Kopyttsev, V. A. Reliability estimate of the maximum likelihood method used for the solution of systems of equations with distorted right parts. (Russian. English summary) Zbl 07906876 Mat. Vopr. Kriptografii 15, No. 1, 83-95 (2024). MSC: 94A60 60H99 PDFBibTeX XMLCite \textit{V. A. Kopyttsev}, Mat. Vopr. Kriptografii 15, No. 1, 83--95 (2024; Zbl 07906876) Full Text: DOI MNR
Horodnii, M. F. Bounded in the mean and stationary solutions of second-order difference equations with operator coefficients. (English) Zbl 07854699 Theory Probab. Math. Stat. 110, 159-165 (2024). MSC: 60H99 39A10 PDFBibTeX XMLCite \textit{M. F. Horodnii}, Theory Probab. Math. Stat. 110, 159--165 (2024; Zbl 07854699) 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
Szulga, Jerzy Random Gamma time. arXiv:2405.13990 Preprint, arXiv:2405.13990 [math.PR] (2024). MSC: 60G55 60G17 60H99 60K99 BibTeX Cite \textit{J. Szulga}, ``Random Gamma time'', Preprint, arXiv:2405.13990 [math.PR] (2024) Full Text: arXiv OA License
Lindstrøm, Tom The allure of infinitesimals: Sergio Albeverio and nonstandard analysis. (English) Zbl 07819350 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, 187-215 (2023). MSC: 26E35 03H05 46S20 60H99 81T05 PDFBibTeX XMLCite \textit{T. Lindstrøm}, Springer Proc. Math. Stat. 377, 187--215 (2023; Zbl 07819350) Full Text: DOI
Bouhadou, Siham; Hilbert, Astrid; Ouknine, Youssef Optimal stopping in predictable setting. (English) Zbl 1533.60052 Probab. Uncertain. Quant. Risk 8, No. 4, 485-498 (2023). MSC: 60G40 60G44 60H99 PDFBibTeX XMLCite \textit{S. Bouhadou} et al., Probab. Uncertain. Quant. Risk 8, No. 4, 485--498 (2023; Zbl 1533.60052) Full Text: DOI
Lacoin, Hubert; Rhodes, Rémi; Vargas, Vincent A probabilistic approach of ultraviolet renormalization in the boundary sine-Gordon model. (English) Zbl 07773470 Probab. Theory Relat. Fields 185, No. 1-2, 1-40 (2023). MSC: 82B40 60F99 60H99 PDFBibTeX XMLCite \textit{H. Lacoin} et al., Probab. Theory Relat. Fields 185, No. 1--2, 1--40 (2023; Zbl 07773470) Full Text: DOI arXiv Link
Blanchet, Jose; Glynn, Peter Approximations for the distribution of perpetuities with small discount rates. (English) Zbl 1523.60050 Nav. Res. Logist. 70, No. 5, 454-471 (2023). MSC: 60F05 60H99 60J70 PDFBibTeX XMLCite \textit{J. Blanchet} and \textit{P. Glynn}, Nav. Res. Logist. 70, No. 5, 454--471 (2023; Zbl 1523.60050) Full Text: DOI
Qiao, Huijie Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations. (English) Zbl 1533.60098 J. Math. Anal. Appl. 528, No. 2, Article ID 127532, 25 p. (2023). MSC: 60H10 60H99 60J60 60H15 PDFBibTeX XMLCite \textit{H. Qiao}, J. Math. Anal. Appl. 528, No. 2, Article ID 127532, 25 p. (2023; Zbl 1533.60098) Full Text: DOI arXiv
Bielecki, Tomasz R.; Jakubowski, Jacek; Niewęgłowski, Mariusz Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources. (English) Zbl 1517.60051 Stoch. Models 39, No. 3, 537-565 (2023). MSC: 60G55 60H99 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Stoch. Models 39, No. 3, 537--565 (2023; Zbl 1517.60051) Full Text: DOI
Wang, Meijiao; Meng, Qingxin; Shen, Yang; Shi, Peng Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise. (English) Zbl 1518.49022 J. Optim. Theory Appl. 197, No. 3, 1024-1060 (2023). MSC: 49J53 49K45 49K21 49N35 60H99 PDFBibTeX XMLCite \textit{M. Wang} et al., J. Optim. Theory Appl. 197, No. 3, 1024--1060 (2023; Zbl 1518.49022) Full Text: DOI
Lê, Khoa Stochastic sewing in Banach spaces. (English) Zbl 1534.60092 Electron. J. Probab. 28, Paper No. 26, 22 p. (2023). MSC: 60H99 46N30 60H50 PDFBibTeX XMLCite \textit{K. Lê}, Electron. J. Probab. 28, Paper No. 26, 22 p. (2023; Zbl 1534.60092) Full Text: DOI arXiv Link
Sönmez, Ercan On mixed fractional stochastic differential equations with discontinuous drift coefficient. (English) Zbl 1516.60034 J. Appl. Probab. 60, No. 2, 589-606 (2023). MSC: 60H10 65C30 60H99 PDFBibTeX XMLCite \textit{E. Sönmez}, J. Appl. Probab. 60, No. 2, 589--606 (2023; Zbl 1516.60034) Full Text: DOI arXiv
Lassalle, Rémi Average preserving variation processes in view of optimization. (English) Zbl 1523.60119 Stoch. Dyn. 23, No. 2, Article ID 2350018, 26 p. (2023). MSC: 60H30 60H99 93E11 93E20 PDFBibTeX XMLCite \textit{R. Lassalle}, Stoch. Dyn. 23, No. 2, Article ID 2350018, 26 p. (2023; Zbl 1523.60119) Full Text: DOI arXiv
Bezemek, Zachary William; Spiliopoulos, Konstantinos Rate of homogenization for fully-coupled McKean-Vlasov SDEs. (English) Zbl 1521.60035 Stoch. Dyn. 23, No. 2, Article ID 2350013, 65 p. (2023). Reviewer: Alexandra Rodkina (College Station) MSC: 60H99 60F05 60F17 60G17 60J60 PDFBibTeX XMLCite \textit{Z. W. Bezemek} and \textit{K. Spiliopoulos}, Stoch. Dyn. 23, No. 2, Article ID 2350013, 65 p. (2023; Zbl 1521.60035) Full Text: DOI arXiv
Shi, Xuejun Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem. (English) Zbl 07649574 Commun. Stat., Theory Methods 52, No. 2, 378-397 (2023). MSC: 60H99 60H30 PDFBibTeX XMLCite \textit{X. Shi}, Commun. Stat., Theory Methods 52, No. 2, 378--397 (2023; Zbl 07649574) Full Text: DOI
Ogawa, Shigeyoshi Correction to: “Mean value theorems for the noncausal stochastic integral”. (English) Zbl 1503.60064 Japan J. Ind. Appl. Math. 40, No. 1, 755-756 (2023). MSC: 60H05 60H99 60J65 26A33 PDFBibTeX XMLCite \textit{S. Ogawa}, Japan J. Ind. Appl. Math. 40, No. 1, 755--756 (2023; Zbl 1503.60064) Full Text: DOI
Aksu, Mervan; Popier, Alexandre; Sezer, Ali Devin Optimal Liquidation with Conditions on Minimum Price. arXiv:2308.02276 Preprint, arXiv:2308.02276 [math.PR] (2023). MSC: 35K57 35K67 60G40 60H30 60H99 60J65 49K45 49L25 93E20 BibTeX Cite \textit{M. Aksu} et al., ``Optimal Liquidation with Conditions on Minimum Price'', Preprint, arXiv:2308.02276 [math.PR] (2023) Full Text: arXiv OA License
Blouhi, Tayeb; Ferhat, Mohamed; Benmansour, Safia Existence for stochastic sweeping process with fractional Brownian motion. (English) Zbl 07858103 Stud. Univ. Babeș-Bolyai, Math. 67, No. 3, 749-771 (2022). MSC: 34A37 34K45 60H99 60H05 65C30 47H10 PDFBibTeX XMLCite \textit{T. Blouhi} et al., Stud. Univ. Babeș-Bolyai, Math. 67, No. 3, 749--771 (2022; Zbl 07858103) Full Text: DOI
Bielecki, Tomasz R.; Jakubowski, Jacek; Niewęgłowski, Mariusz Construction and simulation of generalized multivariate Hawkes processes. (English) Zbl 1506.60050 Methodol. Comput. Appl. Probab. 24, No. 4, 2865-2896 (2022). MSC: 60G55 60H99 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 2865--2896 (2022; Zbl 1506.60050) Full Text: DOI
Dikko, Dauda Alani On some properties of solution sets of discontinuous quantum stochastic differential inclusions. (English) Zbl 1513.81095 Accardi, Luigi (ed.) et al., Infinite dimensional analysis, quantum probability and applications, QP41. Proceedings of the 41st conference, United Arab Emirates University (UAEU), Al Ain, Abu Dhabi, United Arab Emirates, virtual, March 28 – April 1, 2021. Cham: Springer. Springer Proc. Math. Stat. 390, 251-263 (2022). MSC: 81S25 34F05 34A60 60H99 81R60 PDFBibTeX XMLCite \textit{D. A. Dikko}, Springer Proc. Math. Stat. 390, 251--263 (2022; Zbl 1513.81095) Full Text: DOI
Ahmed, Hamdy M.; Ragusa, Maria Alessandra Nonlocal controllability of Sobolev-type conformable fractional stochastic evolution inclusions with Clarke subdifferential. (English) Zbl 1507.34068 Bull. Malays. Math. Sci. Soc. (2) 45, No. 6, 3239-3253 (2022). MSC: 34G25 34A08 34F05 60H99 49J52 93B05 34B10 26A33 PDFBibTeX XMLCite \textit{H. M. Ahmed} and \textit{M. A. Ragusa}, Bull. Malays. Math. Sci. Soc. (2) 45, No. 6, 3239--3253 (2022; Zbl 1507.34068) Full Text: DOI OA License
Demni, Nizar; Hamdi, Tarek On star moments of the compression of the free unitary Brownian motion by a free projection. (English) Zbl 1538.46085 J. Oper. Theory 87, No. 2, 413-433 (2022). MSC: 46L54 60J65 60H99 PDFBibTeX XMLCite \textit{N. Demni} and \textit{T. Hamdi}, J. Oper. Theory 87, No. 2, 413--433 (2022; Zbl 1538.46085) Full Text: DOI arXiv
Samuel, Sharoy Augustine; Popier, Alexandre; Sezer, Ali Devin Continuity problem for singular BSDE with random terminal time. (English) Zbl 1500.35173 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1185-1220 (2022). MSC: 35J75 60G40 60G99 60H30 60H99 PDFBibTeX XMLCite \textit{S. A. Samuel} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1185--1220 (2022; Zbl 1500.35173) Full Text: arXiv Link
Bahlali, Khaled; Boufoussi, Brahim; Mouchtabih, Soufiane Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition. (English) Zbl 1507.60092 Electron. J. Probab. 27, Paper No. 104, 21 p. (2022). MSC: 60H99 35K61 60H30 PDFBibTeX XMLCite \textit{K. Bahlali} et al., Electron. J. Probab. 27, Paper No. 104, 21 p. (2022; Zbl 1507.60092) Full Text: DOI arXiv Link
Da Prato, Giuseppe; Tubaro, Luciano A probabilistic formula for gradients of solutions of hypoelliptic Dirichlet problems. (English) Zbl 1497.35134 Eur. J. Math. 8, Suppl. 1, S367-S391 (2022). MSC: 35J15 60G53 60H99 60J65 PDFBibTeX XMLCite \textit{G. Da Prato} and \textit{L. Tubaro}, Eur. J. Math. 8, S367--S391 (2022; Zbl 1497.35134) Full Text: DOI OA License
Anguraj, Annamalai; Ramkumar, Kasinathan; Ravikumar, Kasinathan Existence and Hyers-Ulam stability of random impulsive stochastic functional integrodifferential equations with finite delays. (English) Zbl 1499.35701 Comput. Methods Differ. Equ. 10, No. 1, 191-199 (2022). MSC: 35R12 60H99 35B40 34G20 PDFBibTeX XMLCite \textit{A. Anguraj} et al., Comput. Methods Differ. Equ. 10, No. 1, 191--199 (2022; Zbl 1499.35701) Full Text: DOI
Friz, Peter K.; Gatheral, Jim; Radoičić, Radoš Forests, cumulants, martingales. (English) Zbl 1534.60053 Ann. Probab. 50, No. 4, 1418-1445 (2022). Reviewer: Antonis Papapantoleon (Delft) MSC: 60G44 60H99 60L70 PDFBibTeX XMLCite \textit{P. K. Friz} et al., Ann. Probab. 50, No. 4, 1418--1445 (2022; Zbl 1534.60053) Full Text: DOI arXiv
Ogawa, Shigeyoshi Mean value theorems for the noncausal stochastic integral. (English) Zbl 1491.60077 Japan J. Ind. Appl. Math. 39, No. 2, 801-814 (2022); correction ibid. 40, No. 1, 755-756 (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60H05 60H99 60J65 26A33 PDFBibTeX XMLCite \textit{S. Ogawa}, Japan J. Ind. Appl. Math. 39, No. 2, 801--814 (2022; Zbl 1491.60077) Full Text: DOI
Wu, Yi; Wang, Xuejun General results on precise asymptotics under sub-linear expectations. (English) Zbl 1486.60058 J. Math. Anal. Appl. 511, No. 2, Article ID 126090, 18 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F15 60G50 60H99 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{X. Wang}, J. Math. Anal. Appl. 511, No. 2, Article ID 126090, 18 p. (2022; Zbl 1486.60058) Full Text: DOI
Varzaneh, M. Ghani; Riedel, S.; Scheutzow, M. A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces. (English) Zbl 1490.34103 SIAM J. Appl. Dyn. Syst. 21, No. 1, 542-587 (2022). MSC: 34K50 37H10 37H15 60H99 60G15 34K25 PDFBibTeX XMLCite \textit{M. G. Varzaneh} et al., SIAM J. Appl. Dyn. Syst. 21, No. 1, 542--587 (2022; Zbl 1490.34103) Full Text: DOI arXiv
Varzaneh, Mazyar Ghani; Riedel, Sebastian; Schmeding, Alexander; Tapia, Nikolas The geometry of controlled rough paths. arXiv:2203.05946 Preprint, arXiv:2203.05946 [math.PR] (2022). MSC: 34K50 37H10 37H15 60H99 60G15 BibTeX Cite \textit{M. G. Varzaneh} et al., ``The geometry of controlled rough paths'', Preprint, arXiv:2203.05946 [math.PR] (2022) Full Text: arXiv OA License
Shi, Xuejun; Ji, Ronglin; Feng, Qun Representation of filtration-consistent nonlinear expectation by \(g\)-expectation in general framework. (English) Zbl 07532224 Commun. Stat., Theory Methods 50, No. 24, 5721-5737 (2021). MSC: 60H99 60H30 62-XX PDFBibTeX XMLCite \textit{X. Shi} et al., Commun. Stat., Theory Methods 50, No. 24, 5721--5737 (2021; Zbl 07532224) Full Text: DOI
Liu, Yiyu; Zhu, Yuanguo; Lu, Ziqiang On Caputo-Hadamard uncertain fractional differential equations. (English) Zbl 1498.60300 Chaos Solitons Fractals 146, Article ID 110894, 7 p. (2021). MSC: 60H99 34A08 PDFBibTeX XMLCite \textit{Y. Liu} et al., Chaos Solitons Fractals 146, Article ID 110894, 7 p. (2021; Zbl 1498.60300) Full Text: DOI
Hou, Yudong; Wu, Lijun; Sheng, Yuhong Solving high-order uncertain differential equations via Adams-Simpson method. (English) Zbl 1476.65010 Comput. Appl. Math. 40, No. 7, Paper No. 252, 20 p. (2021). MSC: 65C30 34F05 60H99 68W25 PDFBibTeX XMLCite \textit{Y. Hou} et al., Comput. Appl. Math. 40, No. 7, Paper No. 252, 20 p. (2021; Zbl 1476.65010) Full Text: DOI
Ponosov, Arkadiĭ V. A counterexample to the stochastic version of the Brouwer fixed point theorem. (Russian. English summary) Zbl 1495.47083 Vestn. Ross. Univ., Mat. 26, No. 134, 143-150 (2021). MSC: 47H10 60H99 PDFBibTeX XMLCite \textit{A. V. Ponosov}, Vestn. Ross. Univ., Mat. 26, No. 134, 143--150 (2021; Zbl 1495.47083) Full Text: DOI MNR
Jin, Ting; Yang, Xiangfeng Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market. (English) Zbl 07431512 Math. Comput. Simul. 190, 203-221 (2021). MSC: 91G60 34A08 60H99 65C30 PDFBibTeX XMLCite \textit{T. Jin} and \textit{X. Yang}, Math. Comput. Simul. 190, 203--221 (2021; Zbl 07431512) Full Text: DOI
Wang, Jian; Zhu, Yuanguo; Gu, Yajing; Lu, Ziqiang Solutions of linear uncertain fractional order neutral differential equations. (English) Zbl 1510.34178 Appl. Math. Comput. 407, Article ID 126323, 15 p. (2021). MSC: 34K37 60H99 PDFBibTeX XMLCite \textit{J. Wang} et al., Appl. Math. Comput. 407, Article ID 126323, 15 p. (2021; Zbl 1510.34178) Full Text: DOI
Drelikhov, V. O. Probabilistic properties of statistical dependencies between input and output of Markovian iterative cipher with round transformations on abelian groups. (Russian. English summary) Zbl 1477.60109 Mat. Vopr. Kriptografii 12, No. 1, 59-82 (2021). MSC: 60H99 94A60 PDFBibTeX XMLCite \textit{V. O. Drelikhov}, Mat. Vopr. Kriptografii 12, No. 1, 59--82 (2021; Zbl 1477.60109) Full Text: DOI MNR
Sheng, Yuhong; Zhang, Nan Parameter estimation in uncertain differential equations based on the solution. (English) Zbl 1475.60131 Math. Methods Appl. Sci. 44, No. 11, 9441-9452 (2021). MSC: 60H99 62F10 PDFBibTeX XMLCite \textit{Y. Sheng} and \textit{N. Zhang}, Math. Methods Appl. Sci. 44, No. 11, 9441--9452 (2021; Zbl 1475.60131) Full Text: DOI
Graewe, Paulwin; Popier, Alexandre Asymptotic approach for backward stochastic differential equation with singular terminal condition. (English) Zbl 1454.60077 Stochastic Processes Appl. 133, 247-277 (2021). MSC: 60H10 60H99 PDFBibTeX XMLCite \textit{P. Graewe} and \textit{A. Popier}, Stochastic Processes Appl. 133, 247--277 (2021; Zbl 1454.60077) Full Text: DOI arXiv
Hirai, Yuki Itô–Föllmer Calculus in Banach Spaces II: Transformations of Quadratic Variations. arXiv:2105.08262 Preprint, arXiv:2105.08262 [math.PR] (2021). MSC: 60H05 60H99 26A99 28B99 BibTeX Cite \textit{Y. Hirai}, ``Itô--Föllmer Calculus in Banach Spaces II: Transformations of Quadratic Variations'', Preprint, arXiv:2105.08262 [math.PR] (2021) Full Text: arXiv OA License
Aksamit, Anna; Li, Libo; Rutkowski, Marek Generalized BSDEs with random time horizon in a progressively enlarged filtration. arXiv:2105.06654 Preprint, arXiv:2105.06654 [math.PR] (2021). MSC: 60H99 91G99 BibTeX Cite \textit{A. Aksamit} et al., ``Generalized BSDEs with random time horizon in a progressively enlarged filtration'', Preprint, arXiv:2105.06654 [math.PR] (2021) Full Text: arXiv OA License
Fromm, Alexander; Imkeller, Peter Utility maximization via decoupling fields. (English) Zbl 1476.49025 Ann. Appl. Probab. 30, No. 6, 2665-2694 (2020). Reviewer: Savin Treanta (Bucureşti) MSC: 49J55 60H30 60H99 93E20 PDFBibTeX XMLCite \textit{A. Fromm} and \textit{P. Imkeller}, Ann. Appl. Probab. 30, No. 6, 2665--2694 (2020; Zbl 1476.49025) Full Text: DOI arXiv Link
Dikko, D. A. Further results on the arcwise connectedness of solution sets of discontinuous quantum stochastic differential inclusions. (English) Zbl 1457.81063 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 3, Article ID 2050022, 21 p. (2020). MSC: 81S25 60H10 60H99 PDFBibTeX XMLCite \textit{D. A. Dikko}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 3, Article ID 2050022, 21 p. (2020; Zbl 1457.81063) Full Text: DOI
Colmenarejo, Laura; Galuppi, Francesco; Michałek, Mateusz Toric geometry of path signature varieties. (English) Zbl 1467.14149 Adv. Appl. Math. 121, Article ID 102102, 35 p. (2020). Reviewer: Felipe Zaldívar (Ciudad de México) MSC: 14Q15 14M25 60H99 PDFBibTeX XMLCite \textit{L. Colmenarejo} et al., Adv. Appl. Math. 121, Article ID 102102, 35 p. (2020; Zbl 1467.14149) Full Text: DOI arXiv
Lotz, Martin; Noferini, Vanni Wilkinson’s bus: weak condition numbers, with an application to singular polynomial eigenproblems. (English) Zbl 1455.65056 Found. Comput. Math. 20, No. 6, 1439-1473 (2020). MSC: 65F15 65F35 15A18 15B52 60H99 PDFBibTeX XMLCite \textit{M. Lotz} and \textit{V. Noferini}, Found. Comput. Math. 20, No. 6, 1439--1473 (2020; Zbl 1455.65056) Full Text: DOI arXiv OA License
Hamit, Mahamat Hassan Mahamat; Allognissode, Fulbert Kuessi; Mohamed, Mohamed salem; Issaka, Louk-Man; Diop, Mamadou Abdoul Attractiveness and exponential \(p\)-stability of neutral stochastic functional integro-differential equations driven by Wiener process and fBm with impulses effects. (English) Zbl 1456.60173 Discontin. Nonlinearity Complex. 9, No. 3, 351-366 (2020). MSC: 60H99 60G22 45J05 PDFBibTeX XMLCite \textit{M. H. M. Hamit} et al., Discontin. Nonlinearity Complex. 9, No. 3, 351--366 (2020; Zbl 1456.60173) Full Text: DOI
Pacheco, Carlos G. A Gaussian analytic function. (English) Zbl 1537.60093 Bauer, Wolfram (ed.) et al., Operator algebras, Toeplitz operators and related topics. Selected papers based on the presentations at the international workshop, Boca del Rio, Veracruz, Mexico, November 13–19, 2018. In honor of Nikolai Vasilevskin on the occasion of his 70th birthday. Cham: Birkhäuser. Oper. Theory: Adv. Appl. 279, 343-349 (2020). MSC: 60H99 30H20 60G55 PDFBibTeX XMLCite \textit{C. G. Pacheco}, Oper. Theory: Adv. Appl. 279, 343--349 (2020; Zbl 1537.60093) Full Text: DOI
Ankirchner, Stefan; Fromm, Alexander; Kruse, Thomas; Popier, Alexandre Optimal position targeting via decoupling fields. (English) Zbl 1445.49001 Ann. Appl. Probab. 30, No. 2, 644-672 (2020). MSC: 49J05 60H99 60G99 93E20 49K15 PDFBibTeX XMLCite \textit{S. Ankirchner} et al., Ann. Appl. Probab. 30, No. 2, 644--672 (2020; Zbl 1445.49001) Full Text: DOI Euclid
Altman, Henri Elad Integration by parts formulae for the laws of Bessel bridges via hypergeometric functions. (English) Zbl 1447.60128 Electron. Commun. Probab. 25, Paper No. 46, 11 p. (2020). MSC: 60H99 60H05 60H15 PDFBibTeX XMLCite \textit{H. E. Altman}, Electron. Commun. Probab. 25, Paper No. 46, 11 p. (2020; Zbl 1447.60128) Full Text: DOI arXiv Euclid
Thibault, Pautrel New asymptotics for the mean number of zeros of random trigonometric polynomials with strongly dependent Gaussian coefficients. (English) Zbl 1445.60052 Electron. Commun. Probab. 25, Paper No. 36, 13 p. (2020). MSC: 60H99 60G99 26C10 PDFBibTeX XMLCite \textit{P. Thibault}, Electron. Commun. Probab. 25, Paper No. 36, 13 p. (2020; Zbl 1445.60052) Full Text: DOI Euclid
Issoglio, Elena; Russo, Francesco A Feynman-Kac result via Markov BSDEs with generalised drivers. (English) Zbl 1462.60075 Bernoulli 26, No. 1, 728-766 (2020). Reviewer: David Prömel (Mannheim) MSC: 60H10 60G20 60H99 PDFBibTeX XMLCite \textit{E. Issoglio} and \textit{F. Russo}, Bernoulli 26, No. 1, 728--766 (2020; Zbl 1462.60075) Full Text: DOI arXiv Euclid
Bielecki, Tomasz R.; Jakubowski, Jacek; Nieweglowski, Mariusz Generalized Multivariate Hawkes Processes. arXiv:2004.13834 Preprint, arXiv:2004.13834 [math.PR] (2020). MSC: 60G55 60H99 BibTeX Cite \textit{T. R. Bielecki} et al., ``Generalized Multivariate Hawkes Processes'', Preprint, arXiv:2004.13834 [math.PR] (2020) Full Text: arXiv OA License
Gliklikh, Yu. E.; Vlaskov, G. A. On modelling the convecting polar ionosphere. (English) Zbl 1499.86008 J. Comput. Eng. Math. 6, No. 1, 63-67 (2019). MSC: 86A10 60H99 PDFBibTeX XMLCite \textit{Yu. E. Gliklikh} and \textit{G. A. Vlaskov}, J. Comput. Eng. Math. 6, No. 1, 63--67 (2019; Zbl 1499.86008) Full Text: DOI MNR
Guo, Gaoyue; Obłój, Jan Computational methods for martingale optimal transport problems. (English) Zbl 1433.49043 Ann. Appl. Probab. 29, No. 6, 3311-3347 (2019). MSC: 49M25 60H99 90C08 60G46 49Q99 PDFBibTeX XMLCite \textit{G. Guo} and \textit{J. Obłój}, Ann. Appl. Probab. 29, No. 6, 3311--3347 (2019; Zbl 1433.49043) Full Text: DOI arXiv Euclid
Yaroslavtsev, Ivan S. On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions. (English. French summary) Zbl 1456.60100 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 1988-2018 (2019). Reviewer: Ferenc Weisz (Budapest) MSC: 60G44 60G07 60G57 60H99 46N30 PDFBibTeX XMLCite \textit{I. S. Yaroslavtsev}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 1988--2018 (2019; Zbl 1456.60100) Full Text: DOI arXiv Euclid
Galuppi, Francesco The rough Veronese variety. (English) Zbl 1432.14041 Linear Algebra Appl. 583, 282-299 (2019). Reviewer: Jeremiah Johnson (Manchester) MSC: 14Q15 14M25 60H99 PDFBibTeX XMLCite \textit{F. Galuppi}, Linear Algebra Appl. 583, 282--299 (2019; Zbl 1432.14041) Full Text: DOI arXiv
Grobler, Jacobus J.; Labuschagne, Coenraad C. A. Girsanov’s theorem in vector lattices. (English) Zbl 1429.46015 Positivity 23, No. 5, 1065-1099 (2019). Reviewer: George Stoica (Saint John) MSC: 46B40 60G20 46G10 47N30 60H99 PDFBibTeX XMLCite \textit{J. J. Grobler} and \textit{C. C. A. Labuschagne}, Positivity 23, No. 5, 1065--1099 (2019; Zbl 1429.46015) Full Text: DOI
Hirai, Yuki Remarks on Föllmer’s pathwise Itô calculus. (English) Zbl 1480.60197 Osaka J. Math. 56, No. 3, 631-660 (2019). MSC: 60H99 60H05 PDFBibTeX XMLCite \textit{Y. Hirai}, Osaka J. Math. 56, No. 3, 631--660 (2019; Zbl 1480.60197) Full Text: arXiv Euclid
Sottinen, T.; Viitasaari, L. Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law. (English) Zbl 1488.60099 Theory Probab. Math. Stat. 98, 199-216 (2019) and Teor. Jmovirn. Mat. Stat. 98, 188-204 (2018). MSC: 60G22 60G15 60G25 60G35 60H99 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{L. Viitasaari}, Theory Probab. Math. Stat. 98, 199--216 (2019; Zbl 1488.60099) Full Text: DOI arXiv
Dong, Yuchao; Meng, Qingxin Second-order necessary conditions for optimal control with recursive utilities. (English) Zbl 1421.49024 J. Optim. Theory Appl. 182, No. 2, 494-524 (2019). MSC: 49K45 49J53 60H99 PDFBibTeX XMLCite \textit{Y. Dong} and \textit{Q. Meng}, J. Optim. Theory Appl. 182, No. 2, 494--524 (2019; Zbl 1421.49024) Full Text: DOI arXiv
Topolewski, Mateusz Reflected BSDEs with general filtration and two completely separated barriers. (English) Zbl 1482.60083 Probab. Math. Stat. 39, No. 1, 199-218 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H10 60H30 60H99 PDFBibTeX XMLCite \textit{M. Topolewski}, Probab. Math. Stat. 39, No. 1, 199--218 (2019; Zbl 1482.60083) Full Text: DOI arXiv
Chakraborty, Prakash; Tindel, Samy Rough differential equations with power type nonlinearities. (English) Zbl 1426.60094 Stochastic Processes Appl. 129, No. 5, 1533-1555 (2019). MSC: 60H99 60H10 PDFBibTeX XMLCite \textit{P. Chakraborty} and \textit{S. Tindel}, Stochastic Processes Appl. 129, No. 5, 1533--1555 (2019; Zbl 1426.60094) Full Text: DOI arXiv
Aksamit, Anna; Jeanblanc, Monique; Rutkowski, Marek Integral representations of martingales for progressive enlargements of filtrations. (English) Zbl 1488.60175 Stochastic Processes Appl. 129, No. 4, 1229-1258 (2019). MSC: 60H99 60G40 60G44 PDFBibTeX XMLCite \textit{A. Aksamit} et al., Stochastic Processes Appl. 129, No. 4, 1229--1258 (2019; Zbl 1488.60175) Full Text: DOI arXiv
Gubinelli, Massimiliano; Hofmanová, Martina Global solutions to elliptic and parabolic \({\Phi^4}\) models in Euclidean space. (English) Zbl 1420.35481 Commun. Math. Phys. 368, No. 3, 1201-1266 (2019). Reviewer: Yana Kinderknecht (Saarbrücken) MSC: 35R60 35Q40 35J91 35K91 60H15 60H99 81T17 PDFBibTeX XMLCite \textit{M. Gubinelli} and \textit{M. Hofmanová}, Commun. Math. Phys. 368, No. 3, 1201--1266 (2019; Zbl 1420.35481) Full Text: DOI arXiv
Bossy, Mireille; Fontbona, Joaquín; Olivero, Héctor Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels. (English) Zbl 1415.60085 J. Math. Biol. 78, No. 6, 1771-1820 (2019). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60H99 60K35 92C20 92B25 82C22 82C32 PDFBibTeX XMLCite \textit{M. Bossy} et al., J. Math. Biol. 78, No. 6, 1771--1820 (2019; Zbl 1415.60085) Full Text: DOI arXiv
Inahama, Yuzuru Rough path theory and stochastic calculus. (English. Japanese original) Zbl 1408.60059 Sugaku Expo. 32, No. 1, 113-136 (2019); translation from Sūgaku 67, No. 3, 291-313 (2015). MSC: 60H99 60H10 PDFBibTeX XMLCite \textit{Y. Inahama}, Sugaku Expo. 32, No. 1, 113--136 (2019; Zbl 1408.60059); translation from Sūgaku 67, No. 3, 291--313 (2015) Full Text: DOI arXiv
Otto, Felix; Weber, Hendrik Quasilinear SPDEs via rough paths. (English) Zbl 1426.60090 Arch. Ration. Mech. Anal. 232, No. 2, 873-950 (2019). MSC: 60H15 60H99 60H30 35G20 PDFBibTeX XMLCite \textit{F. Otto} and \textit{H. Weber}, Arch. Ration. Mech. Anal. 232, No. 2, 873--950 (2019; Zbl 1426.60090) Full Text: DOI arXiv OA License
Sahoo, Sabita; Maharana, Partiswari Real zeros of algebraic polynomials with nonidentical dependent random coefficients. arXiv:1909.09411 Preprint, arXiv:1909.09411 [math.FA] (2019). MSC: 60H99 65H99 BibTeX Cite \textit{S. Sahoo} and \textit{P. Maharana}, ``Real zeros of algebraic polynomials with nonidentical dependent random coefficients'', Preprint, arXiv:1909.09411 [math.FA] (2019) Full Text: arXiv OA License
Chang, Jiawei; Lyons, Terry Insertion algorithm for inverting the signature of a path. arXiv:1907.08423 Preprint, arXiv:1907.08423 [math.PR] (2019). MSC: 60H99 65C20 BibTeX Cite \textit{J. Chang} and \textit{T. Lyons}, ``Insertion algorithm for inverting the signature of a path'', Preprint, arXiv:1907.08423 [math.PR] (2019) Full Text: arXiv OA License
Sun, Yahui; Hong, Ling; Yang, Yongge; Sun, Jian-Qiao Probabilistic response of nonsmooth nonlinear systems under Gaussian white noise excitations. (English) Zbl 1514.60079 Physica A 508, 111-117 (2018). MSC: 60H99 34F05 PDFBibTeX XMLCite \textit{Y. Sun} et al., Physica A 508, 111--117 (2018; Zbl 1514.60079) Full Text: DOI
Shoji, Isao Detecting the sampling rate through observations. (English) Zbl 1470.62140 Commun. Nonlinear Sci. Numer. Simul. 62, 445-453 (2018). MSC: 62M20 60H99 PDFBibTeX XMLCite \textit{I. Shoji}, Commun. Nonlinear Sci. Numer. Simul. 62, 445--453 (2018; Zbl 1470.62140) Full Text: DOI
Bruned, Y.; Chevyrev, I.; Friz, P. K. Examples of renormalized SDEs. (English) Zbl 1405.60083 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 303-317 (2018). MSC: 60H15 60H99 60H10 PDFBibTeX XMLCite \textit{Y. Bruned} et al., Springer Proc. Math. Stat. 229, 303--317 (2018; Zbl 1405.60083) Full Text: DOI arXiv
Zabka, Matthew A random Bockstein operator. (English) Zbl 1410.60069 Algebra Discrete Math. 25, No. 2, 311-321 (2018). MSC: 60H99 55U20 PDFBibTeX XMLCite \textit{M. Zabka}, Algebra Discrete Math. 25, No. 2, 311--321 (2018; Zbl 1410.60069) Full Text: arXiv
Leão, Dorival; Ohashi, Alberto; Simas, Alexandre B. Weak differentiability of Wiener functionals and occupation times. (English) Zbl 1404.60098 Bull. Sci. Math. 149, 23-65 (2018). MSC: 60H99 PDFBibTeX XMLCite \textit{D. Leão} et al., Bull. Sci. Math. 149, 23--65 (2018; Zbl 1404.60098) Full Text: DOI arXiv
Saporito, Yuri F. The functional Meyer-Tanaka formula. (English) Zbl 1394.60076 Stoch. Dyn. 18, No. 4, Article ID 1850030, 25 p. (2018). MSC: 60H99 60G17 60H07 PDFBibTeX XMLCite \textit{Y. F. Saporito}, Stoch. Dyn. 18, No. 4, Article ID 1850030, 25 p. (2018; Zbl 1394.60076) Full Text: DOI arXiv
Marcus, Michael B.; Rosen, Jay Sample path properties of permanental processes. (English) Zbl 1410.60068 Electron. J. Probab. 23, Paper No. 58, 47 p. (2018). MSC: 60H99 60G15 60G17 PDFBibTeX XMLCite \textit{M. B. Marcus} and \textit{J. Rosen}, Electron. J. Probab. 23, Paper No. 58, 47 p. (2018; Zbl 1410.60068) Full Text: DOI arXiv Euclid
Candellero, Elisabetta; Kendall, Wilfrid S. Coupling of Brownian motions in Banach spaces. (English) Zbl 1390.60294 Electron. Commun. Probab. 23, Paper No. 9, 13 p. (2018). MSC: 60J65 60H99 28C20 PDFBibTeX XMLCite \textit{E. Candellero} and \textit{W. S. Kendall}, Electron. Commun. Probab. 23, Paper No. 9, 13 p. (2018; Zbl 1390.60294) Full Text: DOI arXiv Euclid
Shi, Xiaomin Central limit theorems for bounded random variables under belief measures. (English) Zbl 1392.60029 J. Math. Anal. Appl. 460, No. 2, 546-560 (2018). MSC: 60F05 60H99 PDFBibTeX XMLCite \textit{X. Shi}, J. Math. Anal. Appl. 460, No. 2, 546--560 (2018; Zbl 1392.60029) Full Text: DOI arXiv
Werner, Florian Brownian Motions on Metric Graphs with Non-Local Boundary Conditions II: Construction. arXiv:1805.10905 Preprint, arXiv:1805.10905 [math.PR] (2018). MSC: 60J65 60J45 60H99 58J65 35K05 05C99 BibTeX Cite \textit{F. Werner}, ``Brownian Motions on Metric Graphs with Non-Local Boundary Conditions II: Construction'', Preprint, arXiv:1805.10905 [math.PR] (2018) Full Text: arXiv OA License
Werner, Florian Brownian Motions on Metric Graphs with Non-Local Boundary Conditions I: Characterization. arXiv:1805.06709 Preprint, arXiv:1805.06709 [math.PR] (2018). MSC: 60J65 60J45 60H99 58J65 35K05 05C99 BibTeX Cite \textit{F. Werner}, ``Brownian Motions on Metric Graphs with Non-Local Boundary Conditions I: Characterization'', Preprint, arXiv:1805.06709 [math.PR] (2018) Full Text: arXiv OA License
Werner, Florian Brownian Motions on Star Graphs with Non-Local Boundary Conditions. arXiv:1803.07027 Preprint, arXiv:1803.07027 [math.PR] (2018). MSC: 60J65 60J45 60H99 58J65 35K05 05C99 BibTeX Cite \textit{F. Werner}, ``Brownian Motions on Star Graphs with Non-Local Boundary Conditions'', Preprint, arXiv:1803.07027 [math.PR] (2018) Full Text: arXiv OA License
Duan, Pengju Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients. (English) Zbl 1412.60081 J. Nonlinear Sci. Appl. 10, No. 1, 166-174 (2017). MSC: 60H10 60H30 60H99 PDFBibTeX XMLCite \textit{P. Duan}, J. Nonlinear Sci. Appl. 10, No. 1, 166--174 (2017; Zbl 1412.60081) Full Text: DOI
Feng, Qi; Tindel, Samy On A priori estimates for rough PDEs. (English) Zbl 1412.60089 Baudoin, Fabrice (ed.) et al., Stochastic analysis and related topics. A festschrift in honor of Rodrigo Bañuelos, Purdue University, West Lafayette, IN, USA, May 20–22, 2015. Cham: Birkhäuser. Prog. Probab. 72, 117-138 (2017). MSC: 60H15 60G22 60H99 PDFBibTeX XMLCite \textit{Q. Feng} and \textit{S. Tindel}, Prog. Probab. 72, 117--138 (2017; Zbl 1412.60089) Full Text: DOI
Moravetskaya, K. V. Differentiability of Borel measures along vector fields on Banach manifolds with uniform structure. (English. Russian original) Zbl 1490.28001 Ukr. Math. J. 68, No. 10, 1552-1573 (2017); translation from Ukr. Mat. Zh. 68, No. 10, 1348-1364 (2016). MSC: 28A15 28C20 60H99 PDFBibTeX XMLCite \textit{K. V. Moravetskaya}, Ukr. Math. J. 68, No. 10, 1552--1573 (2017; Zbl 1490.28001); translation from Ukr. Mat. Zh. 68, No. 10, 1348--1364 (2016) Full Text: DOI
Sancier, Flavia; Mohammed, Salah On the solution of stochastic functional differential equations via memory gap. (English) Zbl 1413.34265 Theory Stoch. Process. 22, No. 2, 69-78 (2017). MSC: 34K50 60H99 PDFBibTeX XMLCite \textit{F. Sancier} and \textit{S. Mohammed}, Theory Stoch. Process. 22, No. 2, 69--78 (2017; Zbl 1413.34265) Full Text: arXiv Link
Sun, Yiyao; Su, Taoyong Mean-reverting stock model with floating interest rate in uncertain environment. (English) Zbl 1429.91329 Fuzzy Optim. Decis. Mak. 16, No. 2, 235-255 (2017). MSC: 91G20 60H99 34A07 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{T. Su}, Fuzzy Optim. Decis. Mak. 16, No. 2, 235--255 (2017; Zbl 1429.91329) Full Text: DOI
Ji, Xiaoyu; Ke, Hua No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate. (English) Zbl 1429.91321 Fuzzy Optim. Decis. Mak. 16, No. 2, 221-234 (2017). MSC: 91G20 60H99 PDFBibTeX XMLCite \textit{X. Ji} and \textit{H. Ke}, Fuzzy Optim. Decis. Mak. 16, No. 2, 221--234 (2017; Zbl 1429.91321) Full Text: DOI
Friz, Peter K.; Shekhar, Atul On the existence of SLE trace: finite energy drivers and non-constant \(\kappa \). (English) Zbl 1407.60113 Probab. Theory Relat. Fields 169, No. 1-2, 353-376 (2017). MSC: 60J67 60H99 PDFBibTeX XMLCite \textit{P. K. Friz} and \textit{A. Shekhar}, Probab. Theory Relat. Fields 169, No. 1--2, 353--376 (2017; Zbl 1407.60113) Full Text: DOI arXiv
Albeverio, Sergio (ed.); Cruzeiro, Ana Bela (ed.); Holm, Darryl (ed.) Stochastic geometric mechanics. CIB, Lausanne, Switzerland, January–June 2015. (English) Zbl 1386.70002 Springer Proceedings in Mathematics & Statistics 202. Cham: Springer (ISBN 978-3-319-63452-4/hbk; 978-3-319-63453-1/ebook). xvi, 265 p. (2017). MSC: 70-06 70E99 49Q15 60H99 58E50 00B25 PDFBibTeX XMLCite \textit{S. Albeverio} (ed.) et al., Stochastic geometric mechanics. CIB, Lausanne, Switzerland, January--June 2015. Cham: Springer (2017; Zbl 1386.70002) Full Text: DOI
Kunzinger, M. Book review of: P. A. Loeb (ed.) and Manfred P. H. Wolff (ed.), Nonstandard analysis for the working mathematician. 2nd ed. (English) Zbl 1378.00049 Monatsh. Math. 184, No. 3, 502 (2017). MSC: 00A17 03-02 03-06 03H05 03H10 03H15 28E05 26E35 46S20 47S20 54J05 60H99 91B99 00B15 PDFBibTeX XMLCite \textit{M. Kunzinger}, Monatsh. Math. 184, No. 3, 502 (2017; Zbl 1378.00049) Full Text: DOI
Dieye, Moustapha; Abdoul Diop, Mamadou; Ezzinbi, Khalil Optimal feedback control law for some stochastic integrodifferential equations on Hilbert spaces. (English) Zbl 1373.93378 Eur. J. Control 37, 54-62 (2017). MSC: 93E20 93E03 60H99 PDFBibTeX XMLCite \textit{M. Dieye} et al., Eur. J. Control 37, 54--62 (2017; Zbl 1373.93378) Full Text: DOI
Friz, Peter K.; Shekhar, Atul General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula. (English) Zbl 1412.60103 Ann. Probab. 45, No. 4, 2707-2765 (2017). MSC: 60H99 PDFBibTeX XMLCite \textit{P. K. Friz} and \textit{A. Shekhar}, Ann. Probab. 45, No. 4, 2707--2765 (2017; Zbl 1412.60103) Full Text: DOI arXiv Euclid
Diehl, Joscha; Friz, Peter K.; Gassiat, Paul Stochastic control with rough paths. (English) Zbl 1373.60099 Appl. Math. Optim. 75, No. 2, 285-315 (2017). MSC: 60H10 60H99 93E20 PDFBibTeX XMLCite \textit{J. Diehl} et al., Appl. Math. Optim. 75, No. 2, 285--315 (2017; Zbl 1373.60099) Full Text: DOI arXiv HAL
Eyi-Obiang, Fulgence; Ouknine, Youssef; Moutsinga, Octave On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes. (English) Zbl 1378.60069 J. Theor. Probab. 30, No. 1, 117-142 (2017). MSC: 60G48 60G44 60H99 60G20 60G07 PDFBibTeX XMLCite \textit{F. Eyi-Obiang} et al., J. Theor. Probab. 30, No. 1, 117--142 (2017; Zbl 1378.60069) Full Text: DOI arXiv
Forde, Martin; Zhang, Hongzhong Asymptotics for rough stochastic volatility models. (English) Zbl 1422.91693 SIAM J. Financ. Math. 8, 114-145 (2017). MSC: 91G20 60F10 60G22 60H99 PDFBibTeX XMLCite \textit{M. Forde} and \textit{H. Zhang}, SIAM J. Financ. Math. 8, 114--145 (2017; Zbl 1422.91693) Full Text: DOI arXiv
Galrinho, Miguel; Everitt, Niklas; Hjalmarsson, Håkan ARX modeling of unstable linear systems. (English) Zbl 1351.93160 Automatica 75, 167-171 (2017). MSC: 93E12 93C05 60H99 93B55 PDFBibTeX XMLCite \textit{M. Galrinho} et al., Automatica 75, 167--171 (2017; Zbl 1351.93160) Full Text: DOI arXiv
Kopytsev, V. A. A multivariate Poisson theorem for the number of solutions of random inclusions close to given vectors. (Russian. English summary) Zbl 1472.60014 Mat. Vopr. Kriptografii 7, No. 4, 67-80 (2016). MSC: 60C05 60H99 PDFBibTeX XMLCite \textit{V. A. Kopytsev}, Mat. Vopr. Kriptografii 7, No. 4, 67--80 (2016; Zbl 1472.60014) Full Text: DOI MNR
Zhang, Zhiqiang; Ralescu, Dan A.; Liu, Weiqi Valuation of interest rate ceiling and floor in uncertain financial market. (English) Zbl 1429.91334 Fuzzy Optim. Decis. Mak. 15, No. 2, 139-154 (2016). MSC: 91G30 60H99 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Fuzzy Optim. Decis. Mak. 15, No. 2, 139--154 (2016; Zbl 1429.91334) Full Text: DOI