Dorogovtsev, A. A.; Salhi, Naoufel Refinements of asymptotics at zero of Brownian self-intersection local times. (English) Zbl 07909541 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350018, 24 p. (2024). MSC: 60G15 60H05 60H40 60J55 PDFBibTeX XMLCite \textit{A. A. Dorogovtsev} and \textit{N. Salhi}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350018, 24 p. (2024; Zbl 07909541) Full Text: DOI arXiv
Housley, Benjamin Extended Lévy’s theorem for a two-sided reflection. (English) Zbl 07905732 Electron. Commun. Probab. 29, Paper No. 15, 12 p. (2024). MSC: 60J50 60J55 60J65 60J60 93E03 PDFBibTeX XMLCite \textit{B. Housley}, Electron. Commun. Probab. 29, Paper No. 15, 12 p. (2024; Zbl 07905732) Full Text: DOI Link OA License
Yu, Qian; Yu, Xianye Limit theorem for self-intersection local time derivative of multidimensional fractional Brownian motion. (English) Zbl 07900841 J. Theor. Probab. 37, No. 3, 2054-2075 (2024). MSC: 60G22 60J55 PDFBibTeX XMLCite \textit{Q. Yu} and \textit{X. Yu}, J. Theor. Probab. 37, No. 3, 2054--2075 (2024; Zbl 07900841) Full Text: DOI
Xu, Wei Stochastic Volterra equations for the local times of spectrally positive stable processes. (English) Zbl 07900398 Ann. Appl. Probab. 34, No. 3, 2733-2798 (2024). MSC: 60G52 60J55 60H20 60G22 60F17 60G55 PDFBibTeX XMLCite \textit{W. Xu}, Ann. Appl. Probab. 34, No. 3, 2733--2798 (2024; Zbl 07900398) Full Text: DOI arXiv Link
Aryasova, Olga; Pavlyukevich, Ilya; Pilipenko, Andrey Homogenization of a multivariate diffusion with semipermeable interfaces. (English) Zbl 07865985 J. Theor. Probab. 37, No. 2, 1787-1823 (2024). MSC: 60H10 60F05 60H17 60J55 PDFBibTeX XMLCite \textit{O. Aryasova} et al., J. Theor. Probab. 37, No. 2, 1787--1823 (2024; Zbl 07865985) Full Text: DOI arXiv OA License
Bobrowski, Adam New semigroups from old: an approach to Feller boundary conditions. (English) Zbl 07862947 Discrete Contin. Dyn. Syst., Ser. S 17, No. 5-6, 2108-2140 (2024). MSC: 47Dxx 35B06 47D07 47D09 60J35 60J65 60J55 60J70 PDFBibTeX XMLCite \textit{A. Bobrowski}, Discrete Contin. Dyn. Syst., Ser. S 17, No. 5--6, 2108--2140 (2024; Zbl 07862947) Full Text: DOI
Amorino, Chiara; Jaramillo, Arturo; Podolskij, Mark Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process. (English) Zbl 1539.60095 Mod. Stoch., Theory Appl. 11, No. 2, 149-168 (2024). MSC: 60J55 60G51 60G52 60F05 PDFBibTeX XMLCite \textit{C. Amorino} et al., Mod. Stoch., Theory Appl. 11, No. 2, 149--168 (2024; Zbl 1539.60095) Full Text: DOI arXiv
Riera, Armand; Rosales-Ortiz, Alejandro The structure of the local time of Markov processes indexed by Lévy trees. (English) Zbl 07859940 Probab. Theory Relat. Fields 189, No. 1-2, 1-99 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J55 60J68 60J80 05C80 PDFBibTeX XMLCite \textit{A. Riera} and \textit{A. Rosales-Ortiz}, Probab. Theory Relat. Fields 189, No. 1--2, 1--99 (2024; Zbl 07859940) Full Text: DOI arXiv OA License
Zhou, Huan; Shen, Guang Jun; Yu, Qian Derivatives of intersection local time for two independent symmetric \(\alpha\)-stable processes. (English) Zbl 07850963 Acta Math. Sin., Engl. Ser. 40, No. 5, 1273-1292 (2024). MSC: 60G52 60J55 PDFBibTeX XMLCite \textit{H. Zhou} et al., Acta Math. Sin., Engl. Ser. 40, No. 5, 1273--1292 (2024; Zbl 07850963) Full Text: DOI
Matsuda, Toyomu; Perkowski, Nicolas An extension of the stochastic sewing lemma and applications to fractional stochastic calculus. (English) Zbl 1535.60064 Forum Math. Sigma 12, Paper No. e52, 53 p. (2024). MSC: 60G22 60H05 60H10 60J55 PDFBibTeX XMLCite \textit{T. Matsuda} and \textit{N. Perkowski}, Forum Math. Sigma 12, Paper No. e52, 53 p. (2024; Zbl 1535.60064) Full Text: DOI arXiv OA License
Gao, Fuqing; Quastel, Jeremy Moderate deviations for lattice gases with mixing conditions. (English) Zbl 1534.60147 Electron. J. Probab. 29, Paper No. 43, 23 p. (2024). MSC: 60K35 60J55 60F10 82C22 PDFBibTeX XMLCite \textit{F. Gao} and \textit{J. Quastel}, Electron. J. Probab. 29, Paper No. 43, 23 p. (2024; Zbl 1534.60147) Full Text: DOI
Pilipenko, Andrey; Sarantsev, Andrey Boundary approximation for sticky jump-reflected processes on the half-line. (English) Zbl 1536.60037 Electron. J. Probab. 29, Paper No. 32, 21 p. (2024). MSC: 60F17 60J50 60J55 60K25 PDFBibTeX XMLCite \textit{A. Pilipenko} and \textit{A. Sarantsev}, Electron. J. Probab. 29, Paper No. 32, 21 p. (2024; Zbl 1536.60037) Full Text: DOI arXiv
Guo, Jingjun; Zhang, Cuiyun; Ma, Aiqin Derivative of multiple self-intersection local time for fractional Brownian motion. (English) Zbl 07826606 J. Theor. Probab. 37, No. 1, 623-641 (2024). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60G22 60J55 60F25 PDFBibTeX XMLCite \textit{J. Guo} et al., J. Theor. Probab. 37, No. 1, 623--641 (2024; Zbl 07826606) Full Text: DOI
Fradon, Myriam; Kern, Julian; Rœlly, Sylvie; Zass, Alexander Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect. (English) Zbl 1534.60146 Stochastic Processes Appl. 171, Article ID 104319, 20 p. (2024). MSC: 60K35 60H10 60J55 82D99 PDFBibTeX XMLCite \textit{M. Fradon} et al., Stochastic Processes Appl. 171, Article ID 104319, 20 p. (2024; Zbl 1534.60146) Full Text: DOI arXiv
Costantini, Cristina; Kurtz, Thomas G. Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains. (English) Zbl 1534.60103 Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024). MSC: 60J60 60H10 60J55 60G17 60J65 PDFBibTeX XMLCite \textit{C. Costantini} and \textit{T. G. Kurtz}, Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024; Zbl 1534.60103) Full Text: DOI arXiv OA License
Bhaskaran, Rajeev; Sadhasivam, Vijay Ganesh Stochastic model for barrier crossings and fluctuations in local timescale. (English) Zbl 1533.60129 J. Math. Phys. 65, No. 2, Article ID 023302, 15 p. (2024). MSC: 60J55 60H10 60G44 60J25 82C05 PDFBibTeX XMLCite \textit{R. Bhaskaran} and \textit{V. G. Sadhasivam}, J. Math. Phys. 65, No. 2, Article ID 023302, 15 p. (2024; Zbl 1533.60129) Full Text: DOI arXiv
Arnaudon, Marc; Coulibaly-Pasquier, Koléhè; Miclo, Laurent Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds. (Couplage des mouvements Browniens avec des processus duaux à valeurs ensembles sur des variétés Riemanniennes.) (English. French summary) Zbl 1534.60100 J. Éc. Polytech., Math. 11, 473-522 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J60 60J65 60H10 58J65 53E10 60J55 35K93 PDFBibTeX XMLCite \textit{M. Arnaudon} et al., J. Éc. Polytech., Math. 11, 473--522 (2024; Zbl 1534.60100) Full Text: DOI arXiv OA License
Le Gall, Jean-François The Markov property of local times of Brownian motion indexed by the Brownian tree. (English) Zbl 1535.60130 Ann. Probab. 52, No. 1, 188-216 (2024). Reviewer: Ecaterina Sava-Huss (Innsbruck) MSC: 60J55 60J68 60J65 60J80 PDFBibTeX XMLCite \textit{J.-F. Le Gall}, Ann. Probab. 52, No. 1, 188--216 (2024; Zbl 1535.60130) Full Text: DOI arXiv Link
Chen, Yu-Ting Delta-Bose gas from the viewpoint of the two-dimensional stochastic heat equation. (English) Zbl 1533.60130 Ann. Probab. 52, No. 1, 127-187 (2024). MSC: 60J55 60J65 60H30 PDFBibTeX XMLCite \textit{Y.-T. Chen}, Ann. Probab. 52, No. 1, 127--187 (2024; Zbl 1533.60130) Full Text: DOI Link
Çetiṅ, Umut Minimal subharmonic functions and related integral representations. (English) Zbl 1531.60051 Electron. J. Probab. 29, Paper No. 3, 35 p. (2024). MSC: 60J60 60J55 60G40 PDFBibTeX XMLCite \textit{U. Çetiṅ}, Electron. J. Probab. 29, Paper No. 3, 35 p. (2024; Zbl 1531.60051) Full Text: DOI arXiv
Aïdékon, Elie; Hu, Yueyun; Shi, Zhan An infinite-dimensional representation of the Ray-Knight theorems. (English) Zbl 1530.60071 Sci. China, Math. 67, No. 1, 149-162 (2024). MSC: 60J65 60J55 60G40 60J80 PDFBibTeX XMLCite \textit{E. Aïdékon} et al., Sci. China, Math. 67, No. 1, 149--162 (2024; Zbl 1530.60071) Full Text: DOI arXiv HAL
Comets, Francis; Loukianov, Oleg; Loukianova, Dasha Limit of the environment viewed from Sinaï’s walk. (English) Zbl 07787490 Stochastic Processes Appl. 168, Article ID 104266, 17 p. (2024). MSC: 60K37 60J55 60B10 60G50 PDFBibTeX XMLCite \textit{F. Comets} et al., Stochastic Processes Appl. 168, Article ID 104266, 17 p. (2024; Zbl 07787490) Full Text: DOI arXiv
Hariya, Yuu Invariance of Brownian motion associated with exponential functionals. (English) Zbl 1534.60111 Stochastic Processes Appl. 167, Article ID 104235, 22 p. (2024). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J65 60J55 60G30 PDFBibTeX XMLCite \textit{Y. Hariya}, Stochastic Processes Appl. 167, Article ID 104235, 22 p. (2024; Zbl 1534.60111) Full Text: DOI arXiv
Izyumtseva, Olga; KhudaBukhsh, Wasiur R. Local times of self-intersection and sample path properties of Volterra Gaussian processes. arXiv:2409.04377 Preprint, arXiv:2409.04377 [math.PR] (2024). MSC: 60J55 60G15 60G17 60F17 60F25 BibTeX Cite \textit{O. Izyumtseva} and \textit{W. R. KhudaBukhsh}, ``Local times of self-intersection and sample path properties of Volterra Gaussian processes'', Preprint, arXiv:2409.04377 [math.PR] (2024) Full Text: arXiv OA License
Hao, Chenxu; Li, Xinyi; Okada, Izumi; Zheng, Yushu Favorite Sites for Simple Random Walk in Two and More Dimensions. arXiv:2409.00995 Preprint, arXiv:2409.00995 [math.PR] (2024). MSC: 60F15 60J55 BibTeX Cite \textit{C. Hao} et al., ``Favorite Sites for Simple Random Walk in Two and More Dimensions'', Preprint, arXiv:2409.00995 [math.PR] (2024) Full Text: arXiv OA License
Fitzsimmons, P. J.; Marcus, Michael B.; Rosen, Jay Moduli of continuity for the local times of rebirthed Markov processes. arXiv:2409.00609 Preprint, arXiv:2409.00609 [math.PR] (2024). MSC: 60G15 60G17 60J40 60J55 60J60 BibTeX Cite \textit{P. J. Fitzsimmons} et al., ``Moduli of continuity for the local times of rebirthed Markov processes'', Preprint, arXiv:2409.00609 [math.PR] (2024) Full Text: arXiv OA License
Miyazawa, Masakiyo Multi-level reflecting Brownian motion on the half line and its stationary distribution. arXiv:2405.16764 Preprint, arXiv:2405.16764 [math.PR] (2024). MSC: 60H20 60J25 60J55 60H30 60K25 BibTeX Cite \textit{M. Miyazawa}, ``Multi-level reflecting Brownian motion on the half line and its stationary distribution'', Preprint, arXiv:2405.16764 [math.PR] (2024) Full Text: arXiv OA License
Noda, Ryoichiro Scaling limits of discrete-time Markov chains and their local times on electrical networks. arXiv:2405.01871 Preprint, arXiv:2405.01871 [math.PR] (2024). MSC: 60J10 60J55 28A80 31C25 60J25 60K37 BibTeX Cite \textit{R. Noda}, ``Scaling limits of discrete-time Markov chains and their local times on electrical networks'', Preprint, arXiv:2405.01871 [math.PR] (2024) Full Text: arXiv OA License
Das, Kaustav; Markowsky, Greg; Wu, Binghao On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes. arXiv:2404.05170 Preprint, arXiv:2404.05170 [math.PR] (2024). MSC: 60J55 60J65 60G52 BibTeX Cite \textit{K. Das} et al., ``On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes'', Preprint, arXiv:2404.05170 [math.PR] (2024) Full Text: arXiv OA License
Anagnostakis, Alexis; Mazzonetto, Sara Sticky-threshold diffusions, local time approximation and parameter estimation. arXiv:2403.08754 Preprint, arXiv:2403.08754 [math.PR] (2024). MSC: 62F12 60J55 60J60 BibTeX Cite \textit{A. Anagnostakis} and \textit{S. Mazzonetto}, ``Sticky-threshold diffusions, local time approximation and parameter estimation'', Preprint, arXiv:2403.08754 [math.PR] (2024) Full Text: arXiv OA License
Mazzonetto, Sara; Pigato, Paolo Estimation of parameters and local times in a discretely observed threshold diffusion model. arXiv:2403.06858 Preprint, arXiv:2403.06858 [math.ST] (2024). MSC: 62F12 62M05 60F05 60J55 BibTeX Cite \textit{S. Mazzonetto} and \textit{P. Pigato}, ``Estimation of parameters and local times in a discretely observed threshold diffusion model'', Preprint, arXiv:2403.06858 [math.ST] (2024) Full Text: arXiv OA License
DeBlassie, Dante; Oprisan, Adina; Smits, Robert G. Brownian Motion with a Singular Drift. arXiv:2403.06043 Preprint, arXiv:2403.06043 [math.PR] (2024). MSC: 60J60 60J65 60J55 60F10 BibTeX Cite \textit{D. DeBlassie} et al., ``Brownian Motion with a Singular Drift'', Preprint, arXiv:2403.06043 [math.PR] (2024) Full Text: arXiv OA License
Jego, Antoine; Lupu, Titus; Qian, Wei The height gap of planar Brownian motion is \(\frac{5}{\pi}\). arXiv:2403.03040 Preprint, arXiv:2403.03040 [math.PR] (2024). MSC: 60J65 60J67 60J55 BibTeX Cite \textit{A. Jego} et al., ``The height gap of planar Brownian motion is $\frac{5}{\pi}$'', Preprint, arXiv:2403.03040 [math.PR] (2024) Full Text: arXiv OA License
Mijatovic, Aleksandar; Vysotsky, Vladislav Stationary entrance chains and applications to random walks. arXiv:2403.00619 Preprint, arXiv:2403.00619 [math.PR] (2024). MSC: 60J10 60G50 37A50 60J55 60G10 60G40 60F05 28D05 BibTeX Cite \textit{A. Mijatovic} and \textit{V. Vysotsky}, ``Stationary entrance chains and applications to random walks'', Preprint, arXiv:2403.00619 [math.PR] (2024) Full Text: arXiv OA License
Atar, Rami; Budhiraja, Amarjit Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion. arXiv:2403.00320 Preprint, arXiv:2403.00320 [math.PR] (2024). MSC: 60J65 60B10 60J55 60J70 BibTeX Cite \textit{R. Atar} and \textit{A. Budhiraja}, ``Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion'', Preprint, arXiv:2403.00320 [math.PR] (2024) Full Text: arXiv OA License
Bovo, Andrea; De Angelis, Tiziano On the saddle point of a zero-sum stopper vs. singular-controller game. arXiv:2401.17719 Preprint, arXiv:2401.17719 [math.OC] (2024). MSC: 91A05 91A15 60G40 93E20 49J40 35R35 60J60 60J55 BibTeX Cite \textit{A. Bovo} and \textit{T. De Angelis}, ``On the saddle point of a zero-sum stopper vs. singular-controller game'', Preprint, arXiv:2401.17719 [math.OC] (2024) Full Text: arXiv OA License
Sauzedde, Isao Planar Brownian motion winds evenly along its trajectory. (English) Zbl 1532.60167 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1359-1366 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60J65 60J55 60F15 PDFBibTeX XMLCite \textit{I. Sauzedde}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1359--1366 (2023; Zbl 1532.60167) Full Text: arXiv Link
Contreras, Jesús; Rivero, Víctor Generalized scale functions for spectrally negative Lévy processes. (English) Zbl 1532.60093 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 645-663 (2023). MSC: 60G51 60J55 PDFBibTeX XMLCite \textit{J. Contreras} and \textit{V. Rivero}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 645--663 (2023; Zbl 1532.60093) Full Text: arXiv Link
Döring, Leif; Trottner, Lukas Stability of overshoots of Markov additive processes. (English) Zbl 1530.60066 Ann. Appl. Probab. 33, No. 6B, 5413-5458 (2023). MSC: 60J55 37A25 62M05 PDFBibTeX XMLCite \textit{L. Döring} and \textit{L. Trottner}, Ann. Appl. Probab. 33, No. 6B, 5413--5458 (2023; Zbl 1530.60066) Full Text: DOI arXiv
Bondici, László; Prokaj, Vilmos Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation. (English) Zbl 07790359 Electron. Commun. Probab. 28, Paper No. 53, 13 p. (2023). MSC: 60H05 60J55 60J65 PDFBibTeX XMLCite \textit{L. Bondici} and \textit{V. Prokaj}, Electron. Commun. Probab. 28, Paper No. 53, 13 p. (2023; Zbl 07790359) Full Text: DOI arXiv
Abe, Yoshihiro; Biskup, Marek; Lee, Sangchul Exceptional points of discrete-time random walks in planar domains. (English) Zbl 1537.60052 Electron. J. Probab. 28, Paper No. 137, 45 p. (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60G50 60J55 28A80 60G70 PDFBibTeX XMLCite \textit{Y. Abe} et al., Electron. J. Probab. 28, Paper No. 137, 45 p. (2023; Zbl 1537.60052) Full Text: DOI arXiv
Andreoletti, Pierre; Debs, Pierre Simple random walk on \(\mathbb{Z}^2\) perturbed on the axes (renewal case). (English) Zbl 1536.60042 Electron. J. Probab. 28, Paper No. 110, 25 p. (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G50 05C81 60J55 60K10 60K40 PDFBibTeX XMLCite \textit{P. Andreoletti} and \textit{P. Debs}, Electron. J. Probab. 28, Paper No. 110, 25 p. (2023; Zbl 1536.60042) Full Text: DOI arXiv
Menshikov, Mikhail V.; Mijatović, Aleksandar; Wade, Andrew R. Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity. (English) Zbl 1536.60071 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1813-1843 (2023). Reviewer: Romeo Negrea (Timişoara) MSC: 60J60 60F15 60J55 60J65 60K50 PDFBibTeX XMLCite \textit{M. V. Menshikov} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1813--1843 (2023; Zbl 1536.60071) Full Text: DOI arXiv
Ganguly, Shirshendu; Hegde, Milind Local and global comparisons of the Airy difference profile to Brownian local time. (English) Zbl 1537.82011 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1342-1374 (2023). MSC: 82C21 60J55 60K35 PDFBibTeX XMLCite \textit{S. Ganguly} and \textit{M. Hegde}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1342--1374 (2023; Zbl 1537.82011) Full Text: DOI arXiv
Lehmkuehler, Matthis The trunks of \(\mathrm{CLE}(4)\) explorations. (English) Zbl 1536.60077 Ann. Appl. Probab. 33, No. 5, 3387-3417 (2023). Reviewer: Romeo Negrea (Timişoara) MSC: 60J67 60J55 60G51 60H10 PDFBibTeX XMLCite \textit{M. Lehmkuehler}, Ann. Appl. Probab. 33, No. 5, 3387--3417 (2023; Zbl 1536.60077) Full Text: DOI arXiv Link
Sznitman, Alain-Sol On bulk deviations for the local behavior of random interlacements. (Sur les déviations massives du comportement local des entrelacs aléatoires.) (English. French summary) Zbl 1531.60028 Ann. Sci. Éc. Norm. Supér. (4) 56, No. 3, 801-858 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60K35 60J55 82B43 PDFBibTeX XMLCite \textit{A.-S. Sznitman}, Ann. Sci. Éc. Norm. Supér. (4) 56, No. 3, 801--858 (2023; Zbl 1531.60028) Full Text: DOI arXiv
Boudebane, Zineb; Rezgui, Anis On the local time of Gaussian and Lévy processes. (English) Zbl 1525.60046 Random Oper. Stoch. Equ. 31, No. 4, 329-337 (2023). MSC: 60G17 60J55 60G15 60G51 PDFBibTeX XMLCite \textit{Z. Boudebane} and \textit{A. Rezgui}, Random Oper. Stoch. Equ. 31, No. 4, 329--337 (2023; Zbl 1525.60046) Full Text: DOI
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. On one family of random operators. (English. Russian original) Zbl 07764858 Theory Probab. Appl. 68, No. 3, 440-456 (2023); translation from Teor. Veroyatn. Primen. 68, No. 3, 544-564 (2023). MSC: 47B80 47A40 60J55 PDFBibTeX XMLCite \textit{I. A. Ibragimov} et al., Theory Probab. Appl. 68, No. 3, 440--456 (2023; Zbl 07764858); translation from Teor. Veroyatn. Primen. 68, No. 3, 544--564 (2023) Full Text: DOI
Xu, Wei Asymptotics for exponential functionals of random walks. (English) Zbl 1535.60079 Stochastic Processes Appl. 165, 1-42 (2023). MSC: 60G50 60J55 60F10 60E05 PDFBibTeX XMLCite \textit{W. Xu}, Stochastic Processes Appl. 165, 1--42 (2023; Zbl 1535.60079) Full Text: DOI arXiv
Bourza, Mohamed Euler-Maruyama approximation for diffusion process generated by divergence form operator with discontinuous coefficients. (English) Zbl 1538.60120 Jordan J. Math. Stat. 16, No. 3, 515-533 (2023). MSC: 60H35 60H10 60J55 65C30 PDFBibTeX XMLCite \textit{M. Bourza}, Jordan J. Math. Stat. 16, No. 3, 515--533 (2023; Zbl 1538.60120) Full Text: DOI
Aïdékon, Élie; Berestycki, Nathanaël; Jego, Antoine; Lupu, Titus Multiplicative chaos of the Brownian loop soup. (English) Zbl 1540.60060 Proc. Lond. Math. Soc. (3) 126, No. 4, 1254-1393 (2023). MSC: 60G15 60J55 60J65 60K35 PDFBibTeX XMLCite \textit{É. Aïdékon} et al., Proc. Lond. Math. Soc. (3) 126, No. 4, 1254--1393 (2023; Zbl 1540.60060) Full Text: DOI arXiv OA License
Krykun, Ivan H. On weak convergence of stochastic differential equations with irregular coefficients. (English. Ukrainian original) Zbl 1519.60055 J. Math. Sci., New York 273, No. 3, 398-413 (2023); translation from Ukr. Mat. Visn. 20, No. 1, 87-106 (2023). MSC: 60H10 60J60 60J55 PDFBibTeX XMLCite \textit{I. H. Krykun}, J. Math. Sci., New York 273, No. 3, 398--413 (2023; Zbl 1519.60055); translation from Ukr. Mat. Visn. 20, No. 1, 87--106 (2023) Full Text: DOI
Anagnostakis, Alexis Functional convergence to the local time of a sticky diffusion. (English) Zbl 1520.60022 Electron. J. Probab. 28, Paper No. 88, 26 p. (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60J55 60J60 PDFBibTeX XMLCite \textit{A. Anagnostakis}, Electron. J. Probab. 28, Paper No. 88, 26 p. (2023; Zbl 1520.60022) Full Text: DOI arXiv
Kondratiev, Yuri; da Silva, José L. Compound Poisson processes: potentials, Green measures and random times. (English) Zbl 1515.60271 Stat. Probab. Lett. 197, Article ID 109815, 8 p. (2023). MSC: 60J65 60J55 60G50 PDFBibTeX XMLCite \textit{Y. Kondratiev} and \textit{J. L. da Silva}, Stat. Probab. Lett. 197, Article ID 109815, 8 p. (2023; Zbl 1515.60271) Full Text: DOI arXiv OA License
Bass, Richard F. The rate of escape of the most visited site of Brownian motion. (English) Zbl 1517.60098 Electron. J. Probab. 28, Paper No. 20, 12 p. (2023). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{R. F. Bass}, Electron. J. Probab. 28, Paper No. 20, 12 p. (2023; Zbl 1517.60098) Full Text: DOI arXiv Link
Eisenbaum, Nathalie; Kaspi, Haya Addendum to: “Isomorphism theorems, extended Markov processes and random interlacements”. (English) Zbl 1515.60263 Electron. J. Probab. 28, Paper No. 45, 3 p. (2023). MSC: 60J25 60G15 60G57 60J35 60J40 60J45 60J55 PDFBibTeX XMLCite \textit{N. Eisenbaum} and \textit{H. Kaspi}, Electron. J. Probab. 28, Paper No. 45, 3 p. (2023; Zbl 1515.60263) Full Text: DOI Link
Yen, Ju-Yi Limit theorems of Brownian additive functionals. (English) Zbl 1517.60032 Japan J. Ind. Appl. Math. 40, No. 2, 809-822 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J55 60G51 60G55 PDFBibTeX XMLCite \textit{J.-Y. Yen}, Japan J. Ind. Appl. Math. 40, No. 2, 809--822 (2023; Zbl 1517.60032) Full Text: DOI
Boufoussi, Brahim; Nachit, Yassine Local times for systems of non-linear stochastic heat equations. (English) Zbl 1517.60073 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 388-425 (2023). MSC: 60H15 60J55 60H07 60H40 PDFBibTeX XMLCite \textit{B. Boufoussi} and \textit{Y. Nachit}, Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 388--425 (2023; Zbl 1517.60073) Full Text: DOI arXiv
Banerjee, Sayan; Brown, Brendan Dimension-free local convergence and perturbations for reflected Brownian motions. (English) Zbl 1523.60132 Ann. Appl. Probab. 33, No. 1, 376-416 (2023). Reviewer: Pavel Gapeev (London) MSC: 60J65 60J60 60J55 60K37 37A25 PDFBibTeX XMLCite \textit{S. Banerjee} and \textit{B. Brown}, Ann. Appl. Probab. 33, No. 1, 376--416 (2023; Zbl 1523.60132) Full Text: DOI arXiv
Véchambre, Grégoire Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment. (English) Zbl 1528.60107 J. Theor. Probab. 36, No. 2, 876-925 (2023). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60K37 60J55 60G51 PDFBibTeX XMLCite \textit{G. Véchambre}, J. Theor. Probab. 36, No. 2, 876--925 (2023; Zbl 1528.60107) Full Text: DOI arXiv HAL
Jaramillo, Arturo; Nourdin, Ivan; Nualart, David; Peccati, Giovanni Limit theorems for additive functionals of the fractional Brownian motion. (English) Zbl 07690056 Ann. Probab. 51, No. 3, 1066-1111 (2023). MSC: 62E17 60F05 60G22 60J55 60H07 PDFBibTeX XMLCite \textit{A. Jaramillo} et al., Ann. Probab. 51, No. 3, 1066--1111 (2023; Zbl 07690056) Full Text: DOI arXiv
de Loynes, Basile Local limit theorem for a Markov additive process on \(\mathbb{Z}^d\) with a null recurrent internal Markov chain. (English) Zbl 1512.60021 J. Appl. Probab. 60, No. 2, 570-588 (2023). MSC: 60F15 60K15 60J45 60J10 60J55 PDFBibTeX XMLCite \textit{B. de Loynes}, J. Appl. Probab. 60, No. 2, 570--588 (2023; Zbl 1512.60021) Full Text: DOI
Oçafrain, William An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries. (English) Zbl 1512.60049 Adv. Appl. Probab. 55, No. 2, 672-700 (2023). MSC: 60J25 60F25 60J55 60J60 60J65 60J70 PDFBibTeX XMLCite \textit{W. Oçafrain}, Adv. Appl. Probab. 55, No. 2, 672--700 (2023; Zbl 1512.60049) Full Text: DOI arXiv HAL
Mazzolo, Alain; Monthus, Cécile Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes. (English) Zbl 1509.60131 J. Phys. A, Math. Theor. 56, No. 20, Article ID 205004, 65 p. (2023). MSC: 60J55 60J60 82C31 PDFBibTeX XMLCite \textit{A. Mazzolo} and \textit{C. Monthus}, J. Phys. A, Math. Theor. 56, No. 20, Article ID 205004, 65 p. (2023; Zbl 1509.60131) Full Text: DOI arXiv
Bao, Jianhai; Shao, Jinghai; Wei, Dong Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching. (English) Zbl 1515.60070 Discrete Contin. Dyn. Syst., Ser. B 28, No. 5, 2911-2926 (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60F10 60J55 60K37 60J10 PDFBibTeX XMLCite \textit{J. Bao} et al., Discrete Contin. Dyn. Syst., Ser. B 28, No. 5, 2911--2926 (2023; Zbl 1515.60070) Full Text: DOI
Hambly, Ben; Koepernik, Peter Dimension results and local times for superdiffusions on fractals. (English) Zbl 1509.60147 Stochastic Processes Appl. 158, 377-417 (2023). MSC: 60J68 60J60 60J55 28A78 PDFBibTeX XMLCite \textit{B. Hambly} and \textit{P. Koepernik}, Stochastic Processes Appl. 158, 377--417 (2023; Zbl 1509.60147) Full Text: DOI OA License
Hiderah, Kamal Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero. (English) Zbl 1515.60192 Stochastic Anal. Appl. 41, No. 2, 276-290 (2023). MSC: 60H10 60J60 60J55 65C30 PDFBibTeX XMLCite \textit{K. Hiderah}, Stochastic Anal. Appl. 41, No. 2, 276--290 (2023; Zbl 1515.60192) Full Text: DOI
Hariya, Yuu; Matsumura, Yohei On two-dimensional extensions of Bougerol’s identity in law. (English) Zbl 1508.60088 Electron. Commun. Probab. 28, Paper No. 2, 7 p. (2023). MSC: 60J65 60J55 PDFBibTeX XMLCite \textit{Y. Hariya} and \textit{Y. Matsumura}, Electron. Commun. Probab. 28, Paper No. 2, 7 p. (2023; Zbl 1508.60088) Full Text: DOI arXiv
Ding, Yujia; Peng, Qidi; Xiao, Yimin Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times. (English) Zbl 1516.60022 Bernoulli 29, No. 1, 785-814 (2023). MSC: 60G17 60G15 60G60 60J55 PDFBibTeX XMLCite \textit{Y. Ding} et al., Bernoulli 29, No. 1, 785--814 (2023; Zbl 1516.60022) Full Text: DOI arXiv Link
Xu, Xiaoyan; Yu, Xianye The fractional smoothness of integral functionals driven by Brownian motion. (English) Zbl 1499.60173 Stat. Probab. Lett. 193, Article ID 109717, 11 p. (2023). MSC: 60H07 60G15 60J55 PDFBibTeX XMLCite \textit{X. Xu} and \textit{X. Yu}, Stat. Probab. Lett. 193, Article ID 109717, 11 p. (2023; Zbl 1499.60173) Full Text: DOI
Chiarini, Alberto; Nitzschner, Maximilian Lower bounds for bulk deviations for the simple random walk on \(\mathbb{Z}^d\), \(d\geq 3\). arXiv:2312.17074 Preprint, arXiv:2312.17074 [math.PR] (2023). MSC: 60F10 60K35 60J27 60J55 82B43 BibTeX Cite \textit{A. Chiarini} and \textit{M. Nitzschner}, ``Lower bounds for bulk deviations for the simple random walk on $\mathbb{Z}^d$, $d\geq 3$'', Preprint, arXiv:2312.17074 [math.PR] (2023) Full Text: arXiv OA License
Crisan, Dan; Kohatsu-Higa, Arturo Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case. arXiv:2312.07096 Preprint, arXiv:2312.07096 [math.PR] (2023). MSC: 60H10 60J50 60J55 60J60 60J76 BibTeX Cite \textit{D. Crisan} and \textit{A. Kohatsu-Higa}, ``Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case'', Preprint, arXiv:2312.07096 [math.PR] (2023) Full Text: arXiv OA License
Tissot-Daguette, Valentin Occupied Processes: Going with the Flow. arXiv:2311.07936 Preprint, arXiv:2311.07936 [math.PR] (2023). MSC: 60J55 60J25 60H30 60G40 91G20 BibTeX Cite \textit{V. Tissot-Daguette}, ``Occupied Processes: Going with the Flow'', Preprint, arXiv:2311.07936 [math.PR] (2023) Full Text: arXiv OA License
Pavlyukevich, Ilya; Pilipenko, Andrey Walsh’s Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks. arXiv:2310.10809 Preprint, arXiv:2310.10809 [math.PR] (2023). MSC: 60F17 60G42 60G50 60H10 60J10 60J55 60K37 BibTeX Cite \textit{I. Pavlyukevich} and \textit{A. Pilipenko}, ``Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks'', Preprint, arXiv:2310.10809 [math.PR] (2023) Full Text: arXiv OA License
Jenkins, Paul A.; Koskela, Jere; Sant, Jaromir; Spano, Dario; Valentic, Ivana Excursion theory for the Wright-Fisher diffusion. arXiv:2309.16271 Preprint, arXiv:2309.16271 [math.PR] (2023). MSC: 60J70 60J60 92D25 60J55 BibTeX Cite \textit{P. A. Jenkins} et al., ``Excursion theory for the Wright-Fisher diffusion'', Preprint, arXiv:2309.16271 [math.PR] (2023) Full Text: arXiv OA License
Gall, Jean-François Le; Perkins, Edwin A stochastic differential equation for local times of super-Brownian motion. arXiv:2309.06899 Preprint, arXiv:2309.06899 [math.PR] (2023). MSC: 60J55 60J68 60H10 BibTeX Cite \textit{J.-F. Le Gall} and \textit{E. Perkins}, ``A stochastic differential equation for local times of super-Brownian motion'', Preprint, arXiv:2309.06899 [math.PR] (2023) Full Text: arXiv OA License
Das, Purba; Łochowski, Rafał; Matsuda, Toyomu; Perkowski, Nicolas Level crossings of fractional Brownian motion. arXiv:2308.08274 Preprint, arXiv:2308.08274 [math.PR] (2023). MSC: 60G22 60J55 BibTeX Cite \textit{P. Das} et al., ``Level crossings of fractional Brownian motion'', Preprint, arXiv:2308.08274 [math.PR] (2023) Full Text: arXiv OA License
Costantini, Cristina Obliquely reflecting Brownian motion in nonpolyhedral, piecewise smooth cones, with an example of application to diffusion approximation of bandwidth sharing queues. arXiv:2308.06745 Preprint, arXiv:2308.06745 [math.PR] (2023). MSC: 60J60 60J55 60K30 90B15 BibTeX Cite \textit{C. Costantini}, ``Obliquely reflecting Brownian motion in nonpolyhedral, piecewise smooth cones, with an example of application to diffusion approximation of bandwidth sharing queues'', Preprint, arXiv:2308.06745 [math.PR] (2023) Full Text: arXiv OA License
Pavlyukevich, Ilya; Shevchenko, Georgiy Stochastic selection problem for a Stratonovich SDE with power non-linearity. arXiv:2308.06646 Preprint, arXiv:2308.06646 [math.PR] (2023). MSC: 60H10 60J55 60J60 BibTeX Cite \textit{I. Pavlyukevich} and \textit{G. Shevchenko}, ``Stochastic selection problem for a Stratonovich SDE with power non-linearity'', Preprint, arXiv:2308.06646 [math.PR] (2023) Full Text: arXiv OA License
Aurzada, Frank; Kolb, Martin; Schickentanz, Dominic T. Brownian motion conditioned to spend limited time outside a bounded interval – an extreme example of entropic repulsion. arXiv:2308.04866 Preprint, arXiv:2308.04866 [math.PR] (2023). MSC: 60J65 60J55 BibTeX Cite \textit{F. Aurzada} et al., ``Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion'', Preprint, arXiv:2308.04866 [math.PR] (2023) Full Text: arXiv OA License
Clark, Jeremy; Mian, Barkat On planar Brownian motion singularly tilted through a point potential. arXiv:2306.14849 Preprint, arXiv:2306.14849 [math.PR] (2023). MSC: 60G17 60J55 82C23 82D60 82B44 BibTeX Cite \textit{J. Clark} and \textit{B. Mian}, ``On planar Brownian motion singularly tilted through a point potential'', Preprint, arXiv:2306.14849 [math.PR] (2023) Full Text: arXiv OA License
Wang, Hua-Ming Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line. arXiv:2306.14376 Preprint, arXiv:2306.14376 [math.PR] (2023). MSC: 60J10 60G50 60J55 BibTeX Cite \textit{H.-M. Wang}, ``Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line'', Preprint, arXiv:2306.14376 [math.PR] (2023) Full Text: arXiv OA License
Noda, Ryoichiro Convergence of local times of stochastic processes associated with resistance forms. arXiv:2305.13224 Preprint, arXiv:2305.13224 [math.PR] (2023). MSC: 60J55 60J25 60G15 60K37 28A80 BibTeX Cite \textit{R. Noda}, ``Convergence of local times of stochastic processes associated with resistance forms'', Preprint, arXiv:2305.13224 [math.PR] (2023) Full Text: arXiv OA License
Ooi, Takumu Convergence of processes time-changed by Gaussian multiplicative chaos. arXiv:2305.00734 Preprint, arXiv:2305.00734 [math.PR] (2023). MSC: 31C25 60K37 60G57 60G60 60J55 BibTeX Cite \textit{T. Ooi}, ``Convergence of processes time-changed by Gaussian multiplicative chaos'', Preprint, arXiv:2305.00734 [math.PR] (2023) Full Text: arXiv OA License
Véchambre, Grégoire Spectral analysis of a class of Lévy-type processes and connection with some spin systems. arXiv:2304.12462 Preprint, arXiv:2304.12462 [math.PR] (2023). MSC: 60G53 60G51 60J25 60J35 82B20 60J55 82B31 BibTeX Cite \textit{G. Véchambre}, ``Spectral analysis of a class of Lévy-type processes and connection with some spin systems'', Preprint, arXiv:2304.12462 [math.PR] (2023) Full Text: arXiv OA License
Berger, Quentin; Béthencourt, Loïc; Tardif, Camille Persistence problems for additive functionals of one-dimensional Markov processes. arXiv:2304.09034 Preprint, arXiv:2304.09034 [math.PR] (2023). MSC: 60G51 60J55 60J25 BibTeX Cite \textit{Q. Berger} et al., ``Persistence problems for additive functionals of one-dimensional Markov processes'', Preprint, arXiv:2304.09034 [math.PR] (2023) Full Text: arXiv OA License
Berger, Quentin; Béthencourt, Loïc An application of Sparre Andersen’s fluctuation theorem for exchangeable and sign-invariant random variables. arXiv:2304.09031 Preprint, arXiv:2304.09031 [math.PR] (2023). MSC: 60G50 60J55 60G09 60J10 BibTeX Cite \textit{Q. Berger} and \textit{L. Béthencourt}, ``An application of Sparre Andersen's fluctuation theorem for exchangeable and sign-invariant random variables'', Preprint, arXiv:2304.09031 [math.PR] (2023) Full Text: arXiv OA License
Hao, Chen-Xu The Escape Rate of Favorite Edges of Simple Random Walk. arXiv:2303.13210 Preprint, arXiv:2303.13210 [math.PR] (2023). MSC: 60J10 60J55 BibTeX Cite \textit{C.-X. Hao}, ``The Escape Rate of Favorite Edges of Simple Random Walk'', Preprint, arXiv:2303.13210 [math.PR] (2023) Full Text: arXiv OA License
Hariya, Yuu Invariance of Brownian motion associated with past and future maxima. arXiv:2303.09163 Preprint, arXiv:2303.09163 [math.PR] (2023). MSC: 60J65 60J55 BibTeX Cite \textit{Y. Hariya}, ``Invariance of Brownian motion associated with past and future maxima'', Preprint, arXiv:2303.09163 [math.PR] (2023) Full Text: arXiv OA License
Marcus, Michael B.; Rosen, Jay Law of the iterated logarithm for \(k/2\)-permanental processes and the local times of related Markov processes. arXiv:2302.10262 Preprint, arXiv:2302.10262 [math.PR] (2023). MSC: 60E07 60G15 60G17 60G99 60J25 60J55 BibTeX Cite \textit{M. B. Marcus} and \textit{J. Rosen}, ``Law of the iterated logarithm for $k/2$-permanental processes and the local times of related Markov processes'', Preprint, arXiv:2302.10262 [math.PR] (2023) Full Text: arXiv OA License
Ouahra, Mohamed Ait; Aslimani, Abderrahim; Eddahbi, Mhamed; Mellouk, Mohamed Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process. arXiv:2302.05141 Preprint, arXiv:2302.05141 [math.PR] (2023). MSC: 60F15 60G22 60J55 BibTeX Cite \textit{M. A. Ouahra} et al., ``Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process'', Preprint, arXiv:2302.05141 [math.PR] (2023) Full Text: arXiv OA License
Tian, Jia Meng; Wang, Jing; Zhang, Yu Hui Additive functionals for discrete-time single death chains. (Chinese. English summary) Zbl 07822552 Acta Math. Sin., Chin. Ser. 65, No. 5, 797-818 (2022). MSC: 60J55 PDFBibTeX XMLCite \textit{J. M. Tian} et al., Acta Math. Sin., Chin. Ser. 65, No. 5, 797--818 (2022; Zbl 07822552) Full Text: DOI
Bogdanskii, Victor; Pavlyukevich, Ilya; Pilipenko, Andrey Limit behaviour of random walks on \(\mathbb{Z}^m\) with two-sided membrane. (English) Zbl 1520.60036 ESAIM, Probab. Stat. 26, 352-377 (2022). MSC: 60J10 60G42 60G50 60H10 60J55 60K37 60J65 60J60 PDFBibTeX XMLCite \textit{V. Bogdanskii} et al., ESAIM, Probab. Stat. 26, 352--377 (2022; Zbl 1520.60036) Full Text: DOI arXiv OA License
Bertoin, Jean On the local times of noise reinforced Bessel processes. (Sur les temps locaux des processus de Bessel avec bruit renforcé.) (English. French summary) Zbl 1517.60099 Ann. Henri Lebesgue 5, 1277-1294 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J55 60J60 PDFBibTeX XMLCite \textit{J. Bertoin}, Ann. Henri Lebesgue 5, 1277--1294 (2022; Zbl 1517.60099) Full Text: DOI arXiv OA License
Zamparo, Marco Statistical fluctuations under resetting: rigorous results. (English) Zbl 1509.60159 J. Phys. A, Math. Theor. 55, No. 48, Article ID 484001, 50 p. (2022). MSC: 60K05 60F05 60F10 60F15 60J55 82C41 PDFBibTeX XMLCite \textit{M. Zamparo}, J. Phys. A, Math. Theor. 55, No. 48, Article ID 484001, 50 p. (2022; Zbl 1509.60159) Full Text: DOI arXiv
Eisenbaum, Nathalie; Kaspi, Haya Isomorphism theorems, extended Markov processes and random interlacements. (English) Zbl 1509.60130 Electron. J. Probab. 27, Paper No. 160, 27 p. (2022); addendum ibid. 28, Paper No. 45, 3 p. (2023). . Link to issue. MSC: 60J25 60G15 60G57 60J35 60J40 60J45 60J55 PDFBibTeX XMLCite \textit{N. Eisenbaum} and \textit{H. Kaspi}, Electron. J. Probab. 27, Paper No. 160, 27 p. (2022; Zbl 1509.60130) Full Text: DOI
Chen, Zhi-He; Wang, Jian Quenched asymptotics for symmetric Lévy processes interacting with Poissonian fields. (English) Zbl 1512.60027 Probab. Math. Stat. 42, No. 2, 319-356 (2022). Reviewer: Peter Kern (Düsseldorf) MSC: 60G51 60G52 60J25 60J55 60J35 PDFBibTeX XMLCite \textit{Z.-H. Chen} and \textit{J. Wang}, Probab. Math. Stat. 42, No. 2, 319--356 (2022; Zbl 1512.60027) Full Text: DOI arXiv
Popovic, Lea; Zoroddu, Giovanni Large deviations for additive functionals of reflected jump-diffusions. (English) Zbl 1505.60039 SIAM J. Appl. Math. 82, No. 6, 2008-2035 (2022). MSC: 60F10 60J25 60J55 60J60 60J70 PDFBibTeX XMLCite \textit{L. Popovic} and \textit{G. Zoroddu}, SIAM J. Appl. Math. 82, No. 6, 2008--2035 (2022; Zbl 1505.60039) Full Text: DOI arXiv
D’Ovidio, Mirko Fractional boundary value problems. (English) Zbl 1503.60111 Fract. Calc. Appl. Anal. 25, No. 1, 29-59 (2022). MSC: 60J50 60J55 35R11 26A33 PDFBibTeX XMLCite \textit{M. D'Ovidio}, Fract. Calc. Appl. Anal. 25, No. 1, 29--59 (2022; Zbl 1503.60111) Full Text: DOI arXiv OA License
Allaoui, Omar; Sghir, Aissa; Hadiri, Soukaina On the existence and the Hölder regularity of the local time of the Brownian bridge. (English) Zbl 1499.60111 Random Oper. Stoch. Equ. 30, No. 4, 259-270 (2022). MSC: 60G15 60J55 60G22 PDFBibTeX XMLCite \textit{O. Allaoui} et al., Random Oper. Stoch. Equ. 30, No. 4, 259--270 (2022; Zbl 1499.60111) Full Text: DOI