Ghodrati, Laya; Panaretos, Victor M. On distributional autoregression and iterated transportation. (English) Zbl 07912366 J. Time Ser. Anal. 45, No. 5, 739-770 (2024). MSC: 62Mxx 62R10 15A99 62M15 60G17 PDFBibTeX XMLCite \textit{L. Ghodrati} and \textit{V. M. Panaretos}, J. Time Ser. Anal. 45, No. 5, 739--770 (2024; Zbl 07912366) Full Text: DOI arXiv OA License
Burdzy, Krzysztof; Tadić, Tvrtko On the spine of the two-particle Fleming-Viot process driven by Brownian motion. (English) Zbl 07905731 Electron. Commun. Probab. 29, Paper No. 14, 10 p. (2024). MSC: 60G17 60J65 60J80 PDFBibTeX XMLCite \textit{K. Burdzy} and \textit{T. Tadić}, Electron. Commun. Probab. 29, Paper No. 14, 10 p. (2024; Zbl 07905731) Full Text: DOI arXiv Link OA License
Rickelhoff, Sebastian; Schnurr, Alexander The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities. (English) Zbl 07900856 J. Theor. Probab. 37, No. 3, 2508-2533 (2024). MSC: 60J76 60J35 60J25 60G17 47G30 PDFBibTeX XMLCite \textit{S. Rickelhoff} and \textit{A. Schnurr}, J. Theor. Probab. 37, No. 3, 2508--2533 (2024; Zbl 07900856) Full Text: DOI arXiv OA License
Yuan, Weijie; Chen, Zhenlong Hausdorff measure and uniform dimension for space-time anisotropic Gaussian random fields. (English) Zbl 07900850 J. Theor. Probab. 37, No. 3, 2304-2329 (2024). MSC: 60G15 60G17 60G60 PDFBibTeX XMLCite \textit{W. Yuan} and \textit{Z. Chen}, J. Theor. Probab. 37, No. 3, 2304--2329 (2024; Zbl 07900850) Full Text: DOI
Wang, Wensheng The moduli of continuity for operator fractional Brownian motion. (English) Zbl 07900843 J. Theor. Probab. 37, No. 3, 2097-2120 (2024). MSC: 60G51 60G17 60E07 60J30 PDFBibTeX XMLCite \textit{W. Wang}, J. Theor. Probab. 37, No. 3, 2097--2120 (2024; Zbl 07900843) 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
Schied, Alexander; Zhang, Zhenyuan Weierstrass bridges. (English) Zbl 07876038 Trans. Am. Math. Soc. 377, No. 4, 2947-2989 (2024). MSC: 60G22 60G15 60G17 28A80 PDFBibTeX XMLCite \textit{A. Schied} and \textit{Z. Zhang}, Trans. Am. Math. Soc. 377, No. 4, 2947--2989 (2024; Zbl 07876038) Full Text: DOI arXiv
Furrer, Reinhard; Hediger, Michael On the orthogonality of zero-mean Gaussian measures: sufficiently dense sampling. (English) Zbl 07869136 Stochastic Processes Appl. 173, Article ID 104356, 12 p. (2024). MSC: 60G10 60G15 60G17 60G30 60G60 PDFBibTeX XMLCite \textit{R. Furrer} and \textit{M. Hediger}, Stochastic Processes Appl. 173, Article ID 104356, 12 p. (2024; Zbl 07869136) Full Text: DOI arXiv
Liu, Huili; Zhou, Xiaowen Exact modulus of continuities for \(\Lambda\)-Fleming-Viot processes with Brownian spatial motion. (English) Zbl 07865983 J. Theor. Probab. 37, No. 2, 1710-1744 (2024). MSC: 60J68 60G17 60G57 60J95 PDFBibTeX XMLCite \textit{H. Liu} and \textit{X. Zhou}, J. Theor. Probab. 37, No. 2, 1710--1744 (2024; Zbl 07865983) Full Text: DOI arXiv
Fonseca-Mora, C. A. Stochastic evolution equations with Lévy noise in the dual of a nuclear space. (English) Zbl 07858452 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 173-219 (2024). MSC: 60G51 60H15 60H05 60G17 60B12 PDFBibTeX XMLCite \textit{C. A. Fonseca-Mora}, Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 173--219 (2024; Zbl 07858452) Full Text: DOI arXiv
Ling, Chengcheng; Scheutzow, Michael Expansion and attraction of RDS: long time behavior of the solution to singular SDE. (English) Zbl 07854755 Electron. J. Probab. 29, Paper No. 60, 33 p. (2024). MSC: 60H10 60G17 60J60 60H50 PDFBibTeX XMLCite \textit{C. Ling} and \textit{M. Scheutzow}, Electron. J. Probab. 29, Paper No. 60, 33 p. (2024; Zbl 07854755) Full Text: DOI arXiv
Wang, Ran; Xiao, Yimin Temporal properties of the stochastic fractional heat equation with spatially-colored noise. (English) Zbl 07854697 Theory Probab. Math. Stat. 110, 121-142 (2024). MSC: 60H15 60G17 60G22 60H40 PDFBibTeX XMLCite \textit{R. Wang} and \textit{Y. Xiao}, Theory Probab. Math. Stat. 110, 121--142 (2024; Zbl 07854697) Full Text: DOI
Esser, C.; Loosveldt, L. On the pointwise regularity of the multifractional Brownian motion and some extensions. (English) Zbl 07854694 Theory Probab. Math. Stat. 110, 55-73 (2024). MSC: 60G22 60G17 26A15 42C40 PDFBibTeX XMLCite \textit{C. Esser} and \textit{L. Loosveldt}, Theory Probab. Math. Stat. 110, 55--73 (2024; Zbl 07854694) Full Text: DOI arXiv
Grube, Sebastian Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii type: the time-dependent case. (English) Zbl 07854120 J. Evol. Equ. 24, No. 2, Paper No. 37, 14 p. (2024). MSC: 60H10 60G17 35C99 PDFBibTeX XMLCite \textit{S. Grube}, J. Evol. Equ. 24, No. 2, Paper No. 37, 14 p. (2024; Zbl 07854120) Full Text: DOI arXiv OA License
Nummi, Patrik; Viitasaari, Lauri Necessary and sufficient conditions for continuity of hypercontractive processes and fields. (English) Zbl 1537.60043 Stat. Probab. Lett. 208, Article ID 110049, 6 p. (2024). MSC: 60G17 60G60 60G15 PDFBibTeX XMLCite \textit{P. Nummi} and \textit{L. Viitasaari}, Stat. Probab. Lett. 208, Article ID 110049, 6 p. (2024; Zbl 1537.60043) Full Text: DOI arXiv
Wang, Ran Analysis of the gradient for the stochastic fractional heat equation with spatially-colored noise in \(\mathbb{R}^d\). (English) Zbl 1537.60087 Discrete Contin. Dyn. Syst., Ser. B 29, No. 6, 2769-2785 (2024). MSC: 60H15 60G17 60G22 35K05 35R60 35R11 PDFBibTeX XMLCite \textit{R. Wang}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 6, 2769--2785 (2024; Zbl 1537.60087) Full Text: DOI arXiv
Cabral-García, Gabriela de Jesús; Villa-Morales, José Conditional moments of the first-passage time of a crowed population. (English) Zbl 07834003 Appl. Math. Comput. 470, Article ID 128569, 17 p. (2024). MSC: 92D25 60G53 60G17 92B15 PDFBibTeX XMLCite \textit{G. de J. Cabral-García} and \textit{J. Villa-Morales}, Appl. Math. Comput. 470, Article ID 128569, 17 p. (2024; Zbl 07834003) Full Text: DOI
Diouf, Saliou; Kolani, Yentchabaré Extreme value theory for space-time with random coefficients. (English) Zbl 07833898 Commun. Stat., Theory Methods 53, No. 5, 1736-1744 (2024). MSC: 60G52 60G17 62M10 PDFBibTeX XMLCite \textit{S. Diouf} and \textit{Y. Kolani}, Commun. Stat., Theory Methods 53, No. 5, 1736--1744 (2024; Zbl 07833898) Full Text: DOI
Chen, Bohan; Rhee, Chang-Han; Zwart, Bert Sample-path large deviations for a class of heavy-tailed Markov-additive processes. (English) Zbl 1539.60022 Electron. J. Probab. 29, Paper No. 53, 44 p. (2024). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F10 60G17 60B10 60J05 60G70 PDFBibTeX XMLCite \textit{B. Chen} et al., Electron. J. Probab. 29, Paper No. 53, 44 p. (2024; Zbl 1539.60022) Full Text: DOI arXiv
Berglund, Nils; Nader, Rita Concentration estimates for slowly time-dependent singular SPDEs on the two-dimensional torus. (English) Zbl 07829947 Electron. J. Probab. 29, Paper No. 35, 35 p. (2024). Reviewer: Guanggan Chen (Chengdu) MSC: 60H15 60G17 34F15 37H20 PDFBibTeX XMLCite \textit{N. Berglund} and \textit{R. Nader}, Electron. J. Probab. 29, Paper No. 35, 35 p. (2024; Zbl 07829947) Full Text: DOI arXiv
Kempka, H.; Schneider, C.; Vybiral, J. Path regularity of the Brownian motion and the Brownian sheet. (English) Zbl 1534.60046 Constr. Approx. 59, No. 2, 485-539 (2024). MSC: 60G17 60G15 46E35 60G60 PDFBibTeX XMLCite \textit{H. Kempka} et al., Constr. Approx. 59, No. 2, 485--539 (2024; Zbl 1534.60046) Full Text: DOI arXiv OA License
Bolin, David; Simas, Alexandre B.; Wallin, Jonas Gaussian Whittle-Matérn fields on metric graphs. (English) Zbl 1534.60063 Bernoulli 30, No. 2, 1611-1639 (2024). MSC: 60G60 60G15 35J25 35R60 60G17 60H15 PDFBibTeX XMLCite \textit{D. Bolin} et al., Bernoulli 30, No. 2, 1611--1639 (2024; Zbl 1534.60063) Full Text: DOI arXiv Link
Kwaśnicki, Mateusz Fleming-Viot couples live forever. (English) Zbl 07819907 Probab. Theory Relat. Fields 188, No. 3-4, 1385-1408 (2024). MSC: 60G17 60J25 60J80 PDFBibTeX XMLCite \textit{M. Kwaśnicki}, Probab. Theory Relat. Fields 188, No. 3--4, 1385--1408 (2024; Zbl 07819907) Full Text: DOI arXiv OA License
Costantini, Cristina; Kurtz, Thomas G. Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains. (English) Zbl 1534.60103 Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024). MSC: 60J60 60H10 60J55 60G17 60J65 PDFBibTeX XMLCite \textit{C. Costantini} and \textit{T. G. Kurtz}, Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024; Zbl 1534.60103) Full Text: DOI arXiv OA License
Deaconu, Madalina; Herrmann, Samuel Strong approximation of some particular one-dimensional diffusions. (English) Zbl 1533.65016 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1990-2017 (2024). MSC: 65C30 60J60 60J65 60G17 PDFBibTeX XMLCite \textit{M. Deaconu} and \textit{S. Herrmann}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1990--2017 (2024; Zbl 1533.65016) Full Text: DOI arXiv
Mishura, Yuliya; Ralchenko, Kostiantyn Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\). (English) Zbl 1539.60044 Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 60G17 60K50 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{K. Ralchenko}, Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024; Zbl 1539.60044) Full Text: DOI arXiv
El Omari, Mohamed On the Gaussian Volterra processes with power-type kernels. (English) Zbl 1532.60066 Stoch. Models 40, No. 1, 152-165 (2024). MSC: 60G15 60G22 60G18 60G10 60G17 PDFBibTeX XMLCite \textit{M. El Omari}, Stoch. Models 40, No. 1, 152--165 (2024; Zbl 1532.60066) Full Text: DOI
Čoupek, Petr; Ondreját, Martin Besov-Orlicz path regularity of non-Gaussian processes. (English) Zbl 07798453 Potential Anal. 60, No. 1, 307-339 (2024). MSC: 60G17 60G22 60G18 60H07 PDFBibTeX XMLCite \textit{P. Čoupek} and \textit{M. Ondreját}, Potential Anal. 60, No. 1, 307--339 (2024; Zbl 07798453) Full Text: DOI arXiv
Henderson, Iain Sobolev regularity of Gaussian random fields. (English) Zbl 1539.60038 J. Funct. Anal. 286, No. 3, Article ID 110241, 59 p. (2024). Reviewer: Şerban Costea (Piteşti) MSC: 60G15 46E35 60G17 PDFBibTeX XMLCite \textit{I. Henderson}, J. Funct. Anal. 286, No. 3, Article ID 110241, 59 p. (2024; Zbl 1539.60038) Full Text: DOI arXiv HAL
Chen, Zhenlong; Yuan, Weijie Multiple intersections of space-time anisotropic Gaussian fields. (English) Zbl 1538.60055 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 275-294 (2024). MSC: 60G15 60G17 60G60 PDFBibTeX XMLCite \textit{Z. Chen} and \textit{W. Yuan}, Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 275--294 (2024; Zbl 1538.60055) Full Text: DOI
Radchenko, Vadym Regularity of paths of stochastic measures. arXiv:2409.06497 Preprint, arXiv:2409.06497 [math.PR] (2024). MSC: 60G17 60H05 BibTeX Cite \textit{V. Radchenko}, ``Regularity of paths of stochastic measures'', Preprint, arXiv:2409.06497 [math.PR] (2024) Full Text: arXiv OA License
Izyumtseva, Olga; KhudaBukhsh, Wasiur R. Local times of self-intersection and sample path properties of Volterra Gaussian processes. arXiv:2409.04377 Preprint, arXiv:2409.04377 [math.PR] (2024). MSC: 60J55 60G15 60G17 60F17 60F25 BibTeX Cite \textit{O. Izyumtseva} and \textit{W. R. KhudaBukhsh}, ``Local times of self-intersection and sample path properties of Volterra Gaussian processes'', Preprint, arXiv:2409.04377 [math.PR] (2024) Full Text: arXiv OA License
Fitzsimmons, P. J.; Marcus, Michael B.; Rosen, Jay Moduli of continuity for the local times of rebirthed Markov processes. arXiv:2409.00609 Preprint, arXiv:2409.00609 [math.PR] (2024). MSC: 60G15 60G17 60J40 60J55 60J60 BibTeX Cite \textit{P. J. Fitzsimmons} et al., ``Moduli of continuity for the local times of rebirthed Markov processes'', Preprint, arXiv:2409.00609 [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
Hinz, Michael; Tölle, Jonas M.; Viitasaari, Lauri Variability and the existence of rough integrals with irregular coefficients. arXiv:2407.06907 Preprint, arXiv:2407.06907 [math.PR] (2024). MSC: 26B30 46E35 60G15 60G17 60G22 60L20 26A33 31B15 42B20 BibTeX Cite \textit{M. Hinz} et al., ``Variability and the existence of rough integrals with irregular coefficients'', Preprint, arXiv:2407.06907 [math.PR] (2024) Full Text: arXiv OA License
Soto, Tomás Wide stable neural networks: Sample regularity, functional convergence and Bayesian inverse problems. arXiv:2407.03909 Preprint, arXiv:2407.03909 [math.ST] (2024). MSC: 68T07 62F15 60G52 60G17 46E35 BibTeX Cite \textit{T. Soto}, ``Wide stable neural networks: Sample regularity, functional convergence and Bayesian inverse problems'', Preprint, arXiv:2407.03909 [math.ST] (2024) Full Text: arXiv OA License
Čoupek, Petr; Hendrych, František; Slavík, Jakub Differential equations driven by Besov-Orlicz paths. arXiv:2406.02793 Preprint, arXiv:2406.02793 [math.PR] (2024). MSC: 60L20 60H10 60G17 60G22 BibTeX Cite \textit{P. Čoupek} et al., ``Differential equations driven by Besov-Orlicz paths'', Preprint, arXiv:2406.02793 [math.PR] (2024) Full Text: arXiv OA License
Chen, Keming; Woessner, Guillaume Zeros of the Brownian Sheet. arXiv:2405.20019 Preprint, arXiv:2405.20019 [math.PR] (2024). MSC: 60G15 60G17 60G60 BibTeX Cite \textit{K. Chen} and \textit{G. Woessner}, ``Zeros of the Brownian Sheet'', Preprint, arXiv:2405.20019 [math.PR] (2024) Full Text: arXiv OA License
Szulga, Jerzy Random Gamma time. arXiv:2405.13990 Preprint, arXiv:2405.13990 [math.PR] (2024). MSC: 60G55 60G17 60H99 60K99 BibTeX Cite \textit{J. Szulga}, ``Random Gamma time'', Preprint, arXiv:2405.13990 [math.PR] (2024) Full Text: arXiv OA License
Lyu, Mengjie; Wang, Min; Wang, Ran Lower classes and Chung’s LILs of the fractional integrated generalized fractional Brownian motion. arXiv:2405.11851 Preprint, arXiv:2405.11851 [math.PR] (2024). MSC: 60G15 60G17 60G18 60G22 BibTeX Cite \textit{M. Lyu} et al., ``Lower classes and Chung's LILs of the fractional integrated generalized fractional Brownian motion'', Preprint, arXiv:2405.11851 [math.PR] (2024) Full Text: arXiv OA License
Grube, Sebastian Strong solutions to McKean-Vlasov SDEs associated to a class of degenerate Fokker-Planck equations with coefficients of Nemytskii-type. arXiv:2404.18918 Preprint, arXiv:2404.18918 [math.PR] (2024). MSC: 60H10 60G17 35C99 BibTeX Cite \textit{S. Grube}, ``Strong solutions to McKean-Vlasov SDEs associated to a class of degenerate Fokker-Planck equations with coefficients of Nemytskii-type'', Preprint, arXiv:2404.18918 [math.PR] (2024) Full Text: arXiv OA License
Berglund, Nils; Blessing, Alexandra Concentration estimates for SPDEs driven by fractional Brownian motion. arXiv:2404.16485 Preprint, arXiv:2404.16485 [math.PR] (2024). MSC: 60G15 60G17 60H15 BibTeX Cite \textit{N. Berglund} and \textit{A. Blessing}, ``Concentration estimates for SPDEs driven by fractional Brownian motion'', Preprint, arXiv:2404.16485 [math.PR] (2024) Full Text: arXiv OA License
Chen, Zengjing; Wu, Panyu; Zhou, Xiaowen Optimal State Equation for the Control of a Diffusion with Two Distinct Dynamics. arXiv:2404.07618 Preprint, arXiv:2404.07618 [math.OC] (2024). MSC: 93E20 60J60 60G17 BibTeX Cite \textit{Z. Chen} et al., ``Optimal State Equation for the Control of a Diffusion with Two Distinct Dynamics'', Preprint, arXiv:2404.07618 [math.OC] (2024) Full Text: arXiv OA License
Bednorz, Witold; Godlewski, Piotr Some remarks on the Gram-Schmidt walk algorithm and consequences for Komlos conjecture. arXiv:2404.03534 Preprint, arXiv:2404.03534 [math.PR] (2024). MSC: 60G15 60G17 BibTeX Cite \textit{W. Bednorz} and \textit{P. Godlewski}, ``Some remarks on the Gram-Schmidt walk algorithm and consequences for Komlos conjecture'', Preprint, arXiv:2404.03534 [math.PR] (2024) Full Text: arXiv OA License
Fill, James Allen; Naiman, Daniel; Sun, Ao Sharpened localization of the trailing point of the Pareto record frontier. arXiv:2402.17221 Preprint, arXiv:2402.17221 [math.PR] (2024). MSC: 60D05 60F05 60F15 60G17 BibTeX Cite \textit{J. A. Fill} et al., ``Sharpened localization of the trailing point of the Pareto record frontier'', Preprint, arXiv:2402.17221 [math.PR] (2024) Full Text: arXiv OA License
Grahovac, Danijel; Kevei, Peter Tail behavior and sample path properties of positive supOU processes. arXiv:2402.08584 Preprint, arXiv:2402.08584 [math.PR] (2024). MSC: 60G17 60F15 BibTeX Cite \textit{D. Grahovac} and \textit{P. Kevei}, ``Tail behavior and sample path properties of positive supOU processes'', Preprint, arXiv:2402.08584 [math.PR] (2024) Full Text: arXiv OA License
Marcus, Michael B.; Rosen, Jay Local moduli of continuity for permanental processes that are zero at zero. arXiv:2402.07074 Preprint, arXiv:2402.07074 [math.PR] (2024). MSC: 60E07 60G15 60G17 60G99 BibTeX Cite \textit{M. B. Marcus} and \textit{J. Rosen}, ``Local moduli of continuity for permanental processes that are zero at zero'', Preprint, arXiv:2402.07074 [math.PR] (2024) Full Text: arXiv OA License
Grahovac, Danijel; Kevei, Peter Almost sure growth of integrated supOU processes. arXiv:2402.01196 Preprint, arXiv:2402.01196 [math.PR] (2024). MSC: 60G17 60F15 60G55 60G57 BibTeX Cite \textit{D. Grahovac} and \textit{P. Kevei}, ``Almost sure growth of integrated supOU processes'', Preprint, arXiv:2402.01196 [math.PR] (2024) Full Text: arXiv OA License
Bouafia, Philippe; De Pauw, Thierry A regularity property of fractional Brownian sheets. arXiv:2401.15427 Preprint, arXiv:2401.15427 [math.PR] (2024). MSC: 60G22 60G17 26A45 BibTeX Cite \textit{P. Bouafia} and \textit{T. De Pauw}, ``A regularity property of fractional Brownian sheets'', Preprint, arXiv:2401.15427 [math.PR] (2024) Full Text: arXiv OA License
Bednorz, Witold; Martynek, Rafał; Meller, Rafał Small cover approach to the suprema of positive canonical processes. arXiv:2401.14045 Preprint, arXiv:2401.14045 [math.PR] (2024). MSC: 60G15 60G17 BibTeX Cite \textit{W. Bednorz} et al., ``Small cover approach to the suprema of positive canonical processes'', Preprint, arXiv:2401.14045 [math.PR] (2024) Full Text: arXiv OA License
Leahy, James-Michael; Nilssen, Torstein Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions. arXiv:2401.09299 Preprint, arXiv:2401.09299 [math.PR] (2024). MSC: 60G22 60L20 60H10 62F12 62M09 60F15 60G17 BibTeX Cite \textit{J.-M. Leahy} and \textit{T. Nilssen}, ``Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions'', Preprint, arXiv:2401.09299 [math.PR] (2024) Full Text: arXiv OA License
Manikin, Boris; Radchenko, Vadym Sample path properties of multidimensional integral with respect to stochastic measure. arXiv:2401.06425 Preprint, arXiv:2401.06425 [math.PR] (2024). MSC: 60H05 60G60 60G17 BibTeX Cite \textit{B. Manikin} and \textit{V. Radchenko}, ``Sample path properties of multidimensional integral with respect to stochastic measure'', Preprint, arXiv:2401.06425 [math.PR] (2024) Full Text: DOI arXiv OA License
Collevecchio, Andrea; Nguyen, Tuan-Minh Strongly vertex-reinforced jump process on graph with bounded degree. arXiv:2401.04366 Preprint, arXiv:2401.04366 [math.PR] (2024). MSC: 60G17 60K35 60G20 BibTeX Cite \textit{A. Collevecchio} and \textit{T.-M. Nguyen}, ``Strongly vertex-reinforced jump process on graph with bounded degree'', Preprint, arXiv:2401.04366 [math.PR] (2024) Full Text: arXiv OA License
Li, Hanwu The Skorokhod problem with two nonlinear constraints. (English) Zbl 1539.60078 Probab. Math. Stat. 43, No. 2, 207-239 (2023). MSC: 60H20 60J65 60G17 60H10 PDFBibTeX XMLCite \textit{H. Li}, Probab. Math. Stat. 43, No. 2, 207--239 (2023; Zbl 1539.60078) Full Text: DOI arXiv
Araya, Héctor; Garzón, Johanna; Rubilar-Torrealba, Rolando Gamma mixed fractional Lévy Ornstein-Uhlenbeck process. (English) Zbl 07840105 Mod. Stoch., Theory Appl. 11, No. 1, 63-83 (2023). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G17 60H05 60H30 PDFBibTeX XMLCite \textit{H. Araya} et al., Mod. Stoch., Theory Appl. 11, No. 1, 63--83 (2023; Zbl 07840105) Full Text: DOI arXiv
Eldan, Ronen Analysis of high-dimensional distributions using pathwise methods. (English) Zbl 1533.60119 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4246-4270 (2023). MSC: 60H30 60G17 60G44 52A23 60-02 PDFBibTeX XMLCite \textit{R. Eldan}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 6. Sections 12--14. Berlin: European Mathematical Society (EMS). 4246--4270 (2023; Zbl 1533.60119) Full Text: DOI OA License
Latała, Rafał Bounding suprema of canonical processes via convex hull. (English) Zbl 1534.60025 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 325-344 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60E15 60G17 60G50 PDFBibTeX XMLCite \textit{R. Latała}, Prog. Probab. 80, 325--344 (2023; Zbl 1534.60025) Full Text: DOI arXiv
Bednorz, Witold Sudakov minoration for products of radial-type log-concave measures. (English) Zbl 1532.60026 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 257-295 (2023). MSC: 60E15 60G15 60G17 PDFBibTeX XMLCite \textit{W. Bednorz}, Prog. Probab. 80, 257--295 (2023; Zbl 1532.60026) Full Text: DOI arXiv
Chen, Jiaming Chung’s law of the iterated logarithm for a class of stochastic heat equations. (English) Zbl 1531.35403 Electron. Commun. Probab. 28, Paper No. 35, 7 p. (2023). MSC: 35R60 35K15 60H15 60G17 PDFBibTeX XMLCite \textit{J. Chen}, Electron. Commun. Probab. 28, Paper No. 35, 7 p. (2023; Zbl 1531.35403) Full Text: DOI arXiv
Fonseca-Mora, Christian A. Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces. (English) Zbl 1537.60042 Stochastic Anal. Appl. 41, No. 6, 1136-1154 (2023). MSC: 60G17 60G20 60H05 60H15 PDFBibTeX XMLCite \textit{C. A. Fonseca-Mora}, Stochastic Anal. Appl. 41, No. 6, 1136--1154 (2023; Zbl 1537.60042) Full Text: DOI arXiv
Abundo, Mario Asymptotic of the running maximum distribution of a Gaussian bridge. (English) Zbl 1529.60034 Stochastic Anal. Appl. 41, No. 6, 1099-1118 (2023). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60G15 60F10 60G17 60G22 PDFBibTeX XMLCite \textit{M. Abundo}, Stochastic Anal. Appl. 41, No. 6, 1099--1118 (2023; Zbl 1529.60034) Full Text: DOI
Chen, Ye; Li, Yingqiu Joint distributions concerning last exit time for diffusion processes. (English) Zbl 1529.60055 Front. Math. (Beijing) 18, No. 5, 1191-1210 (2023). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 60G17 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Y. Li}, Front. Math. (Beijing) 18, No. 5, 1191--1210 (2023; Zbl 1529.60055) Full Text: DOI
Foondun, Mohammud; Joseph, Mathew; Kim, Kunwoo Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation. (English) Zbl 1535.60113 Probab. Theory Relat. Fields 185, No. 1-2, 553-613 (2023). Reviewer: Latifa Debbi (M’Sila) MSC: 60H15 60G17 60H40 PDFBibTeX XMLCite \textit{M. Foondun} et al., Probab. Theory Relat. Fields 185, No. 1--2, 553--613 (2023; Zbl 1535.60113) Full Text: DOI arXiv OA License
Boudebane, Zineb; Rezgui, Anis On the local time of Gaussian and Lévy processes. (English) Zbl 1525.60046 Random Oper. Stoch. Equ. 31, No. 4, 329-337 (2023). MSC: 60G17 60J55 60G15 60G51 PDFBibTeX XMLCite \textit{Z. Boudebane} and \textit{A. Rezgui}, Random Oper. Stoch. Equ. 31, No. 4, 329--337 (2023; Zbl 1525.60046) Full Text: DOI
Fonseca-Mora, C. A. Almost sure uniform convergence of stochastic processes in the dual of a nuclear space. (English) Zbl 1527.60004 J. Theor. Probab. 36, No. 4, 2564-2589 (2023). MSC: 60B11 60G17 60G20 PDFBibTeX XMLCite \textit{C. A. Fonseca-Mora}, J. Theor. Probab. 36, No. 4, 2564--2589 (2023; Zbl 1527.60004) Full Text: DOI arXiv
Lu, Tianshi; Ma, Chunsheng; Xiao, Yimin Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces. (English) Zbl 07768810 J. Theor. Probab. 36, No. 4, 2403-2425 (2023). MSC: 60G60 60G17 60G15 42C40 PDFBibTeX XMLCite \textit{T. Lu} et al., J. Theor. Probab. 36, No. 4, 2403--2425 (2023; Zbl 07768810) Full Text: DOI arXiv
Łochowski, Rafał Marcin BDG inequalities and their applications for model-free continuous price paths with instant enforcement. (English) Zbl 1527.91183 Mod. Stoch., Theory Appl. 10, No. 4, 425-457 (2023). MSC: 91G80 60G17 60H05 60G46 PDFBibTeX XMLCite \textit{R. M. Łochowski}, Mod. Stoch., Theory Appl. 10, No. 4, 425--457 (2023; Zbl 1527.91183) Full Text: DOI arXiv
Loosveldt, L. Multifractional Hermite processes: definition and first properties. (English) Zbl 1523.60064 Stochastic Processes Appl. 165, 465-500 (2023). MSC: 60G22 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{L. Loosveldt}, Stochastic Processes Appl. 165, 465--500 (2023; Zbl 1523.60064) Full Text: DOI arXiv
Shiozawa, Yuichi Transience of symmetric nonlocal Dirichlet forms. (English) Zbl 1528.60080 Math. Nachr. 296, No. 5, 2121-2149 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J46 60G17 60J76 PDFBibTeX XMLCite \textit{Y. Shiozawa}, Math. Nachr. 296, No. 5, 2121--2149 (2023; Zbl 1528.60080) Full Text: DOI arXiv
El Omari, Mohamed An \(\alpha\)-order fractional Brownian motion with Hurst index \(H \in (0,1)\) and \(\alpha \in \mathbb{R}_+\). (English) Zbl 1517.60043 Sankhyā, Ser. A 85, No. 1, 572-599 (2023). MSC: 60G22 60G18 60G17 PDFBibTeX XMLCite \textit{M. El Omari}, Sankhyā, Ser. A 85, No. 1, 572--599 (2023; Zbl 1517.60043) Full Text: DOI
Schnurr, Alexander; Rickelhoff, Sebastian From Markov processes to semimartingales. (English) Zbl 1525.60102 Probab. Surv. 20, 568-607 (2023). Reviewer: Arvind Ayyer (Bangalore) MSC: 60J76 60H10 60J25 60G17 60G51 PDFBibTeX XMLCite \textit{A. Schnurr} and \textit{S. Rickelhoff}, Probab. Surv. 20, 568--607 (2023; Zbl 1525.60102) Full Text: DOI arXiv Link
Krätschmer, Volker; Urusov, Mikhail A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes. (English) Zbl 07722776 J. Theor. Probab. 36, No. 3, 1454-1486 (2023). MSC: 60G17 60G60 60B12 60F05 PDFBibTeX XMLCite \textit{V. Krätschmer} and \textit{M. Urusov}, J. Theor. Probab. 36, No. 3, 1454--1486 (2023; Zbl 07722776) Full Text: DOI arXiv OA License
Grube, Sebastian Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type. (English) Zbl 1517.60062 Electron. Commun. Probab. 28, Paper No. 11, 13 p. (2023). MSC: 60H10 60G17 35C99 PDFBibTeX XMLCite \textit{S. Grube}, Electron. Commun. Probab. 28, Paper No. 11, 13 p. (2023; Zbl 1517.60062) Full Text: DOI arXiv
Fujita, Takahiko; Yoshida, Naohiro Notes on a certain local time and excursions of simple symmetric random walks. (English) Zbl 1537.60054 Proc. Japan Acad., Ser. A 99, No. 7, 48-53 (2023). MSC: 60G50 60G17 PDFBibTeX XMLCite \textit{T. Fujita} and \textit{N. Yoshida}, Proc. Japan Acad., Ser. A 99, No. 7, 48--53 (2023; Zbl 1537.60054) Full Text: DOI
Boufoussi, Brahim; Nachit, Yassine On Besov regularity and local time of the solution to the stochastic heat equation. (English) Zbl 1525.60043 Stochastics 95, No. 6, 1120-1145 (2023). MSC: 60G15 60G17 60H05 60H15 PDFBibTeX XMLCite \textit{B. Boufoussi} and \textit{Y. Nachit}, Stochastics 95, No. 6, 1120--1145 (2023; Zbl 1525.60043) Full Text: DOI arXiv
Grigoriu, M. Four finite dimensional (FD) surrogates for continuous random processes. (English) Zbl 1518.60005 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 45, 31 p. (2023). MSC: 60B12 60G17 60G70 PDFBibTeX XMLCite \textit{M. Grigoriu}, Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 45, 31 p. (2023; Zbl 1518.60005) Full Text: DOI
Milićević, Djordje; Zhang, Sichen Distribution of Kloosterman paths to high prime power moduli. (English) Zbl 1531.11075 Trans. Am. Math. Soc., Ser. B 10, 636-669 (2023). Reviewer: John H. Loxton (Greenwich) MSC: 11L05 11T23 60F17 60G17 60G50 PDFBibTeX XMLCite \textit{D. Milićević} and \textit{S. Zhang}, Trans. Am. Math. Soc., Ser. B 10, 636--669 (2023; Zbl 1531.11075) Full Text: DOI arXiv OA License
Hinojosa-Calleja, Adrián Exact uniform modulus of continuity for \(q\)-isotropic Gaussian random fields. (English) Zbl 1515.60088 Stat. Probab. Lett. 197, Article ID 109813, 9 p. (2023). MSC: 60G15 60G17 60G60 PDFBibTeX XMLCite \textit{A. Hinojosa-Calleja}, Stat. Probab. Lett. 197, Article ID 109813, 9 p. (2023; Zbl 1515.60088) Full Text: DOI arXiv OA License
Zhang, Panpan On several properties of a class of hybrid recursive trees. (English) Zbl 1514.05035 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 16, 20 p. (2023). MSC: 05C05 05C07 60J60 60G17 PDFBibTeX XMLCite \textit{P. Zhang}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 16, 20 p. (2023; Zbl 1514.05035) Full Text: DOI
Deaconu, Madalina; Herrmann, Samuel Strong approximation of Bessel processes. (English) Zbl 1514.65006 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 11, 24 p. (2023). MSC: 65C05 60J60 60J25 60G17 60G50 PDFBibTeX XMLCite \textit{M. Deaconu} and \textit{S. Herrmann}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 11, 24 p. (2023; Zbl 1514.65006) Full Text: DOI arXiv HAL
Berglund, Nils; Nader, Rita Stochastic resonance in stochastic PDEs. (English) Zbl 1517.60072 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 348-387 (2023). MSC: 60H15 60G17 34F15 37H20 60H40 PDFBibTeX XMLCite \textit{N. Berglund} and \textit{R. Nader}, Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 348--387 (2023; Zbl 1517.60072) Full Text: DOI arXiv
Ivanovs, Jevgenijs; Thøstesen, Jakob D. Lévy processes conditioned to stay in a half-space with applications to directional extremes. (English) Zbl 1538.60068 Mod. Stoch., Theory Appl. 10, No. 1, 59-75 (2023). MSC: 60G51 60G17 60F17 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{J. D. Thøstesen}, Mod. Stoch., Theory Appl. 10, No. 1, 59--75 (2023; Zbl 1538.60068) Full Text: DOI arXiv
Bianchi, Luigi Amedeo; Bonaccorsi, Stefano; Tubaro, Luciano A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution. (English) Zbl 1538.60058 Mod. Stoch., Theory Appl. 10, No. 1, 37-57 (2023). MSC: 60G22 60G17 PDFBibTeX XMLCite \textit{L. A. Bianchi} et al., Mod. Stoch., Theory Appl. 10, No. 1, 37--57 (2023; Zbl 1538.60058) Full Text: DOI arXiv
Daw, Lara; Kerchev, George Fractal dimensions of the Rosenblatt process. (English) Zbl 1532.60073 Stochastic Processes Appl. 161, 544-571 (2023). MSC: 60G17 60G18 PDFBibTeX XMLCite \textit{L. Daw} and \textit{G. Kerchev}, Stochastic Processes Appl. 161, 544--571 (2023; Zbl 1532.60073) Full Text: DOI arXiv
Ananova, Anna Rough differential equations with path-dependent coefficients. (Équations différentielles rugueuses avec coefficients dépendant du chemin.) (English. French summary) Zbl 1533.60191 Ann. Henri Lebesgue 6, 1-29 (2023). MSC: 60L20 60H05 60H10 60G17 PDFBibTeX XMLCite \textit{A. Ananova}, Ann. Henri Lebesgue 6, 1--29 (2023; Zbl 1533.60191) Full Text: DOI arXiv OA License
Knopova, Victoria On recurrence and transience of some Lévy-type processes in \(\mathbb{R} \). (English) Zbl 1510.60032 Theory Probab. Math. Stat. 108, 59-75 (2023). MSC: 60G51 60G17 60J25 60G53 PDFBibTeX XMLCite \textit{V. Knopova}, Theory Probab. Math. Stat. 108, 59--75 (2023; Zbl 1510.60032) Full Text: DOI
Lee, Cheuk Yin; Song, Jian; Xiao, Yimin; Yuan, Wangjun Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices. (English) Zbl 1535.60059 Trans. Am. Math. Soc. 376, No. 6, 4273-4299 (2023). MSC: 60G15 60G22 60G17 60B20 PDFBibTeX XMLCite \textit{C. Y. Lee} et al., Trans. Am. Math. Soc. 376, No. 6, 4273--4299 (2023; Zbl 1535.60059) 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
Lu, T.; Ma, C.; Wang, F. Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres. (English) Zbl 1509.60095 Theory Probab. Appl. 68, No. 1, 88-110 (2023) and Teor. Veroyatn. Primen. 68, No. 1, 106-132 (2023). MSC: 60G22 60G60 60G15 60G17 PDFBibTeX XMLCite \textit{T. Lu} et al., Theory Probab. Appl. 68, No. 1, 88--110 (2023; Zbl 1509.60095) Full Text: DOI
Cinque, Fabrizio Reflection principle for finite-velocity random motions. (English) Zbl 1516.60058 J. Appl. Probab. 60, No. 2, 479-492 (2023). MSC: 60K99 60G17 PDFBibTeX XMLCite \textit{F. Cinque}, J. Appl. Probab. 60, No. 2, 479--492 (2023; Zbl 1516.60058) Full Text: DOI Link
Bezemek, Zachary William; Spiliopoulos, Konstantinos Rate of homogenization for fully-coupled McKean-Vlasov SDEs. (English) Zbl 1521.60035 Stoch. Dyn. 23, No. 2, Article ID 2350013, 65 p. (2023). Reviewer: Alexandra Rodkina (College Station) MSC: 60H99 60F05 60F17 60G17 60J60 PDFBibTeX XMLCite \textit{Z. W. Bezemek} and \textit{K. Spiliopoulos}, Stoch. Dyn. 23, No. 2, Article ID 2350013, 65 p. (2023; Zbl 1521.60035) Full Text: DOI arXiv
Lechiheb, Atef Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise. (English) Zbl 1507.60071 Random Oper. Stoch. Equ. 31, No. 1, 87-102 (2023). MSC: 60H05 60F05 60G17 60H07 60H10 PDFBibTeX XMLCite \textit{A. Lechiheb}, Random Oper. Stoch. Equ. 31, No. 1, 87--102 (2023; Zbl 1507.60071) Full Text: DOI
Khatir, Yamina; Benziadi, Fatima; Kandouci, Abdeldjebbar On the stochastic flow generated by the one default model in one-dimensional case. (English) Zbl 1507.60076 Random Oper. Stoch. Equ. 31, No. 1, 9-23 (2023). MSC: 60H10 60G17 60H07 91G40 PDFBibTeX XMLCite \textit{Y. Khatir} et al., Random Oper. Stoch. Equ. 31, No. 1, 9--23 (2023; Zbl 1507.60076) Full Text: DOI
Scheffler, Peter; Schnurr, Alexander; Schulte, Daniel Operator-stable-like processes. (English) Zbl 1515.60265 Stochastic Anal. Appl. 41, No. 2, 185-213 (2023). MSC: 60J25 60J76 60G17 60H10 PDFBibTeX XMLCite \textit{P. Scheffler} et al., Stochastic Anal. Appl. 41, No. 2, 185--213 (2023; Zbl 1515.60265) Full Text: DOI arXiv
Jiang, Qianqian; Dai, Wanyang Fast simulation for Gaussian random fields on compact Riemannian manifolds. (English) Zbl 1515.60156 Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 107002, 23 p. (2023). MSC: 60G60 60G15 33C55 58B20 57K20 60G17 PDFBibTeX XMLCite \textit{Q. Jiang} and \textit{W. Dai}, Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 107002, 23 p. (2023; Zbl 1515.60156) Full Text: DOI
Brémont, Julien On homogeneous and oscillating random walks on the integers. (English) Zbl 1515.60092 Probab. Surv. 20, 87-112 (2023). MSC: 60G17 60J10 PDFBibTeX XMLCite \textit{J. Brémont}, Probab. Surv. 20, 87--112 (2023; Zbl 1515.60092) Full Text: DOI arXiv Link
Ding, Yujia; Peng, Qidi; Xiao, Yimin Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times. (English) Zbl 1516.60022 Bernoulli 29, No. 1, 785-814 (2023). MSC: 60G17 60G15 60G60 60J55 PDFBibTeX XMLCite \textit{Y. Ding} et al., Bernoulli 29, No. 1, 785--814 (2023; Zbl 1516.60022) Full Text: DOI arXiv Link
Lee, Cheuk Yin; Xiao, Yimin Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields. (English) Zbl 1527.60025 Bernoulli 29, No. 1, 523-550 (2023). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60G15 60G60 60G17 PDFBibTeX XMLCite \textit{C. Y. Lee} and \textit{Y. Xiao}, Bernoulli 29, No. 1, 523--550 (2023; Zbl 1527.60025) Full Text: DOI arXiv Link
Kern, Peter; Pleschberger, Leonard Parabolic Fractal Geometry of Stable Lévy Processes with Drift. arXiv:2312.13800 Preprint, arXiv:2312.13800 [math.PR] (2023). MSC: 60G51 28A78 28A80 60G17 60G18 60G52 BibTeX Cite \textit{P. Kern} and \textit{L. Pleschberger}, ``Parabolic Fractal Geometry of Stable Lévy Processes with Drift'', Preprint, arXiv:2312.13800 [math.PR] (2023) Full Text: arXiv OA License
Khoshnevisan, Davar; Kim, Kunwoo; Mueller, Carl Small-ball constants, and exceptional flat points of SPDEs. arXiv:2312.05789 Preprint, arXiv:2312.05789 [math.PR] (2023). MSC: 60H15 60G17 60F99 BibTeX Cite \textit{D. Khoshnevisan} et al., ``Small-ball constants, and exceptional flat points of SPDEs'', Preprint, arXiv:2312.05789 [math.PR] (2023) Full Text: arXiv OA License