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Kim, Yong-Cheol Nonlocal Harnack inequalities for nonlocal \(p\)-Laplacian type Schrödinger operators with \(A^p_1\)-Muckenhoupt potentials. (English) Zbl 07807890 Commun. Pure Appl. Anal. 23, No. 1, 31-64 (2024). MSC: 47G20 45K05 35J60 35B65 35D30 60J75 PDFBibTeX XMLCite \textit{Y.-C. Kim}, Commun. Pure Appl. Anal. 23, No. 1, 31--64 (2024; Zbl 07807890) Full Text: DOI
Adamczak, Radosław; Kotowski, Michał The global and local limit of the continuous-time Mallows process. arXiv:2404.08554 Preprint, arXiv:2404.08554 [math.PR] (2024). MSC: 60C05 60J27 60J75 05A05 BibTeX Cite \textit{R. Adamczak} and \textit{M. Kotowski}, ``The global and local limit of the continuous-time Mallows process'', Preprint, arXiv:2404.08554 [math.PR] (2024) Full Text: arXiv OA License
Ros-Oton, Xavier; Weidner, Marvin Optimal regularity for nonlocal elliptic equations and free boundary problems. arXiv:2403.07793 Preprint, arXiv:2403.07793 [math.AP] (2024). MSC: 47G20 35B65 31B05 60J75 35K90 BibTeX Cite \textit{X. Ros-Oton} and \textit{M. Weidner}, ``Optimal regularity for nonlocal elliptic equations and free boundary problems'', Preprint, arXiv:2403.07793 [math.AP] (2024) Full Text: arXiv OA License
Kim, Yong-Cheol Hölder continuity of weak solutions to nonlocal Schrödinger equations with \(A_1\)-Muckenhoupt potentials. (English) Zbl 07749910 Potential Anal. 59, No. 3, 1285-1312 (2023). MSC: 47G20 45K05 35J60 35B65 35D10 60J75 PDFBibTeX XMLCite \textit{Y.-C. Kim}, Potential Anal. 59, No. 3, 1285--1312 (2023; Zbl 07749910) Full Text: DOI
Song, Yuping; Li, Hangyan Bias reduction estimation for drift coefficient in diffusion models with jumps. (English) Zbl 07709743 Statistics 57, No. 3, 597-616 (2023). MSC: 62G20 62M05 60J75 62P20 PDFBibTeX XMLCite \textit{Y. Song} and \textit{H. Li}, Statistics 57, No. 3, 597--616 (2023; Zbl 07709743) Full Text: DOI
Song, Zhan-Jie; Sun, Fu-Yun The dual risk model under a mixed ratcheting and periodic dividend strategy. (English) Zbl 07706253 Commun. Stat., Theory Methods 52, No. 10, 3526-3540 (2023). MSC: 91B30 97M30 60J75 PDFBibTeX XMLCite \textit{Z.-J. Song} and \textit{F.-Y. Sun}, Commun. Stat., Theory Methods 52, No. 10, 3526--3540 (2023; Zbl 07706253) Full Text: DOI
Yuan, Haili; Hu, Yijun Optimal investment strategies for an insurer with liquid constraint. (English) Zbl 07702502 Commun. Stat., Theory Methods 52, No. 7, 2198-2214 (2023). MSC: 91G10 93E20 60J75 60G46 PDFBibTeX XMLCite \textit{H. Yuan} and \textit{Y. Hu}, Commun. Stat., Theory Methods 52, No. 7, 2198--2214 (2023; Zbl 07702502) Full Text: DOI
Søjmark, Andreas; Wunderlich, Fabrice Functional CLTs for subordinated Lévy models in physics, finance, and econometrics. arXiv:2312.15119 Preprint, arXiv:2312.15119 [math.PR] (2023). MSC: 60G35 60H30 60J75 60F17 60F05 60G50 60G51 60G52 62P05 62P20 62P35 BibTeX Cite \textit{A. Søjmark} and \textit{F. Wunderlich}, ``Functional CLTs for subordinated Lévy models in physics, finance, and econometrics'', Preprint, arXiv:2312.15119 [math.PR] (2023) Full Text: arXiv OA License
Jarohs, Sven; Kassmann, Moritz; Weth, Tobias Continuity of solutions to equations with weakly singular nonlocal operators. arXiv:2311.15337 Preprint, arXiv:2311.15337 [math.AP] (2023). MSC: 35B65 35R09 47G20 60J75 BibTeX Cite \textit{S. Jarohs} et al., ``Continuity of solutions to equations with weakly singular nonlocal operators'', Preprint, arXiv:2311.15337 [math.AP] (2023) Full Text: arXiv OA License
Magdziarz, Marcin; Taźbierski, Kacper Stochastic representation of processes with resetting. arXiv:2310.06416 Preprint, arXiv:2310.06416 [math.PR] (2023). MSC: 60J75 BibTeX Cite \textit{M. Magdziarz} and \textit{K. Taźbierski}, ``Stochastic representation of processes with resetting'', Preprint, arXiv:2310.06416 [math.PR] (2023) Full Text: DOI arXiv OA License
Albeverio, Sergio; Kagawa, Toshinao; Kawasaki, Shyuji; Yahagi, Yumi; Yoshida, Minoru W. A general formulation of Non-Local Dirichlet forms on infinite dimensional topological vector spaces and its applications, and corresponding subjects: Seminar at Univ. Lisboa,2023. arXiv:2310.00223 Preprint, arXiv:2310.00223 [math.FA] (2023). MSC: 31C25 46E27 46N30 46N50 47D07 60H15 60J46 60J75 81S20 BibTeX Cite \textit{S. Albeverio} et al., ``A general formulation of Non-Local Dirichlet forms on infinite dimensional topological vector spaces and its applications, and corresponding subjects: Seminar at Univ. Lisboa,2023'', Preprint, arXiv:2310.00223 [math.FA] (2023) Full Text: arXiv OA License
Bondi, Alessandro; Priola, Enrico A sharp càdlàg property for jump diffusions and dynamic programming principle. arXiv:2307.16871 Preprint, arXiv:2307.16871 [math.PR] (2023). MSC: 60H10 60J75 49L20 BibTeX Cite \textit{A. Bondi} and \textit{E. Priola}, ``A sharp càdlàg property for jump diffusions and dynamic programming principle'', Preprint, arXiv:2307.16871 [math.PR] (2023) Full Text: arXiv OA License
Ros-Oton, Xavier; Torres-Latorre, Clara; Weidner, Marvin Semiconvexity estimates for nonlinear integro-differential equations. arXiv:2306.16751 Preprint, arXiv:2306.16751 [math.AP] (2023). MSC: 47G20 35B65 31B05 60J75 35K90 BibTeX Cite \textit{X. Ros-Oton} et al., ``Semiconvexity estimates for nonlinear integro-differential equations'', Preprint, arXiv:2306.16751 [math.AP] (2023) Full Text: arXiv OA License
Bhattacharya, Satyaki; Volkov, Stanislav Transience of continuous-time conservative random walks. arXiv:2306.10846 Preprint, arXiv:2306.10846 [math.PR] (2023). MSC: 60G50 60J05 60J75 BibTeX Cite \textit{S. Bhattacharya} and \textit{S. Volkov}, ``Transience of continuous-time conservative random walks'', Preprint, arXiv:2306.10846 [math.PR] (2023) Full Text: arXiv OA License
Kassmann, Moritz; Weidner, Marvin The parabolic Harnack inequality for nonlocal equations. arXiv:2303.05975 Preprint, arXiv:2303.05975 [math.AP] (2023). MSC: 47G20 35B65 31B05 60J75 35K90 BibTeX Cite \textit{M. Kassmann} and \textit{M. Weidner}, ``The parabolic Harnack inequality for nonlocal equations'', Preprint, arXiv:2303.05975 [math.AP] (2023) Full Text: arXiv OA License
Bogdan, Krzysztof; Jastrzȩbski, Kajetan; Kassmann, Moritz; Kijaczko, Michał; Popławski, Paweł Shot-down stable processes. arXiv:2301.12290 Preprint, arXiv:2301.12290 [math.PR] (2023). MSC: 35R09 31C25 60J35 60J75 BibTeX Cite \textit{K. Bogdan} et al., ``Shot-down stable processes'', Preprint, arXiv:2301.12290 [math.PR] (2023) Full Text: arXiv OA License
Buttà, Paolo; Pulvirenti, Mario; Simonella, Sergio From particle systems to the BGK equation. arXiv:2301.11702 Preprint, arXiv:2301.11702 [math-ph] (2023). MSC: 82C40 60J75 82C22 BibTeX Cite \textit{P. Buttà} et al., ``From particle systems to the BGK equation'', Preprint, arXiv:2301.11702 [math-ph] (2023) Full Text: arXiv OA License
Erreygers, Alexander; De Bock, Jasper Countable-state stochastic processes with càdlàg sample paths. arXiv:2301.07992 Preprint, arXiv:2301.07992 [math.PR] (2023). MSC: 60G05 60G17 60G30 60J27 60J75 BibTeX Cite \textit{A. Erreygers} and \textit{J. De Bock}, ``Countable-state stochastic processes with càdlàg sample paths'', Preprint, arXiv:2301.07992 [math.PR] (2023) Full Text: arXiv OA License
Liu, Naiqi; Song, Kunyang; Song, Yuping; Wang, Xiaochen Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models. (English) Zbl 07596334 Commun. Stat., Theory Methods 51, No. 21, 7354-7389 (2022). MSC: 62G20 62M05 60J75 62P20 PDFBibTeX XMLCite \textit{N. Liu} et al., Commun. Stat., Theory Methods 51, No. 21, 7354--7389 (2022; Zbl 07596334) Full Text: DOI
Lefebvre, Mario First-passage problems for diffusion processes with state-dependent jumps. (English) Zbl 07535570 Commun. Stat., Theory Methods 51, No. 9, 2908-2918 (2022). MSC: 60J75 60J60 PDFBibTeX XMLCite \textit{M. Lefebvre}, Commun. Stat., Theory Methods 51, No. 9, 2908--2918 (2022; Zbl 07535570) Full Text: DOI
Song, Yuping; Sun, Zheng; Zhao, Qicheng; Chen, Youyou Variance reduction approach for the volatility over a finite-time horizon. (English) Zbl 07533645 Commun. Stat., Theory Methods 51, No. 11, 3521-3541 (2022). MSC: 62G20 62M05 60J75 62P20 62-XX PDFBibTeX XMLCite \textit{Y. Song} et al., Commun. Stat., Theory Methods 51, No. 11, 3521--3541 (2022; Zbl 07533645) Full Text: DOI
Kassmann, Moritz; Weidner, Marvin Nonlocal operators related to nonsymmetric forms II: Harnack inequalities. arXiv:2205.05531 Preprint, arXiv:2205.05531 [math.AP] (2022). MSC: 47G20 35B65 31B05 60J75 35K90 BibTeX Cite \textit{M. Kassmann} and \textit{M. Weidner}, ``Nonlocal operators related to nonsymmetric forms II: Harnack inequalities'', Preprint, arXiv:2205.05531 [math.AP] (2022) Full Text: arXiv OA License
Corsini, Benoît Continuous-time Mallows processes. arXiv:2205.04967 Preprint, arXiv:2205.04967 [math.PR] (2022). MSC: 60C05 60J27 60J75 05A05 BibTeX Cite \textit{B. Corsini}, ``Continuous-time Mallows processes'', Preprint, arXiv:2205.04967 [math.PR] (2022) Full Text: arXiv OA License
Kassmann, Moritz; Weidner, Marvin Nonlocal operators related to nonsymmetric forms I: Hölder estimates. arXiv:2203.07418 Preprint, arXiv:2203.07418 [math.AP] (2022). MSC: 47G20 35B65 31B05 60J75 35K90 BibTeX Cite \textit{M. Kassmann} and \textit{M. Weidner}, ``Nonlocal operators related to nonsymmetric forms I: Hölder estimates'', Preprint, arXiv:2203.07418 [math.AP] (2022) Full Text: arXiv OA License
Plecháč, Petr; Stoltz, Gabriel; Wang, Ting Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states. (English) Zbl 07395682 ESAIM, Math. Model. Numer. Anal. 55, Suppl., 593-623 (2021). MSC: 65C05 65C20 65C40 60J27 60J75 PDFBibTeX XMLCite \textit{P. Plecháč} et al., ESAIM, Math. Model. Numer. Anal. 55, 593--623 (2021; Zbl 07395682) Full Text: DOI arXiv
Konarovskyi, Vitalii; Limic, Vlada On Moments of Multiplicative Coalescents. arXiv:2108.11799 Preprint, arXiv:2108.11799 [math.PR] (2021). MSC: 60J90 05C80 60J75 60G51 60K35 BibTeX Cite \textit{V. Konarovskyi} and \textit{V. Limic}, ``On Moments of Multiplicative Coalescents'', Preprint, arXiv:2108.11799 [math.PR] (2021) Full Text: arXiv OA License
Harris, Simon C.; Horton, Emma; Kyprianou, Andreas E.; Wang, Minmin Yaglom limit for critical neutron transport. arXiv:2103.02237 Preprint, arXiv:2103.02237 [math.PR] (2021). MSC: 82D75 60J80 60J75 60J99 BibTeX Cite \textit{S. C. Harris} et al., ``Yaglom limit for critical neutron transport'', Preprint, arXiv:2103.02237 [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
Kallsen, Jan; Krühner, Paul On uniqueness of solutions to martingale problems – counterexamples and sufficient criteria. (English) Zbl 07252727 Electron. J. Probab. 25, Paper No. 95, 33 p. (2020). MSC: 47G30 60J35 60J75 PDFBibTeX XMLCite \textit{J. Kallsen} and \textit{P. Krühner}, Electron. J. Probab. 25, Paper No. 95, 33 p. (2020; Zbl 07252727) Full Text: DOI arXiv Euclid
Agram, Nacira; Øksendal, Bernt Pricing of European options in incomplete jump diffusion markets. arXiv:2012.09577 Preprint, arXiv:2012.09577 [math.OC] (2020). MSC: 60G51 60H10 60J75 93E20 91Gxx 60H35 60H30 BibTeX Cite \textit{N. Agram} and \textit{B. Øksendal}, ``Pricing of European options in incomplete jump diffusion markets'', Preprint, arXiv:2012.09577 [math.OC] (2020) Full Text: arXiv OA License
Baake, Ellen; Wakolbinger, Anton Microbial populations under selection. arXiv:2004.01011 Preprint, arXiv:2004.01011 [q-bio.PE] (2020). MSC: 60J75 92D15 60C05 05C80 BibTeX Cite \textit{E. Baake} and \textit{A. Wakolbinger}, ``Microbial populations under selection'', Preprint, arXiv:2004.01011 [q-bio.PE] (2020) Full Text: arXiv OA License
Qiao, Huijie WITHDRAWN: Coupled McKean-Vlasov stochastic differential equations with jumps. arXiv:2005.13036 Preprint, arXiv:2005.13036 [math.PR] (2020); retraction notice ibid. MSC: 60H10 60J75 37A25 BibTeX Cite \textit{H. Qiao}, ``WITHDRAWN: Coupled McKean-Vlasov stochastic differential equations with jumps'', Preprint, arXiv:2005.13036 [math.PR] (2020); retraction notice ibid. Full Text: arXiv OA License
Wang, Jing; Xing, Mengping; Sun, Yonghui; Li, Jianzhen; Lu, Junwei Event-triggered dissipative state estimation for Markov jump neural networks with random uncertainties. (English) Zbl 1425.93188 J. Franklin Inst. 356, No. 17, 10155-10178 (2019). MSC: 93C65 93E10 93C41 60J75 PDFBibTeX XMLCite \textit{J. Wang} et al., J. Franklin Inst. 356, No. 17, 10155--10178 (2019; Zbl 1425.93188) Full Text: DOI
Li, Chenxu; Ye, Yongxin Pricing and exercising American options: an asymptotic expansion approach. (English) Zbl 1425.91405 J. Econ. Dyn. Control 107, Article ID 103729, 32 p. (2019). MSC: 91G20 60G40 91G60 41A60 60J75 PDFBibTeX XMLCite \textit{C. Li} and \textit{Y. Ye}, J. Econ. Dyn. Control 107, Article ID 103729, 32 p. (2019; Zbl 1425.91405) Full Text: DOI
Dong, Yinghui; Lv, Wenxin; Wu, Sang First passage time under a regime-switching jump-diffusion model and its application in the valuation of participating contracts. (English) Zbl 1426.91214 Bull. Korean Math. Soc. 56, No. 5, 1355-1376 (2019). MSC: 91G05 60J75 44A10 PDFBibTeX XMLCite \textit{Y. Dong} et al., Bull. Korean Math. Soc. 56, No. 5, 1355--1376 (2019; Zbl 1426.91214) Full Text: DOI
Escobar-Anel, Marcos; Moreno-Franco, Harold A. Dynamic portfolio strategies under a fully correlated jump-diffusion process. (English) Zbl 1426.91244 Ann. Finance 15, No. 3, 421-453 (2019). MSC: 91G10 60J75 PDFBibTeX XMLCite \textit{M. Escobar-Anel} and \textit{H. A. Moreno-Franco}, Ann. Finance 15, No. 3, 421--453 (2019; Zbl 1426.91244) Full Text: DOI
Zong, Guangdeng; Ren, Hangli Guaranteed cost finite-time control for semi-Markov jump systems with event-triggered scheme and quantization input. (English) Zbl 1426.93316 Int. J. Robust Nonlinear Control 29, No. 15, 5251-5273 (2019). MSC: 93E03 93E15 93C65 60J75 93C95 PDFBibTeX XMLCite \textit{G. Zong} and \textit{H. Ren}, Int. J. Robust Nonlinear Control 29, No. 15, 5251--5273 (2019; Zbl 1426.93316) Full Text: DOI
Li, Yanbo; Kao, Binghua; Park, Ju H.; Kao, Yonggui; Meng, Bo Observer-based mode-independent integral sliding mode controller design for phase-type semi-Markov jump singular systems. (English) Zbl 1426.93043 Int. J. Robust Nonlinear Control 29, No. 15, 5213-5226 (2019). MSC: 93B12 60J75 93E03 PDFBibTeX XMLCite \textit{Y. Li} et al., Int. J. Robust Nonlinear Control 29, No. 15, 5213--5226 (2019; Zbl 1426.93043) Full Text: DOI
Lu, Jianbo; Xi, Yugeng; Li, Dewei Stochastic model predictive control for probabilistically constrained Markovian jump linear systems with additive disturbance. (English) Zbl 1426.93369 Int. J. Robust Nonlinear Control 29, No. 15, 5002-5016 (2019). MSC: 93E20 93B45 93B52 60J75 93C05 PDFBibTeX XMLCite \textit{J. Lu} et al., Int. J. Robust Nonlinear Control 29, No. 15, 5002--5016 (2019; Zbl 1426.93369) Full Text: DOI
Dong, Lixiu; Wang, Cheng; Zhang, Hui; Zhang, Zhengru A positivity-preserving, energy stable and convergent numerical scheme for the Cahn-Hilliard equation with a Flory-Huggins-deGennes energy. (English) Zbl 1423.60052 Commun. Math. Sci. 17, No. 4, 921-939 (2019). MSC: 60F10 60J75 62P10 92C37 PDFBibTeX XMLCite \textit{L. Dong} et al., Commun. Math. Sci. 17, No. 4, 921--939 (2019; Zbl 1423.60052) Full Text: DOI
Di Crescenzo, Antonio; Martinucci, Barbara; Ratanov, Nikita Piecewise linear processes with Poisson-modulated exponential switching times. (English) Zbl 1423.60126 Math. Methods Appl. Sci. 42, No. 13, 4606-4626 (2019). MSC: 60J75 60K15 91B26 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Math. Methods Appl. Sci. 42, No. 13, 4606--4626 (2019; Zbl 1423.60126) Full Text: DOI arXiv
Wu, Yanfeng; Hu, Jianqiang; Zhang, Xinsheng Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes. (English) Zbl 1425.93273 Discrete Event Dyn. Syst. 29, No. 1, 57-77 (2019). MSC: 93E10 93C30 60J60 60J75 PDFBibTeX XMLCite \textit{Y. Wu} et al., Discrete Event Dyn. Syst. 29, No. 1, 57--77 (2019; Zbl 1425.93273) Full Text: DOI
Bux, Kai-Uwe; Kassmann, Moritz; Schulze, Tim Quadratic forms and Sobolev spaces of fractional order. (English) Zbl 07119250 Proc. Lond. Math. Soc. (3) 119, No. 3, 841-866 (2019). MSC: 47G20 46E35 60J25 60J75 PDFBibTeX XMLCite \textit{K.-U. Bux} et al., Proc. Lond. Math. Soc. (3) 119, No. 3, 841--866 (2019; Zbl 07119250) Full Text: DOI arXiv
Qi, Wenhai; Park, Ju H.; Cheng, Jun; Chen, Xiaoming Stochastic stability and \(\mathcal{L}_1\)-gain analysis for positive nonlinear semi-Markov jump systems with time-varying delay via T-S fuzzy model approach. (English) Zbl 1423.93403 Fuzzy Sets Syst. 371, 110-122 (2019). MSC: 93E15 93C42 93E03 60J75 PDFBibTeX XMLCite \textit{W. Qi} et al., Fuzzy Sets Syst. 371, 110--122 (2019; Zbl 1423.93403) Full Text: DOI
Zhang, Meng; Shi, Peng; Ma, Longhua; Cai, Jianping; Su, Hongye Network-based fuzzy control for nonlinear Markov jump systems subject to quantization and dropout compensation. (English) Zbl 1423.93226 Fuzzy Sets Syst. 371, 96-109 (2019). MSC: 93C42 93A14 93B36 93E03 60J75 PDFBibTeX XMLCite \textit{M. Zhang} et al., Fuzzy Sets Syst. 371, 96--109 (2019; Zbl 1423.93226) Full Text: DOI
Wang, Jimin; Ma, Shuping; Zhang, Chenghui Finite-time \(H_{\infty}\) control for T-S fuzzy descriptor semi-Markov jump systems via static output feedback. (English) Zbl 1423.93213 Fuzzy Sets Syst. 365, 60-80 (2019). MSC: 93C42 93B36 93B52 60K15 60J75 PDFBibTeX XMLCite \textit{J. Wang} et al., Fuzzy Sets Syst. 365, 60--80 (2019; Zbl 1423.93213) Full Text: DOI
Shan, Yaonan; She, Kun; Zhong, Shouming; Cheng, Jun; Wang, Wenyong; Zhao, Can Event-triggered passive control for Markovian jump discrete-time systems with incomplete transition probability and unreliable channels. (English) Zbl 1423.93259 J. Franklin Inst. 356, No. 15, 8093-8117 (2019). MSC: 93C65 93C55 60J75 93B52 PDFBibTeX XMLCite \textit{Y. Shan} et al., J. Franklin Inst. 356, No. 15, 8093--8117 (2019; Zbl 1423.93259) Full Text: DOI
Zhang, Xin; Meng, Hui; Xiong, Jie; Shen, Yang Robust optimal investment and reinsurance of an insurer under jump-diffusion models. (English) Zbl 1426.91237 Math. Control Relat. Fields 9, No. 1, 59-76 (2019). MSC: 91G05 91G80 93E20 93B35 91A15 91A23 60J75 60G50 PDFBibTeX XMLCite \textit{X. Zhang} et al., Math. Control Relat. Fields 9, No. 1, 59--76 (2019; Zbl 1426.91237) Full Text: DOI
Bui, Trang; Cheng, Xiang; Jin, Zhuo; Yin, George Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models. (English) Zbl 1426.91205 Nonlinear Anal., Hybrid Syst. 32, 276-293 (2019). MSC: 91G05 91A15 91A23 60J75 PDFBibTeX XMLCite \textit{T. Bui} et al., Nonlinear Anal., Hybrid Syst. 32, 276--293 (2019; Zbl 1426.91205) Full Text: DOI arXiv
Sola, Alan; Turner, Amanda; Viklund, Fredrik One-dimensional scaling limits in a planar Laplacian random growth model. (English) Zbl 1426.82036 Commun. Math. Phys. 371, No. 1, 285-329 (2019). MSC: 82C20 60J67 82C26 30C30 60J75 PDFBibTeX XMLCite \textit{A. Sola} et al., Commun. Math. Phys. 371, No. 1, 285--329 (2019; Zbl 1426.82036) Full Text: DOI arXiv OA License
Lyuu, Yuh-Dauh; Teng, Huei-Wen; Tseng, Yao-Te; Wang, Sheng-Xiang A systematic and efficient simulation scheme for the Greeks of financial derivatives. (English) Zbl 1420.91473 Quant. Finance 19, No. 7, 1199-1219 (2019). MSC: 91G20 60G51 60J75 PDFBibTeX XMLCite \textit{Y.-D. Lyuu} et al., Quant. Finance 19, No. 7, 1199--1219 (2019; Zbl 1420.91473) Full Text: DOI
Luo, Pengfei; Xiong, Jie; Yang, Jinqiang; Yang, Zhaojun Real options under a double exponential jump-diffusion model with regime switching and partial information. (English) Zbl 1420.91500 Quant. Finance 19, No. 6, 1061-1073 (2019). MSC: 91G50 60J75 PDFBibTeX XMLCite \textit{P. Luo} et al., Quant. Finance 19, No. 6, 1061--1073 (2019; Zbl 1420.91500) Full Text: DOI
Hainaut, Donatien; Deelstra, Griselda A self-exciting switching jump diffusion: properties, calibration and hitting time. (English) Zbl 1420.91462 Quant. Finance 19, No. 3, 407-426 (2019). MSC: 91G20 60J75 PDFBibTeX XMLCite \textit{D. Hainaut} and \textit{G. Deelstra}, Quant. Finance 19, No. 3, 407--426 (2019; Zbl 1420.91462) Full Text: DOI Link
Benazzoli, Chiara; Campi, Luciano; Di Persio, Luca \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps. (English) Zbl 1425.91044 Stat. Probab. Lett. 154, Article ID 108522, 8 p. (2019). MSC: 91A15 91A23 91A06 60J75 PDFBibTeX XMLCite \textit{C. Benazzoli} et al., Stat. Probab. Lett. 154, Article ID 108522, 8 p. (2019; Zbl 1425.91044) Full Text: DOI arXiv Link
Popovic, Lea Large deviations of Markov chains with multiple time-scales. (English) Zbl 1422.60046 Stochastic Processes Appl. 129, No. 9, 3319-3359 (2019). MSC: 60F10 60J75 92C45 92C37 80A30 60F17 60J27 60J28 60J60 PDFBibTeX XMLCite \textit{L. Popovic}, Stochastic Processes Appl. 129, No. 9, 3319--3359 (2019; Zbl 1422.60046) Full Text: DOI arXiv
Luo, Dejun; Wang, Jian Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises. (English) Zbl 1422.60128 Stochastic Processes Appl. 129, No. 9, 3129-3173 (2019). MSC: 60J25 60J75 PDFBibTeX XMLCite \textit{D. Luo} and \textit{J. Wang}, Stochastic Processes Appl. 129, No. 9, 3129--3173 (2019; Zbl 1422.60128) Full Text: DOI arXiv
Kühn, Franziska; Schilling, René L. Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs. (English) Zbl 1422.60097 Stochastic Processes Appl. 129, No. 8, 2654-2680 (2019). MSC: 60H10 60G51 60J35 60J75 PDFBibTeX XMLCite \textit{F. Kühn} and \textit{R. L. Schilling}, Stochastic Processes Appl. 129, No. 8, 2654--2680 (2019; Zbl 1422.60097) Full Text: DOI arXiv
Zhao, Ping; Zhai, Di-Hua; Sun, Yuangong Nonsmooth stabilization of a class of Markovian jump stochastic nonlinear systems with parametric and dynamic uncertainties. (English) Zbl 1422.93184 Asian J. Control 21, No. 1, 617-631 (2019). MSC: 93E15 93C10 93C41 60J75 93D15 93C40 PDFBibTeX XMLCite \textit{P. Zhao} et al., Asian J. Control 21, No. 1, 617--631 (2019; Zbl 1422.93184) Full Text: DOI
Wang, Yanhui; Wang, Guoliang; Tong, Huiyan Sliding mode control for Markovian jump systems with generalized switching. (English) Zbl 1422.93047 Asian J. Control 21, No. 1, 415-428 (2019). MSC: 93B12 93E03 93E15 60J75 PDFBibTeX XMLCite \textit{Y. Wang} et al., Asian J. Control 21, No. 1, 415--428 (2019; Zbl 1422.93047) Full Text: DOI
Fan, Yan-Hua; Wang, Jia-Zeng Non-adiabatic membrane voltage fluctuations driven by two ligand-gated ion channels. (English) Zbl 1420.92021 Chaos 29, No. 7, 073108, 12 p. (2019). MSC: 92C40 60J75 PDFBibTeX XMLCite \textit{Y.-H. Fan} and \textit{J.-Z. Wang}, Chaos 29, No. 7, 073108, 12 p. (2019; Zbl 1420.92021) Full Text: DOI
Novak, S. Y. Poisson approximation. (English) Zbl 1422.60028 Probab. Surv. 16, 228-276 (2019). MSC: 60E15 60F05 60G50 60G51 60G55 60G70 60J75 62E17 62E20 PDFBibTeX XMLCite \textit{S. Y. Novak}, Probab. Surv. 16, 228--276 (2019; Zbl 1422.60028) Full Text: DOI arXiv Euclid
Grzywny, Tomasz; Szczypkowski, Karol Heat kernels of non-symmetric Lévy-type operators. (English) Zbl 07103051 J. Differ. Equations 267, No. 10, 6004-6064 (2019). MSC: 47G20 60J75 47D03 PDFBibTeX XMLCite \textit{T. Grzywny} and \textit{K. Szczypkowski}, J. Differ. Equations 267, No. 10, 6004--6064 (2019; Zbl 07103051) Full Text: DOI arXiv
Wen, Jiwei; Nguang, Sing Kiong Robust \(H_\infty\) filtering of nonhomogeneous Markovian jump delay systems via \(N\)-step-ahead Lyapunov-Krasovskii functional approach. (English) Zbl 1421.93142 Complexity 2019, Article ID 8045962, 15 p. (2019). MSC: 93E11 60G35 60J75 93B36 PDFBibTeX XMLCite \textit{J. Wen} and \textit{S. K. Nguang}, Complexity 2019, Article ID 8045962, 15 p. (2019; Zbl 1421.93142) Full Text: DOI OA License
Hou, Ling; Chen, Dongyan; He, Chan Finite-time nonfragile dissipative control for discrete-time neural networks with Markovian jumps and mixed time-delays. (English) Zbl 1421.93143 Complexity 2019, Article ID 5748923, 17 p. (2019). MSC: 93E15 93A14 93C55 60J75 PDFBibTeX XMLCite \textit{L. Hou} et al., Complexity 2019, Article ID 5748923, 17 p. (2019; Zbl 1421.93143) Full Text: DOI OA License
Guan, Wei; Fu, Lei; Ma, Yuechao Finite-time \(H_\infty\) filtering for discrete-time singular Markovian jump systems with time delay and input saturation. (English) Zbl 1421.93139 Complexity 2019, Article ID 4675397, 22 p. (2019). MSC: 93E11 60G35 60J75 PDFBibTeX XMLCite \textit{W. Guan} et al., Complexity 2019, Article ID 4675397, 22 p. (2019; Zbl 1421.93139) Full Text: DOI OA License
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew Optimal dividend payments for a two-dimensional insurance risk process. (English) Zbl 1422.91324 Eur. Actuar. J. 9, No. 1, 241-272 (2019). MSC: 91B30 60J75 PDFBibTeX XMLCite \textit{P. Azcue} et al., Eur. Actuar. J. 9, No. 1, 241--272 (2019; Zbl 1422.91324) Full Text: DOI arXiv OA License
Han, Yuecai; Song, Qingshuo; Wang, Gu Exit problems as the generalized solutions of Dirichlet problems. (English) Zbl 1420.60091 SIAM J. Control Optim. 57, No. 4, 2392-2414 (2019). MSC: 60H30 47G20 93E20 60J75 49L25 35J60 35J66 PDFBibTeX XMLCite \textit{Y. Han} et al., SIAM J. Control Optim. 57, No. 4, 2392--2414 (2019; Zbl 1420.60091) Full Text: DOI arXiv
Bokes, Pavol Maintaining gene expression levels by positive feedback in burst size in the presence of infinitesimal delay. (English) Zbl 1421.92015 Discrete Contin. Dyn. Syst., Ser. B 24, No. 10, 5539-5552 (2019). MSC: 92C40 60J75 45D05 PDFBibTeX XMLCite \textit{P. Bokes}, Discrete Contin. Dyn. Syst., Ser. B 24, No. 10, 5539--5552 (2019; Zbl 1421.92015) Full Text: DOI
Dovonon, Prosper; Gonçalves, Sílvia; Hounyo, Ulrich; Meddahi, Nour Bootstrapping high-frequency jump tests. (English) Zbl 1420.62195 J. Am. Stat. Assoc. 114, No. 526, 793-803 (2019). MSC: 62G10 60J75 PDFBibTeX XMLCite \textit{P. Dovonon} et al., J. Am. Stat. Assoc. 114, No. 526, 793--803 (2019; Zbl 1420.62195) Full Text: DOI Link
Zhu, Jiahui; Brzeźniak, Zdzisław; Liu, Wei Maximal inequalities and exponential estimates for stochastic convolutions driven by Lévy-type processes in Banach spaces with application to stochastic quasi-geostrophic equations. (English) Zbl 1419.60052 SIAM J. Math. Anal. 51, No. 3, 2121-2167 (2019). MSC: 60H15 60J75 35B65 46B09 PDFBibTeX XMLCite \textit{J. Zhu} et al., SIAM J. Math. Anal. 51, No. 3, 2121--2167 (2019; Zbl 1419.60052) Full Text: DOI arXiv
Herbach, Ulysse Stochastic gene expression with a multistate promoter: breaking down exact distributions. (English) Zbl 1421.92017 SIAM J. Appl. Math. 79, No. 3, 1007-1029 (2019). MSC: 92C40 60J75 60J85 PDFBibTeX XMLCite \textit{U. Herbach}, SIAM J. Appl. Math. 79, No. 3, 1007--1029 (2019; Zbl 1421.92017) Full Text: DOI arXiv
Fournier, Nicolas; Xu, Liping On the equivalence between some jumping SDEs with rough coefficients and some non-local PDEs. (English. French summary) Zbl 1426.60071 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 1163-1178 (2019). MSC: 60H10 60J75 PDFBibTeX XMLCite \textit{N. Fournier} and \textit{L. Xu}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 1163--1178 (2019; Zbl 1426.60071) Full Text: DOI arXiv Euclid
Wang, Li; Liu, Zhi; Xia, Xiaochao Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise. (English) Zbl 1418.62076 Soft Comput. 23, No. 14, 5739-5752 (2019). MSC: 62P05 62M05 62F12 60J75 PDFBibTeX XMLCite \textit{L. Wang} et al., Soft Comput. 23, No. 14, 5739--5752 (2019; Zbl 1418.62076) Full Text: DOI
Barrasso, Adrien; Russo, Francesco Path-dependent martingale problems and additive functionals. (English) Zbl 1418.60092 Stoch. Dyn. 19, No. 4, Article ID 1950027, 39 p. (2019). MSC: 60H30 60H10 35S05 60J35 60J75 PDFBibTeX XMLCite \textit{A. Barrasso} and \textit{F. Russo}, Stoch. Dyn. 19, No. 4, Article ID 1950027, 39 p. (2019; Zbl 1418.60092) Full Text: DOI arXiv
Ogihara, Teppei On the asymptotic properties of Bayes-type estimators with general loss functions. (English) Zbl 1421.62051 J. Stat. Plann. Inference 199, 136-150 (2019). MSC: 62G20 60J60 60J75 PDFBibTeX XMLCite \textit{T. Ogihara}, J. Stat. Plann. Inference 199, 136--150 (2019; Zbl 1421.62051) Full Text: DOI arXiv
Shardlow, Tony A walk outside spheres for the fractional Laplacian: fields and first eigenvalue. (English) Zbl 1416.65034 Math. Comput. 88, No. 320, 2767-2792 (2019). MSC: 65C30 35R11 65C05 60J75 65F15 PDFBibTeX XMLCite \textit{T. Shardlow}, Math. Comput. 88, No. 320, 2767--2792 (2019; Zbl 1416.65034) Full Text: DOI arXiv Link
Cox, Alexander M. G.; Harris, Simon C.; Horton, Emma L.; Kyprianou, Andreas E. Multi-species neutron transport equation. (English) Zbl 1420.82027 J. Stat. Phys. 176, No. 2, 425-455 (2019). MSC: 82D75 60J80 60J75 60J99 PDFBibTeX XMLCite \textit{A. M. G. Cox} et al., J. Stat. Phys. 176, No. 2, 425--455 (2019; Zbl 1420.82027) Full Text: DOI arXiv OA License
Polettini, Matteo; Esposito, Massimiliano Effective fluctuation and response theory. (English) Zbl 1420.82015 J. Stat. Phys. 176, No. 1, 94-168 (2019). MSC: 82C35 60J25 60J75 PDFBibTeX XMLCite \textit{M. Polettini} and \textit{M. Esposito}, J. Stat. Phys. 176, No. 1, 94--168 (2019; Zbl 1420.82015) Full Text: DOI arXiv Link
Tu, Eddie On association and other forms of positive dependence for Feller processes. (English) Zbl 1415.60022 J. Appl. Probab. 56, No. 2, 624-646 (2019). MSC: 60E07 60E15 60J25 60J35 60J75 PDFBibTeX XMLCite \textit{E. Tu}, J. Appl. Probab. 56, No. 2, 624--646 (2019; Zbl 1415.60022) Full Text: DOI arXiv
Jiang, Wuyuan The maximum surplus before ruin in a jump-diffusion insurance risk process with dependence. (English) Zbl 1421.62144 Discrete Contin. Dyn. Syst., Ser. B 24, No. 7, 3037-3050 (2019). MSC: 62P05 91B30 60J75 62H05 60J65 60J70 PDFBibTeX XMLCite \textit{W. Jiang}, Discrete Contin. Dyn. Syst., Ser. B 24, No. 7, 3037--3050 (2019; Zbl 1421.62144) Full Text: DOI
Pichór, Katarzyna; Rudnicki, Ryszard Applications of stochastic semigroups to cell cycle models. (English) Zbl 07086490 Discrete Contin. Dyn. Syst., Ser. B 24, No. 5, 2365-2381 (2019). MSC: 47D06 60J75 92C37 PDFBibTeX XMLCite \textit{K. Pichór} and \textit{R. Rudnicki}, Discrete Contin. Dyn. Syst., Ser. B 24, No. 5, 2365--2381 (2019; Zbl 07086490) Full Text: DOI arXiv
Zhou, Qing; Yang, Jiao-Jiao; Wu, Wei-Xing Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random. (English) Zbl 1418.60067 Acta Math. Appl. Sin., Engl. Ser. 35, No. 2, 305-318 (2019). MSC: 60H10 60J75 60J70 PDFBibTeX XMLCite \textit{Q. Zhou} et al., Acta Math. Appl. Sin., Engl. Ser. 35, No. 2, 305--318 (2019; Zbl 1418.60067) Full Text: DOI
Chen, Yingzi; Xiao, Aiguo; Wang, Wansheng Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions. (English) Zbl 1416.65029 J. Comput. Appl. Math. 360, 41-54 (2019). MSC: 65C30 60H10 60J27 60J60 60J75 60H35 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Comput. Appl. Math. 360, 41--54 (2019; Zbl 1416.65029) Full Text: DOI
Company, Rafael; Egorova, Vera N.; Jódar, Lucas; Soleymani, Fazlollah A stable local radial basis function method for option pricing problem under the Bates model. (English) Zbl 1418.91596 Numer. Methods Partial Differ. Equations 35, No. 3, 1035-1055 (2019). MSC: 91G60 65M70 91G20 35R09 60J75 60J65 65L12 35Q91 35R60 PDFBibTeX XMLCite \textit{R. Company} et al., Numer. Methods Partial Differ. Equations 35, No. 3, 1035--1055 (2019; Zbl 1418.91596) Full Text: DOI Link
Arata, Yoshiyuki Firm growth and Laplace distribution: the importance of large jumps. (English) Zbl 1418.91318 J. Econ. Dyn. Control 103, 63-82 (2019). MSC: 91B62 60J75 62P20 PDFBibTeX XMLCite \textit{Y. Arata}, J. Econ. Dyn. Control 103, 63--82 (2019; Zbl 1418.91318) Full Text: DOI Link
Clément, Emmanuelle; Gloter, Arnaud; Nguyen, Huong LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process. (English) Zbl 1416.60052 ESAIM, Probab. Stat. 23, 136-175 (2019). MSC: 60G51 62F12 60H07 60F05 60G52 60J75 PDFBibTeX XMLCite \textit{E. Clément} et al., ESAIM, Probab. Stat. 23, 136--175 (2019; Zbl 1416.60052) Full Text: DOI
Ghasemifard, Azadeh; Tahmasebi, Mahdieh Multilevel path simulation to jump-diffusion process with superlinear drift. (English) Zbl 1416.65030 Appl. Numer. Math. 144, 176-189 (2019). MSC: 65C30 65C05 60J75 60H10 60H35 PDFBibTeX XMLCite \textit{A. Ghasemifard} and \textit{M. Tahmasebi}, Appl. Numer. Math. 144, 176--189 (2019; Zbl 1416.65030) Full Text: DOI arXiv
Tabibian, Behzad; Upadhyay, Utkarsh; De, Abir; Zarezade, Ali; Schölkopf, Bernhard; Gomez-Rodriguez, Manuel Enhancing human learning via spaced repetition optimization. (English) Zbl 1417.62340 Proc. Natl. Acad. Sci. USA 116, No. 10, 3988-3993 (2019). MSC: 62P15 60H30 60J75 PDFBibTeX XMLCite \textit{B. Tabibian} et al., Proc. Natl. Acad. Sci. USA 116, No. 10, 3988--3993 (2019; Zbl 1417.62340) Full Text: DOI OA License
Hainaut, Donatien; Moraux, Franck A switching self-exciting jump diffusion process for stock prices. (English) Zbl 1417.91502 Ann. Finance 15, No. 2, 267-306 (2019). MSC: 91G20 60G55 60J75 PDFBibTeX XMLCite \textit{D. Hainaut} and \textit{F. Moraux}, Ann. Finance 15, No. 2, 267--306 (2019; Zbl 1417.91502) Full Text: DOI Link
Pirogov, Sergey; Zhizhina, Elena A quasispecies continuous contact model in a subcritical regime. (English) Zbl 1415.60118 Mosc. Math. J. 19, No. 1, 121-132 (2019). MSC: 60K35 60J75 60J80 82C21 82C22 PDFBibTeX XMLCite \textit{S. Pirogov} and \textit{E. Zhizhina}, Mosc. Math. J. 19, No. 1, 121--132 (2019; Zbl 1415.60118) Full Text: arXiv Link
Yang, Qing-Qing; Ching, Wai-Ki; He, Wanhua; Siu, Tak-Kuen Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales. (English) Zbl 1415.91295 J. Ind. Manag. Optim. 15, No. 1, 293-318 (2019). MSC: 91G20 60J75 PDFBibTeX XMLCite \textit{Q.-Q. Yang} et al., J. Ind. Manag. Optim. 15, No. 1, 293--318 (2019; Zbl 1415.91295) Full Text: DOI
Zhang, Qiang; Chen, Ping Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps. (English) Zbl 1410.91295 J. Comput. Appl. Math. 356, 46-66 (2019). MSC: 91B30 93E20 60J75 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{P. Chen}, J. Comput. Appl. Math. 356, 46--66 (2019; Zbl 1410.91295) Full Text: DOI
Pasricha, Puneet; Goel, Anubha Pricing vulnerable power exchange options in an intensity based framework. (English) Zbl 1410.91461 J. Comput. Appl. Math. 355, 106-115 (2019). MSC: 91G20 91G40 60J75 91G60 PDFBibTeX XMLCite \textit{P. Pasricha} and \textit{A. Goel}, J. Comput. Appl. Math. 355, 106--115 (2019; Zbl 1410.91461) Full Text: DOI
Asmussen, Søren; Christensen, Bent Jesper; Thøgersen, Julie Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market. (English) Zbl 1410.91255 Insur. Math. Econ. 87, 92-100 (2019). MSC: 91B30 91A15 60J75 PDFBibTeX XMLCite \textit{S. Asmussen} et al., Insur. Math. Econ. 87, 92--100 (2019; Zbl 1410.91255) Full Text: DOI
Preischl, M.; Thonhauser, S. Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model. (English) Zbl 1410.91282 Insur. Math. Econ. 87, 82-91 (2019). MSC: 91B30 93E20 60K10 60J75 PDFBibTeX XMLCite \textit{M. Preischl} and \textit{S. Thonhauser}, Insur. Math. Econ. 87, 82--91 (2019; Zbl 1410.91282) Full Text: DOI arXiv
Mohan, Manil T.; Sakthivel, K.; Sritharan, Sivaguru S. Ergodicity for the 3D stochastic Navier-Stokes equations perturbed by Lévy noise. (English) Zbl 1417.35096 Math. Nachr. 292, No. 5, 1056-1088 (2019). MSC: 35Q30 37L40 60H15 60J75 35R60 76M35 35B20 PDFBibTeX XMLCite \textit{M. T. Mohan} et al., Math. Nachr. 292, No. 5, 1056--1088 (2019; Zbl 1417.35096) Full Text: DOI
Bakhtin, Yuri Universal statistics of incubation periods and other detection times via diffusion models. (English) Zbl 1415.92166 Bull. Math. Biol. 81, No. 4, 1070-1088 (2019). MSC: 92D30 62P10 60J75 PDFBibTeX XMLCite \textit{Y. Bakhtin}, Bull. Math. Biol. 81, No. 4, 1070--1088 (2019; Zbl 1415.92166) Full Text: DOI arXiv
Chen, Yingzi; Xiao, Aiguo; Wang, Wansheng An IMEX-BDF2 compact scheme for pricing options under regime-switching jump-diffusion models. (English) Zbl 1417.65150 Math. Methods Appl. Sci. 42, No. 8, 2646-2663 (2019). MSC: 65M06 91G60 60J75 91G20 65M12 65M50 PDFBibTeX XMLCite \textit{Y. Chen} et al., Math. Methods Appl. Sci. 42, No. 8, 2646--2663 (2019; Zbl 1417.65150) Full Text: DOI
Lin, Wei; Li, Shenghong; Chern, Shane; Zhang, Jin E. Pricing VIX derivatives with free stochastic volatility model. (English) Zbl 1414.91382 Rev. Deriv. Res. 22, No. 1, 41-75 (2019). MSC: 91G20 60J75 PDFBibTeX XMLCite \textit{W. Lin} et al., Rev. Deriv. Res. 22, No. 1, 41--75 (2019; Zbl 1414.91382) Full Text: DOI arXiv