Xia, Pengcheng; Xie, Longjie; Zhang, Xicheng; Zhao, Guohuan \(L^q(L^p)\)-theory of stochastic differential equations. (English) Zbl 07210273 Stochastic Processes Appl. 130, No. 8, 5188-5211 (2020). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{P. Xia} et al., Stochastic Processes Appl. 130, No. 8, 5188--5211 (2020; Zbl 07210273) Full Text: DOI
Barigozzi, Matteo; Trapani, Lorenzo Sequential testing for structural stability in approximate factor models. (English) Zbl 1441.62208 Stochastic Processes Appl. 130, No. 8, 5149-5187 (2020). MSC: 62L10 62L12 62H25 62M10 62P20 62M07 15A18 PDF BibTeX XML Cite \textit{M. Barigozzi} and \textit{L. Trapani}, Stochastic Processes Appl. 130, No. 8, 5149--5187 (2020; Zbl 1441.62208) Full Text: DOI
Fan, Xiequan; Grama, Ion; Liu, Quansheng; Shao, Qi-Man Self-normalized Cramér type moderate deviations for stationary sequences and applications. (English) Zbl 1445.60027 Stochastic Processes Appl. 130, No. 8, 5124-5148 (2020). MSC: 60F10 60G10 60E15 PDF BibTeX XML Cite \textit{X. Fan} et al., Stochastic Processes Appl. 130, No. 8, 5124--5148 (2020; Zbl 1445.60027) Full Text: DOI
Zhang, Fu; Du, Kai Krylov-Safonov estimates for a degenerate diffusion process. (English) Zbl 07210270 Stochastic Processes Appl. 130, No. 8, 5100-5123 (2020). MSC: 60J60 60K50 60H15 PDF BibTeX XML Cite \textit{F. Zhang} and \textit{K. Du}, Stochastic Processes Appl. 130, No. 8, 5100--5123 (2020; Zbl 07210270) Full Text: DOI
Bernstein, Megan; Damron, Michael; Greenwood, Torin Sublinear variance in Euclidean first-passage percolation. (English) Zbl 07210269 Stochastic Processes Appl. 130, No. 8, 5060-5099 (2020). MSC: 60K35 60E15 82B43 PDF BibTeX XML Cite \textit{M. Bernstein} et al., Stochastic Processes Appl. 130, No. 8, 5060--5099 (2020; Zbl 07210269) Full Text: DOI
Feng, Chunrong; Wu, Panyu; Zhao, Huaizhong Ergodicity of invariant capacities. (English) Zbl 1448.37009 Stochastic Processes Appl. 130, No. 8, 5037-5059 (2020). MSC: 37A50 37A30 37A25 PDF BibTeX XML Cite \textit{C. Feng} et al., Stochastic Processes Appl. 130, No. 8, 5037--5059 (2020; Zbl 1448.37009) Full Text: DOI
Agarwal, Ankush; Claisse, Julien Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method. (English) Zbl 1440.35125 Stochastic Processes Appl. 130, No. 8, 5006-5036 (2020). MSC: 35J61 60H30 60J85 65C05 PDF BibTeX XML Cite \textit{A. Agarwal} and \textit{J. Claisse}, Stochastic Processes Appl. 130, No. 8, 5006--5036 (2020; Zbl 1440.35125) Full Text: DOI
Mukam, Jean Daniel; Tambue, Antoine Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise. (English) Zbl 07210266 Stochastic Processes Appl. 130, No. 8, 4968-5005 (2020). MSC: 65C30 60H15 60H35 PDF BibTeX XML Cite \textit{J. D. Mukam} and \textit{A. Tambue}, Stochastic Processes Appl. 130, No. 8, 4968--5005 (2020; Zbl 07210266) Full Text: DOI
Kasprzak, Mikołaj J. Stein’s method for multivariate Brownian approximations of sums under dependence. (English) Zbl 1445.60058 Stochastic Processes Appl. 130, No. 8, 4927-4967 (2020). MSC: 60J65 60F17 60B12 60E05 60E15 PDF BibTeX XML Cite \textit{M. J. Kasprzak}, Stochastic Processes Appl. 130, No. 8, 4927--4967 (2020; Zbl 1445.60058) Full Text: DOI
Dorogovtsev, Andrey A.; Riabov, Georgii V.; Schmalfuß, Björn Stationary points in coalescing stochastic flows on \(\mathbb{R}\). (English) Zbl 07210264 Stochastic Processes Appl. 130, No. 8, 4910-4926 (2020). MSC: 60G51 60J60 37H15 PDF BibTeX XML Cite \textit{A. A. Dorogovtsev} et al., Stochastic Processes Appl. 130, No. 8, 4910--4926 (2020; Zbl 07210264) Full Text: DOI
Collevecchio, Andrea; Takei, Masato; Uematsu, Yuma Functional central limit theorem for random walks in random environment defined on regular trees. (English) Zbl 1445.60078 Stochastic Processes Appl. 130, No. 8, 4892-4909 (2020). MSC: 60K37 60F17 PDF BibTeX XML Cite \textit{A. Collevecchio} et al., Stochastic Processes Appl. 130, No. 8, 4892--4909 (2020; Zbl 1445.60078) Full Text: DOI
Cleanthous, Galatia; Georgiadis, Athanasios G.; Lang, Annika; Porcu, Emilio Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces. (English) Zbl 07210262 Stochastic Processes Appl. 130, No. 8, 4873-4891 (2020). MSC: 60G60 60G15 43A35 PDF BibTeX XML Cite \textit{G. Cleanthous} et al., Stochastic Processes Appl. 130, No. 8, 4873--4891 (2020; Zbl 07210262) Full Text: DOI
Piterbarg, Vladimir I.; Rodionov, Igor V. High excursions of Bessel and related random processes. (English) Zbl 07210261 Stochastic Processes Appl. 130, No. 8, 4859-4872 (2020). MSC: 60G15 PDF BibTeX XML Cite \textit{V. I. Piterbarg} and \textit{I. V. Rodionov}, Stochastic Processes Appl. 130, No. 8, 4859--4872 (2020; Zbl 07210261) Full Text: DOI
Tadić, Vladislav Z. B.; Doucet, Arnaud Stability of optimal filter higher-order derivatives. (English) Zbl 1445.60036 Stochastic Processes Appl. 130, No. 8, 4808-4858 (2020). MSC: 60G35 62M20 93E11 PDF BibTeX XML Cite \textit{V. Z. B. Tadić} and \textit{A. Doucet}, Stochastic Processes Appl. 130, No. 8, 4808--4858 (2020; Zbl 1445.60036) Full Text: DOI
Pinsky, Ross G. The speed of a general random walk reinforced by its recent history. (English) Zbl 07210259 Stochastic Processes Appl. 130, No. 8, 4793-4807 (2020). MSC: 60G50 60F10 60K35 60J10 PDF BibTeX XML Cite \textit{R. G. Pinsky}, Stochastic Processes Appl. 130, No. 8, 4793--4807 (2020; Zbl 07210259) Full Text: DOI
Laukkarinen, Eija Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals. (English) Zbl 07210258 Stochastic Processes Appl. 130, No. 8, 4766-4792 (2020). MSC: 60G51 60H07 PDF BibTeX XML Cite \textit{E. Laukkarinen}, Stochastic Processes Appl. 130, No. 8, 4766--4792 (2020; Zbl 07210258) Full Text: DOI
Falkowski, Adrian; Słomiński, Leszek Backward stochastic differential equations with two barriers and generalized reflection. (English) Zbl 07210257 Stochastic Processes Appl. 130, No. 8, 4746-4765 (2020). MSC: 60H10 60G40 PDF BibTeX XML Cite \textit{A. Falkowski} and \textit{L. Słomiński}, Stochastic Processes Appl. 130, No. 8, 4746--4765 (2020; Zbl 07210257) Full Text: DOI
Kuksin, Sergei; Zhang, Huilin Exponential mixing for dissipative PDEs with bounded non-degenerate noise. (English) Zbl 1440.35272 Stochastic Processes Appl. 130, No. 8, 4721-4745 (2020). MSC: 35Q35 35Q56 35K59 37A25 37L55 60F05 60H15 76D05 PDF BibTeX XML Cite \textit{S. Kuksin} and \textit{H. Zhang}, Stochastic Processes Appl. 130, No. 8, 4721--4745 (2020; Zbl 1440.35272) Full Text: DOI
Figueroa-López, José E.; Li, Cheng Optimal kernel estimation of spot volatility of stochastic differential equations. (English) Zbl 1441.62225 Stochastic Processes Appl. 130, No. 8, 4693-4720 (2020). MSC: 62M09 62G05 60G22 60J65 60F05 PDF BibTeX XML Cite \textit{J. E. Figueroa-López} and \textit{C. Li}, Stochastic Processes Appl. 130, No. 8, 4693--4720 (2020; Zbl 1441.62225) Full Text: DOI
Vu, Huong T. L.; Richard, Frédéric J. P. Statistical tests of heterogeneity for anisotropic multifractional Brownian fields. (English) Zbl 1445.60035 Stochastic Processes Appl. 130, No. 8, 4667-4692 (2020). MSC: 60G22 60G60 62M40 62M05 PDF BibTeX XML Cite \textit{H. T. L. Vu} and \textit{F. J. P. Richard}, Stochastic Processes Appl. 130, No. 8, 4667--4692 (2020; Zbl 1445.60035) Full Text: DOI
Schweer, Sebastian; Wichelhaus, Cornelia Nonparametric estimation of the service time distribution in discrete-time queueing networks. (English) Zbl 1445.60069 Stochastic Processes Appl. 130, No. 8, 4643-4666 (2020). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 PDF BibTeX XML Cite \textit{S. Schweer} and \textit{C. Wichelhaus}, Stochastic Processes Appl. 130, No. 8, 4643--4666 (2020; Zbl 1445.60069) Full Text: DOI
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment. (English) Zbl 1444.92065 Stochastic Processes Appl. 130, No. 8, 4608-4642 (2020). MSC: 92C75 60H10 PDF BibTeX XML Cite \textit{D. H. Nguyen} et al., Stochastic Processes Appl. 130, No. 8, 4608--4642 (2020; Zbl 1444.92065) Full Text: DOI
Ayache, Antoine Lower bound for local oscillations of Hermite processes. (English) Zbl 1444.60028 Stochastic Processes Appl. 130, No. 8, 4593-4607 (2020). MSC: 60G17 60G18 60H05 PDF BibTeX XML Cite \textit{A. Ayache}, Stochastic Processes Appl. 130, No. 8, 4593--4607 (2020; Zbl 1444.60028) Full Text: DOI
Bachmann, Stefan On the strong Feller property for stochastic delay differential equations with singular drift. (English) Zbl 1448.34151 Stochastic Processes Appl. 130, No. 8, 4563-4592 (2020). Reviewer: Xiaohu Wang (Chengdu) MSC: 34K50 60B10 60B12 60H10 PDF BibTeX XML Cite \textit{S. Bachmann}, Stochastic Processes Appl. 130, No. 8, 4563--4592 (2020; Zbl 1448.34151) Full Text: DOI
Mohan, Manil T. Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one. (English) Zbl 1445.60029 Stochastic Processes Appl. 130, No. 8, 4513-4562 (2020). MSC: 60F10 60H15 76D03 76A10 PDF BibTeX XML Cite \textit{M. T. Mohan}, Stochastic Processes Appl. 130, No. 8, 4513--4562 (2020; Zbl 1445.60029) Full Text: DOI