J65 BibTeX Cite \textit{S. Linn} and \textit{S. D Lawley}, ``Cover times with stochastic resetting'', Preprint, arXiv:2406.12154 [math.PR] (2024) Full Text: arXiv OA License
Xia, Mingtao; Li, Xiangting; Shen, Qijing; Chou, Tom An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks. arXiv:2406.01653 Preprint, arXiv:2406.01653 [stat.ML] (2024). MSC: 60G07 60J76 BibTeX Cite \textit{M. Xia} et al., ``An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks'', Preprint, arXiv:2406.01653 [stat.ML] (2024) Full Text: arXiv OA License
Houas, Amrane; Merahi, Fateh; Moumni, Mustafa Non-explosion solutions for a class of stochastic physical diffusion oscillators. arXiv:2404.19099 Preprint, arXiv:2404.19099 [math.DS] (2024). MSC: 60F99 60G07 37H05 BibTeX Cite \textit{A. Houas} et al., ``Non-explosion solutions for a class of stochastic physical diffusion oscillators'', Preprint, arXiv:2404.19099 [math.DS] (2024) Full Text: arXiv OA License
del Razo, Mauricio J.; Site, Luigi Delle Dynamics of systems with varying number of particles: from Liouville equations to general master equations for open systems. arXiv:2403.14517 Preprint, arXiv:2403.14517 [math-ph] (2024). MSC: 70-XX 82M37 60G07 37Jxx 37N30 65Cxx 65Pxx 37M05 BibTeX Cite \textit{M. J. del Razo} and \textit{L. D. Site}, ``Dynamics of systems with varying number of particles: from Liouville equations to general master equations for open systems'', Preprint, arXiv:2403.14517 [math-ph] (2024) Full Text: arXiv OA License
Rickelhoff, Sebastian; Schnurr, Alexander Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations. arXiv:2403.12613 Preprint, arXiv:2403.12613 [math.PR] (2024). MSC: 60G07 60H10 60J76 BibTeX Cite \textit{S. Rickelhoff} and \textit{A. Schnurr}, ``Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations'', Preprint, arXiv:2403.12613 [math.PR] (2024) Full Text: arXiv OA License
Belomestny, Denis; Podolskij, Mark; Zhou, Shi-Yuan On nonparametric estimation of the interaction function in particle system models. arXiv:2402.14419 Preprint, arXiv:2402.14419 [math.ST] (2024). MSC: 62G20 62M05 60G07 60H10 BibTeX Cite \textit{D. Belomestny} et al., ``On nonparametric estimation of the interaction function in particle system models'', Preprint, arXiv:2402.14419 [math.ST] (2024) Full Text: arXiv OA License
Di Nardo, Elvira; D’Onofrio, Giuseppe; Martini, Tommaso Orthogonal gamma-based expansion for the CIR’s first passage time distribution. arXiv:2402.00833 Preprint, arXiv:2402.00833 [math.PR] (2024). MSC: 65C20 60G07 62E17 42C10 60-08 BibTeX Cite \textit{E. Di Nardo} et al., ``Orthogonal gamma-based expansion for the CIR's first passage time distribution'', Preprint, arXiv:2402.00833 [math.PR] (2024) Full Text: arXiv OA License
He, Xihao; Tan, Xiaolu; Zou, Jun An exit contract optimization problem. (English) Zbl 1533.60053 ESAIM, Control Optim. Calc. Var. 29, Paper No. 82, 33 p. (2023). MSC: 60G40 49M25 60G07 93E20 PDFBibTeX XMLCite \textit{X. He} et al., ESAIM, Control Optim. Calc. Var. 29, Paper No. 82, 33 p. (2023; Zbl 1533.60053) Full Text: DOI arXiv OA License
Criens, David; Niemann, Lars Nonlinear continuous semimartingales. (English) Zbl 07790306 Electron. J. Probab. 28, Paper No. 146, 40 p. (2023). MSC: 60G65 35D40 60G07 60G44 93E20 PDFBibTeX XMLCite \textit{D. Criens} and \textit{L. Niemann}, Electron. J. Probab. 28, Paper No. 146, 40 p. (2023; Zbl 07790306) Full Text: DOI arXiv
Gajda, Janusz Explicit representation of characteristic function of tempered \(\alpha\)-stable Ornstein-Uhlenbeck process. (English) Zbl 1529.60026 Math. Methods Appl. Sci. 46, No. 7, 8324-8333 (2023). MSC: 60E10 60G07 60G51 PDFBibTeX XMLCite \textit{J. Gajda}, Math. Methods Appl. Sci. 46, No. 7, 8324--8333 (2023; Zbl 1529.60026) Full Text: DOI
Kubilius, Kęstutis Fractional SDEs with stochastic forcing: existence, uniqueness, and approximation. (English) Zbl 1537.60068 Nonlinear Anal., Model. Control 28, No. 6, 1196-1225 (2023). Reviewer: Gerardo Hernandez-del-Valle (Ciudad de México) MSC: 60H10 34K50 60G22 60G07 PDFBibTeX XMLCite \textit{K. Kubilius}, Nonlinear Anal., Model. Control 28, No. 6, 1196--1225 (2023; Zbl 1537.60068) Full Text: Link
Qi, Hengxiao; Saleem, Muhammad Shoaib; Ahmed, Imran; Sajid, Sana; Nazeer, Waqas Fractional version of Ostrowski-type inequalities for strongly \(p\)-convex stochastic processes via a \(k\)-fractional Hilfer-Katugampola derivative. (English) Zbl 1532.60034 J. Inequal. Appl. 2023, Paper No. 12, 19 p. (2023). MSC: 60E15 60G07 33B15 26A33 26A51 PDFBibTeX XMLCite \textit{H. Qi} et al., J. Inequal. Appl. 2023, Paper No. 12, 19 p. (2023; Zbl 1532.60034) Full Text: DOI OA License
Jeanblanc, Monique Some remarks on enlargement of filtration and finance. (English) Zbl 1525.60052 Morel, Jean-Michel (ed.) et al., Mathematics going forward. Collected mathematical brushstrokes. Cham: Springer. Lect. Notes Math. 2313, 95-114 (2023). MSC: 60G44 60G40 60G07 60H30 91G40 PDFBibTeX XMLCite \textit{M. Jeanblanc}, Lect. Notes Math. 2313, 95--114 (2023; Zbl 1525.60052) Full Text: DOI HAL
Criens, David On the relation of one-dimensional diffusions on natural scale and their speed measures. (English) Zbl 07768808 J. Theor. Probab. 36, No. 4, 2339-2358 (2023). Reviewer: Mátyás Barczy (Szeged) MSC: 60J60 60G07 60F17 60G53 PDFBibTeX XMLCite \textit{D. Criens}, J. Theor. Probab. 36, No. 4, 2339--2358 (2023; Zbl 07768808) Full Text: DOI arXiv OA License
Biagini, Francesca; Bollweg, Georg; Oberpriller, Katharina Non-linear affine processes with jumps. (English) Zbl 1535.60088 Probab. Uncertain. Quant. Risk 8, No. 2, 235-266 (2023). MSC: 60G65 60G07 PDFBibTeX XMLCite \textit{F. Biagini} et al., Probab. Uncertain. Quant. Risk 8, No. 2, 235--266 (2023; Zbl 1535.60088) Full Text: DOI arXiv
Dudnikova, T. V. On mixing conditions in proving the asymptotical normality for harmonic crystals. (English) Zbl 1526.60020 Lobachevskii J. Math. 44, No. 7, 2613-2629 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G07 62E20 PDFBibTeX XMLCite \textit{T. V. Dudnikova}, Lobachevskii J. Math. 44, No. 7, 2613--2629 (2023; Zbl 1526.60020) Full Text: DOI
Cox, Alexander M. G.; Robinson, Benjamin A. SDEs with no strong solution arising from a problem of stochastic control. (English) Zbl 1533.60085 Electron. J. Probab. 28, Paper No. 104, 24 p. (2023). MSC: 60H10 60J65 60G07 93E20 PDFBibTeX XMLCite \textit{A. M. G. Cox} and \textit{B. A. Robinson}, Electron. J. Probab. 28, Paper No. 104, 24 p. (2023; Zbl 1533.60085) Full Text: DOI arXiv Link
Dommel, Paul; Pichler, Alois Dynamic programming for data independent decision sets. (English) Zbl 1522.90047 J. Convex Anal. 30, No. 3, 897-916 (2023). MSC: 90C15 60G07 90C05 PDFBibTeX XMLCite \textit{P. Dommel} and \textit{A. Pichler}, J. Convex Anal. 30, No. 3, 897--916 (2023; Zbl 1522.90047) Full Text: Link
Gourieroux, Christian; Jasiak, Joann Dynamic deconvolution and identification of independent autoregressive sources. (English) Zbl 07731466 J. Time Ser. Anal. 44, No. 2, 151-180 (2023). MSC: 62Mxx 60G07 60G10 62M15 62M20 62G05 PDFBibTeX XMLCite \textit{C. Gourieroux} and \textit{J. Jasiak}, J. Time Ser. Anal. 44, No. 2, 151--180 (2023; Zbl 07731466) Full Text: DOI
Amorino, Chiara; Heidari, Akram; Pilipauskaitė, Vytautė; Podolskij, Mark Parameter estimation of discretely observed interacting particle systems. (English) Zbl 07726175 Stochastic Processes Appl. 163, 350-386 (2023). MSC: 62F12 62E20 62M05 60G07 60H10 PDFBibTeX XMLCite \textit{C. Amorino} et al., Stochastic Processes Appl. 163, 350--386 (2023; Zbl 07726175) Full Text: DOI arXiv
Röllin, Adrian; Zhang, Zhuo-Song Dense multigraphon-valued stochastic processes and edge-changing dynamics in the configuration model. (English) Zbl 1519.05222 Ann. Appl. Probab. 33, No. 4, 3207-3239 (2023). MSC: 05C80 60F05 60G07 PDFBibTeX XMLCite \textit{A. Röllin} and \textit{Z.-S. Zhang}, Ann. Appl. Probab. 33, No. 4, 3207--3239 (2023; Zbl 1519.05222) Full Text: DOI arXiv Link
Neufcourt, Léo; Protter, Philip Expansion of a filtration with a stochastic process: the information drift. (English) Zbl 1515.60121 Numer. Algebra Control Optim. 13, No. 3-4, 714-742 (2023). MSC: 60G44 60G48 60G07 91G80 PDFBibTeX XMLCite \textit{L. Neufcourt} and \textit{P. Protter}, Numer. Algebra Control Optim. 13, No. 3--4, 714--742 (2023; Zbl 1515.60121) Full Text: DOI arXiv
Merkle, Ana Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales. (English) Zbl 1515.60207 Stat. Probab. Lett. 197, Article ID 109816, 7 p. (2023). MSC: 60H10 60H30 60G44 60G07 PDFBibTeX XMLCite \textit{A. Merkle}, Stat. Probab. Lett. 197, Article ID 109816, 7 p. (2023; Zbl 1515.60207) Full Text: DOI
Černý, Aleš; Ruf, Johannes Simplified calculus for semimartingales: multiplicative compensators and changes of measure. (English) Zbl 1516.60009 Stochastic Processes Appl. 161, 572-602 (2023). MSC: 60E10 60G07 60G44 60G48 60G51 60H05 60H30 91G10 PDFBibTeX XMLCite \textit{A. Černý} and \textit{J. Ruf}, Stochastic Processes Appl. 161, 572--602 (2023; Zbl 1516.60009) Full Text: DOI arXiv
Lakshmanan, Rajmadan; Pichler, Alois; Potts, Daniel Nonequispaced fast Fourier transform boost for the Sinkhorn algorithm. (English) Zbl 1512.90135 ETNA, Electron. Trans. Numer. Anal. 58, 289-315 (2023). MSC: 90C08 90C15 60G07 PDFBibTeX XMLCite \textit{R. Lakshmanan} et al., ETNA, Electron. Trans. Numer. Anal. 58, 289--315 (2023; Zbl 1512.90135) Full Text: DOI arXiv Link
Bonnier, Patric; Liu, Chong; Oberhauser, Harald Adapted topologies and higher rank signatures. (English) Zbl 1537.60038 Ann. Appl. Probab. 33, No. 3, 2136-2175 (2023). Reviewer: Rosa Lili Dora Preiß (Leipzig) MSC: 60G07 60L10 PDFBibTeX XMLCite \textit{P. Bonnier} et al., Ann. Appl. Probab. 33, No. 3, 2136--2175 (2023; Zbl 1537.60038) Full Text: DOI arXiv
Hernández, Camilo; Possamaï, Dylan Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. (English) Zbl 1525.60073 Ann. Appl. Probab. 33, No. 2, 1396-1458 (2023). MSC: 60H10 60H30 60G07 PDFBibTeX XMLCite \textit{C. Hernández} and \textit{D. Possamaï}, Ann. Appl. Probab. 33, No. 2, 1396--1458 (2023; Zbl 1525.60073) Full Text: DOI arXiv
Bisewski, Krzysztof; Hashorva, Enkelejd; Shevchenko, Georgiy The harmonic mean formula for random processes. (English) Zbl 1516.60020 Stochastic Anal. Appl. 41, No. 3, 591-603 (2023). MSC: 60G07 60G17 60G70 PDFBibTeX XMLCite \textit{K. Bisewski} et al., Stochastic Anal. Appl. 41, No. 3, 591--603 (2023; Zbl 1516.60020) Full Text: DOI arXiv
De Angelis, Tiziano; Milazzo, Alessandro Dynamic programming principle for classical and singular stochastic control with discretionary stopping. (English) Zbl 1512.49029 Appl. Math. Optim. 88, No. 1, Paper No. 7, 48 p. (2023). MSC: 49L20 49L25 49K45 60G07 60G40 93E20 PDFBibTeX XMLCite \textit{T. De Angelis} and \textit{A. Milazzo}, Appl. Math. Optim. 88, No. 1, Paper No. 7, 48 p. (2023; Zbl 1512.49029) Full Text: DOI arXiv OA License
Perkkiö, Ari-Pekka; Treviño-Aguilar, Erick Michael selections and Castaing representations with càdlàg functions. (English) Zbl 07676065 Set-Valued Var. Anal. 31, No. 1, Paper No. 12, 14 p. (2023). MSC: 47H04 54C60 49J53 60G07 90C15 PDFBibTeX XMLCite \textit{A.-P. Perkkiö} and \textit{E. Treviño-Aguilar}, Set-Valued Var. Anal. 31, No. 1, Paper No. 12, 14 p. (2023; Zbl 07676065) Full Text: DOI arXiv OA License
Dzhalladova, Irada; Růžičková, Miroslava Systems of differential equations modeling non-Markov processes. (English) Zbl 07675571 Arch. Math. (Brno) 59, No. 1, 21-29 (2023). MSC: 60G07 34K06 PDFBibTeX XMLCite \textit{I. Dzhalladova} and \textit{M. Růžičková}, Arch. Math. (Brno) 59, No. 1, 21--29 (2023; Zbl 07675571) Full Text: DOI
Etoré, Pierre; Martinez, Miguel Stochastic processes associated to multidimensional parabolic transmission problems in divergence form. (English) Zbl 1515.60077 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 291-311 (2023). MSC: 60G07 60G12 35K67 PDFBibTeX XMLCite \textit{P. Etoré} and \textit{M. Martinez}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 291--311 (2023; Zbl 1515.60077) Full Text: arXiv Link
van der Hofstad, Remco; Kapodistria, Stella; Palmowski, Zbigniew; Shneer, Seva Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes. (English) Zbl 1515.60134 J. Appl. Probab. 60, No. 1, 85-105 (2023). MSC: 60G51 60G07 60G44 60G55 PDFBibTeX XMLCite \textit{R. van der Hofstad} et al., J. Appl. Probab. 60, No. 1, 85--105 (2023; Zbl 1515.60134) Full Text: DOI arXiv
Alekseev, O. V. Multi-point passage probabilities and Green’s functions for \(\mathrm{SLE}_{8/3}\). (English. Russian original) Zbl 1520.81146 Theor. Math. Phys. 214, No. 2, 210-230 (2023); translation from Teor. Mat. Fiz. 214, No. 2, 243-267 (2023). MSC: 81T40 55P48 35B38 60G07 37A50 14D21 78A35 35J08 62H20 PDFBibTeX XMLCite \textit{O. V. Alekseev}, Theor. Math. Phys. 214, No. 2, 210--230 (2023; Zbl 1520.81146); translation from Teor. Mat. Fiz. 214, No. 2, 243--267 (2023) Full Text: DOI arXiv
Belomestny, Denis; Pilipauskaitė, Vytautė; Podolskij, Mark Semiparametric estimation of McKean-Vlasov SDEs. (English. French summary) Zbl 07657644 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 79-96 (2023). MSC: 62G20 62M05 60G07 60H10 PDFBibTeX XMLCite \textit{D. Belomestny} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 79--96 (2023; Zbl 07657644) Full Text: DOI arXiv
Feng, Qi-Min; Feng, Zhong-Wen; Zhou, Xia; Jiang, Qing-Quan Barrow entropy and stochastic gravitational wave background generated from cosmological QCD phase transition. (English) Zbl 1519.83013 Phys. Lett., B 838, Article ID 137739, 8 p. (2023). MSC: 83C35 60G07 94A17 81V05 82B26 83F05 57R67 83C55 47A10 60G35 83B05 PDFBibTeX XMLCite \textit{Q.-M. Feng} et al., Phys. Lett., B 838, Article ID 137739, 8 p. (2023; Zbl 1519.83013) Full Text: DOI arXiv OA License
Pennanen, Teemu; Perkkiö, Ari-Pekka Dual spaces of cadlag processes. (English) Zbl 1517.46053 Stochastic Processes Appl. 157, 69-93 (2023). MSC: 46N30 60G07 46B10 46E30 PDFBibTeX XMLCite \textit{T. Pennanen} and \textit{A.-P. Perkkiö}, Stochastic Processes Appl. 157, 69--93 (2023; Zbl 1517.46053) Full Text: DOI arXiv
Di Nardo, Elvira; D’Onofrio, Giuseppe; Martini, Tommaso Approximating the first passage time density from data using generalized Laguerre polynomials. (English) Zbl 1505.60002 Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 106991, 17 p. (2023). MSC: 60-08 60G07 60J60 62E17 62M05 PDFBibTeX XMLCite \textit{E. Di Nardo} et al., Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 106991, 17 p. (2023; Zbl 1505.60002) Full Text: DOI arXiv
Hastings, Kevin J. Financial mathematics. From discrete to continuous time. (English) Zbl 1530.91001 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4987-8040-7/hbk; 978-1-032-40389-2/pbk; 978-0-429-11365-9/ebook). xvii, 411 p. (2023). Reviewer: Piotr Jaworski (Warszawa) MSC: 91-01 91G10 91G20 60-01 60E05 60G07 PDFBibTeX XMLCite \textit{K. J. Hastings}, Financial mathematics. From discrete to continuous time. Boca Raton, FL: CRC Press (2023; Zbl 1530.91001) Full Text: DOI
Biagini, Francesca; Reitsam, Thomas A dynamic version of the super-replication theorem under proportional transaction costs. (English) Zbl 1507.91210 Stochastic Anal. Appl. 41, No. 1, 80-101 (2023). MSC: 91G15 91G20 60G07 PDFBibTeX XMLCite \textit{F. Biagini} and \textit{T. Reitsam}, Stochastic Anal. Appl. 41, No. 1, 80--101 (2023; Zbl 1507.91210) Full Text: DOI arXiv
Özdemir, Alperen First-order convergence for \(321\)-avoiding permutations. arXiv:2312.01749 Preprint, arXiv:2312.01749 [math.PR] (2023). MSC: 60C05 60G07 03C13 BibTeX Cite \textit{A. Özdemir}, ``First-order convergence for $321$-avoiding permutations'', Preprint, arXiv:2312.01749 [math.PR] (2023) Full Text: arXiv OA License
Keskin, Ata A Formalization of Martingales in Isabelle/HOL. arXiv:2311.06188 Preprint, arXiv:2311.06188 [cs.LO] (2023). MSC: 60G48 60G07 BibTeX Cite \textit{A. Keskin}, ``A Formalization of Martingales in Isabelle/HOL'', Preprint, arXiv:2311.06188 [cs.LO] (2023) Full Text: arXiv OA License
Kim, Hyunjoong; Lawley, Sean D Cover times of many random walkers on a discrete network. arXiv:2310.07905 Preprint, arXiv:2310.07905 [cond-mat.stat-mech] (2023). MSC: 60J27 60G70 60G07 BibTeX Cite \textit{H. Kim} and \textit{S. D Lawley}, ``Cover times of many random walkers on a discrete network'', Preprint, arXiv:2310.07905 [cond-mat.stat-mech] (2023) Full Text: arXiv OA License
He, Xihao On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise. arXiv:2310.00407 Preprint, arXiv:2310.00407 [math.PR] (2023). MSC: 60G40 60G44 60G07 93E15 BibTeX Cite \textit{X. He}, ``On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise'', Preprint, arXiv:2310.00407 [math.PR] (2023) Full Text: arXiv OA License
Bartesaghi, Paolo A random journey through the math of gambling. arXiv:2309.01394 Preprint, arXiv:2309.01394 [math.HO] (2023). MSC: 60A05 60G07 60G46 BibTeX Cite \textit{P. Bartesaghi}, ``A random journey through the math of gambling'', Preprint, arXiv:2309.01394 [math.HO] (2023) Full Text: arXiv OA License
Lakshmanan, Rajmadan; Pichler, Alois Unbalanced Optimal Transport and Maximum Mean Discrepancies: Interconnections and Rapid Evaluation. arXiv:2306.13618 Preprint, arXiv:2306.13618 [math.OC] (2023). MSC: 90C08 90C15 60G07 BibTeX Cite \textit{R. Lakshmanan} and \textit{A. Pichler}, ``Unbalanced Optimal Transport and Maximum Mean Discrepancies: Interconnections and Rapid Evaluation'', Preprint, arXiv:2306.13618 [math.OC] (2023) Full Text: arXiv OA License
Klump, Alexander; Savov, Mladen Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions. arXiv:2305.10967 Preprint, arXiv:2305.10967 [math.PR] (2023). MSC: 60G07 60J25 60G51 60J60 60G40 60E15 BibTeX Cite \textit{A. Klump} and \textit{M. Savov}, ``Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions'', Preprint, arXiv:2305.10967 [math.PR] (2023) Full Text: arXiv OA License
Arharas, Ihsan; Bouhadou, Siham; Hilbert, Astrid; Ouknine, Youssef Optimal Stopping Under Model Uncertainty in a General Setting. arXiv:2303.16847 Preprint, arXiv:2303.16847 [math.PR] (2023). MSC: 60G40 60H30 60G07 BibTeX Cite \textit{I. Arharas} et al., ``Optimal Stopping Under Model Uncertainty in a General Setting'', Preprint, arXiv:2303.16847 [math.PR] (2023) Full Text: arXiv OA License
He, Xihao; Tan, Xiaolu; Zou, Jun A mean-field version of Bank-El Karoui’s representation of stochastic processes. arXiv:2302.03300 Preprint, arXiv:2302.03300 [math.PR] (2023). MSC: 60G40 93E20 60G07 93E15 BibTeX Cite \textit{X. He} et al., ``A mean-field version of Bank-El Karoui's representation of stochastic processes'', Preprint, arXiv:2302.03300 [math.PR] (2023) Full Text: arXiv OA License
Milazzo, Alessandro On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems. arXiv:2301.05458 Preprint, arXiv:2301.05458 [math.OC] (2023). MSC: 60G07 60G40 60J60 49N30 35R35 BibTeX Cite \textit{A. Milazzo}, ``On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems'', Preprint, arXiv:2301.05458 [math.OC] (2023) Full Text: arXiv OA License
Kozachenko, Yuriy; Rozora, Iryna On statistical properties of the estimator of impulse response function. (English) Zbl 07819630 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 563-585 (2022). MSC: 62G07 60G07 62G05 62M09 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{I. Rozora}, Springer Proc. Math. Stat. 408, 563--585 (2022; Zbl 07819630) Full Text: DOI
Mokliachuk, Oleksandr Quasi-Banach spaces of random variables and modeling of stochastic processes. (English) Zbl 1515.60078 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 351-414 (2022). MSC: 60G07 60G15 60G17 62M15 46E30 PDFBibTeX XMLCite \textit{O. Mokliachuk}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 351--414 (2022; Zbl 1515.60078) Full Text: DOI
Cai, G. Q.; Huan, R. H.; Zhu, W. Q. Modeling and simulation of stochastic processes. (English) Zbl 1515.60025 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 65-110 (2022). MSC: 60-08 60G07 60G15 60H30 PDFBibTeX XMLCite \textit{G. Q. Cai} et al., in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 65--110 (2022; Zbl 1515.60025) Full Text: DOI
Berkaoui, Abdelkarem On the optional and orthogonal decompositions of a class of semimartingales. (English) Zbl 1511.60066 Port. Math. 79, No. 3-4, 225-240 (2022). MSC: 60G44 60G07 PDFBibTeX XMLCite \textit{A. Berkaoui}, Port. Math. 79, No. 3--4, 225--240 (2022; Zbl 1511.60066) Full Text: DOI
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)
Kikuchi, Masato On some inequalities for the optional projection and the predictable projection of a discrete parameter process. (Sur quelques inégalités pour la projection optionnelle et la projection prévisible d’un processus de paramètre discret.) (English. French summary) Zbl 1511.60060 Ann. Math. Blaise Pascal 29, No. 1, 149-185 (2022). MSC: 60G07 46E30 60E15 PDFBibTeX XMLCite \textit{M. Kikuchi}, Ann. Math. Blaise Pascal 29, No. 1, 149--185 (2022; Zbl 1511.60060) Full Text: DOI
Müller, Peter Handbook of dynamics and probability. (English) Zbl 1503.37002 Cham: Springer (ISBN 978-3-030-88485-7/hbk; 978-3-030-88488-8/pbk; 978-3-030-88486-4/ebook). xiv, 543 p. (2022). MSC: 37-02 37Axx 37Hxx 37Lxx 60G07 81P16 82B05 82C05 PDFBibTeX XMLCite \textit{P. Müller}, Handbook of dynamics and probability. Cham: Springer (2022; Zbl 1503.37002) Full Text: DOI
Linn, Samantha; Lawley, Sean D. Extreme hitting probabilities for diffusion. (English) Zbl 1509.60111 J. Phys. A, Math. Theor. 55, No. 34, Article ID 345002, 31 p. (2022). MSC: 60G70 60G07 60J60 PDFBibTeX XMLCite \textit{S. Linn} and \textit{S. D. Lawley}, J. Phys. A, Math. Theor. 55, No. 34, Article ID 345002, 31 p. (2022; Zbl 1509.60111) Full Text: DOI arXiv
AL-hada, Eman A.; Tang, Xiangong; Deng, Weihua Classification of stochastic processes by convolutional neural networks. (English) Zbl 1509.68213 J. Phys. A, Math. Theor. 55, No. 27, Article ID 274006, 33 p. (2022). MSC: 68T05 60G07 60K50 PDFBibTeX XMLCite \textit{E. A. AL-hada} et al., J. Phys. A, Math. Theor. 55, No. 27, Article ID 274006, 33 p. (2022; Zbl 1509.68213) Full Text: DOI
Li, Libo Characterisation of honest times and optional semimartingales of class-\((\Sigma)\). (English) Zbl 1515.60120 J. Theor. Probab. 35, No. 4, 2145-2175 (2022). MSC: 60G44 60G40 60G07 91G40 PDFBibTeX XMLCite \textit{L. Li}, J. Theor. Probab. 35, No. 4, 2145--2175 (2022; Zbl 1515.60120) Full Text: DOI arXiv OA License
Benth, Fred Espen; Di Nunno, Giulia; Schroers, Dennis Copula measures and Sklar’s theorem in arbitrary dimensions. (English) Zbl 1496.60029 Scand. J. Stat. 49, No. 3, 1144-1183 (2022). MSC: 60G07 62H05 PDFBibTeX XMLCite \textit{F. E. Benth} et al., Scand. J. Stat. 49, No. 3, 1144--1183 (2022; Zbl 1496.60029) Full Text: DOI arXiv OA License
Brückerhoff, Martin; Huesmann, Martin; Juillet, Nicolas Shadow martingales – a stochastic mass transport approach to the peacock problem. (English) Zbl 1507.60041 Electron. J. Probab. 27, Paper No. 127, 62 p. (2022). MSC: 60G07 60G44 60E15 49Q22 91G20 PDFBibTeX XMLCite \textit{M. Brückerhoff} et al., Electron. J. Probab. 27, Paper No. 127, 62 p. (2022; Zbl 1507.60041) Full Text: DOI arXiv Link
Bénard, Timothée; De Saxcé, Nicolas Random walks with bounded first moment on finite-volume spaces. (English) Zbl 1503.37009 Geom. Funct. Anal. 32, No. 4, 687-724 (2022). MSC: 37A17 37B20 37A50 22E40 22F30 60G07 60G50 PDFBibTeX XMLCite \textit{T. Bénard} and \textit{N. De Saxcé}, Geom. Funct. Anal. 32, No. 4, 687--724 (2022; Zbl 1503.37009) Full Text: DOI arXiv OA License
Chouliara, Despina; Gong, Yishu; He, Siming; Kiselev, Alexander; Lim, James; Melikechi, Omar; Powers, Keenan Hitting time of Brownian motion subject to shear flow. (English) Zbl 1504.35578 Involve 15, No. 1, 131-140 (2022). MSC: 35Q92 92C32 92C35 76Z05 35K10 60G07 60J65 92-08 35R60 PDFBibTeX XMLCite \textit{D. Chouliara} et al., Involve 15, No. 1, 131--140 (2022; Zbl 1504.35578) Full Text: DOI
Gallesco, Christophe; Takahashi, Daniel Y. Mixing rates for potentials of non-summable variations. (English) Zbl 1503.37016 Ergodic Theory Dyn. Syst. 42, No. 9, 2823-2840 (2022). MSC: 37A50 37A35 37A25 60F05 60F17 60G07 PDFBibTeX XMLCite \textit{C. Gallesco} and \textit{D. Y. Takahashi}, Ergodic Theory Dyn. Syst. 42, No. 9, 2823--2840 (2022; Zbl 1503.37016) Full Text: DOI arXiv
Pichler, Alois; Weinhardt, Michael The nested Sinkhorn divergence to learn the nested distance. (English) Zbl 07557211 Comput. Manag. Sci. 19, No. 2, 269-293 (2022). MSC: 90Bxx 90C08 90C15 60G07 PDFBibTeX XMLCite \textit{A. Pichler} and \textit{M. Weinhardt}, Comput. Manag. Sci. 19, No. 2, 269--293 (2022; Zbl 07557211) Full Text: DOI arXiv OA License
Lu, Dawei; Wang, Lina Complete moment convergence for the widely orthant dependent linear processes with random coefficients. (English) Zbl 07532305 Commun. Stat., Theory Methods 51, No. 3, 811-825 (2022). MSC: 60F15 60G07 62-XX PDFBibTeX XMLCite \textit{D. Lu} and \textit{L. Wang}, Commun. Stat., Theory Methods 51, No. 3, 811--825 (2022; Zbl 07532305) Full Text: DOI
Kim, Young-Ho Gronwall-type moment inequalities for a stochastic process. (English) Zbl 1492.60048 J. Math. Inequal. 16, No. 1, 51-61 (2022). MSC: 60E15 60G07 60H05 PDFBibTeX XMLCite \textit{Y.-H. Kim}, J. Math. Inequal. 16, No. 1, 51--61 (2022; Zbl 1492.60048) Full Text: DOI
Obiang, Fulgence Eyi; Moutsinga, Octave; Ouknine, Youssef An ideal class to construct solutions for skew Brownian motion equations. (English) Zbl 1502.60037 J. Theor. Probab. 35, No. 2, 894-916 (2022). MSC: 60G07 60G20 60G46 60G48 PDFBibTeX XMLCite \textit{F. E. Obiang} et al., J. Theor. Probab. 35, No. 2, 894--916 (2022; Zbl 1502.60037) Full Text: DOI arXiv
Araman, Victor F.; Chen, Hong; Glynn, Peter W.; Xia, Li On a single server queue fed by scheduled traffic with Pareto perturbations. (English) Zbl 1486.60038 Queueing Syst. 100, No. 1-2, 61-91 (2022). MSC: 60F05 60F10 60K25 60G07 PDFBibTeX XMLCite \textit{V. F. Araman} et al., Queueing Syst. 100, No. 1--2, 61--91 (2022; Zbl 1486.60038) Full Text: DOI arXiv
Adams, Daniel; dos Reis, Gonçalo; Ravaille, Romain; Salkeld, William; Tugaut, Julian Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts. (English) Zbl 1484.60027 Stochastic Processes Appl. 146, 264-310 (2022). MSC: 60F10 60G07 PDFBibTeX XMLCite \textit{D. Adams} et al., Stochastic Processes Appl. 146, 264--310 (2022; Zbl 1484.60027) Full Text: DOI arXiv
Černý, Aleš; Ruf, Johannes Simplified stochastic calculus via semimartingale representations. (English) Zbl 1490.60103 Electron. J. Probab. 27, Paper No. 3, 32 p. (2022). MSC: 60G48 60H05 60G07 60G44 PDFBibTeX XMLCite \textit{A. Černý} and \textit{J. Ruf}, Electron. J. Probab. 27, Paper No. 3, 32 p. (2022; Zbl 1490.60103) Full Text: DOI arXiv
Arguin, Louis-Pierre A first course in stochastic calculus. (English) Zbl 1504.60002 Pure and Applied Undergraduate Texts 53. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-6488-2/pbk; 978-1-4704-6778-4/ebook). xv, 270 p. (2022). Reviewer: Jordan M. Stoyanov (Sofia) MSC: 60-01 60G07 60H05 91G20 91G60 PDFBibTeX XMLCite \textit{L.-P. Arguin}, A first course in stochastic calculus. Providence, RI: American Mathematical Society (AMS) (2022; Zbl 1504.60002)
Beknazaryan, Aleksandr Function approximation by deep neural networks with parameters \(\{0, \pm \frac{1}{2}, \pm 1,2\}\). (English) Zbl 1478.62089 J. Stat. Theory Pract. 16, No. 1, Paper No. 7, 14 p. (2022). MSC: 62G08 68T07 60G07 62G05 41A46 PDFBibTeX XMLCite \textit{A. Beknazaryan}, J. Stat. Theory Pract. 16, No. 1, Paper No. 7, 14 p. (2022; Zbl 1478.62089) Full Text: DOI arXiv OA License
Mandler, Christian; Overbeck, Ludger A functional Itō-formula for Dawson-Watanabe superprocesses. (English) Zbl 1480.60253 Stochastic Processes Appl. 144, 202-228 (2022). MSC: 60J68 60H05 60G07 60G57 PDFBibTeX XMLCite \textit{C. Mandler} and \textit{L. Overbeck}, Stochastic Processes Appl. 144, 202--228 (2022; Zbl 1480.60253) Full Text: DOI arXiv
Gutierrez-Pavón, Jonathan; Pacheco, Carlos G. Quenched distributions for the maximum, minimum and local time of the Brox diffusion. (English) Zbl 1474.60092 Stat. Probab. Lett. 180, Article ID 109238, 7 p. (2022). MSC: 60G07 PDFBibTeX XMLCite \textit{J. Gutierrez-Pavón} and \textit{C. G. Pacheco}, Stat. Probab. Lett. 180, Article ID 109238, 7 p. (2022; Zbl 1474.60092) Full Text: DOI
Itkin, Andrey; Lipton, Alexander; Muravey, Dmitry Generalized integral transforms in mathematical finance. (English) Zbl 1492.91007 Singapore: World Scientific (ISBN 978-981-12-3173-5/hbk; 978-981-12-3175-9/ebook). xxxiii, 473 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91-02 91G20 91G40 44A05 44A10 44A20 45P05 45Q05 60G07 91G15 91G30 91G80 35B30 PDFBibTeX XMLCite \textit{A. Itkin} et al., Generalized integral transforms in mathematical finance. Singapore: World Scientific (2022; Zbl 1492.91007) Full Text: DOI
Freeman, Nic; Swart, Jan M. Skorohod’s topologies on path space. arXiv:2301.05637 Preprint, arXiv:2301.05637 [math.GN] (2022). MSC: 26A15 06A05 54E35 60G07 BibTeX Cite \textit{N. Freeman} and \textit{J. M. Swart}, ``Skorohod's topologies on path space'', Preprint, arXiv:2301.05637 [math.GN] (2022) Full Text: arXiv OA License
Bandt, Christoph Statistics and modelling of order patterns in univariate time series. arXiv:2212.14386 Preprint, arXiv:2212.14386 [math.DS] (2022). MSC: 37A35 62M10 60G07 BibTeX Cite \textit{C. Bandt}, ``Statistics and modelling of order patterns in univariate time series'', Preprint, arXiv:2212.14386 [math.DS] (2022) Full Text: arXiv OA License
Li, Nero Ziyu Fractal dimensions for Iterated Graph Systems. arXiv:2212.01987 Preprint, arXiv:2212.01987 [math.DS] (2022). MSC: 05C12 05C82 28A80 60G07 BibTeX Cite \textit{N. Z. Li}, ``Fractal dimensions for Iterated Graph Systems'', Preprint, arXiv:2212.01987 [math.DS] (2022) Full Text: arXiv OA License
Kern, Julian The Skorokhod Topologies: What They Are and Why We Should Care. arXiv:2210.16026 Preprint, arXiv:2210.16026 [math.PR] (2022). MSC: 60-01 60B10 60G07 54F65 BibTeX Cite \textit{J. Kern}, ``The Skorokhod Topologies: What They Are and Why We Should Care'', Preprint, arXiv:2210.16026 [math.PR] (2022) Full Text: DOI arXiv OA License
Lê, Khoa Quantitative John–Nirenberg inequality for stochastic processes of bounded mean oscillation. arXiv:2210.15736 Preprint, arXiv:2210.15736 [math.PR] (2022). MSC: 60G07 60H50 60H35 60H10 BibTeX Cite \textit{K. Lê}, ``Quantitative John--Nirenberg inequality for stochastic processes of bounded mean oscillation'', Preprint, arXiv:2210.15736 [math.PR] (2022) Full Text: arXiv OA License