Adamczak, Radosław; Pivovarov, Peter; Simanjuntak, Paul Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls. (English) Zbl 07810666 Ann. Probab. 52, No. 1, 93-126 (2024). MSC: 60D05 52A22 60F05 PDFBibTeX XMLCite \textit{R. Adamczak} et al., Ann. Probab. 52, No. 1, 93--126 (2024; Zbl 07810666) Full Text: DOI arXiv Link
Gatto, R. Stationary jump processes for planar directions obtained by wrapping. (English) Zbl 07803475 Stat. Probab. Lett. 205, Article ID 109955, 9 p. (2024). MSC: 60G10 62H11 PDFBibTeX XMLCite \textit{R. Gatto}, Stat. Probab. Lett. 205, Article ID 109955, 9 p. (2024; Zbl 07803475) Full Text: DOI
Čoupek, Petr; Ondreját, Martin Besov-Orlicz path regularity of non-Gaussian processes. (English) Zbl 07798453 Potential Anal. 60, No. 1, 307-339 (2024). MSC: 60G17 60G22 60G18 60H07 PDFBibTeX XMLCite \textit{P. Čoupek} and \textit{M. Ondreját}, Potential Anal. 60, No. 1, 307--339 (2024; Zbl 07798453) Full Text: DOI arXiv
Taira, Kazuaki Singular integrals and Feller semigroups with jump phenomena. (English) Zbl 07797025 Rend. Circ. Mat. Palermo (2) 73, No. 1, 299-413 (2024); correction ibid. 73, No. 2, 775 (2024). MSC: 35J25 47D07 47G20 42B20 60J35 46E35 60J60 47G10 PDFBibTeX XMLCite \textit{K. Taira}, Rend. Circ. Mat. Palermo (2) 73, No. 1, 299--413 (2024; Zbl 07797025) Full Text: DOI
Alpay, Daniel; Jorgensen, Palle Transfer operators and conditional expectations: the non-commutative case, the case of mu-Brownian motions and white noise space setting. (English) Zbl 07795636 Banach J. Math. Anal. 18, No. 1, Paper No. 5, 24 p. (2024). MSC: 28A50 60J65 46L53 PDFBibTeX XMLCite \textit{D. Alpay} and \textit{P. Jorgensen}, Banach J. Math. Anal. 18, No. 1, Paper No. 5, 24 p. (2024; Zbl 07795636) Full Text: DOI
Czapla, Dawid; Horbacz, Katarzyna; Wojewódka-Ściążko, Hanna The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm. (English) Zbl 07746180 Qual. Theory Dyn. Syst. 23, No. 1, Paper No. 7, 46 p. (2024). MSC: 60J25 60F05 60G55 37A30 46E27 PDFBibTeX XMLCite \textit{D. Czapla} et al., Qual. Theory Dyn. Syst. 23, No. 1, Paper No. 7, 46 p. (2024; Zbl 07746180) Full Text: DOI arXiv OA License
Liu, Zhenxin Recent results on recurrent solutions and limit distributions of SDEs. (English) Zbl 07812202 Commun. Math. Res. 39, No. 3, 476-500 (2023). MSC: 37B20 60H10 60J25 PDFBibTeX XMLCite \textit{Z. Liu}, Commun. Math. Res. 39, No. 3, 476--500 (2023; Zbl 07812202) Full Text: DOI
Szewczak, Zbigniew; Weber, Michel Classical and almost sure local limit theorems. (English) Zbl 07800604 Diss. Math. 589, 1-97 (2023). MSC: 60-02 60F05 11K50 60F15 60G50 60J05 PDFBibTeX XMLCite \textit{Z. Szewczak} and \textit{M. Weber}, Diss. Math. 589, 1--97 (2023; Zbl 07800604) Full Text: DOI arXiv
Li, Xue-Mei; Panloup, Fabien; Sieber, Julian On the (non)stationary density of fractional-driven stochastic differential equations. (English) Zbl 07795616 Ann. Probab. 51, No. 6, 2056-2085 (2023). MSC: 60G22 60H10 37A25 PDFBibTeX XMLCite \textit{X.-M. Li} et al., Ann. Probab. 51, No. 6, 2056--2085 (2023; Zbl 07795616) Full Text: DOI arXiv
Halberstam, Noah; Hutchcroft, Tom Most transient random walks have infinitely many cut times. (English) Zbl 07793395 Ann. Probab. 51, No. 5, 1932-1962 (2023). MSC: 05C81 60G09 60J10 60J05 PDFBibTeX XMLCite \textit{N. Halberstam} and \textit{T. Hutchcroft}, Ann. Probab. 51, No. 5, 1932--1962 (2023; Zbl 07793395) Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. 3rd edition. (English) Zbl 1528.60002 Differ. Uravn. Protsessy Upr. 2023, No. 1, 947 p. (2023). MSC: 60-02 65-02 35Q62 60H05 60H10 65C30 PDFBibTeX XML Full Text: Link
Liu, Tianle; Austern, Morgane Wasserstein-\(p\) bounds in the central limit theorem under local dependence. (English) Zbl 07790312 Electron. J. Probab. 28, Paper No. 117, 47 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 62E17 PDFBibTeX XMLCite \textit{T. Liu} and \textit{M. Austern}, Electron. J. Probab. 28, Paper No. 117, 47 p. (2023; Zbl 07790312) Full Text: DOI arXiv
Geng, Xi; Wang, Sheng Non-degeneracy of stochastic line integrals. (English) Zbl 07790289 Electron. J. Probab. 28, Paper No. 121, 28 p. (2023). MSC: 60H07 34F05 60H10 PDFBibTeX XMLCite \textit{X. Geng} and \textit{S. Wang}, Electron. J. Probab. 28, Paper No. 121, 28 p. (2023; Zbl 07790289) Full Text: DOI arXiv
Béthencourt, Loïc Stable limit theorems for additive functionals of one-dimensional diffusion processes. (English) Zbl 07788727 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1882-1906 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J60 60F05 PDFBibTeX XMLCite \textit{L. Béthencourt}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1882--1906 (2023; Zbl 07788727) Full Text: DOI arXiv
Grube, Florian; Hensiek, Thorben Maximum principle for stable operators. (English) Zbl 07785053 Math. Nachr. 296, No. 12, 5684-5702 (2023). MSC: 35B50 35D30 35J10 35R11 47G20 60G52 PDFBibTeX XMLCite \textit{F. Grube} and \textit{T. Hensiek}, Math. Nachr. 296, No. 12, 5684--5702 (2023; Zbl 07785053) Full Text: DOI arXiv OA License
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
Kordzakhia, N. E.; Novikov, A. A.; Shiryaev, A. N. The Kolmogorov inequality for the maximum of the sum of random variables and its martingale analogues. (English. Russian original) Zbl 07764859 Theory Probab. Appl. 68, No. 3, 457-472 (2023); translation from Teor. Veroyatn. Primen. 68, No. 3, 565-585 (2023). MSC: 60E15 60G44 60J65 60G40 PDFBibTeX XMLCite \textit{N. E. Kordzakhia} et al., Theory Probab. Appl. 68, No. 3, 457--472 (2023; Zbl 07764859); translation from Teor. Veroyatn. Primen. 68, No. 3, 565--585 (2023) Full Text: DOI
Panunzi, Simona; Borri, Alessandro; D’Orsi, Laura; De Gaetano, Andrea Order estimation for a fractional Brownian motion model of glucose control. (English) Zbl 07759137 Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107554, 15 p. (2023). MSC: 92C50 93E10 60G22 60H30 PDFBibTeX XMLCite \textit{S. Panunzi} et al., Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107554, 15 p. (2023; Zbl 07759137) Full Text: DOI
Dubey, Ashutosh; Pal, Arnab First-passage functionals for Ornstein-Uhlenbeck process with stochastic resetting. (English) Zbl 07753594 J. Phys. A, Math. Theor. 56, No. 43, Article ID 435002, 19 p. (2023). MSC: 82-XX 60-XX PDFBibTeX XMLCite \textit{A. Dubey} and \textit{A. Pal}, J. Phys. A, Math. Theor. 56, No. 43, Article ID 435002, 19 p. (2023; Zbl 07753594) Full Text: DOI arXiv
Schumm, Ryan D.; Bressloff, Paul C. A numerical method for solving snapping out Brownian motion in 2D bounded domains. (English) Zbl 07748065 J. Comput. Phys. 493, Article ID 112479, 18 p. (2023). MSC: 60Jxx 92Cxx 35Jxx PDFBibTeX XMLCite \textit{R. D. Schumm} and \textit{P. C. Bressloff}, J. Comput. Phys. 493, Article ID 112479, 18 p. (2023; Zbl 07748065) Full Text: DOI arXiv
Kim, Hyun-Gyoon; Cho, So-Yoon; Kim, Jeong-Hoon A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. (English) Zbl 07745059 Comput. Appl. Math. 42, No. 6, Paper No. 296, 22 p. (2023). MSC: 60G18 91G20 PDFBibTeX XMLCite \textit{H.-G. Kim} et al., Comput. Appl. Math. 42, No. 6, Paper No. 296, 22 p. (2023; Zbl 07745059) Full Text: DOI
Rudnicki, Ryszard Ergodic properties of a semilinear partial differential equation. (English) Zbl 1527.37085 J. Differ. Equations 372, 235-253 (2023). MSC: 37L40 37L55 35F25 60G60 60G65 60J65 PDFBibTeX XMLCite \textit{R. Rudnicki}, J. Differ. Equations 372, 235--253 (2023; Zbl 1527.37085) Full Text: DOI
Ślęzak, Jakub; Metzler, Ralf Minimal model of diffusion with time changing Hurst exponent. (English) Zbl 07733835 J. Phys. A, Math. Theor. 56, No. 35, Article ID 35LT01, 13 p. (2023). MSC: 82C31 82C05 60G22 PDFBibTeX XMLCite \textit{J. Ślęzak} and \textit{R. Metzler}, J. Phys. A, Math. Theor. 56, No. 35, Article ID 35LT01, 13 p. (2023; Zbl 07733835) Full Text: DOI arXiv
Khoshnevisan, Davar; Kim, Kunwoo; Mueller, Carl; Shiu, Shang-Yuan Phase analysis for a family of stochastic reaction-diffusion equations. (English) Zbl 1522.35313 Electron. J. Probab. 28, Paper No. 101, 66 p. (2023). MSC: 35K57 35R60 60H15 PDFBibTeX XMLCite \textit{D. Khoshnevisan} et al., Electron. J. Probab. 28, Paper No. 101, 66 p. (2023; Zbl 1522.35313) Full Text: DOI arXiv Link
Bobrowski, Adam Concatenation of nonhonest Feller processes, exit laws, and limit theorems on graphs. (English) Zbl 1528.60043 SIAM J. Math. Anal. 55, No. 4, 3457-3508 (2023). MSC: 60G53 35B25 35F46 35K57 60J35 47D06 47D07 PDFBibTeX XMLCite \textit{A. Bobrowski}, SIAM J. Math. Anal. 55, No. 4, 3457--3508 (2023; Zbl 1528.60043) Full Text: DOI arXiv
Berkes, István; Borda, Bence Random walks on the circle and Diophantine approximation. (English) Zbl 07731126 J. Lond. Math. Soc., II. Ser. 108, No. 2, 409-440 (2023). Reviewer: Christoph Aistleitner (Graz) MSC: 11K38 11K60 60J05 60G50 PDFBibTeX XMLCite \textit{I. Berkes} and \textit{B. Borda}, J. Lond. Math. Soc., II. Ser. 108, No. 2, 409--440 (2023; Zbl 07731126) Full Text: DOI arXiv
Boudabra, Maher; Buttigieg, Andrew; Markowsky, Greg A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion. (English) Zbl 1521.30034 Comput. Methods Funct. Theory 23, No. 3, 469-488 (2023). MSC: 30C85 30C35 60J65 PDFBibTeX XMLCite \textit{M. Boudabra} et al., Comput. Methods Funct. Theory 23, No. 3, 469--488 (2023; Zbl 1521.30034) Full Text: DOI arXiv
Kay, Toby; Giuggioli, Luca Extreme value statistics and arcsine laws of Brownian motion in the presence of a permeable barrier. (English) Zbl 1517.60104 J. Phys. A, Math. Theor. 56, No. 34, Article ID 345002, 26 p. (2023). MSC: 60J65 82B31 82B41 82C31 60G70 PDFBibTeX XMLCite \textit{T. Kay} and \textit{L. Giuggioli}, J. Phys. A, Math. Theor. 56, No. 34, Article ID 345002, 26 p. (2023; Zbl 1517.60104) Full Text: DOI arXiv
Borisov, I. S.; Shefer, E. I. Convergence rates to the arcsine law. (English. Russian original) Zbl 1517.60048 Theory Probab. Appl. 68, No. 2, 175-197 (2023); translation from Teor. Veroyatn. Primen. 68, No. 2, 209-235 (2023). MSC: 60G50 60J65 60F05 PDFBibTeX XMLCite \textit{I. S. Borisov} and \textit{E. I. Shefer}, Theory Probab. Appl. 68, No. 2, 175--197 (2023; Zbl 1517.60048); translation from Teor. Veroyatn. Primen. 68, No. 2, 209--235 (2023) Full Text: DOI
Peng, Shige G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics. (English) Zbl 1515.60160 Numer. Algebra Control Optim. 13, No. 3-4, 583-603 (2023). MSC: 60G65 60G15 60H10 PDFBibTeX XMLCite \textit{S. Peng}, Numer. Algebra Control Optim. 13, No. 3--4, 583--603 (2023; Zbl 1515.60160) Full Text: DOI arXiv
Komori, Yoshio; Yang, Guoguo; Burrage, Kevin Formulae for mixed moments of Wiener processes and a stochastic area integral. (English) Zbl 1515.60199 SIAM J. Numer. Anal. 61, No. 4, 1716-1736 (2023). MSC: 60H10 60H30 65C30 PDFBibTeX XMLCite \textit{Y. Komori} et al., SIAM J. Numer. Anal. 61, No. 4, 1716--1736 (2023; Zbl 1515.60199) Full Text: DOI arXiv
Ananjevskii, S. M. On constants in the Kolmogorov-Rogozin inequalities in the Hilbert space. (English. Russian original) Zbl 1518.60022 J. Math. Sci., New York 273, No. 5, 655-666 (2023); translation from Zap. Nauchn. Semin. POMI 501, 8-23 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 60E15 60B11 PDFBibTeX XMLCite \textit{S. M. Ananjevskii}, J. Math. Sci., New York 273, No. 5, 655--666 (2023; Zbl 1518.60022); translation from Zap. Nauchn. Semin. POMI 501, 8--23 (2021) Full Text: DOI
Jin, Shi; Li, Lei; Ye, Xuda; Zhou, Zhennan Ergodicity and long-time behavior of the random batch method for interacting particle systems. (English) Zbl 1521.37097 Math. Models Methods Appl. Sci. 33, No. 1, 67-102 (2023). MSC: 37M25 37M05 37A60 60K35 65C20 82C22 PDFBibTeX XMLCite \textit{S. Jin} et al., Math. Models Methods Appl. Sci. 33, No. 1, 67--102 (2023; Zbl 1521.37097) Full Text: DOI arXiv
Madan, Dilip B.; Wang, King The economics of time as it is embedded in the prices of options§. (English) Zbl 1518.91285 Quant. Finance 23, No. 4, 579-593 (2023). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Quant. Finance 23, No. 4, 579--593 (2023; Zbl 1518.91285) Full Text: DOI
Daw, Lara; Kerchev, George Fractal dimensions of the Rosenblatt process. (English) Zbl 07697552 Stochastic Processes Appl. 161, 544-571 (2023). MSC: 60G17 60G18 PDFBibTeX XMLCite \textit{L. Daw} and \textit{G. Kerchev}, Stochastic Processes Appl. 161, 544--571 (2023; Zbl 07697552) Full Text: DOI arXiv
Kelly, Cónall; Lord, Gabriel J.; Sun, Fandi Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients. (English) Zbl 07692055 BIT 63, No. 2, Paper No. 33, 37 p. (2023). MSC: 60H35 65C30 60H10 PDFBibTeX XMLCite \textit{C. Kelly} et al., BIT 63, No. 2, Paper No. 33, 37 p. (2023; Zbl 07692055) Full Text: DOI arXiv
Bednorz, Witold M.; Łochowski, Rafał M. Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions. (English) Zbl 07691579 Bernoulli 29, No. 3, 2219-2246 (2023). MSC: 60J60 60J65 33C10 PDFBibTeX XMLCite \textit{W. M. Bednorz} and \textit{R. M. Łochowski}, Bernoulli 29, No. 3, 2219--2246 (2023; Zbl 07691579) Full Text: DOI arXiv Link
Kühn, Franziska; Schilling, René L. Maximal inequalities and some applications. (English) Zbl 1515.60064 Probab. Surv. 20, 382-485 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60G15 60G44 60G51 60G53 60J25 42B25 42A61 PDFBibTeX XMLCite \textit{F. Kühn} and \textit{R. L. Schilling}, Probab. Surv. 20, 382--485 (2023; Zbl 1515.60064) Full Text: DOI arXiv Link
Kay, Toby; Giuggioli, Luca Subdiffusion in the presence of reactive boundaries: a generalized Feynman-Kac approach. (English) Zbl 07687882 J. Stat. Phys. 190, No. 5, Paper No. 92, 25 p. (2023). MSC: 60K50 60J65 82C31 60G50 35K57 82C41 PDFBibTeX XMLCite \textit{T. Kay} and \textit{L. Giuggioli}, J. Stat. Phys. 190, No. 5, Paper No. 92, 25 p. (2023; Zbl 07687882) Full Text: DOI arXiv
Cinque, Fabrizio Reflection principle for finite-velocity random motions. (English) Zbl 1516.60058 J. Appl. Probab. 60, No. 2, 479-492 (2023). MSC: 60K99 60G17 PDFBibTeX XMLCite \textit{F. Cinque}, J. Appl. Probab. 60, No. 2, 479--492 (2023; Zbl 1516.60058) Full Text: DOI
Hata, Genji; Yano, Kouji Arcsine and Darling-Kac laws for piecewise linear random interval maps. (English) Zbl 1518.37064 Stoch. Dyn. 23, No. 1, Article ID 2350006, 24 p. (2023). Reviewer: Steve Pederson (Atlanta) MSC: 37H12 37E05 60F05 PDFBibTeX XMLCite \textit{G. Hata} and \textit{K. Yano}, Stoch. Dyn. 23, No. 1, Article ID 2350006, 24 p. (2023; Zbl 1518.37064) Full Text: DOI arXiv
Alexeev, I. A. Stable random variables with complex stability index. II. (English. Russian original) Zbl 1507.60034 Theory Probab. Appl. 67, No. 4, 499-515 (2023); translation from Teor. Veroyatn. Primen. 67, No. 4, 499-515 (2022). MSC: 60E07 60F15 60G50 60G52 PDFBibTeX XMLCite \textit{I. A. Alexeev}, Theory Probab. Appl. 67, No. 4, 499--515 (2023; Zbl 1507.60034); translation from Teor. Veroyatn. Primen. 67, No. 4, 499--515 (2022) Full Text: DOI
Du, Zhibin; Chao, Ting-Wei; Yeh, Yeong-Nan Several improved asymptotic normality criteria and their applications to graph polynomials. (English) Zbl 1509.05100 Discrete Math. 346, No. 5, Article ID 113303, 11 p. (2023). MSC: 05C31 05A15 60F05 62E20 PDFBibTeX XMLCite \textit{Z. Du} et al., Discrete Math. 346, No. 5, Article ID 113303, 11 p. (2023; Zbl 1509.05100) Full Text: DOI
Croydon, David A.; Kato, Tsuyoshi; Sasada, Makiko; Tsujimoto, Satoshi Dynamics of the box-ball system with random initial conditions via Pitman’s transformation. (English) Zbl 1510.37002 Memoirs of the American Mathematical Society 1398. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5633-7/pbk; 978-1-4704-7399-0/ebook). vii, 99 p. (2023). MSC: 37-02 37B15 37A50 60G50 60J10 60J65 82B99 PDFBibTeX XMLCite \textit{D. A. Croydon} et al., Dynamics of the box-ball system with random initial conditions via Pitman's transformation. Providence, RI: American Mathematical Society (AMS) (2023; Zbl 1510.37002) Full Text: DOI arXiv
Ding, Cuiyang; Zhou, Yijing; Cai, Wei; Zeng, Xuan; Yan, Changhao A path integral Monte Carlo (PIMC) method based on Feynman-Kac formula for electrical impedance tomography. (English) Zbl 07652777 J. Comput. Phys. 476, Article ID 111862, 19 p. (2023). MSC: 35Rxx 60Jxx 35Jxx PDFBibTeX XMLCite \textit{C. Ding} et al., J. Comput. Phys. 476, Article ID 111862, 19 p. (2023; Zbl 07652777) Full Text: DOI
Jeong, Kabgyun Sample-size-reduction of quantum states for the noisy linear problem. (English) Zbl 1518.81035 Ann. Phys. 449, Article ID 169215, 14 p. (2023). MSC: 81P68 68Q12 68Q32 62D05 60H50 68Q87 PDFBibTeX XMLCite \textit{K. Jeong}, Ann. Phys. 449, Article ID 169215, 14 p. (2023; Zbl 1518.81035) Full Text: DOI arXiv
Cont, Rama; Das, Purba Quadratic variation and quadratic roughness. (English) Zbl 1512.60033 Bernoulli 29, No. 1, 496-522 (2023). Reviewer: David Prömel (Mannheim) MSC: 60H05 60J65 PDFBibTeX XMLCite \textit{R. Cont} and \textit{P. Das}, Bernoulli 29, No. 1, 496--522 (2023; Zbl 1512.60033) Full Text: DOI arXiv Link
Du, Zhibin The asymptotic normality of adjacency coefficients of bipartite graphs and skew-adjacency coefficients of oriented graphs. (English) Zbl 1503.05062 Linear Algebra Appl. 656, 541-558 (2023). MSC: 05C31 05C50 05A16 60F05 60E05 62E20 PDFBibTeX XMLCite \textit{Z. Du}, Linear Algebra Appl. 656, 541--558 (2023; Zbl 1503.05062) Full Text: DOI
Muhumuza, Asaph Keikara; Malyarenko, Anatoliy; Lundengård, Karl; Silvestrov, Sergei; Mango, John Magero; Kakuba, Godwin Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones. (English) Zbl 07819632 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 625-649 (2022). MSC: 15B52 15A15 15B57 60B20 60E05 62E10 17C55 32M15 PDFBibTeX XMLCite \textit{A. K. Muhumuza} et al., Springer Proc. Math. Stat. 408, 625--649 (2022; Zbl 07819632) Full Text: DOI
Krasnitskiy, Sergey; Kurchenko, Oleksandr; Syniavska, Olga Limit theorems of Baxter type for generalized random Gaussian processes with independent values. (English) Zbl 07819615 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 197-210 (2022). MSC: 60G15 PDFBibTeX XMLCite \textit{S. Krasnitskiy} et al., Springer Proc. Math. Stat. 408, 197--210 (2022; Zbl 07819615) Full Text: DOI
Piterbarg, Vladimir V. Expected median of a shifted Brownian motion: theory and calculations. (English) Zbl 1522.91284 Math. Finance 32, No. 1, 3-45 (2022). MSC: 91G20 91G30 60J70 PDFBibTeX XMLCite \textit{V. V. Piterbarg}, Math. Finance 32, No. 1, 3--45 (2022; Zbl 1522.91284) Full Text: DOI
Bettin, Sandro; Drappeau, Sary Limit laws for rational continued fractions and value distribution of quantum modular forms. (English) Zbl 07740421 Proc. Lond. Math. Soc. (3) 125, No. 6, 1377-1425 (2022). MSC: 11A55 37C30 11F03 11F67 60F05 PDFBibTeX XMLCite \textit{S. Bettin} and \textit{S. Drappeau}, Proc. Lond. Math. Soc. (3) 125, No. 6, 1377--1425 (2022; Zbl 07740421) Full Text: DOI arXiv OA License
Mazliak, Laurent Seven letters from Paul Lévy to Maurice Fréchet. (English) Zbl 1523.60012 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 393-403 (2022). MSC: 60-03 01A60 PDFBibTeX XMLCite \textit{L. Mazliak}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 393--403 (2022; Zbl 1523.60012) Full Text: DOI
Bru, Bernard; Eid, Salah Analysis or probability? Eight letters between Børge Jessen and Paul Lévy. (English) Zbl 1523.60005 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 337-360 (2022). MSC: 60-03 01A60 PDFBibTeX XMLCite \textit{B. Bru} and \textit{S. Eid}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 337--360 (2022; Zbl 1523.60005) Full Text: DOI
Aalen, Odd O.; Andersen, Per K.; Borgan, Ørnulf; Gill, Richard D.; Keiding, Niels Martingales in survival analysis. (English) Zbl 1523.60073 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 295-320 (2022). MSC: 60G42 60G44 62N02 PDFBibTeX XMLCite \textit{O. O. Aalen} et al., in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 295--320 (2022; Zbl 1523.60073) Full Text: DOI
Meyer, Paul-André; Shafer, Glenn Stochastic processes in the decades after 1950. (English) Zbl 1523.60013 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 169-202 (2022). MSC: 60-03 60Gxx 01A60 01A70 PDFBibTeX XMLCite \textit{P.-A. Meyer} and \textit{G. Shafer}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 169--202 (2022; Zbl 1523.60013) Full Text: DOI
Locker, Bernard; Mazliak, Laurent Doob at Lyon: bringing martingales back to France. (English) Zbl 1523.60009 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 147-166 (2022). MSC: 60-03 60G42 60G44 01A60 PDFBibTeX XMLCite \textit{B. Locker} and \textit{L. Mazliak}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 147--166 (2022; Zbl 1523.60009) Full Text: DOI
Mazliak, Laurent Paul Lévy’s perspective on Jean Ville and martingales. (English) Zbl 1523.60011 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 123-145 (2022). MSC: 60-03 01A60 60G42 60G44 PDFBibTeX XMLCite \textit{L. Mazliak}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 123--145 (2022; Zbl 1523.60011) Full Text: DOI
Shafer, Glenn Did Jean Ville invent martingales? (English) Zbl 1523.60014 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 107-122 (2022). MSC: 60-03 60G42 01A60 PDFBibTeX XMLCite \textit{G. Shafer}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 107--122 (2022; Zbl 1523.60014) Full Text: DOI
Eid, Salah The dawn of martingale convergence: Jessen’s theorem and Lévy’s lemma. (English) Zbl 1523.60075 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 67-104 (2022). MSC: 60G42 60G44 01A60 PDFBibTeX XMLCite \textit{S. Eid}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 67--104 (2022; Zbl 1523.60075) Full Text: DOI
Kuipers, Folkert Analytic continuation of stochastic mechanics. (English) Zbl 1507.81034 J. Math. Phys. 63, No. 4, Article ID 042301, 22 p. (2022). MSC: 81P20 81S20 60K35 81P05 60J65 PDFBibTeX XMLCite \textit{F. Kuipers}, J. Math. Phys. 63, No. 4, Article ID 042301, 22 p. (2022; Zbl 1507.81034) Full Text: DOI arXiv
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
Bressloff, Paul C. Accumulation times for diffusion-mediated surface reactions. (English) Zbl 1517.82033 J. Phys. A, Math. Theor. 55, No. 41, Article ID 415002, 21 p. (2022). MSC: 82C31 60J70 60J60 PDFBibTeX XMLCite \textit{P. C. Bressloff}, J. Phys. A, Math. Theor. 55, No. 41, Article ID 415002, 21 p. (2022; Zbl 1517.82033) Full Text: DOI arXiv
Villarroel, Javier The double barrier problem for Brownian motion with Poissonian resetting. (English) Zbl 1509.60146 J. Phys. A, Math. Theor. 55, No. 38, Article ID 384003, 21 p. (2022). MSC: 60J65 60G40 PDFBibTeX XMLCite \textit{J. Villarroel}, J. Phys. A, Math. Theor. 55, No. 38, Article ID 384003, 21 p. (2022; Zbl 1509.60146) Full Text: DOI
Godland, Thomas; Kabluchko, Zakhar; Thäle, Christoph Random cones in high dimensions. I: Donoho-Tanner and Cover-Efron cones. (English) Zbl 1505.52007 Discrete Anal. 2022, Paper No. 5, 44 p. (2022). MSC: 52A22 60D05 52A55 52A23 60F05 60F10 PDFBibTeX XMLCite \textit{T. Godland} et al., Discrete Anal. 2022, Paper No. 5, 44 p. (2022; Zbl 1505.52007) Full Text: DOI arXiv
Bianucci, Marco The correlated dichotomous noise as an exact \(M\)-Gaussian stochastic process. (English) Zbl 1505.60044 Chaos Solitons Fractals 159, Article ID 112124, 9 p. (2022). MSC: 60G15 60F05 35Q84 PDFBibTeX XMLCite \textit{M. Bianucci}, Chaos Solitons Fractals 159, Article ID 112124, 9 p. (2022; Zbl 1505.60044) Full Text: DOI
Wang, Bichen; Hou, Yulei Comment on “A computational technique to classify several fractional Brownian motion processes”. (English) Zbl 1504.60060 Chaos Solitons Fractals 161, Article ID 112377, 3 p. (2022). MSC: 60G22 60J65 60G18 26A33 PDFBibTeX XMLCite \textit{B. Wang} and \textit{Y. Hou}, Chaos Solitons Fractals 161, Article ID 112377, 3 p. (2022; Zbl 1504.60060) Full Text: DOI
Litovchenko, Vladyslav The Cauchy problem and distribution of local fluctuations of one Riesz gravitational field. (English) Zbl 1503.35293 Fract. Calc. Appl. Anal. 25, No. 2, 668-686 (2022). MSC: 35S10 35S05 35R11 26A33 60G51 PDFBibTeX XMLCite \textit{V. Litovchenko}, Fract. Calc. Appl. Anal. 25, No. 2, 668--686 (2022; Zbl 1503.35293) Full Text: DOI
Daw, Lara; Loosveldt, Laurent Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process. (English) Zbl 1515.60093 Electron. J. Probab. 27, Paper No. 152, 45 p. (2022). MSC: 60G18 60G22 42C40 26A16 60G17 PDFBibTeX XMLCite \textit{L. Daw} and \textit{L. Loosveldt}, Electron. J. Probab. 27, Paper No. 152, 45 p. (2022; Zbl 1515.60093) Full Text: DOI arXiv
Grebenev, Vladimir; Grishkov, Alexandre SLE: differential invariants study. (English) Zbl 1508.60090 São Paulo J. Math. Sci. 16, No. 2, 676-692 (2022). MSC: 60J67 30C80 35R60 53D10 PDFBibTeX XMLCite \textit{V. Grebenev} and \textit{A. Grishkov}, São Paulo J. Math. Sci. 16, No. 2, 676--692 (2022; Zbl 1508.60090) Full Text: DOI
Bressloff, Paul C. Diffusion-mediated surface reactions and stochastic resetting. (English) Zbl 1507.60102 J. Phys. A, Math. Theor. 55, No. 27, Article ID 275002, 25 p. (2022). MSC: 60J60 60K50 76R50 82B24 PDFBibTeX XMLCite \textit{P. C. Bressloff}, J. Phys. A, Math. Theor. 55, No. 27, Article ID 275002, 25 p. (2022; Zbl 1507.60102) Full Text: DOI arXiv
Bouzebda, Salim; Limnios, Nikolaos The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications. (English) Zbl 07622177 J. Nonparametric Stat. 34, No. 4, 758-788 (2022). MSC: 62Gxx 60J28 60K15 60G09 62F40 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{N. Limnios}, J. Nonparametric Stat. 34, No. 4, 758--788 (2022; Zbl 07622177) Full Text: DOI
Wang, Ran; Xiao, Yimin Exact uniform modulus of continuity and Chung’s LIL for the generalized fractional Brownian motion. (English) Zbl 1515.60101 J. Theor. Probab. 35, No. 4, 2442-2479 (2022). MSC: 60G22 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{R. Wang} and \textit{Y. Xiao}, J. Theor. Probab. 35, No. 4, 2442--2479 (2022; Zbl 1515.60101) Full Text: DOI arXiv
Singh, Prashant; Pal, Arnab First-passage Brownian functionals with stochastic resetting. (English) Zbl 1507.60105 J. Phys. A, Math. Theor. 55, No. 23, Article ID 234001, 25 p. (2022). MSC: 60J65 PDFBibTeX XMLCite \textit{P. Singh} and \textit{A. Pal}, J. Phys. A, Math. Theor. 55, No. 23, Article ID 234001, 25 p. (2022; Zbl 1507.60105) Full Text: DOI arXiv
Awad, Emad; Metzler, Ralf Closed-form multi-dimensional solutions and asymptotic behaviours for subdiffusive processes with crossovers. II: Accelerating case. (English) Zbl 1506.35259 J. Phys. A, Math. Theor. 55, No. 20, Article ID 205003, 29 p. (2022). MSC: 35R11 60K50 PDFBibTeX XMLCite \textit{E. Awad} and \textit{R. Metzler}, J. Phys. A, Math. Theor. 55, No. 20, Article ID 205003, 29 p. (2022; Zbl 1506.35259) Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems. (English) Zbl 1498.60115 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités LI. Cham: Springer. Lect. Notes Math. 2301, 189-238 (2022). MSC: 60F15 60A10 60J05 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Lect. Notes Math. 2301, 189--238 (2022; Zbl 1498.60115) Full Text: DOI arXiv
Li, Xue-Mei; Sieber, Julian Slow-fast systems with fractional environment and dynamics. (English) Zbl 1507.37007 Ann. Appl. Probab. 32, No. 5, 3964-4003 (2022). MSC: 37A50 37A25 37A30 60G22 60G15 60H10 PDFBibTeX XMLCite \textit{X.-M. Li} and \textit{J. Sieber}, Ann. Appl. Probab. 32, No. 5, 3964--4003 (2022; Zbl 1507.37007) Full Text: DOI arXiv
Hadiri, Soukaina; Sghir, Aissa Some results on the generalized Brownian bridge. (English) Zbl 1499.60115 Random Oper. Stoch. Equ. 30, No. 3, 197-204 (2022). MSC: 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{S. Hadiri} and \textit{A. Sghir}, Random Oper. Stoch. Equ. 30, No. 3, 197--204 (2022; Zbl 1499.60115) Full Text: DOI
Madan, Dilip B.; Wang, King Implied price processes anchored in statistical realizations. (English) Zbl 1500.91138 Front. Math. Finance 1, No. 3, 321-342 (2022). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Front. Math. Finance 1, No. 3, 321--342 (2022; Zbl 1500.91138) Full Text: DOI
Sathe, Aastha M.; Upadhye, N. S. Estimation of the parameters of multivariate stable distributions. (English) Zbl 07603849 Commun. Stat., Simulation Comput. 51, No. 10, 5897-5914 (2022). MSC: 62F10 60E07 PDFBibTeX XMLCite \textit{A. M. Sathe} and \textit{N. S. Upadhye}, Commun. Stat., Simulation Comput. 51, No. 10, 5897--5914 (2022; Zbl 07603849) Full Text: DOI arXiv
Mijatović, Aleksandar; Uribe Bravo, Gerónimo Limit theorems for local times and applications to SDEs with jumps. (English) Zbl 1498.60134 Stochastic Processes Appl. 153, 39-56 (2022). MSC: 60F17 60J55 PDFBibTeX XMLCite \textit{A. Mijatović} and \textit{G. Uribe Bravo}, Stochastic Processes Appl. 153, 39--56 (2022; Zbl 1498.60134) Full Text: DOI
Estrada, Luisa F.; Högele, Michael A. Moment estimates in the first Borel-Cantelli lemma with applications to mean deviation frequencies. (English) Zbl 1498.60015 Stat. Probab. Lett. 190, Article ID 109636, 15 p. (2022). MSC: 60A10 60E15 60F15 62F05 PDFBibTeX XMLCite \textit{L. F. Estrada} and \textit{M. A. Högele}, Stat. Probab. Lett. 190, Article ID 109636, 15 p. (2022; Zbl 1498.60015) Full Text: DOI arXiv
Gilat, David; Meilijson, Isaac; Sacerdote, Laura A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales. (English) Zbl 1507.60054 J. Theor. Probab. 35, No. 3, 1952-1955 (2022). MSC: 60G44 60G40 PDFBibTeX XMLCite \textit{D. Gilat} et al., J. Theor. Probab. 35, No. 3, 1952--1955 (2022; Zbl 1507.60054) Full Text: DOI
Mönch, Christian Universality for persistence exponents of local times of self-similar processes with stationary increments. (English) Zbl 1507.60049 J. Theor. Probab. 35, No. 3, 1842-1862 (2022). MSC: 60G22 60G15 60G18 PDFBibTeX XMLCite \textit{C. Mönch}, J. Theor. Probab. 35, No. 3, 1842--1862 (2022; Zbl 1507.60049) Full Text: DOI arXiv
del Barrio, Eustasio; Cuesta-Albertos, Juan A.; Matran, Carlos The complex behaviour of Galton rank-order statistic. (English) Zbl 07594054 Bernoulli 28, No. 4, 2123-2150 (2022). MSC: 62Gxx 60Fxx 60Bxx PDFBibTeX XMLCite \textit{E. del Barrio} et al., Bernoulli 28, No. 4, 2123--2150 (2022; Zbl 07594054) Full Text: DOI arXiv Link
Madan, Dilip B.; Wang, King Quadratic variation, models, applications and lessons. (English) Zbl 1498.91456 Front. Math. Finance 1, No. 2, 189-217 (2022). MSC: 91G20 60G18 60G51 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{K. Wang}, Front. Math. Finance 1, No. 2, 189--217 (2022; Zbl 1498.91456) Full Text: DOI
Baudoin, Fabrice; Lacaux, Céline Fractional Gaussian fields on the Sierpiński gasket and related fractals. (English) Zbl 1502.60076 J. Anal. Math. 146, No. 2, 719-739 (2022). MSC: 60G60 60G15 60G22 28A80 PDFBibTeX XMLCite \textit{F. Baudoin} and \textit{C. Lacaux}, J. Anal. Math. 146, No. 2, 719--739 (2022; Zbl 1502.60076) Full Text: DOI arXiv
Grünbaum, F. Alberto A Feynman-Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game. (English) Zbl 1498.60304 Proc. Am. Math. Soc. 150, No. 9, 4027-4036 (2022). Reviewer: Romeo Negrea (Timişoara) MSC: 60J10 60J65 81Q30 PDFBibTeX XMLCite \textit{F. A. Grünbaum}, Proc. Am. Math. Soc. 150, No. 9, 4027--4036 (2022; Zbl 1498.60304) Full Text: DOI arXiv
Sadeghi, Gh.; Moslehian, M. S.; Talebi, A. Maximal inequalities in noncommutative probability spaces. (English) Zbl 1501.46054 Stochastics 94, No. 2, 212-225 (2022). MSC: 46L53 46L10 47A30 60E15 PDFBibTeX XMLCite \textit{Gh. Sadeghi} et al., Stochastics 94, No. 2, 212--225 (2022; Zbl 1501.46054) Full Text: DOI arXiv
Pitera, Marcin; Chechkin, Aleksei; Wyłomańska, Agnieszka Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics. (English) Zbl 1490.62067 Stat. Methods Appl. 31, No. 2, 387-424 (2022); correction ibid. 31, No. 2, 425 (2022). MSC: 62F03 60E07 62P35 PDFBibTeX XMLCite \textit{M. Pitera} et al., Stat. Methods Appl. 31, No. 2, 387--424 (2022; Zbl 1490.62067) Full Text: DOI
Guillaume, Tristan Closed form valuation of barrier options with stochastic barriers. (English) Zbl 1492.60229 Ann. Oper. Res. 313, No. 2, 1021-1050 (2022). MSC: 60J65 91G15 PDFBibTeX XMLCite \textit{T. Guillaume}, Ann. Oper. Res. 313, No. 2, 1021--1050 (2022; Zbl 1492.60229) Full Text: DOI
Randon-Furling, Julien; Salminen, Paavo; Vallois, Pierre On a first hit distribution of the running maximum of Brownian motion. (English) Zbl 1491.60145 Stochastic Processes Appl. 150, 1204-1221 (2022). MSC: 60J65 60G17 60G40 60G51 60G52 PDFBibTeX XMLCite \textit{J. Randon-Furling} et al., Stochastic Processes Appl. 150, 1204--1221 (2022; Zbl 1491.60145) Full Text: DOI arXiv
Bingham, Nicholas H.; Symons, Tasmin L. Gaussian random fields on the sphere and sphere cross line. (English) Zbl 1493.60009 Stochastic Processes Appl. 150, 788-801 (2022). Reviewer: Uwe Franz (Besançon) MSC: 60B15 60G15 60G60 PDFBibTeX XMLCite \textit{N. H. Bingham} and \textit{T. L. Symons}, Stochastic Processes Appl. 150, 788--801 (2022; Zbl 1493.60009) Full Text: DOI arXiv
Chesneau, Christophe; Bakouch, Hassan S.; Hussain, Tassaddaq Modeling and applications to circular data with a wrapped Poisson-Lindley model. (English) Zbl 1513.62023 J. Math. Study 55, No. 2, 139-157 (2022). MSC: 62E15 60E05 62F10 PDFBibTeX XMLCite \textit{C. Chesneau} et al., J. Math. Study 55, No. 2, 139--157 (2022; Zbl 1513.62023) Full Text: DOI
Smida, Zaineb; Cucala, Lionel; Gannoun, Ali; Durif, Ghislain A median test for functional data. (English) Zbl 1493.62178 J. Nonparametric Stat. 34, No. 2, 520-553 (2022). MSC: 62H15 62G10 62G20 60F17 62R10 PDFBibTeX XMLCite \textit{Z. Smida} et al., J. Nonparametric Stat. 34, No. 2, 520--553 (2022; Zbl 1493.62178) Full Text: DOI
Ayhar, Chafiâa; Barbu, Vlad Stefan; Mokhtari, Fatiha; Rahmani, Saâdia On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes. (English) Zbl 07531535 J. Nonparametric Stat. 34, No. 2, 299-318 (2022). MSC: 62Gxx 60Gxx 60Fxx 62Mxx PDFBibTeX XMLCite \textit{C. Ayhar} et al., J. Nonparametric Stat. 34, No. 2, 299--318 (2022; Zbl 07531535) Full Text: DOI
Coron, Camille; Le Jan, Yves Pedigree in the biparental Moran model. (English) Zbl 1496.92050 J. Math. Biol. 84, No. 6, Paper No. 51, 18 p. (2022). Reviewer: Thomas Jiaxian Li (Charlottesville) MSC: 92D10 60J20 PDFBibTeX XMLCite \textit{C. Coron} and \textit{Y. Le Jan}, J. Math. Biol. 84, No. 6, Paper No. 51, 18 p. (2022; Zbl 1496.92050) Full Text: DOI arXiv
Bingham, N. H. Prediction theory for stationary functional time series. (English) Zbl 1490.60090 Probab. Surv. 19, 160-184 (2022). MSC: 60G25 62M20 60-02 62-02 PDFBibTeX XMLCite \textit{N. H. Bingham}, Probab. Surv. 19, 160--184 (2022; Zbl 1490.60090) Full Text: DOI arXiv Link
Ling, Chengcheng; Riedel, Sebastian; Scheutzow, Michael A Wong-Zakai theorem for SDEs with singular drift. (English) Zbl 1514.60067 J. Differ. Equations 326, 344-363 (2022). Reviewer: Feng Chen (Changchun) MSC: 60H10 60F15 60J60 PDFBibTeX XMLCite \textit{C. Ling} et al., J. Differ. Equations 326, 344--363 (2022; Zbl 1514.60067) Full Text: DOI arXiv
Cont, Rama; Das, Purba Quadratic variation along refining partitions: constructions and examples. (English) Zbl 1490.60083 J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022). MSC: 60G17 26A45 PDFBibTeX XMLCite \textit{R. Cont} and \textit{P. Das}, J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022; Zbl 1490.60083) Full Text: DOI arXiv