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Coulibaly, Harouna; Aman, Auguste Backward stochastic Volterra integral equations with time delayed generators. arXiv:2110.01764 Preprint, arXiv:2110.01764 [math.PR] (2021). MSC: 60F05 60H15 60J30 BibTeX Cite \textit{H. Coulibaly} and \textit{A. Aman}, ``Backward stochastic Volterra integral equations with time delayed generators'', Preprint, arXiv:2110.01764 [math.PR] (2021) Full Text: arXiv OA License
Ren, Yong; Coulibaly, Harouna; Aman, Auguste Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators. arXiv:2110.00753 Preprint, arXiv:2110.00753 [math.PR] (2021). MSC: 60F05 60H15 60J30 BibTeX Cite \textit{Y. Ren} et al., ``Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators'', Preprint, arXiv:2110.00753 [math.PR] (2021) Full Text: arXiv OA License
Alaya, Mohamed Ben; Kebaier, Ahmed; Ngo, Thi Bao Tram Asymptotic behavior of the multilevel type error for SDEs driven by a pure jump Lévy process. arXiv:2104.13812 Preprint, arXiv:2104.13812 [math.PR] (2021). MSC: 60J75 65C30 60J30 60F17 BibTeX Cite \textit{M. B. Alaya} et al., ``Asymptotic behavior of the multilevel type error for SDEs driven by a pure jump Lévy process'', Preprint, arXiv:2104.13812 [math.PR] (2021) Full Text: arXiv OA License
Coulibaly, Harouna; Aman, Auguste Backward stochastic differential equations with non-Lipschitz time delayed generators. (English) Zbl 07879340 Asian J. Control 22, No. 6, 2301-2308 (2020). MSC: 93-XX 60F05 60H15 60J30 PDFBibTeX XMLCite \textit{H. Coulibaly} and \textit{A. Aman}, Asian J. Control 22, No. 6, 2301--2308 (2020; Zbl 07879340) Full Text: DOI
Bokil, V. A.; Gibson, N. L.; Nguyen, S. L.; Thomann, E. A.; Waymire, E. Numerical Methods for Linear Diffusion Equations in the Presence of an Interface. arXiv:1310.8248 Preprint, arXiv:1310.8248 [math.NA] (2013). MSC: 60H10 65U05 65C05 60J30 60E07 65R20 BibTeX Cite \textit{V. A. Bokil} et al., ``Numerical Methods for Linear Diffusion Equations in the Presence of an Interface'', Preprint, arXiv:1310.8248 [math.NA] (2013) Full Text: arXiv OA License
Lin, Jianzhong Chaotic and Predictable Representations for Multidimensional Lévy Processes. arXiv:1111.0124 Preprint, arXiv:1111.0124 [math.PR] (2011). MSC: 60J30 60H05 BibTeX Cite \textit{J. Lin}, ``Chaotic and Predictable Representations for Multidimensional Lévy Processes'', Preprint, arXiv:1111.0124 [math.PR] (2011) Full Text: arXiv OA License
Salminen, Paavo Optimal stopping, Appell polynomials and Wiener-Hopf factorization representations of excessive functions of Lévy processes. arXiv:1002.3746 Preprint, arXiv:1002.3746 [math.PR] (2010). MSC: 60G40 60J25 60J30 60J60 60J75 BibTeX Cite \textit{P. Salminen}, ``Optimal stopping, Appell polynomials and Wiener-Hopf factorization representations of excessive functions of Lévy processes'', Preprint, arXiv:1002.3746 [math.PR] (2010) Full Text: arXiv OA License
Franz, Uwe Free Lévy Processes on Dual Groups. arXiv:math/0203247 Preprint, arXiv:math/0203247 [math.PR] (2002). MSC: 81S25 60J30 BibTeX Cite \textit{U. Franz}, ``Free Lévy Processes on Dual Groups'', Preprint, arXiv:math/0203247 [math.PR] (2002) Full Text: arXiv
Grigelionis, B. Additive arithmetic functions and processes with independent increments. (English) Zbl 0786.11050 Analytic and probabilistic methods in number theory. Proc. Int. Conf. in Honour of J. Kubilius, Palanga/Lith. 1991, New Trends Probab. Stat. 2, 211-221 (1992). Reviewer: Wolfgang Schwarz (Frankfurt / Main) MSC: 11K65 60J30 PDFBibTeX XMLCite \textit{B. Grigelionis}, New Trends Probab. Stat. 2, 211--221 (1992; Zbl 0786.11050)