Dello Schiavo, Lorenzo; Herry, Ronan; Suzuki, Kohei Wasserstein geometry and Ricci curvature bounds for Poisson spaces. (Géométrie de Wasserstein et minoration de la courbure de Ricci pour les espaces de Poisson.) (English. French summary) Zbl 07912281 J. Éc. Polytech., Math. 11, 957-1010 (2024). MSC: 60G55 49Q22 30L99 PDFBibTeX XMLCite \textit{L. Dello Schiavo} et al., J. Éc. Polytech., Math. 11, 957--1010 (2024; Zbl 07912281) Full Text: DOI arXiv
Gorin, Vadim; Xu, Jiaming Random sorting networks: edge limit. (English. French summary) Zbl 07904824 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1025-1047 (2024). MSC: 05C82 05C80 60B20 60B15 60C05 60G55 PDFBibTeX XMLCite \textit{V. Gorin} and \textit{J. Xu}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1025--1047 (2024; Zbl 07904824) Full Text: DOI arXiv Link
Löcherbach, Eva Fluctuations for mean field limits of interacting systems of spiking neurons. (English. French summary) Zbl 07904815 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 790-823 (2024). MSC: 60G55 60K35 60G57 92B20 PDFBibTeX XMLCite \textit{E. Löcherbach}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 790--823 (2024; Zbl 07904815) Full Text: DOI arXiv Link
Li, Gaoyu; Ling, Chengxiu; Tan, Zhongquan The limit theorems on extreme order statistics and partial sums of i.i.d. random variables. (English) Zbl 07903492 Open Math. 22, Article ID 20240047, 15 p. (2024). MSC: 60G70 60G55 PDFBibTeX XMLCite \textit{G. Li} et al., Open Math. 22, Article ID 20240047, 15 p. (2024; Zbl 07903492) Full Text: DOI OA License
Chávez Casillas, Jonathan A. A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process. (English) Zbl 07900529 Commun. Nonlinear Sci. Numer. Simul. 136, Article ID 108100, 21 p. (2024). MSC: 92D30 60Jxx 60G55 60-XX PDFBibTeX XMLCite \textit{J. A. Chávez Casillas}, Commun. Nonlinear Sci. Numer. Simul. 136, Article ID 108100, 21 p. (2024; Zbl 07900529) Full Text: DOI arXiv
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
Xu, Wei Diffusion approximations for self-excited systems with applications to general branching processes. (English) Zbl 07900396 Ann. Appl. Probab. 34, No. 3, 2650-2713 (2024). MSC: 60F17 60G55 60J80 62P10 PDFBibTeX XMLCite \textit{W. Xu}, Ann. Appl. Probab. 34, No. 3, 2650--2713 (2024; Zbl 07900396) Full Text: DOI arXiv Link
Boccato, Chiara; Kerner, Joachim; Pechmann, Maximilian Interacting many-particle systems in the random Kac-Luttinger model and proof of Bose-Einstein condensation. (English. French summary) Zbl 07899476 J. Math. Pures Appl. (9) 189, Article ID 103594, 17 p. (2024). MSC: 82B44 60G55 81V73 82B10 PDFBibTeX XMLCite \textit{C. Boccato} et al., J. Math. Pures Appl. (9) 189, Article ID 103594, 17 p. (2024; Zbl 07899476) Full Text: DOI
Nachmias, Asaf; Tang, Pengfei The wired minimal spanning forest on the Poisson-weighted infinite tree. (English) Zbl 07899449 Ann. Appl. Probab. 34, No. 2, 2415-2446 (2024). MSC: 60C05 60G55 PDFBibTeX XMLCite \textit{A. Nachmias} and \textit{P. Tang}, Ann. Appl. Probab. 34, No. 2, 2415--2446 (2024; Zbl 07899449) Full Text: DOI arXiv Link
Davydov, Michel Propagation of chaos and Poisson hypothesis for replica mean-field models of intensity-based neural networks. (English) Zbl 07899441 Ann. Appl. Probab. 34, No. 2, 2107-2135 (2024). MSC: 60K35 60G55 PDFBibTeX XMLCite \textit{M. Davydov}, Ann. Appl. Probab. 34, No. 2, 2107--2135 (2024; Zbl 07899441) Full Text: DOI arXiv Link
Bäuerle, Nicole; Höfer, Sebastian Continuous-time mean field Markov decision models. (English) Zbl 07898801 Appl. Math. Optim. 90, No. 1, Paper No. 12, 32 p. (2024). MSC: 90C40 60G55 60F17 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{S. Höfer}, Appl. Math. Optim. 90, No. 1, Paper No. 12, 32 p. (2024; Zbl 07898801) Full Text: DOI arXiv OA License
Liu, Qingwei; Privault, Nicolas Normal approximation of subgraph counts in the random-connection model. (English) Zbl 07898716 Bernoulli 30, No. 4, 3224-3250 (2024). MSC: 60Fxx 60G55 05Cxx PDFBibTeX XMLCite \textit{Q. Liu} and \textit{N. Privault}, Bernoulli 30, No. 4, 3224--3250 (2024; Zbl 07898716) Full Text: DOI arXiv Link
Shi, Zhaoyang; Balasubramanian, Krishnakumar; Polonik, Wolfgang A flexible approach for normal approximation of geometric and topological statistics. (English) Zbl 07898709 Bernoulli 30, No. 4, 3029-3058 (2024). MSC: 60Fxx 60Dxx 60G55 PDFBibTeX XMLCite \textit{Z. Shi} et al., Bernoulli 30, No. 4, 3029--3058 (2024; Zbl 07898709) Full Text: DOI arXiv Link
Galganov, Oleksii; Ilienko, Andrii Short cycles of random permutations with cycle weights: point processes approach. (English) Zbl 07898553 Stat. Probab. Lett. 213, Article ID 110169, 7 p. (2024). MSC: 60C05 60G55 PDFBibTeX XMLCite \textit{O. Galganov} and \textit{A. Ilienko}, Stat. Probab. Lett. 213, Article ID 110169, 7 p. (2024; Zbl 07898553) Full Text: DOI arXiv
Dai, Dan; Yao, Luming; Zhai, Yu Asymptotics of the confluent hypergeometric process with a varying external potential in the super-exponential region. (English) Zbl 07897529 Anal. Appl., Singap. 22, No. 8, 1353-1387 (2024). MSC: 60G55 33C15 34M50 34M30 PDFBibTeX XMLCite \textit{D. Dai} et al., Anal. Appl., Singap. 22, No. 8, 1353--1387 (2024; Zbl 07897529) Full Text: DOI arXiv
Dinvay, Evgueni; Selberg, Sigmund A conservative stochastic Dirac-Klein-Gordon system. (English) Zbl 07895015 J. Funct. Anal. 287, No. 8, Article ID 110565, 83 p. (2024). MSC: 35Q53 35Q41 60H15 60H05 60J65 60G55 35B65 35A01 35A02 35R60 PDFBibTeX XMLCite \textit{E. Dinvay} and \textit{S. Selberg}, J. Funct. Anal. 287, No. 8, Article ID 110565, 83 p. (2024; Zbl 07895015) Full Text: DOI arXiv
Chen, Yiqing; Liu, Jiajun An asymptotic result on catastrophe insurance losses. (English) Zbl 07892298 N. Am. Actuar. J. 28, No. 2, 426-437 (2024). MSC: 91G05 60G07 60G55 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{J. Liu}, N. Am. Actuar. J. 28, No. 2, 426--437 (2024; Zbl 07892298) Full Text: DOI
Gu, Zihao; Lin, Yiqing; Xu, Kun Mean reflected BSDE driven by a marked point process and application in insurance risk management. (English) Zbl 07891423 ESAIM, Control Optim. Calc. Var. 30, Paper No. 51, 23 p. (2024). MSC: 60G55 60H10 91G20 PDFBibTeX XMLCite \textit{Z. Gu} et al., ESAIM, Control Optim. Calc. Var. 30, Paper No. 51, 23 p. (2024; Zbl 07891423) Full Text: DOI arXiv OA License
Fralix, Brian On the time-dependent behavior of preemptive single-server queueing systems with Poisson arrivals. (English) Zbl 07887290 Queueing Syst. 107, No. 1-2, 31-61 (2024). MSC: 60K25 60G55 PDFBibTeX XMLCite \textit{B. Fralix}, Queueing Syst. 107, No. 1--2, 31--61 (2024; Zbl 07887290) Full Text: DOI
Bufetov, Alexander The expectation of a multiplicative functional under the sine-process. (English. Russian original) Zbl 07885501 Funct. Anal. Appl. 58, No. 2, 120-128 (2024); translation from Funkts. Anal. Prilozh. 58, No. 2, 23-33 (2024). MSC: 47B99 47B35 60G55 60B20 PDFBibTeX XMLCite \textit{A. Bufetov}, Funct. Anal. Appl. 58, No. 2, 120--128 (2024; Zbl 07885501); translation from Funkts. Anal. Prilozh. 58, No. 2, 23--33 (2024) Full Text: DOI
Breit, Dominic; Feireisl, Eduard; Hofmanová, Martina On the long-time behavior of compressible fluid flows excited by random forcing. (English) Zbl 07878740 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 41, No. 4, 961-993 (2024). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q30 76N10 60H15 60H30 35B40 76M35 35R60 60G55 PDFBibTeX XMLCite \textit{D. Breit} et al., Ann. Inst. Henri Poincaré, Anal. Non Linéaire 41, No. 4, 961--993 (2024; Zbl 07878740) Full Text: DOI arXiv OA License
Joseph, Sobin; Jain, Shashi A neural network based model for multi-dimensional non-linear Hawkes processes. (English) Zbl 07876197 J. Comput. Appl. Math. 447, Article ID 115889, 23 p. (2024). MSC: 60G55 62G07 62P05 PDFBibTeX XMLCite \textit{S. Joseph} and \textit{S. Jain}, J. Comput. Appl. Math. 447, Article ID 115889, 23 p. (2024; Zbl 07876197) Full Text: DOI arXiv
Goyal, Dheeraj; Xie, Min On the compound Poisson phase-type process and its application in shock models. (English) Zbl 07876167 J. Comput. Appl. Math. 446, Article ID 115852, 15 p. (2024). MSC: 60G55 60K10 PDFBibTeX XMLCite \textit{D. Goyal} and \textit{M. Xie}, J. Comput. Appl. Math. 446, Article ID 115852, 15 p. (2024; Zbl 07876167) Full Text: DOI
Clément, Frédérique; Olayé, Jules A stochastic model for neural progenitor dynamics in the mouse cerebral cortex. (English) Zbl 07875662 Math. Biosci. 372, Article ID 109185, 23 p. (2024). MSC: 92B20 60G55 92C20 PDFBibTeX XMLCite \textit{F. Clément} and \textit{J. Olayé}, Math. Biosci. 372, Article ID 109185, 23 p. (2024; Zbl 07875662) Full Text: DOI
Hirsch, Christian; Willhalm, Daniel Lower large deviations for geometric functionals in sparse, critical and dense regimes. (English) Zbl 07873673 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 2, 923-962 (2024). MSC: 60D05 60G55 60F10 PDFBibTeX XMLCite \textit{C. Hirsch} and \textit{D. Willhalm}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 2, 923--962 (2024; Zbl 07873673) Full Text: arXiv Link
Bourguin, Solesne; Campese, Simon; Dang, Thanh Functional Gaussian approximations on Hilbert-Poisson spaces. (English) Zbl 07873656 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 517-553 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F17 60B12 46G12 46N30 05C80 60G55 PDFBibTeX XMLCite \textit{S. Bourguin} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 517--553 (2024; Zbl 07873656) Full Text: arXiv Link
Öz, Mehmet Branching Brownian motion under soft killing. (English) Zbl 07873655 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 491-515 (2024). MSC: 60J80 60K37 60F15 60J65 60G55 PDFBibTeX XMLCite \textit{M. Öz}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 491--515 (2024; Zbl 07873655) Full Text: arXiv Link
Chenavier, Nicolas; Darwiche, Ahmad; Rousselle, Arnaud Compound Poisson approximation for simple transient random walks in random sceneries. (English) Zbl 07873647 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 293-306 (2024). MSC: 60G70 60F05 60G50 60G55 PDFBibTeX XMLCite \textit{N. Chenavier} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 293--306 (2024; Zbl 07873647) Full Text: arXiv Link
Lin, Zhengjiang Nonlocal energy functionals and determinantal point processes on non-smooth domains. (English) Zbl 07873284 Math. Z. 307, No. 3, Paper No. 56, 22 p. (2024). MSC: 60G55 49Qxx 82Bxx PDFBibTeX XMLCite \textit{Z. Lin}, Math. Z. 307, No. 3, Paper No. 56, 22 p. (2024; Zbl 07873284) Full Text: DOI arXiv
Edelsbrunner, Herbert; Garber, Alexey; Ghafari, Mohadese; Heiss, Teresa; Saghafian, Morteza On angles in higher order Brillouin tessellations and related tilings in the plane. (English) Zbl 07869090 Discrete Comput. Geom. 72, No. 1, 29-48 (2024). MSC: 52C20 60G55 PDFBibTeX XMLCite \textit{H. Edelsbrunner} et al., Discrete Comput. Geom. 72, No. 1, 29--48 (2024; Zbl 07869090) Full Text: DOI arXiv OA License
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
Last, G.; Molchanov, I.; Schulte, M. Normal approximation of Kabanov-Skorohod integrals on Poisson spaces. (English) Zbl 07865966 J. Theor. Probab. 37, No. 2, 1124-1167 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G55 60H05 60H07 60F05 PDFBibTeX XMLCite \textit{G. Last} et al., J. Theor. Probab. 37, No. 2, 1124--1167 (2024; Zbl 07865966) Full Text: DOI arXiv OA License
Dominguez, Tomas; Mourrat, Jean-Christophe Statistical mechanics of mean-field disordered systems. A Hamilton-Jacobi approach. (English) Zbl 07864383 Zurich Lectures in Advanced Mathematics. Berlin: European Mathematical Society (EMS) (ISBN 978-3-98547-074-7/pbk; 978-3-98547-574-2/ebook). vi, 361 p. (2024). Reviewer: Eugene Postnikov (Kursk) MSC: 82-02 82B44 82D30 82B20 82D40 35F21 62B10 60K35 60G55 60F10 60F05 35D40 35B40 PDFBibTeX XMLCite \textit{T. Dominguez} and \textit{J.-C. Mourrat}, Statistical mechanics of mean-field disordered systems. A Hamilton-Jacobi approach. Berlin: European Mathematical Society (EMS) (2024; Zbl 07864383) Full Text: DOI arXiv
D’Auria, Bernardo; Salmeron, Jose A. Anticipative information in a Brownian-Poisson market. (English) Zbl 1537.91281 Ann. Oper. Res. 336, No. 1-2, 1289-1314 (2024). MSC: 91G10 60H07 60J70 60G55 PDFBibTeX XMLCite \textit{B. D'Auria} and \textit{J. A. Salmeron}, Ann. Oper. Res. 336, No. 1--2, 1289--1314 (2024; Zbl 1537.91281) Full Text: DOI OA License
Jarrow, Robert; Protter, Philip; Quintos, Alejandra Computing the probability of a financial market failure: a new measure of systemic risk. (English) Zbl 1537.91347 Ann. Oper. Res. 336, No. 1-2, 481-503 (2024). MSC: 91G45 91G15 60G55 PDFBibTeX XMLCite \textit{R. Jarrow} et al., Ann. Oper. Res. 336, No. 1--2, 481--503 (2024; Zbl 1537.91347) Full Text: DOI arXiv
Jiang, Alex Ziyu; Rodriguez, Abel Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process. (English) Zbl 1539.62021 Stat. Comput. 34, No. 2, Paper No. 85, 24 p. (2024). MSC: 62-08 60G55 62F15 PDFBibTeX XMLCite \textit{A. Z. Jiang} and \textit{A. Rodriguez}, Stat. Comput. 34, No. 2, Paper No. 85, 24 p. (2024; Zbl 1539.62021) Full Text: DOI arXiv
Ball, Frank; Neal, Peter Strong convergence of an epidemic model with mixing groups. (English) Zbl 1537.92106 Adv. Appl. Probab. 56, No. 2, 430-463 (2024). MSC: 92D30 60J85 60G50 60G55 PDFBibTeX XMLCite \textit{F. Ball} and \textit{P. Neal}, Adv. Appl. Probab. 56, No. 2, 430--463 (2024; Zbl 1537.92106) Full Text: DOI
Barczy, Mátyás; Palau, Sandra Distributional properties of jumps of multi-type CBI processes. (English) Zbl 07854758 Electron. J. Probab. 29, Paper No. 70, 39 p. (2024). MSC: 60J80 60G55 PDFBibTeX XMLCite \textit{M. Barczy} and \textit{S. Palau}, Electron. J. Probab. 29, Paper No. 70, 39 p. (2024; Zbl 07854758) Full Text: DOI arXiv
Floreani, Simone; Jansen, Sabine; Redig, Frank; Wagner, Stefan Intertwining and duality for consistent Markov processes. (English) Zbl 07854756 Electron. J. Probab. 29, Paper No. 67, 34 p. (2024). MSC: 60J70 60K35 82C22 60G55 PDFBibTeX XMLCite \textit{S. Floreani} et al., Electron. J. Probab. 29, Paper No. 67, 34 p. (2024; Zbl 07854756) Full Text: DOI arXiv
Kanel-Belov, A. Ya.; Golafshan, M.; Malev, S. G.; Yavich, R. P. Finding the area and perimeter distributions for flat Poisson processes of a straight line and Voronoi diagrams. (English) Zbl 07854737 Dokl. Math. 109, No. 1, 56-61 (2024). MSC: 60D05 60G55 52A22 PDFBibTeX XMLCite \textit{A. Ya. Kanel-Belov} et al., Dokl. Math. 109, No. 1, 56--61 (2024; Zbl 07854737) Full Text: DOI
Ameur, Yacin; Charlier, Christophe; Moreillon, Philippe Eigenvalues of truncated unitary matrices: disk counting statistics. (English) Zbl 07854027 Monatsh. Math. 204, No. 2, 197-216 (2024). Reviewer: Peter Massopust (München) MSC: 41A60 60B20 60G55 PDFBibTeX XMLCite \textit{Y. Ameur} et al., Monatsh. Math. 204, No. 2, 197--216 (2024; Zbl 07854027) Full Text: DOI arXiv OA License
Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit A Hawkes model with CARMA(p,q) intensity. (English) Zbl 07852741 Insur. Math. Econ. 116, 1-26 (2024). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G55 62M05 62P05 91G99 PDFBibTeX XMLCite \textit{L. Mercuri} et al., Insur. Math. Econ. 116, 1--26 (2024; Zbl 07852741) Full Text: DOI arXiv
De Canditiis, Daniela; Torrisi, Giovanni Luca On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes. (English) Zbl 1537.62038 J. Stat. Plann. Inference 231, Article ID 106145, 18 p. (2024). MSC: 62M10 60G55 62F12 62J07 PDFBibTeX XMLCite \textit{D. De Canditiis} and \textit{G. L. Torrisi}, J. Stat. Plann. Inference 231, Article ID 106145, 18 p. (2024; Zbl 1537.62038) Full Text: DOI
Goyal, Dheeraj; Kamal Hazra, Nil; Finkelstein, Maxim On survival of coherent systems subject to random shocks. (English) Zbl 1539.60017 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 6, 29 p. (2024). MSC: 60E15 60K10 60G55 PDFBibTeX XMLCite \textit{D. Goyal} et al., Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 6, 29 p. (2024; Zbl 1539.60017) Full Text: DOI OA License
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
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
Miles, Christopher E.; McKinley, Scott A.; Ding, Fangyuan; Lehoucq, Richard B. Inferring stochastic rates from heterogeneous snapshots of particle positions. (English) Zbl 1539.92070 Bull. Math. Biol. 86, No. 6, Paper No. 74, 32 p. (2024). MSC: 92C55 92C37 35R30 60G55 PDFBibTeX XMLCite \textit{C. E. Miles} et al., Bull. Math. Biol. 86, No. 6, Paper No. 74, 32 p. (2024; Zbl 1539.92070) Full Text: DOI arXiv
Borda, Bence; Grabner, Peter; Matzke, Ryan W. Riesz energy, \(L^2\) discrepancy, and optimal transport of determinantal point processes on the sphere and the flat torus. (English) Zbl 07849535 Mathematika 70, No. 2, Article ID e12245, 34 p. (2024). MSC: 60G55 31C12 49Q22 11K38 PDFBibTeX XMLCite \textit{B. Borda} et al., Mathematika 70, No. 2, Article ID e12245, 34 p. (2024; Zbl 07849535) Full Text: DOI arXiv OA License
Heiny, Johannes; Kleemann, Carolin Point process convergence for symmetric functions of high-dimensional random vectors. (English) Zbl 07846578 Extremes 27, No. 2, 185-217 (2024). MSC: 60G55 60G70 60B12 PDFBibTeX XMLCite \textit{J. Heiny} and \textit{C. Kleemann}, Extremes 27, No. 2, 185--217 (2024; Zbl 07846578) Full Text: DOI arXiv OA License
Njike Leunga, Charles Guy; Hainaut, Donatien Affine Heston model style with self-exciting jumps and long memory. (English) Zbl 1539.91134 Ann. Finance 20, No. 1, 1-43 (2024). MSC: 91G20 91B70 60G55 PDFBibTeX XMLCite \textit{C. G. Njike Leunga} and \textit{D. Hainaut}, Ann. Finance 20, No. 1, 1--43 (2024; Zbl 1539.91134) Full Text: DOI
Bo, Lijun; Wang, Shihua; Yu, Xiang Mean field game of optimal relative investment with jump risk. (English) Zbl 1539.91142 Sci. China, Math. 67, No. 5, 1159-1188 (2024). MSC: 91G80 91A16 91A80 60G55 PDFBibTeX XMLCite \textit{L. Bo} et al., Sci. China, Math. 67, No. 5, 1159--1188 (2024; Zbl 1539.91142) Full Text: DOI arXiv
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
Li, Bo; Pang, Guodong Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes. (English) Zbl 07845401 J. Appl. Probab. 61, No. 2, 490-514 (2024). MSC: 60G55 60K25 60F17 90B22 60H10 60J70 PDFBibTeX XMLCite \textit{B. Li} and \textit{G. Pang}, J. Appl. Probab. 61, No. 2, 490--514 (2024; Zbl 07845401) Full Text: DOI
Claeys, Tom; Glesner, Gabriel; Ruzza, Giulio; Tarricone, Sofia Jánossy densities and Darboux transformations for the Stark and cylindrical KdV equations. (English) Zbl 07845296 Commun. Math. Phys. 405, No. 5, Paper No. 113, 56 p. (2024). MSC: 35Q53 35Q15 37K35 37K15 60G55 35B40 35R09 45K05 15B52 35R60 PDFBibTeX XMLCite \textit{T. Claeys} et al., Commun. Math. Phys. 405, No. 5, Paper No. 113, 56 p. (2024; Zbl 07845296) Full Text: DOI arXiv
Coupier, David; Flammant, Lucas; Tran, Viet Chi Hyperbolic radial spanning tree. (English) Zbl 07842648 Stochastic Processes Appl. 172, Article ID 104318, 24 p. (2024). Reviewer: Matthias Reitzner (Osnabrück) MSC: 60D05 05C80 60G55 PDFBibTeX XMLCite \textit{D. Coupier} et al., Stochastic Processes Appl. 172, Article ID 104318, 24 p. (2024; Zbl 07842648) Full Text: DOI arXiv
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
Picoche, Coralie; Young, William R.; Barraquand, Frédéric Local intraspecific aggregation in phytoplankton model communities: spatial scales of occurrence and implications for coexistence. (English) Zbl 1536.92167 J. Math. Biol. 88, No. 6, Paper No. 68, 27 p. (2024). MSC: 92D40 60G55 PDFBibTeX XMLCite \textit{C. Picoche} et al., J. Math. Biol. 88, No. 6, Paper No. 68, 27 p. (2024; Zbl 1536.92167) Full Text: DOI arXiv
Reitzner, Matthias; Römer, Tim; von Westenholz, Mandala Covariance matrices of length power functionals of random geometric graphs – an asymptotic analysis. (English) Zbl 1536.05415 Linear Algebra Appl. 691, 151-181 (2024). MSC: 05C80 05C50 05C10 60G55 60B20 15B52 60D05 PDFBibTeX XMLCite \textit{M. Reitzner} et al., Linear Algebra Appl. 691, 151--181 (2024; Zbl 1536.05415) Full Text: DOI arXiv
Curto, Raúl E.; Infusino, Maria The realizability problem as a special case of the infinite-dimensional truncated moment problem. (English) Zbl 07836135 Proc. Am. Math. Soc. 152, No. 5, 2145-2155 (2024). MSC: 44A60 47A57 60G55 28C05 46J05 28E99 PDFBibTeX XMLCite \textit{R. E. Curto} and \textit{M. Infusino}, Proc. Am. Math. Soc. 152, No. 5, 2145--2155 (2024; Zbl 07836135) Full Text: DOI arXiv
Sabatini, Silvia; Villa, Elena On a special class of Gibbs hard-core point processes modeling random patterns of non-overlapping grains. (English) Zbl 1535.60084 Stochastic Anal. Appl. 42, No. 2, 386-413 (2024). MSC: 60G55 60D05 PDFBibTeX XMLCite \textit{S. Sabatini} and \textit{E. Villa}, Stochastic Anal. Appl. 42, No. 2, 386--413 (2024; Zbl 1535.60084) Full Text: DOI
Jordanova, Pavlina K.; Savov, Mladen; Tchorbadjieff, Assen; Stehlík, Milan Mixed Poisson process with Stacy mixing variable. (English) Zbl 1535.60083 Stochastic Anal. Appl. 42, No. 2, 289-305 (2024). MSC: 60G55 PDFBibTeX XMLCite \textit{P. K. Jordanova} et al., Stochastic Anal. Appl. 42, No. 2, 289--305 (2024; Zbl 1535.60083) Full Text: DOI arXiv
Matsuoka, Tatsuya; Ohsaka, Naoto Computational complexity of normalizing constants for the product of determinantal point processes. (English) Zbl 07832847 Theor. Comput. Sci. 997, Article ID 114513, 37 p. (2024). MSC: 68Q25 60G55 68Q17 68Q27 PDFBibTeX XMLCite \textit{T. Matsuoka} and \textit{N. Ohsaka}, Theor. Comput. Sci. 997, Article ID 114513, 37 p. (2024; Zbl 07832847) Full Text: DOI arXiv
Li, Yuying; Mamon, Rogemar A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process. (English) Zbl 1536.93927 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 4, 741-770 (2024). MSC: 93E11 93E14 60G55 PDFBibTeX XMLCite \textit{Y. Li} and \textit{R. Mamon}, Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 4, 741--770 (2024; Zbl 1536.93927) Full Text: DOI
Marklof, Jens; Strömbergsson, Andreas Kinetic theory for the low-density Lorentz gas. (English) Zbl 07830342 Memoirs of the American Mathematical Society 1464. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-6869-9/pbk; 978-1-4704-7721-9/ebook). v, 136 p. (2024). MSC: 82-02 82C40 82C70 60G55 35Q20 35Q82 PDFBibTeX XMLCite \textit{J. Marklof} and \textit{A. Strömbergsson}, Kinetic theory for the low-density Lorentz gas. Providence, RI: American Mathematical Society (AMS) (2024; Zbl 07830342) Full Text: DOI arXiv
Öz, Mehmet Branching Brownian motion in an expanding ball and application to the mild obstacle problem. (English) Zbl 1537.60116 Electron. J. Probab. 29, Paper No. 55, 32 p. (2024). MSC: 60J80 60K37 60F15 60F10 60G55 PDFBibTeX XMLCite \textit{M. Öz}, Electron. J. Probab. 29, Paper No. 55, 32 p. (2024; Zbl 1537.60116) Full Text: DOI arXiv
Flammant, Lucas The directed spanning forest in the hyperbolic space. (English) Zbl 1536.60013 Ann. Appl. Probab. 34, No. 1A, 46-102 (2024). MSC: 60D05 60K35 82B21 51M10 60G55 PDFBibTeX XMLCite \textit{L. Flammant}, Ann. Appl. Probab. 34, No. 1A, 46--102 (2024; Zbl 1536.60013) Full Text: DOI arXiv Link
Cung The Anh; Vu Manh Toi; Phan Thi Tuyet Asymptotic behavior of solutions to stochastic 3D globally modified Navier-Stokes equations with unbounded delays. (English) Zbl 1536.35262 J. Korean Math. Soc. 61, No. 2, 227-253 (2024). MSC: 35Q35 76D05 76M35 60H30 60H15 60G55 35B35 35B40 35D30 35A01 35A02 35R07 35R60 PDFBibTeX XMLCite \textit{Cung The Anh} et al., J. Korean Math. Soc. 61, No. 2, 227--253 (2024; Zbl 1536.35262) Full Text: DOI
Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; Sgarra, Carlo Optimal reinsurance via BSDEs in a partially observable model with jump clusters. (English) Zbl 1533.91419 Finance Stoch. 28, No. 2, 453-495 (2024). MSC: 91G05 60H30 60G55 60J74 PDFBibTeX XMLCite \textit{M. Brachetta} et al., Finance Stoch. 28, No. 2, 453--495 (2024; Zbl 1533.91419) Full Text: DOI arXiv OA License
Berman, Robert J. The probabilistic vs the quantization approach to Kähler-Einstein geometry. (English) Zbl 07826802 Math. Ann. 388, No. 4, 4383-4404 (2024). MSC: 53C55 32Q20 60G55 81Q99 PDFBibTeX XMLCite \textit{R. J. Berman}, Math. Ann. 388, No. 4, 4383--4404 (2024; Zbl 07826802) Full Text: DOI arXiv OA License
Charlier, Christophe Large gap asymptotics on annuli in the random normal matrix model. (English) Zbl 1536.60006 Math. Ann. 388, No. 4, 3529-3587 (2024). MSC: 60B20 41A60 60G55 PDFBibTeX XMLCite \textit{C. Charlier}, Math. Ann. 388, No. 4, 3529--3587 (2024; Zbl 1536.60006) Full Text: DOI arXiv OA License
Campbell, Andrew; O’Rourke, Sean Spectrum of Lévy-Khintchine random Laplacian matrices. (English) Zbl 1535.60014 J. Theor. Probab. 37, No. 1, 933-973 (2024). MSC: 60B20 60G55 15B52 PDFBibTeX XMLCite \textit{A. Campbell} and \textit{S. O'Rourke}, J. Theor. Probab. 37, No. 1, 933--973 (2024; Zbl 1535.60014) Full Text: DOI arXiv OA License
Khabou, Mahmoud; Privault, Nicolas; Réveillac, Anthony Normal approximation of compound Hawkes functionals. (English) Zbl 07826603 J. Theor. Probab. 37, No. 1, 549-581 (2024). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 60F05 60G57 60H07 PDFBibTeX XMLCite \textit{M. Khabou} et al., J. Theor. Probab. 37, No. 1, 549--581 (2024; Zbl 07826603) Full Text: DOI arXiv
Fallahi, Masoumeh; Pourtaheri, Reza; Eskandari, Farzad The multivariate generalized linear Hawkes process in high dimensions with applications in neuroscience. (English) Zbl 1533.60069 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 1, 25 p. (2024). MSC: 60G55 92C20 PDFBibTeX XMLCite \textit{M. Fallahi} et al., Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 1, 25 p. (2024; Zbl 1533.60069) Full Text: DOI
Gusakova, Anna; Kabluchko, Zakhar; Thäle, Christoph Sectional Voronoi tessellations: characterization and high-dimensional limits. (English) Zbl 1536.60014 Bernoulli 30, No. 2, 1482-1501 (2024). MSC: 60D05 52A22 60G55 60F05 PDFBibTeX XMLCite \textit{A. Gusakova} et al., Bernoulli 30, No. 2, 1482--1501 (2024; Zbl 1536.60014) Full Text: DOI arXiv Link
Ameur, Yacin; Charlier, Christophe; Cronvall, Joakim; Lenells, Jonatan Disk counting statistics near hard edges of random normal matrices: the multi-component regime. (English) Zbl 07823122 Adv. Math. 441, Article ID 109549, 55 p. (2024). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60B20 41A60 60G55 PDFBibTeX XMLCite \textit{Y. Ameur} et al., Adv. Math. 441, Article ID 109549, 55 p. (2024; Zbl 07823122) Full Text: DOI arXiv OA License
Protter, Philip E.; Wu, Qianfan; Yang, Shihao Order book queue Hawkes Markovian modeling. (English) Zbl 07822811 SIAM J. Financ. Math. 15, No. 1, 1-25 (2024). MSC: 62P05 60G55 62J07 91G70 PDFBibTeX XMLCite \textit{P. E. Protter} et al., SIAM J. Financ. Math. 15, No. 1, 1--25 (2024; Zbl 07822811) Full Text: DOI arXiv
Vidmar, Matija; Warren, Jon Stationary local random countable sets over the Wiener noise. (English) Zbl 1535.60133 Probab. Theory Relat. Fields 188, No. 3-4, 1063-1129 (2024). MSC: 60J65 60D05 60G55 60G20 PDFBibTeX XMLCite \textit{M. Vidmar} and \textit{J. Warren}, Probab. Theory Relat. Fields 188, No. 3--4, 1063--1129 (2024; Zbl 1535.60133) Full Text: DOI arXiv OA License
Hug, Daniel; Schneider, Rolf Poisson hyperplane tessellations. (English) Zbl 07819842 Springer Monographs in Mathematics. Cham: Springer (ISBN 978-3-031-54103-2/hbk; 978-3-031-54106-3/pbk; 978-3-031-54104-9/ebook). xi, 550 p. (2024). Reviewer: Piotr Pokora (Kraków) MSC: 52-01 52Cxx 60G55 PDFBibTeX XMLCite \textit{D. Hug} and \textit{R. Schneider}, Poisson hyperplane tessellations. Cham: Springer (2024; Zbl 07819842) Full Text: DOI
Are, Elisha B.; Stockdale, Jessica; Colijn, Caroline Long-term dynamics of COVID-19 in a multi-strain model. (English) Zbl 1533.92192 David, Jummy (ed.) et al., Mathematics of public health. Mathematical modelling from the next generation. Cham: Springer. Fields Inst. Commun. 88, 295-317 (2024). MSC: 92D30 34A30 60G55 PDFBibTeX XMLCite \textit{E. B. Are} et al., Fields Inst. Commun. 88, 295--317 (2024; Zbl 1533.92192) Full Text: DOI
Liu, Wei Lipschitzian norms and functional inequalities for birth-death processes. (English) Zbl 1536.60086 Discrete Contin. Dyn. Syst., Ser. B 29, No. 5, 2282-2297 (2024). Reviewer: Isamu Dôku (Saitama) MSC: 60J80 60E15 60J27 60G55 PDFBibTeX XMLCite \textit{W. Liu}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 5, 2282--2297 (2024; Zbl 1536.60086) Full Text: DOI
Pogorui, Anatoliy A.; Rodríguez-Dagnino, Ramón M. Isotropic evolution process with Gauss-distributed particle position in \(\mathbb{R}^d\). (English) Zbl 1539.60013 J. Math. Sci., New York 279, No. 1, 92-98 (2024); and Ukr. Mat. Visn. 20, No. 4, 577-585 (2023). Reviewer: Renming Song (Urbana) MSC: 60D05 60K37 60G55 PDFBibTeX XMLCite \textit{A. A. Pogorui} and \textit{R. M. Rodríguez-Dagnino}, J. Math. Sci., New York 279, No. 1, 92--98 (2024; Zbl 1539.60013) Full Text: DOI
Hofmanová, Martina; Zhu, Rongchan; Zhu, Xiangchan Nonuniqueness in law of stochastic 3D Navier-Stokes equations. (English) Zbl 1534.35294 J. Eur. Math. Soc. (JEMS) 26, No. 1, 163-260 (2024). MSC: 35Q30 35Q31 76D05 76B03 35D30 35D35 60G55 60H40 35B65 35A02 35R60 PDFBibTeX XMLCite \textit{M. Hofmanová} et al., J. Eur. Math. Soc. (JEMS) 26, No. 1, 163--260 (2024; Zbl 1534.35294) Full Text: DOI arXiv
Daw, Andrew Conditional uniformity and Hawkes processes. (English) Zbl 1532.60100 Math. Oper. Res. 49, No. 1, 40-57 (2024). MSC: 60G55 05A19 PDFBibTeX XMLCite \textit{A. Daw}, Math. Oper. Res. 49, No. 1, 40--57 (2024; Zbl 1532.60100) Full Text: DOI arXiv
Louvet, Apolline; Véber, Amandine Measure-valued growth processes in continuous space and growth properties starting from an infinite interface. (English) Zbl 07812490 Stochastic Processes Appl. 170, Article ID 104291, 31 p. (2024). MSC: 60G55 60G57 82C43 92D25 60J25 60G50 60K20 82C41 PDFBibTeX XMLCite \textit{A. Louvet} and \textit{A. Véber}, Stochastic Processes Appl. 170, Article ID 104291, 31 p. (2024; Zbl 07812490) Full Text: DOI arXiv HAL
Binz, Tim; Hieber, Matthias; Hussein, Amru; Saal, Martin The primitive equations with stochastic wind driven boundary conditions. (English. French summary) Zbl 1534.35400 J. Math. Pures Appl. (9) 183, 76-101 (2024). MSC: 35Q86 35Q35 86A05 86A10 35R60 60H15 60G55 76D03 76M35 76U60 35K61 35A01 35A02 PDFBibTeX XMLCite \textit{T. Binz} et al., J. Math. Pures Appl. (9) 183, 76--101 (2024; Zbl 1534.35400) Full Text: DOI arXiv OA License
Nazarov, Anton; Postnova, Olga; Scrimshaw, Travis Skew Howe duality and limit shapes of Young diagrams. (English) Zbl 1533.05279 J. Lond. Math. Soc., II. Ser. 109, No. 1, Article ID e12813, 62 p. (2024). MSC: 05E05 05E10 05A19 60C05 22E46 60G55 PDFBibTeX XMLCite \textit{A. Nazarov} et al., J. Lond. Math. Soc., II. Ser. 109, No. 1, Article ID e12813, 62 p. (2024; Zbl 1533.05279) Full Text: DOI arXiv OA License
Cali, Elie; Hinsen, Alexander; Jahnel, Benedikt; Wary, Jean-Philippe Chase-escape in dynamic device-to-device networks. (English) Zbl 1532.60206 J. Appl. Probab. 61, No. 1, 311-339 (2024). MSC: 60K35 60K37 82B43 60D05 60G55 PDFBibTeX XMLCite \textit{E. Cali} et al., J. Appl. Probab. 61, No. 1, 311--339 (2024; Zbl 1532.60206) Full Text: DOI arXiv
Escudero, Luis Alberto; Feldheim, Naomi; Koliander, Günther; Romero, José Luis Efficient computation of the zeros of the Bargmann transform under additive white noise. (English) Zbl 1533.65251 Found. Comput. Math. 24, No. 1, 279-312 (2024). MSC: 65R10 60G15 60G55 60G70 62M30 94A12 PDFBibTeX XMLCite \textit{L. A. Escudero} et al., Found. Comput. Math. 24, No. 1, 279--312 (2024; Zbl 1533.65251) Full Text: DOI arXiv OA License
Correia, Corentin; Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes Cluster distributions for dynamically defined point processes. (English) Zbl 1537.37015 Physica D 457, Article ID 133968, 17 p. (2024). MSC: 37A50 60G55 60G70 PDFBibTeX XMLCite \textit{C. Correia} et al., Physica D 457, Article ID 133968, 17 p. (2024; Zbl 1537.37015) Full Text: DOI
Baccelli, F.; Foss, S.; Shneer, S. Migration-contagion processes. (English) Zbl 07807057 Adv. Appl. Probab. 56, No. 1, 71-105 (2024). MSC: 60K35 60K25 60G55 92D30 PDFBibTeX XMLCite \textit{F. Baccelli} et al., Adv. Appl. Probab. 56, No. 1, 71--105 (2024; Zbl 07807057) Full Text: DOI arXiv
Cong, Tianshu; Xia, Aihua Normal approximation in total variation for statistics in geometric probability. (English) Zbl 1534.60031 Adv. Appl. Probab. 56, No. 1, 106-155 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60F05 60D05 60G55 62E20 PDFBibTeX XMLCite \textit{T. Cong} and \textit{A. Xia}, Adv. Appl. Probab. 56, No. 1, 106--155 (2024; Zbl 1534.60031) Full Text: DOI arXiv
Hirsch, Christian; Willhalm, Daniel Upper large deviations for power-weighted edge lengths in spatial random networks. (English) Zbl 1537.60030 Adv. Appl. Probab. 56, No. 1, 34-70 (2024). Reviewer: Ljuben Mutafchiev (Sofia) MSC: 60F10 60D05 60G55 05C99 PDFBibTeX XMLCite \textit{C. Hirsch} and \textit{D. Willhalm}, Adv. Appl. Probab. 56, No. 1, 34--70 (2024; Zbl 1537.60030) Full Text: DOI arXiv
Bandini, Elena; Confortola, Fulvia; Di Tella, Paolo On the compensator of step processes in progressively enlarged filtrations and related control problems. (English) Zbl 1534.93483 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 95-120 (2024). MSC: 93E20 60G55 60G57 PDFBibTeX XMLCite \textit{E. Bandini} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 95--120 (2024; Zbl 1534.93483) Full Text: Link
Selk, Zachary Large deviations for high minima of Gaussian processes with nonnegatively correlated increments. (English) Zbl 1532.60072 Stat. Probab. Lett. 206, Article ID 110001, 10 p. (2024). MSC: 60G15 60F10 60G22 60K25 60G55 PDFBibTeX XMLCite \textit{Z. Selk}, Stat. Probab. Lett. 206, Article ID 110001, 10 p. (2024; Zbl 1532.60072) Full Text: DOI arXiv
Huang, Dongzhou The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion. (English) Zbl 1532.60166 Stat. Probab. Lett. 205, Article ID 109952, 7 p. (2024). MSC: 60J65 60G55 PDFBibTeX XMLCite \textit{D. Huang}, Stat. Probab. Lett. 205, Article ID 109952, 7 p. (2024; Zbl 1532.60166) Full Text: DOI
Yao, Luming; Zhang, Lun On the gap probability of the tacnode process. (English) Zbl 1539.60059 Adv. Math. 438, Article ID 109474, 85 p. (2024). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G55 60K35 82B41 PDFBibTeX XMLCite \textit{L. Yao} and \textit{L. Zhang}, Adv. Math. 438, Article ID 109474, 85 p. (2024; Zbl 1539.60059) Full Text: DOI arXiv
Bardenet, Rémi; Fanuel, Michaël; Feller, Alexandre On sampling determinantal and Pfaffian point processes on a quantum computer. (English) Zbl 1539.81033 J. Phys. A, Math. Theor. 57, No. 5, Article ID 055202, 50 p. (2024). MSC: 81P68 60G55 81V74 68Q12 68Q06 30C45 62D05 45H05 68T05 PDFBibTeX XMLCite \textit{R. Bardenet} et al., J. Phys. A, Math. Theor. 57, No. 5, Article ID 055202, 50 p. (2024; Zbl 1539.81033) Full Text: DOI arXiv
Fang, Guanhua; Ward, Owen G.; Zheng, Tian Online estimation and community detection of network point processes for event streams. (English) Zbl 1529.62017 Stat. Comput. 34, No. 1, Paper No. 35, 28 p. (2024). MSC: 62-08 60G55 62H22 PDFBibTeX XMLCite \textit{G. Fang} et al., Stat. Comput. 34, No. 1, Paper No. 35, 28 p. (2024; Zbl 1529.62017) Full Text: DOI arXiv
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
Robert, Philippe; Vignoud, Gaëtan A palm space approach to non-linear Hawkes processes. (English) Zbl 07798917 Electron. J. Probab. 29, Paper No. 2, 37 p. (2024). MSC: 60G55 PDFBibTeX XMLCite \textit{P. Robert} and \textit{G. Vignoud}, Electron. J. Probab. 29, Paper No. 2, 37 p. (2024; Zbl 07798917) Full Text: DOI arXiv