Zhang, Shuaiqi; Chen, Zhen-Qing Stochastic maximum principle for subdiffusions and its applications. (English) Zbl 07824417 SIAM J. Control Optim. 62, No. 2, 953-981 (2024). MSC: 93E20 60H10 60J60 PDFBibTeX XMLCite \textit{S. Zhang} and \textit{Z.-Q. Chen}, SIAM J. Control Optim. 62, No. 2, 953--981 (2024; Zbl 07824417) Full Text: DOI arXiv
Yamato, Kosuke; Yano, Kouji Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes. (English) Zbl 07824090 Bernoulli 30, No. 2, 936-960 (2024). MSC: 60-XX 34-XX PDFBibTeX XMLCite \textit{K. Yamato} and \textit{K. Yano}, Bernoulli 30, No. 2, 936--960 (2024; Zbl 07824090) Full Text: DOI arXiv Link
Vidmar, Matija; Warren, Jon Stationary local random countable sets over the Wiener noise. (English) Zbl 07819901 Probab. Theory Relat. Fields 188, No. 3-4, 1063-1129 (2024). MSC: 60J65 60D05 60G55 60G20 PDFBibTeX XMLCite \textit{M. Vidmar} and \textit{J. Warren}, Probab. Theory Relat. Fields 188, No. 3--4, 1063--1129 (2024; Zbl 07819901) Full Text: DOI arXiv OA License
Le Jan, Yves Connections and loops intertwinning. (English) Zbl 07815303 Potential Anal. 60, No. 3, 1215-1229 (2024). MSC: 60J27 60G60 PDFBibTeX XMLCite \textit{Y. Le Jan}, Potential Anal. 60, No. 3, 1215--1229 (2024; Zbl 07815303) Full Text: DOI arXiv
Zhan, Dapeng Green’s function for cut points of chordal SLE attached with boundary arcs. (English) Zbl 07812502 Stochastic Processes Appl. 170, Article ID 104309, 27 p. (2024). MSC: 60J67 60K35 PDFBibTeX XMLCite \textit{D. Zhan}, Stochastic Processes Appl. 170, Article ID 104309, 27 p. (2024; Zbl 07812502) Full Text: DOI arXiv
Bandini, Elena; Russo, Francesco Weak Dirichlet processes and generalized martingale problems. (English) Zbl 07812482 Stochastic Processes Appl. 170, Article ID 104261, 37 p. (2024). MSC: 60H10 60G48 60G57 PDFBibTeX XMLCite \textit{E. Bandini} and \textit{F. Russo}, Stochastic Processes Appl. 170, Article ID 104261, 37 p. (2024; Zbl 07812482) Full Text: DOI arXiv
Bahaj, Faiz; Hiderah, Kamal Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary. (English) Zbl 07812414 Monte Carlo Methods Appl. 30, No. 1, 31-41 (2024). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{F. Bahaj} and \textit{K. Hiderah}, Monte Carlo Methods Appl. 30, No. 1, 31--41 (2024; Zbl 07812414) Full Text: DOI
Arnaudon, Marc; Coulibaly-Pasquier, Koléhè; Miclo, Laurent Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds. (Couplage des mouvements Browniens avec des processus duaux à valeurs ensembles sur des variétés Riemanniennes.) (English. French summary) Zbl 07811897 J. Éc. Polytech., Math. 11, 473-522 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J60 60J65 60H10 58J65 53E10 60J55 35K93 PDFBibTeX XMLCite \textit{M. Arnaudon} et al., J. Éc. Polytech., Math. 11, 473--522 (2024; Zbl 07811897) Full Text: DOI arXiv
Chen, Yu-Ting Delta-Bose gas from the viewpoint of the two-dimensional stochastic heat equation. (English) Zbl 07810667 Ann. Probab. 52, No. 1, 127-187 (2024). MSC: 60J55 60J65 60H30 PDFBibTeX XMLCite \textit{Y.-T. Chen}, Ann. Probab. 52, No. 1, 127--187 (2024; Zbl 07810667) Full Text: DOI Link
Deaconu, Madalina; Herrmann, Samuel Strong approximation of some particular one-dimensional diffusions. (English) Zbl 07807499 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1990-2017 (2024). MSC: 65C05 60J60 60J65 60G17 PDFBibTeX XMLCite \textit{M. Deaconu} and \textit{S. Herrmann}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1990--2017 (2024; Zbl 07807499) Full Text: DOI arXiv
Ellinger, Simon Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient. (English) Zbl 07805477 J. Complexity 81, Article ID 101822, 29 p. (2024). MSC: 60Hxx 65Cxx 65Lxx PDFBibTeX XMLCite \textit{S. Ellinger}, J. Complexity 81, Article ID 101822, 29 p. (2024; Zbl 07805477) Full Text: DOI arXiv
Galimberti, Luca; Karlsen, Kenneth H. Well-posedness of stochastic continuity equations on Riemannian manifolds. (English) Zbl 07804890 Chin. Ann. Math., Ser. B 45, No. 1, 81-122 (2024). MSC: 60H15 35L02 58J45 35D30 PDFBibTeX XMLCite \textit{L. Galimberti} and \textit{K. H. Karlsen}, Chin. Ann. Math., Ser. B 45, No. 1, 81--122 (2024; Zbl 07804890) Full Text: DOI arXiv
Mishura, Yuliya; Ralchenko, Kostiantyn Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\). (English) Zbl 07803704 Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024). MSC: 60G22 60G17 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{K. Ralchenko}, Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024; Zbl 07803704) Full Text: DOI arXiv
Lin, Yi-Shen A note on one-sided solutions for optimal stopping problems driven by Lévy processes. (English) Zbl 07803686 Stat. Probab. Lett. 206, Article ID 109989, 9 p. (2024). MSC: 60G40 62L15 60J10 60J65 PDFBibTeX XMLCite \textit{Y.-S. Lin}, Stat. Probab. Lett. 206, Article ID 109989, 9 p. (2024; Zbl 07803686) Full Text: DOI
Çetiṅ, Umut Minimal subharmonic functions and related integral representations. (English) Zbl 07798915 Electron. J. Probab. 29, Paper No. 3, 35 p. (2024). MSC: 60J60 60J55 60G40 PDFBibTeX XMLCite \textit{U. Çetiṅ}, Electron. J. Probab. 29, Paper No. 3, 35 p. (2024; Zbl 07798915) 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: 60Jxx 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
Kuan, Jeffrey; Čanić, Sunčica Well-posedness of solutions to stochastic fluid-structure interaction. (English) Zbl 07796348 J. Math. Fluid Mech. 26, No. 1, Paper No. 4, 61 p. (2024). Reviewer: Piotr Biler (Wrocław) MSC: 35Q35 35R60 74F10 60H30 PDFBibTeX XMLCite \textit{J. Kuan} and \textit{S. Čanić}, J. Math. Fluid Mech. 26, No. 1, Paper No. 4, 61 p. (2024; Zbl 07796348) Full Text: DOI arXiv
Eisenbaum, Nathalie; Meunier, Nicolas A stochastic lipid structured model for macrophage dynamics in atherosclerotic plaques. (English) Zbl 07793901 J. Math. Biol. 88, No. 2, Paper No. 15, 19 p. (2024). MSC: 92C32 92C35 92C37 60H30 PDFBibTeX XMLCite \textit{N. Eisenbaum} and \textit{N. Meunier}, J. Math. Biol. 88, No. 2, Paper No. 15, 19 p. (2024; Zbl 07793901) Full Text: DOI
Ascione, Giacomo; Bufalo, Michele; Orlando, Giuseppe Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach. (English) Zbl 07793568 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107761, 12 p. (2024). MSC: 91B05 60H30 60J65 PDFBibTeX XMLCite \textit{G. Ascione} et al., Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107761, 12 p. (2024; Zbl 07793568) Full Text: DOI arXiv
Wiśniewolski, Maciej On the probabilistic representations of solutions of pantograph equations and triangle coefficients. (English) Zbl 07791823 J. Differ. Equations 379, 600-625 (2024). Reviewer: Ioannis P. Stavroulakis (Ioannina) MSC: 34K05 34K06 60G55 60J65 PDFBibTeX XMLCite \textit{M. Wiśniewolski}, J. Differ. Equations 379, 600--625 (2024; Zbl 07791823) Full Text: DOI
Aïdékon, Elie; Hu, Yueyun; Shi, Zhan An infinite-dimensional representation of the Ray-Knight theorems. (English) Zbl 07791015 Sci. China, Math. 67, No. 1, 149-162 (2024). MSC: 60J65 60J55 60G40 60J80 PDFBibTeX XMLCite \textit{E. Aïdékon} et al., Sci. China, Math. 67, No. 1, 149--162 (2024; Zbl 07791015) Full Text: DOI arXiv
Dumaz, Laure; Labbé, Cyril Localization crossover for the continuous Anderson Hamiltonian in 1-d. (English) Zbl 07790852 Invent. Math. 235, No. 2, 345-440 (2024). MSC: 60H25 60J60 81Q10 PDFBibTeX XMLCite \textit{L. Dumaz} and \textit{C. Labbé}, Invent. Math. 235, No. 2, 345--440 (2024; Zbl 07790852) Full Text: DOI arXiv
Jakubowski, Jacek; Wiśniewolski, Maciej On bivariate distributions of the local time of Itô-McKean diffusions. (English) Zbl 07788882 Bernoulli 30, No. 1, 227-251 (2024). MSC: 60J60 60Gxx 60-XX PDFBibTeX XMLCite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Bernoulli 30, No. 1, 227--251 (2024; Zbl 07788882) Full Text: DOI
Lempa, Jukka; Mordecki, Ernesto; Salminen, Paavo Diffusion spiders: Green kernel, excessive functions and optimal stopping. (English) Zbl 07785661 Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J60 60J35 60J65 60G40 PDFBibTeX XMLCite \textit{J. Lempa} et al., Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024; Zbl 07785661) Full Text: DOI arXiv
Forlano, Justin; Tolomeo, Leonardo On the unique ergodicity for a class of 2 dimensional stochastic wave equations. (English) Zbl 07785449 Trans. Am. Math. Soc. 377, No. 1, 345-394 (2024). MSC: 35R60 35L15 35L71 37A25 60H15 PDFBibTeX XMLCite \textit{J. Forlano} and \textit{L. Tolomeo}, Trans. Am. Math. Soc. 377, No. 1, 345--394 (2024; Zbl 07785449) Full Text: DOI arXiv
Karlsen, Kenneth H.; Kunzinger, Michael; Mitrovic, Darko A dynamic capillarity equation with stochastic forcing on manifolds: a singular limit problem. (English) Zbl 07785443 Trans. Am. Math. Soc. 377, No. 1, 85-166 (2024). MSC: 60H15 58J65 35L02 35K70 42B37 PDFBibTeX XMLCite \textit{K. H. Karlsen} et al., Trans. Am. Math. Soc. 377, No. 1, 85--166 (2024; Zbl 07785443) Full Text: DOI arXiv
Buckner, Dean; Dowd, Kevin; Hulley, Hardy Arbitrage problems with reflected geometric Brownian motion. (English) Zbl 07782837 Finance Stoch. 28, No. 1, 1-26 (2024). MSC: 91G15 60J70 PDFBibTeX XMLCite \textit{D. Buckner} et al., Finance Stoch. 28, No. 1, 1--26 (2024; Zbl 07782837) Full Text: DOI arXiv OA License
Ramírez, Miriam; Uribe Bravo, Gerónimo The sticky Lévy process as a solution to a time change equation. (English) Zbl 1525.60056 J. Math. Anal. Appl. 530, No. 1, Article ID 127742, 18 p. (2024). MSC: 60G51 60H10 PDFBibTeX XMLCite \textit{M. Ramírez} and \textit{G. Uribe Bravo}, J. Math. Anal. Appl. 530, No. 1, Article ID 127742, 18 p. (2024; Zbl 1525.60056) Full Text: DOI arXiv
Lacoin, Hubert Mixing time and cutoff for one-dimensional particle systems. (English) Zbl 07821694 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4350-4374 (2023). MSC: 60J10 60G50 37L60 82C20 PDFBibTeX XMLCite \textit{H. Lacoin}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 6. Sections 12--14. Berlin: European Mathematical Society (EMS). 4350--4374 (2023; Zbl 07821694) Full Text: DOI arXiv OA License
Liang, Hui; Ma, Jingtang; Shi, Zhengguang Rough Heston models with variable vol-of-vol and option pricing. (English) Zbl 07814783 Ann. Appl. Math. 39, No. 2, 206-238 (2023). MSC: 60G22 60G55 65R20 91G20 PDFBibTeX XMLCite \textit{H. Liang} et al., Ann. Appl. Math. 39, No. 2, 206--238 (2023; Zbl 07814783) Full Text: DOI
Eisenberg, Julia; Krühner, Paul Measuring the suboptimality of dividend controls in a Brownian risk model. (English) Zbl 07806769 Adv. Appl. Probab. 55, No. 4, 1442-1472 (2023). MSC: 91G05 93E20 60H30 PDFBibTeX XMLCite \textit{J. Eisenberg} and \textit{P. Krühner}, Adv. Appl. Probab. 55, No. 4, 1442--1472 (2023; Zbl 07806769) Full Text: DOI
Menzel, Max; Freiberg, Uta Fractal transformation of Krein-Feller operators. (English) Zbl 07803253 J. Math. Phys. Anal. Geom. 19, No. 2, 482-502 (2023). MSC: 26A24 26A30 28A25 28A80 47A05 60J35 60J60 PDFBibTeX XMLCite \textit{M. Menzel} and \textit{U. Freiberg}, J. Math. Phys. Anal. Geom. 19, No. 2, 482--502 (2023; Zbl 07803253) Full Text: DOI
Vo, Tran Duy; Peigné, Marc A functional limit theorem for lattice oscillating random walks. (English) Zbl 07799696 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1433-1457 (2023). MSC: 60F17 60J10 60J65 60G50 PDFBibTeX XMLCite \textit{T. D. Vo} and \textit{M. Peigné}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1433--1457 (2023; Zbl 07799696) Full Text: arXiv Link
Ohashi, Alberto; Russo, Francesco; Teixeira, Alan On SDEs for Bessel processes in low dimension and path-dependent extensions. (English) Zbl 07799683 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1111-1138 (2023). MSC: 60G99 60H10 PDFBibTeX XMLCite \textit{A. Ohashi} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1111--1138 (2023; Zbl 07799683) Full Text: arXiv Link
Shi, Quan; Winkel, Matthias Two-sided immigration, emigration and symmetry properties of self-similar interval partition evolutions. (English) Zbl 07799667 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 665-696 (2023). MSC: 60J80 60J25 60G18 PDFBibTeX XMLCite \textit{Q. Shi} and \textit{M. Winkel}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 665--696 (2023; Zbl 07799667) Full Text: arXiv Link
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
Kosygina, Elena; Mountford, Thomas; Peterson, Jonathon Convergence and nonconvergence of scaled self-interacting random walks to Brownian motion perturbed at extrema. (English) Zbl 07793389 Ann. Probab. 51, No. 5, 1684-1728 (2023). MSC: 60F17 60J65 60G50 60J80 60K35 PDFBibTeX XMLCite \textit{E. Kosygina} et al., Ann. Probab. 51, No. 5, 1684--1728 (2023; Zbl 07793389) Full Text: DOI arXiv
da Costa, Conrado; Menshikov, Mikhail V.; Wade, Andrew R. Stochastic billiards with Markovian reflections in generalized parabolic domains. (English) Zbl 07791540 Ann. Appl. Probab. 33, No. 6B, 5459-5496 (2023). MSC: 37A50 37H10 37C83 60J05 60J25 60K35 60K50 PDFBibTeX XMLCite \textit{C. da Costa} et al., Ann. Appl. Probab. 33, No. 6B, 5459--5496 (2023; Zbl 07791540) Full Text: DOI arXiv
Döring, Leif; Trottner, Lukas Stability of overshoots of Markov additive processes. (English) Zbl 07791539 Ann. Appl. Probab. 33, No. 6B, 5413-5458 (2023). MSC: 60J55 37A25 62M05 PDFBibTeX XMLCite \textit{L. Döring} and \textit{L. Trottner}, Ann. Appl. Probab. 33, No. 6B, 5413--5458 (2023; Zbl 07791539) Full Text: DOI arXiv
Fukasawa, Masaaki; Ugai, Takuto Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel. (English) Zbl 07791530 Ann. Appl. Probab. 33, No. 6B, 5071-5110 (2023). MSC: 60H20 60F17 PDFBibTeX XMLCite \textit{M. Fukasawa} and \textit{T. Ugai}, Ann. Appl. Probab. 33, No. 6B, 5071--5110 (2023; Zbl 07791530) Full Text: DOI arXiv
Bondici, László; Prokaj, Vilmos Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation. (English) Zbl 07790359 Electron. Commun. Probab. 28, Paper No. 53, 13 p. (2023). MSC: 60H05 60J55 60J65 PDFBibTeX XMLCite \textit{L. Bondici} and \textit{V. Prokaj}, Electron. Commun. Probab. 28, Paper No. 53, 13 p. (2023; Zbl 07790359) Full Text: DOI arXiv
Prömel, David J.; Scheffels, David On the existence of weak solutions to stochastic Volterra equations. (English) Zbl 07790357 Electron. Commun. Probab. 28, Paper No. 52, 12 p. (2023). MSC: 60H20 45D05 PDFBibTeX XMLCite \textit{D. J. Prömel} and \textit{D. Scheffels}, Electron. Commun. Probab. 28, Paper No. 52, 12 p. (2023; Zbl 07790357) Full Text: DOI arXiv
Rosales-Ortiz, Alejandro Noise reinforced Lévy processes: Lévy-Itô decomposition and applications. (English) Zbl 1528.60040 Electron. J. Probab. 28, Paper No. 161, 58 p. (2023). MSC: 60G50 60G51 60K35 PDFBibTeX XMLCite \textit{A. Rosales-Ortiz}, Electron. J. Probab. 28, Paper No. 161, 58 p. (2023; Zbl 1528.60040) Full Text: DOI arXiv
Jaffe, Adam Quinn A strong duality principle for equivalence couplings and total variation. (English) Zbl 1528.60009 Electron. J. Probab. 28, Paper No. 132, 33 p. (2023). MSC: 60A10 03E15 28A35 49N15 90C46 PDFBibTeX XMLCite \textit{A. Q. Jaffe}, Electron. J. Probab. 28, Paper No. 132, 33 p. (2023; Zbl 1528.60009) Full Text: DOI arXiv
Cass, Thomas; Messadene, Remy; Turner, William F. Signature asymptotics, empirical processes, and optimal transport. (English) Zbl 07790275 Electron. J. Probab. 28, Paper No. 150, 19 p. (2023). MSC: 60L10 PDFBibTeX XMLCite \textit{T. Cass} et al., Electron. J. Probab. 28, Paper No. 150, 19 p. (2023; Zbl 07790275) Full Text: DOI arXiv
Blancas, Airam; Gufler, Stephan; Kliem, Sandra; Viet Chi Tran; Wakolbinger, Anton Evolving genealogies for branching populations under selection and competition. (English) Zbl 07789641 Ann. Appl. Probab. 33, No. 6A, 4528-4569 (2023). MSC: 60J80 60K35 92D10 92D25 PDFBibTeX XMLCite \textit{A. Blancas} et al., Ann. Appl. Probab. 33, No. 6A, 4528--4569 (2023; Zbl 07789641) Full Text: DOI arXiv
Liu, Yating; Pagès, Gilles Functional convex order for the scaled McKean-Vlasov processes. (English) Zbl 07789640 Ann. Appl. Probab. 33, No. 6A, 4491-4527 (2023). MSC: 60G65 60G99 60H35 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{G. Pagès}, Ann. Appl. Probab. 33, No. 6A, 4491--4527 (2023; Zbl 07789640) 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
Anagnostakis, Alexis; Lejay, Antoine; Villemonais, Denis General diffusion processes as limit of time-space Markov chains. (English) Zbl 07787920 Ann. Appl. Probab. 33, No. 5, 3620-3651 (2023). MSC: 60J60 60J10 60G50 PDFBibTeX XMLCite \textit{A. Anagnostakis} et al., Ann. Appl. Probab. 33, No. 5, 3620--3651 (2023; Zbl 07787920) Full Text: DOI arXiv Link
Lehmkuehler, Matthis The trunks of \(\mathrm{CLE}(4)\) explorations. (English) Zbl 07787913 Ann. Appl. Probab. 33, No. 5, 3387-3417 (2023). MSC: 60J67 60J55 60G51 60H10 PDFBibTeX XMLCite \textit{M. Lehmkuehler}, Ann. Appl. Probab. 33, No. 5, 3387--3417 (2023; Zbl 07787913) Full Text: DOI arXiv Link
Zhu, Yaping A large deviation theorem for a supercritical super-Brownian motion with absorption. (English) Zbl 07787408 J. Appl. Probab. 60, No. 4, 1249-1274 (2023). MSC: 60J68 60J80 35B50 60F10 PDFBibTeX XMLCite \textit{Y. Zhu}, J. Appl. Probab. 60, No. 4, 1249--1274 (2023; Zbl 07787408) Full Text: DOI
Hackl, Benjamin; Panholzer, Alois; Wagner, Stephan The uncover process for random labeled trees. (English) Zbl 07782552 Matematica 2, No. 4, 861-892 (2023). MSC: 05C80 05C78 05C05 60C05 60F05 60F17 PDFBibTeX XMLCite \textit{B. Hackl} et al., Matematica 2, No. 4, 861--892 (2023; Zbl 07782552) Full Text: DOI arXiv OA License
Janson, Svante Asymptotic normality for \(m\)-dependent and constrained \(U\)-statistics, with applications to pattern matching in random strings and permutations. (English) Zbl 07779235 Adv. Appl. Probab. 55, No. 3, 841-894 (2023). MSC: 62Fxx 05A05 60C05 68Q87 PDFBibTeX XMLCite \textit{S. Janson}, Adv. Appl. Probab. 55, No. 3, 841--894 (2023; Zbl 07779235) Full Text: DOI arXiv
Perez, Daniel On the persistent homology of almost surely \(C^0\) stochastic processes. (English) Zbl 1527.60062 J. Appl. Comput. Topol. 7, No. 4, 879-906 (2023). MSC: 60J65 55N35 33B10 42A20 60G50 PDFBibTeX XMLCite \textit{D. Perez}, J. Appl. Comput. Topol. 7, No. 4, 879--906 (2023; Zbl 1527.60062) Full Text: DOI arXiv
Andriopoulos, George Convergence of blanket times for sequences of random walks on critical random graphs. (English) Zbl 1524.60188 Comb. Probab. Comput. 32, No. 3, 478-515 (2023). MSC: 60J80 05C81 05C80 60C05 60G50 PDFBibTeX XMLCite \textit{G. Andriopoulos}, Comb. Probab. Comput. 32, No. 3, 478--515 (2023; Zbl 1524.60188) Full Text: DOI arXiv
Tran Duy Vo The oscillating random walk on \(\mathbb{Z}\). (English) Zbl 07768811 J. Theor. Probab. 36, No. 4, 2426-2447 (2023). MSC: 60G50 60J05 60J10 PDFBibTeX XMLCite \textit{Tran Duy Vo}, J. Theor. Probab. 36, No. 4, 2426--2447 (2023; Zbl 07768811) Full Text: DOI
Criens, David On the relation of one-dimensional diffusions on natural scale and their speed measures. (English) Zbl 07768808 J. Theor. Probab. 36, No. 4, 2339-2358 (2023). MSC: 60J60 60G07 60F17 PDFBibTeX XMLCite \textit{D. Criens}, J. Theor. Probab. 36, No. 4, 2339--2358 (2023; Zbl 07768808) Full Text: DOI arXiv OA License
Adhikari, Arka; Landon, Benjamin Local law and rigidity for unitary Brownian motion. (English) Zbl 07768339 Probab. Theory Relat. Fields 187, No. 3-4, 753-815 (2023). MSC: 60H05 22C05 PDFBibTeX XMLCite \textit{A. Adhikari} and \textit{B. Landon}, Probab. Theory Relat. Fields 187, No. 3--4, 753--815 (2023; Zbl 07768339) Full Text: DOI arXiv
Liang, Song Stochastic Newton equations in the strong potential limit for the multi-dimensional case. (English) Zbl 07768183 Stoch. Dyn. 23, No. 5, Article ID 2350043, 30 p. (2023). MSC: 70L99 60H30 60B12 PDFBibTeX XMLCite \textit{S. Liang}, Stoch. Dyn. 23, No. 5, Article ID 2350043, 30 p. (2023; Zbl 07768183) Full Text: DOI
Palapies, Lars Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions. (English) Zbl 07767334 Decis. Econ. Finance 46, No. 2, 415-460 (2023). MSC: 91G20 91G30 60H05 44A10 PDFBibTeX XMLCite \textit{L. Palapies}, Decis. Econ. Finance 46, No. 2, 415--460 (2023; Zbl 07767334) Full Text: DOI
Mijena, Jebessa B.; Nane, Erkan; Negash, Alemayehu G. Level of noises and long time behavior of the solution for space-time fractional SPDE in bounded domains. (English) Zbl 07765951 Discrete Contin. Dyn. Syst., Ser. S 16, No. 10, 2559-2588 (2023). Reviewer: Martin Ondreját (Praha) MSC: 60H15 PDFBibTeX XMLCite \textit{J. B. Mijena} et al., Discrete Contin. Dyn. Syst., Ser. S 16, No. 10, 2559--2588 (2023; Zbl 07765951) Full Text: DOI arXiv
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
Barratt, Shane; Boyd, Stephen Fitting feature-dependent Markov chains. (English) Zbl 07762760 J. Glob. Optim. 87, No. 2-4, 329-346 (2023). MSC: 90C25 60J10 PDFBibTeX XMLCite \textit{S. Barratt} and \textit{S. Boyd}, J. Glob. Optim. 87, No. 2--4, 329--346 (2023; Zbl 07762760) Full Text: DOI
Miyazawa, Masakiyo; Morozov, Evsey Stability of a cascade system with two stations and its extension for multiple stations. (English) Zbl 1526.90013 Queueing Syst. 104, No. 3-4, 155-174 (2023). MSC: 90B22 60K25 60J05 PDFBibTeX XMLCite \textit{M. Miyazawa} and \textit{E. Morozov}, Queueing Syst. 104, No. 3--4, 155--174 (2023; Zbl 1526.90013) Full Text: DOI arXiv
Chaintron, Louis-Pierre; Caruel, Matthieu; Kimmig, François Modeling actin-myosin interaction: beyond the Huxley-Hill framework. (English) Zbl 07760566 MathS In Action 12, 191-226 (2023). Reviewer: Luisa Consiglieri (Lisboa) MSC: 92C30 60H30 35Q92 PDFBibTeX XMLCite \textit{L.-P. Chaintron} et al., MathS In Action 12, 191--226 (2023; Zbl 07760566) Full Text: DOI
Wu, Minyu; Cao, Wenjie; Wu, Fuke An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay. (English) Zbl 1523.60107 Appl. Math. Optim. 88, No. 3, Paper No. 82, 35 p. (2023). MSC: 60H10 34K40 34K26 PDFBibTeX XMLCite \textit{M. Wu} et al., Appl. Math. Optim. 88, No. 3, Paper No. 82, 35 p. (2023; Zbl 1523.60107) Full Text: DOI
Dai, Yin; Jiao, Yuling; Kang, Lican; Lu, Xiliang; Yang, Jerry Zhijian Global optimization via Schrödinger-Föllmer diffusion. (English) Zbl 1522.90120 SIAM J. Control Optim. 61, No. 5, 2953-2980 (2023). MSC: 90C26 60-08 PDFBibTeX XMLCite \textit{Y. Dai} et al., SIAM J. Control Optim. 61, No. 5, 2953--2980 (2023; Zbl 1522.90120) Full Text: DOI arXiv
Gonçalves, Patrícia; Hayashi, Kohei Derivation of anomalous behavior from interacting oscillators in the high-temperature regime. (English) Zbl 07751287 Commun. Math. Phys. 403, No. 3, 1193-1243 (2023). MSC: 82Cxx 60Kxx 60Hxx PDFBibTeX XMLCite \textit{P. Gonçalves} and \textit{K. Hayashi}, Commun. Math. Phys. 403, No. 3, 1193--1243 (2023; Zbl 07751287) Full Text: DOI arXiv OA License
Cannizzaro, Giuseppe; Hairer, Martin The Brownian Castle. (English) Zbl 07749392 Commun. Pure Appl. Math. 76, No. 10, 2693-2764 (2023). Reviewer: A. C. D. van Enter (Groningen) MSC: 60K35 60J65 60H15 PDFBibTeX XMLCite \textit{G. Cannizzaro} and \textit{M. Hairer}, Commun. Pure Appl. Math. 76, No. 10, 2693--2764 (2023; Zbl 07749392) Full Text: DOI arXiv OA License
Fehrman, Benjamin; Gess, Benjamin Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift. (English) Zbl 1527.35425 Invent. Math. 234, No. 2, 573-636 (2023). MSC: 35Q84 60F10 60H15 60K35 82B21 35D30 37H05 60L50 60H17 82B31 PDFBibTeX XMLCite \textit{B. Fehrman} and \textit{B. Gess}, Invent. Math. 234, No. 2, 573--636 (2023; Zbl 1527.35425) Full Text: DOI arXiv OA License
Bezuglyi, Sergey; Jorgensen, Palle E. T. New Hilbert space tools for analysis of graph Laplacians and Markov processes. (English) Zbl 07746170 Complex Anal. Oper. Theory 17, No. 7, Paper No. 111, 86 p. (2023). MSC: 47L50 46E22 31C25 60J45 PDFBibTeX XMLCite \textit{S. Bezuglyi} and \textit{P. E. T. Jorgensen}, Complex Anal. Oper. Theory 17, No. 7, Paper No. 111, 86 p. (2023; Zbl 07746170) Full Text: DOI
Saouli, Mostapha Abdelouahab Minimal solution of irregular barrier reflected BDSDEs with left continuous and stochastic linear growth generators. (English) Zbl 07745559 Bull. Inst. Math., Acad. Sin. (N.S.) 18, No. 2, 185-224 (2023). MSC: 60H10 60H05 PDFBibTeX XMLCite \textit{M. A. Saouli}, Bull. Inst. Math., Acad. Sin. (N.S.) 18, No. 2, 185--224 (2023; Zbl 07745559) Full Text: DOI
Platen, Eckhard; Tappe, Stefan Exploiting arbitrage requires short selling. (English) Zbl 1522.91250 Front. Math. Finance 2, No. 3, 265-282 (2023). MSC: 91G15 60G48 PDFBibTeX XMLCite \textit{E. Platen} and \textit{S. Tappe}, Front. Math. Finance 2, No. 3, 265--282 (2023; Zbl 1522.91250) Full Text: DOI arXiv
Criens, David; Niemann, Lars Robust utility maximization with nonlinear continuous semimartingales. (English) Zbl 1522.91214 Math. Financ. Econ. 17, No. 3, 499-536 (2023). MSC: 91G10 91B16 93E20 60G44 PDFBibTeX XMLCite \textit{D. Criens} and \textit{L. Niemann}, Math. Financ. Econ. 17, No. 3, 499--536 (2023; Zbl 1522.91214) Full Text: DOI arXiv
Fouetio, Aurelien; Nguetseng, Gabriel; Woukeng, Jean Louis Multiscale analysis of semilinear damped stochastic wave equations. (English) Zbl 1522.35039 Acta Math. Sin., Engl. Ser. 39, No. 7, 1305-1331 (2023). MSC: 35B27 35B40 35R60 60H15 46J10 PDFBibTeX XMLCite \textit{A. Fouetio} et al., Acta Math. Sin., Engl. Ser. 39, No. 7, 1305--1331 (2023; Zbl 1522.35039) Full Text: DOI arXiv
Yabuoku, Satoshi Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble. (English) Zbl 1527.60008 Stochastic Processes Appl. 164, 139-159 (2023). MSC: 60B20 60K35 60J65 PDFBibTeX XMLCite \textit{S. Yabuoku}, Stochastic Processes Appl. 164, 139--159 (2023; Zbl 1527.60008) Full Text: DOI arXiv
Almi, Stefano; Morandotti, Marco; Solombrino, Francesco Optimal control problems in transport dynamics with additive noise. (English) Zbl 1527.49029 J. Differ. Equations 373, 1-47 (2023). Reviewer: A. Omrane (Cayenne) MSC: 49N80 92D25 35Q93 49J45 60H10 49M41 93E20 PDFBibTeX XMLCite \textit{S. Almi} et al., J. Differ. Equations 373, 1--47 (2023; Zbl 1527.49029) Full Text: DOI arXiv
Liu, Jicheng; Zhao, Meiling Convergence rate of synchronization of coupled stochastic lattice systems with additive fractional noise. (English) Zbl 1527.37087 J. Dyn. Differ. Equations 35, No. 1, 947-981 (2023). MSC: 37L60 37L55 60G22 PDFBibTeX XMLCite \textit{J. Liu} and \textit{M. Zhao}, J. Dyn. Differ. Equations 35, No. 1, 947--981 (2023; Zbl 1527.37087) Full Text: DOI
Cox, Alexander M. G.; Robinson, Benjamin A. SDEs with no strong solution arising from a problem of stochastic control. (English) Zbl 07733585 Electron. J. Probab. 28, Paper No. 104, 24 p. (2023). MSC: 60H10 60J65 60G07 93E20 PDFBibTeX XMLCite \textit{A. M. G. Cox} and \textit{B. A. Robinson}, Electron. J. Probab. 28, Paper No. 104, 24 p. (2023; Zbl 07733585) Full Text: DOI arXiv Link
An, Lifen; Cohen, Samuel N.; Ji, Shaolin Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation. (English) Zbl 07733584 Electron. J. Probab. 28, Paper No. 99, 24 p. (2023). MSC: 60H10 60G40 91G80 PDFBibTeX XMLCite \textit{L. An} et al., Electron. J. Probab. 28, Paper No. 99, 24 p. (2023; Zbl 07733584) Full Text: DOI arXiv Link
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
Assiotis, Theodoros Exact solution of interacting particle systems related to random matrices. (English) Zbl 1521.60045 Commun. Math. Phys. 402, No. 3, 2641-2690 (2023). MSC: 60J60 60J65 PDFBibTeX XMLCite \textit{T. Assiotis}, Commun. Math. Phys. 402, No. 3, 2641--2690 (2023; Zbl 1521.60045) Full Text: DOI arXiv
Fayolle, Guy; Franceschi, Sandro; Raschel, Kilian Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms. (English) Zbl 1522.35353 Indag. Math., New Ser. 34, No. 5, 874-890 (2023). MSC: 35Q15 60J65 44A10 42A38 35R10 35R60 PDFBibTeX XMLCite \textit{G. Fayolle} et al., Indag. Math., New Ser. 34, No. 5, 874--890 (2023; Zbl 1522.35353) Full Text: DOI arXiv
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
Chemnitz, Dennis; Engel, Maximilian Positive Lyapunov exponent in the Hopf normal form with additive noise. (English) Zbl 07727602 Commun. Math. Phys. 402, No. 2, 1807-1843 (2023). Reviewer: Irina V. Konopleva (Ul’yanovsk) MSC: 37H20 37H30 60H10 34F05 PDFBibTeX XMLCite \textit{D. Chemnitz} and \textit{M. Engel}, Commun. Math. Phys. 402, No. 2, 1807--1843 (2023; Zbl 07727602) Full Text: DOI arXiv
Chen, Shukai; Li, Zenghu Strong Feller and ergodic properties of the \((1+1)\)-affine process. (English) Zbl 1526.60048 J. Appl. Probab. 60, No. 3, 812-834 (2023). Reviewer: Isamu Dôku (Saitama) MSC: 60J80 60J85 60H15 PDFBibTeX XMLCite \textit{S. Chen} and \textit{Z. Li}, J. Appl. Probab. 60, No. 3, 812--834 (2023; Zbl 1526.60048) Full Text: DOI
Cygan, Wojciech; Sandrić, Nikola; Šebek, Stjepan Invariance principle for the capacity and the cardinality of the range of stable random walks. (English) Zbl 1520.60023 Stochastic Processes Appl. 163, 61-84 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60F17 60F05 60G50 60G52 PDFBibTeX XMLCite \textit{W. Cygan} et al., Stochastic Processes Appl. 163, 61--84 (2023; Zbl 1520.60023) Full Text: DOI arXiv
Schnurr, Alexander; Rickelhoff, Sebastian From Markov processes to semimartingales. (English) Zbl 1525.60102 Probab. Surv. 20, 568-607 (2023). Reviewer: Arvind Ayyer (Bangalore) MSC: 60J76 60H10 60J25 60G17 60G51 PDFBibTeX XMLCite \textit{A. Schnurr} and \textit{S. Rickelhoff}, Probab. Surv. 20, 568--607 (2023; Zbl 1525.60102) Full Text: DOI arXiv Link
Krykun, Ivan H. On weak convergence of stochastic differential equations with irregular coefficients. (English. Ukrainian original) Zbl 1519.60055 J. Math. Sci., New York 273, No. 3, 398-413 (2023); translation from Ukr. Mat. Visn. 20, No. 1, 87-106 (2023). MSC: 60H10 60J60 60J55 PDFBibTeX XMLCite \textit{I. H. Krykun}, J. Math. Sci., New York 273, No. 3, 398--413 (2023; Zbl 1519.60055); translation from Ukr. Mat. Visn. 20, No. 1, 87--106 (2023) Full Text: DOI
Belfadli, R.; Chadad, M.; Erraoui, M. On the sum of Gaussian martingale and an independent fractional Brownian motion. (English) Zbl 07723264 Theory Probab. Appl. 68, No. 2, 316-323 (2023) and Teor. Veroyatn. Primen. 68, No. 2, 383-392 (2023). MSC: 60G15 60G42 60G22 PDFBibTeX XMLCite \textit{R. Belfadli} et al., Theory Probab. Appl. 68, No. 2, 316--323 (2023; Zbl 07723264) Full Text: DOI
Nualart, David; Saikia, Bhargobjyoti Error distribution of the Euler approximation scheme for stochastic Volterra equations. (English) Zbl 07722790 J. Theor. Probab. 36, No. 3, 1829-1876 (2023). MSC: 60H20 60F05 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{B. Saikia}, J. Theor. Probab. 36, No. 3, 1829--1876 (2023; Zbl 07722790) Full Text: DOI arXiv
Krätschmer, Volker; Urusov, Mikhail A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes. (English) Zbl 07722776 J. Theor. Probab. 36, No. 3, 1454-1486 (2023). MSC: 60G17 60G60 60B12 60F05 PDFBibTeX XMLCite \textit{V. Krätschmer} and \textit{M. Urusov}, J. Theor. Probab. 36, No. 3, 1454--1486 (2023; Zbl 07722776) Full Text: DOI arXiv
Criens, David On the Feller-Dynkin and the martingale property of one-dimensional diffusions. (English) Zbl 1522.60067 Electron. Commun. Probab. 28, Paper No. 20, 15 p. (2023). Reviewer: Göran Högnäs (Åbo) MSC: 60J60 60G44 60J35 60H10 PDFBibTeX XMLCite \textit{D. Criens}, Electron. Commun. Probab. 28, Paper No. 20, 15 p. (2023; Zbl 1522.60067) Full Text: DOI arXiv
Galane, Lesiba Ch.; Łochowski, Rafał M.; Mhlanga, Farai J. On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales. (English) Zbl 07721296 Electron. Commun. Probab. 28, Paper No. 14, 12 p. (2023). MSC: 60H20 91G99 PDFBibTeX XMLCite \textit{L. Ch. Galane} et al., Electron. Commun. Probab. 28, Paper No. 14, 12 p. (2023; Zbl 07721296) Full Text: DOI arXiv
Wu, Xuan The Bessel line ensemble. (English) Zbl 1525.60010 Electron. J. Probab. 28, Paper No. 77, 50 p. (2023). Reviewer: Vakhtang V. Kvaratskhelia (Tbilisi) MSC: 60B10 60B20 PDFBibTeX XMLCite \textit{X. Wu}, Electron. J. Probab. 28, Paper No. 77, 50 p. (2023; Zbl 1525.60010) Full Text: DOI arXiv
Anagnostakis, Alexis Functional convergence to the local time of a sticky diffusion. (English) Zbl 1520.60022 Electron. J. Probab. 28, Paper No. 88, 26 p. (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60J55 60J60 PDFBibTeX XMLCite \textit{A. Anagnostakis}, Electron. J. Probab. 28, Paper No. 88, 26 p. (2023; Zbl 1520.60022) Full Text: DOI arXiv
Ren, Yan-Xia; Song, Renming; Yang, Fan Branching Brownian motion in a periodic environment and existence of pulsating traveling waves. (English) Zbl 07721259 Electron. J. Probab. 28, Paper No. 72, 50 p. (2023). Reviewer: Krzysztof Bartoszek (Linköping) MSC: 60J80 35C07 92D15 PDFBibTeX XMLCite \textit{Y.-X. Ren} et al., Electron. J. Probab. 28, Paper No. 72, 50 p. (2023; Zbl 07721259) Full Text: DOI arXiv
Bispo, Sara Ruth Pires; Stadlbauer, Manuel The Martin boundary of an extension by a hyperbolic group. (English) Zbl 1521.20093 Isr. J. Math. 255, No. 1, 1-62 (2023). Reviewer: Enrico Jabara (Venezia) MSC: 20F67 60J50 31C35 37D40 20F65 PDFBibTeX XMLCite \textit{S. R. P. Bispo} and \textit{M. Stadlbauer}, Isr. J. Math. 255, No. 1, 1--62 (2023; Zbl 1521.20093) Full Text: DOI arXiv
Chevyrev, Ilya; Hambly, Ben; Mayorcas, Avi A stochastic model of chemorepulsion with additive noise and nonlinear sensitivity. (English) Zbl 1519.92027 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 2, 730-772 (2023). MSC: 92C17 60H15 35K45 PDFBibTeX XMLCite \textit{I. Chevyrev} et al., Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 2, 730--772 (2023; Zbl 1519.92027) Full Text: DOI arXiv
Lee, Haesung On the pathwise uniqueness for a class of degenerate Itô-stochastic differential equations. (English) Zbl 1515.60201 Osaka J. Math. 60, No. 3, 533-543 (2023). MSC: 60H10 47D07 35B65 60J60 PDFBibTeX XMLCite \textit{H. Lee}, Osaka J. Math. 60, No. 3, 533--543 (2023; Zbl 1515.60201) Full Text: arXiv Link