Qian, Zhongmin; Ren, Panpan; Wang, Feng-Yu Entropy estimate for degenerate SDEs with applications to nonlinear kinetic Fokker-Planck equations. (English) Zbl 07906778 SIAM J. Math. Anal. 56, No. 4, 5330-5349 (2024). MSC: 37Kxx 60J60 60H30 PDFBibTeX XMLCite \textit{Z. Qian} et al., SIAM J. Math. Anal. 56, No. 4, 5330--5349 (2024; Zbl 07906778) Full Text: DOI arXiv
Pavlyukevich, Ilya; Ritsch, Marian Stochastic energy-balance model with a moving ice line. (English) Zbl 07906730 SIAM J. Appl. Dyn. Syst. 23, No. 3, 2061-2098 (2024). MSC: 60H30 60J70 37H30 86A08 PDFBibTeX XMLCite \textit{I. Pavlyukevich} and \textit{M. Ritsch}, SIAM J. Appl. Dyn. Syst. 23, No. 3, 2061--2098 (2024; Zbl 07906730) Full Text: DOI arXiv
Collins-Woodfin, Elizabeth; Paquette, Elliot High-dimensional limit of one-pass SGD on least squares. (English) Zbl 07905720 Electron. Commun. Probab. 29, Paper No. 3, 15 p. (2024). MSC: 60H30 65F10 60E15 62H25 PDFBibTeX XMLCite \textit{E. Collins-Woodfin} and \textit{E. Paquette}, Electron. Commun. Probab. 29, Paper No. 3, 15 p. (2024; Zbl 07905720) Full Text: DOI arXiv Link OA License
Bizeul, Pierre On measures strongly log-concave on a subspace. (English. French summary) Zbl 07904827 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1090-1100 (2024). MSC: 60D05 60H30 52A23 PDFBibTeX XMLCite \textit{P. Bizeul}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1090--1100 (2024; Zbl 07904827) Full Text: DOI arXiv Link
Hu, Ying; Wen, Jiaqiang; Xiong, Jie Backward doubly stochastic differential equations and SPDEs with quadratic growth. (English) Zbl 07904808 Stochastic Processes Appl. 175, Article ID 104405, 22 p. (2024). MSC: 60H10 60H15 60H30 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stochastic Processes Appl. 175, Article ID 104405, 22 p. (2024; Zbl 07904808) Full Text: DOI arXiv
Tang, Shanjian; Zhang, Huilin Classical solution of path-dependent mean-field semilinear PDEs. (English) Zbl 07904052 Electron. J. Probab. 29, Paper No. 90, 55 p. (2024). MSC: 35A09 60H10 60H30 PDFBibTeX XMLCite \textit{S. Tang} and \textit{H. Zhang}, Electron. J. Probab. 29, Paper No. 90, 55 p. (2024; Zbl 07904052) Full Text: DOI arXiv Link OA License
Feng, Siqi; Gao, Lei; Wang, Guangchen; Xiao, Hua Maximum principle for stochastic control system with elephant memory and jump diffusion. (English) Zbl 07903363 J. Syst. Sci. Complex. 37, No. 4, 1392-1412 (2024). MSC: 93E20 60H30 91A15 PDFBibTeX XMLCite \textit{S. Feng} et al., J. Syst. Sci. Complex. 37, No. 4, 1392--1412 (2024; Zbl 07903363) Full Text: DOI
Wang, Hongxia; Hu, Yuxi; Li, Zixing; Song, Lianfeng Stochastic LQ control with extra measurability restriction. (English) Zbl 07903344 J. Syst. Sci. Complex. 37, No. 3, 1003-1022 (2024). MSC: 93E20 49N10 60H30 PDFBibTeX XMLCite \textit{H. Wang} et al., J. Syst. Sci. Complex. 37, No. 3, 1003--1022 (2024; Zbl 07903344) Full Text: DOI
Wang, Yu Linear-quadratic Pareto cooperative game for mean-field backward stochastic system. (English) Zbl 07903341 J. Syst. Sci. Complex. 37, No. 3, 947-964 (2024). MSC: 91A12 91A23 60H30 91G10 PDFBibTeX XMLCite \textit{Y. Wang}, J. Syst. Sci. Complex. 37, No. 3, 947--964 (2024; Zbl 07903341) Full Text: DOI
Puttkammer, Friedrich; Lindner, Benjamin Fluctuation-response relations for integrate-and-fire models with an absolute refractory period. (English) Zbl 07903258 Biol. Cybern. 118, No. 1-2, 7-19 (2024). MSC: 92C20 60H30 PDFBibTeX XMLCite \textit{F. Puttkammer} and \textit{B. Lindner}, Biol. Cybern. 118, No. 1--2, 7--19 (2024; Zbl 07903258) Full Text: DOI OA License
Deng, Yu; Nahmod, Andrea R.; Yue, Haitian The probabilistic scaling paradigm. (English) Zbl 07903084 Vietnam J. Math. 52, No. 4, 1001-1015 (2024). MSC: 35Q55 35Q41 35Q60 35Q79 35R60 15A69 15B52 37E20 60H30 60H40 35B65 35A01 35A02 35R25 PDFBibTeX XMLCite \textit{Y. Deng} et al., Vietnam J. Math. 52, No. 4, 1001--1015 (2024; Zbl 07903084) Full Text: DOI arXiv
Georgiou, Kyriakos; Yannacopoulos, Athanasios N. Deep neural networks for probability of default modelling. (English) Zbl 07901720 J. Ind. Manag. Optim. 20, No. 12, 3647-3677 (2024). MSC: 60H30 68T07 45K05 91G40 91G60 91-08 PDFBibTeX XMLCite \textit{K. Georgiou} and \textit{A. N. Yannacopoulos}, J. Ind. Manag. Optim. 20, No. 12, 3647--3677 (2024; Zbl 07901720) Full Text: DOI
Bulut, Aynur Probabilistic well-posedness for the nonlinear wave equation on \(B_2 \times\mathbb{T}\). (English) Zbl 07901516 Discrete Contin. Dyn. Syst. 44, No. 11, 3553-3571 (2024). MSC: 35L05 35A01 58J45 60H30 PDFBibTeX XMLCite \textit{A. Bulut}, Discrete Contin. Dyn. Syst. 44, No. 11, 3553--3571 (2024; Zbl 07901516) Full Text: DOI arXiv
Zhen-Qing, Chen Time fractional equations and anomalous sub-diffusions – in memory of Professor Shisong Mao. (English) Zbl 07901049 Chin. J. Appl. Probab. Stat. 40, No. 2, 323-342 (2024). MSC: 26A33 60H30 34K37 01A70 PDFBibTeX XMLCite \textit{C. Zhen-Qing}, Chin. J. Appl. Probab. Stat. 40, No. 2, 323--342 (2024; Zbl 07901049) Full Text: DOI
Li, Hanwu; Liu, Guomin Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators. (English) Zbl 07900859 J. Theor. Probab. 37, No. 3, 2615-2645 (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{H. Li} and \textit{G. Liu}, J. Theor. Probab. 37, No. 3, 2615--2645 (2024; Zbl 07900859) Full Text: DOI arXiv
Issoglio, Elena; Russo, Francesco Stochastic differential equations with singular coefficients: the martingale problem view and the stochastic dynamics view. (English) Zbl 07900852 J. Theor. Probab. 37, No. 3, 2352-2393 (2024). MSC: 60H10 60H30 60H50 PDFBibTeX XMLCite \textit{E. Issoglio} and \textit{F. Russo}, J. Theor. Probab. 37, No. 3, 2352--2393 (2024; Zbl 07900852) Full Text: DOI arXiv OA License
Kazeykina, Anna; Ren, Zhenjie; Tan, Xiaolu; Yang, Junjian Ergodicity of the underdamped mean-field Langevin dynamics. (English) Zbl 07900407 Ann. Appl. Probab. 34, No. 3, 3181-3226 (2024). MSC: 37M25 60H10 60H30 60J60 PDFBibTeX XMLCite \textit{A. Kazeykina} et al., Ann. Appl. Probab. 34, No. 3, 3181--3226 (2024; Zbl 07900407) Full Text: DOI arXiv Link
Itkin, David; Larsson, Martin Open markets and hybrid Jacobi processes. (English) Zbl 07900402 Ann. Appl. Probab. 34, No. 3, 2940-2985 (2024). MSC: 91G10 60G44 60H30 91G15 60J46 PDFBibTeX XMLCite \textit{D. Itkin} and \textit{M. Larsson}, Ann. Appl. Probab. 34, No. 3, 2940--2985 (2024; Zbl 07900402) Full Text: DOI arXiv Link
Liu, Qun Dynamical analysis of a stochastic maize streak virus epidemic model with logarithmic Ornstein-Uhlenbeck process. (English) Zbl 07899614 J. Math. Biol. 89, No. 3, Paper No. 30, 75 p. (2024). MSC: 92D30 60H30 PDFBibTeX XMLCite \textit{Q. Liu}, J. Math. Biol. 89, No. 3, Paper No. 30, 75 p. (2024; Zbl 07899614) Full Text: DOI
Kim, Kon-Gun; Kim, Mun-Chol; Hwang, Ho-Jin Representation of solutions to quadratic 2BSDEs with unbounded terminal values. (English) Zbl 07898566 Stat. Probab. Lett. 213, Article ID 110191, 11 p. (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{K.-G. Kim} et al., Stat. Probab. Lett. 213, Article ID 110191, 11 p. (2024; Zbl 07898566) Full Text: DOI
Wang, Sheng; Dong, Lijuan Dynamics of a stochastic regime-switching four-species food chain model with distributed delays and harvesting. (English) Zbl 07898498 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 25, 15 p. (2024). MSC: 92D25 60H30 PDFBibTeX XMLCite \textit{S. Wang} and \textit{L. Dong}, Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 25, 15 p. (2024; Zbl 07898498) Full Text: DOI
Alia, Ishak; Alia, Mohamed Sofiane Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model. (English) Zbl 07897757 Math. Control Relat. Fields 14, No. 3, 918-971 (2024). MSC: 91B51 93E20 60H30 93E99 60H10 PDFBibTeX XMLCite \textit{I. Alia} and \textit{M. S. Alia}, Math. Control Relat. Fields 14, No. 3, 918--971 (2024; Zbl 07897757) Full Text: DOI
Li, Guanxu; Wu, Zhen The mean field optimal switching problem: variational inequality approach. (English) Zbl 07897756 Math. Control Relat. Fields 14, No. 3, 896-917 (2024). MSC: 49N80 49J40 90C39 35Q93 35Q89 60H30 PDFBibTeX XMLCite \textit{G. Li} and \textit{Z. Wu}, Math. Control Relat. Fields 14, No. 3, 896--917 (2024; Zbl 07897756) Full Text: DOI
Hata, Hiroaki A long-term optimal consumption and investment problem with partial information. (English) Zbl 07897755 Math. Control Relat. Fields 14, No. 3, 867-895 (2024). MSC: 91G10 93E20 91B28 60H30 PDFBibTeX XMLCite \textit{H. Hata}, Math. Control Relat. Fields 14, No. 3, 867--895 (2024; Zbl 07897755) Full Text: DOI
Ren, Panpan; Tang, Hao; Wang, Feng-Yu Distribution-path dependent nonlinear SPDEs with application to stochastic transport type equations. (English) Zbl 07896861 Potential Anal. 61, No. 2, 379-407 (2024). MSC: 60H15 35Q35 60H30 35A01 PDFBibTeX XMLCite \textit{P. Ren} et al., Potential Anal. 61, No. 2, 379--407 (2024; Zbl 07896861) Full Text: DOI arXiv OA License
Wang, Haoran; Zariphopoulou, Thaleia Optimal liquidation with dynamic parameter updating: a forward approach. (English) Zbl 07896282 Probab. Uncertain. Quant. Risk 9, No. 2, 235-262 (2024). MSC: 91G30 60H30 93C95 93E20 93E35 PDFBibTeX XMLCite \textit{H. Wang} and \textit{T. Zariphopoulou}, Probab. Uncertain. Quant. Risk 9, No. 2, 235--262 (2024; Zbl 07896282) Full Text: DOI
Wang, Haoran Forward indifference valuation for dynamically incoming projects. (English) Zbl 07896281 Probab. Uncertain. Quant. Risk 9, No. 2, 219-234 (2024). MSC: 91G10 60H30 91G30 PDFBibTeX XMLCite \textit{H. Wang}, Probab. Uncertain. Quant. Risk 9, No. 2, 219--234 (2024; Zbl 07896281) Full Text: DOI
Angoshtari, Bahman; Duan, Shida Rank-dependent predictable forward performance processes. (English) Zbl 07896280 Probab. Uncertain. Quant. Risk 9, No. 2, 181-218 (2024). MSC: 91G10 91G80 60H30 PDFBibTeX XMLCite \textit{B. Angoshtari} and \textit{S. Duan}, Probab. Uncertain. Quant. Risk 9, No. 2, 181--218 (2024; Zbl 07896280) Full Text: DOI arXiv
Borysenko, Olga; Borysenko, Oleksandr Stochastic Lotka-Volterra mutualism model with jumps. (English) Zbl 07892661 Mod. Stoch., Theory Appl. 11, No. 3, 289-301 (2024). MSC: 92D25 60H30 PDFBibTeX XMLCite \textit{O. Borysenko} and \textit{O. Borysenko}, Mod. Stoch., Theory Appl. 11, No. 3, 289--301 (2024; Zbl 07892661) Full Text: DOI
Cherif, Dorsaf; El Mansour, Meriam; Lepinette, Emmanuel A short note on super-hedging an arbitrary number of European options with integer-valued strategies. (English) Zbl 07891548 J. Optim. Theory Appl. 201, No. 3, 1301-1312 (2024). MSC: 60-08 60H30 90-05 91-05 91-10 91G15 PDFBibTeX XMLCite \textit{D. Cherif} et al., J. Optim. Theory Appl. 201, No. 3, 1301--1312 (2024; Zbl 07891548) Full Text: DOI arXiv
Dolinskyi, Leonid; Dolinsky, Yan Optimal liquidation with high risk aversion and small linear price impact. (English) Zbl 07890796 Decis. Econ. Finance 47, No. 1, 183-198 (2024). MSC: 91G20 91B16 91G10 60H30 PDFBibTeX XMLCite \textit{L. Dolinskyi} and \textit{Y. Dolinsky}, Decis. Econ. Finance 47, No. 1, 183--198 (2024; Zbl 07890796) Full Text: DOI arXiv OA License
El Asri, Brahim; Ourkiya, Nacer Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator. (English) Zbl 07889784 Dyn. Games Appl. 14, No. 3, 549-577 (2024). MSC: 91A10 91A15 60H30 49L25 PDFBibTeX XMLCite \textit{B. El Asri} and \textit{N. Ourkiya}, Dyn. Games Appl. 14, No. 3, 549--577 (2024; Zbl 07889784) Full Text: DOI arXiv
Itkin, Andrey Short time behavior of the ATM implied skew in the ADO-Heston model. (English) Zbl 07889733 Front. Math. Finance 3, No. 2, 214-238 (2024). MSC: 91G20 60G22 60H30 91B70 PDFBibTeX XMLCite \textit{A. Itkin}, Front. Math. Finance 3, No. 2, 214--238 (2024; Zbl 07889733) Full Text: DOI
Elbaz, Islam M.; Sohaly, Mohamed A.; El-Metwally, Hamdy A. Optimizing criterion for the upper limit of the signal response of brain neurons. (English) Zbl 07889425 Math. Popul. Stud. 31, No. 2, 87-104 (2024). MSC: 92B20 34A34 60H30 PDFBibTeX XMLCite \textit{I. M. Elbaz} et al., Math. Popul. Stud. 31, No. 2, 87--104 (2024; Zbl 07889425) Full Text: DOI
Nguyen T. Hieu; Dang H. Nguyen; Nhu N. Nguyen; Tran D. Tuong Hybrid stochastic SIS epidemic models with vaccination: stability of the disease-free state and applications. (English) Zbl 07889315 Nonlinear Anal., Hybrid Syst. 53, Article ID 101492, 18 p. (2024). MSC: 92D30 92C60 60H30 PDFBibTeX XMLCite \textit{Nguyen T. Hieu} et al., Nonlinear Anal., Hybrid Syst. 53, Article ID 101492, 18 p. (2024; Zbl 07889315) Full Text: DOI
Niu, Lijuan; Chen, Qiaoling; Teng, Zhidong; Rifhat, Ramziya; Zhang, Ge Stationary distribution and probability density function of a stochastic COVID-19 infections model with general incidence. (English) Zbl 07887341 J. Franklin Inst. 361, No. 12, Article ID 106963, 25 p. (2024). MSC: 92C60 60H30 35Q84 PDFBibTeX XMLCite \textit{L. Niu} et al., J. Franklin Inst. 361, No. 12, Article ID 106963, 25 p. (2024; Zbl 07887341) Full Text: DOI
Liao, Tiancai Stochastic dynamics of a plankton model with zooplankton selectivity and nutritional value of phytoplankton. (English) Zbl 07886658 J. Appl. Math. Comput. 70, No. 1, 251-283 (2024). MSC: 92D25 92D40 60H30 PDFBibTeX XMLCite \textit{T. Liao}, J. Appl. Math. Comput. 70, No. 1, 251--283 (2024; Zbl 07886658) Full Text: DOI
Shi, Xiaomin; Xu, Zuo Quan Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients. (English) Zbl 07885773 Syst. Control Lett. 188, Article ID 105796, 10 p. (2024). MSC: 91G05 60H30 PDFBibTeX XMLCite \textit{X. Shi} and \textit{Z. Q. Xu}, Syst. Control Lett. 188, Article ID 105796, 10 p. (2024; Zbl 07885773) Full Text: DOI arXiv
Šiška, David; Szpruch, Łukasz Gradient flows for regularized stochastic control problems. (English) Zbl 07885156 SIAM J. Control Optim. 62, No. 4, 2036-2070 (2024). MSC: 93E20 60H30 37L40 PDFBibTeX XMLCite \textit{D. Šiška} and \textit{Ł. Szpruch}, SIAM J. Control Optim. 62, No. 4, 2036--2070 (2024; Zbl 07885156) Full Text: DOI arXiv
Shi, Zhenfeng; Jiang, Daqing Unveiling measles transmission dynamics: insights from a stochastic model with nonlinear incidence. (English) Zbl 07883983 Stud. Appl. Math. 152, No. 4, 1077-1109 (2024). MSC: 92D30 60G10 60H30 PDFBibTeX XMLCite \textit{Z. Shi} and \textit{D. Jiang}, Stud. Appl. Math. 152, No. 4, 1077--1109 (2024; Zbl 07883983) Full Text: DOI
Bogachev, V. I.; Shaposhnikov, S. V. On reconstruction of Kolmogorov operators with discontinuous coefficients. (English) Zbl 07883839 Dokl. Math. 109, No. 2, 103-106 (2024). MSC: 47-XX 35Q84 60H30 60Gxx PDFBibTeX XMLCite \textit{V. I. Bogachev} and \textit{S. V. Shaposhnikov}, Dokl. Math. 109, No. 2, 103--106 (2024; Zbl 07883839) Full Text: DOI
Bevia, Vicente J.; Cortés, Juan Carlos; Pérez, Cristina Luisovna; Villanueva, Rafael-Jacinto Probabilistic analysis of a class of compartmental models formulated by random differential equations. (English) Zbl 07883043 Math. Methods Appl. Sci. 47, No. 12, 9493-9523 (2024). MSC: 34F05 60H30 PDFBibTeX XMLCite \textit{V. J. Bevia} et al., Math. Methods Appl. Sci. 47, No. 12, 9493--9523 (2024; Zbl 07883043) Full Text: DOI OA License
Zhang, Xuxin; Tian, Linlin Optimal reinsurance and investment problems to minimize the probability of drawdown. (English) Zbl 07882641 J. Ind. Manag. Optim. 20, No. 10, 3148-3164 (2024). MSC: 60H30 91Gxx PDFBibTeX XMLCite \textit{X. Zhang} and \textit{L. Tian}, J. Ind. Manag. Optim. 20, No. 10, 3148--3164 (2024; Zbl 07882641) Full Text: DOI
Wang, Ning; Zhang, Yumo Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models. (English) Zbl 07882275 Insur. Math. Econ. 117, 67-98 (2024). MSC: 91G05 91A15 60H30 PDFBibTeX XMLCite \textit{N. Wang} and \textit{Y. Zhang}, Insur. Math. Econ. 117, 67--98 (2024; Zbl 07882275) Full Text: DOI
Belshiasheeela, I. R.; Ghosh, Mini The role of zooplankton in the growth of algal bloom: a mathematical study. (English) Zbl 07880489 Stochastic Anal. Appl. 42, No. 3, 591-621 (2024). MSC: 92D40 92D25 34C23 60H30 PDFBibTeX XMLCite \textit{I. R. Belshiasheeela} and \textit{M. Ghosh}, Stochastic Anal. Appl. 42, No. 3, 591--621 (2024; Zbl 07880489) Full Text: DOI
Bignamini, Davide A.; Ferrari, Simone Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise. (English) Zbl 07880485 Stochastic Anal. Appl. 42, No. 3, 499-515 (2024). MSC: 35R15 35R60 47D06 47D07 60H30 PDFBibTeX XMLCite \textit{D. A. Bignamini} and \textit{S. Ferrari}, Stochastic Anal. Appl. 42, No. 3, 499--515 (2024; Zbl 07880485) Full Text: DOI arXiv
Gliklikh, Yuriĭ Evgen’evich On global in time solutions of stochastic algebraic-differerential equations with forward mean derivatives. (English) Zbl 07879224 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 17, No. 2, 96-103 (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{Y. E. Gliklikh}, Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 17, No. 2, 96--103 (2024; Zbl 07879224) Full Text: DOI MNR
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
Ernst, P. A.; Mei, H.; Peskir, G. Quickest real-time detection of multiple Brownian drifts. (English) Zbl 07878644 SIAM J. Control Optim. 62, No. 3, 1832-1856 (2024). MSC: 60G40 60J65 60H30 35H10 45G10 62C10 PDFBibTeX XMLCite \textit{P. A. Ernst} et al., SIAM J. Control Optim. 62, No. 3, 1832--1856 (2024; Zbl 07878644) Full Text: DOI arXiv
Li, Shuang; Xiong, Jie SIR epidemic model with non-Lipschitz stochastic perturbations. (English) Zbl 07878521 Stat. Probab. Lett. 210, Article ID 110109, 10 p. (2024). MSC: 92D30 60H30 PDFBibTeX XMLCite \textit{S. Li} and \textit{J. Xiong}, Stat. Probab. Lett. 210, Article ID 110109, 10 p. (2024; Zbl 07878521) Full Text: DOI
Ranilla-Cortina, Sandra; Vigo-Aguiar, Jesús Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study. (English) Zbl 07876170 J. Comput. Appl. Math. 446, Article ID 115855, 16 p. (2024). MSC: 91G10 91G15 60H30 PDFBibTeX XMLCite \textit{S. Ranilla-Cortina} and \textit{J. Vigo-Aguiar}, J. Comput. Appl. Math. 446, Article ID 115855, 16 p. (2024; Zbl 07876170) Full Text: DOI
Zhang, Xiaofeng A stochastic non-autonomous chemostat model with mean-reverting Ornstein-Uhlenbeck process on the washout rate. (English) Zbl 07876096 J. Dyn. Differ. Equations 36, No. 2, 1819-1849 (2024). MSC: 92C75 60G10 60H30 PDFBibTeX XMLCite \textit{X. Zhang}, J. Dyn. Differ. Equations 36, No. 2, 1819--1849 (2024; Zbl 07876096) Full Text: DOI
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems. (English) Zbl 07874610 Finance Stoch. 28, No. 3, 813-863 (2024). MSC: 91G15 93E20 49N10 60H30 PDFBibTeX XMLCite \textit{J. Ackermann} et al., Finance Stoch. 28, No. 3, 813--863 (2024; Zbl 07874610) Full Text: DOI arXiv OA License
Horst, Ulrich; Kivman, Evgueni Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies. (English) Zbl 07874609 Finance Stoch. 28, No. 3, 759-812 (2024). MSC: 91G15 60G48 93E20 60H30 PDFBibTeX XMLCite \textit{U. Horst} and \textit{E. Kivman}, Finance Stoch. 28, No. 3, 759--812 (2024; Zbl 07874609) Full Text: DOI arXiv OA License
Li, Danping; Chen, Lv; Qian, Linyi; Wang, Wei Equilibrium reinsurance strategy and mean residual life function. (English) Zbl 07874585 Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 758-777 (2024). MSC: 91G05 60H30 93E20 PDFBibTeX XMLCite \textit{D. Li} et al., Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 758--777 (2024; Zbl 07874585) Full Text: DOI
Onjan, Chananun; Phetpradap, Parkpoom A novel technology-based stochastic epidemic model. (English) Zbl 07874434 Thai J. Math. 22, No. 1, 19-34 (2024). MSC: 92D30 92-10 60H30 PDFBibTeX XMLCite \textit{C. Onjan} and \textit{P. Phetpradap}, Thai J. Math. 22, No. 1, 19--34 (2024; Zbl 07874434) Full Text: Link
Kim, Donghan; Yeung, Lane Chun A trajectorial approach to entropy dissipation for degenerate parabolic equations. (English) Zbl 07874419 Bernoulli 30, No. 3, 2253-2274 (2024). MSC: 35K65 35K20 35K59 60H30 PDFBibTeX XMLCite \textit{D. Kim} and \textit{L. C. Yeung}, Bernoulli 30, No. 3, 2253--2274 (2024; Zbl 07874419) Full Text: DOI arXiv Link
Liang, Hong; Chen, Zhiping; Jing, Kaili Actor-critic reinforcement learning algorithms for mean field games in continuous time, state and action spaces. (English) Zbl 07873824 Appl. Math. Optim. 89, No. 3, Paper No. 72, 35 p. (2024). MSC: 91A16 60H30 PDFBibTeX XMLCite \textit{H. Liang} et al., Appl. Math. Optim. 89, No. 3, Paper No. 72, 35 p. (2024; Zbl 07873824) Full Text: DOI
Glover, Kristoffer; Peskir, Goran Quickest detection problems for Ornstein-Uhlenbeck processes. (English) Zbl 07872327 Math. Oper. Res. 49, No. 2, 1045-1064 (2024). MSC: 60G40 60J60 60H30 35K57 45G10 62C10 PDFBibTeX XMLCite \textit{K. Glover} and \textit{G. Peskir}, Math. Oper. Res. 49, No. 2, 1045--1064 (2024; Zbl 07872327) Full Text: DOI
Makoveeva, Eugenya V.; Tsvetkov, Ivan N.; Ryashko, Lev B. Stochastically-induced dynamics of earthquakes. (English) Zbl 07871680 Math. Methods Appl. Sci. 47, No. 8, 6762-6769 (2024). MSC: 60H30 PDFBibTeX XMLCite \textit{E. V. Makoveeva} et al., Math. Methods Appl. Sci. 47, No. 8, 6762--6769 (2024; Zbl 07871680) Full Text: DOI
Cao, Zhongwei; Guo, Chenguang; Shi, Zhenfeng; Song, Zhifei; Zu, Li Stochastic virus infection model with Ornstein-Uhlenbeck perturbation: extinction and stationary distribution analysis. (English) Zbl 07869404 Math. Methods Appl. Sci. 47, No. 9, 7156-7164 (2024). MSC: 37A50 37H30 60H30 92B05 PDFBibTeX XMLCite \textit{Z. Cao} et al., Math. Methods Appl. Sci. 47, No. 9, 7156--7164 (2024; Zbl 07869404) Full Text: DOI
Meng, Qingyan; Wang, Yejuan; Kloeden, Peter E.; Han, Xiaoying Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients. (English) Zbl 07869050 J. Differ. Equations 403, 1-28 (2024). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q84 35A01 35A02 60G51 60H30 65C05 35B65 35A24 35R60 PDFBibTeX XMLCite \textit{Q. Meng} et al., J. Differ. Equations 403, 1--28 (2024; Zbl 07869050) Full Text: DOI
Sergeev, I. N. Examples of autonomous differential systems with contrasting combinations of Lyapunov, Perron, and upper-limit stability measures. (English. Russian original) Zbl 07868321 Mosc. Univ. Math. Bull. 79, No. 1, 55-59 (2024); translation from Vestn. Mosk. Univ., Ser. I 79, No. 1, 50-54 (2024). MSC: 34D20 60H30 PDFBibTeX XMLCite \textit{I. N. Sergeev}, Mosc. Univ. Math. Bull. 79, No. 1, 55--59 (2024; Zbl 07868321); translation from Vestn. Mosk. Univ., Ser. I 79, No. 1, 50--54 (2024) Full Text: DOI
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Non-homogeneous stochastic LQ control with regime switching and random coefficients. (English) Zbl 07866368 Math. Control Relat. Fields 14, No. 2, 671-694 (2024). MSC: 93E20 49N10 60H30 91G10 PDFBibTeX XMLCite \textit{Y. Hu} et al., Math. Control Relat. Fields 14, No. 2, 671--694 (2024; Zbl 07866368) Full Text: DOI arXiv
Arharas, Ihsan; Ouknine, Youssef Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies. (English) Zbl 07865962 J. Theor. Probab. 37, No. 2, 1001-1038 (2024). MSC: 60H20 60H30 65C30 PDFBibTeX XMLCite \textit{I. Arharas} and \textit{Y. Ouknine}, J. Theor. Probab. 37, No. 2, 1001--1038 (2024; Zbl 07865962) Full Text: DOI arXiv
Keller, Christian Mean viability theorems and second-order Hamilton-Jacobi equations. (English) Zbl 07865497 SIAM J. Control Optim. 62, No. 3, 1615-1642 (2024). MSC: 35D40 35R60 49L20 93E20 49L25 60H30 PDFBibTeX XMLCite \textit{C. Keller}, SIAM J. Control Optim. 62, No. 3, 1615--1642 (2024; Zbl 07865497) Full Text: DOI arXiv
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
Elhachemy, Mohammed; El Otmani, Mohamed Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions. (English) Zbl 07864358 Random Oper. Stoch. Equ. 32, No. 2, 107-134 (2024). MSC: 60H10 60H30 35D40 35R09 PDFBibTeX XMLCite \textit{M. Elhachemy} and \textit{M. El Otmani}, Random Oper. Stoch. Equ. 32, No. 2, 107--134 (2024; Zbl 07864358) Full Text: DOI
Rybalova, E.; Nikishina, N.; Strelkova, G. Controlling spatiotemporal dynamics of neural networks by Lévy noise. (English) Zbl 07864154 Chaos 34, No. 4, Article ID 041103, 11 p. (2024). MSC: 60H30 34C15 60J70 PDFBibTeX XMLCite \textit{E. Rybalova} et al., Chaos 34, No. 4, Article ID 041103, 11 p. (2024; Zbl 07864154) Full Text: DOI
He, Xianping; Zhang, Yaru; Wang, Yue; Li, Zhi; Xu, Liping \(\eta\)-stability for stochastic functional differential equation driven by time-changed Brownian motion. (English) Zbl 07861755 J. Inequal. Appl. 2024, Paper No. 60, 15 p. (2024). MSC: 37H30 34K50 60H30 60J65 PDFBibTeX XMLCite \textit{X. He} et al., J. Inequal. Appl. 2024, Paper No. 60, 15 p. (2024; Zbl 07861755) Full Text: DOI OA License
Xu, Chuanlong; Lu, Chun; Li, Yufei Dynamical bifurcation of a stochastic Holling-II predator-prey model with infinite distributed delays. (English) Zbl 07861503 Commun. Nonlinear Sci. Numer. Simul. 135, Article ID 108077, 21 p. (2024). MSC: 92D25 60H30 34K18 PDFBibTeX XMLCite \textit{C. Xu} et al., Commun. Nonlinear Sci. Numer. Simul. 135, Article ID 108077, 21 p. (2024; Zbl 07861503) Full Text: DOI
Gao, Peng Averaging principles for multiscale stochastic Cahn-Hilliard system. (English) Zbl 07860719 J. Math. Phys. 65, No. 5, Article ID 052702, 24 p. (2024). MSC: 60H15 60H30 35R60 35K57 70K65 PDFBibTeX XMLCite \textit{P. Gao}, J. Math. Phys. 65, No. 5, Article ID 052702, 24 p. (2024; Zbl 07860719) Full Text: DOI
Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela Dynamic capital allocation rules via BSDEs: an axiomatic approach. (English) Zbl 1537.91360 Ann. Oper. Res. 336, No. 1-2, 749-772 (2024). MSC: 91G70 60H30 PDFBibTeX XMLCite \textit{E. Mastrogiacomo} and \textit{E. Rosazza Gianin}, Ann. Oper. Res. 336, No. 1--2, 749--772 (2024; Zbl 1537.91360) Full Text: DOI arXiv OA License
Alasseur, Clémence; Campi, Luciano; Dumitrescu, Roxana; Zeng, Jia MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. (English) Zbl 1537.91146 Ann. Oper. Res. 336, No. 1-2, 541-569 (2024). MSC: 91B41 91B42 91A15 91A16 49N80 93E20 60H30 PDFBibTeX XMLCite \textit{C. Alasseur} et al., Ann. Oper. Res. 336, No. 1--2, 541--569 (2024; Zbl 1537.91146) Full Text: DOI arXiv
Lu, Zhichao; Pang, Peiyuan; Xu, Yuhong; Zhang, Wenxin Portfolio selection with contrarian strategy. (English) Zbl 07859328 Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 16, 28 p. (2024). MSC: 91G10 60H30 PDFBibTeX XMLCite \textit{Z. Lu} et al., Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 16, 28 p. (2024; Zbl 07859328) Full Text: DOI
Zhang, Xiaoshan; Zhang, Xinhong Threshold behaviors and density function of a stochastic parasite-host epidemic model with Ornstein-Uhlenbeck process. (English) Zbl 1537.92151 Appl. Math. Lett. 153, Article ID 109079, 6 p. (2024). MSC: 92D30 60G10 60H30 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{X. Zhang}, Appl. Math. Lett. 153, Article ID 109079, 6 p. (2024; Zbl 1537.92151) Full Text: DOI
Tian, Yilin; Liu, Chao; Cheung, Lora Stationary distribution analysis of a stochastic SIAM epidemic model with Ornstein-Uhlenbeck process and media coverage. (English) Zbl 1537.92141 Appl. Math. Lett. 153, Article ID 109041, 7 p. (2024). MSC: 92D30 60G10 60G51 60H30 PDFBibTeX XMLCite \textit{Y. Tian} et al., Appl. Math. Lett. 153, Article ID 109041, 7 p. (2024; Zbl 1537.92141) Full Text: DOI
Liao, Tiancai Dynamical complexity driven by water temperature in a size-dependent phytoplankton-zooplankton model with environmental variability. (English) Zbl 1537.92158 Chin. J. Phys., Taipei 88, 557-583 (2024). MSC: 92D40 92D25 60G10 60H30 65C30 PDFBibTeX XMLCite \textit{T. Liao}, Chin. J. Phys., Taipei 88, 557--583 (2024; Zbl 1537.92158) Full Text: DOI
Choi, Jae-Hwan; Kim, Ildoo A maximal \(L_p\)-regularity theory to initial value problems with time measurable nonlocal operators generated by additive processes. (English) Zbl 07858457 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 352-415 (2024). MSC: 35S10 35B65 35R09 60H30 47G20 42B25 PDFBibTeX XMLCite \textit{J.-H. Choi} and \textit{I. Kim}, Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 352--415 (2024; Zbl 07858457) Full Text: DOI arXiv
Bringmann, Bjoern Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. II: Dynamics. (English) Zbl 07855540 J. Eur. Math. Soc. (JEMS) 26, No. 6, 1933-2089 (2024). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H15 35L25 60H30 PDFBibTeX XMLCite \textit{B. Bringmann}, J. Eur. Math. Soc. (JEMS) 26, No. 6, 1933--2089 (2024; Zbl 07855540) Full Text: DOI arXiv OA License
Leite, Saul C.; Fragoso, Marcelo D. A numerical method for ergodic optimal control of switching diffusions with reflection. (English) Zbl 1537.93788 Eur. J. Control 77, Article ID 100989, 14 p. (2024). MSC: 93E20 65K10 60H30 49M25 PDFBibTeX XMLCite \textit{S. C. Leite} and \textit{M. D. Fragoso}, Eur. J. Control 77, Article ID 100989, 14 p. (2024; Zbl 1537.93788) Full Text: DOI
Shi, Xuejun; Feng, Qun Viability for Itô stochastic systems with non-Lipschitzian coefficients and its application. (English) Zbl 07854502 Commun. Stat., Simulation Comput. 53, No. 1, 446-456 (2024). MSC: 60H99 60H30 PDFBibTeX XMLCite \textit{X. Shi} and \textit{Q. Feng}, Commun. Stat., Simulation Comput. 53, No. 1, 446--456 (2024; Zbl 07854502) Full Text: DOI
Waldon, Harrison Forward robust portfolio selection: the binomial case. (English) Zbl 1537.91289 Probab. Uncertain. Quant. Risk 9, No. 1, 107-122 (2024). MSC: 91G10 60H30 PDFBibTeX XMLCite \textit{H. Waldon}, Probab. Uncertain. Quant. Risk 9, No. 1, 107--122 (2024; Zbl 1537.91289) Full Text: DOI
Sun, Yifan; Wang, Falei \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE. (English) Zbl 1539.60072 Probab. Uncertain. Quant. Risk 9, No. 1, 85-106 (2024). MSC: 60H10 60H30 91G10 91G80 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{F. Wang}, Probab. Uncertain. Quant. Risk 9, No. 1, 85--106 (2024; Zbl 1539.60072) Full Text: DOI
Chong, Wing Fung; Liang, Gechun Optimal investment and consumption with forward preferences and uncertain parameters. (English) Zbl 1537.91279 Probab. Uncertain. Quant. Risk 9, No. 1, 65-84 (2024). MSC: 91G10 60H30 PDFBibTeX XMLCite \textit{W. F. Chong} and \textit{G. Liang}, Probab. Uncertain. Quant. Risk 9, No. 1, 65--84 (2024; Zbl 1537.91279) Full Text: DOI arXiv
Guo, Wenjuan; Zheng, Bo; Yu, Jianshe Modeling the dengue control dynamics based on a delay stochastic differential system. (English) Zbl 07853495 Comput. Appl. Math. 43, No. 4, Paper No. 166, 23 p. (2024). MSC: 34D23 37A50 60H10 60H30 PDFBibTeX XMLCite \textit{W. Guo} et al., Comput. Appl. Math. 43, No. 4, Paper No. 166, 23 p. (2024; Zbl 07853495) Full Text: DOI
Huang, Menglei; Zhou, Qing Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model. (English) Zbl 07853485 Comput. Appl. Math. 43, No. 4, Paper No. 156, 28 p. (2024). MSC: 49L20 60H30 91G10 93E20 90C39 PDFBibTeX XMLCite \textit{M. Huang} and \textit{Q. Zhou}, Comput. Appl. Math. 43, No. 4, Paper No. 156, 28 p. (2024; Zbl 07853485) Full Text: DOI
Chen, Xingzhi; Tian, Baodan; Xu, Xin; Yang, Ruoxi; Zhong, Shouming A stochastic SIS epidemic infectious diseases model with double stochastic perturbations. (English) Zbl 1537.92112 Int. J. Biomath. 17, No. 4, Article ID 2350040, 32 p. (2024). MSC: 92D30 60J70 60H30 PDFBibTeX XMLCite \textit{X. Chen} et al., Int. J. Biomath. 17, No. 4, Article ID 2350040, 32 p. (2024; Zbl 1537.92112) Full Text: DOI
Xu, Yuncheng; Liu, Sanyang; Sun, Xiaojun; Hu, Hua; Wang, Yu Asymptotic behavior of an SIQR epidemic model driven by Lévy jumps on scale-free networks. (English) Zbl 1539.92175 Int. J. Biomath. 17, No. 2, Article ID 2350013, 36 p. (2024). MSC: 92D30 60H30 PDFBibTeX XMLCite \textit{Y. Xu} et al., Int. J. Biomath. 17, No. 2, Article ID 2350013, 36 p. (2024; Zbl 1539.92175) Full Text: DOI
Deng, Chao; Su, Xizhi; Zhou, Chao Relative wealth concerns with partial information and heterogeneous priors. (English) Zbl 1537.91282 SIAM J. Financ. Math. 15, No. 2, 360-398 (2024). MSC: 91G10 60H30 91A80 PDFBibTeX XMLCite \textit{C. Deng} et al., SIAM J. Financ. Math. 15, No. 2, 360--398 (2024; Zbl 1537.91282) Full Text: DOI arXiv
Vladimirov, Igor G.; Petersen, Ian R. Covariance-analytic performance criteria, Hardy-Schatten norms and Wick-like ordering of cascaded systems. (English) Zbl 1539.93170 J. Franklin Inst. 361, No. 7, Article ID 106804, 24 p. (2024). MSC: 93E03 93C05 93C15 60H30 PDFBibTeX XMLCite \textit{I. G. Vladimirov} and \textit{I. R. Petersen}, J. Franklin Inst. 361, No. 7, Article ID 106804, 24 p. (2024; Zbl 1539.93170) Full Text: DOI arXiv
Lakhal, Mohammed; El Guendouz, Tarik; Taki, Regragui; El Fatini, Mohamed The threshold of a stochastic SIRS epidemic model with a general incidence. (English) Zbl 1539.92154 Bull. Malays. Math. Sci. Soc. (2) 47, No. 4, Paper No. 100, 25 p. (2024). MSC: 92D30 60H30 60G10 PDFBibTeX XMLCite \textit{M. Lakhal} et al., Bull. Malays. Math. Sci. Soc. (2) 47, No. 4, Paper No. 100, 25 p. (2024; Zbl 1539.92154) Full Text: DOI
Zhang, Yumo Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility. (English) Zbl 1537.91292 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 7, 47 p. (2024). MSC: 91G10 91A15 93E20 60H30 PDFBibTeX XMLCite \textit{Y. Zhang}, Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 7, 47 p. (2024; Zbl 1537.91292) Full Text: DOI
Huang, Shuo; Liang, Gechun A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem. (English) Zbl 1539.60020 J. Differ. Equations 398, 1-37 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60H30 65M15 35D40 PDFBibTeX XMLCite \textit{S. Huang} and \textit{G. Liang}, J. Differ. Equations 398, 1--37 (2024; Zbl 1539.60020) Full Text: DOI arXiv
Hao, Zimo; Röckner, Michael; Zhang, Xicheng Strong convergence of propagation of chaos for McKean-Vlasov SDEs with singular interactions. (English) Zbl 07849797 SIAM J. Math. Anal. 56, No. 2, 2661-2713 (2024). MSC: 60K35 60H10 60H30 PDFBibTeX XMLCite \textit{Z. Hao} et al., SIAM J. Math. Anal. 56, No. 2, 2661--2713 (2024; Zbl 07849797) Full Text: DOI arXiv
Liu, Yuncong; Wang, Yan; Jiang, Daqing Dynamic behaviors of a stochastic virus infection model with Beddington-DeAngelis incidence function, eclipse-stage and Ornstein-Uhlenbeck process. (English) Zbl 1539.92158 Math. Biosci. 369, Article ID 109154, 16 p. (2024). MSC: 92D30 60J60 60H30 PDFBibTeX XMLCite \textit{Y. Liu} et al., Math. Biosci. 369, Article ID 109154, 16 p. (2024; Zbl 1539.92158) Full Text: DOI
Hoang, Chau; Phan, Tuan Anh; Turtle, Cameron J.; Tian, Jianjun Paul A stochastic framework for evaluating CAR T cell therapy efficacy and variability. (English) Zbl 1539.92065 Math. Biosci. 368, Article ID 109141, 15 p. (2024). MSC: 92C50 60H30 PDFBibTeX XMLCite \textit{C. Hoang} et al., Math. Biosci. 368, Article ID 109141, 15 p. (2024; Zbl 1539.92065) Full Text: DOI
Zhang, Shengqiang; Meng, Yanling; Chakraborty, Amit Kumar; Wang, Hao Controlling smoking: a smoking epidemic model with different smoking degrees in deterministic and stochastic environments. (English) Zbl 1537.92149 Math. Biosci. 368, Article ID 109132, 15 p. (2024). MSC: 92D30 92D25 60H30 34C60 60J70 PDFBibTeX XMLCite \textit{S. Zhang} et al., Math. Biosci. 368, Article ID 109132, 15 p. (2024; Zbl 1537.92149) Full Text: DOI
Nguyen, Dung T.; Du, Nguyen H.; Nguyen, Son L. Asymptotic behavior for a stochastic behavioral change SIR model. (English) Zbl 1539.92164 J. Math. Anal. Appl. 538, No. 1, Article ID 128361, 27 p. (2024). MSC: 92D30 60G10 60H30 PDFBibTeX XMLCite \textit{D. T. Nguyen} et al., J. Math. Anal. Appl. 538, No. 1, Article ID 128361, 27 p. (2024; Zbl 1539.92164) Full Text: DOI
Zlatniczki, Adam; Telcs, Andras Application of portfolio optimization to achieve persistent time series. (English) Zbl 07846607 J. Optim. Theory Appl. 201, No. 2, 932-954 (2024). MSC: 60H30 62P05 90C90 PDFBibTeX XMLCite \textit{A. Zlatniczki} and \textit{A. Telcs}, J. Optim. Theory Appl. 201, No. 2, 932--954 (2024; Zbl 07846607) Full Text: DOI OA License