Zhang, Tongqi; Xu, Yong; Feng, Lifang; Pei, Bin Averaging principle for McKean-Vlasov SDEs driven by FBMs. (English) Zbl 07902959 Qual. Theory Dyn. Syst. 24, No. 1, Paper No. 2, 26 p. (2025). MSC: 60G22 60H10 34C29 PDFBibTeX XMLCite \textit{T. Zhang} et al., Qual. Theory Dyn. Syst. 24, No. 1, Paper No. 2, 26 p. (2025; Zbl 07902959) Full Text: DOI
Aidara, Sadibou; Ndiaye, Bidji; Sow, Ahmadou Bamba Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients. (English) Zbl 07906598 Electron. J. Math. Anal. Appl. 12, No. 1, Paper No. 7, 12 p. (2024). MSC: 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{S. Aidara} et al., Electron. J. Math. Anal. Appl. 12, No. 1, Paper No. 7, 12 p. (2024; Zbl 07906598) Full Text: DOI
Ievlev, Pavel Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance. (English) Zbl 07904963 Stoch. Models 40, No. 3, 518-535 (2024). MSC: 60G15 60G22 60G70 PDFBibTeX XMLCite \textit{P. Ievlev}, Stoch. Models 40, No. 3, 518--535 (2024; Zbl 07904963) Full Text: DOI arXiv OA License
Dai, Hongshuai; Wu, Yanhua A queueing model with ON/OFF sources: approximation and stationarity. (English) Zbl 07904960 Stoch. Models 40, No. 3, 433-463 (2024). MSC: 60K25 60G22 PDFBibTeX XMLCite \textit{H. Dai} and \textit{Y. Wu}, Stoch. Models 40, No. 3, 433--463 (2024; Zbl 07904960) Full Text: DOI
Hou, Haojie; Ren, Yan-Xia; Song, Renming The Seneta-Heyde scaling for supercritical super-Brownian motion. (English. French summary) Zbl 07904837 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1387-1417 (2024). MSC: 60J68 60F05 60F15 60G22 PDFBibTeX XMLCite \textit{H. Hou} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1387--1417 (2024; Zbl 07904837) Full Text: DOI arXiv Link
León, Jorge A.; Liu, Yanghui; Tindel, Samy Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates. (English) Zbl 07904809 Stochastic Processes Appl. 175, Article ID 104412, 20 p. (2024). MSC: 60H10 60G22 60L20 PDFBibTeX XMLCite \textit{J. A. León} et al., Stochastic Processes Appl. 175, Article ID 104412, 20 p. (2024; Zbl 07904809) Full Text: DOI arXiv
Yamagishi, Hayate; Yoshida, Nakahiro Asymptotic expansion of the quadratic variation of fractional stochastic differential equation. (English) Zbl 07904801 Stochastic Processes Appl. 175, Article ID 104389, 37 p. (2024). MSC: 60F05 60G22 60H05 60H07 60H10 PDFBibTeX XMLCite \textit{H. Yamagishi} and \textit{N. Yoshida}, Stochastic Processes Appl. 175, Article ID 104389, 37 p. (2024; Zbl 07904801) Full Text: DOI arXiv
Inahama, Yuzuru; Xu, Yong; Yang, Xiaoyu Moderate deviations for rough differential equations. (English) Zbl 07902267 Bull. Lond. Math. Soc. 56, No. 8, 2738-2748 (2024). MSC: 60L20 60F10 60G22 PDFBibTeX XMLCite \textit{Y. Inahama} et al., Bull. Lond. Math. Soc. 56, No. 8, 2738--2748 (2024; Zbl 07902267) Full Text: DOI arXiv
Song, Jian; Yao, Jianfeng; Yuan, Wangjun Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion. (English) Zbl 07901522 Random Matrices Theory Appl. 13, No. 2, Article ID 2450009, 37 p. (2024). MSC: 15B52 15A18 60B20 60F05 60G22 60H15 PDFBibTeX XMLCite \textit{J. Song} et al., Random Matrices Theory Appl. 13, No. 2, Article ID 2450009, 37 p. (2024; Zbl 07901522) Full Text: DOI arXiv
Jacquier, Antoine; Oumgari, Mugad Interest rate convexity in a Gaussian framework. (English) Zbl 07900972 Quant. Finance 24, No. 6, 677-689 (2024). MSC: 91Gxx 60G15 60G22 91G30 91G80 PDFBibTeX XMLCite \textit{A. Jacquier} and \textit{M. Oumgari}, Quant. Finance 24, No. 6, 677--689 (2024; Zbl 07900972) Full Text: DOI arXiv OA License
Diop, Amadou; Mbaye, Mamadou Moustapha; Chang, Yong-Kui; N’Guérékata, Gaston Mandata Measure pseudo-\(S\)-asymptotically Bloch-type periodicity of some semilinear stochastic integrodifferential equations. (English) Zbl 07900848 J. Theor. Probab. 37, No. 3, 2253-2276 (2024). MSC: 30D45 34C25 60H15 60G22 PDFBibTeX XMLCite \textit{A. Diop} et al., J. Theor. Probab. 37, No. 3, 2253--2276 (2024; Zbl 07900848) Full Text: DOI
Aida, Shigeki Rough differential equations containing path-dependent bounded variation terms. (English) Zbl 07900845 J. Theor. Probab. 37, No. 3, 2130-2183 (2024). MSC: 60L20 60H10 60H20 60G22 PDFBibTeX XMLCite \textit{S. Aida}, J. Theor. Probab. 37, No. 3, 2130--2183 (2024; Zbl 07900845) Full Text: DOI arXiv OA License
Yu, Qian; Yu, Xianye Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion. (English) Zbl 07900841 J. Theor. Probab. 37, No. 3, 2054-2075 (2024). MSC: 60G22 60J55 PDFBibTeX XMLCite \textit{Q. Yu} and \textit{X. Yu}, J. Theor. Probab. 37, No. 3, 2054--2075 (2024; Zbl 07900841) Full Text: DOI
Xu, Wei Stochastic Volterra equations for the local times of spectrally positive stable processes. (English) Zbl 07900398 Ann. Appl. Probab. 34, No. 3, 2733-2798 (2024). MSC: 60G52 60J55 60H20 60G22 60F17 60G55 PDFBibTeX XMLCite \textit{W. Xu}, Ann. Appl. Probab. 34, No. 3, 2733--2798 (2024; Zbl 07900398) Full Text: DOI arXiv Link
Yang, Xiaoyu; Inahama, Yuzuru; Xu, Yong Moderate deviations for two-time scale systems with mixed fractional Brownian motion. (English) Zbl 07898807 Appl. Math. Optim. 90, No. 1, Paper No. 18, 41 p. (2024). MSC: 60G22 60F10 60H10 PDFBibTeX XMLCite \textit{X. Yang} et al., Appl. Math. Optim. 90, No. 1, Paper No. 18, 41 p. (2024; Zbl 07898807) Full Text: DOI arXiv
Chadad, Monir; Erraoui, Mohamed Reflected stochastic differential equations driven by standard and fractional Brownian motion. (English) Zbl 07895562 Stoch. Dyn. 24, No. 2, Article ID 2450011, 34 p. (2024). MSC: 60G22 60H05 60H20 PDFBibTeX XMLCite \textit{M. Chadad} and \textit{M. Erraoui}, Stoch. Dyn. 24, No. 2, Article ID 2450011, 34 p. (2024; Zbl 07895562) Full Text: DOI
Lu, Weidong; Liu, Junfeng Some properties of fractional kinetic equation with Gaussian noise rough in space. (English) Zbl 07895238 Chin. J. Appl. Probab. Stat. 40, No. 1, 139-156 (2024). MSC: 60G22 60H15 60H07 PDFBibTeX XMLCite \textit{W. Lu} and \textit{J. Liu}, Chin. J. Appl. Probab. Stat. 40, No. 1, 139--156 (2024; Zbl 07895238) Full Text: DOI
Motte, Edouard; Hainaut, Donatien Partial hedging in rough volatility models. (English) Zbl 07895127 SIAM J. Financ. Math. 15, No. 3, 601-652 (2024). MSC: 91Gxx 93E20 49L20 60G22 PDFBibTeX XMLCite \textit{E. Motte} and \textit{D. Hainaut}, SIAM J. Financ. Math. 15, No. 3, 601--652 (2024; Zbl 07895127) Full Text: DOI
Itkin, Andrey Short time behavior of the ATM implied skew in the ADO-Heston model. (English) Zbl 07889733 Front. Math. Finance 3, No. 2, 214-238 (2024). MSC: 91G20 60G22 60H30 91B70 PDFBibTeX XMLCite \textit{A. Itkin}, Front. Math. Finance 3, No. 2, 214--238 (2024; Zbl 07889733) Full Text: DOI
Čoupek, Petr; Dolník, Viktor; Hlávka, Zdeněk; Hlubinka, Daniel Fourier approach to goodness-of-fit tests for Gaussian random processes. (English) Zbl 07889346 Stat. Pap. 65, No. 5, 2937-2972 (2024). MSC: 62R10 62G10 62G20 60G22 PDFBibTeX XMLCite \textit{P. Čoupek} et al., Stat. Pap. 65, No. 5, 2937--2972 (2024; Zbl 07889346) Full Text: DOI
Alfeus, Mesias; Nikitopoulos, Christina S.; Overbeck, Ludger Implied roughness in the term structure of oil market volatility. (English) Zbl 07885172 Quant. Finance 24, No. 3-4, 347-363 (2024). MSC: 91G20 91G30 60G22 PDFBibTeX XMLCite \textit{M. Alfeus} et al., Quant. Finance 24, No. 3--4, 347--363 (2024; Zbl 07885172) Full Text: DOI
Xu, Liping; Yan, Litan; Li, Zhi Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes. (English) Zbl 07880490 Stochastic Anal. Appl. 42, No. 3, 622-641 (2024). MSC: 60G22 60H15 60G15 60H05 PDFBibTeX XMLCite \textit{L. Xu} et al., Stochastic Anal. Appl. 42, No. 3, 622--641 (2024; Zbl 07880490) Full Text: DOI
Laiche, Nabil; Gasmi, Laid; Vinoth, Raman; Zeghdoudi, Halim Exploring novel approaches for estimating fractional stochastic processes through practical applications. (English) Zbl 07878301 J. Appl. Math. Inform. 42, No. 2, 223-235 (2024). MSC: 34K50 60G22 60G20 PDFBibTeX XMLCite \textit{N. Laiche} et al., J. Appl. Math. Inform. 42, No. 2, 223--235 (2024; Zbl 07878301) Full Text: DOI
Ketelbuters, John-John; Hainaut, Donatien A recursive method for fractional Hawkes intensities and the potential approach of credit risk. (English) Zbl 07878263 J. Comput. Appl. Math. 448, Article ID 115895, 19 p. (2024). MSC: 91G40 60G22 PDFBibTeX XMLCite \textit{J.-J. Ketelbuters} and \textit{D. Hainaut}, J. Comput. Appl. Math. 448, Article ID 115895, 19 p. (2024; Zbl 07878263) 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
Horvath, Blanka; Jacquier, Antoine; Muguruza, Aitor; Søjmark, Andreas Functional central limit theorems for rough volatility. (English) Zbl 07874606 Finance Stoch. 28, No. 3, 615-661 (2024). MSC: 91G20 60F17 60F05 60G22 91G60 PDFBibTeX XMLCite \textit{B. Horvath} et al., Finance Stoch. 28, No. 3, 615--661 (2024; Zbl 07874606) Full Text: DOI arXiv OA License
López-Mimbela, José Alfredo; Pérez-Suárez, Gerardo Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion. (English) Zbl 07873661 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 661-699 (2024). MSC: 60G22 60G15 60E15 PDFBibTeX XMLCite \textit{J. A. López-Mimbela} and \textit{G. Pérez-Suárez}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 661--699 (2024; Zbl 07873661) Full Text: arXiv Link
Bénichou, Olivier; Oshanin, Gleb A unifying representation of path integrals for fractional Brownian motions. (English) Zbl 07872290 J. Phys. A, Math. Theor. 57, No. 22, Article ID 225001, 23 p. (2024). MSC: 60G22 82B41 82C31 PDFBibTeX XMLCite \textit{O. Bénichou} and \textit{G. Oshanin}, J. Phys. A, Math. Theor. 57, No. 22, Article ID 225001, 23 p. (2024; Zbl 07872290) Full Text: DOI arXiv
Samadyar, Nasrin; Ordokhani, Yadollah Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations. (English) Zbl 07871985 Math. Methods Appl. Sci. 47, No. 11, 8471-8489 (2024). MSC: 60H10 60G22 11B68 65G99 PDFBibTeX XMLCite \textit{N. Samadyar} and \textit{Y. Ordokhani}, Math. Methods Appl. Sci. 47, No. 11, 8471--8489 (2024; Zbl 07871985) Full Text: DOI
Wu, Zengchao; Jiang, Daqing Dynamics and density function of a stochastic SICA model of a standard incidence rate with Ornstein-Uhlenbeck process. (English) Zbl 07871730 Qual. Theory Dyn. Syst. 23, No. 5, Paper No. 219, 46 p. (2024). MSC: 34C60 92D30 92C60 34F05 60H10 60G22 34D05 34C05 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{D. Jiang}, Qual. Theory Dyn. Syst. 23, No. 5, Paper No. 219, 46 p. (2024; Zbl 07871730) Full Text: DOI
Jin, Xiong Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion. (English) Zbl 07871286 J. Fractal Geom. 11, No. 1-2, 85-109 (2024). MSC: 60J65 60G22 60D05 28A80 34K08 PDFBibTeX XMLCite \textit{X. Jin}, J. Fractal Geom. 11, No. 1--2, 85--109 (2024; Zbl 07871286) Full Text: DOI arXiv OA License
Bhardwaj, Hemant; Adlakha, Neeru Fractional order reaction diffusion of calcium regulating NFAT production in T lymphocyte. (English) Zbl 07870174 Int. J. Biomath. 17, No. 6, Article ID 2350054, 45 p. (2024). MSC: 92C37 60G22 35K57 35R11 PDFBibTeX XMLCite \textit{H. Bhardwaj} and \textit{N. Adlakha}, Int. J. Biomath. 17, No. 6, Article ID 2350054, 45 p. (2024; Zbl 07870174) Full Text: DOI
Yu, Jicheng Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion. (English) Zbl 07867618 J. Appl. Anal. 30, No. 1, 137-145 (2024). MSC: 35Q91 91G20 60G22 17B81 35B06 35C05 26A33 35R11 PDFBibTeX XMLCite \textit{J. Yu}, J. Appl. Anal. 30, No. 1, 137--145 (2024; Zbl 07867618) Full Text: DOI
Cui, Bing; Najafi, Alireza Quantile hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint. (English) Zbl 07866539 J. Comput. Appl. Math. 445, Article ID 115837, 16 p. (2024). MSC: 91G20 60G22 62P05 PDFBibTeX XMLCite \textit{B. Cui} and \textit{A. Najafi}, J. Comput. Appl. Math. 445, Article ID 115837, 16 p. (2024; Zbl 07866539) Full Text: DOI
Dhoyer, Rémy; Tudor, Ciprian A. Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos. (English) Zbl 07865976 J. Theor. Probab. 37, No. 2, 1445-1468 (2024). MSC: 60B20 60F05 60H07 60G22 PDFBibTeX XMLCite \textit{R. Dhoyer} and \textit{C. A. Tudor}, J. Theor. Probab. 37, No. 2, 1445--1468 (2024; Zbl 07865976) Full Text: DOI
Kataria, K. K.; Khandakar, M. Fractional Skellam process of order \(k\). (English) Zbl 07865972 J. Theor. Probab. 37, No. 2, 1333-1356 (2024). MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{M. Khandakar}, J. Theor. Probab. 37, No. 2, 1333--1356 (2024; Zbl 07865972) Full Text: DOI arXiv
Ma, Chunsheng Bifractional Brownian motions on metric spaces. (English) Zbl 07865971 J. Theor. Probab. 37, No. 2, 1299-1332 (2024). MSC: 60J65 60G22 60G60 62R20 PDFBibTeX XMLCite \textit{C. Ma}, J. Theor. Probab. 37, No. 2, 1299--1332 (2024; Zbl 07865971) Full Text: DOI
Dong, Yuchao Randomized optimal stopping problem in continuous time and reinforcement learning algorithm. (English) Zbl 07865496 SIAM J. Control Optim. 62, No. 3, 1590-1614 (2024). MSC: 91G20 60G40 91G60 68T07 60G22 PDFBibTeX XMLCite \textit{Y. Dong}, SIAM J. Control Optim. 62, No. 3, 1590--1614 (2024; Zbl 07865496) Full Text: DOI arXiv
Grzesiek, Aleksandra; Gajda, Janusz; Thapa, Samudrajit; Wyłomańska, Agnieszka Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics. (English) Zbl 07864212 Chaos 34, No. 4, Article ID 043154, 16 p. (2024). MSC: 60G22 62M07 60G18 62M09 PDFBibTeX XMLCite \textit{A. Grzesiek} et al., Chaos 34, No. 4, Article ID 043154, 16 p. (2024; Zbl 07864212) Full Text: DOI
Diatta, Raphaël; Diedhiou, Alassane Large deviation for several fractional Brownian motions and diffusion process. (English) Zbl 07861711 Int. J. Numer. Methods Appl. 24, No. 1, 31-44 (2024). MSC: 60G22 60F10 60H20 60H40 PDFBibTeX XMLCite \textit{R. Diatta} and \textit{A. Diedhiou}, Int. J. Numer. Methods Appl. 24, No. 1, 31--44 (2024; Zbl 07861711) Full Text: DOI
Liu, Huoxia; Yang, Qigui Asymptotic behaviors of solutions to Sobolev-type stochastic differential equations. (English) Zbl 07860695 J. Math. Phys. 65, No. 5, Article ID 051501, 25 p. (2024). MSC: 60H10 60G22 34F05 34D05 PDFBibTeX XMLCite \textit{H. Liu} and \textit{Q. Yang}, J. Math. Phys. 65, No. 5, Article ID 051501, 25 p. (2024; Zbl 07860695) Full Text: DOI
Di Nunno, Giulia; Yurchenko-Tytarenko, Anton Power law in sandwiched Volterra volatility model. (English) Zbl 1537.91318 Mod. Stoch., Theory Appl. 11, No. 2, 169-194 (2024). MSC: 91G20 60H07 60G22 PDFBibTeX XMLCite \textit{G. Di Nunno} and \textit{A. Yurchenko-Tytarenko}, Mod. Stoch., Theory Appl. 11, No. 2, 169--194 (2024; Zbl 1537.91318) Full Text: DOI arXiv
Rosenbaum, Mathieu; Zhang, Jianfei On the universality of the volatility formation process: when machine learning and rough volatility agree. (English) Zbl 1537.91304 Front. Math. Finance 3, No. 1, 106-126 (2024). MSC: 91G15 60G22 62P05 68T07 PDFBibTeX XMLCite \textit{M. Rosenbaum} and \textit{J. Zhang}, Front. Math. Finance 3, No. 1, 106--126 (2024; Zbl 1537.91304) Full Text: DOI arXiv
Herrera, Calypso; Krach, Florian; Ruyssen, Pierre; Teichmann, Josef Optimal stopping via randomized neural networks. (English) Zbl 1537.91325 Front. Math. Finance 3, No. 1, 31-77 (2024). MSC: 91G20 60G40 68T07 60G22 PDFBibTeX XMLCite \textit{C. Herrera} et al., Front. Math. Finance 3, No. 1, 31--77 (2024; Zbl 1537.91325) Full Text: DOI arXiv
Singh, P. K.; Saha Ray, S. A collocation method for nonlinear stochastic differential equations driven by fractional Brownian motion and its application to mathematical finance. (English) Zbl 07859331 Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 19, 24 p. (2024). MSC: 65C30 60G22 65D05 41A10 41A20 PDFBibTeX XMLCite \textit{P. K. Singh} and \textit{S. Saha Ray}, Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 19, 24 p. (2024; Zbl 07859331) Full Text: DOI
Djeutcha, Eric; Sadefo Kamdem, Jules Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model. (English) Zbl 07856444 Ann. Oper. Res. 334, No. 1-3, 101-131 (2024). MSC: 60G22 60G18 PDFBibTeX XMLCite \textit{E. Djeutcha} and \textit{J. Sadefo Kamdem}, Ann. Oper. Res. 334, No. 1--3, 101--131 (2024; Zbl 07856444) Full Text: DOI
Kavallaris, Nikos I.; Nikolopoulos, Christos V.; Yannacopoulos, Athanasios N. On the impact of noise on quenching for a nonlocal diffusion model driven by a mixture of Brownian and fractional Brownian motions. (English) Zbl 07856219 Discrete Contin. Dyn. Syst., Ser. S 17, No. 3, 1222-1268 (2024). MSC: 60G22 60G65 60H15 65M06 35A01 60J60 PDFBibTeX XMLCite \textit{N. I. Kavallaris} et al., Discrete Contin. Dyn. Syst., Ser. S 17, No. 3, 1222--1268 (2024; Zbl 07856219) Full Text: DOI arXiv
Wang, Yejuan; Cao, Gang; Kloeden, Peter E. Mean-square stability analysis of stochastic delay evolution equations driven by fractional Brownian motion with Hurst index \(H\in(0,1) \). (English) Zbl 07856210 Discrete Contin. Dyn. Syst., Ser. S 17, No. 3, 1073-1100 (2024). MSC: 60H15 60G22 35A02 35B40 PDFBibTeX XMLCite \textit{Y. Wang} et al., Discrete Contin. Dyn. Syst., Ser. S 17, No. 3, 1073--1100 (2024; Zbl 07856210) Full Text: DOI
Wang, Xiaohu; Yu, Jun; Zhang, Chen On the optimal forecast with the fractional Brownian motion. (English) Zbl 1537.91307 Quant. Finance 24, No. 2, 337-346 (2024). MSC: 91G15 60G22 62M20 PDFBibTeX XMLCite \textit{X. Wang} et al., Quant. Finance 24, No. 2, 337--346 (2024; Zbl 1537.91307) Full Text: DOI
Xiang, Yun; Deng, Shijie Optimal stop-loss rules in markets with long-range dependence. (English) Zbl 07855700 Quant. Finance 24, No. 2, 253-263 (2024). MSC: 91G15 60G22 PDFBibTeX XMLCite \textit{Y. Xiang} and \textit{S. Deng}, Quant. Finance 24, No. 2, 253--263 (2024; Zbl 07855700) Full Text: DOI
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
Basse-O’Connor, Andreas; Podolskij, Mark Asymptotic theory for quadratic variation of harmonizable fractional stable processes. (English) Zbl 07854691 Theory Probab. Math. Stat. 110, 3-12 (2024). MSC: 60G52 60F05 60F15 60G22 60G48 60H05 PDFBibTeX XMLCite \textit{A. Basse-O'Connor} and \textit{M. Podolskij}, Theory Probab. Math. Stat. 110, 3--12 (2024; Zbl 07854691) Full Text: DOI arXiv
Beghin, Luisa; Cristofaro, Lorenzo; Garrappa, Roberto Renewal processes linked to fractional relaxation equations with variable order. (English) Zbl 1539.60120 J. Math. Anal. Appl. 531, No. 1, Part 2, Article ID 127795, 17 p. (2024). MSC: 60K05 60G22 PDFBibTeX XMLCite \textit{L. Beghin} et al., J. Math. Anal. Appl. 531, No. 1, Part 2, Article ID 127795, 17 p. (2024; Zbl 1539.60120) Full Text: DOI arXiv
Ayadi, Mohamed; Riahi, Anis; Rhaima, Mohamed; Ghoudi, Hamza Fractional gamma noise functionals. (English) Zbl 07852105 Complex Anal. Oper. Theory 18, No. 4, Paper No. 92, 22 p. (2024). MSC: 11C08 26C05 42C05 46F25 60G22 33E12 PDFBibTeX XMLCite \textit{M. Ayadi} et al., Complex Anal. Oper. Theory 18, No. 4, Paper No. 92, 22 p. (2024; Zbl 07852105) Full Text: DOI
Jiang, Hui; Li, Shi Min; Wang, Wei Gang Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean. (English) Zbl 07850965 Acta Math. Sin., Engl. Ser. 40, No. 5, 1308-1324 (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60H07 60G22 PDFBibTeX XMLCite \textit{H. Jiang} et al., Acta Math. Sin., Engl. Ser. 40, No. 5, 1308--1324 (2024; Zbl 07850965) Full Text: DOI
Yan, Litan; Guo, Rui; Gao, Han Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion. (English) Zbl 07850689 Commun. Stat., Theory Methods 53, No. 7, 2390-2421 (2024). MSC: 60G22 60H07 60F05 62M09 PDFBibTeX XMLCite \textit{L. Yan} et al., Commun. Stat., Theory Methods 53, No. 7, 2390--2421 (2024; Zbl 07850689) Full Text: DOI
Zhou, Yinbing; Lu, Dawei The first exit time of fractional Brownian motion with a drift from a parabolic domain. (English) Zbl 1537.60048 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 3, 19 p. (2024). MSC: 60G22 60F10 PDFBibTeX XMLCite \textit{Y. Zhou} and \textit{D. Lu}, Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 3, 19 p. (2024; Zbl 1537.60048) Full Text: DOI
Maleki Almani, Hamidreza; Shokrollahi, Foad; Sottinen, Tommi Prediction of Gaussian Volterra processes with compound Poisson jumps. (English) Zbl 1537.60041 Stat. Probab. Lett. 208, Article ID 110054, 8 p. (2024). MSC: 60G15 60G55 60G22 91G80 PDFBibTeX XMLCite \textit{H. Maleki Almani} et al., Stat. Probab. Lett. 208, Article ID 110054, 8 p. (2024; Zbl 1537.60041) Full Text: DOI arXiv
Pérez-Cendejas, Ulises; Pérez-Suárez, Gerardo Stochastic ordering for hitting times of fractional Brownian motions. (English) Zbl 1537.60045 Stat. Probab. Lett. 208, Article ID 110053, 8 p. (2024). MSC: 60G22 60E15 60G15 PDFBibTeX XMLCite \textit{U. Pérez-Cendejas} and \textit{G. Pérez-Suárez}, Stat. Probab. Lett. 208, Article ID 110053, 8 p. (2024; Zbl 1537.60045) Full Text: DOI
Soni, Ritik; Pathak, Ashok Kumar Generalized fractional negative binomial process. (English) Zbl 1537.60046 Stat. Probab. Lett. 207, Article ID 110021, 11 p. (2024). MSC: 60G22 60G51 60G55 60E05 PDFBibTeX XMLCite \textit{R. Soni} and \textit{A. K. Pathak}, Stat. Probab. Lett. 207, Article ID 110021, 11 p. (2024; Zbl 1537.60046) Full Text: DOI arXiv
Wang, Jixia; Sun, Lu; Miao, Yu Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion. (English) Zbl 1537.60047 Stat. Probab. Lett. 207, Article ID 110020, 7 p. (2024). MSC: 60G22 60F05 60H05 60H07 60G15 PDFBibTeX XMLCite \textit{J. Wang} et al., Stat. Probab. Lett. 207, Article ID 110020, 7 p. (2024; Zbl 1537.60047) Full Text: DOI
Takabatake, Tetsuya Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations. (English) Zbl 1537.62037 Stat. Probab. Lett. 207, Article ID 110006, 10 p. (2024). MSC: 62M09 60G22 62F12 62M15 62P05 PDFBibTeX XMLCite \textit{T. Takabatake}, Stat. Probab. Lett. 207, Article ID 110006, 10 p. (2024; Zbl 1537.62037) Full Text: DOI arXiv
Liu, Wei; Pei, Bin; Yu, Qian Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions. (English) Zbl 1537.60070 Stoch. Dyn. 24, No. 1, Article ID 2450002, 20 p. (2024). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{W. Liu} et al., Stoch. Dyn. 24, No. 1, Article ID 2450002, 20 p. (2024; Zbl 1537.60070) Full Text: DOI
Khandakar, M.; Kataria, K. K. On a time-changed variant of the generalized counting process. (English) Zbl 07845414 J. Appl. Probab. 61, No. 2, 716-738 (2024). MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{M. Khandakar} and \textit{K. K. Kataria}, J. Appl. Probab. 61, No. 2, 716--738 (2024; Zbl 07845414) Full Text: DOI
Cao, Qiyong; Gao, Hongjun Long time behavior of stochastic differential equations driven by linear multiplicative fractional noise. (English) Zbl 07845258 J. Differ. Equations 399, 48-81 (2024). MSC: 37H10 37H30 60H10 34F05 60G22 60L90 PDFBibTeX XMLCite \textit{Q. Cao} and \textit{H. Gao}, J. Differ. Equations 399, 48--81 (2024; Zbl 07845258) Full Text: DOI
Feng, Zhou Intermediate dimensions under self-affine codings. (English) Zbl 07841460 Math. Z. 307, No. 1, Paper No. 21, 29 p. (2024). MSC: 28A80 37C45 31B15 60G22 PDFBibTeX XMLCite \textit{Z. Feng}, Math. Z. 307, No. 1, Paper No. 21, 29 p. (2024; Zbl 07841460) Full Text: DOI arXiv OA License
Hainaut, Donatien A mutually exciting rough jump-diffusion for financial modelling. (English) Zbl 1537.91323 Fract. Calc. Appl. Anal. 27, No. 1, 319-352 (2024). MSC: 91G20 60G55 60G22 60J74 PDFBibTeX XMLCite \textit{D. Hainaut}, Fract. Calc. Appl. Anal. 27, No. 1, 319--352 (2024; Zbl 1537.91323) Full Text: DOI
Kim, Takwon; Park, Jinwan; Yoon, Ji-Hun; Lee, Ki-Ahm Pricing vulnerable options in fractional Brownian markets: a partial differential equations approach. (English) Zbl 1537.91329 Fract. Calc. Appl. Anal. 27, No. 1, 247-280 (2024). MSC: 91G20 60G22 60H15 60H05 60H30 PDFBibTeX XMLCite \textit{T. Kim} et al., Fract. Calc. Appl. Anal. 27, No. 1, 247--280 (2024; Zbl 1537.91329) Full Text: DOI
El Maroufy, Hamid; Ichi, Souad; El Omari, Mohamed; Slaoui, Yousri Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials. (English) Zbl 07839693 Stat. Inference Stoch. Process. 27, No. 2, 305-333 (2024). MSC: 62G86 60G22 62G20 33C45 PDFBibTeX XMLCite \textit{H. El Maroufy} et al., Stat. Inference Stoch. Process. 27, No. 2, 305--333 (2024; Zbl 07839693) Full Text: DOI
Matsuda, Toyomu; Perkowski, Nicolas An extension of the stochastic sewing lemma and applications to fractional stochastic calculus. (English) Zbl 1535.60064 Forum Math. Sigma 12, Paper No. e52, 53 p. (2024). MSC: 60G22 60H05 60H10 60J55 PDFBibTeX XMLCite \textit{T. Matsuda} and \textit{N. Perkowski}, Forum Math. Sigma 12, Paper No. e52, 53 p. (2024; Zbl 1535.60064) Full Text: DOI arXiv OA License
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
Shen, Guangjun; Zhou, Huan; Wu, Jiang-Lun Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions. (English) Zbl 1535.60066 J. Evol. Equ. 24, No. 2, Paper No. 35, 30 p. (2024). MSC: 60G22 60H10 60F10 PDFBibTeX XMLCite \textit{G. Shen} et al., J. Evol. Equ. 24, No. 2, Paper No. 35, 30 p. (2024; Zbl 1535.60066) Full Text: DOI
Zhang, Lijuan; Wang, Yejuan; Hu, Yaozhong Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM. (English) Zbl 1535.60110 Stochastic Anal. Appl. 42, No. 1, 64-97 (2024). MSC: 60H10 60G22 60H05 60H30 PDFBibTeX XMLCite \textit{L. Zhang} et al., Stochastic Anal. Appl. 42, No. 1, 64--97 (2024; Zbl 1535.60110) Full Text: DOI
Beghin, Luisa; Cristofaro, Lorenzo; Gajda, Janusz Non-Gaussian measures in infinite dimensional spaces: the Gamma-Grey noise. (English) Zbl 07834182 Potential Anal. 60, No. 4, 1571-1593 (2024). MSC: 60G20 60G22 33B20 60H40 PDFBibTeX XMLCite \textit{L. Beghin} et al., Potential Anal. 60, No. 4, 1571--1593 (2024; Zbl 07834182) Full Text: DOI arXiv OA License
Fukasawa, Masaaki; Takano, Ryoji A partial rough path space for rough volatility. (English) Zbl 1534.60163 Electron. J. Probab. 29, Paper No. 18, 28 p. (2024). MSC: 60L20 60L90 60H30 60F10 60G22 PDFBibTeX XMLCite \textit{M. Fukasawa} and \textit{R. Takano}, Electron. J. Probab. 29, Paper No. 18, 28 p. (2024; Zbl 1534.60163) Full Text: DOI arXiv
Friesen, Martin; Jin, Peng Volterra square-root process: stationarity and regularity of the law. (English) Zbl 1534.60048 Ann. Appl. Probab. 34, No. 1A, 318-356 (2024). MSC: 60G22 45D05 91G20 PDFBibTeX XMLCite \textit{M. Friesen} and \textit{P. Jin}, Ann. Appl. Probab. 34, No. 1A, 318--356 (2024; Zbl 1534.60048) Full Text: DOI arXiv Link
Paulauskas, Vygantas Limit theorems for linear processes with tapered innovations and filters. (English) Zbl 1534.60066 Lith. Math. J. 64, No. 1, 80-100 (2024). MSC: 60G99 60G22 60F17 PDFBibTeX XMLCite \textit{V. Paulauskas}, Lith. Math. J. 64, No. 1, 80--100 (2024; Zbl 1534.60066) Full Text: DOI arXiv
Liu, Kefan; Zhang, Jichao; Yang, Yueting Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment. (English) Zbl 1533.60082 Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107955, 13 p. (2024). MSC: 60H07 60G22 91G20 PDFBibTeX XMLCite \textit{K. Liu} et al., Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107955, 13 p. (2024; Zbl 1533.60082) Full Text: DOI
Aurzada, Frank; Mittenbühler, Pascal Persistence probabilities of a smooth self-similar anomalous diffusion process. (English) Zbl 1533.60037 J. Stat. Phys. 191, No. 3, Paper No. 37, 22 p. (2024). MSC: 60G15 60G22 60K50 PDFBibTeX XMLCite \textit{F. Aurzada} and \textit{P. Mittenbühler}, J. Stat. Phys. 191, No. 3, Paper No. 37, 22 p. (2024; Zbl 1533.60037) Full Text: DOI arXiv OA License
Bender, Christian; Lebovits, Joachim; Lévy Véhel, Jacques General transfer formula for stochastic integral with respect to multifractional Brownian motion. (English) Zbl 07826615 J. Theor. Probab. 37, No. 1, 905-932 (2024). MSC: 60H40 60G22 60H05 PDFBibTeX XMLCite \textit{C. Bender} et al., J. Theor. Probab. 37, No. 1, 905--932 (2024; Zbl 07826615) Full Text: DOI
Belfadli, Rachid; Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind. (English) Zbl 1534.60045 J. Theor. Probab. 37, No. 1, 860-876 (2024). MSC: 60G15 60G22 62F12 91G80 PDFBibTeX XMLCite \textit{R. Belfadli} et al., J. Theor. Probab. 37, No. 1, 860--876 (2024; Zbl 1534.60045) Full Text: DOI
Azmoodeh, Ehsan; Ilmonen, Pauliina; Shafik, Nourhan; Sottinen, Tommi; Viitasaari, Lauri On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands. (English) Zbl 1534.60044 J. Theor. Probab. 37, No. 1, 721-743 (2024). MSC: 60G15 60G22 60H05 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., J. Theor. Probab. 37, No. 1, 721--743 (2024; Zbl 1534.60044) Full Text: DOI arXiv OA License
Guo, Jingjun; Zhang, Cuiyun; Ma, Aiqin Derivative of multiple self-intersection local time for fractional Brownian motion. (English) Zbl 07826606 J. Theor. Probab. 37, No. 1, 623-641 (2024). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60G22 60J55 60F25 PDFBibTeX XMLCite \textit{J. Guo} et al., J. Theor. Probab. 37, No. 1, 623--641 (2024; Zbl 07826606) Full Text: DOI
Bourguin, Solesne; Dang, Thanh; Spiliopoulos, Konstantinos Moderate deviation principle for multiscale systems driven by fractional Brownian motion. (English) Zbl 1536.60029 J. Theor. Probab. 37, No. 1, 352-408 (2024). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60F10 60G22 60H10 60H07 PDFBibTeX XMLCite \textit{S. Bourguin} et al., J. Theor. Probab. 37, No. 1, 352--408 (2024; Zbl 1536.60029) Full Text: DOI
Harang, Fabian; Tindel, Samy; Wang, Xiaohua Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions. (English) Zbl 07826596 J. Theor. Probab. 37, No. 1, 307-351 (2024). MSC: 60L20 60L10 60H07 60H05 60G22 PDFBibTeX XMLCite \textit{F. Harang} et al., J. Theor. Probab. 37, No. 1, 307--351 (2024; Zbl 07826596) Full Text: DOI arXiv OA License
Li, Ruinan; Wang, Ran; Zhang, Beibei A large deviation principle for the stochastic heat equation with general rough noise. (English) Zbl 1535.60051 J. Theor. Probab. 37, No. 1, 251-306 (2024). MSC: 60F10 60H15 60G22 PDFBibTeX XMLCite \textit{R. Li} et al., J. Theor. Probab. 37, No. 1, 251--306 (2024; Zbl 1535.60051) Full Text: DOI arXiv
Schaeffer, Nicolas Multilinear smoothing and local well-posedness of a stochastic quadratic nonlinear Schrödinger equation. (English) Zbl 1535.60117 J. Theor. Probab. 37, No. 1, 160-208 (2024). MSC: 60H15 35Q55 60G22 PDFBibTeX XMLCite \textit{N. Schaeffer}, J. Theor. Probab. 37, No. 1, 160--208 (2024; Zbl 1535.60117) Full Text: DOI arXiv
Cheng, Mengyu; Hao, Zimo; Röckner, Michael Strong and weak convergence for the averaging principle of DDSDE with singular drift. (English) Zbl 07824115 Bernoulli 30, No. 2, 1586-1610 (2024). MSC: 60H10 60H15 34C29 35R60 60G22 PDFBibTeX XMLCite \textit{M. Cheng} et al., Bernoulli 30, No. 2, 1586--1610 (2024; Zbl 07824115) Full Text: DOI arXiv Link
Ettaieb, Aymen; Missaoui, Sonia; Rguigui, Hafedh Quantum fractional Ornstein-Uhlenbeck semigroups and associated potentials. (English) Zbl 1536.35354 Rocky Mt. J. Math. 54, No. 1, 121-136 (2024). MSC: 35R11 46F25 46G20 46L67 60H40 60G22 PDFBibTeX XMLCite \textit{A. Ettaieb} et al., Rocky Mt. J. Math. 54, No. 1, 121--136 (2024; Zbl 1536.35354) Full Text: DOI Link
Boedihardjo, H.; Geng, X. On the lack of Gaussian tail for rough line integrals along fractional Brownian paths. (English) Zbl 07819905 Probab. Theory Relat. Fields 188, No. 3-4, 1287-1313 (2024). MSC: 60G22 60H10 60L20 PDFBibTeX XMLCite \textit{H. Boedihardjo} and \textit{X. Geng}, Probab. Theory Relat. Fields 188, No. 3--4, 1287--1313 (2024; Zbl 07819905) Full Text: DOI arXiv OA License
Xia, Xiaoyu; Yan, Litan; Yang, Qing The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift. (English) Zbl 07815364 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 671-685 (2024). MSC: 60G22 39A50 PDFBibTeX XMLCite \textit{X. Xia} et al., Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 671--685 (2024; Zbl 07815364) Full Text: DOI
Son, Ta Cong; Le, Dung Quang; Duong, Manh Hong Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations. (English) Zbl 07815297 Potential Anal. 60, No. 3, 1031-1065 (2024). MSC: 60G22 60H07 91G30 PDFBibTeX XMLCite \textit{T. C. Son} et al., Potential Anal. 60, No. 3, 1031--1065 (2024; Zbl 07815297) Full Text: DOI arXiv OA License
Dipierro, Serena; Giacomin, Giovanni; Valdinoci, Enrico The Lévy flight foraging hypothesis in bounded regions. Subordinate Brownian motions and high-risk/high-gain strategies. (English) Zbl 1539.92002 Memoirs of the European Mathematical Society 10. Berlin: European Mathematical Society (EMS) (ISBN 978-3-98547-068-6/pbk; 978-3-98547-568-1/ebook). 91 p., open access (2024). MSC: 92-02 92D40 60G50 35Q92 60G22 35R11 PDFBibTeX XMLCite \textit{S. Dipierro} et al., The Lévy flight foraging hypothesis in bounded regions. Subordinate Brownian motions and high-risk/high-gain strategies. Berlin: European Mathematical Society (EMS) (2024; Zbl 1539.92002) Full Text: DOI
Chen, Le; Kuzgun, Sefika; Mueller, Carl; Xia, Panqiu On the radius of self-repellent fractional Brownian motion. (English) Zbl 1532.60074 J. Stat. Phys. 191, No. 2, Paper No. 19, 15 p. (2024). MSC: 60G22 60K35 PDFBibTeX XMLCite \textit{L. Chen} et al., J. Stat. Phys. 191, No. 2, Paper No. 19, 15 p. (2024; Zbl 1532.60074) Full Text: DOI arXiv
Dufitinema, Josephine; Shokrollahi, Foad; Sottinen, Tommi; Viitasaari, Lauri Long-range dependent completely correlated mixed fractional Brownian motion. (English) Zbl 07812488 Stochastic Processes Appl. 170, Article ID 104289, 15 p. (2024). MSC: 60G15 60G22 60G25 PDFBibTeX XMLCite \textit{J. Dufitinema} et al., Stochastic Processes Appl. 170, Article ID 104289, 15 p. (2024; Zbl 07812488) Full Text: DOI arXiv OA License
Hamed, Ikram; Chala, Adel Stochastic controls of fractional Brownian motion. (English) Zbl 1533.93842 Random Oper. Stoch. Equ. 32, No. 1, 27-39 (2024). MSC: 93E20 49N10 93C10 60H10 60G22 PDFBibTeX XMLCite \textit{I. Hamed} and \textit{A. Chala}, Random Oper. Stoch. Equ. 32, No. 1, 27--39 (2024; Zbl 1533.93842) Full Text: DOI
Ndiaye, Assane; Aidara, Sadibou; Sow, Ahmadou Bamba Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients. (English) Zbl 07812407 Random Oper. Stoch. Equ. 32, No. 1, 13-25 (2024). MSC: 60H10 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{A. Ndiaye} et al., Random Oper. Stoch. Equ. 32, No. 1, 13--25 (2024; Zbl 07812407) Full Text: DOI
Catuogno, Pedro J.; Ledesma, Diego S. Weak solutions for stochastic differential equations with additive fractional noise. (English) Zbl 1533.60110 Physica D 458, Article ID 134015, 4 p. (2024). MSC: 60H15 60G22 60G18 35D30 PDFBibTeX XMLCite \textit{P. J. Catuogno} and \textit{D. S. Ledesma}, Physica D 458, Article ID 134015, 4 p. (2024; Zbl 1533.60110) Full Text: DOI arXiv
Shen, Guangjun; Yin, Jiayuan; Liu, Junfeng Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients. (English) Zbl 07805435 Discrete Contin. Dyn. Syst., Ser. B 29, No. 3, 1402-1426 (2024). MSC: 60G22 60H15 34K33 35Q83 PDFBibTeX XMLCite \textit{G. Shen} et al., Discrete Contin. Dyn. Syst., Ser. B 29, No. 3, 1402--1426 (2024; Zbl 07805435) Full Text: DOI