Ji, Un Cig; Obata, Nobuaki Transforms in quantum white noise (to appear). (English) Zbl 07662194 Singapore: World Scientific (ISBN 978-981-4635-54-7/hbk). (2025). MSC: 60-02 81-02 60H40 60H05 81S25 81V70 81S25 PDFBibTeX XML Full Text: DOI
Dorogovtsev, A. A.; Salhi, Naoufel Refinements of asymptotics at zero of Brownian self-intersection local times. (English) Zbl 07909541 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350018, 24 p. (2024). MSC: 60G15 60H05 60H40 60J55 PDFBibTeX XMLCite \textit{A. A. Dorogovtsev} and \textit{N. Salhi}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350018, 24 p. (2024; Zbl 07909541) Full Text: DOI arXiv
Aidara, Sadibou; Ndiaye, Bidji; Sow, Ahmadou Bamba Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients. (English) Zbl 07906598 Electron. J. Math. Anal. Appl. 12, No. 1, Paper No. 7, 12 p. (2024). MSC: 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{S. Aidara} et al., Electron. J. Math. Anal. Appl. 12, No. 1, Paper No. 7, 12 p. (2024; Zbl 07906598) Full Text: DOI
Qian, Zhongmin; Xu, Xingcheng Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory. (English) Zbl 07906336 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 5, 1609-1638 (2024). MSC: 60H05 62F12 62M09 91G30 PDFBibTeX XMLCite \textit{Z. Qian} and \textit{X. Xu}, Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 5, 1609--1638 (2024; Zbl 07906336) Full Text: DOI arXiv
Han, Yuecai; Zhang, Dingwen Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07904962 Stoch. Models 40, No. 3, 502-517 (2024). MSC: 62F12 62M09 60H05 60H07 PDFBibTeX XMLCite \textit{Y. Han} and \textit{D. Zhang}, Stoch. Models 40, No. 3, 502--517 (2024; Zbl 07904962) Full Text: DOI
Yamagishi, Hayate; Yoshida, Nakahiro Asymptotic expansion of the quadratic variation of fractional stochastic differential equation. (English) Zbl 07904801 Stochastic Processes Appl. 175, Article ID 104389, 37 p. (2024). MSC: 60F05 60G22 60H05 60H07 60H10 PDFBibTeX XMLCite \textit{H. Yamagishi} and \textit{N. Yoshida}, Stochastic Processes Appl. 175, Article ID 104389, 37 p. (2024; Zbl 07904801) Full Text: DOI arXiv
Kardaras, Constantinos Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance. (English) Zbl 07900394 Ann. Appl. Probab. 34, No. 3, 2566-2599 (2024). MSC: 60H05 91G10 PDFBibTeX XMLCite \textit{C. Kardaras}, Ann. Appl. Probab. 34, No. 3, 2566--2599 (2024; Zbl 07900394) Full Text: DOI arXiv Link
Li, Zhi; Wang, Yue; Ning, Jing; Xu, Liping Doubly perturbed uncertain differential equations. (English) Zbl 07899936 Commun. Nonlinear Sci. Numer. Simul. 138, Article ID 108228, 15 p. (2024). MSC: 34K50 37C75 60H05 PDFBibTeX XMLCite \textit{Z. Li} et al., Commun. Nonlinear Sci. Numer. Simul. 138, Article ID 108228, 15 p. (2024; Zbl 07899936) Full Text: DOI
Bouchard, Bruno; Tan, Xiaolu; Wang, Jixin A \(C^1\)-Itô’s formula for flows of semimartingale distributions. (English) Zbl 07898815 Appl. Math. Optim. 90, No. 1, Paper No. 26, 31 p. (2024). MSC: 60H05 60G05 49N60 35D40 35F21 PDFBibTeX XMLCite \textit{B. Bouchard} et al., Appl. Math. Optim. 90, No. 1, Paper No. 26, 31 p. (2024; Zbl 07898815) Full Text: DOI arXiv OA License
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
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. A remark on the Itô formula. (English. Russian original) Zbl 07898578 Theory Probab. Appl. 69, No. 2, 227-242 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 285-304 (2024). MSC: 60H05 PDFBibTeX XMLCite \textit{I. A. Ibragimov} et al., Theory Probab. Appl. 69, No. 2, 227--242 (2024; Zbl 07898578); translation from Teor. Veroyatn. Primen. 69, No. 1, 285--304 (2024) Full Text: DOI
Chadad, Monir; Erraoui, Mohamed Reflected stochastic differential equations driven by standard and fractional Brownian motion. (English) Zbl 07895562 Stoch. Dyn. 24, No. 2, Article ID 2450011, 34 p. (2024). MSC: 60G22 60H05 60H20 PDFBibTeX XMLCite \textit{M. Chadad} and \textit{M. Erraoui}, Stoch. Dyn. 24, No. 2, Article ID 2450011, 34 p. (2024; Zbl 07895562) Full Text: DOI
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
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. On some properties of the fractional derivative of the Brownian local time. (English. Russian original) Zbl 07881430 Proc. Steklov Inst. Math. 324, 100-114 (2024); translation from Tr. Mat. Inst. Steklova 324, 109-123 (2024). MSC: 60J65 60H05 PDFBibTeX XMLCite \textit{I. A. Ibragimov} et al., Proc. Steklov Inst. Math. 324, 100--114 (2024; Zbl 07881430); translation from Tr. Mat. Inst. Steklova 324, 109--123 (2024) Full Text: DOI
Xu, Liping; Yan, Litan; Li, Zhi Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes. (English) Zbl 07880490 Stochastic Anal. Appl. 42, No. 3, 622-641 (2024). MSC: 60G22 60H15 60G15 60H05 PDFBibTeX XMLCite \textit{L. Xu} et al., Stochastic Anal. Appl. 42, No. 3, 622--641 (2024; Zbl 07880490) Full Text: DOI
Luc T. Tuyen; Vu T. Luan A representation theorem for set-valued submartingales. (English) Zbl 07880484 Stochastic Anal. Appl. 42, No. 3, 487-498 (2024). MSC: 60H05 60G44 PDFBibTeX XMLCite \textit{Luc T. Tuyen} and \textit{Vu T. Luan}, Stochastic Anal. Appl. 42, No. 3, 487--498 (2024; Zbl 07880484) Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space. (English) Zbl 07878166 Differ. Uravn. Protsessy Upr. 2024, No. 2, 73-180 (2024). MSC: 60H05 60H10 65C30 60H35 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2024, No. 2, 73--180 (2024; Zbl 07878166) Full Text: Link
Biagini, Sara; Žitković, Gordan Representation of random variables as Lebesgue integrals. (English) Zbl 07874404 Bernoulli 30, No. 3, 1878-1893 (2024). MSC: 60H05 60H15 PDFBibTeX XMLCite \textit{S. Biagini} and \textit{G. Žitković}, Bernoulli 30, No. 3, 1878--1893 (2024; Zbl 07874404) Full Text: DOI arXiv Link
Zhang, Li-Xin Functional Shige Peng’s central limit theorems for martingale vectors. (English) Zbl 07873906 Commun. Math. Stat. 12, No. 2, 357-383 (2024). MSC: 60F05 60F17 60G48 60H05 PDFBibTeX XMLCite \textit{L.-X. Zhang}, Commun. Math. Stat. 12, No. 2, 357--383 (2024; Zbl 07873906) Full Text: DOI
Kypke, Kolja; Ditlevsen, Peter On the representation of multiplicative noise in modeling Dansgaard-Oeschger events. (English) Zbl 1540.60116 Physica D 466, Article ID 134215, 6 p. (2024). MSC: 60H10 60H05 82C31 PDFBibTeX XMLCite \textit{K. Kypke} and \textit{P. Ditlevsen}, Physica D 466, Article ID 134215, 6 p. (2024; Zbl 1540.60116) Full Text: DOI
Gottwald, Georg A.; Melbourne, Ian Time-reversibility and nonvanishing Lévy area. (English) Zbl 07867521 Nonlinearity 37, No. 7, Article ID 075018, 12 p. (2024). MSC: 60H05 37A50 37D25 60L20 PDFBibTeX XMLCite \textit{G. A. Gottwald} and \textit{I. Melbourne}, Nonlinearity 37, No. 7, Article ID 075018, 12 p. (2024; Zbl 07867521) Full Text: DOI arXiv OA License
Wang, Bingjun; Gao, Hongjun; Yuan, Mingxia; Xiao, Qingkun Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition. (English) Zbl 07865989 J. Theor. Probab. 37, No. 2, 1902-1926 (2024). MSC: 60H05 60H10 60H20 PDFBibTeX XMLCite \textit{B. Wang} et al., J. Theor. Probab. 37, No. 2, 1902--1926 (2024; Zbl 07865989) Full Text: DOI
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
Boumezbeur, Zakaria; Boutabia, Hacène; Redjil, Amel; Kebiri, Omar Differentiability of \(G\)-neutral stochastic differential equations with respect to parameter. (English) Zbl 07864361 Random Oper. Stoch. Equ. 32, No. 2, 159-173 (2024). MSC: 60H30 34K50 60H05 PDFBibTeX XMLCite \textit{Z. Boumezbeur} et al., Random Oper. Stoch. Equ. 32, No. 2, 159--173 (2024; Zbl 07864361) Full Text: DOI
Yu, Xisheng Nonparametric estimation of quadratic variation using high-frequency data. (English) Zbl 07861184 Math. Methods Appl. Sci. 47, No. 5, 3053-3078 (2024). MSC: 62G05 60H05 62P05 PDFBibTeX XMLCite \textit{X. Yu}, Math. Methods Appl. Sci. 47, No. 5, 3053--3078 (2024; Zbl 07861184) Full Text: DOI
Fonseca-Mora, C. A. Stochastic evolution equations with Lévy noise in the dual of a nuclear space. (English) Zbl 1540.60085 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 1540.60085) Full Text: DOI arXiv
Muhle-Karbe, Johannes Book review of: K. T. Webster, Handbook of price impact modeling. (English) Zbl 07855696 Quant. Finance 24, No. 2, 201-202 (2024). MSC: 00A17 91-01 91G15 91G10 91G70 60H05 62P05 PDFBibTeX XMLCite \textit{J. Muhle-Karbe}, Quant. Finance 24, No. 2, 201--202 (2024; Zbl 07855696) Full Text: DOI
Basse-O’Connor, Andreas; Podolskij, Mark Asymptotic theory for quadratic variation of harmonizable fractional stable processes. (English) Zbl 1540.60087 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 1540.60087) Full Text: DOI arXiv
Wang, Jixia; Sun, Lu; Miao, Yu Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion. (English) Zbl 1537.60047 Stat. Probab. Lett. 207, Article ID 110020, 7 p. (2024). MSC: 60G22 60F05 60H05 60H07 60G15 PDFBibTeX XMLCite \textit{J. Wang} et al., Stat. Probab. Lett. 207, Article ID 110020, 7 p. (2024; Zbl 1537.60047) Full Text: DOI
Ito, Yu A proof of the additivity of rough integral. (English) Zbl 1537.26016 Stoch. Dyn. 24, No. 1, Article ID 2450006, 17 p. (2024). MSC: 26E50 26A33 26A42 60H05 PDFBibTeX XMLCite \textit{Y. Ito}, Stoch. Dyn. 24, No. 1, Article ID 2450006, 17 p. (2024; Zbl 1537.26016) Full Text: DOI
Bethencourt de León, Aythami; Takao, So A geometric extension of the Itô-Wentzell and Kunita’s formulas. (English) Zbl 1540.60095 Stochastic Processes Appl. 172, Article ID 104335, 16 p. (2024). MSC: 60H05 35Q35 60H15 PDFBibTeX XMLCite \textit{A. Bethencourt de León} and \textit{S. Takao}, Stochastic Processes Appl. 172, Article ID 104335, 16 p. (2024; Zbl 1540.60095) Full Text: DOI arXiv
Breton, Jean-Christophe; Privault, Nicolas Wasserstein distance estimates for jump-diffusion processes. (English) Zbl 07842650 Stochastic Processes Appl. 172, Article ID 104334, 16 p. (2024). Reviewer: Monique Pontier (Toulouse) MSC: 60H05 60H10 60G57 60G44 60J60 60J76 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{N. Privault}, Stochastic Processes Appl. 172, Article ID 104334, 16 p. (2024; Zbl 07842650) Full Text: DOI arXiv
Kim, Takwon; Park, Jinwan; Yoon, Ji-Hun; Lee, Ki-Ahm Pricing vulnerable options in fractional Brownian markets: a partial differential equations approach. (English) Zbl 1537.91329 Fract. Calc. Appl. Anal. 27, No. 1, 247-280 (2024). MSC: 91G20 60G22 60H15 60H05 60H30 PDFBibTeX XMLCite \textit{T. Kim} et al., Fract. Calc. Appl. Anal. 27, No. 1, 247--280 (2024; Zbl 1537.91329) Full Text: DOI
Jorgensen, Palle E. T.; Tian, James F. Polymorphisms, their associated operator theory, self-similar fractals, and harmonic analysis. (English) Zbl 07840357 Jha, Sangita (ed.) et al., Recent developments in fractal geometry and dynamical systems. AMS special session. Fractal geometry and dynamical systems, virtual, May 14–15, 2022. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 797, 37-59 (2024). MSC: 46N30 47N30 28A50 28A80 28D05 37A30 60G15 60G60 60H05 46N50 PDFBibTeX XMLCite \textit{P. E. T. Jorgensen} and \textit{J. F. Tian}, Contemp. Math. 797, 37--59 (2024; Zbl 07840357) Full Text: DOI
Matsuda, Toyomu; Perkowski, Nicolas An extension of the stochastic sewing lemma and applications to fractional stochastic calculus. (English) Zbl 1535.60064 Forum Math. Sigma 12, Paper No. e52, 53 p. (2024). MSC: 60G22 60H05 60H10 60J55 PDFBibTeX XMLCite \textit{T. Matsuda} and \textit{N. Perkowski}, Forum Math. Sigma 12, Paper No. e52, 53 p. (2024; Zbl 1535.60064) Full Text: DOI arXiv OA License
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. Resolvent stochastic processes. (English. Russian original) Zbl 07835961 St. Petersbg. Math. J. 35, No. 1, 145-152 (2024); translation from Algebra Anal. 35, No. 1, 192-203 (2023). MSC: 28C20 60H05 60G57 PDFBibTeX XMLCite \textit{I. A. Ibragimov} et al., St. Petersbg. Math. J. 35, No. 1, 145--152 (2024; Zbl 07835961); translation from Algebra Anal. 35, No. 1, 192--203 (2023) Full Text: DOI
Gregory, Amali Paul Rose; Suvinthra, Murugan; Balachandran, Krishnan Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise. (English) Zbl 1535.60114 Stochastic Anal. Appl. 42, No. 2, 327-353 (2024). MSC: 60H15 60F10 60H05 PDFBibTeX XMLCite \textit{A. P. R. Gregory} et al., Stochastic Anal. Appl. 42, No. 2, 327--353 (2024; Zbl 1535.60114) Full Text: DOI
Zhang, Lijuan; Wang, Yejuan; Hu, Yaozhong Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM. (English) Zbl 1535.60110 Stochastic Anal. Appl. 42, No. 1, 64-97 (2024). MSC: 60H10 60G22 60H05 60H30 PDFBibTeX XMLCite \textit{L. Zhang} et al., Stochastic Anal. Appl. 42, No. 1, 64--97 (2024; Zbl 1535.60110) Full Text: DOI
Alpay, Daniel; Jorgensen, Palle Finitely additive functions in measure theory and applications. (English) Zbl 1539.47041 Opusc. Math. 44, No. 3, 323-339 (2024). MSC: 47B32 60G20 60G15 60H05 60J60 46E22 PDFBibTeX XMLCite \textit{D. Alpay} and \textit{P. Jorgensen}, Opusc. Math. 44, No. 3, 323--339 (2024; Zbl 1539.47041) Full Text: DOI arXiv
Jornet, Marc Derivative of certain stochastic integrals with anticipating integrands. (English) Zbl 1534.60067 Mediterr. J. Math. 21, No. 1, Paper No. 19, 12 p. (2024). MSC: 60H05 60H10 PDFBibTeX XMLCite \textit{M. Jornet}, Mediterr. J. Math. 21, No. 1, Paper No. 19, 12 p. (2024; Zbl 1534.60067) Full Text: DOI OA License
Bender, Christian; Lebovits, Joachim; Lévy Véhel, Jacques General transfer formula for stochastic integral with respect to multifractional Brownian motion. (English) Zbl 07826615 J. Theor. Probab. 37, No. 1, 905-932 (2024). MSC: 60H40 60G22 60H05 PDFBibTeX XMLCite \textit{C. Bender} et al., J. Theor. Probab. 37, No. 1, 905--932 (2024; Zbl 07826615) Full Text: DOI
Azmoodeh, Ehsan; Ilmonen, Pauliina; Shafik, Nourhan; Sottinen, Tommi; Viitasaari, Lauri On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands. (English) Zbl 1534.60044 J. Theor. Probab. 37, No. 1, 721-743 (2024). MSC: 60G15 60G22 60H05 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., J. Theor. Probab. 37, No. 1, 721--743 (2024; Zbl 1534.60044) Full Text: DOI arXiv OA License
Harang, Fabian; Tindel, Samy; Wang, Xiaohua Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions. (English) Zbl 07826596 J. Theor. Probab. 37, No. 1, 307-351 (2024). MSC: 60L20 60L10 60H07 60H05 60G22 PDFBibTeX XMLCite \textit{F. Harang} et al., J. Theor. Probab. 37, No. 1, 307--351 (2024; Zbl 07826596) Full Text: DOI arXiv OA License
Armstrong, John; Ionescu, Andrei Itô stochastic differentials. (English) Zbl 1539.60064 Stochastic Processes Appl. 171, Article ID 104317, 19 p. (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60H10 60G48 PDFBibTeX XMLCite \textit{J. Armstrong} and \textit{A. Ionescu}, Stochastic Processes Appl. 171, Article ID 104317, 19 p. (2024; Zbl 1539.60064) Full Text: DOI arXiv
Ohashi, Alberto; Russo, Francesco Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes. (English) Zbl 07824100 Bernoulli 30, No. 2, 1197-1230 (2024). MSC: 60L20 60H05 60G15 60H10 PDFBibTeX XMLCite \textit{A. Ohashi} and \textit{F. Russo}, Bernoulli 30, No. 2, 1197--1230 (2024; Zbl 07824100) Full Text: DOI arXiv Link
Khaider, Hassan; Azanzal, Achraf; Abderrahmane, Raji; Said, Melliani Mild solution for the time fractional magneto-hydrodynamics system. (English) Zbl 1535.35145 Anal. Math. Phys. 14, No. 2, Paper No. 14, 14 p. (2024). MSC: 35Q35 76W05 60H05 35R11 35R60 PDFBibTeX XMLCite \textit{H. Khaider} et al., Anal. Math. Phys. 14, No. 2, Paper No. 14, 14 p. (2024; Zbl 1535.35145) Full Text: DOI
Yang, Bixuan; Wu, Jinbiao; Guo, Tiexin Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures. (English) Zbl 1532.60133 J. Math. Anal. Appl. 535, No. 1, Article ID 128089, 23 p. (2024). MSC: 60H10 60H20 60H05 91G10 93E20 PDFBibTeX XMLCite \textit{B. Yang} et al., J. Math. Anal. Appl. 535, No. 1, Article ID 128089, 23 p. (2024; Zbl 1532.60133) Full Text: DOI arXiv
Ndiaye, Assane; Aidara, Sadibou; Sow, Ahmadou Bamba Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients. (English) Zbl 07812407 Random Oper. Stoch. Equ. 32, No. 1, 13-25 (2024). MSC: 60H10 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{A. Ndiaye} et al., Random Oper. Stoch. Equ. 32, No. 1, 13--25 (2024; Zbl 07812407) Full Text: DOI
Akemann, Gernot; Aygün, Noah; Würfel, Tim R. Generalised unitary group integrals of Ingham-Siegel and Fisher-Hartwig type. (English) Zbl 1533.82010 J. Math. Phys. 65, No. 2, Article ID 023501, 17 p. (2024). MSC: 82B41 15B52 60B20 60H05 PDFBibTeX XMLCite \textit{G. Akemann} et al., J. Math. Phys. 65, No. 2, Article ID 023501, 17 p. (2024; Zbl 1533.82010) Full Text: DOI arXiv
Chen, Huiping Optimal rate of convergence for vector-valued Wiener-Itô integral. (English) Zbl 1534.60030 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 179-214 (2024). Reviewer: Javad Asadzade (Famagusta) MSC: 60F05 60G15 60H05 PDFBibTeX XMLCite \textit{H. Chen}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 179--214 (2024; Zbl 1534.60030) Full Text: arXiv Link
Jie, Lijuan; Luo, Liangqing; Zhang, Hua One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients. (English) Zbl 1532.60146 Stat. Probab. Lett. 205, Article ID 109970, 11 p. (2024). MSC: 60H20 60H10 91G20 60H05 PDFBibTeX XMLCite \textit{L. Jie} et al., Stat. Probab. Lett. 205, Article ID 109970, 11 p. (2024; Zbl 1532.60146) Full Text: DOI
Cass, Thomas; Turner, William F. Topologies on unparameterised path space. (English) Zbl 07796909 J. Funct. Anal. 286, No. 4, Article ID 110261, 28 p. (2024). MSC: 60Hxx 60Lxx 60Gxx 60H05 60L10 60H30 58J65 60L20 PDFBibTeX XMLCite \textit{T. Cass} and \textit{W. F. Turner}, J. Funct. Anal. 286, No. 4, Article ID 110261, 28 p. (2024; Zbl 07796909) Full Text: DOI arXiv OA License
Alberti, Giovanni; Stepanov, Eugene; Trevisan, Dario Integration of nonsmooth 2-forms: from Young to Itô and Stratonovich. (English) Zbl 1537.49020 J. Funct. Anal. 286, No. 2, Article ID 110212, 37 p. (2024). Reviewer: Andrej Srakar (Ljubljana) MSC: 49J52 60H07 60H05 60L20 58A10 53C65 49J45 PDFBibTeX XMLCite \textit{G. Alberti} et al., J. Funct. Anal. 286, No. 2, Article ID 110212, 37 p. (2024; Zbl 1537.49020) Full Text: DOI arXiv OA License
Chen, Huiping; Chen, Yong; Liu, Yong Kernel representation formula: from complex to real Wiener-Itô integrals and vice versa. (English) Zbl 07785671 Stochastic Processes Appl. 167, Article ID 104241, 36 p. (2024). MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{H. Chen} et al., Stochastic Processes Appl. 167, Article ID 104241, 36 p. (2024; Zbl 07785671) Full Text: DOI arXiv
Guyon, Julien Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle. (English) Zbl 1530.91568 Finance Stoch. 28, No. 1, 27-79 (2024). MSC: 91G20 60G42 60H05 94A17 91G80 PDFBibTeX XMLCite \textit{J. Guyon}, Finance Stoch. 28, No. 1, 27--79 (2024; Zbl 1530.91568) Full Text: DOI
Leonte, Dan; Veraart, Almut E. D. Simulation methods and error analysis for trawl processes and ambit fields. (English) Zbl 1540.60091 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 1540.60091) Full Text: DOI arXiv OA License
Addona, Davide; Lorenzi, Luca; Tessitore, Gianmario Young equations with singularities. (English) Zbl 1527.35510 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 238, Article ID 113401, 33 p. (2024). MSC: 35R60 60H05 60H15 47D06 PDFBibTeX XMLCite \textit{D. Addona} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 238, Article ID 113401, 33 p. (2024; Zbl 1527.35510) Full Text: DOI arXiv OA License
Dorogovtsev, A. A.; Salhi, Naoufel Universal generalized functionals and finitely absolutely continuous measures on Banach spaces. arXiv:2409.09303 Preprint, arXiv:2409.09303 [math.PR] (2024). MSC: 60A10 60G15 60H05 BibTeX Cite \textit{A. A. Dorogovtsev} and \textit{N. Salhi}, ``Universal generalized functionals and finitely absolutely continuous measures on Banach spaces'', Preprint, arXiv:2409.09303 [math.PR] (2024) Full Text: arXiv OA License
Radchenko, Vadym Regularity of paths of stochastic measures. arXiv:2409.06497 Preprint, arXiv:2409.06497 [math.PR] (2024). MSC: 60G17 60H05 BibTeX Cite \textit{V. Radchenko}, ``Regularity of paths of stochastic measures'', Preprint, arXiv:2409.06497 [math.PR] (2024) Full Text: arXiv OA License
Melnikov, Vasily A Komlós dichotomy for the Émery topology. arXiv:2408.03476 Preprint, arXiv:2408.03476 [math.PR] (2024). MSC: 60G44 60H05 46A50 BibTeX Cite \textit{V. Melnikov}, ``A Komlós dichotomy for the Émery topology'', Preprint, arXiv:2408.03476 [math.PR] (2024) Full Text: arXiv OA License
Cambronero, Santiago; Campos, David; Fonseca-Mora, C. A.; Mena, Darío Itô’s Formula for Itô processes defined with respect to a cylindrical-martingale valued measure. arXiv:2407.16086 Preprint, arXiv:2407.16086 [math.PR] (2024). MSC: 60H05 60H15 60B11 60G48 BibTeX Cite \textit{S. Cambronero} et al., ``Itô's Formula for Itô processes defined with respect to a cylindrical-martingale valued measure'', Preprint, arXiv:2407.16086 [math.PR] (2024) Full Text: arXiv OA License
Alonso-Martin, Pablo Ramses; Boedihardjo, Horatio; Papavasiliou, Anastasia Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes. arXiv:2407.09703 Preprint, arXiv:2407.09703 [math.ST] (2024). MSC: 62F12 60H30 62M09 60H05 60G22 BibTeX Cite \textit{P. R. Alonso-Martin} et al., ``Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes'', Preprint, arXiv:2407.09703 [math.ST] (2024) Full Text: arXiv OA License
Chen, Huiping; Chen, Yong; Liu, Yong Berry-Esséen bound for complex Wiener-Itô integral. arXiv:2407.05353 Preprint, arXiv:2407.05353 [math.PR] (2024). MSC: 60F05 60G15 60H05 BibTeX Cite \textit{H. Chen} et al., ``Berry-Esséen bound for complex Wiener-Itô integral'', Preprint, arXiv:2407.05353 [math.PR] (2024) Full Text: arXiv OA License
van Neerven, Jan; Riedle, Markus Lévy measures on Banach spaces. arXiv:2406.09362 Preprint, arXiv:2406.09362 [math.FA] (2024). MSC: 60B05 46B09 60E05 60G57 60H05 BibTeX Cite \textit{J. van Neerven} and \textit{M. Riedle}, ``Lévy measures on Banach spaces'', Preprint, arXiv:2406.09362 [math.FA] (2024) Full Text: arXiv OA License
Szulga, Jerzy Orderly divergence of Levy Gamma integrals. arXiv:2405.20417 Preprint, arXiv:2405.20417 [math.PR] (2024). MSC: 60F15 26A45 60G51 60F25 60H05 BibTeX Cite \textit{J. Szulga}, ``Orderly divergence of Levy Gamma integrals'', Preprint, arXiv:2405.20417 [math.PR] (2024) Full Text: arXiv OA License
Elizalde, Mauricio; Sturm, Stephan Intertemporal Cost-efficient Consumption. arXiv:2405.16336 Preprint, arXiv:2405.16336 [q-fin.MF] (2024). MSC: 91G10 60H05 60H07 60H10 60H35 BibTeX Cite \textit{M. Elizalde} and \textit{S. Sturm}, ``Intertemporal Cost-efficient Consumption'', Preprint, arXiv:2405.16336 [q-fin.MF] (2024) Full Text: arXiv OA License
Addona, Davide; Lorenzi, Luca; Tessitore, Gianmario Space Regularity of Evolution Equations Driven by Rough Paths. arXiv:2404.10650 Preprint, arXiv:2404.10650 [math.AP] (2024). MSC: 60L50 60H05 60H15 47D06 35R60 BibTeX Cite \textit{D. Addona} et al., ``Space Regularity of Evolution Equations Driven by Rough Paths'', Preprint, arXiv:2404.10650 [math.AP] (2024) Full Text: arXiv OA License
Taniguchi, Setsuo Transformations and quadratic forms on Wiener spaces. arXiv:2404.02401 Preprint, arXiv:2404.02401 [math.PR] (2024). MSC: 60H05 58C20 BibTeX Cite \textit{S. Taniguchi}, ``Transformations and quadratic forms on Wiener spaces'', Preprint, arXiv:2404.02401 [math.PR] (2024) Full Text: arXiv OA License
Choulli, Tahir; Schweizer, Martin New Stochastic Fubini Theorems. arXiv:2403.13791 Preprint, arXiv:2403.13791 [math.PR] (2024). MSC: 60H05 28B05 60G48 BibTeX Cite \textit{T. Choulli} and \textit{M. Schweizer}, ``New Stochastic Fubini Theorems'', Preprint, arXiv:2403.13791 [math.PR] (2024) Full Text: arXiv OA License
Bodó, Gergely; Riedle, Markus Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces. arXiv:2403.10453 Preprint, arXiv:2403.10453 [math.PR] (2024). MSC: 60H05 60G20 60G51 28C20 BibTeX Cite \textit{G. Bodó} and \textit{M. Riedle}, ``Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces'', Preprint, arXiv:2403.10453 [math.PR] (2024) Full Text: arXiv OA License
Loosveldt, Laurent; Tudor, Ciprian A. Modified wavelet variation for the Hermite processes. arXiv:2403.05140 Preprint, arXiv:2403.05140 [math.ST] (2024). MSC: 60G18 60H05 60H07 62F12 60F05 60G18 60H05 60H07 62F12 60F05 60G18 60H05 60H07 62F12 60F05 BibTeX Cite \textit{L. Loosveldt} and \textit{C. A. Tudor}, ``Modified wavelet variation for the Hermite processes'', Preprint, arXiv:2403.05140 [math.ST] (2024) Full Text: arXiv OA License
Søjmark, Andreas; Wunderlich, Fabrice Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks. arXiv:2401.13543 Preprint, arXiv:2401.13543 [math.PR] (2024). MSC: 60F17 60H05 60K50 35S10 60H10 BibTeX Cite \textit{A. Søjmark} and \textit{F. Wunderlich}, ``Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks'', Preprint, arXiv:2401.13543 [math.PR] (2024) Full Text: arXiv OA License
Manikin, Boris; Radchenko, Vadym Sample path properties of multidimensional integral with respect to stochastic measure. arXiv:2401.06425 Preprint, arXiv:2401.06425 [math.PR] (2024). MSC: 60H05 60G60 60G17 BibTeX Cite \textit{B. Manikin} and \textit{V. Radchenko}, ``Sample path properties of multidimensional integral with respect to stochastic measure'', Preprint, arXiv:2401.06425 [math.PR] (2024) Full Text: DOI arXiv OA License
Boumezbeur, Zakaria; Boutabia, Hacène Differentiability of neutral stochastic differential equations driven by \(G\)-Brownian motion with respect to the initial data. (English) Zbl 07859386 Honam Math. J. 45, No. 3, 433-456 (2023). MSC: 60H10 60H05 60H25 60G65 PDFBibTeX XMLCite \textit{Z. Boumezbeur} and \textit{H. Boutabia}, Honam Math. J. 45, No. 3, 433--456 (2023; Zbl 07859386) Full Text: DOI
Berrhazi, Badr-eddine; Bouggar, Driss; El Fatini, Mohamed; Mrhardy, Naoual Reflected backward doubly stochastic differential equations driven by Teugels martingales associated to a Lévy process with discontinuous barrier. (English) Zbl 1537.60065 Markov Process. Relat. Fields 29, No. 3, 329-346 (2023). MSC: 60H10 60H05 60G51 PDFBibTeX XMLCite \textit{B.-e. Berrhazi} et al., Markov Process. Relat. Fields 29, No. 3, 329--346 (2023; Zbl 1537.60065) Full Text: Link
Singh, Soumyendra An exponential linear unit based neural network approach for optimizing numerical solutions of stochastic integral equation. (English) Zbl 1536.60045 J. Integral Equations Appl. 35, No. 4, 473-486 (2023). MSC: 60H05 65C30 65K10 68T07 PDFBibTeX XMLCite \textit{S. Singh}, J. Integral Equations Appl. 35, No. 4, 473--486 (2023; Zbl 1536.60045) Full Text: DOI Link
Araya, Héctor; Garzón, Johanna; Rubilar-Torrealba, Rolando Gamma mixed fractional Lévy Ornstein-Uhlenbeck process. (English) Zbl 07840105 Mod. Stoch., Theory Appl. 11, No. 1, 63-83 (2023). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G17 60H05 60H30 PDFBibTeX XMLCite \textit{H. Araya} et al., Mod. Stoch., Theory Appl. 11, No. 1, 63--83 (2023; Zbl 07840105) Full Text: DOI arXiv
Mandrekar, V.; Rüdiger, B. Stability properties of mild solutions of SPDEs related to pseudo differential equations. (English) Zbl 1537.60079 Hilbert, Astrid (ed.) et al., Quantum and stochastic mathematical physics. Sergio Albeverio, adventures of a mathematician, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 377, 295-313 (2023). Reviewer: Alexandra Rodkina (College Station) MSC: 60H15 60G51 60H05 37L40 60J76 35R60 PDFBibTeX XMLCite \textit{V. Mandrekar} and \textit{B. Rüdiger}, Springer Proc. Math. Stat. 377, 295--313 (2023; Zbl 1537.60079) Full Text: DOI arXiv
Das, Anirban; Denker, Manfred; Levina, Anna; Tabacu, Lucia Estimation by stable motions and its applications. (English) Zbl 07803202 Probab. Math. Stat. 43, No. 1, 23-39 (2023). MSC: 62G05 62E17 62G09 62G15 60H05 PDFBibTeX XMLCite \textit{A. Das} et al., Probab. Math. Stat. 43, No. 1, 23--39 (2023; Zbl 07803202) Full Text: DOI
Saci, Akram; Redjil, Amel; Boutabia, Hacene; Kebiri, Omar Fractional stochastic differential equations driven by \(G\)-Brownian motion with delays. (English) Zbl 1532.60111 Probab. Math. Stat. 43, No. 1, 1-21 (2023). MSC: 60H05 60G65 60H20 34C29 PDFBibTeX XMLCite \textit{A. Saci} et al., Probab. Math. Stat. 43, No. 1, 1--21 (2023; Zbl 1532.60111) Full Text: DOI
Hoshino, Kiyoiki On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation. (English) Zbl 1540.60098 Stochastics 95, No. 8, 1446-1473 (2023). MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{K. Hoshino}, Stochastics 95, No. 8, 1446--1473 (2023; Zbl 1540.60098) Full Text: DOI
Liu, Junfeng; Shen, Guangjun Gaussian fluctuation for spatial average of the stochastic pseudo-partial differential equation with fractional noise. (English) Zbl 1532.60043 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1483-1509 (2023). MSC: 60F05 60H05 60H07 PDFBibTeX XMLCite \textit{J. Liu} and \textit{G. Shen}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1483--1509 (2023; Zbl 1532.60043) Full Text: Link
Carfagnini, Marco On the support of a hypoelliptic diffusion on the Heisenberg group. (English) Zbl 1535.58017 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 697-711 (2023). Reviewer: Norbert Youmbi (Loretto) MSC: 58J65 60H10 60J60 60H05 PDFBibTeX XMLCite \textit{M. Carfagnini}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 697--711 (2023; Zbl 1535.58017) Full Text: arXiv Link
Ito, Yu Backward representation of the rough integral: an approach based on fractional calculus. (English) Zbl 07797620 Kyushu J. Math. 77, No. 2, 367-384 (2023). MSC: 26A42 26A33 60H05 PDFBibTeX XMLCite \textit{Y. Ito}, Kyushu J. Math. 77, No. 2, 367--384 (2023; Zbl 07797620) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials. (English) Zbl 1533.60078 Differ. Uravn. Protsessy Upr. 2023, No. 4, 67-124 (2023). MSC: 60H05 60H10 65C30 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2023, No. 4, 67--124 (2023; Zbl 1533.60078) Full Text: arXiv Link
Elhachemy, Mohammed; El Otmani, Mohamed Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions. (English) Zbl 1531.35131 J. Integral Equations Appl. 35, No. 3, 311-338 (2023). MSC: 35D40 35R09 60H05 60H10 60H30 60J60 PDFBibTeX XMLCite \textit{M. Elhachemy} and \textit{M. El Otmani}, J. Integral Equations Appl. 35, No. 3, 311--338 (2023; Zbl 1531.35131) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. 3rd edition. (English) Zbl 1528.60002 Differ. Uravn. Protsessy Upr. 2023, No. 1, 947 p. (2023). MSC: 60-02 65-02 35Q62 60H05 60H10 65C30 PDFBibTeX XML Full Text: Link
Rybakov, Konstantin Aleksandrovich Features of the expansion of multiple stochastic Stratonovich integrals using Walsh and Haar functions. (Russian. English summary) Zbl 1531.60034 Differ. Uravn. Protsessy Upr. 2023, No. 1, 137-150 (2023). MSC: 60H05 42C10 PDFBibTeX XMLCite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2023, No. 1, 137--150 (2023; Zbl 1531.60034) Full Text: Link
Wu, Zhen; Zhang, Detao Theory of forward backward stochastic differential equations and its applications. (Chinese. English summary) Zbl 1538.60105 Chin. J. Appl. Probab. Stat. 39, No. 3, 413-435 (2023). MSC: 60H10 60H05 60H20 60H30 93E03 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{D. Zhang}, Chin. J. Appl. Probab. Stat. 39, No. 3, 413--435 (2023; Zbl 1538.60105) Full Text: Link
Bondici, László; Prokaj, Vilmos Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation. (English) Zbl 07790359 Electron. Commun. Probab. 28, Paper No. 53, 13 p. (2023). MSC: 60H05 60J55 60J65 PDFBibTeX XMLCite \textit{L. Bondici} and \textit{V. Prokaj}, Electron. Commun. Probab. 28, Paper No. 53, 13 p. (2023; Zbl 07790359) Full Text: DOI arXiv
Scorolli, Ramiro Wong-Zakai approximations for quasilinear systems of Itô’s-type stochastic differential equations driven by fBm with \(H>\frac{1}{2}\). (English) Zbl 1539.60071 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 4, Article ID 2350022, 21 p. (2023). Reviewer: Henri Schurz (Carbondale) MSC: 60H10 60H30 60H05 60G22 PDFBibTeX XMLCite \textit{R. Scorolli}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 4, Article ID 2350022, 21 p. (2023; Zbl 1539.60071) Full Text: DOI arXiv
Ararat, Çağın; Ma, Jin; Wu, Wenqian Set-valued backward stochastic differential equations. (English) Zbl 1538.60091 Ann. Appl. Probab. 33, No. 5, 3418-3448 (2023). MSC: 60H10 60H05 28B20 60G44 47H04 PDFBibTeX XMLCite \textit{Ç. Ararat} et al., Ann. Appl. Probab. 33, No. 5, 3418--3448 (2023; Zbl 1538.60091) Full Text: DOI arXiv Link
Mitrouskas, David; Seiringer, Robert Ubiquity of bound states for the strongly coupled polaron. (English) Zbl 1536.81255 Pure Appl. Anal. 5, No. 4, 973-1008 (2023). MSC: 81V25 81V05 81V45 81Q12 81V70 35P15 47A10 05C78 60H05 PDFBibTeX XMLCite \textit{D. Mitrouskas} and \textit{R. Seiringer}, Pure Appl. Anal. 5, No. 4, 973--1008 (2023; Zbl 1536.81255) Full Text: DOI arXiv
Nikitopoulos, Evangelos Alexander Erratum to: “Itô’s formula for noncommutative \(C^2\) functions of free Itô processes”. (English) Zbl 07787216 Doc. Math. 28, No. 5, 1275-1277 (2023). MSC: 46L54 47A60 60H05 PDFBibTeX XMLCite \textit{E. A. Nikitopoulos}, Doc. Math. 28, No. 5, 1275--1277 (2023; Zbl 07787216) Full Text: DOI
Ben Bader, Seif; Harbrecht, Helmut; Krause, Rolf; Multerer, Michael D.; Quaglino, Alessio; Schmidlin, Marc Space-time multilevel quadrature methods and their application for cardiac electrophysiology. (English) Zbl 07787066 SIAM/ASA J. Uncertain. Quantif. 11, 1329-1356 (2023). MSC: 28-08 60H05 60H15 60H35 65Cxx PDFBibTeX XMLCite \textit{S. Ben Bader} et al., SIAM/ASA J. Uncertain. Quantif. 11, 1329--1356 (2023; Zbl 07787066) Full Text: DOI arXiv
Li, Zhi; Huang, Benchen; Zhao, Jiaxin; Xu, Liping Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion. (English) Zbl 1533.60112 J. Dyn. Control Syst. 29, No. 4, 1571-1583 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60H15 60G15 60H05 60J65 PDFBibTeX XMLCite \textit{Z. Li} et al., J. Dyn. Control Syst. 29, No. 4, 1571--1583 (2023; Zbl 1533.60112) Full Text: DOI
Dotti, Sylvain Elementary processes for Itô integral against cylindrical Wiener process. (English) Zbl 1540.60096 Probab. Surv. 20, 802-836 (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60H05 60J65 60G99 60H40 PDFBibTeX XMLCite \textit{S. Dotti}, Probab. Surv. 20, 802--836 (2023; Zbl 1540.60096) Full Text: DOI Link
Jarad, Fahd; Sahoo, Soubhagya Kumar; Nisar, Kottakkaran Sooppy; Treanţă, Savin; Emadifar, Homan; Botmart, Thongchai New stochastic fractional integral and related inequalities of Jensen-Mercer and Hermite-Hadamard-Mercer type for convex stochastic processes. (English) Zbl 1532.60110 J. Inequal. Appl. 2023, Paper No. 51, 18 p. (2023). MSC: 60H05 26A33 26A51 26D15 PDFBibTeX XMLCite \textit{F. Jarad} et al., J. Inequal. Appl. 2023, Paper No. 51, 18 p. (2023; Zbl 1532.60110) Full Text: DOI OA License
Michta, Mariusz Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane. (English) Zbl 1537.60089 Stochastic Anal. Appl. 41, No. 6, 1191-1230 (2023). MSC: 60H20 60G60 60H05 PDFBibTeX XMLCite \textit{M. Michta}, Stochastic Anal. Appl. 41, No. 6, 1191--1230 (2023; Zbl 1537.60089) Full Text: DOI
Fonseca-Mora, Christian A. Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces. (English) Zbl 1537.60042 Stochastic Anal. Appl. 41, No. 6, 1136-1154 (2023). MSC: 60G17 60G20 60H05 60H15 PDFBibTeX XMLCite \textit{C. A. Fonseca-Mora}, Stochastic Anal. Appl. 41, No. 6, 1136--1154 (2023; Zbl 1537.60042) Full Text: DOI arXiv