Mao, Yong-Hua; Wang, Tao Lyapunov-type conditions for non-strong ergodicity of Markov processes. (English) Zbl 07317344 J. Appl. Probab. 58, No. 1, 238-253 (2021). MSC: 60J25 60J60 60G51 PDF BibTeX XML Cite \textit{Y.-H. Mao} and \textit{T. Wang}, J. Appl. Probab. 58, No. 1, 238--253 (2021; Zbl 07317344) Full Text: DOI
Saarinen, Harto; Lempa, Jukka Ergodic control of diffusions with random intervention times. (English) Zbl 07317330 J. Appl. Probab. 58, No. 1, 1-21 (2021). MSC: 49N25 49L20 60J60 PDF BibTeX XML Cite \textit{H. Saarinen} and \textit{J. Lempa}, J. Appl. Probab. 58, No. 1, 1--21 (2021; Zbl 07317330) Full Text: DOI
Voit, Michael; Woerner, Jeannette H. C. Functional central limit theorems for multivariate Bessel processes in the freezing regime. (English) Zbl 07316865 Stochastic Anal. Appl. 39, No. 1, 136-156 (2021). MSC: 60F15 60F05 60J60 60B20 60H20 70F10 82C22 33C67 PDF BibTeX XML Cite \textit{M. Voit} and \textit{J. H. C. Woerner}, Stochastic Anal. Appl. 39, No. 1, 136--156 (2021; Zbl 07316865) Full Text: DOI
Barrasso, Adrien; Russo, Francesco Martingale driven BSDEs, PDEs and other related deterministic problems. (English) Zbl 07312689 Stochastic Processes Appl. 133, 193-228 (2021). MSC: 60H30 60H10 35S05 60J35 60J60 60J75 PDF BibTeX XML Cite \textit{A. Barrasso} and \textit{F. Russo}, Stochastic Processes Appl. 133, 193--228 (2021; Zbl 07312689) Full Text: DOI
Barré, Julien; Dobson, Paul; Ottobre, Michela; Zatorska, Ewelina Fast non-mean-field networks: uniform in time averaging. (English) Zbl 07309973 SIAM J. Math. Anal. 53, No. 1, 937-972 (2021). MSC: 60K35 47D07 60J60 35Q84 35Q82 82C31 PDF BibTeX XML Cite \textit{J. Barré} et al., SIAM J. Math. Anal. 53, No. 1, 937--972 (2021; Zbl 07309973) Full Text: DOI
Profeta, Christophe Persistence and exit times for some additive functionals of skew Bessel processes. (English) Zbl 07306267 J. Theor. Probab. 34, No. 1, 363-390 (2021). MSC: 60J60 60G40 60G18 PDF BibTeX XML Cite \textit{C. Profeta}, J. Theor. Probab. 34, No. 1, 363--390 (2021; Zbl 07306267) Full Text: DOI
Kolesnik, Alexander D. Markov random flights (to appear). (English) Zbl 07303764 Chapman & Hall/CRC Monographs and Research Notes in Mathematics. Boca Raton, FL: CRC Press (ISBN 978-0-367-56494-0/hbk; 978-1-003-09813-3/ebook). 406 p. (2021). MSC: 60-02 60J60 60K35 PDF BibTeX XML Cite \textit{A. D. Kolesnik}, Markov random flights (to appear). Boca Raton, FL: CRC Press (2021; Zbl 07303764) Full Text: DOI
Favero, Martina; Hult, Henrik; Koski, Timo A dual process for the coupled Wright-Fisher diffusion. (English) Zbl 07303131 J. Math. Biol. 82, No. 1-2, Paper No. 6, 29 p. (2021). MSC: 60J70 92D25 60J60 92D10 PDF BibTeX XML Cite \textit{M. Favero} et al., J. Math. Biol. 82, No. 1--2, Paper No. 6, 29 p. (2021; Zbl 07303131) Full Text: DOI
Kuwada, Kazumasa; Li, Xiang-Dong Monotonicity and rigidity of the \(\mathcal{W}\)-entropy on \(\mathsf{RCD} (0, N)\) spaces. (English) Zbl 07302645 Manuscr. Math. 164, No. 1-2, 119-149 (2021). MSC: 53C23 53C44 58J65 60J60 PDF BibTeX XML Cite \textit{K. Kuwada} and \textit{X.-D. Li}, Manuscr. Math. 164, No. 1--2, 119--149 (2021; Zbl 07302645) Full Text: DOI
Zhu, Jinxia Optimal impulse control for growth-restricted linear diffusions with regime switching. (English) Zbl 07299443 SIAM J. Control Optim. 59, No. 1, 185-222 (2021). MSC: 49N25 60J60 91G80 PDF BibTeX XML Cite \textit{J. Zhu}, SIAM J. Control Optim. 59, No. 1, 185--222 (2021; Zbl 07299443) Full Text: DOI
Apushkinskaya, Darya E.; Nazarov, Alexander I.; Palagachev, Dian K.; Softova, Lubomira G. Venttsel boundary value problems with discontinuous data. (English) Zbl 07293731 SIAM J. Math. Anal. 53, No. 1, 221-252 (2021). Reviewer: Zhipeng Yang (Göttingen) MSC: 35J25 35R05 35B45 35J66 60J60 91G80 PDF BibTeX XML Cite \textit{D. E. Apushkinskaya} et al., SIAM J. Math. Anal. 53, No. 1, 221--252 (2021; Zbl 07293731) Full Text: DOI
Li, Tiejun; Li, Xiaoguang Gamma-limit of the Onsager-Machlup functional on the space of curves. (English) Zbl 07293725 SIAM J. Math. Anal. 53, No. 1, 1-31 (2021). MSC: 49J45 70G75 46N55 60J60 PDF BibTeX XML Cite \textit{T. Li} and \textit{X. Li}, SIAM J. Math. Anal. 53, No. 1, 1--31 (2021; Zbl 07293725) Full Text: DOI
Kaino, Yusuke; Uchida, Masayuki Parametric estimation for a parabolic linear SPDE model based on discrete observations. (English) Zbl 07290646 J. Stat. Plann. Inference 211, 190-220 (2021). MSC: 62F10 60H15 60J60 PDF BibTeX XML Cite \textit{Y. Kaino} and \textit{M. Uchida}, J. Stat. Plann. Inference 211, 190--220 (2021; Zbl 07290646) Full Text: DOI
Bladt, Mogens; Mider, Marcin; Sørensen, Michael Corrigendum to: “Simple simulation of diffusion bridges with application to likelihood inference for diffusions”. (English) Zbl 07282848 Bernoulli 27, No. 1, 218-220 (2021). MSC: 60J60 60H35 62M05 PDF BibTeX XML Cite \textit{M. Bladt} et al., Bernoulli 27, No. 1, 218--220 (2021; Zbl 07282848) Full Text: DOI Euclid
Chen, Mu-Fa; Mao, Yong-Hua Introduction to stochastic processes (to appear). (English) Zbl 06758533 World Scientific Series on Probability Theory and Its Applications 2. Hackensack, NJ: World Scientific (ISBN 978-981-4740-30-2/hbk). 280 p. (2021). MSC: 60-01 60G05 60J10 60J27 60J60 PDF BibTeX XML Cite \textit{M.-F. Chen} and \textit{Y.-H. Mao}, Introduction to stochastic processes (to appear). Hackensack, NJ: World Scientific (2021; Zbl 06758533) Full Text: DOI
Li, Kexuan; Polunchenko, Aleksey S. On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion. (English) Zbl 07316855 Sequential Anal. 39, No. 2, 214-229 (2020). MSC: 62L10 62G10 60G40 60G42 60J60 PDF BibTeX XML Cite \textit{K. Li} and \textit{A. S. Polunchenko}, Sequential Anal. 39, No. 2, 214--229 (2020; Zbl 07316855) Full Text: DOI
Abundo, Mario An inverse problem for the first-passage place of some diffusion processes with random starting point. (English) Zbl 07316805 Stochastic Anal. Appl. 38, No. 6, 1122-1133 (2020). MSC: 60J60 60H05 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Stochastic Anal. Appl. 38, No. 6, 1122--1133 (2020; Zbl 07316805) Full Text: DOI
Mohamed, El Omari; Maroufy, Hamid El Nonparametric estimation for small fractional diffusion processes with random effects. (English) Zbl 07316803 Stochastic Anal. Appl. 38, No. 6, 1084-1101 (2020). MSC: 62G07 60J60 60G22 PDF BibTeX XML Cite \textit{E. O. Mohamed} and \textit{H. E. Maroufy}, Stochastic Anal. Appl. 38, No. 6, 1084--1101 (2020; Zbl 07316803) Full Text: DOI
Comte, Fabienne; Genon-Catalot, Valentine Nonparametric drift estimation for i.i.d. paths of stochastic differential equations. (English) Zbl 07315913 Ann. Stat. 48, No. 6, 3336-3365 (2020). MSC: 62G07 62M05 60J60 60H10 PDF BibTeX XML Cite \textit{F. Comte} and \textit{V. Genon-Catalot}, Ann. Stat. 48, No. 6, 3336--3365 (2020; Zbl 07315913) Full Text: DOI Euclid
Holbach, Simon Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input. (English) Zbl 07312354 Stochastic Processes Appl. 130, No. 11, 6965-7003 (2020). MSC: 60J60 60J25 PDF BibTeX XML Cite \textit{S. Holbach}, Stochastic Processes Appl. 130, No. 11, 6965--7003 (2020; Zbl 07312354) Full Text: DOI
Arapostathis, Ari; Pang, Guodong; Zheng, Yi Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis. (English) Zbl 07312346 Stochastic Processes Appl. 130, No. 11, 6733-6756 (2020). MSC: 93E20 60J74 60J60 93C20 35F21 93E15 PDF BibTeX XML Cite \textit{A. Arapostathis} et al., Stochastic Processes Appl. 130, No. 11, 6733--6756 (2020; Zbl 07312346) Full Text: DOI
Ascione, Giacomo; D’Onofrio, Giuseppe; Kostal, Lubomir; Pirozzi, Enrica An optimal Gauss-Markov approximation for a process with stochastic drift and applications. (English) Zbl 07312338 Stochastic Processes Appl. 130, No. 11, 6481-6514 (2020). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{G. Ascione} et al., Stochastic Processes Appl. 130, No. 11, 6481--6514 (2020; Zbl 07312338) Full Text: DOI
Kopytko, B. I.; Novosyadlo, A. F. On a nonclassical problem for the heat equation and the Feller semigroup generated by it. (English) Zbl 07311915 Carpathian Math. Publ. 12, No. 2, 297-310 (2020). MSC: 60J60 35K20 PDF BibTeX XML Cite \textit{B. I. Kopytko} and \textit{A. F. Novosyadlo}, Carpathian Math. Publ. 12, No. 2, 297--310 (2020; Zbl 07311915) Full Text: DOI
Eldan, Ronen; Lehec, Joseph; Shenfeld, Yair Stability of the logarithmic Sobolev inequality via the Föllmer process. (English. French summary) Zbl 07310524 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 2253-2269 (2020). MSC: 60E15 60J60 39B62 PDF BibTeX XML Cite \textit{R. Eldan} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 2253--2269 (2020; Zbl 07310524) Full Text: DOI Euclid
Chen, Zhen-Qing; Engländer, János Superdiffusions with super-exponential growth: construction, mass and spread. (English. French summary) Zbl 07310507 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1809-1840 (2020). MSC: 60J60 60J80 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{J. Engländer}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1809--1840 (2020; Zbl 07310507) Full Text: DOI Euclid
Ren, Panpan; Wang, Feng-Yu Space-distribution PDEs for path independent additive functionals of McKean-Vlasov SDEs. (English) Zbl 07308691 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 3, Article ID 2050018, 15 p. (2020). MSC: 60H15 60J60 58J65 PDF BibTeX XML Cite \textit{P. Ren} and \textit{F.-Y. Wang}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 3, Article ID 2050018, 15 p. (2020; Zbl 07308691) Full Text: DOI
Seo, Insuk Analysis of metastable behavior via solutions of Poisson equations. (English) Zbl 07304011 RIMS Kôkyûroku Bessatsu B79, 1-17 (2020). MSC: 60J60 60F99 PDF BibTeX XML Cite \textit{I. Seo}, RIMS Kôkyûroku Bessatsu B79, 1--17 (2020; Zbl 07304011) Full Text: Link
Kumar, Hemant; RAi, Surya Kant Multiple fractional diffusions via multivariable \(H\)-function. (English) Zbl 07303936 Jñānābha 50, No. 1, 253-264 (2020). MSC: 26A33 33C20 33C60 33E12 33E20 33E30 44A15 60G18 60J60 PDF BibTeX XML Cite \textit{H. Kumar} and \textit{S. K. RAi}, Jñānābha 50, No. 1, 253--264 (2020; Zbl 07303936) Full Text: Link
Veerman, J. J. P.; Lyons, R. A primer on Laplacian dynamics in directed graphs. (English) Zbl 1452.05075 Nonlinear Phenom. Complex Syst., Minsk 23, No. 2, 196-206 (2020). MSC: 05C20 05C80 05C81 60J60 PDF BibTeX XML Cite \textit{J. J. P. Veerman} and \textit{R. Lyons}, Nonlinear Phenom. Complex Syst., Minsk 23, No. 2, 196--206 (2020; Zbl 1452.05075) Full Text: DOI
Manshadi, Vahideh; Misra, Sidhant; Rodilitz, Scott Diffusion in random networks: impact of degree distribution. (English) Zbl 07298147 Oper. Res. 68, No. 6, 1722-1741 (2020). MSC: 90B15 60J60 PDF BibTeX XML Cite \textit{V. Manshadi} et al., Oper. Res. 68, No. 6, 1722--1741 (2020; Zbl 07298147) Full Text: DOI
Limnios, Nikolaos; Yarovaya, Elena Diffusion approximation of branching processes in semi-Markov environment. (English) Zbl 07297572 Methodol. Comput. Appl. Probab. 22, No. 4, 1583-1590 (2020). MSC: 60J80 60K15 60K37 60J60 PDF BibTeX XML Cite \textit{N. Limnios} and \textit{E. Yarovaya}, Methodol. Comput. Appl. Probab. 22, No. 4, 1583--1590 (2020; Zbl 07297572) Full Text: DOI
Xia, Weixuan On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift. (English) Zbl 07297561 Methodol. Comput. Appl. Probab. 22, No. 3, 1389-1413 (2020). MSC: 60E10 60G15 60J60 PDF BibTeX XML Cite \textit{W. Xia}, Methodol. Comput. Appl. Probab. 22, No. 3, 1389--1413 (2020; Zbl 07297561) Full Text: DOI
Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N. Parameter estimation for non-stationary Fisher-Snedecor diffusion. (English) Zbl 07297548 Methodol. Comput. Appl. Probab. 22, No. 3, 1023-1061 (2020). MSC: 60G10 33C05 60J60 62M05 62M15 PDF BibTeX XML Cite \textit{A. M. Kulik} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1023--1061 (2020; Zbl 07297548) Full Text: DOI
Du, Yan; Jia, Lijuan; Kanae, Shunshoku; Yang, Zijiang Diffusion logistic regression algorithms over multiagent networks. (English) Zbl 07295121 Control Theory Technol. 18, No. 2, 160-167 (2020). MSC: 62J12 60J60 PDF BibTeX XML Cite \textit{Y. Du} et al., Control Theory Technol. 18, No. 2, 160--167 (2020; Zbl 07295121) Full Text: DOI
Tschumperlé, David; Porquet, Christine; Mahboubi, Amal Reconstruction of smooth 3D color functions from keypoints: application to lossy compression and exemplar-based generation of color LUTs. (English) Zbl 07292233 SIAM J. Imaging Sci. 13, No. 3, 1511-1535 (2020). MSC: 68U10 94A08 68P30 68W25 65D18 60J60 35Q68 PDF BibTeX XML Cite \textit{D. Tschumperlé} et al., SIAM J. Imaging Sci. 13, No. 3, 1511--1535 (2020; Zbl 07292233) Full Text: DOI
He, Shuangchi Diffusion approximation for efficiency-driven queues when customers are patient. (English) Zbl 1451.90047 Oper. Res. 68, No. 4, 1265-1284 (2020). MSC: 90B22 60J60 60F17 PDF BibTeX XML Cite \textit{S. He}, Oper. Res. 68, No. 4, 1265--1284 (2020; Zbl 1451.90047) Full Text: DOI
Braverman, Anton Steady-state analysis of the join-the-shortest-queue model in the Halfin-Whitt regime. (English) Zbl 07291307 Math. Oper. Res. 45, No. 3, 1069-1103 (2020). MSC: 90B22 60K25 60J60 PDF BibTeX XML Cite \textit{A. Braverman}, Math. Oper. Res. 45, No. 3, 1069--1103 (2020; Zbl 07291307) Full Text: DOI
Ferrari, Giorgio; Vargiolu, Tiziano On the singular control of exchange rates. (English) Zbl 07290760 Ann. Oper. Res. 292, No. 2, 795-832 (2020). MSC: 91B64 93E20 60J60 60G40 PDF BibTeX XML Cite \textit{G. Ferrari} and \textit{T. Vargiolu}, Ann. Oper. Res. 292, No. 2, 795--832 (2020; Zbl 07290760) Full Text: DOI
Brugiapaglia, Simone A compressive spectral collocation method for the diffusion equation under the restricted isometry property. (English) Zbl 07287502 D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer (ISBN 978-3-030-48720-1/hbk; 978-3-030-48721-8/ebook). Lecture Notes in Computational Science and Engineering 137, 15-40 (2020). MSC: 62M15 60J60 35K57 65M70 PDF BibTeX XML Cite \textit{S. Brugiapaglia}, Lect. Notes Comput. Sci. Eng. 137, 15--40 (2020; Zbl 07287502) Full Text: DOI
Deng, Chang-Song; Liu, Wei Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations. (English) Zbl 07286416 BIT 60, No. 4, 1133-1151 (2020). MSC: 60H10 65C30 60J60 PDF BibTeX XML Cite \textit{C.-S. Deng} and \textit{W. Liu}, BIT 60, No. 4, 1133--1151 (2020; Zbl 07286416) Full Text: DOI
Chabanyuk, Yaroslav; Nikitin, Anatolii; Khimka, Uliana Asymptotic analyses for complex evolutionary systems with Markov and semi-Markov switching using approximation schemes. (English) Zbl 07286290 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-78630-556-5/hbk; 978-1-119-77975-9/ebook). 240 p. (2020). MSC: 93-02 60-02 93E15 93E20 60J60 60G51 PDF BibTeX XML Cite \textit{Y. Chabanyuk} et al., Asymptotic analyses for complex evolutionary systems with Markov and semi-Markov switching using approximation schemes. Hoboken, NJ: John Wiley \& Sons (2020; Zbl 07286290) Full Text: DOI
Dovgyi, S. O.; Yurikov, O. I.; Zozyuk, M. O. On one statistical model of error rate in the stream of packet data transmission through communication channels. (English. Russian original) Zbl 07285407 Cybern. Syst. Anal. 56, No. 5, 739-744 (2020); translation from Kibern. Sist. Anal. 2020, No. 5, 63-69 (2020). MSC: 62J10 62M10 62P30 60J60 PDF BibTeX XML Cite \textit{S. O. Dovgyi} et al., Cybern. Syst. Anal. 56, No. 5, 739--744 (2020; Zbl 07285407); translation from Kibern. Sist. Anal. 2020, No. 5, 63--69 (2020) Full Text: DOI
Koroliuk, V. S.; Koroliouk, D.; Dovgyi, S. O. Diffusion process with evolution and its parameter estimation. (English. Russian original) Zbl 07285406 Cybern. Syst. Anal. 56, No. 5, 732-738 (2020); translation from Kibern. Sist. Anal. 2020, No. 5, 55-62 (2020). MSC: 62M05 60J60 62F10 PDF BibTeX XML Cite \textit{V. S. Koroliuk} et al., Cybern. Syst. Anal. 56, No. 5, 732--738 (2020; Zbl 07285406); translation from Kibern. Sist. Anal. 2020, No. 5, 55--62 (2020) Full Text: DOI
Zeng, Caibin Mean exit time and escape probability for the Ornstein-Uhlenbeck process. (English) Zbl 07284281 Chaos 30, No. 9, 093127, 6 p. (2020). MSC: 60J60 PDF BibTeX XML Cite \textit{C. Zeng}, Chaos 30, No. 9, 093127, 6 p. (2020; Zbl 07284281) Full Text: DOI
Lefebvre, M. The ruin problem for a Wiener process with state-dependent jumps. (English) Zbl 07282836 J. Appl. Math. Stat. Inform. 16, No. 1, 13-23 (2020). MSC: 60J75 60J60 PDF BibTeX XML Cite \textit{M. Lefebvre}, J. Appl. Math. Stat. Inform. 16, No. 1, 13--23 (2020; Zbl 07282836) Full Text: DOI
Book review of: B. Øksendal and A. Sulem, Applied stochastic control of jump diffusions. (English) Zbl 07282775 Quant. Finance 20, No. 8, 1237-1238 (2020). MSC: 00A17 93-02 93E20 60-02 60G40 60J60 60J75 60G51 60H15 49L25 49J20 91A15 91A23 91G20 91G80 90C39 PDF BibTeX XML Cite Quant. Finance 20, No. 8, 1237--1238 (2020; Zbl 07282775) Full Text: DOI
Siu, Tak Kuen Book review of: H. Kunita, Stochastic flows and jump-diffusions. (English) Zbl 1451.00054 Quant. Finance 20, No. 6, 895-897 (2020). MSC: 00A17 60-02 60H05 60H07 60J60 60J76 35K08 PDF BibTeX XML Cite \textit{T. K. Siu}, Quant. Finance 20, No. 6, 895--897 (2020; Zbl 1451.00054) Full Text: DOI
Féron, Olivier; Gruet, Pierre; Hoffmann, Marc Efficient volatility estimation in a two-factor model. (English) Zbl 1453.62706 Scand. J. Stat. 47, No. 3, 862-898 (2020). MSC: 62P05 62H12 60J60 PDF BibTeX XML Cite \textit{O. Féron} et al., Scand. J. Stat. 47, No. 3, 862--898 (2020; Zbl 1453.62706) Full Text: DOI
Lejay, Antoine; Pigato, Paolo Maximum likelihood drift estimation for a threshold diffusion. (English) Zbl 07279456 Scand. J. Stat. 47, No. 3, 609-637 (2020). MSC: 62H12 60J60 60J65 60H15 PDF BibTeX XML Cite \textit{A. Lejay} and \textit{P. Pigato}, Scand. J. Stat. 47, No. 3, 609--637 (2020; Zbl 07279456) Full Text: DOI
Colbrook, Matthew J.; Botev, Zdravko I.; Kuritz, Karsten; MacNamara, Shev Kernel density estimation with linked boundary conditions. (English) Zbl 1453.62440 Stud. Appl. Math. 145, No. 3, 357-396 (2020). MSC: 62G07 62P10 60J60 65C20 PDF BibTeX XML Cite \textit{M. J. Colbrook} et al., Stud. Appl. Math. 145, No. 3, 357--396 (2020; Zbl 1453.62440) Full Text: DOI
Tugaut, Julian Exit-time of mean-field particles system. (English) Zbl 07277660 ESAIM, Probab. Stat. 24, 399-407 (2020). MSC: 60F10 60J60 60H10 PDF BibTeX XML Cite \textit{J. Tugaut}, ESAIM, Probab. Stat. 24, 399--407 (2020; Zbl 07277660) Full Text: DOI
Kajino, Naotaka; Murugan, Mathav On singularity of energy measures for symmetric diffusions with full off-diagonal heat kernel estimates. (English) Zbl 1453.31016 Ann. Probab. 48, No. 6, 2920-2951 (2020). MSC: 31E05 35K08 60G30 28A80 31C25 60J60 PDF BibTeX XML Cite \textit{N. Kajino} and \textit{M. Murugan}, Ann. Probab. 48, No. 6, 2920--2951 (2020; Zbl 1453.31016) Full Text: DOI Euclid
Löhr, Wolfgang; Mytnik, Leonid; Winter, Anita The Aldous chain on cladograms in the diffusion limit. (English) Zbl 1452.60045 Ann. Probab. 48, No. 5, 2565-2590 (2020). MSC: 60J25 60J80 60J60 PDF BibTeX XML Cite \textit{W. Löhr} et al., Ann. Probab. 48, No. 5, 2565--2590 (2020; Zbl 1452.60045) Full Text: DOI Euclid
Fournier, Nicolas; Tardif, Camille Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations. (English) Zbl 07276928 Ann. Probab. 48, No. 5, 2359-2403 (2020). MSC: 60J60 35Q84 60F05 PDF BibTeX XML Cite \textit{N. Fournier} and \textit{C. Tardif}, Ann. Probab. 48, No. 5, 2359--2403 (2020; Zbl 07276928) Full Text: DOI Euclid
Brzeźniak, Zdzisław; Hussain, Javed Global solution of nonlinear stochastic heat equation with solutions in a Hilbert manifold. (English) Zbl 07272864 Stoch. Dyn. 20, No. 6, Article ID 2040012, 29 p. (2020). Reviewer: Dejun Luo (Beijing) MSC: 60H15 35K05 35K55 58J35 58J65 60J60 60J65 PDF BibTeX XML Cite \textit{Z. Brzeźniak} and \textit{J. Hussain}, Stoch. Dyn. 20, No. 6, Article ID 2040012, 29 p. (2020; Zbl 07272864) Full Text: DOI
Albeverio, Sergio; De Vecchi, Francesco C.; Romano, Andrea; Ugolini, Stefania Strong Kac’s chaos in the mean-field Bose-Einstein condensation. (English) Zbl 07272811 Stoch. Dyn. 20, No. 5, Article ID 2050031, 21 p. (2020). MSC: 60J60 60K35 81S20 94A17 PDF BibTeX XML Cite \textit{S. Albeverio} et al., Stoch. Dyn. 20, No. 5, Article ID 2050031, 21 p. (2020; Zbl 07272811) Full Text: DOI
Bakhtin, Yuri; Gaál, Alexisz Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium. (English) Zbl 07272806 Stoch. Dyn. 20, No. 4, Article ID 2050026, 12 p. (2020). MSC: 60H10 60J60 93C30 PDF BibTeX XML Cite \textit{Y. Bakhtin} and \textit{A. Gaál}, Stoch. Dyn. 20, No. 4, Article ID 2050026, 12 p. (2020; Zbl 07272806) Full Text: DOI
Deng, Guohe Option pricing under two-factor stochastic volatility jump-diffusion model. (English) Zbl 1451.91195 Complexity 2020, Article ID 1960121, 15 p. (2020). MSC: 91G20 60H30 60J60 PDF BibTeX XML Cite \textit{G. Deng}, Complexity 2020, Article ID 1960121, 15 p. (2020; Zbl 1451.91195) Full Text: DOI
Tsukuda, Koji; Nishiyama, Yoichi Weak convergence of marked empirical processes in a Hilbert space and its applications. (English) Zbl 1452.62601 Electron. J. Stat. 14, No. 2, 3914-3938 (2020). MSC: 62M02 62G10 60F05 60J60 60F17 60G42 PDF BibTeX XML Cite \textit{K. Tsukuda} and \textit{Y. Nishiyama}, Electron. J. Stat. 14, No. 2, 3914--3938 (2020; Zbl 1452.62601) Full Text: DOI Euclid
Dung Tien Nguyen; Son Luu Nguyen; Nguyen Huu Du Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients. (English) Zbl 07270260 Acta Math. Vietnam. 45, No. 4, 875-896 (2020). MSC: 60F25 60J60 93E03 PDF BibTeX XML Cite \textit{Dung Tien Nguyen} et al., Acta Math. Vietnam. 45, No. 4, 875--896 (2020; Zbl 07270260) Full Text: DOI
Jasra, Ajay; Yu, Fangyuan; Heng, Jeremy Multilevel particle filters for the non-linear filtering problem in continuous time. (English) Zbl 1452.62696 Stat. Comput. 30, No. 5, 1381-1402 (2020). MSC: 62M20 60J60 62-08 65C05 PDF BibTeX XML Cite \textit{A. Jasra} et al., Stat. Comput. 30, No. 5, 1381--1402 (2020; Zbl 1452.62696) Full Text: DOI
Wei, Jie; Zhang, Yonghui A time-varying diffusion index forecasting model. (English) Zbl 1452.62426 Econ. Lett. 193, Article ID 109337, 4 p. (2020). MSC: 62H25 62M20 60J60 62P20 PDF BibTeX XML Cite \textit{J. Wei} and \textit{Y. Zhang}, Econ. Lett. 193, Article ID 109337, 4 p. (2020; Zbl 1452.62426) Full Text: DOI
Gapeev, Pavel V. On the problems of sequential statistical inference for Wiener processes with delayed observations. (English) Zbl 1452.62597 Stat. Pap. 61, No. 4, 1529-1544 (2020). MSC: 62L10 62L15 62G10 60G40 60J60 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Stat. Pap. 61, No. 4, 1529--1544 (2020; Zbl 1452.62597) Full Text: DOI
Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui Delay feedback control for switching diffusion systems based on discrete-time observations. (English) Zbl 07268419 SIAM J. Control Optim. 58, No. 5, 2900-2926 (2020). MSC: 93D15 93D23 60H10 60J60 93E15 93C55 PDF BibTeX XML Cite \textit{X. Li} et al., SIAM J. Control Optim. 58, No. 5, 2900--2926 (2020; Zbl 07268419) Full Text: DOI
Durmus, Alain; Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael An elementary approach to uniform in time propagation of chaos. (English) Zbl 07268404 Proc. Am. Math. Soc. 148, No. 12, 5387-5398 (2020). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{A. Durmus} et al., Proc. Am. Math. Soc. 148, No. 12, 5387--5398 (2020; Zbl 07268404) Full Text: DOI
Zhou, Ri-Gui; Li, Ying-Bin Quantum image encryption based on Lorenz hyper-chaotic system. (English) Zbl 1450.81036 Int. J. Quantum Inf. 18, No. 5, Article ID 2050022, 21 p. (2020). MSC: 81P94 68U10 81Q50 60J60 PDF BibTeX XML Cite \textit{R.-G. Zhou} and \textit{Y.-B. Li}, Int. J. Quantum Inf. 18, No. 5, Article ID 2050022, 21 p. (2020; Zbl 1450.81036) Full Text: DOI
Michelitsch, Thomas M.; Riascos, Alejandro P. Generalized fractional Poisson process and related stochastic dynamics. (English) Zbl 07268197 Fract. Calc. Appl. Anal. 23, No. 3, 656-693 (2020). MSC: 60K05 33E12 26A33 60J60 65R10 60K40 PDF BibTeX XML Cite \textit{T. M. Michelitsch} and \textit{A. P. Riascos}, Fract. Calc. Appl. Anal. 23, No. 3, 656--693 (2020; Zbl 07268197) Full Text: DOI
Lyu, Junlong; Wang, Zhongjian; Xin, Jack; Zhang, Zhiwen Convergence analysis of stochastic structure-preserving schemes for computing effective diffusivity in random flows. (English) Zbl 07267945 SIAM J. Numer. Anal. 58, No. 5, 3040-3067 (2020). MSC: 37M25 60J60 60H35 65P10 65M75 76M50 PDF BibTeX XML Cite \textit{J. Lyu} et al., SIAM J. Numer. Anal. 58, No. 5, 3040--3067 (2020; Zbl 07267945) Full Text: DOI
Kechejian, H.; Ohanyan, V. K.; Bardakhchyan, V. G. On Poisson mixture of lognormal distributions. (English) Zbl 07266259 Lobachevskii J. Math. 41, No. 3, 340-348 (2020). Reviewer: Noureddine Daili (Sétif) MSC: 60J60 60E05 62E17 PDF BibTeX XML Cite \textit{H. Kechejian} et al., Lobachevskii J. Math. 41, No. 3, 340--348 (2020; Zbl 07266259) Full Text: DOI
Zhu, Yanling; Wang, Kai; Ren, Yong Dynamics of a mean-reverting stochastic volatility equation with regime switching. (English) Zbl 07265127 Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105110, 8 p. (2020). MSC: 91G20 91B70 60H10 60J60 PDF BibTeX XML Cite \textit{Y. Zhu} et al., Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105110, 8 p. (2020; Zbl 07265127) Full Text: DOI
Hua, Mengjiao; Lei, Youming; Du, Lin Onset of stochastic synchronization induced by diffusion processes in a generalized Duffing system. (English) Zbl 07265116 Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105098, 8 p. (2020). MSC: 60J60 37D45 37N35 93D15 PDF BibTeX XML Cite \textit{M. Hua} et al., Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105098, 8 p. (2020; Zbl 07265116) Full Text: DOI
Ditlevsen, Susanne; Cencerrado Rubio, Alejandro; Lansky, Petr Transient dynamics of Pearson diffusions facilitates estimation of rate parameters. (English) Zbl 1453.60137 Commun. Nonlinear Sci. Numer. Simul. 82, Article ID 105034, 15 p. (2020). MSC: 60J60 60J70 62F10 PDF BibTeX XML Cite \textit{S. Ditlevsen} et al., Commun. Nonlinear Sci. Numer. Simul. 82, Article ID 105034, 15 p. (2020; Zbl 1453.60137) Full Text: DOI
Kozdęba, Agnieszka; Tomski, Andrzej Application of the Goodwin model to autoregulatory feedback for stochastic gene expression. (English) Zbl 1450.35261 Math. Biosci. 327, Article ID 108413, 11 p. (2020). MSC: 35Q92 35R60 60J60 60K37 35B40 92C40 92D10 PDF BibTeX XML Cite \textit{A. Kozdęba} and \textit{A. Tomski}, Math. Biosci. 327, Article ID 108413, 11 p. (2020; Zbl 1450.35261) Full Text: DOI
Harlamov, B. P. On the integral of diffusion process on interval with unattainable edges boundaries: semi-Markov approach. (English. Russian original) Zbl 1448.60180 J. Math. Sci., New York 251, No. 1, 155-159 (2020); translation from Zap. Nauchn. Semin. POMI 474, 233-240 (2018). MSC: 60K15 60J60 60F17 PDF BibTeX XML Cite \textit{B. P. Harlamov}, J. Math. Sci., New York 251, No. 1, 155--159 (2020; Zbl 1448.60180); translation from Zap. Nauchn. Semin. POMI 474, 233--240 (2018) Full Text: DOI
Wang, Lifu; Shen, Bo The collective behaviors of self-excitation information diffusion processes for a large number of individuals. (English) Zbl 1445.91046 Complexity 2020, Article ID 1861583, 14 p. (2020). MSC: 91D30 60J60 60J70 PDF BibTeX XML Cite \textit{L. Wang} and \textit{B. Shen}, Complexity 2020, Article ID 1861583, 14 p. (2020; Zbl 1445.91046) Full Text: DOI
Nguyen, Son L.; Nguyen, Dung T.; Yin, George A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems. (English) Zbl 07262078 ESAIM, Control Optim. Calc. Var. 26, Paper No. 69, 26 p. (2020). MSC: 60J25 60J27 60J60 93E20 PDF BibTeX XML Cite \textit{S. L. Nguyen} et al., ESAIM, Control Optim. Calc. Var. 26, Paper No. 69, 26 p. (2020; Zbl 07262078) Full Text: DOI
Gutierrez-Pavón, Jonathan; Pacheco, Carlos G. A density for the local time of the Brox diffusion. (English) Zbl 07259036 Stat. Probab. Lett. 163, Article ID 108791, 4 p. (2020). MSC: 60J60 60J55 PDF BibTeX XML Cite \textit{J. Gutierrez-Pavón} and \textit{C. G. Pacheco}, Stat. Probab. Lett. 163, Article ID 108791, 4 p. (2020; Zbl 07259036) Full Text: DOI
Jakubowski, Jacek; Wiśniewolski, Maciej Another look at the Hartman-Watson distributions. (English) Zbl 07258431 Potential Anal. 53, No. 4, 1269-1297 (2020). MSC: 60J65 60J60 60G17 91G80 PDF BibTeX XML Cite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Potential Anal. 53, No. 4, 1269--1297 (2020; Zbl 07258431) Full Text: DOI
Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Heat kernel estimates and parabolic Harnack inequalities for symmetric Dirichlet forms. (English) Zbl 07258185 Adv. Math. 374, Article ID 107269, 71 p. (2020). MSC: 60J35 35K08 60J60 60J75 31C25 60J25 60J45 PDF BibTeX XML Cite \textit{Z.-Q. Chen} et al., Adv. Math. 374, Article ID 107269, 71 p. (2020; Zbl 07258185) Full Text: DOI
Meirmanov, Anvarbek; Galtsev, Oleg The homogenization of diffusion-convection equations in non-periodic structures. (English) Zbl 1443.76206 Turk. J. Math. 44, No. 3, 1054-1064 (2020). MSC: 76R10 76R50 76S05 60J60 PDF BibTeX XML Cite \textit{A. Meirmanov} and \textit{O. Galtsev}, Turk. J. Math. 44, No. 3, 1054--1064 (2020; Zbl 1443.76206) Full Text: DOI
Bergerhoff, Leif; Cárdenas, Marcelo; Weickert, Joachim; Welk, Martin Stable backward diffusion models that minimise convex energies. (English) Zbl 07255782 J. Math. Imaging Vis. 62, No. 6-7, 941-960 (2020). MSC: 68 94 76R50 60J60 58J65 37N30 37N40 65D18 68U10 PDF BibTeX XML Cite \textit{L. Bergerhoff} et al., J. Math. Imaging Vis. 62, No. 6--7, 941--960 (2020; Zbl 07255782) Full Text: DOI
Banerjee, Sayan; Brown, Brendan Inert drift system in a viscous fluid: steady state asymptotics and exponential ergodicity. (English) Zbl 07254291 Trans. Am. Math. Soc. 373, No. 9, 6369-6409 (2020). MSC: 60J60 60J55 60H20 PDF BibTeX XML Cite \textit{S. Banerjee} and \textit{B. Brown}, Trans. Am. Math. Soc. 373, No. 9, 6369--6409 (2020; Zbl 07254291) Full Text: DOI
Bartl, Daniel; Tangpi, Ludovic Functional inequalities for forward and backward diffusions. (English) Zbl 07252726 Electron. J. Probab. 25, Paper No. 94, 22 p. (2020). MSC: 60J60 60G40 28C20 60E15 60H20 91G10 PDF BibTeX XML Cite \textit{D. Bartl} and \textit{L. Tangpi}, Electron. J. Probab. 25, Paper No. 94, 22 p. (2020; Zbl 07252726) Full Text: DOI Euclid
Benaïm, Michel; Bréhier, Charles-Edouard; Monmarché, Pierre Analysis of an adaptive biasing force method based on self-interacting dynamics. (English) Zbl 07252720 Electron. J. Probab. 25, Paper No. 88, 28 p. (2020). MSC: 60J60 65C50 PDF BibTeX XML Cite \textit{M. Benaïm} et al., Electron. J. Probab. 25, Paper No. 88, 28 p. (2020; Zbl 07252720) Full Text: DOI Euclid
Serafin, Grzegorz On potential theory of hyperbolic Brownian motion with drift. (English) Zbl 1453.60140 Probab. Math. Stat. 40, No. 1, 1-22 (2020). MSC: 60J65 60J60 58J65 PDF BibTeX XML Cite \textit{G. Serafin}, Probab. Math. Stat. 40, No. 1, 1--22 (2020; Zbl 1453.60140) Full Text: DOI
Guyader, Arnaud; Touchette, Hugo Efficient large deviation estimation based on importance sampling. (English) Zbl 1448.62061 J. Stat. Phys. 181, No. 2, 551-586 (2020). MSC: 62G32 62G20 60F10 60J10 60J60 PDF BibTeX XML Cite \textit{A. Guyader} and \textit{H. Touchette}, J. Stat. Phys. 181, No. 2, 551--586 (2020; Zbl 1448.62061) Full Text: DOI
Menegaki, Angeliki Quantitative rates of convergence to non-equilibrium steady state for a weakly anharmonic chain of oscillators. (English) Zbl 1453.82080 J. Stat. Phys. 181, No. 1, 53-94 (2020). MSC: 82C70 82C40 82C31 35Q84 47D07 60J60 35H10 PDF BibTeX XML Cite \textit{A. Menegaki}, J. Stat. Phys. 181, No. 1, 53--94 (2020; Zbl 1453.82080) Full Text: DOI
Nectoux, Boris Sharp estimate of the mean exit time of a bounded domain in the zero white noise limit. (English) Zbl 1452.31017 Markov Process. Relat. Fields 26, No. 3, 403-421 (2020). MSC: 31C15 60J60 35P15 PDF BibTeX XML Cite \textit{B. Nectoux}, Markov Process. Relat. Fields 26, No. 3, 403--421 (2020; Zbl 1452.31017) Full Text: Link
Wang, Jing; Zhang, Yuhui Moments of integral-type downward functionals for single death processes. (English) Zbl 1450.60048 Front. Math. China 15, No. 4, 749-768 (2020). MSC: 60J80 60J60 PDF BibTeX XML Cite \textit{J. Wang} and \textit{Y. Zhang}, Front. Math. China 15, No. 4, 749--768 (2020; Zbl 1450.60048) Full Text: DOI
Qi, Weiwei; Shen, Zhongwei; Wang, Shirou; Yi, Yingfei Towards mesoscopic ergodic theory. (English) Zbl 07245855 Sci. China, Math. 63, No. 9, 1853-1876 (2020). MSC: 37A30 35Q84 35J25 37B25 60J60 PDF BibTeX XML Cite \textit{W. Qi} et al., Sci. China, Math. 63, No. 9, 1853--1876 (2020; Zbl 07245855) Full Text: DOI
Hartmann, Carsten; Neureither, Lara; Sharma, Upanshu Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging. (English) Zbl 1447.35028 SIAM J. Math. Anal. 52, No. 3, 2689-2733 (2020). MSC: 35B25 35R60 35B40 35K10 60J60 60H10 82C31 PDF BibTeX XML Cite \textit{C. Hartmann} et al., SIAM J. Math. Anal. 52, No. 3, 2689--2733 (2020; Zbl 1447.35028) Full Text: DOI
Denis, Christophe; Dion, Charlotte; Martinez, Miguel Consistent procedures for multiclass classification of discrete diffusion paths. (English) Zbl 1450.62072 Scand. J. Stat. 47, No. 2, 516-554 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H30 60J60 PDF BibTeX XML Cite \textit{C. Denis} et al., Scand. J. Stat. 47, No. 2, 516--554 (2020; Zbl 1450.62072) Full Text: DOI
Amorino, Chiara; Gloter, Arnaud Contrast function estimation for the drift parameter of ergodic jump diffusion process. (English) Zbl 1450.62108 Scand. J. Stat. 47, No. 2, 279-346 (2020). MSC: 62M10 62G07 60J60 PDF BibTeX XML Cite \textit{C. Amorino} and \textit{A. Gloter}, Scand. J. Stat. 47, No. 2, 279--346 (2020; Zbl 1450.62108) Full Text: DOI
Filipović, Damir; Larsson, Martin Polynomial jump-diffusion models. (English) Zbl 1450.60038 Stoch. Syst. 10, No. 1, 71-97 (2020). MSC: 60J25 60J60 91G20 60H30 PDF BibTeX XML Cite \textit{D. Filipović} and \textit{M. Larsson}, Stoch. Syst. 10, No. 1, 71--97 (2020; Zbl 1450.60038) Full Text: DOI
Salem, Samir A gradient flow approach of propagation of chaos. (English) Zbl 07243489 Discrete Contin. Dyn. Syst. 40, No. 10, 5729-5754 (2020). MSC: 60K35 60J60 60H10 35B40 PDF BibTeX XML Cite \textit{S. Salem}, Discrete Contin. Dyn. Syst. 40, No. 10, 5729--5754 (2020; Zbl 07243489) Full Text: DOI
De Angelis, Tiziano; Ekström, Erik Playing with ghosts in a Dynkin game. (English) Zbl 07243116 Stochastic Processes Appl. 130, No. 10, 6133-6156 (2020). Reviewer: Carlos Narciso Bouza Herrera (Habana) MSC: 91A55 91A05 91G50 60G40 60J60 PDF BibTeX XML Cite \textit{T. De Angelis} and \textit{E. Ekström}, Stochastic Processes Appl. 130, No. 10, 6133--6156 (2020; Zbl 07243116) Full Text: DOI
Li, Liping; Sun, Wenjie; Ying, Jiangang Effective intervals and regular Dirichlet subspaces. (English) Zbl 1446.31012 Stochastic Processes Appl. 130, No. 10, 6064-6093 (2020). MSC: 31C25 60J60 PDF BibTeX XML Cite \textit{L. Li} et al., Stochastic Processes Appl. 130, No. 10, 6064--6093 (2020; Zbl 1446.31012) Full Text: DOI
Li, Liping; Li, Xiaodan Dirichlet forms and polymer models based on stable processes. (English) Zbl 1446.31011 Stochastic Processes Appl. 130, No. 10, 5940-5972 (2020). MSC: 31C25 60J60 PDF BibTeX XML Cite \textit{L. Li} and \textit{X. Li}, Stochastic Processes Appl. 130, No. 10, 5940--5972 (2020; Zbl 1446.31011) Full Text: DOI
Amorino, Chiara; Gloter, Arnaud Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes. (English) Zbl 07243109 Stochastic Processes Appl. 130, No. 10, 5888-5939 (2020). MSC: 62F12 60J76 60J60 60H30 60G48 60F17 PDF BibTeX XML Cite \textit{C. Amorino} and \textit{A. Gloter}, Stochastic Processes Appl. 130, No. 10, 5888--5939 (2020; Zbl 07243109) Full Text: DOI
Mehrdoust, Farshid; Najafi, Ali Reza An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility. (English) Zbl 1448.91308 Bull. Iran. Math. Soc. 46, No. 5, 1405-1420 (2020). Reviewer: George Stoica (Saint John) MSC: 91G30 60J60 PDF BibTeX XML Cite \textit{F. Mehrdoust} and \textit{A. R. Najafi}, Bull. Iran. Math. Soc. 46, No. 5, 1405--1420 (2020; Zbl 1448.91308) Full Text: DOI