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
Angst, Jürgen; Dalmao, Federico; Poly, Guillaume A total variation version of Breuer-Major central limit theorem under \(\mathbb{D}^{1, 2}\) assumption. (English) Zbl 07905730 Electron. Commun. Probab. 29, Paper No. 13, 8 p. (2024). MSC: 60F05 60G10 60H07 PDFBibTeX XMLCite \textit{J. Angst} et al., Electron. Commun. Probab. 29, Paper No. 13, 8 p. (2024; Zbl 07905730) Full Text: DOI arXiv Link OA License
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
Lu, Weidong; Liu, Junfeng Some properties of fractional kinetic equation with Gaussian noise rough in space. (English) Zbl 07895238 Chin. J. Appl. Probab. Stat. 40, No. 1, 139-156 (2024). MSC: 60G22 60H15 60H07 PDFBibTeX XMLCite \textit{W. Lu} and \textit{J. Liu}, Chin. J. Appl. Probab. Stat. 40, No. 1, 139--156 (2024; Zbl 07895238) Full Text: DOI
Linares, Pablo; Otto, Felix; Tempelmayr, Markus; Tsatsoulis, Pavlos A diagram-free approach to the stochastic estimates in regularity structures. (English) Zbl 07895067 Invent. Math. 237, No. 3, 1469-1565 (2024). MSC: 60H17 60L30 60H07 81T16 PDFBibTeX XMLCite \textit{P. Linares} et al., Invent. Math. 237, No. 3, 1469--1565 (2024; Zbl 07895067) Full Text: DOI arXiv 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
Cass, Thomas; Ferrucci, Emilio On the Wiener chaos expansion of the signature of a Gaussian process. (English) Zbl 07891475 Probab. Theory Relat. Fields 189, No. 3-4, 909-947 (2024). MSC: 60L10 60H07 PDFBibTeX XMLCite \textit{T. Cass} and \textit{E. Ferrucci}, Probab. Theory Relat. Fields 189, No. 3--4, 909--947 (2024; Zbl 07891475) Full Text: DOI arXiv OA License
Chen, Yong; Ding, Zhen; Li, Ying Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process. (English) Zbl 07880494 Commun. Stat., Theory Methods 53, No. 11, 3920-3939 (2024). MSC: 60H07 60G15 60F05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Commun. Stat., Theory Methods 53, No. 11, 3920--3939 (2024; Zbl 07880494) Full Text: DOI arXiv
Ebina, Masahisa Central limit theorems for nonlinear stochastic wave equations in dimension three. (English) Zbl 07880265 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 2, 1141-1200 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G15 60H07 60H15 60F17 PDFBibTeX XMLCite \textit{M. Ebina}, Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 2, 1141--1200 (2024; Zbl 07880265) Full Text: DOI arXiv
Han, Yuecai; Wu, Guanyu Hölder continuity of stochastic heat equation with rough Gaussian noise. (English) Zbl 07878531 Stat. Probab. Lett. 210, Article ID 110119, 9 p. (2024). MSC: 60H15 60H07 35R60 PDFBibTeX XMLCite \textit{Y. Han} and \textit{G. Wu}, Stat. Probab. Lett. 210, Article ID 110119, 9 p. (2024; Zbl 07878531) Full Text: DOI
Guo, Yuhui; Song, Jian; Song, Xiaoming Stochastic fractional diffusion equations with Gaussian noise rough in space. (English) Zbl 07874400 Bernoulli 30, No. 3, 1774-1799 (2024). MSC: 60H15 60H07 60G15 35R60 60H40 PDFBibTeX XMLCite \textit{Y. Guo} et al., Bernoulli 30, No. 3, 1774--1799 (2024; Zbl 07874400) Full Text: DOI arXiv Link
Hong, Jialin; Jin, Diancong; Sheng, Derui Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation. (English) Zbl 07872157 Math. Comput. 93, No. 349, 2215-2264 (2024). MSC: 60H35 65C30 60H15 60H07 PDFBibTeX XMLCite \textit{J. Hong} et al., Math. Comput. 93, No. 349, 2215--2264 (2024; Zbl 07872157) Full Text: DOI arXiv
Pellat, Rhoss Likibi; Menoukeu Pamen, Olivier Density analysis for coupled forward-backward SDEs with non-Lipschitz drifts and applications. (English) Zbl 1540.60124 Stochastic Processes Appl. 173, Article ID 104359, 37 p. (2024). MSC: 60H10 35K59 35K10 60H07 PDFBibTeX XMLCite \textit{R. L. Pellat} and \textit{O. Menoukeu Pamen}, Stochastic Processes Appl. 173, Article ID 104359, 37 p. (2024; Zbl 1540.60124) Full Text: DOI arXiv
Dhoyer, Rémy; Tudor, Ciprian A. Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos. (English) Zbl 07865976 J. Theor. Probab. 37, No. 2, 1445-1468 (2024). MSC: 60B20 60F05 60H07 60G22 PDFBibTeX XMLCite \textit{R. Dhoyer} and \textit{C. A. Tudor}, J. Theor. Probab. 37, No. 2, 1445--1468 (2024; Zbl 07865976) Full Text: DOI
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
Jorgensen, Palle; Tian, James The operators of stochastic calculus. (English) Zbl 07864363 Random Oper. Stoch. Equ. 32, No. 2, 185-205 (2024). MSC: 81S20 81S40 60H07 47L60 46N30 65R10 58J65 81S25 PDFBibTeX XMLCite \textit{P. Jorgensen} and \textit{J. Tian}, Random Oper. Stoch. Equ. 32, No. 2, 185--205 (2024; Zbl 07864363) Full Text: DOI
Di Nunno, Giulia; Yurchenko-Tytarenko, Anton Power law in sandwiched Volterra volatility model. (English) Zbl 1537.91318 Mod. Stoch., Theory Appl. 11, No. 2, 169-194 (2024). MSC: 91G20 60H07 60G22 PDFBibTeX XMLCite \textit{G. Di Nunno} and \textit{A. Yurchenko-Tytarenko}, Mod. Stoch., Theory Appl. 11, No. 2, 169--194 (2024; Zbl 1537.91318) Full Text: DOI arXiv
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
Hu, Yaozhong; Wang, Xiong Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises. (English) Zbl 1540.60145 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 1-52 (2024). MSC: 60H15 26A33 30E05 35R60 37H15 60H07 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{X. Wang}, Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 1--52 (2024; Zbl 1540.60145) Full Text: DOI
Herry, Ronan; Malicet, Dominique; Poly, Guillaume Superconvergence phenomenon in Wiener chaoses. (English) Zbl 1540.60007 Ann. Probab. 52, No. 3, 1162-1200 (2024). MSC: 60B12 60H07 28C20 60F05 PDFBibTeX XMLCite \textit{R. Herry} et al., Ann. Probab. 52, No. 3, 1162--1200 (2024; Zbl 1540.60007) Full Text: DOI arXiv Link
Chen, Le; Guo, Yuhui; Song, Jian Moments and asymptotics for a class of SPDEs with space-time white noise. (English) Zbl 1540.60142 Trans. Am. Math. Soc. 377, No. 6, 4255-4301 (2024). MSC: 60H15 60G60 26A33 37H15 60H07 PDFBibTeX XMLCite \textit{L. Chen} et al., Trans. Am. Math. Soc. 377, No. 6, 4255--4301 (2024; Zbl 1540.60142) Full Text: DOI arXiv
Balan, Raluca M.; Zheng, Guangqu Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation. (English) Zbl 1540.60140 Trans. Am. Math. Soc. 377, No. 6, 4171-4221 (2024). MSC: 60H15 60H07 60F05 60G51 PDFBibTeX XMLCite \textit{R. M. Balan} and \textit{G. Zheng}, Trans. Am. Math. Soc. 377, No. 6, 4171--4221 (2024; Zbl 1540.60140) Full Text: DOI arXiv
Bally, V.; Caramellino, L.; Kohatsu-Higa, A. Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps. (English) Zbl 1539.60065 J. Math. Anal. Appl. 531, No. 2, Part 2, Article ID 127817, 30 p. (2024). MSC: 60H07 60H10 60J76 PDFBibTeX XMLCite \textit{V. Bally} et al., J. Math. Anal. Appl. 531, No. 2, Part 2, Article ID 127817, 30 p. (2024; Zbl 1539.60065) Full Text: DOI
Jiang, Hui; Li, Shi Min; Wang, Wei Gang Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean. (English) Zbl 07850965 Acta Math. Sin., Engl. Ser. 40, No. 5, 1308-1324 (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60H07 60G22 PDFBibTeX XMLCite \textit{H. Jiang} et al., Acta Math. Sin., Engl. Ser. 40, No. 5, 1308--1324 (2024; Zbl 07850965) Full Text: DOI
Yan, Litan; Guo, Rui; Gao, Han Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion. (English) Zbl 07850689 Commun. Stat., Theory Methods 53, No. 7, 2390-2421 (2024). MSC: 60G22 60H07 60F05 62M09 PDFBibTeX XMLCite \textit{L. Yan} et al., Commun. Stat., Theory Methods 53, No. 7, 2390--2421 (2024; Zbl 07850689) Full Text: DOI
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
Chen, Tian; Huang, Zongyuan; Wu, Zhen Second-order necessary condition for partially observed stochastic system with random jumps. (English) Zbl 1537.93083 Syst. Control Lett. 185, Article ID 105713, 11 p. (2024). MSC: 93B05 93E03 60H07 60G57 PDFBibTeX XMLCite \textit{T. Chen} et al., Syst. Control Lett. 185, Article ID 105713, 11 p. (2024; Zbl 1537.93083) Full Text: DOI
Tudor, Ciprian A.; Zurcher, Jérémy The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems. (English) Zbl 1539.60021 Stochastic Processes Appl. 172, Article ID 104333, 22 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60H40 60H15 60H07 60G35 35L05 35R60 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{J. Zurcher}, Stochastic Processes Appl. 172, Article ID 104333, 22 p. (2024; Zbl 1539.60021) Full Text: DOI
Chen, Xia Feynman-Kac representation for parabolic Anderson equations with general Gaussian noise. (English) Zbl 07841471 Ukr. Math. J. 75, No. 11, 1758-1777 (2024); and Ukr. Mat. Zh. 75, No. 11, 1552-1569 (2023). Reviewer: Maria Gordina (Storrs) MSC: 60H15 60J65 60F10 60H07 PDFBibTeX XMLCite \textit{X. Chen}, Ukr. Math. J. 75, No. 11, 1758--1777 (2024; Zbl 07841471) Full Text: DOI
Li, Mengzhen; Wu, Zhen The second-order maximum principle for partially observed optimal controls. (English) Zbl 1536.93983 Math. Control Relat. Fields 14, No. 1, 133-165 (2024). MSC: 93E20 60H07 PDFBibTeX XMLCite \textit{M. Li} and \textit{Z. Wu}, Math. Control Relat. Fields 14, No. 1, 133--165 (2024; Zbl 1536.93983) Full Text: DOI
Jackson, Joe On quasilinear parabolic systems and FBSDEs of quadratic growth. (English) Zbl 1534.60089 Ann. Appl. Probab. 34, No. 1A, 357-387 (2024). MSC: 60H30 60H07 PDFBibTeX XMLCite \textit{J. Jackson}, Ann. Appl. Probab. 34, No. 1A, 357--387 (2024; Zbl 1534.60089) Full Text: DOI arXiv Link
Abramov, Vyacheslav M. Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes. (English) Zbl 07828719 Bull. Aust. Math. Soc. 109, No. 2, 393-402 (2024). Reviewer: Matthias Meiners (Gießen) MSC: 60G50 60G44 60H07 60J80 PDFBibTeX XMLCite \textit{V. M. Abramov}, Bull. Aust. Math. Soc. 109, No. 2, 393--402 (2024; Zbl 07828719) Full Text: DOI arXiv
Liu, Kefan; Zhang, Jichao; Yang, Yueting Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment. (English) Zbl 1533.60082 Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107955, 13 p. (2024). MSC: 60H07 60G22 91G20 PDFBibTeX XMLCite \textit{K. Liu} et al., Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107955, 13 p. (2024; Zbl 1533.60082) Full Text: DOI
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
Bourguin, Solesne; Dang, Thanh; Spiliopoulos, Konstantinos Moderate deviation principle for multiscale systems driven by fractional Brownian motion. (English) Zbl 1536.60029 J. Theor. Probab. 37, No. 1, 352-408 (2024). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60F10 60G22 60H10 60H07 PDFBibTeX XMLCite \textit{S. Bourguin} et al., J. Theor. Probab. 37, No. 1, 352--408 (2024; Zbl 1536.60029) Full Text: DOI
Harang, Fabian; Tindel, Samy; Wang, Xiaohua Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions. (English) Zbl 07826596 J. Theor. Probab. 37, No. 1, 307-351 (2024). MSC: 60L20 60L10 60H07 60H05 60G22 PDFBibTeX XMLCite \textit{F. Harang} et al., J. Theor. Probab. 37, No. 1, 307--351 (2024; Zbl 07826596) Full Text: DOI arXiv OA License
Derchu, Joffrey; Mastrolia, Thibaut On Z-mean reflected BSDEs. (English) Zbl 07824112 Bernoulli 30, No. 2, 1502-1524 (2024). MSC: 60H10 60H07 60H30 91G20 PDFBibTeX XMLCite \textit{J. Derchu} and \textit{T. Mastrolia}, Bernoulli 30, No. 2, 1502--1524 (2024; Zbl 07824112) Full Text: DOI arXiv Link
Hu, Yaozhong; Kouritzin, Michael A.; Zheng, Jiayu Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients. (English) Zbl 07815299 Potential Anal. 60, No. 3, 1093-1119 (2024). MSC: 60H10 60H30 60H07 PDFBibTeX XMLCite \textit{Y. Hu} et al., Potential Anal. 60, No. 3, 1093--1119 (2024; Zbl 07815299) Full Text: DOI arXiv
Son, Ta Cong; Le, Dung Quang; Duong, Manh Hong Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations. (English) Zbl 07815297 Potential Anal. 60, No. 3, 1031-1065 (2024). MSC: 60G22 60H07 91G30 PDFBibTeX XMLCite \textit{T. C. Son} et al., Potential Anal. 60, No. 3, 1031--1065 (2024; Zbl 07815297) Full Text: DOI arXiv OA License
Maini, Leonardo; Nourdin, Ivan Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields. (English) Zbl 1534.60036 Ann. Probab. 52, No. 2, 737-763 (2024). MSC: 60F05 60H07 60G15 PDFBibTeX XMLCite \textit{L. Maini} and \textit{I. Nourdin}, Ann. Probab. 52, No. 2, 737--763 (2024; Zbl 1534.60036) Full Text: DOI arXiv Link
Dung, Nguyen Tien; Hang, Nguyen Thu; Cuong, Tran Manh Optimal total variation bounds for stochastic differential delay equations with small noises. (English) Zbl 1534.60033 J. Stat. Phys. 191, No. 2, Paper No. 24, 20 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60H07 60H10 35R60 PDFBibTeX XMLCite \textit{N. T. Dung} et al., J. Stat. Phys. 191, No. 2, Paper No. 24, 20 p. (2024; Zbl 1534.60033) Full Text: DOI
Ndiaye, Assane; Aidara, Sadibou; Sow, Ahmadou Bamba Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients. (English) Zbl 07812407 Random Oper. Stoch. Equ. 32, No. 1, 13-25 (2024). MSC: 60H10 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{A. Ndiaye} et al., Random Oper. Stoch. Equ. 32, No. 1, 13--25 (2024; Zbl 07812407) Full Text: DOI
Inahama, Yuzuru Support theorem for pinned diffusion processes. (English) Zbl 07812249 Nagoya Math. J. 253, 241-264 (2024). MSC: 60L90 60H07 60H10 PDFBibTeX XMLCite \textit{Y. Inahama}, Nagoya Math. J. 253, 241--264 (2024; Zbl 07812249) Full Text: DOI arXiv
Han, Yuecai; Wu, Guanyu Feynman-Kac formula for parabolic Anderson model in Gaussian potential and fractional white noise. (English) Zbl 1533.60081 J. Math. Phys. 65, No. 2, Article ID 021502, 12 p. (2024). MSC: 60H07 60H15 47D08 37L55 PDFBibTeX XMLCite \textit{Y. Han} and \textit{G. Wu}, J. Math. Phys. 65, No. 2, Article ID 021502, 12 p. (2024; Zbl 1533.60081) Full Text: DOI
Parczewski, Peter Optimal pointwise approximation of anticipating SDEs. (English) Zbl 1532.60112 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730-1743 (2024). MSC: 60H07 65C30 60H10 PDFBibTeX XMLCite \textit{P. Parczewski}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730--1743 (2024; Zbl 1532.60112) Full Text: DOI arXiv
Zheng, Yueyang; Hu, Yaozhong The global maximum principle for optimal control of partially observed stochastic systems driven by fractional Brownian motion. (English) Zbl 07806771 SIAM J. Control Optim. 62, No. 1, 509-538 (2024). MSC: 60G15 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{Y. Zheng} and \textit{Y. Hu}, SIAM J. Control Optim. 62, No. 1, 509--538 (2024; Zbl 07806771) Full Text: DOI arXiv
Hairer, Martin; Steele, Rhys The BPHZ theorem for regularity structures via the spectral gap inequality. (English) Zbl 07804736 Arch. Ration. Mech. Anal. 248, No. 1, Paper No. 9, 81 p. (2024). Reviewer: Lucio Galeati (Lausanne) MSC: 60L30 60H15 35R60 60H17 60H07 81T16 46E35 PDFBibTeX XMLCite \textit{M. Hairer} and \textit{R. Steele}, Arch. Ration. Mech. Anal. 248, No. 1, Paper No. 9, 81 p. (2024; Zbl 07804736) Full Text: DOI arXiv OA License
Čoupek, Petr; Ondreját, Martin Besov-Orlicz path regularity of non-Gaussian processes. (English) Zbl 07798453 Potential Anal. 60, No. 1, 307-339 (2024). MSC: 60G17 60G22 60G18 60H07 PDFBibTeX XMLCite \textit{P. Čoupek} and \textit{M. Ondreját}, Potential Anal. 60, No. 1, 307--339 (2024; Zbl 07798453) Full Text: DOI arXiv
Yang, Guang A version of Hörmander’s theorem for Markovian rough paths. (English) Zbl 07798448 Potential Anal. 60, No. 1, 173-195 (2024). MSC: 60H10 60L20 60H07 PDFBibTeX XMLCite \textit{G. Yang}, Potential Anal. 60, No. 1, 173--195 (2024; Zbl 07798448) Full Text: DOI arXiv
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
Caramellino, Lucia; Giorgio, Giacomo; Rossi, Maurizia Convergence in total variation for nonlinear functionals of random hyperspherical harmonics. (English) Zbl 07784453 J. Funct. Anal. 286, No. 3, Article ID 110239, 32 p. (2024). MSC: 60G60 60B10 42C10 60H07 PDFBibTeX XMLCite \textit{L. Caramellino} et al., J. Funct. Anal. 286, No. 3, Article ID 110239, 32 p. (2024; Zbl 07784453) Full Text: DOI arXiv OA License
Borovkov, Konstantin Elements of stochastic modelling. 3rd edition. (English) Zbl 1535.60002 Singapore: World Scientific (ISBN 978-981-12-6838-0/hbk; 978-981-12-6944-8/pbk; 978-981-12-6840-3/ebook). xx, 569 p. (2024). MSC: 60-02 60J10 60K05 60K25 60H07 62M10 PDFBibTeX XMLCite \textit{K. Borovkov}, Elements of stochastic modelling. 3rd edition. Singapore: World Scientific (2024; Zbl 1535.60002) Full Text: DOI
Trauthwein, Tara Multivariate Second-Order \(p\)-Poincaré Inequalities. arXiv:2409.02843 Preprint, arXiv:2409.02843 [math.PR] (2024). MSC: 60F05 60H07 60G55 60D05 BibTeX Cite \textit{T. Trauthwein}, ``Multivariate Second-Order $p$-Poincaré Inequalities'', Preprint, arXiv:2409.02843 [math.PR] (2024) Full Text: arXiv OA License
Kapllani, Lorenc; Teng, Long A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. arXiv:2408.05620 Preprint, arXiv:2408.05620 [math.NA] (2024). MSC: 65C30 68T07 60H07 91G20 BibTeX Cite \textit{L. Kapllani} and \textit{L. Teng}, ``A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations'', Preprint, arXiv:2408.05620 [math.NA] (2024) Full Text: arXiv OA License
Antonopoulou, Dimitra C.; Dimitriou, Dimitrios; Karali, Georgia; Tzirakis, Konstantinos Malliavin Calculus for the one-dimensional Stochastic Stefan Problem. arXiv:2407.20389 Preprint, arXiv:2407.20389 [math.PR] (2024). MSC: 60H07 60H15 60H30 80A22 BibTeX Cite \textit{D. C. Antonopoulou} et al., ``Malliavin Calculus for the one-dimensional Stochastic Stefan Problem'', Preprint, arXiv:2407.20389 [math.PR] (2024) Full Text: arXiv OA License
Anton, Cristina Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients. arXiv:2407.14756 Preprint, arXiv:2407.14756 [math.PR] (2024). MSC: 60H07 60H10 BibTeX Cite \textit{C. Anton}, ``Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients'', Preprint, arXiv:2407.14756 [math.PR] (2024) Full Text: arXiv OA License
López-Rivera, Pablo; Shenfeld, Yair The Poisson transport map. arXiv:2407.02359 Preprint, arXiv:2407.02359 [math.PR] (2024). MSC: 39B62 60G55 60H07 BibTeX Cite \textit{P. López-Rivera} and \textit{Y. Shenfeld}, ``The Poisson transport map'', Preprint, arXiv:2407.02359 [math.PR] (2024) Full Text: arXiv OA License
Bourguin, Solesne; Dang, Thanh; Hu, Yaozhong Non-central limit of densities of some functionals of Gaussian processes. arXiv:2406.12722 Preprint, arXiv:2406.12722 [math.PR] (2024). MSC: 60F05 60H07 BibTeX Cite \textit{S. Bourguin} et al., ``Non-central limit of densities of some functionals of Gaussian processes'', Preprint, arXiv:2406.12722 [math.PR] (2024) Full Text: arXiv OA License
Anton, Cristina Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients. arXiv:2405.19482 Preprint, arXiv:2405.19482 [math.PR] (2024). MSC: 60H07 60H10 60H30 BibTeX Cite \textit{C. Anton}, ``Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients'', Preprint, arXiv:2405.19482 [math.PR] (2024) Full Text: arXiv OA License
Bernou, Armand; Duerinckx, Mitia Uniform-in-time estimates on the size of chaos for interacting Brownian particles. arXiv:2405.19306 Preprint, arXiv:2405.19306 [math.AP] (2024). MSC: 60K35 35Q84 35Q70 60H07 60F05 82C22 82C31 BibTeX Cite \textit{A. Bernou} and \textit{M. Duerinckx}, ``Uniform-in-time estimates on the size of chaos for interacting Brownian particles'', Preprint, arXiv:2405.19306 [math.AP] (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
Villringer, David Enhanced Dissipation via the Malliavin Calculus. arXiv:2405.12787 Preprint, arXiv:2405.12787 [math.AP] (2024). MSC: 35H10 35Q35 60H07 76F10 BibTeX Cite \textit{D. Villringer}, ``Enhanced Dissipation via the Malliavin Calculus'', Preprint, arXiv:2405.12787 [math.AP] (2024) Full Text: arXiv OA License
Ishitani, Kensuke; Nishino, Soma Higher order integration by parts formulae for Wiener measures on a path space between two curves. arXiv:2405.05595 Preprint, arXiv:2405.05595 [math.PR] (2024). MSC: 60H07 46G05 BibTeX Cite \textit{K. Ishitani} and \textit{S. Nishino}, ``Higher order integration by parts formulae for Wiener measures on a path space between two curves'', Preprint, arXiv:2405.05595 [math.PR] (2024) Full Text: arXiv OA License
Ahmadi, Ayub; Tahmasebi, Mahdieh Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus. arXiv:2405.00473 Preprint, arXiv:2405.00473 [q-fin.PR] (2024). MSC: 60H07 60G55 91G20 BibTeX Cite \textit{A. Ahmadi} and \textit{M. Tahmasebi}, ``Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus'', Preprint, arXiv:2405.00473 [q-fin.PR] (2024) Full Text: arXiv OA License
Kapllani, Lorenc; Teng, Long A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. arXiv:2404.08456 Preprint, arXiv:2404.08456 [math.NA] (2024). MSC: 65C30 68T07 60H07 91G20 BibTeX Cite \textit{L. Kapllani} and \textit{L. Teng}, ``A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations'', Preprint, arXiv:2404.08456 [math.NA] (2024) Full Text: arXiv OA License
Hillairet, Caroline; Peyrat, Thomas; Réveillac, Anthony Poisson imbedding meets the Clark-Ocone formula. arXiv:2404.07541 Preprint, arXiv:2404.07541 [math.PR] (2024). MSC: 60G55 60G57 60H07 BibTeX Cite \textit{C. Hillairet} et al., ``Poisson imbedding meets the Clark-Ocone formula'', Preprint, arXiv:2404.07541 [math.PR] (2024) Full Text: arXiv OA License
Peccati, Giovanni; Stecconi, Michele Nodal Volumes as Differentiable Functionals of Gaussian fields. arXiv:2403.20243 Preprint, arXiv:2403.20243 [math.PR] (2024). MSC: 60G15 60H07 60G60 58K05 28A75 BibTeX Cite \textit{G. Peccati} and \textit{M. Stecconi}, ``Nodal Volumes as Differentiable Functionals of Gaussian fields'', Preprint, arXiv:2403.20243 [math.PR] (2024) Full Text: arXiv OA License
Jing, Guangdong Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs. arXiv:2403.15710 Preprint, arXiv:2403.15710 [math.OC] (2024). MSC: 93E20 60H07 60H10 BibTeX Cite \textit{G. Jing}, ``Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs'', Preprint, arXiv:2403.15710 [math.OC] (2024) Full Text: arXiv OA License
Jing, Guangdong Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty. arXiv:2403.15703 Preprint, arXiv:2403.15703 [math.OC] (2024). MSC: 93E20 60H07 60H10 BibTeX Cite \textit{G. Jing}, ``Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty'', Preprint, arXiv:2403.15703 [math.OC] (2024) Full Text: arXiv OA License
Döbler, Christian New bounds for normal approximation on product spaces with applications to monochromatic edges, random sums and an infinite de Jong CLT. arXiv:2403.14334 Preprint, arXiv:2403.14334 [math.PR] (2024). MSC: 60F05 60H07 BibTeX Cite \textit{C. Döbler}, ``New bounds for normal approximation on product spaces with applications to monochromatic edges, random sums and an infinite de Jong CLT'', Preprint, arXiv:2403.14334 [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
Clozeau, Nicolas; Gloria, Antoine; Qi, Siguang Quantitative homogenization for log-normal coefficients. arXiv:2403.00168 Preprint, arXiv:2403.00168 [math.AP] (2024). MSC: 35R60 35B27 35B65 60F05 60H07 BibTeX Cite \textit{N. Clozeau} et al., ``Quantitative homogenization for log-normal coefficients'', Preprint, arXiv:2403.00168 [math.AP] (2024) Full Text: arXiv OA License
Gloria, Antoine; Qi, Siguang Quantitative homogenization for log-normal coefficients via Malliavin calculus: the one-dimensional case. arXiv:2402.19182 Preprint, arXiv:2402.19182 [math.AP] (2024). MSC: 35R60 35B27 35B65 60H07 BibTeX Cite \textit{A. Gloria} and \textit{S. Qi}, ``Quantitative homogenization for log-normal coefficients via Malliavin calculus: the one-dimensional case'', Preprint, arXiv:2402.19182 [math.AP] (2024) Full Text: arXiv OA License
Abramov, Vyacheslav M. Unexpected properties of Markov chains with infinitely countable set of states. arXiv:2402.16004 Preprint, arXiv:2402.16004 [math.PR] (2024). MSC: 60J10 60J80 60J27 60H07 BibTeX Cite \textit{V. M. Abramov}, ``Unexpected properties of Markov chains with infinitely countable set of states'', Preprint, arXiv:2402.16004 [math.PR] (2024) Full Text: arXiv OA License
Bugini, Fabio; Coghi, Michele; Nilssen, Torstein Malliavin Calculus for rough stochastic differential equations. arXiv:2402.12056 Preprint, arXiv:2402.12056 [math.PR] (2024). MSC: 60H07 60H10 60L20 BibTeX Cite \textit{F. Bugini} et al., ``Malliavin Calculus for rough stochastic differential equations'', Preprint, arXiv:2402.12056 [math.PR] (2024) Full Text: arXiv OA License
Liu, Yanghui Limit theorems for compensated weighted sums and application to numerical approximations. arXiv:2401.16338 Preprint, arXiv:2401.16338 [math.PR] (2024). MSC: 60F17 60H07 BibTeX Cite \textit{Y. Liu}, ``Limit theorems for compensated weighted sums and application to numerical approximations'', Preprint, arXiv:2401.16338 [math.PR] (2024) Full Text: arXiv OA License
Broux, Lucas; Otto, Felix; Tempelmayr, Markus Lecture notes on Malliavin calculus in regularity structures. arXiv:2401.05935 Preprint, arXiv:2401.05935 [math.PR] (2024). MSC: 60H17 60L30 60H07 81T16 BibTeX Cite \textit{L. Broux} et al., ``Lecture notes on Malliavin calculus in regularity structures'', Preprint, arXiv:2401.05935 [math.PR] (2024) Full Text: arXiv OA License
Rey, Clément Hörmander properties of discrete time Markov processes. arXiv:2401.01167 Preprint, arXiv:2401.01167 [math.PR] (2024). MSC: 60J05 60H50 60H07 35H10 60F17 BibTeX Cite \textit{C. Rey}, ``Hörmander properties of discrete time Markov processes'', Preprint, arXiv:2401.01167 [math.PR] (2024) Full Text: arXiv OA License
Alòs, Elisa; Nualart, Eulalia; Pravosud, Makar On the implied volatility of Asian options under stochastic volatility models. (English) Zbl 07878241 Appl. Math. Finance 30, No. 5, 249-274 (2023). MSC: 91G20 60H07 PDFBibTeX XMLCite \textit{E. Alòs} et al., Appl. Math. Finance 30, No. 5, 249--274 (2023; Zbl 07878241) Full Text: DOI arXiv
Kgomo, Shadrack Makwena; Mhlanga, Farai Julius On the sensitivity analysis of spread options using Malliavin calculus. (English) Zbl 1540.60102 Novi Sad J. Math. 53, No. 2, 131-153 (2023). MSC: 60H07 91G20 91G60 PDFBibTeX XMLCite \textit{S. M. Kgomo} and \textit{F. J. Mhlanga}, Novi Sad J. Math. 53, No. 2, 131--153 (2023; Zbl 1540.60102) Full Text: DOI arXiv
Otto, Felix; Seong, Kihoon; Tempelmayr, Markus Lecture notes on tree-free regularity structures. (English) Zbl 07856283 Mat. Contemp. 58, 150-196 (2023). MSC: 60L30 60H17 60H07 81T16 35K59 PDFBibTeX XMLCite \textit{F. Otto} et al., Mat. Contemp. 58, 150--196 (2023; Zbl 07856283) Full Text: DOI arXiv
Jaoshvili, Vakhtang; Jokhadze, Valeriane; Purtukhia, Omar Nonlinear filtering problem and martingale representation. (English) Zbl 07838514 Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 37, 19-22 (2023). MSC: 60G35 60H07 60H30 PDFBibTeX XMLCite \textit{V. Jaoshvili} et al., Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 37, 19--22 (2023; Zbl 07838514) Full Text: Link
Kosov, E. D. Regularity of distributions of Sobolev mappings in abstract settings. (English) Zbl 07820460 Math. Notes 114, No. 5, 862-874 (2023). MSC: 46E35 60H07 60F05 PDFBibTeX XMLCite \textit{E. D. Kosov}, Math. Notes 114, No. 5, 862--874 (2023; Zbl 07820460) Full Text: DOI
Khalfallah, Mohammed El-arbi; Hadji, Mohammed Lakhdar; Vives, Josep Pricing cumulative loss derivatives under additive models via Malliavin calculus. (English) Zbl 07805578 Bol. Soc. Parana. Mat. (3) 41, Paper No. 19, 15 p. (2023). MSC: 91G20 91G70 60H07 60G51 PDFBibTeX XMLCite \textit{M. E. a. Khalfallah} et al., Bol. Soc. Parana. Mat. (3) 41, Paper No. 19, 15 p. (2023; Zbl 07805578) Full Text: DOI OA License
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
Bogso, Antoine-Marie; Menoukeu Pamen, Olivier Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts. (English) Zbl 1533.60080 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1537-1564 (2023). MSC: 60H07 60H50 60H17 60H15 PDFBibTeX XMLCite \textit{A.-M. Bogso} and \textit{O. Menoukeu Pamen}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1537--1564 (2023; Zbl 1533.60080) Full Text: arXiv Link
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
Torrisi, Giovanni Luca Quantitative multidimensional central limit theorems for means of the Dirichlet-Ferguson measure. (English) Zbl 1532.60046 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 825-860 (2023). MSC: 60F05 60G57 60H07 PDFBibTeX XMLCite \textit{G. L. Torrisi}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 825--860 (2023; Zbl 1532.60046) Full Text: Link
Geng, Xi; Wang, Sheng Non-degeneracy of stochastic line integrals. (English) Zbl 1539.60066 Electron. J. Probab. 28, Paper No. 121, 28 p. (2023). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H07 34F05 60H10 60L20 60L10 PDFBibTeX XMLCite \textit{X. Geng} and \textit{S. Wang}, Electron. J. Probab. 28, Paper No. 121, 28 p. (2023; Zbl 1539.60066) Full Text: DOI arXiv
Liu, Yanghui; Selk, Zachary; Tindel, Samy Convergence of trapezoid rule to rough integrals. (English) Zbl 07788710 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1434-1462 (2023). MSC: 60G15 60H07 60L20 PDFBibTeX XMLCite \textit{Y. Liu} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1434--1462 (2023; Zbl 07788710) Full Text: DOI arXiv
Es-Sebaiy, Khalifa; Alazemi, Fares; Al-Foraih, Mishari Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency. (English) Zbl 1532.60040 J. Inequal. Appl. 2023, Paper No. 62, 17 p. (2023). MSC: 60F05 60G15 60G10 62F12 60H07 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} et al., J. Inequal. Appl. 2023, Paper No. 62, 17 p. (2023; Zbl 1532.60040) Full Text: DOI arXiv OA License
Øksendal, Bernt Space-time stochastic calculus and white noise. (English) Zbl 1528.60067 Morel, Jean-Michel (ed.) et al., Mathematics going forward. Collected mathematical brushstrokes. Cham: Springer. Lect. Notes Math. 2313, 629-649 (2023). MSC: 60H15 60H10 60H40 60H07 PDFBibTeX XMLCite \textit{B. Øksendal}, Lect. Notes Math. 2313, 629--649 (2023; Zbl 1528.60067) Full Text: DOI arXiv
Balan, Raluca M.; Liang, Xiao Continuity in law for solutions of SPDEs with space-time homogeneous Gaussian noise. (English) Zbl 1534.60080 Stoch. Dyn. 23, No. 6, Article ID 2350050, 37 p. (2023). Reviewer: Jonas M. Tölle (Aalto) MSC: 60H15 60G60 60H07 PDFBibTeX XMLCite \textit{R. M. Balan} and \textit{X. Liang}, Stoch. Dyn. 23, No. 6, Article ID 2350050, 37 p. (2023; Zbl 1534.60080) Full Text: DOI arXiv
Alòs, Elisa; García-Lorite, David; Pravosud, Makar On the skew and curvature of the implied and local volatilities. (English) Zbl 1530.91542 Appl. Math. Finance 30, No. 1, 47-67 (2023). MSC: 91G15 60H07 PDFBibTeX XMLCite \textit{E. Alòs} et al., Appl. Math. Finance 30, No. 1, 47--67 (2023; Zbl 1530.91542) Full Text: DOI arXiv
Halconruy, Hélène The insider trading problem in a jump-binomial model. (English) Zbl 1536.91316 Decis. Econ. Finance 46, No. 2, 379-413 (2023). Reviewer: John O’Hara (Colchester) MSC: 91G15 60H07 PDFBibTeX XMLCite \textit{H. Halconruy}, Decis. Econ. Finance 46, No. 2, 379--413 (2023; Zbl 1536.91316) Full Text: DOI
Sang, Liheng; Chen, Zhenlong Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields. (English) Zbl 1523.60062 Front. Math. (Beijing) 18, No. 3, 591-614 (2023). MSC: 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{L. Sang} and \textit{Z. Chen}, Front. Math. (Beijing) 18, No. 3, 591--614 (2023; Zbl 1523.60062) Full Text: DOI
Aidara, Sadibou; Ndiaye, Assane; Sow, Ahmadou Bamba Generalized BDSDEs driven by fractional Brownian motion. (English) Zbl 1524.60116 Nonauton. Dyn. Syst. 10, Article ID 20220167, 11 p. (2023). MSC: 60H10 60H07 60G22 PDFBibTeX XMLCite \textit{S. Aidara} et al., Nonauton. Dyn. Syst. 10, Article ID 20220167, 11 p. (2023; Zbl 1524.60116) Full Text: DOI OA License
Chertovskih, Roman; Shamarova, Evelina Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression. (English) Zbl 1535.60095 Potential Anal. 59, No. 3, 1457-1479 (2023). MSC: 60H10 60H07 92C40 PDFBibTeX XMLCite \textit{R. Chertovskih} and \textit{E. Shamarova}, Potential Anal. 59, No. 3, 1457--1479 (2023; Zbl 1535.60095) Full Text: DOI arXiv