Bodó, Gergely; Riedle, Markus; Týbl, Ondřej SPDEs driven by standard symmetric \(\alpha\)-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula. (English) Zbl 07904041 Electron. J. Probab. 29, Paper No. 79, 41 p. (2024). MSC: 60H15 60G20 60G51 60G52 PDFBibTeX XMLCite \textit{G. Bodó} et al., Electron. J. Probab. 29, Paper No. 79, 41 p. (2024; Zbl 07904041) Full Text: DOI arXiv Link OA License
Zitelli, Gregory Traffic probability for rectangular random matrices. (English) Zbl 07901526 Random Matrices Theory Appl. 13, No. 3, Article ID 2450013, 55 p. (2024). MSC: 60B20 60G51 PDFBibTeX XMLCite \textit{G. Zitelli}, Random Matrices Theory Appl. 13, No. 3, Article ID 2450013, 55 p. (2024; Zbl 07901526) 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
Kendall, Wilfrid S.; Majka, Mateusz B.; Mijatović, Aleksandar Optimal Markovian coupling for finite activity Lévy processes. (English) Zbl 07898701 Bernoulli 30, No. 4, 2821-2845 (2024). MSC: 60J20 60G51 65Cxx PDFBibTeX XMLCite \textit{W. S. Kendall} et al., Bernoulli 30, No. 4, 2821--2845 (2024; Zbl 07898701) Full Text: DOI arXiv Link
Kachanovsky, N. A. Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis. (English) Zbl 07898618 Carpathian Math. Publ. 16, No. 1, 61-83 (2024). MSC: 60H40 46F05 46F25 60G51 60H05 PDFBibTeX XMLCite \textit{N. A. Kachanovsky}, Carpathian Math. Publ. 16, No. 1, 61--83 (2024; Zbl 07898618) Full Text: DOI OA License
Dipierro, Serena; Proietti Lippi, Edoardo; Valdinoci, Enrico The role of Allee effects for Gaussian and Lévy dispersals in an environmental niche. (English) Zbl 07893154 J. Math. Biol. 89, No. 2, Paper No. 19, 39 p. (2024). MSC: 35Q92 92D25 92D40 92B05 35B40 60J65 60G51 35A01 26A33 35R11 PDFBibTeX XMLCite \textit{S. Dipierro} et al., J. Math. Biol. 89, No. 2, Paper No. 19, 39 p. (2024; Zbl 07893154) Full Text: DOI
Barbu, Viorel; Röckner, Michael Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise. (English) Zbl 07891473 Probab. Theory Relat. Fields 189, No. 3-4, 849-878 (2024). Reviewer: Javad Asadzade (Famagusta) MSC: 60H15 35R11 60G51 47H05 47J05 PDFBibTeX XMLCite \textit{V. Barbu} and \textit{M. Röckner}, Probab. Theory Relat. Fields 189, No. 3--4, 849--878 (2024; Zbl 07891473) Full Text: DOI arXiv OA License
Li, Qian; Wang, Li Option pricing under jump diffusion model. (English) Zbl 07888218 Stat. Probab. Lett. 211, Article ID 110137, 10 p. (2024). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{Q. Li} and \textit{L. Wang}, Stat. Probab. Lett. 211, Article ID 110137, 10 p. (2024; Zbl 07888218) Full Text: DOI arXiv
Pirjol, Dan; Zhu, Lingjiong Asymptotics for short maturity Asian options in jump-diffusion models with local volatility. (English) Zbl 07885177 Quant. Finance 24, No. 3-4, 433-449 (2024). MSC: 91G20 60J74 60G51 PDFBibTeX XMLCite \textit{D. Pirjol} and \textit{L. Zhu}, Quant. Finance 24, No. 3--4, 433--449 (2024; Zbl 07885177) Full Text: DOI arXiv
El-Hadidy, Mohamed Abd Allah; Alraddadi, R. Studying the influence of antimicrobial resistance on the probability distribution of densities for synchronization growing of different kinds of bacteria. (English) Zbl 07880698 J. Comput. Theor. Transp. 53, No. 1, 51-68 (2024). MSC: 82-XX 46N55 60G51 60G40 PDFBibTeX XMLCite \textit{M. A. A. El-Hadidy} and \textit{R. Alraddadi}, J. Comput. Theor. Transp. 53, No. 1, 51--68 (2024; Zbl 07880698) Full Text: DOI
Behme, Anita; Di Tella, Paolo; Sideris, Apostolos On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes. (English) Zbl 07879395 Stochastic Processes Appl. 174, Article ID 104382, 21 p. (2024). MSC: 60G10 60G51 60H10 60J27 PDFBibTeX XMLCite \textit{A. Behme} et al., Stochastic Processes Appl. 174, Article ID 104382, 21 p. (2024; Zbl 07879395) Full Text: DOI arXiv
Leżaj, Łukasz Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit. (English) Zbl 07879388 Stochastic Processes Appl. 174, Article ID 104362, 21 p. (2024). MSC: 60G52 60G51 60J35 PDFBibTeX XMLCite \textit{Ł. Leżaj}, Stochastic Processes Appl. 174, Article ID 104362, 21 p. (2024; Zbl 07879388) Full Text: DOI arXiv
Berger, David; Schilling, René L.; Shargorodsky, Eugene The Liouville theorem for a class of Fourier multipliers and its connection to coupling. (English) Zbl 07879083 Bull. Lond. Math. Soc. 56, No. 7, 2374-2394 (2024). MSC: 42B15 35B53 31C05 35B10 47G30 60G51 PDFBibTeX XMLCite \textit{D. Berger} et al., Bull. Lond. Math. Soc. 56, No. 7, 2374--2394 (2024; Zbl 07879083) Full Text: DOI arXiv OA License
Martín-González, Ehyter M.; Murillo-Salas, Antonio; Pantí, Henry A note on series representation for the \(q\)-scale function of a class of spectrally negative Lévy processes. (English) Zbl 07878527 Stat. Probab. Lett. 210, Article ID 110115, 6 p. (2024). MSC: 60G51 60E07 PDFBibTeX XMLCite \textit{E. M. Martín-González} et al., Stat. Probab. Lett. 210, Article ID 110115, 6 p. (2024; Zbl 07878527) Full Text: DOI
Christensen, Sören; Strauch, Claudia; Trottner, Lukas Learning to reflect: a unifying approach for data-driven stochastic control strategies. (English) Zbl 07874412 Bernoulli 30, No. 3, 2074-2101 (2024). MSC: 62M05 62G07 60G51 PDFBibTeX XMLCite \textit{S. Christensen} et al., Bernoulli 30, No. 3, 2074--2101 (2024; Zbl 07874412) Full Text: DOI arXiv Link
Cardona-Tobón, Natalia; Pardo, Juan Carlos Speed of extinction for continuous state branching processes in subcritical Lévy environments: the strongly and intermediate regimes. (English) Zbl 07873664 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 741-766 (2024). MSC: 60J80 60G51 60H10 60K37 PDFBibTeX XMLCite \textit{N. Cardona-Tobón} and \textit{J. C. Pardo}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 741--766 (2024; Zbl 07873664) Full Text: arXiv Link
Hao, Zimo; Wang, Zhen; Wu, Mingyan Schauder estimates for nonlocal equations with singular Lévy measures. (English) Zbl 07873617 Potential Anal. 61, No. 1, 13-33 (2024). Reviewer: Alexander Schnurr (Siegen) MSC: 60G51 35R09 35K67 35A09 PDFBibTeX XMLCite \textit{Z. Hao} et al., Potential Anal. 61, No. 1, 13--33 (2024; Zbl 07873617) Full Text: DOI arXiv
Alkhazzan, Abdulwasea; Wang, Jungang; Nie, Yufeng; Khan, Hasib; Alzabut, Jehad A stochastic susceptible vaccinees infected recovered epidemic model with three types of noises. (English) Zbl 07872001 Math. Methods Appl. Sci. 47, No. 11, 8748-8770 (2024). MSC: 60G51 60J25 60H10 92B05 92D30 PDFBibTeX XMLCite \textit{A. Alkhazzan} et al., Math. Methods Appl. Sci. 47, No. 11, 8748--8770 (2024; Zbl 07872001) Full Text: DOI
He, Xueqing; Liu, Ming; Xu, Xiaofeng Dynamical behaviors of stochastic eco-epidemic predator-prey model with Allee effect in prey and Lévy jump. (English) Zbl 07869343 Math. Methods Appl. Sci. 47, No. 7, 5576-5595 (2024). MSC: 37H05 60G51 92D25 PDFBibTeX XMLCite \textit{X. He} et al., Math. Methods Appl. Sci. 47, No. 7, 5576--5595 (2024; Zbl 07869343) Full Text: DOI
Meng, Qingyan; Wang, Yejuan; Kloeden, Peter E.; Han, Xiaoying Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients. (English) Zbl 07869050 J. Differ. Equations 403, 1-28 (2024). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q84 35A01 35A02 60G51 60H30 65C05 35B65 35A24 35R60 PDFBibTeX XMLCite \textit{Q. Meng} et al., J. Differ. Equations 403, 1--28 (2024; Zbl 07869050) Full Text: DOI
Ahmed, Hamdy M. Study approximate controllability and null controllability of neutral delay Hilfer fractional stochastic integrodifferential system with Rosenblatt process. (English) Zbl 07866357 Math. Control Relat. Fields 14, No. 2, 434-448 (2024). MSC: 93B05 93C23 34K37 34K50 45J05 60G51 PDFBibTeX XMLCite \textit{H. M. Ahmed}, Math. Control Relat. Fields 14, No. 2, 434--448 (2024; Zbl 07866357) 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
Ascione, Giacomo; Lőrinczi, József Bulk behaviour of ground states for relativistic Schrödinger operators with compactly supported potentials. (English) Zbl 07862373 Ann. Henri Poincaré 25, No. 6, 2941-2994 (2024). MSC: 47D08 60G51 47D03 47G20 PDFBibTeX XMLCite \textit{G. Ascione} and \textit{J. Lőrinczi}, Ann. Henri Poincaré 25, No. 6, 2941--2994 (2024; Zbl 07862373) Full Text: DOI arXiv OA License
Amorino, Chiara; Jaramillo, Arturo; Podolskij, Mark Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process. (English) Zbl 1539.60095 Mod. Stoch., Theory Appl. 11, No. 2, 149-168 (2024). MSC: 60J55 60G51 60G52 60F05 PDFBibTeX XMLCite \textit{C. Amorino} et al., Mod. Stoch., Theory Appl. 11, No. 2, 149--168 (2024; Zbl 1539.60095) Full Text: DOI arXiv
Krawiec, Michał; Palmowski, Zbigniew Multivariate Lévy-type drift change detection and mortality modeling. (English) Zbl 1537.91258 Eur. Actuar. J. 14, No. 1, 175-203 (2024). MSC: 91G05 60G51 60J74 60G40 PDFBibTeX XMLCite \textit{M. Krawiec} and \textit{Z. Palmowski}, Eur. Actuar. J. 14, No. 1, 175--203 (2024; Zbl 1537.91258) Full Text: DOI arXiv OA License
Shirai, Yoshihiro Extreme measures in continuous time conic finance. (English) Zbl 1537.91363 Front. Math. Finance 3, No. 1, 1-30 (2024). MSC: 91G70 91G20 60H10 60G51 91G80 PDFBibTeX XMLCite \textit{Y. Shirai}, Front. Math. Finance 3, No. 1, 1--30 (2024; Zbl 1537.91363) Full Text: DOI arXiv
Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume CBI-time-changed Lévy processes for multi-currency modeling. (English) Zbl 07859337 Ann. Oper. Res. 336, No. 1-2, 127-152 (2024). MSC: 60G51 60J85 91G20 91G30 91G60 PDFBibTeX XMLCite \textit{C. Fontana} et al., Ann. Oper. Res. 336, No. 1--2, 127--152 (2024; Zbl 07859337) Full Text: DOI arXiv OA License
Tian, Yilin; Liu, Chao; Cheung, Lora Stationary distribution analysis of a stochastic SIAM epidemic model with Ornstein-Uhlenbeck process and media coverage. (English) Zbl 1537.92141 Appl. Math. Lett. 153, Article ID 109041, 7 p. (2024). MSC: 92D30 60G10 60G51 60H30 PDFBibTeX XMLCite \textit{Y. Tian} et al., Appl. Math. Lett. 153, Article ID 109041, 7 p. (2024; Zbl 1537.92141) Full Text: DOI
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
Bouchot, Nicolas Scaling limit of a one-dimensional polymer in a repulsive i.i.d. environment. (English) Zbl 07854760 Electron. J. Probab. 29, Paper No. 61, 43 p. (2024). MSC: 82B44 82B41 82D60 60G50 60G51 PDFBibTeX XMLCite \textit{N. Bouchot}, Electron. J. Probab. 29, Paper No. 61, 43 p. (2024; Zbl 07854760) Full Text: DOI arXiv
Behme, Anita; Oechsler, David Invariant measures of Lévy-type operators and their associated Markov processes. (English) Zbl 07854751 Electron. J. Probab. 29, Paper No. 59, 29 p. (2024). MSC: 60G10 60J25 60J35 45B05 45D05 60G51 60H10 60H20 PDFBibTeX XMLCite \textit{A. Behme} and \textit{D. Oechsler}, Electron. J. Probab. 29, Paper No. 59, 29 p. (2024; Zbl 07854751) Full Text: DOI arXiv
Yi, Haoran; Shan, Yuanchuang; Shu, Huisheng; Zhang, Xuekang Optimal portfolio strategy of wealth process: a Lévy process model-based method. (English) Zbl 1537.91290 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 6, 1089-1103 (2024). MSC: 91G10 60G51 60J74 PDFBibTeX XMLCite \textit{H. Yi} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 6, 1089--1103 (2024; Zbl 1537.91290) Full Text: DOI OA License
Balan, Raluca M.; Zheng, Guangqu Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation. (English) Zbl 07853753 Trans. Am. Math. Soc. 377, No. 6, 4171-4221 (2024). MSC: 60H15 60H07 60F05 60G51 PDFBibTeX XMLCite \textit{R. M. Balan} and \textit{G. Zheng}, Trans. Am. Math. Soc. 377, No. 6, 4171--4221 (2024; Zbl 07853753) Full Text: DOI arXiv
Song, Ruili; Zhao, Jiayu; Zhu, Quanxin Boundedness and stability of nonlinear hybrid neutral stochastic delay differential equation with Lévy jumps under different structures. (English) Zbl 1539.93195 J. Franklin Inst. 361, No. 8, Article ID 106803, 20 p. (2024). MSC: 93E15 93C23 34K50 34K34 34K40 93C10 60G51 PDFBibTeX XMLCite \textit{R. Song} et al., J. Franklin Inst. 361, No. 8, Article ID 106803, 20 p. (2024; Zbl 1539.93195) Full Text: DOI
Mendes, R. Vilela On a family of Lévy processes without support in \(\mathcal{S}^\prime\). (English) Zbl 1537.60057 Stat. Probab. Lett. 208, Article ID 110077, 4 p. (2024). MSC: 60G51 60H40 60G20 PDFBibTeX XMLCite \textit{R. V. Mendes}, Stat. Probab. Lett. 208, Article ID 110077, 4 p. (2024; Zbl 1537.60057) Full Text: DOI arXiv
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
Ren, Yan-Xia; Song, Renming; Zhang, Rui Weak convergence of the extremes of branching Lévy processes with regularly varying tails. (English) Zbl 07845408 J. Appl. Probab. 61, No. 2, 622-643 (2024). Reviewer: Bastien Mallein (Toulouse) MSC: 60J80 60F05 60G57 60G70 60G51 PDFBibTeX XMLCite \textit{Y.-X. Ren} et al., J. Appl. Probab. 61, No. 2, 622--643 (2024; Zbl 07845408) Full Text: DOI arXiv
Li, Huaiqian; Wu, Bingyao Wasserstein convergence for conditional empirical measures of subordinated Dirichlet diffusions on Riemannian manifolds. (English) Zbl 07845384 Commun. Pure Appl. Anal. 23, No. 4, 546-576 (2024). Reviewer: Michael Voit (Dortmund) MSC: 60J60 60D05 60G51 60J76 PDFBibTeX XMLCite \textit{H. Li} and \textit{B. Wu}, Commun. Pure Appl. Anal. 23, No. 4, 546--576 (2024; Zbl 07845384) Full Text: DOI arXiv
Dong, Y.; Vostrikova, L. Utility maximization of the exponential Lévy switching models. (English. Russian original) Zbl 1536.91162 Theory Probab. Appl. 69, No. 1, 127-149 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 161-187 (2024). MSC: 91B16 60G51 PDFBibTeX XMLCite \textit{Y. Dong} and \textit{L. Vostrikova}, Theory Probab. Appl. 69, No. 1, 127--149 (2024; Zbl 1536.91162); translation from Teor. Veroyatn. Primen. 69, No. 1, 161--187 (2024) Full Text: DOI arXiv
Kulyk, Oleksii; Pilipenko, Andrey; Roelly, Sylvie On reflected diffusions in cones and cylinders. (English) Zbl 07841469 Ukr. Math. J. 75, No. 11, 1693-1721 (2024); and Ukr. Mat. Zh. 75, No. 11, 1497-1521 (2023). Reviewer: Isamu Dôku (Saitama) MSC: 60J60 60H10 60G51 PDFBibTeX XMLCite \textit{O. Kulyk} et al., Ukr. Math. J. 75, No. 11, 1693--1721 (2024; Zbl 07841469) Full Text: DOI
Alexeev, I. A. Stable random variables with complex index \(\alpha \). The case \(| \alpha - 1/2 | < 1/2\). (English. Russian original) Zbl 1535.60032 J. Math. Sci., New York 281, No. 1, 10-23 (2024); translation from Zap. Nauchn. Semin. POMI 505, 17-37 (2021). MSC: 60E10 60F05 60G51 PDFBibTeX XMLCite \textit{I. A. Alexeev}, J. Math. Sci., New York 281, No. 1, 10--23 (2024; Zbl 1535.60032); translation from Zap. Nauchn. Semin. POMI 505, 17--37 (2021) Full Text: DOI
Abildaev, T. E. An analog of local time for a class of Lévy processes. (English. Russian original) Zbl 07836010 J. Math. Sci., New York 281, No. 1, 1-9 (2024); translation from Zap. Nauchn. Semin. POMI 505, 5-16 (2021). Reviewer: Isamu Dôku (Saitama) MSC: 60G51 60G52 PDFBibTeX XMLCite \textit{T. E. Abildaev}, J. Math. Sci., New York 281, No. 1, 1--9 (2024; Zbl 07836010); translation from Zap. Nauchn. Semin. POMI 505, 5--16 (2021) Full Text: DOI
Marchione, Manfred Marvin; Orsingher, Enzo Stable distributions and pseudo-processes related to fractional Airy functions. (English) Zbl 1535.60062 Stochastic Anal. Appl. 42, No. 2, 435-450 (2024). MSC: 60G20 35K25 33C10 35K05 60G51 PDFBibTeX XMLCite \textit{M. M. Marchione} and \textit{E. Orsingher}, Stochastic Anal. Appl. 42, No. 2, 435--450 (2024; Zbl 1535.60062) Full Text: DOI arXiv
Arai, Takuji; Imai, Yuto Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure. (English) Zbl 07833307 Math. Comput. Simul. 218, 223-234 (2024). MSC: 91G20 62P05 60G51 65C05 91G60 PDFBibTeX XMLCite \textit{T. Arai} and \textit{Y. Imai}, Math. Comput. Simul. 218, 223--234 (2024; Zbl 07833307) Full Text: DOI arXiv
Ai, Meiqiao; Wang, Yunyun; Zhang, Zhimin; Zhu, Dan Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees. (English) Zbl 1536.91274 Scand. Actuar. J. 2024, No. 3, 252-278 (2024). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{M. Ai} et al., Scand. Actuar. J. 2024, No. 3, 252--278 (2024; Zbl 1536.91274) Full Text: DOI
González Cázares, Jorge; Kramer-Bang, David; Mijatović, Aleksandar How smooth can the convex hull of a Lévy path be? (English) Zbl 1534.60060 Electron. J. Probab. 29, Paper No. 38, 36 p. (2024). MSC: 60G51 60F15 PDFBibTeX XMLCite \textit{J. González Cázares} et al., Electron. J. Probab. 29, Paper No. 38, 36 p. (2024; Zbl 1534.60060) Full Text: DOI arXiv
Bogdan, Krzysztof; Knosalla, Piotr; Leżaj, Łukasz; Pilarczyk, Dominika Self-similar solution for fractional Laplacian in cones. (English) Zbl 1534.60047 Electron. J. Probab. 29, Paper No. 54, 24 p. (2024). MSC: 60G18 60J35 60G51 60J50 PDFBibTeX XMLCite \textit{K. Bogdan} et al., Electron. J. Probab. 29, Paper No. 54, 24 p. (2024; Zbl 1534.60047) Full Text: DOI arXiv
Baurdoux, Erik J.; Pedraza, José M. \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process. (English) Zbl 07829785 Ann. Appl. Probab. 34, No. 1B, 1350-1402 (2024). MSC: 60G40 60G51 62M20 PDFBibTeX XMLCite \textit{E. J. Baurdoux} and \textit{J. M. Pedraza}, Ann. Appl. Probab. 34, No. 1B, 1350--1402 (2024; Zbl 07829785) Full Text: DOI arXiv
Cui, Jing; Yang, Haihan Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise. (English) Zbl 1533.93318 Int. J. Control 97, No. 2, 284-296 (2024). MSC: 93C23 93E03 34K40 34K50 60G51 93C43 PDFBibTeX XMLCite \textit{J. Cui} and \textit{H. Yang}, Int. J. Control 97, No. 2, 284--296 (2024; Zbl 1533.93318) Full Text: DOI
Cinque, Fabrizio; Orsingher, Enzo Analysis of fractional Cauchy problems with some probabilistic applications. (English) Zbl 1533.60065 J. Math. Anal. Appl. 536, No. 1, Article ID 128188, 23 p. (2024). MSC: 60G52 26A33 33E12 60E07 60G51 PDFBibTeX XMLCite \textit{F. Cinque} and \textit{E. Orsingher}, J. Math. Anal. Appl. 536, No. 1, Article ID 128188, 23 p. (2024; Zbl 1533.60065) Full Text: DOI arXiv OA License
Kim, Kyeong-Hun; Park, Daehan A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes. (English) Zbl 1535.60115 J. Theor. Probab. 37, No. 1, 671-720 (2024). MSC: 60H15 35R60 45D05 60G51 60H40 PDFBibTeX XMLCite \textit{K.-H. Kim} and \textit{D. Park}, J. Theor. Probab. 37, No. 1, 671--720 (2024; Zbl 1535.60115) Full Text: DOI arXiv
Knopova, Victoria; Mokanu, Yana On ergodic properties of some Lévy-type processes. (English) Zbl 1534.60098 J. Theor. Probab. 37, No. 1, 582-602 (2024). MSC: 60J25 60G51 60J35 35S05 PDFBibTeX XMLCite \textit{V. Knopova} and \textit{Y. Mokanu}, J. Theor. Probab. 37, No. 1, 582--602 (2024; Zbl 1534.60098) Full Text: DOI arXiv
Geiss, Sarah Sharp convex generalizations of stochastic Gronwall inequalities. (English) Zbl 07825937 J. Differ. Equations 392, 74-127 (2024). MSC: 60H10 60G44 60G51 60J65 26D15 PDFBibTeX XMLCite \textit{S. Geiss}, J. Differ. Equations 392, 74--127 (2024; Zbl 07825937) Full Text: DOI arXiv OA License
Kobayashi, Kei; Park, Hyunchul A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes. (English) Zbl 1534.60062 Stochastic Processes Appl. 171, Article ID 104331, 11 p. (2024). MSC: 60G51 60J45 PDFBibTeX XMLCite \textit{K. Kobayashi} and \textit{H. Park}, Stochastic Processes Appl. 171, Article ID 104331, 11 p. (2024; Zbl 1534.60062) Full Text: DOI arXiv
Jaimungal, Sebastian; Pesenti, Silvana M.; Sánchez-Betancourt, Leandro Minimal Kullback-Leibler divergence for constrained Lévy-Itô processes. (English) Zbl 1534.60061 SIAM J. Control Optim. 62, No. 2, 982-1005 (2024). MSC: 60G51 90C39 PDFBibTeX XMLCite \textit{S. Jaimungal} et al., SIAM J. Control Optim. 62, No. 2, 982--1005 (2024; Zbl 1534.60061) Full Text: DOI arXiv
Wang, Yongjin; Yan, Chengxin; Zhou, Xiaowen Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises. (English) Zbl 1536.60056 Bernoulli 30, No. 2, 1375-1400 (2024). MSC: 60H15 35R60 60G51 60G57 60H40 PDFBibTeX XMLCite \textit{Y. Wang} et al., Bernoulli 30, No. 2, 1375--1400 (2024; Zbl 1536.60056) Full Text: DOI arXiv Link
Chen, Zao-Li; Samrodnitsky, Gennady A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence. (English) Zbl 07824097 Bernoulli 30, No. 2, 1105-1153 (2024). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60F05 60G10 60G51 60G52 60G57 PDFBibTeX XMLCite \textit{Z.-L. Chen} and \textit{G. Samrodnitsky}, Bernoulli 30, No. 2, 1105--1153 (2024; Zbl 07824097) Full Text: DOI arXiv Link
Profeta, Christophe Maximal displacement of spectrally negative branching Lévy processes. (English) Zbl 1536.60087 Bernoulli 30, No. 2, 961-982 (2024). MSC: 60J80 60G51 60G44 PDFBibTeX XMLCite \textit{C. Profeta}, Bernoulli 30, No. 2, 961--982 (2024; Zbl 1536.60087) Full Text: DOI arXiv Link
Nakakita, Shogo; Alquier, Pierre; Imaizumi, Masaaki Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions. (English) Zbl 07823235 Electron. J. Stat. 18, No. 1, 1130-1159 (2024). MSC: 62H12 40C05 60G51 PDFBibTeX XMLCite \textit{S. Nakakita} et al., Electron. J. Stat. 18, No. 1, 1130--1159 (2024; Zbl 07823235) Full Text: DOI arXiv Link
Yang, Hao; Wang, Jian; Zhai, Jianliang Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications. (English) Zbl 1535.60118 Appl. Math. Optim. 89, No. 2, Paper No. 47, 21 p. (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60G51 37A25 PDFBibTeX XMLCite \textit{H. Yang} et al., Appl. Math. Optim. 89, No. 2, Paper No. 47, 21 p. (2024; Zbl 1535.60118) Full Text: DOI arXiv
Bormetti, Giacomo Book review of: A. E. Kyprianou and J. C. Pardo, Stable Lévy processes via Lamperti-type representations. (English) Zbl 07820422 J. Am. Stat. Assoc. 119, No. 545, 789-790 (2024). MSC: 00A17 60-02 60G51 PDFBibTeX XMLCite \textit{G. Bormetti}, J. Am. Stat. Assoc. 119, No. 545, 789--790 (2024; Zbl 07820422) Full Text: DOI
Barrera, G.; Högele, M. A.; Pardo, J. C. The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise. (English) Zbl 07818460 J. Dyn. Differ. Equations 36, No. 1, 251-278 (2024). MSC: 60H10 37A25 60G51 15A16 PDFBibTeX XMLCite \textit{G. Barrera} et al., J. Dyn. Differ. Equations 36, No. 1, 251--278 (2024; Zbl 07818460) Full Text: DOI arXiv OA License
Kai, Hirotaka Long time behavior of jump-diffusion processes on Riemannian manifolds. (English) Zbl 07818445 Osaka J. Math. 61, No. 1, 25-52 (2024). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 60H10 60H30 60J25 60J76 58J65 60G51 PDFBibTeX XMLCite \textit{H. Kai}, Osaka J. Math. 61, No. 1, 25--52 (2024; Zbl 07818445) Full Text: Link
Redmann, Martin Model reduction for stochastic systems with nonlinear drift. (English) Zbl 1533.93087 J. Math. Anal. Appl. 535, No. 1, Article ID 128133, 29 p. (2024). MSC: 93B11 93E15 93D20 93C10 60G51 60H10 PDFBibTeX XMLCite \textit{M. Redmann}, J. Math. Anal. Appl. 535, No. 1, Article ID 128133, 29 p. (2024; Zbl 1533.93087) Full Text: DOI arXiv OA License
Ivanovs, Jevgenijs; Yamazaki, Kazutoshi A series expansion formula of the scale matrix with applications in CUSUM analysis. (English) Zbl 1532.60094 Stochastic Processes Appl. 170, Article ID 104300, 20 p. (2024). MSC: 60G51 60G40 62M05 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{K. Yamazaki}, Stochastic Processes Appl. 170, Article ID 104300, 20 p. (2024; Zbl 1532.60094) Full Text: DOI arXiv OA License
Wang, Jian; Yang, Hao; Zhai, Jianliang; Zhang, Tusheng Accessibility of SPDEs driven by pure jump noise and its applications. (English) Zbl 1533.60115 Proc. Am. Math. Soc. 152, No. 4, 1755-1767 (2024). MSC: 60H15 60G51 37A25 60H17 PDFBibTeX XMLCite \textit{J. Wang} et al., Proc. Am. Math. Soc. 152, No. 4, 1755--1767 (2024; Zbl 1533.60115) Full Text: DOI arXiv
Connor, Stephen B.; Merli, Roberta Optimal coupling of jumpy Brownian motion on the circle. (English) Zbl 1534.93484 J. Appl. Probab. 61, No. 1, 18-32 (2024). MSC: 93E20 60J65 60G51 PDFBibTeX XMLCite \textit{S. B. Connor} and \textit{R. Merli}, J. Appl. Probab. 61, No. 1, 18--32 (2024; Zbl 1534.93484) Full Text: DOI arXiv Link
Bazyari, Abouzar On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property. (English) Zbl 07808593 Commun. Stat., Theory Methods 53, No. 4, 1162-1187 (2024). MSC: 60J99 93E20 60G51 PDFBibTeX XMLCite \textit{A. Bazyari}, Commun. Stat., Theory Methods 53, No. 4, 1162--1187 (2024; Zbl 07808593) Full Text: DOI
Chen, Shumin; He, Yingji; Peng, Xi; Zhu, Xing; Qiu, Yunli Fundamental, dipole, and vortex solitons in fractional nonlinear Schrödinger equation with a parity-time-symmetric periodic potential. (English) Zbl 1533.35308 Physica D 457, Article ID 133966, 7 p. (2024). MSC: 35Q55 35Q41 78A60 35C08 60G51 65F15 26A33 35R11 PDFBibTeX XMLCite \textit{S. Chen} et al., Physica D 457, Article ID 133966, 7 p. (2024; Zbl 1533.35308) Full Text: DOI
Zhang, Lijuan; Wang, Yejuan Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential. (English) Zbl 1532.60228 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1670-1694 (2024). MSC: 60K50 35R11 60H30 60G51 26A33 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{Y. Wang}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1670--1694 (2024; Zbl 1532.60228) Full Text: DOI
Zhang, Lei; Liu, Bin Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes. (English) Zbl 1533.35246 J. Funct. Anal. 286, No. 7, Article ID 110337, 83 p. (2024). MSC: 35Q30 35Q92 76D05 92C17 60G51 35D30 35B65 35A01 35A02 35R60 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{B. Liu}, J. Funct. Anal. 286, No. 7, Article ID 110337, 83 p. (2024; Zbl 1533.35246) Full Text: DOI arXiv
Bacinello, Anna Rita; Maggistro, Rosario; Zoccolan, Ivan Risk-neutral valuation of GLWB riders in variable annuities. (English) Zbl 1532.91084 Insur. Math. Econ. 114, 1-14 (2024). MSC: 91G05 60G51 49J30 PDFBibTeX XMLCite \textit{A. R. Bacinello} et al., Insur. Math. Econ. 114, 1--14 (2024; Zbl 1532.91084) Full Text: DOI
Renaud, Jean-François A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin. (English) Zbl 1533.91424 Stat. Probab. Lett. 206, Article ID 109978, 6 p. (2024). MSC: 91G05 60G51 93E20 PDFBibTeX XMLCite \textit{J.-F. Renaud}, Stat. Probab. Lett. 206, Article ID 109978, 6 p. (2024; Zbl 1533.91424) Full Text: DOI arXiv
Teng, Ye; Zhang, Zhimin Lévy risk model with capital injections and periodic observation. (Chinese) Zbl 07802104 Acta Math. Appl. Sin. 47, No. 1, 56-81 (2024). MSC: 91G05 91G60 60G51 PDFBibTeX XMLCite \textit{Y. Teng} and \textit{Z. Zhang}, Acta Math. Appl. Sin. 47, No. 1, 56--81 (2024; Zbl 07802104) Full Text: Link
Oechsler, David Lévy Langevin Monte Carlo. (English) Zbl 1529.62028 Stat. Comput. 34, No. 1, Paper No. 37, 15 p. (2024). MSC: 62-08 60G51 60H10 60G10 65C05 PDFBibTeX XMLCite \textit{D. Oechsler}, Stat. Comput. 34, No. 1, Paper No. 37, 15 p. (2024; Zbl 1529.62028) Full Text: DOI arXiv OA License
Kındap, Yaman; Godsill, Simon Point process simulation of generalised hyperbolic Lévy processes. (English) Zbl 1529.62021 Stat. Comput. 34, No. 1, Paper No. 33, 28 p. (2024). MSC: 62-08 60G51 60G55 PDFBibTeX XMLCite \textit{Y. Kındap} and \textit{S. Godsill}, Stat. Comput. 34, No. 1, Paper No. 33, 28 p. (2024; Zbl 1529.62021) Full Text: DOI arXiv OA License
Mutakaya, Masimba Aspinas; Mhlanga, Farai Julius Optimal production and regulation of gold mining: a stochastic differential game approach. (English) Zbl 07799973 J. Ind. Manag. Optim. 20, No. 4, 1458-1482 (2024). MSC: 91B76 91A15 91A10 60G51 PDFBibTeX XMLCite \textit{M. A. Mutakaya} and \textit{F. J. Mhlanga}, J. Ind. Manag. Optim. 20, No. 4, 1458--1482 (2024; Zbl 07799973) Full Text: DOI
Melnikova, I. V.; Alekseeva, U. A.; Bovkun, V. A. Equations related to stochastic processes: semigroup approach and Fourier transform. (English. Russian original) Zbl 1534.60076 J. Math. Sci., New York 278, No. 1, 115-138 (2024); translation from Sovrem. Mat., Fundam. Napravl. 67, No. 2, 324-348 (2021). MSC: 60H10 60J25 60G51 PDFBibTeX XMLCite \textit{I. V. Melnikova} et al., J. Math. Sci., New York 278, No. 1, 115--138 (2024; Zbl 1534.60076); translation from Sovrem. Mat., Fundam. Napravl. 67, No. 2, 324--348 (2021) Full Text: DOI
Huang, Xiaomin; Liu, Wei Poisson stable solutions for stochastic PDEs driven by Lévy noise. (English) Zbl 1531.60040 J. Differ. Equations 383, 270-323 (2024). MSC: 60H15 49K40 60G51 34C27 PDFBibTeX XMLCite \textit{X. Huang} and \textit{W. Liu}, J. Differ. Equations 383, 270--323 (2024; Zbl 1531.60040) Full Text: DOI
Wang, Wanli; Barkai, Eli Fractional advection diffusion asymmetry equation, derivation, solution and application. (English) Zbl 1534.60161 J. Phys. A, Math. Theor. 57, No. 3, Article ID 035203, 32 p. (2024). MSC: 60K50 60K40 35R11 60G51 82C31 PDFBibTeX XMLCite \textit{W. Wang} and \textit{E. Barkai}, J. Phys. A, Math. Theor. 57, No. 3, Article ID 035203, 32 p. (2024; Zbl 1534.60161) Full Text: DOI arXiv
Zhang, Weinan; Zeng, Pingping; Zhang, Gongqiu; Kwok, Yue Kuen Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps. (English) Zbl 1532.91137 J. Sci. Comput. 98, No. 2, Paper No. 47, 35 p. (2024). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65D15 91G20 60G51 60J74 PDFBibTeX XMLCite \textit{W. Zhang} et al., J. Sci. Comput. 98, No. 2, Paper No. 47, 35 p. (2024; Zbl 1532.91137) Full Text: DOI
Zhang, Yanjie; Huang, Qiao; Wang, Xiao; Wang, Zibo; Duan, Jinqiao Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes. (English) Zbl 07791827 J. Differ. Equations 379, 721-761 (2024). MSC: 60H10 60H15 60G51 60J60 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Differ. Equations 379, 721--761 (2024; Zbl 07791827) Full Text: DOI arXiv
Al-Hadad, Jonas; Palmowski, Zbigniew Perpetual American options with asset-dependent discounting. (English) Zbl 1531.91248 Appl. Math. Optim. 89, No. 1, Paper No. 18, 35 p. (2024). MSC: 91G20 60G40 60G51 PDFBibTeX XMLCite \textit{J. Al-Hadad} and \textit{Z. Palmowski}, Appl. Math. Optim. 89, No. 1, Paper No. 18, 35 p. (2024; Zbl 1531.91248) Full Text: DOI arXiv OA License
Dexheimer, Niklas; Strauch, Claudia On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 1538.60067 Bernoulli 30, No. 1, 88-116 (2024). MSC: 60G51 60H10 62M10 PDFBibTeX XMLCite \textit{N. Dexheimer} and \textit{C. Strauch}, Bernoulli 30, No. 1, 88--116 (2024; Zbl 1538.60067) Full Text: DOI arXiv
Hayashi, Masafumi; Takeuchi, Atsushi; Yamazato, Makoto Space-time boundedness and asymptotic behaviors of the densities of CME-subordinators. (English) Zbl 1530.60018 Stochastic Processes Appl. 167, Article ID 104232, 34 p. (2024). MSC: 60E07 60G51 PDFBibTeX XMLCite \textit{M. Hayashi} et al., Stochastic Processes Appl. 167, Article ID 104232, 34 p. (2024; Zbl 1530.60018) Full Text: DOI
Wang, Wenyuan; Ming, Ruixing; Hu, Yijun On de Finetti’s optimal impulse dividend control problem under Chapter 11 bankruptcy. (English) Zbl 07784081 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 215-233 (2024). MSC: 91G05 60G51 93E20 PDFBibTeX XMLCite \textit{W. Wang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 1, 215--233 (2024; Zbl 07784081) Full Text: DOI
Su, Xizhi; Wang, Tianxiao; Wei, Jiaqin; Zhou, Chao Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies. (English) Zbl 1530.91537 Appl. Math. Optim. 89, No. 1, Paper No. 15, 30 p. (2024). MSC: 91G10 60G51 60H30 PDFBibTeX XMLCite \textit{X. Su} et al., Appl. Math. Optim. 89, No. 1, Paper No. 15, 30 p. (2024; Zbl 1530.91537) Full Text: DOI
Wang, Wenyuan; Yu, Xiang; Zhou, Xiaowen On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy. (English) Zbl 1530.91605 Appl. Math. Optim. 89, No. 1, Paper No. 13, 31 p. (2024). MSC: 91G50 91G05 49L20 60G51 93E20 PDFBibTeX XMLCite \textit{W. Wang} et al., Appl. Math. Optim. 89, No. 1, Paper No. 13, 31 p. (2024; Zbl 1530.91605) Full Text: DOI arXiv
Egorov, Sergei; Pergamenchtchikov, Serguei Optimal investment and consumption for financial markets with jumps under transaction costs. (English) Zbl 1530.91525 Finance Stoch. 28, No. 1, 123-159 (2024). MSC: 91G10 60G51 93E20 49L20 PDFBibTeX XMLCite \textit{S. Egorov} and \textit{S. Pergamenchtchikov}, Finance Stoch. 28, No. 1, 123--159 (2024; Zbl 1530.91525) Full Text: DOI HAL
Porretta, Alessio Decay rates of convergence for Fokker-Planck equations with confining drift. (English) Zbl 1529.35512 Adv. Math. 436, Article ID 109393, 57 p. (2024). MSC: 35Q84 35K15 47G20 41A25 60G51 60G55 35B05 35F21 49L25 35D40 26A33 35R11 PDFBibTeX XMLCite \textit{A. Porretta}, Adv. Math. 436, Article ID 109393, 57 p. (2024; Zbl 1529.35512) Full Text: DOI arXiv
Leonte, Dan; Veraart, Almut E. D. Simulation methods and error analysis for trawl processes and ambit fields. (English) Zbl 07764081 Math. Comput. Simul. 215, 518-542 (2024). MSC: 60G57 60H05 60G51 PDFBibTeX XMLCite \textit{D. Leonte} and \textit{A. E. D. Veraart}, Math. Comput. Simul. 215, 518--542 (2024; Zbl 07764081) Full Text: DOI arXiv OA License
Ramírez, Miriam; Uribe Bravo, Gerónimo The sticky Lévy process as a solution to a time change equation. (English) Zbl 1525.60056 J. Math. Anal. Appl. 530, No. 1, Article ID 127742, 18 p. (2024). MSC: 60G51 60H10 PDFBibTeX XMLCite \textit{M. Ramírez} and \textit{G. Uribe Bravo}, J. Math. Anal. Appl. 530, No. 1, Article ID 127742, 18 p. (2024; Zbl 1525.60056) Full Text: DOI arXiv OA License
Wang, Yayun Pricing ratchet equity index annuity with mortality risk by complex Fourier series method. (English) Zbl 1527.91144 J. Comput. Appl. Math. 436, Article ID 115414, 16 p. (2024). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60G51 42A20 PDFBibTeX XMLCite \textit{Y. Wang}, J. Comput. Appl. Math. 436, Article ID 115414, 16 p. (2024; Zbl 1527.91144) Full Text: DOI
Chowdhury, Indranil; Jakobsen, Espen R.; Krupski, Miłosz A strongly degenerate fully nonlinear mean field game with nonlocal diffusion. arXiv:2409.00152 Preprint, arXiv:2409.00152 [math.AP] (2024). MSC: 35A01 35A02 35D30 35D40 35K55 35K65 35Q84 35Q89 35R11 47D07 49Lxx 49N80 60G51 BibTeX Cite \textit{I. Chowdhury} et al., ``A strongly degenerate fully nonlinear mean field game with nonlocal diffusion'', Preprint, arXiv:2409.00152 [math.AP] (2024) Full Text: arXiv OA License
Almani, Hamidreza Maleki; Shokrollahi, Foad; Sottinen, Tommi Hedging in Jump Diffusion Model with Transaction Costs. arXiv:2408.10785 Preprint, arXiv:2408.10785 [q-fin.MF] (2024). MSC: 91G10 91G20 91G80 60G51 60J60 60J65 60J70 60J76 BibTeX Cite \textit{H. M. Almani} et al., ``Hedging in Jump Diffusion Model with Transaction Costs'', Preprint, arXiv:2408.10785 [q-fin.MF] (2024) Full Text: arXiv OA License
Friz, Peter K.; Hager, Paul P.; Tapia, Nikolas On expected signatures and signature cumulants in semimartingale models. arXiv:2408.05085 Preprint, arXiv:2408.05085 [stat.ML] (2024). MSC: 60L10 60L90 60E10 60G44 60G48 60G51 60J76 BibTeX Cite \textit{P. K. Friz} et al., ``On expected signatures and signature cumulants in semimartingale models'', Preprint, arXiv:2408.05085 [stat.ML] (2024) Full Text: arXiv OA License
Kyprianou, Andreas E.; Medina, Sonny; Pardo, Juan Carlos \(\alpha\)-stable Lévy processes entering the half space or a slab. arXiv:2407.20394 Preprint, arXiv:2407.20394 [math.PR] (2024). MSC: 60G18 60G52 60G51 BibTeX Cite \textit{A. E. Kyprianou} et al., ``$\alpha$-stable Lévy processes entering the half space or a slab'', Preprint, arXiv:2407.20394 [math.PR] (2024) Full Text: arXiv OA License
Chen, An; Nicol, Matthew; Török, Andrew Birkhoff sum convergence of Fréchet observables to stable laws for Gibbs-Markov systems and applications. arXiv:2407.16632 Preprint, arXiv:2407.16632 [math.DS] (2024). MSC: 37A50 37H99 60F05 60G51 60G55 BibTeX Cite \textit{A. Chen} et al., ``Birkhoff sum convergence of Fréchet observables to stable laws for Gibbs-Markov systems and applications'', Preprint, arXiv:2407.16632 [math.DS] (2024) Full Text: arXiv OA License
Legrand, Alexandre Some conditional FKG inequalities for Markov chains and random processes. arXiv:2407.13871 Preprint, arXiv:2407.13871 [math.PR] (2024). MSC: 60J10 60E15 60G15 60G51 BibTeX Cite \textit{A. Legrand}, ``Some conditional FKG inequalities for Markov chains and random processes'', Preprint, arXiv:2407.13871 [math.PR] (2024) Full Text: arXiv OA License
Agazzotti, Gaetano; Aguilar, Jean-Philippe The bilateral generalized inverse Gaussian process with applications to financial modeling. arXiv:2407.10557 Preprint, arXiv:2407.10557 [math.PR] (2024). MSC: 60G51 60G46 60E07 60E10 91B28 BibTeX Cite \textit{G. Agazzotti} and \textit{J.-P. Aguilar}, ``The bilateral generalized inverse Gaussian process with applications to financial modeling'', Preprint, arXiv:2407.10557 [math.PR] (2024) Full Text: arXiv OA License