Casanova, Adrián González; Nuñez, Imanol; Pérez, José Luis Alpha-stable branching and beta-frequency processes, beyond the IID assumption. (English) Zbl 07905725 Electron. Commun. Probab. 29, Paper No. 8, 12 p. (2024). MSC: 60J80 60J90 60G52 PDFBibTeX XMLCite \textit{A. G. Casanova} et al., Electron. Commun. Probab. 29, Paper No. 8, 12 p. (2024; Zbl 07905725) Full Text: DOI arXiv Link OA License
Archer, Eleanor; Vogel, Quirin Quenched critical percolation on Galton-Watson trees. (English) Zbl 07904066 Electron. J. Probab. 29, Paper No. 104, 32 p. (2024). MSC: 60K35 60J80 60G52 PDFBibTeX XMLCite \textit{E. Archer} and \textit{Q. Vogel}, Electron. J. Probab. 29, Paper No. 104, 32 p. (2024; Zbl 07904066) Full Text: DOI arXiv Link OA License
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
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
Boiko, M. V.; Osypchuk, M. M. Perturbation of an isotropic \(\alpha \)-stable stochastic process by a pseudo-gradient with a generalized coefficient. (English) Zbl 07898617 Carpathian Math. Publ. 16, No. 1, 53-60 (2024). MSC: 60G52 35S05 60H10 60J35 PDFBibTeX XMLCite \textit{M. V. Boiko} and \textit{M. M. Osypchuk}, Carpathian Math. Publ. 16, No. 1, 53--60 (2024; Zbl 07898617) Full Text: DOI OA License
Nakagawa, Takuya; Suzuki, Ryoichi Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes. (English) Zbl 07892662 Mod. Stoch., Theory Appl. 11, No. 3, 303-321 (2024). MSC: 60H10 60G52 60H07 PDFBibTeX XMLCite \textit{T. Nakagawa} and \textit{R. Suzuki}, Mod. Stoch., Theory Appl. 11, No. 3, 303--321 (2024; Zbl 07892662) Full Text: DOI
Baguley, Samuel; Döring, Leif; Kyprianou, Andreas General path integrals and stable SDEs. (English) Zbl 07891439 J. Eur. Math. Soc. (JEMS) 26, No. 9, 3243-3286 (2024). MSC: 60H10 60J25 60G52 PDFBibTeX XMLCite \textit{S. Baguley} et al., J. Eur. Math. Soc. (JEMS) 26, No. 9, 3243--3286 (2024; Zbl 07891439) Full Text: DOI arXiv OA License
Wei, Chao Least squares estimation for a class of uncertain Vasicek model and its application to interest rates. (English) Zbl 07887524 Stat. Pap. 65, No. 4, 2441-2459 (2024). MSC: 60G52 62F12 PDFBibTeX XMLCite \textit{C. Wei}, Stat. Pap. 65, No. 4, 2441--2459 (2024; Zbl 07887524) Full Text: DOI
Dong, Hongjie; Ryu, Junhee Nonlocal elliptic and parabolic equations with general stable operators in weighted Sobolev spaces. (English) Zbl 07879901 SIAM J. Math. Anal. 56, No. 4, 4623-4661 (2024). MSC: 35B65 35R11 60G52 45K05 PDFBibTeX XMLCite \textit{H. Dong} and \textit{J. Ryu}, SIAM J. Math. Anal. 56, No. 4, 4623--4661 (2024; Zbl 07879901) 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
Gradinaru, Mihai; Luirard, Emeline Kinetic time-inhomogeneous Lévy-driven model. (English) Zbl 07873668 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 815-835 (2024). MSC: 60H10 60F17 60G52 60G18 60J65 PDFBibTeX XMLCite \textit{M. Gradinaru} and \textit{E. Luirard}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 815--835 (2024; Zbl 07873668) Full Text: arXiv Link
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
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
Zhou, Huan; Shen, Guang Jun; Yu, Qian Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes. (English) Zbl 07850963 Acta Math. Sin., Engl. Ser. 40, No. 5, 1273-1292 (2024). MSC: 60G52 60J55 PDFBibTeX XMLCite \textit{H. Zhou} et al., Acta Math. Sin., Engl. Ser. 40, No. 5, 1273--1292 (2024; Zbl 07850963) Full Text: DOI
Torricelli, Lorenzo On the convolution equivalence of tempered stable distributions on the real line. (English) Zbl 07850475 Stat. Probab. Lett. 207, Article ID 110034, 6 p. (2024). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60E07 60G52 PDFBibTeX XMLCite \textit{L. Torricelli}, Stat. Probab. Lett. 207, Article ID 110034, 6 p. (2024; Zbl 07850475) Full Text: DOI arXiv
Devroye, Luc; Nolan, John P. Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\). (English) Zbl 1539.60002 J. Stat. Theory Pract. 18, No. 1, Paper No. 11, 19 p. (2024). MSC: 60-08 60G52 65C10 65C05 PDFBibTeX XMLCite \textit{L. Devroye} and \textit{J. P. Nolan}, J. Stat. Theory Pract. 18, No. 1, Paper No. 11, 19 p. (2024; Zbl 1539.60002) Full Text: DOI OA License
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
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
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
Chen, Peng; Nourdin, Ivan; Xu, Lihu; Yang, Xiaochuan Multivariate stable approximation by Stein’s method. (English) Zbl 1536.60021 J. Theor. Probab. 37, No. 1, 446-488 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60E07 60F05 60G52 PDFBibTeX XMLCite \textit{P. Chen} et al., J. Theor. Probab. 37, No. 1, 446--488 (2024; Zbl 1536.60021) Full Text: DOI
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
Nolan, John P.; Audus, Debra J.; Douglas, Jack F. Computation of Riesz \(\alpha\)-capacity \(\mathrm{C}_{\alpha}\) of general sets in \(\mathbb{R}^d\) using stable random walks. (English) Zbl 1536.31015 SIAM J. Appl. Math. 84, No. 2, 317-337 (2024). MSC: 31B15 60G52 PDFBibTeX XMLCite \textit{J. P. Nolan} et al., SIAM J. Appl. Math. 84, No. 2, 317--337 (2024; Zbl 1536.31015) Full Text: DOI arXiv
Grube, Florian; Hensiek, Thorben; Schefer, Waldemar The Dirichlet problem for Lévy-stable operators with \(L^2\)-data. (English) Zbl 1536.35391 Calc. Var. Partial Differ. Equ. 63, No. 3, Paper No. 74, 28 p. (2024). MSC: 35S15 35J25 46E35 47G20 60G52 PDFBibTeX XMLCite \textit{F. Grube} et al., Calc. Var. Partial Differ. Equ. 63, No. 3, Paper No. 74, 28 p. (2024; Zbl 1536.35391) Full Text: DOI arXiv OA License
Kim, Panki; Song, Renming; Vondraček, Zoran Potential theory of Dirichlet forms degenerate at the boundary: the case of no Killing potential. (English) Zbl 1531.60050 Math. Ann. 388, No. 1, 511-542 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J45 60G52 60J50 60J76 PDFBibTeX XMLCite \textit{P. Kim} et al., Math. Ann. 388, No. 1, 511--542 (2024; Zbl 1531.60050) Full Text: DOI arXiv
Mamalyha, Khrystyna; Osypchuk, Mykhailo On single-layer potentials, pseudo-gradients and a jump theorem for an isotropic \(\alpha\)-stable stochastic process. (English) Zbl 1528.60042 J. Pseudo-Differ. Oper. Appl. 15, No. 1, Paper No. 4, 12 p. (2024). MSC: 60G52 35S10 31B35 PDFBibTeX XMLCite \textit{K. Mamalyha} and \textit{M. Osypchuk}, J. Pseudo-Differ. Oper. Appl. 15, No. 1, Paper No. 4, 12 p. (2024; Zbl 1528.60042) Full Text: DOI
D’Ovidio, Mirko; Iafrate, Francesco Elastic drifted Brownian motions and non-local boundary conditions. (English) Zbl 07785660 Stochastic Processes Appl. 167, Article ID 104228, 36 p. (2024). MSC: 60J65 60G52 35R11 60G22 60J60 PDFBibTeX XMLCite \textit{M. D'Ovidio} and \textit{F. Iafrate}, Stochastic Processes Appl. 167, Article ID 104228, 36 p. (2024; Zbl 07785660) Full Text: DOI arXiv
Hille, Sander C.; Horbacz, Katarzyna; Oppelmayer, Hanna; Szarek, Tomasz Proximality, stability, and central limit theorem for random maps on an interval. arXiv:2408.07398 Preprint, arXiv:2408.07398 [math.DS] (2024). MSC: 37A50 37A25 60F05 60G52 60G53 60G10 BibTeX Cite \textit{S. C. Hille} et al., ``Proximality, stability, and central limit theorem for random maps on an interval'', Preprint, arXiv:2408.07398 [math.DS] (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
Kataria, K. K.; Dhillon, M. On the Multivariate Generalized Counting Process and its Time-Changed Variants. arXiv:2407.06156 Preprint, arXiv:2407.06156 [math.PR] (2024). MSC: 60G22 60G52 26A33 33E12 BibTeX Cite \textit{K. K. Kataria} and \textit{M. Dhillon}, ``On the Multivariate Generalized Counting Process and its Time-Changed Variants'', Preprint, arXiv:2407.06156 [math.PR] (2024) Full Text: arXiv OA License
Cristadoro, Giampaolo; Pozzoli, Gaia Precise large deviations through a uniform Tauberian theorem. arXiv:2407.04059 Preprint, arXiv:2407.04059 [math.PR] (2024). MSC: 60F10 40E05 60G50 60G52 82D99 82B41 BibTeX Cite \textit{G. Cristadoro} and \textit{G. Pozzoli}, ``Precise large deviations through a uniform Tauberian theorem'', Preprint, arXiv:2407.04059 [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
Löcherbach, Eva; Loukianova, Dasha; Marini, Elisa Strong propagation of chaos for systems of interacting particles with nearly stable jumps. arXiv:2405.20831 Preprint, arXiv:2405.20831 [math.PR] (2024). MSC: 60E07 60G52 60K35 BibTeX Cite \textit{E. Löcherbach} et al., ``Strong propagation of chaos for systems of interacting particles with nearly stable jumps'', Preprint, arXiv:2405.20831 [math.PR] (2024) Full Text: arXiv OA License
Bouin, Émeric; Kanzler, Laura; Mouhot, Clément Quantitative fluid approximation in fractional regimes of transport equations with more invariants. arXiv:2405.05943 Preprint, arXiv:2405.05943 [math.AP] (2024). MSC: 60J60 35Q84 82C40 35B27 60K50 60G52 76P05 BibTeX Cite \textit{É. Bouin} et al., ``Quantitative fluid approximation in fractional regimes of transport equations with more invariants'', Preprint, arXiv:2405.05943 [math.AP] (2024) Full Text: arXiv OA License
Mytnik, Leonid; Weinberger, Johanna Strong Existence and Uniqueness for Singular SDEs Driven by Stable Processes. arXiv:2404.13729 Preprint, arXiv:2404.13729 [math.PR] (2024). MSC: 60H10 60G52 BibTeX Cite \textit{L. Mytnik} and \textit{J. Weinberger}, ``Strong Existence and Uniqueness for Singular SDEs Driven by Stable Processes'', Preprint, arXiv:2404.13729 [math.PR] (2024) Full Text: arXiv OA License
Das, Kaustav; Markowsky, Greg; Wu, Binghao On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes. arXiv:2404.05170 Preprint, arXiv:2404.05170 [math.PR] (2024). MSC: 60J55 60J65 60G52 BibTeX Cite \textit{K. Das} et al., ``On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes'', Preprint, arXiv:2404.05170 [math.PR] (2024) Full Text: arXiv OA License
Janczura, Joanna; Magdziarz, Marcin; Metzler, Ralf Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation. (English) Zbl 07862578 Chaos 33, No. 10, Article ID 103125, 12 p. (2023). MSC: 62M05 60G22 60G52 PDFBibTeX XMLCite \textit{J. Janczura} et al., Chaos 33, No. 10, Article ID 103125, 12 p. (2023; Zbl 07862578) Full Text: DOI
Gonçalves, Patrícia On the universality from interacting particle systems. (English) Zbl 1533.60177 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). 4326-4348 (2023). MSC: 60K35 60G52 60H15 60F17 35R11 PDFBibTeX XMLCite \textit{P. Gonçalves}, 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). 4326--4348 (2023; Zbl 1533.60177) Full Text: DOI OA License
Jung, Paul; Lee, Hoil; Lee, Jiho; Yang, Hongseok \(\alpha\)-stable convergence of heavy-/light-tailed infinitely wide neural networks. (English) Zbl 1533.68308 Adv. Appl. Probab. 55, No. 4, 1415-1441 (2023). MSC: 68T07 60F05 60G52 62M45 PDFBibTeX XMLCite \textit{P. Jung} et al., Adv. Appl. Probab. 55, No. 4, 1415--1441 (2023; Zbl 1533.68308) Full Text: DOI arXiv
Jakubowski, Tomasz; Maciocha, Paweł Ground-state representation for the fractional Laplacian on the half-line. (English) Zbl 1532.60162 Probab. Math. Stat. 43, No. 1, 83-108 (2023). MSC: 60J35 35R11 60G52 31C25 60J65 PDFBibTeX XMLCite \textit{T. Jakubowski} and \textit{P. Maciocha}, Probab. Math. Stat. 43, No. 1, 83--108 (2023; Zbl 1532.60162) Full Text: DOI arXiv
Badreau, Marie; Proïa, Frédéric Consistency and asymptotic normality in a class of nearly unstable processes. (English) Zbl 07800325 Stat. Inference Stoch. Process. 26, No. 3, 619-641 (2023). MSC: 62M10 62F12 60G52 60G10 60G42 PDFBibTeX XMLCite \textit{M. Badreau} and \textit{F. Proïa}, Stat. Inference Stoch. Process. 26, No. 3, 619--641 (2023; Zbl 07800325) Full Text: DOI arXiv
Krizmanić, Danijel Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients. (English) Zbl 1537.60036 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1247-1270 (2023). Reviewer: Renming Song (Urbana) MSC: 60F17 60G52 60G70 PDFBibTeX XMLCite \textit{D. Krizmanić}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1247--1270 (2023; Zbl 1537.60036) Full Text: arXiv Link
Yi, Shen Yizao Wang Na Zhang An aggregated model for Karlin stable processes. (English) Zbl 1532.60048 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1187-1210 (2023). MSC: 60F05 60G52 60G70 PDFBibTeX XMLCite \textit{S. Y. W. N. Z. Yi}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1187--1210 (2023; Zbl 1532.60048) Full Text: Link
Osypchuk, M. M. Bilateral estimates of some pseudo-derivatives of the transition probability density of an isotropic \(\alpha \)-stable stochastic process. (English) Zbl 1532.35558 Carpathian Math. Publ. 15, No. 2, 381-387 (2023). MSC: 35S05 35R11 60G52 PDFBibTeX XMLCite \textit{M. M. Osypchuk}, Carpathian Math. Publ. 15, No. 2, 381--387 (2023; Zbl 1532.35558) Full Text: DOI arXiv OA License
Sénizergues, Delphin; Stefánsson, Sigurdur Örn; Stufler, Benedikt Decorated stable trees. (English) Zbl 1530.60046 Electron. J. Probab. 28, Paper No. 149, 53 p. (2023). MSC: 60G52 60F17 60C05 05C80 PDFBibTeX XMLCite \textit{D. Sénizergues} et al., Electron. J. Probab. 28, Paper No. 149, 53 p. (2023; Zbl 1530.60046) Full Text: DOI arXiv
Bondi, Alessandro Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations. (English) Zbl 07790295 Electron. J. Probab. 28, Paper No. 144, 31 p. (2023). MSC: 60G52 45K05 47D07 60H50 65C20 PDFBibTeX XMLCite \textit{A. Bondi}, Electron. J. Probab. 28, Paper No. 144, 31 p. (2023; Zbl 07790295) Full Text: DOI arXiv
Croydon, David A.; Fukushima, Ryoki; Junk, Stefan Anomalous scaling regime for one-dimensional Mott variable-range hopping. (English) Zbl 1538.60164 Ann. Appl. Probab. 33, No. 5, 4044-4090 (2023). MSC: 60K37 60G52 60J27 82D30 PDFBibTeX XMLCite \textit{D. A. Croydon} et al., Ann. Appl. Probab. 33, No. 5, 4044--4090 (2023; Zbl 1538.60164) Full Text: DOI arXiv Link
Grube, Florian; Hensiek, Thorben Maximum principle for stable operators. (English) Zbl 1537.35111 Math. Nachr. 296, No. 12, 5684-5702 (2023). Reviewer: Nicola Abatangelo (Bologna) MSC: 35B50 35D30 35J10 35R11 47G20 60G52 PDFBibTeX XMLCite \textit{F. Grube} and \textit{T. Hensiek}, Math. Nachr. 296, No. 12, 5684--5702 (2023; Zbl 1537.35111) Full Text: DOI arXiv OA License
Nguyen Huy Tuan; Vo Viet Tri; Singh, Jagdev; Tran Ngoc Thach On a fractional Rayleigh-Stokes equation driven by fractional Brownian motion. (English) Zbl 1533.60114 Math. Methods Appl. Sci. 46, No. 7, 7725-7740 (2023). MSC: 60H15 60G22 35R30 35R11 60G52 PDFBibTeX XMLCite \textit{Nguyen Huy Tuan} et al., Math. Methods Appl. Sci. 46, No. 7, 7725--7740 (2023; Zbl 1533.60114) Full Text: DOI
Uchiyama, Kôhei Potential functions of random walks in \(\mathbb Z\) with infinite variance. Estimates and applications. (English) Zbl 07771808 Lecture Notes in Mathematics 2338. Cham: Springer (ISBN 978-3-031-41019-2/pbk; 978-3-031-41020-8/ebook). ix, 276 p. (2023). MSC: 60-02 60G50 60G52 PDFBibTeX XMLCite \textit{K. Uchiyama}, Potential functions of random walks in \(\mathbb Z\) with infinite variance. Estimates and applications. Cham: Springer (2023; Zbl 07771808) Full Text: DOI
Sun, Xiaobin; Xia, Huilian; Xie, Yingchao; Zhou, Xingcheng Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process. (English) Zbl 1539.60076 Front. Math. (Beijing) 18, No. 3, 565-590 (2023). Reviewer: Vivek Kumar (Bangalore) MSC: 60H15 60H17 60G52 60E07 PDFBibTeX XMLCite \textit{X. Sun} et al., Front. Math. (Beijing) 18, No. 3, 565--590 (2023; Zbl 1539.60076) Full Text: DOI arXiv
Krizmanić, Danijel A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations. (English) Zbl 1526.60029 Lith. Math. J. 63, No. 3, 305-336 (2023). Reviewer: Edward Omey (Brussel) MSC: 60F17 60G52 60K99 26A12 PDFBibTeX XMLCite \textit{D. Krizmanić}, Lith. Math. J. 63, No. 3, 305--336 (2023; Zbl 1526.60029) Full Text: DOI
Park, Hyunchul; Xiao, Yimin Spectral heat content on a class of fractal sets for subordinate killed Brownian motions. (English) Zbl 1525.35160 Math. Nachr. 296, No. 9, 4192-4205 (2023). MSC: 35K05 28A80 60G52 PDFBibTeX XMLCite \textit{H. Park} and \textit{Y. Xiao}, Math. Nachr. 296, No. 9, 4192--4205 (2023; Zbl 1525.35160) Full Text: DOI arXiv
Bao, Jianhai; Wang, Jian Coupling methods and exponential ergodicity for two-factor affine processes. (English) Zbl 07747083 Math. Nachr. 296, No. 5, 1716-1736 (2023). MSC: 60G51 60G52 60J25 60J76 PDFBibTeX XMLCite \textit{J. Bao} and \textit{J. Wang}, Math. Nachr. 296, No. 5, 1716--1736 (2023; Zbl 07747083) Full Text: DOI arXiv
Tong, Jinying; Zhang, Zihan; Chen, Yeqin; Zhang, Zhenzhong Long time behaviour for population model by \(\alpha \)-stable processes with Markov switching. (English) Zbl 1524.60156 Nonlinear Anal., Hybrid Syst. 50, Article ID 101386, 21 p. (2023). MSC: 60H30 92D25 60G52 PDFBibTeX XMLCite \textit{J. Tong} et al., Nonlinear Anal., Hybrid Syst. 50, Article ID 101386, 21 p. (2023; Zbl 1524.60156) Full Text: DOI
Audrito, Alessandro; Felipe-Navarro, Juan-Carlos; Ros-Oton, Xavier The Neumann problem for the fractional Laplacian: regularity up to the boundary. (English) Zbl 1525.35054 Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 24, No. 2, 1155-1222 (2023). Reviewer: Nicola Abatangelo (Bologna) MSC: 35B65 35B45 35J25 35R11 60G52 47G30 PDFBibTeX XMLCite \textit{A. Audrito} et al., Ann. Sc. Norm. Super. Pisa, Cl. Sci. (5) 24, No. 2, 1155--1222 (2023; Zbl 1525.35054) Full Text: DOI arXiv
Wu, Mingyan; Hao, Zimo Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts. (English) Zbl 1524.60137 Stochastic Processes Appl. 164, 416-442 (2023). MSC: 60H10 60H30 60G52 PDFBibTeX XMLCite \textit{M. Wu} and \textit{Z. Hao}, Stochastic Processes Appl. 164, 416--442 (2023; Zbl 1524.60137) Full Text: DOI arXiv
Chiarini, Leandro; Jara, Milton; Ruszel, Wioletta M. Fractional Edgeworth expansions for one-dimensional heavy-tailed random variables and applications. (English) Zbl 07733577 Electron. J. Probab. 28, Paper No. 108, 42 p. (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60J45 60G50 60E10 60G52 60E07 60F05 PDFBibTeX XMLCite \textit{L. Chiarini} et al., Electron. J. Probab. 28, Paper No. 108, 42 p. (2023; Zbl 07733577) Full Text: DOI arXiv Link
Avraham-Re’em, Nachi Symmetric stable processes on amenable groups. (English) Zbl 1533.60035 Stud. Math. 271, No. 2, 187-224 (2023). MSC: 60G10 37A40 60G60 60E07 60G52 PDFBibTeX XMLCite \textit{N. Avraham-Re'em}, Stud. Math. 271, No. 2, 187--224 (2023; Zbl 1533.60035) Full Text: DOI arXiv
Pavlopoulos, Harry; Chronis, George On highly skewed fractional log-stable noise sequences and their application. (English) Zbl 07731481 J. Time Ser. Anal. 44, No. 4, 337-358 (2023). MSC: 62Mxx 60G10 60G22 60G52 PDFBibTeX XMLCite \textit{H. Pavlopoulos} and \textit{G. Chronis}, J. Time Ser. Anal. 44, No. 4, 337--358 (2023; Zbl 07731481) Full Text: DOI OA License
Abels, Helmut; Grubb, Gerd Fractional-order operators on nonsmooth domains. (English) Zbl 1521.35064 J. Lond. Math. Soc., II. Ser. 107, No. 4, 1297-1350 (2023). MSC: 35B65 35R11 35S15 47G30 60G52 PDFBibTeX XMLCite \textit{H. Abels} and \textit{G. Grubb}, J. Lond. Math. Soc., II. Ser. 107, No. 4, 1297--1350 (2023; Zbl 1521.35064) Full Text: DOI arXiv OA License
Wan, Zijing; Zhu, Quanxin Stability of nonlinear positive semi-Markovian jump systems with mode-dependent delay subject to mode-dependent average dwell time. (English) Zbl 1525.37054 Discrete Contin. Dyn. Syst., Ser. S 16, No. 7, 1876-1891 (2023). MSC: 37H30 60J74 60G52 93C10 93E15 PDFBibTeX XMLCite \textit{Z. Wan} and \textit{Q. Zhu}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 7, 1876--1891 (2023; Zbl 1525.37054) Full Text: DOI
Mancini, Cecilia Drift burst test statistic in the presence of infinite variation jumps. (English) Zbl 07726180 Stochastic Processes Appl. 163, 535-591 (2023). MSC: 62G20 60G48 60E10 60G52 PDFBibTeX XMLCite \textit{C. Mancini}, Stochastic Processes Appl. 163, 535--591 (2023; Zbl 07726180) Full Text: DOI OA License
Cygan, Wojciech; Sandrić, Nikola; Šebek, Stjepan Invariance principle for the capacity and the cardinality of the range of stable random walks. (English) Zbl 1520.60023 Stochastic Processes Appl. 163, 61-84 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60F17 60F05 60G50 60G52 PDFBibTeX XMLCite \textit{W. Cygan} et al., Stochastic Processes Appl. 163, 61--84 (2023; Zbl 1520.60023) Full Text: DOI arXiv
Da Silva, William Self-similar signed growth-fragmentations. (English) Zbl 1527.60036 Electron. J. Probab. 28, Paper No. 49, 45 p. (2023). Reviewer: Ferenc Weisz (Budapest) MSC: 60G52 60D05 PDFBibTeX XMLCite \textit{W. Da Silva}, Electron. J. Probab. 28, Paper No. 49, 45 p. (2023; Zbl 1527.60036) Full Text: DOI arXiv Link
Forman, Noah; Rizzolo, Douglas; Shi, Quan; Winkel, Matthias Diffusions on a space of interval partitions: the two-parameter model. (English) Zbl 1517.60091 Electron. J. Probab. 28, Paper No. 61, 46 p. (2023). MSC: 60J25 60J60 60J80 60G18 60G52 60G55 PDFBibTeX XMLCite \textit{N. Forman} et al., Electron. J. Probab. 28, Paper No. 61, 46 p. (2023; Zbl 1517.60091) Full Text: DOI arXiv Link
Favaro, Stefano; Fortini, Sandra; Peluchetti, Stefano Deep stable neural networks: large-width asymptotics and convergence rates. (English) Zbl 1533.68304 Bernoulli 29, No. 3, 2574-2597 (2023). MSC: 68T07 60G15 60G52 62F15 PDFBibTeX XMLCite \textit{S. Favaro} et al., Bernoulli 29, No. 3, 2574--2597 (2023; Zbl 1533.68304) Full Text: DOI arXiv Link
Leipus, Remigijus; Pilipauskaitė, Vytautė; Surgailis, Donatas Aggregation of network traffic and anisotropic scaling of random fields. (English) Zbl 07686921 Theory Probab. Math. Stat. 108, 77-126 (2023). MSC: 62M10 60G22 60G15 60G18 60G52 60H05 PDFBibTeX XMLCite \textit{R. Leipus} et al., Theory Probab. Math. Stat. 108, 77--126 (2023; Zbl 07686921) Full Text: DOI arXiv
Kern, Peter; Lage, Svenja On self-similar Bernstein functions and corresponding generalized fractional derivatives. (English) Zbl 1525.60055 J. Theor. Probab. 36, No. 1, 348-371 (2023). MSC: 60G51 60E07 60E10 26A33 35R11 60G22 60G52 PDFBibTeX XMLCite \textit{P. Kern} and \textit{S. Lage}, J. Theor. Probab. 36, No. 1, 348--371 (2023; Zbl 1525.60055) Full Text: DOI arXiv OA License
Miura, Yusuke Optimal Hardy inequalities for Schrödinger operators based on symmetric stable processes. (English) Zbl 1521.60044 J. Theor. Probab. 36, No. 1, 134-166 (2023). Reviewer: Renming Song (Urbana) MSC: 60J45 60G52 31C05 PDFBibTeX XMLCite \textit{Y. Miura}, J. Theor. Probab. 36, No. 1, 134--166 (2023; Zbl 1521.60044) Full Text: DOI
Zhang, Xuekang; Shu, Huisheng; Yi, Haoran Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises. (English) Zbl 1532.60098 J. Theor. Probab. 36, No. 1, 78-98 (2023). MSC: 60G52 62F12 PDFBibTeX XMLCite \textit{X. Zhang} et al., J. Theor. Probab. 36, No. 1, 78--98 (2023; Zbl 1532.60098) Full Text: DOI
Santoyo Cano, Alejandro; Uribe Bravo, Gerónimo A Meyer-Itô formula for stable processes via fractional calculus. (English) Zbl 1511.60099 Fract. Calc. Appl. Anal. 26, No. 2, 619-650 (2023). MSC: 60H15 60H25 26A33 60G18 60G52 35R11 35R60 PDFBibTeX XMLCite \textit{A. Santoyo Cano} and \textit{G. Uribe Bravo}, Fract. Calc. Appl. Anal. 26, No. 2, 619--650 (2023; Zbl 1511.60099) Full Text: DOI arXiv OA License
Xie, Longjie Fast-slow stochastic dynamical system with singular coefficients. (English) Zbl 1528.60064 Sci. China, Math. 66, No. 4, 819-838 (2023). MSC: 60H10 60G52 60J60 PDFBibTeX XMLCite \textit{L. Xie}, Sci. China, Math. 66, No. 4, 819--838 (2023; Zbl 1528.60064) Full Text: DOI
Grzywny, Tomasz; Lenczewska, Julia Asymptotic expansion of the nonlocal heat content. (English) Zbl 1515.60032 Stud. Math. 270, No. 3, 339-359 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60B15 60G51 60G52 35K05 PDFBibTeX XMLCite \textit{T. Grzywny} and \textit{J. Lenczewska}, Stud. Math. 270, No. 3, 339--359 (2023; Zbl 1515.60032) Full Text: DOI arXiv
Watson, Alexander R. A growth-fragmentation model connected to the ricocheted stable process. (English) Zbl 1512.60058 J. Appl. Probab. 60, No. 2, 493-503 (2023). MSC: 60J80 60G18 60G52 60G51 82D20 82M60 PDFBibTeX XMLCite \textit{A. R. Watson}, J. Appl. Probab. 60, No. 2, 493--503 (2023; Zbl 1512.60058) Full Text: DOI arXiv
Song, Renming; Xie, Longjie Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients. (English) Zbl 1532.60130 J. Differ. Equations 362, 266-313 (2023). Reviewer: Alexandra Rodkina (College Station) MSC: 60H10 60G52 60H30 35R09 PDFBibTeX XMLCite \textit{R. Song} and \textit{L. Xie}, J. Differ. Equations 362, 266--313 (2023; Zbl 1532.60130) Full Text: DOI arXiv
Hu, Mingshang; Jiang, Lianzi; Liang, Gechun; Peng, Shige A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation. (English) Zbl 1512.60015 Probab. Uncertain. Quant. Risk 8, No. 1, 1-32 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60F05 60G51 60G52 60G65 45K05 PDFBibTeX XMLCite \textit{M. Hu} et al., Probab. Uncertain. Quant. Risk 8, No. 1, 1--32 (2023; Zbl 1512.60015) Full Text: DOI arXiv
Alexeev, I. A. Stable random variables with complex stability index. II. (English. Russian original) Zbl 1507.60034 Theory Probab. Appl. 67, No. 4, 499-515 (2023); translation from Teor. Veroyatn. Primen. 67, No. 4, 499-515 (2022). MSC: 60E07 60F15 60G50 60G52 PDFBibTeX XMLCite \textit{I. A. Alexeev}, Theory Probab. Appl. 67, No. 4, 499--515 (2023; Zbl 1507.60034); translation from Teor. Veroyatn. Primen. 67, No. 4, 499--515 (2022) Full Text: DOI
Iksanov, Alexander; Pilipenko, Andrey; Povar, Ben Functional limit theorems for random walks perturbed by positive alpha-stable jumps. (English) Zbl 1534.60041 Bernoulli 29, No. 2, 1638-1662 (2023). Reviewer: Peter Kern (Düsseldorf) MSC: 60F17 60G50 60G52 60G53 PDFBibTeX XMLCite \textit{A. Iksanov} et al., Bernoulli 29, No. 2, 1638--1662 (2023; Zbl 1534.60041) Full Text: DOI arXiv Link
Gerhold, Stefan; Simon, Thomas A converse to the neo-classical inequality with an application to the Mittag-Leffler function. (English) Zbl 1526.33004 Monatsh. Math. 200, No. 3, 627-645 (2023). MSC: 33E12 26D15 60G52 PDFBibTeX XMLCite \textit{S. Gerhold} and \textit{T. Simon}, Monatsh. Math. 200, No. 3, 627--645 (2023; Zbl 1526.33004) Full Text: DOI arXiv OA License
Kim, Panki; Song, Renming; Vondraček, Zoran Positive self-similar Markov processes obtained by resurrection. (English) Zbl 1508.60048 Stochastic Processes Appl. 156, 379-420 (2023). MSC: 60G18 60G51 60G52 60J76 PDFBibTeX XMLCite \textit{P. Kim} et al., Stochastic Processes Appl. 156, 379--420 (2023; Zbl 1508.60048) Full Text: DOI arXiv
Wang, Tao Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes. (English) Zbl 1516.37011 Bernoulli 29, No. 1, 580-596 (2023). Reviewer: Azer Akhmedov (Fargo) MSC: 37A50 37A25 37A30 60H10 60G52 PDFBibTeX XMLCite \textit{T. Wang}, Bernoulli 29, No. 1, 580--596 (2023; Zbl 1516.37011) Full Text: DOI arXiv Link
Zhang, Yanjie; Wang, Xiao; Wang, Zibo; Duan, Jinqiao Analysis of multiscale methods for stochastic dynamical systems driven by \(\alpha\)-stable processes. (English) Zbl 1524.60139 Appl. Math. Lett. 136, Article ID 108462, 8 p. (2023). MSC: 60H10 60G52 60H15 65C20 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Appl. Math. Lett. 136, Article ID 108462, 8 p. (2023; Zbl 1524.60139) Full Text: DOI arXiv
Huang, Lu-Jing; Wang, Tao Dirichlet eigenvalues and exit time moments for symmetric Markov processes. (English) Zbl 1499.60266 Stat. Probab. Lett. 193, Article ID 109704, 8 p. (2023). MSC: 60J45 60J25 47D07 60G52 PDFBibTeX XMLCite \textit{L.-J. Huang} and \textit{T. Wang}, Stat. Probab. Lett. 193, Article ID 109704, 8 p. (2023; Zbl 1499.60266) Full Text: DOI arXiv
Conchon-Kerjan, Guillaume; Goldschmidt, Christina The stable graph: the metric space scaling limit of a critical random graph with i.i.d. power-law degrees. (English) Zbl 1504.05262 Ann. Probab. 51, No. 1, 1-69 (2023). MSC: 05C80 60C05 60F05 60G52 PDFBibTeX XMLCite \textit{G. Conchon-Kerjan} and \textit{C. Goldschmidt}, Ann. Probab. 51, No. 1, 1--69 (2023; Zbl 1504.05262) Full Text: DOI arXiv
Acuña Valverde, Luis On the asymptotic expansion of the heat content for isotropic \(\alpha \)-stable processes over convex bodies, \(0<\alpha <2\). (English) Zbl 1515.60135 J. Geom. Anal. 33, No. 1, Paper No. 25, 18 p. (2023). MSC: 60G52 35K05 52A40 60D05 PDFBibTeX XMLCite \textit{L. Acuña Valverde}, J. Geom. Anal. 33, No. 1, Paper No. 25, 18 p. (2023; Zbl 1515.60135) Full Text: DOI
Søjmark, Andreas; Wunderlich, Fabrice Functional CLTs for subordinated Lévy models in physics, finance, and econometrics. arXiv:2312.15119 Preprint, arXiv:2312.15119 [math.PR] (2023). MSC: 60G35 60H30 60J75 60F17 60F05 60G50 60G51 60G52 62P05 62P20 62P35 BibTeX Cite \textit{A. Søjmark} and \textit{F. Wunderlich}, ``Functional CLTs for subordinated Lévy models in physics, finance, and econometrics'', Preprint, arXiv:2312.15119 [math.PR] (2023) Full Text: arXiv OA License
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
Huang, Lu-Jing; Wang, Tao Symmetry and functional inequalities for stable Lévy-type operators. arXiv:2312.05569 Preprint, arXiv:2312.05569 [math.PR] (2023). MSC: 60G52 47G20 60H10 BibTeX Cite \textit{L.-J. Huang} and \textit{T. Wang}, ``Symmetry and functional inequalities for stable Lévy-type operators'', Preprint, arXiv:2312.05569 [math.PR] (2023) Full Text: arXiv OA License
Abels, Helmut; Grubb, Gerd Maximal \(L_p\)-regularity for \(x\)-dependent fractional heat equations with Dirichlet conditions. arXiv:2312.01864 Preprint, arXiv:2312.01864 [math.AP] (2023). MSC: 35S15 35R11 35K61 35S16 47G30 60G52 BibTeX Cite \textit{H. Abels} and \textit{G. Grubb}, ``Maximal $L_p$-regularity for $x$-dependent fractional heat equations with Dirichlet conditions'', Preprint, arXiv:2312.01864 [math.AP] (2023) Full Text: arXiv OA License
Dort, Léo; Goldschmidt, Christina; Miermont, Grégory A large deviation principle for the normalized excursion of \(\alpha\)-stable Lévy processes without negative jumps. arXiv:2310.14833 Preprint, arXiv:2310.14833 [math.PR] (2023). MSC: 60G52 60F10 60G51 60G17 BibTeX Cite \textit{L. Dort} et al., ``A large deviation principle for the normalized excursion of $\alpha$-stable Lévy processes without negative jumps'', Preprint, arXiv:2310.14833 [math.PR] (2023) Full Text: arXiv OA License
Ayache, Antoine; Xiao, Yimin An Optimal Uniform Modulus of Continuity for Harmonizable Fractional Stable Motion. arXiv:2310.04518 Preprint, arXiv:2310.04518 [math.PR] (2023). MSC: 60G52 60G17 60G22 BibTeX Cite \textit{A. Ayache} and \textit{Y. Xiao}, ``An Optimal Uniform Modulus of Continuity for Harmonizable Fractional Stable Motion'', Preprint, arXiv:2310.04518 [math.PR] (2023) Full Text: arXiv OA License
Sojmark, Andreas; Wunderlich, Fabrice Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod’s J1 and M1 Topologies. arXiv:2309.12197 Preprint, arXiv:2309.12197 [math.PR] (2023). MSC: 60H05 60F17 60G44 60G50 60G51 60G52 BibTeX Cite \textit{A. Sojmark} and \textit{F. Wunderlich}, ``Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies'', Preprint, arXiv:2309.12197 [math.PR] (2023) Full Text: arXiv OA License
Maller, Ross; Shemehsavar, Soudabeh Limiting Behaviour of Poisson-Dirichlet and Generalised Poisson-Dirichlet Distributions. arXiv:2309.00815 Preprint, arXiv:2309.00815 [math.ST] (2023). MSC: 60G51 60G52 60G55 BibTeX Cite \textit{R. Maller} and \textit{S. Shemehsavar}, ``Limiting Behaviour of Poisson-Dirichlet and Generalised Poisson-Dirichlet Distributions'', Preprint, arXiv:2309.00815 [math.ST] (2023) Full Text: arXiv OA License
Croydon, David A.; Kious, Daniel; Scali, Carlo Aging and sub-aging for one-dimensional random walks amongst random conductances. arXiv:2308.02230 Preprint, arXiv:2308.02230 [math.PR] (2023). MSC: 60K37 60G50 60G52 60J27 82B41 82D30 BibTeX Cite \textit{D. A. Croydon} et al., ``Aging and sub-aging for one-dimensional random walks amongst random conductances'', Preprint, arXiv:2308.02230 [math.PR] (2023) Full Text: arXiv OA License
Boiko, Mykola; Osypchuk, Mykhailo Perturbation of an alpha-stable type stochastic process by a pseudo-gradient. arXiv:2306.15435 Preprint, arXiv:2306.15435 [math.PR] (2023). MSC: 60G52 BibTeX Cite \textit{M. Boiko} and \textit{M. Osypchuk}, ``Perturbation of an alpha-stable type stochastic process by a pseudo-gradient'', Preprint, arXiv:2306.15435 [math.PR] (2023) Full Text: arXiv OA License
Loukianova, Dasha; Löcherbach, Eva Mean field limits of interacting particle systems with positive stable jumps. arXiv:2306.12275 Preprint, arXiv:2306.12275 [math.PR] (2023). MSC: 60E07 60G52 60K35 BibTeX Cite \textit{D. Loukianova} and \textit{E. Löcherbach}, ``Mean field limits of interacting particle systems with positive stable jumps'', Preprint, arXiv:2306.12275 [math.PR] (2023) Full Text: arXiv OA License
Penent, Guillaume; Privault, Nicolas Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation. arXiv:2306.10913 Preprint, arXiv:2306.10913 [math.NA] (2023). MSC: 35J15 35J25 35J60 35J61 35R11 35B65 60J85 60G51 60G52 65C05 33C05 BibTeX Cite \textit{G. Penent} and \textit{N. Privault}, ``Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation'', Preprint, arXiv:2306.10913 [math.NA] (2023) Full Text: arXiv OA License
Nakagawa, Takuya; Suzuki, Ryoichi Existence of density functions for SDEs driven by pure-jump processes. arXiv:2306.02803 Preprint, arXiv:2306.02803 [math.PR] (2023). MSC: 60H10 60G52 60H07 BibTeX Cite \textit{T. Nakagawa} and \textit{R. Suzuki}, ``Existence of density functions for SDEs driven by pure-jump processes'', Preprint, arXiv:2306.02803 [math.PR] (2023) Full Text: arXiv OA License
Fukasawa, Masaaki; Hirokane, Mikio A limit theorem for generalized tempered stable processes and their quadratic variations with stable index tending to two. arXiv:2305.02733 Preprint, arXiv:2305.02733 [math.PR] (2023). MSC: 60G52 91G15 BibTeX Cite \textit{M. Fukasawa} and \textit{M. Hirokane}, ``A limit theorem for generalized tempered stable processes and their quadratic variations with stable index tending to two'', Preprint, arXiv:2305.02733 [math.PR] (2023) Full Text: arXiv OA License
Kuznetsov, Vladimir A.; Grageda, Andre; Farbod, Davood Generalized hypergeometric distributions generated by birth-death process in bioinformatics. (English) Zbl 1539.92104 Markov Process. Relat. Fields 28, No. 2, 303-327 (2022). MSC: 92D25 60J85 60J28 62P10 60G52 PDFBibTeX XMLCite \textit{V. A. Kuznetsov} et al., Markov Process. Relat. Fields 28, No. 2, 303--327 (2022; Zbl 1539.92104) Full Text: Link