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
Fontanari, Claudio; Gattei, Stefano Francesco Severi’s mathematical library. (English) Zbl 07814275 Bini, Gilberto (ed.), Algebraic geometry between tradition and future. An Italian perspective. Proceedings of the INdAM workshop, Rome, Italy, December 6–8, 2021. Singapore: Springer. Springer INdAM Ser. 53, 5-57 (2023). MSC: 14-03 01A70 01A60 PDFBibTeX XMLCite \textit{C. Fontanari} and \textit{S. Gattei}, Springer INdAM Ser. 53, 5--57 (2023; Zbl 07814275) Full Text: DOI
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
Fouché, Willem L.; Mukeru, Safari On local times of Martin-Löf random Brownian motion. (English) Zbl 07755518 Theor. Comput. Sci. 979, Article ID 114199, 15 p. (2023). MSC: 68Qxx PDFBibTeX XMLCite \textit{W. L. Fouché} and \textit{S. Mukeru}, Theor. Comput. Sci. 979, Article ID 114199, 15 p. (2023; Zbl 07755518) 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
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
Aston, John; Dehay, Dominique; Dudek, Anna E.; Freyermuth, Jean-Marc; Szucs, Denes; Colling, Lincoln Spectrum inference for replicated spatial locally time-harmonizable time series. (English) Zbl 07690326 Electron. J. Stat. 17, No. 1, 1371-1410 (2023). MSC: 62G05 62G20 62M15 PDFBibTeX XMLCite \textit{J. Aston} et al., Electron. J. Stat. 17, No. 1, 1371--1410 (2023; Zbl 07690326) Full Text: DOI Link
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
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
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
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
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
Zalamea, Fernando The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck. (English) Zbl 1508.00025 Friedman, Michael (ed.) et al., Model and mathematics: from the 19th to the 21st century. Cham: Birkhäuser. Trends Hist. Sci., 267-275 (2022). MSC: 00A71 PDFBibTeX XMLCite \textit{F. Zalamea}, in: Model and mathematics: from the 19th to the 21st century. Cham: Birkhäuser. 267--275 (2022; Zbl 1508.00025) Full Text: DOI
Evans, Myfanwy E.; Friedman, Michael; Krauthausen, Karin Interview with Myfanwy E. Evans: entanglements on and models of periodic minimal surfaces. (English) Zbl 1508.00017 Friedman, Michael (ed.) et al., Model and mathematics: from the 19th to the 21st century. Cham: Birkhäuser. Trends Hist. Sci., 255-266 (2022). MSC: 00A71 PDFBibTeX XMLCite \textit{M. E. Evans} et al., in: Model and mathematics: from the 19th to the 21st century. Cham: Birkhäuser. 255--266 (2022; Zbl 1508.00017) Full Text: DOI
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
Nasri, Bouchra R. Tests of serial dependence for multivariate time series with arbitrary distributions. (English) Zbl 1521.62163 J. Multivariate Anal. 192, Article ID 105102, 22 p. (2022). MSC: 62M10 62H05 62H15 62M15 PDFBibTeX XMLCite \textit{B. R. Nasri}, J. Multivariate Anal. 192, Article ID 105102, 22 p. (2022; Zbl 1521.62163) Full Text: DOI
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
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
Nelson, Kenric P. Independent approximates enable closed-form estimation of heavy-tailed distributions. (English) Zbl 1489.62076 Physica A 601, Article ID 127574, 23 p. (2022). MSC: 62F10 PDFBibTeX XMLCite \textit{K. P. Nelson}, Physica A 601, Article ID 127574, 23 p. (2022; Zbl 1489.62076) Full Text: DOI arXiv
Soize, Christian Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints. (English) Zbl 1507.65022 Comput. Methods Appl. Mech. Eng. 395, Article ID 115078, 34 p. (2022). MSC: 65C20 62-08 PDFBibTeX XMLCite \textit{C. Soize}, Comput. Methods Appl. Mech. Eng. 395, Article ID 115078, 34 p. (2022; Zbl 1507.65022) Full Text: DOI arXiv
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
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
Ouyang, Cheng; Roberson-Vickery, William Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion. (English) Zbl 1492.60302 Electron. Commun. Probab. 27, Paper No. 15, 12 p. (2022). MSC: 60L20 60H10 60H07 PDFBibTeX XMLCite \textit{C. Ouyang} and \textit{W. Roberson-Vickery}, Electron. Commun. Probab. 27, Paper No. 15, 12 p. (2022; Zbl 1492.60302) Full Text: DOI
Smida, Zaineb; Cucala, Lionel; Gannoun, Ali; Durif, Ghislain A Wilcoxon-Mann-Whitney spatial scan statistic for functional data. (English) Zbl 07464471 Comput. Stat. Data Anal. 167, Article ID 107378, 16 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Smida} et al., Comput. Stat. Data Anal. 167, Article ID 107378, 16 p. (2022; Zbl 07464471) Full Text: DOI
Harth-Kitzerow, Johannes; Leike, Reimar H.; Arras, Philipp; Enßlin, Torsten A. Toward Bayesian data compression. (English) Zbl 07767167 Ann. Phys., Berlin 533, No. 3, Article ID 2000508, 21 p. (2021). MSC: 81-XX PDFBibTeX XMLCite \textit{J. Harth-Kitzerow} et al., Ann. Phys., Berlin 533, No. 3, Article ID 2000508, 21 p. (2021; Zbl 07767167) Full Text: DOI arXiv OA License
Kuipers, Folkert Stochastic quantization on Lorentzian manifolds. (English) Zbl 1466.83035 J. High Energy Phys. 2021, No. 5, Paper No. 28, 51 p. (2021). MSC: 83C47 81T16 53Z05 62P35 PDFBibTeX XMLCite \textit{F. Kuipers}, J. High Energy Phys. 2021, No. 5, Paper No. 28, 51 p. (2021; Zbl 1466.83035) Full Text: DOI arXiv
Riedel, Kurt The value of the high, low and close in the estimation of Brownian motion. (English) Zbl 1478.60224 Stat. Inference Stoch. Process. 24, No. 1, 179-210 (2021). MSC: 60J65 60J70 91G60 PDFBibTeX XMLCite \textit{K. Riedel}, Stat. Inference Stoch. Process. 24, No. 1, 179--210 (2021; Zbl 1478.60224) Full Text: DOI arXiv
De Bruyne, B.; Randon-Furling, J.; Redner, S. Optimization and growth in first-passage resetting. (English) Zbl 07330542 J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013203, 33 p. (2021). MSC: 82-XX PDFBibTeX XMLCite \textit{B. De Bruyne} et al., J. Stat. Mech. Theory Exp. 2021, No. 1, Article ID 013203, 33 p. (2021; Zbl 07330542) Full Text: DOI arXiv
Huang, Chunfeng; Li, Ao On Lévy’s Brownian motion and white noise space on the circle. (English) Zbl 1477.60060 Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60J65 60G65 PDFBibTeX XMLCite \textit{C. Huang} and \textit{A. Li}, Stat. Probab. Lett. 171, Article ID 109041, 6 p. (2021; Zbl 1477.60060) Full Text: DOI
Choi, ByoungSeon; Kim, Chansoo; Kang, Hyuk; Choi, M. Y. General solutions of the heat equation. (English) Zbl 07572430 Physica A 539, Article ID 122914, 9 p. (2020). MSC: 82-XX PDFBibTeX XMLCite \textit{B. Choi} et al., Physica A 539, Article ID 122914, 9 p. (2020; Zbl 07572430) Full Text: DOI
Bock, Wolfgang; da Silva, Jose Luis; Streit, Ludwig Fractional periodic processes: properties and an application of polymer form factors. (English) Zbl 1441.60028 Rep. Math. Phys. 85, No. 2, 267-280 (2020). MSC: 60G22 82D60 82C41 PDFBibTeX XMLCite \textit{W. Bock} et al., Rep. Math. Phys. 85, No. 2, 267--280 (2020; Zbl 1441.60028) Full Text: DOI arXiv
Sera, Toru Functional limit theorem for occupation time processes of intermittent maps. (English) Zbl 1431.60036 Nonlinearity 33, No. 3, 1183-1217 (2020). MSC: 60F17 37A40 60J60 PDFBibTeX XMLCite \textit{T. Sera}, Nonlinearity 33, No. 3, 1183--1217 (2020; Zbl 1431.60036) Full Text: DOI arXiv
Åhag, Per; Czyż, Rafał; Hed, Lisa The classification of holomorphic \((m, n)\)-subharmonic morphisms. (English) Zbl 1444.32032 Complex Var. Elliptic Equ. 65, No. 2, 152-177 (2020). Reviewer: Marek Jarnicki (Kraków) MSC: 32U05 32A10 31C05 PDFBibTeX XMLCite \textit{P. Åhag} et al., Complex Var. Elliptic Equ. 65, No. 2, 152--177 (2020; Zbl 1444.32032) Full Text: DOI arXiv
Annesi, Brandon; Marinari, Enzo; Oshanin, Gleb Covariance of the running range of a Brownian trajectory. (English) Zbl 1509.60140 J. Phys. A, Math. Theor. 52, No. 34, Article ID 345003, 13 p. (2019). MSC: 60J65 PDFBibTeX XMLCite \textit{B. Annesi} et al., J. Phys. A, Math. Theor. 52, No. 34, Article ID 345003, 13 p. (2019; Zbl 1509.60140) Full Text: DOI arXiv
Goffard, Pierre-Olivier; Sarantsev, Andrey Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. (English) Zbl 1432.91099 J. Appl. Probab. 56, No. 4, 1244-1268 (2019). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 60H10 60J60 60J76 PDFBibTeX XMLCite \textit{P.-O. Goffard} and \textit{A. Sarantsev}, J. Appl. Probab. 56, No. 4, 1244--1268 (2019; Zbl 1432.91099) Full Text: DOI arXiv
Hackmann, Daniel Karhunen-Loève expansions of Lévy processes. (English) Zbl 1508.60052 Commun. Stat., Theory Methods 47, No. 23, 5675-5687 (2018). MSC: 60G51 PDFBibTeX XMLCite \textit{D. Hackmann}, Commun. Stat., Theory Methods 47, No. 23, 5675--5687 (2018; Zbl 1508.60052) Full Text: DOI arXiv
Mamporia, Badri; Purtukhia, Omar On functionals of the Wiener process in a Banach space. (English) Zbl 1419.60006 Trans. A. Razmadze Math. Inst. 172, No. 3, Part A, 420-428 (2018). MSC: 60B11 46B20 PDFBibTeX XMLCite \textit{B. Mamporia} and \textit{O. Purtukhia}, Trans. A. Razmadze Math. Inst. 172, No. 3, Part A, 420--428 (2018; Zbl 1419.60006) Full Text: DOI
Guillaume, Tristan On the first exit time of geometric Brownian motion from stochastic exponential boundaries. (English) Zbl 1414.60070 Int. J. Appl. Comput. Math. 4, No. 5, Paper No. 120, 23 p. (2018). MSC: 60J65 PDFBibTeX XMLCite \textit{T. Guillaume}, Int. J. Appl. Comput. Math. 4, No. 5, Paper No. 120, 23 p. (2018; Zbl 1414.60070) Full Text: DOI
Shiryaev, Albert N. On a transformation of the measure of a Brownian motion with drift and Girsanov’s theorem. (English. Russian original) Zbl 1429.60064 Russ. Math. Surv. 73, No. 1, 169-171 (2018); translation from Usp. Mat. Nauk 73, No. 1, 179-180 (2018). MSC: 60J65 PDFBibTeX XMLCite \textit{A. N. Shiryaev}, Russ. Math. Surv. 73, No. 1, 169--171 (2018; Zbl 1429.60064); translation from Usp. Mat. Nauk 73, No. 1, 179--180 (2018) Full Text: DOI
Lukkarinen, Jani; Marcozzi, Matteo; Nota, Alessia Summability of connected correlation functions of coupled lattice fields. (English) Zbl 1392.82053 J. Stat. Phys. 171, No. 2, 189-206 (2018). MSC: 82C70 60G60 60G50 82C40 35Q55 PDFBibTeX XMLCite \textit{J. Lukkarinen} et al., J. Stat. Phys. 171, No. 2, 189--206 (2018; Zbl 1392.82053) Full Text: DOI arXiv Link
Gourieroux, Christian; Nguyen, Hung T.; Sriboonchitta, Songsak Nonparametric estimation of a scalar diffusion model from discrete time data: a survey. (English) Zbl 1397.62286 Ann. Oper. Res. 256, No. 2, 203-219 (2017). MSC: 62M05 62G07 62P20 62M10 PDFBibTeX XMLCite \textit{C. Gourieroux} et al., Ann. Oper. Res. 256, No. 2, 203--219 (2017; Zbl 1397.62286) Full Text: DOI
Hussenot Desenonges, Nicolas Analytic continuation of holonomy germs of Riccati foliations along Brownian paths. (English) Zbl 1383.37033 Ergodic Theory Dyn. Syst. 37, No. 6, 1887-1914 (2017). MSC: 37F25 32S65 32G34 32S40 60J65 PDFBibTeX XMLCite \textit{N. Hussenot Desenonges}, Ergodic Theory Dyn. Syst. 37, No. 6, 1887--1914 (2017; Zbl 1383.37033) Full Text: DOI
Wang, Qingfeng; Zhao, Huaizhong Rough path properties for local time of symmetric \(\alpha\) stable process. (English) Zbl 1381.60089 Stochastic Processes Appl. 127, No. 11, 3596-3642 (2017). MSC: 60G52 60G17 60J55 PDFBibTeX XMLCite \textit{Q. Wang} and \textit{H. Zhao}, Stochastic Processes Appl. 127, No. 11, 3596--3642 (2017; Zbl 1381.60089) Full Text: DOI arXiv Link
McRedmond, James; Xu, Chang On the expected diameter of planar Brownian motion. (English) Zbl 1386.60284 Stat. Probab. Lett. 130, 1-4 (2017). MSC: 60J65 60D05 PDFBibTeX XMLCite \textit{J. McRedmond} and \textit{C. Xu}, Stat. Probab. Lett. 130, 1--4 (2017; Zbl 1386.60284) Full Text: DOI arXiv Link
Grobler, Jacobus J.; Labuschagne, Coenraad C. A. Itô’s rule and Lévy’s theorem in vector lattices. (English) Zbl 1377.60064 J. Math. Anal. Appl. 455, No. 2, 979-1004 (2017). MSC: 60H05 60G17 28B15 PDFBibTeX XMLCite \textit{J. J. Grobler} and \textit{C. C. A. Labuschagne}, J. Math. Anal. Appl. 455, No. 2, 979--1004 (2017; Zbl 1377.60064) Full Text: DOI
Griebel, Michael; Kuo, Frances Y.; Sloan, Ian H. The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth. (English) Zbl 1365.41021 Math. Comput. 86, No. 306, 1855-1876 (2017). Reviewer: Martin D. Buhmann (Gießen) MSC: 41A63 41A99 65D30 PDFBibTeX XMLCite \textit{M. Griebel} et al., Math. Comput. 86, No. 306, 1855--1876 (2017; Zbl 1365.41021) Full Text: DOI
Mykland, Per A.; Zhang, Lan Between data cleaning and inference: pre-averaging and robust estimators of the efficient price. (English) Zbl 1443.62366 J. Econom. 194, No. 2, 242-262 (2016). MSC: 62P05 60F05 60G44 62F12 PDFBibTeX XMLCite \textit{P. A. Mykland} and \textit{L. Zhang}, J. Econom. 194, No. 2, 242--262 (2016; Zbl 1443.62366) Full Text: DOI
Csáki, Endre; Földes, Antónia; Révész, Pál Some results and problems for anisotropic random walks on the plane. (English) Zbl 1368.60046 Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 55-75 (2015). MSC: 60G50 60-02 PDFBibTeX XMLCite \textit{E. Csáki} et al., Fields Inst. Commun. 76, 55--75 (2015; Zbl 1368.60046) Full Text: DOI arXiv
Afgoustidis, Alexandre Orientation maps in V1 and non-Euclidean geometry. (English) Zbl 1357.92008 J. Math. Neurosci. 5, Paper No. 12, 45 p. (2015). MSC: 92C20 53A35 PDFBibTeX XMLCite \textit{A. Afgoustidis}, J. Math. Neurosci. 5, Paper No. 12, 45 p. (2015; Zbl 1357.92008) Full Text: DOI
Balança, Paul An increment-type set-indexed Markov property. (English) Zbl 1337.60220 J. Theor. Probab. 28, No. 4, 1271-1310 (2015). MSC: 60J99 60G60 60J25 60G10 60G15 PDFBibTeX XMLCite \textit{P. Balança}, J. Theor. Probab. 28, No. 4, 1271--1310 (2015; Zbl 1337.60220) Full Text: DOI arXiv
Wade, Andrew R.; Xu, Chang Convex hulls of random walks and their scaling limits. (English) Zbl 1322.60052 Stochastic Processes Appl. 125, No. 11, 4300-4320 (2015). MSC: 60G50 60D05 60F17 60F05 60J65 PDFBibTeX XMLCite \textit{A. R. Wade} and \textit{C. Xu}, Stochastic Processes Appl. 125, No. 11, 4300--4320 (2015; Zbl 1322.60052) Full Text: DOI arXiv
Taillefumier, Thibaud; Magnasco, Marcelo A transition to sharp timing in stochastic leaky integrate-and-fire neurons driven by frozen noisy input. (English) Zbl 1415.92062 Neural Comput. 26, No. 5, 819-859 (2014). MSC: 92C20 PDFBibTeX XMLCite \textit{T. Taillefumier} and \textit{M. Magnasco}, Neural Comput. 26, No. 5, 819--859 (2014; Zbl 1415.92062) Full Text: DOI
Bingham, N. H.; Missaoui, Badr Aspects of prediction. (English) Zbl 1314.62214 J. Appl. Probab. 51A, Spec. Vol., 189-201 (2014). MSC: 62M20 62-02 60G10 PDFBibTeX XMLCite \textit{N. H. Bingham} and \textit{B. Missaoui}, J. Appl. Probab. 51A, 189--201 (2014; Zbl 1314.62214) Full Text: DOI Euclid
Kingman, J. F. C. Applied probability before 1964, and after 2014. (English) Zbl 1314.60011 J. Appl. Probab. 51A, Spec. Vol., 5-9 (2014). MSC: 60-03 01A60 01A67 01A74 PDFBibTeX XMLCite \textit{J. F. C. Kingman}, J. Appl. Probab. 51A, 5--9 (2014; Zbl 1314.60011) Full Text: DOI Euclid
Papaspiliopoulos, Omiros; Ruggiero, Matteo Optimal filtering and the dual process. (English) Zbl 1302.60071 Bernoulli 20, No. 4, 1999-2019 (2014). MSC: 60G35 62F15 62M20 62M10 60J10 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} and \textit{M. Ruggiero}, Bernoulli 20, No. 4, 1999--2019 (2014; Zbl 1302.60071) Full Text: DOI arXiv Euclid
Biermé, Hermine; Durieu, Olivier Invariance principles for self-similar set-indexed random fields. (English) Zbl 1330.60055 Trans. Am. Math. Soc. 366, No. 11, 5963-5989 (2014). Reviewer: Jurgita Markeviciute (Vilnius) MSC: 60F17 60G60 60G18 60F05 60G10 60G52 60G51 60G22 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{O. Durieu}, Trans. Am. Math. Soc. 366, No. 11, 5963--5989 (2014; Zbl 1330.60055) Full Text: DOI
Gelbaum, Zachary A. Fractional Brownian fields over manifolds. (English) Zbl 1302.60085 Trans. Am. Math. Soc. 366, No. 9, 4781-4814 (2014). MSC: 60G60 60G15 58J35 60G22 60G17 60G18 PDFBibTeX XMLCite \textit{Z. A. Gelbaum}, Trans. Am. Math. Soc. 366, No. 9, 4781--4814 (2014; Zbl 1302.60085) Full Text: DOI arXiv
Perman, Mihael; Wellner, Jon A. An excursion approach to maxima of the Brownian bridge. (English) Zbl 1306.60115 Stochastic Processes Appl. 124, No. 9, 3106-3120 (2014). MSC: 60J65 60G55 60J55 62E20 PDFBibTeX XMLCite \textit{M. Perman} and \textit{J. A. Wellner}, Stochastic Processes Appl. 124, No. 9, 3106--3120 (2014; Zbl 1306.60115) Full Text: DOI arXiv
Jansen, Sabine; Kurt, Noemi On the notion(s) of duality for Markov processes. (English) Zbl 1292.60077 Probab. Surv. 11, 59-120 (2014). MSC: 60J25 46N30 47D07 60J05 PDFBibTeX XMLCite \textit{S. Jansen} and \textit{N. Kurt}, Probab. Surv. 11, 59--120 (2014; Zbl 1292.60077) Full Text: DOI arXiv Euclid
Bardina, Xavier; Rovira, Carles A \(d\)-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process. (English) Zbl 1275.60033 Lith. Math. J. 53, No. 1, 17-26 (2013). MSC: 60F17 60G55 60J65 PDFBibTeX XMLCite \textit{X. Bardina} and \textit{C. Rovira}, Lith. Math. J. 53, No. 1, 17--26 (2013; Zbl 1275.60033) Full Text: DOI arXiv
Panaretos, Victor M.; Tavakoli, Shahin Fourier analysis of stationary time series in function space. (English) Zbl 1267.62094 Ann. Stat. 41, No. 2, 568-603 (2013). MSC: 62M15 65T50 62M10 60F05 PDFBibTeX XMLCite \textit{V. M. Panaretos} and \textit{S. Tavakoli}, Ann. Stat. 41, No. 2, 568--603 (2013; Zbl 1267.62094) Full Text: DOI arXiv Euclid
Choi, ByoungSeon; Roh, JeongHo On the trivariate joint distribution of Brownian motion and its maximum and minimum. (English) Zbl 1266.60142 Stat. Probab. Lett. 83, No. 4, 1046-1053 (2013). MSC: 60J65 60G70 PDFBibTeX XMLCite \textit{B. Choi} and \textit{J. Roh}, Stat. Probab. Lett. 83, No. 4, 1046--1053 (2013; Zbl 1266.60142) Full Text: DOI Backlinks: MO
Zhang, Wei; Hahn, Marjorie G. Haar-based multiresolution stochastic processes. (English) Zbl 1253.60053 J. Theor. Probab. 25, No. 3, 890-909 (2012). MSC: 60G17 60J65 PDFBibTeX XMLCite \textit{W. Zhang} and \textit{M. G. Hahn}, J. Theor. Probab. 25, No. 3, 890--909 (2012; Zbl 1253.60053) Full Text: DOI
Ramírez-Cobo, Pepa; Lee, Kichun Sky; Molini, Annalisa; Porporato, Amilcare; Katul, Gabriel; Vidakovic, Brani A wavelet-based spectral method for extracting self-similarity measures in time-varying two-dimensional rainfall maps. (English) Zbl 1294.62217 J. Time Ser. Anal. 32, No. 4, 351-363 (2011). MSC: 62M15 62M30 62P12 42C40 86A32 PDFBibTeX XMLCite \textit{P. Ramírez-Cobo} et al., J. Time Ser. Anal. 32, No. 4, 351--363 (2011; Zbl 1294.62217) Full Text: DOI
Taillefumier, Thibaud; Touboul, Jonathan Multiresolution Hilbert approach to multidimensional Gauss-Markov processes. (English) Zbl 1259.60092 Int. J. Stoch. Anal. 2011, Article ID 247329, 89 p. (2011). MSC: 60J60 60H05 60H10 60H35 PDFBibTeX XMLCite \textit{T. Taillefumier} and \textit{J. Touboul}, Int. J. Stoch. Anal. 2011, Article ID 247329, 89 p. (2011; Zbl 1259.60092) Full Text: DOI arXiv
Gusak, D. V. Cumulant representations of Lundberg’s root for semicontinuous processes. (English. Ukrainian original) Zbl 1235.60045 Theory Probab. Math. Stat. 82, 1-10 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 21-29. MSC: 60G50 60K05 PDFBibTeX XMLCite \textit{D. V. Gusak}, Theory Probab. Math. Stat. 82, 1--10 (2011; Zbl 1235.60045); translation from Teor. Jmovirn. Mat. Stat. No. 82, 21--2 Full Text: DOI
Coutin, Laure; Dorobantu, Diana First passage time law for some Lévy processes with compound Poisson: existence of a density. (English) Zbl 1230.60049 Bernoulli 17, No. 4, 1127-1135 (2011). MSC: 60G51 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{D. Dorobantu}, Bernoulli 17, No. 4, 1127--1135 (2011; Zbl 1230.60049) Full Text: DOI arXiv
Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Révész, Pál On the local time of random walk on the 2-dimensional comb. (English) Zbl 1223.60025 Stochastic Processes Appl. 121, No. 6, 1290-1314 (2011). Reviewer: P. R. Parthasarathy (Chennai) MSC: 60F17 60G50 60J55 60F15 60J10 PDFBibTeX XMLCite \textit{E. Csáki} et al., Stochastic Processes Appl. 121, No. 6, 1290--1314 (2011; Zbl 1223.60025) Full Text: DOI
Schapira, Bruno; Young, Robert Windings of planar random walks and averaged Dehn function. (English. French summary) Zbl 1397.60083 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 1, 130-147 (2011). MSC: 60G50 52C45 60D05 PDFBibTeX XMLCite \textit{B. Schapira} and \textit{R. Young}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 1, 130--147 (2011; Zbl 1397.60083) Full Text: DOI arXiv EuDML
Leuridan, Christophe A point process associated with local maxima of Brownian motion. (Un processus ponctuel associé aux maxima locaux du mouvement brownien.) (French) Zbl 1207.60054 Probab. Theory Relat. Fields 148, No. 3-4, 457-477 (2010). Reviewer: A. J. Stam (Winsum) MSC: 60J65 60G55 60G70 PDFBibTeX XMLCite \textit{C. Leuridan}, Probab. Theory Relat. Fields 148, No. 3--4, 457--477 (2010; Zbl 1207.60054) Full Text: DOI arXiv
Werner, Wendelin Poisson point processes, excursions and stable processes in two-dimensional structures. (English) Zbl 1203.60052 Stochastic Processes Appl. 120, No. 5, 750-766 (2010). Reviewer: B. P. Harlamov (St. Peterburg) MSC: 60G55 60G18 60J55 60J60 60J65 60J67 PDFBibTeX XMLCite \textit{W. Werner}, Stochastic Processes Appl. 120, No. 5, 750--766 (2010; Zbl 1203.60052) Full Text: DOI
Le Gall, Jean-François Itô’s excursion theory and random trees. (English) Zbl 1191.60093 Stochastic Processes Appl. 120, No. 5, 721-749 (2010). Reviewer: Valentin Topchii (Omsk) MSC: 60J65 60J80 60C05 PDFBibTeX XMLCite \textit{J.-F. Le Gall}, Stochastic Processes Appl. 120, No. 5, 721--749 (2010; Zbl 1191.60093) Full Text: DOI
Biane, Philippe Itô’s stochastic calculus and Heisenberg commutation relations. (English) Zbl 1194.60035 Stochastic Processes Appl. 120, No. 5, 698-720 (2010). MSC: 60H05 60H10 46L53 PDFBibTeX XMLCite \textit{P. Biane}, Stochastic Processes Appl. 120, No. 5, 698--720 (2010; Zbl 1194.60035) Full Text: DOI
Schmidt, Karl Michael; Zhigljavsky, Anatoly A characterization of the arcsine distribution. (English) Zbl 1176.62006 Stat. Probab. Lett. 79, No. 24, 2451-2455 (2009). MSC: 62E10 PDFBibTeX XMLCite \textit{K. M. Schmidt} and \textit{A. Zhigljavsky}, Stat. Probab. Lett. 79, No. 24, 2451--2455 (2009; Zbl 1176.62006) Full Text: DOI HAL
Lawler, Gregory F. Conformal invariance and \(2D\) statistical physics. (English) Zbl 1154.82009 Bull. Am. Math. Soc., New Ser. 46, No. 1, 35-54 (2009). MSC: 82B27 30C35 60J65 82B41 82B20 PDFBibTeX XMLCite \textit{G. F. Lawler}, Bull. Am. Math. Soc., New Ser. 46, No. 1, 35--54 (2009; Zbl 1154.82009) Full Text: DOI
Regazzini, Eugenio De Finetti’s contribution to the theory of random functions. (English) Zbl 1187.60040 Int. J. Approx. Reasoning 47, No. 3, 387-393 (2008). MSC: 60G51 60-03 PDFBibTeX XMLCite \textit{E. Regazzini}, Int. J. Approx. Reasoning 47, No. 3, 387--393 (2008; Zbl 1187.60040) Full Text: DOI
Levin, Daniel; Wildon, Mark A combinatorial method for calculating the moments of Lévy area. (English) Zbl 1152.60064 Trans. Am. Math. Soc. 360, No. 12, 6695-6709 (2008). MSC: 60J65 05A15 PDFBibTeX XMLCite \textit{D. Levin} and \textit{M. Wildon}, Trans. Am. Math. Soc. 360, No. 12, 6695--6709 (2008; Zbl 1152.60064) Full Text: DOI arXiv
Bishwal, Jaya P. N. Large deviations in testing fractional Ornstein-Uhlenbeck models. (English) Zbl 1144.62335 Stat. Probab. Lett. 78, No. 8, 953-962 (2008). MSC: 62M02 60F10 62F05 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Stat. Probab. Lett. 78, No. 8, 953--962 (2008; Zbl 1144.62335) Full Text: DOI
Coutin, Laure; Friz, Peter; Victoir, Nicolas Good rough path sequences and applications to anticipating stochastic calculus. (English) Zbl 1132.60053 Ann. Probab. 35, No. 3, 1172-1193 (2007). Reviewer: Michael Högele (Berlin) MSC: 60H99 60H10 PDFBibTeX XMLCite \textit{L. Coutin} et al., Ann. Probab. 35, No. 3, 1172--1193 (2007; Zbl 1132.60053) Full Text: DOI arXiv
Dzhaparidze, Kacha; van Zanten, Harry; Zareba, Pawel Representations of isotropic Gaussian random fields with homogeneous increments. (English) Zbl 1147.60317 J. Appl. Math. Stochastic Anal. 2006, Article ID 72731, 25 p. (2006). MSC: 60G60 60G07 60G15 60H05 PDFBibTeX XMLCite \textit{K. Dzhaparidze} et al., J. Appl. Math. Stochastic Anal. 2006, Article ID 72731, 25 p. (2006; Zbl 1147.60317) Full Text: DOI EuDML
Feng, Chunrong; Zhao, Huaizhong Two-parameter \(p,q\)-variation paths and integrations of local times. (English) Zbl 1097.60061 Potential Anal. 25, No. 2, 165-204 (2006). MSC: 60J55 60J65 60H30 PDFBibTeX XMLCite \textit{C. Feng} and \textit{H. Zhao}, Potential Anal. 25, No. 2, 165--204 (2006; Zbl 1097.60061) Full Text: DOI arXiv
Depauw, Jérôme The Brownian cocycle of degree two as white noise on the straight lines of the space. (Le cocycle brownien de degré deux comme bruit blanc sur les droites affines de l’espace.) (French) Zbl 1086.60054 C. R., Math., Acad. Sci. Paris 342, No. 5, 337-340 (2006). MSC: 60J65 PDFBibTeX XMLCite \textit{J. Depauw}, C. R., Math., Acad. Sci. Paris 342, No. 5, 337--340 (2006; Zbl 1086.60054) Full Text: DOI
Bingham, N. H. Doob: a half-century on. (English) Zbl 1074.60003 J. Appl. Probab. 42, No. 1, 257-266 (2005). MSC: 60-03 01A60 PDFBibTeX XMLCite \textit{N. H. Bingham}, J. Appl. Probab. 42, No. 1, 257--266 (2005; Zbl 1074.60003) Full Text: DOI
Guivarc’h, Yves; Shah, Riddhi Asymptotic properties of convolution operators and limits of triangular arrays on locally compact groups. (English) Zbl 1070.60005 Trans. Am. Math. Soc. 357, No. 9, 3683-3723 (2005). Reviewer: Anatoly N. Kochubei (Kyïv) MSC: 60B15 60F05 60G50 22D40 20G25 PDFBibTeX XMLCite \textit{Y. Guivarc'h} and \textit{R. Shah}, Trans. Am. Math. Soc. 357, No. 9, 3683--3723 (2005; Zbl 1070.60005) Full Text: DOI
El Barmi, Hammou; Mukerjee, Hari Consistent estimation of distributions with type II bias with applications in competing risks problems. (English) Zbl 1105.62326 Ann. Stat. 32, No. 1, 245-267 (2004). MSC: 62G05 60E15 62G20 62G10 PDFBibTeX XMLCite \textit{H. El Barmi} and \textit{H. Mukerjee}, Ann. Stat. 32, No. 1, 245--267 (2004; Zbl 1105.62326) Full Text: DOI Euclid
Khoshnevisan, Davar Intersections of Brownian motions. (English) Zbl 1041.60063 Expo. Math. 21, No. 2, 97-114 (2003). Reviewer: Sabir R. Umarov (Tashkent) MSC: 60J65 60G60 PDFBibTeX XMLCite \textit{D. Khoshnevisan}, Expo. Math. 21, No. 2, 97--114 (2003; Zbl 1041.60063) Full Text: DOI
Janson, Svante The Wiener index of simply generated random trees. (English) Zbl 1025.05021 Random Struct. Algorithms 22, No. 4, 337-358 (2003). Reviewer: J.W.Moon (Edmonton) MSC: 05C12 05C05 05C80 PDFBibTeX XMLCite \textit{S. Janson}, Random Struct. Algorithms 22, No. 4, 337--358 (2003; Zbl 1025.05021) Full Text: DOI
Csörgő, Miklós A glimpse of the impact of Pál Erdős on probability and statistics. (English) Zbl 1028.60002 Can. J. Stat. 30, No. 4, 493-556 (2002). MSC: 60-03 01A60 60F15 60F17 60G50 60G70 60J65 PDFBibTeX XMLCite \textit{M. Csörgő}, Can. J. Stat. 30, No. 4, 493--556 (2002; Zbl 1028.60002) Full Text: DOI
Burkholder, Donald L. The best constant in the Davis inequality for the expectation of the martingale square function. (English) Zbl 0984.60041 Trans. Am. Math. Soc. 354, No. 1, 91-105 (2002). Reviewer: B.Grigelionis (Vilnius) MSC: 60G42 60G44 42B25 PDFBibTeX XMLCite \textit{D. L. Burkholder}, Trans. Am. Math. Soc. 354, No. 1, 91--105 (2002; Zbl 0984.60041) Full Text: DOI
Dindar, Zacharie On the Hausdorff dimension of the set generated by exceptional oscillations of a two-parameter Wiener process. (English) Zbl 0988.60024 J. Multivariate Anal. 79, No. 1, 52-70 (2001). Reviewer: Rimas Norvaiša (Vilnius) MSC: 60G15 28A80 PDFBibTeX XMLCite \textit{Z. Dindar}, J. Multivariate Anal. 79, No. 1, 52--70 (2001; Zbl 0988.60024) Full Text: DOI
Biane, Philippe; Pitman, Jim; Yor, Marc Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions. (English) Zbl 1040.11061 Bull. Am. Math. Soc., New Ser. 38, No. 4, 435-465 (2001). Reviewer: Emilio Elizalde (Barcelona) MSC: 11M06 60J65 60E07 PDFBibTeX XMLCite \textit{P. Biane} et al., Bull. Am. Math. Soc., New Ser. 38, No. 4, 435--465 (2001; Zbl 1040.11061) Full Text: DOI arXiv
Chen, Bin; Csörgő, Miklós A functional modulus of continuity for a Wiener process. (English) Zbl 0977.60033 Stat. Probab. Lett. 51, No. 3, 215-223 (2001). Reviewer: Nina Gantert (Berlin) MSC: 60F10 60G17 60F15 PDFBibTeX XMLCite \textit{B. Chen} and \textit{M. Csörgő}, Stat. Probab. Lett. 51, No. 3, 215--223 (2001; Zbl 0977.60033) Full Text: DOI
Choi, Yong-Kab Asymptotic behaviors for the increments of Gaussian random fields. (English) Zbl 0971.60056 J. Math. Anal. Appl. 246, No. 2, 557-575 (2000). Reviewer: Nikolai N.Leonenko (Cardiff) MSC: 60G60 60H10 PDFBibTeX XMLCite \textit{Y.-K. Choi}, J. Math. Anal. Appl. 246, No. 2, 557--575 (2000; Zbl 0971.60056) Full Text: DOI
Duheille, F. On the range of \({\mathbb{R}}^2\) or \({\mathbb{R}}^3\)-valued harmonic morphisms. (English) Zbl 0933.31006 Ann. Probab. 26, No. 1, 308-315 (1998). MSC: 31C05 60J45 60J65 PDFBibTeX XMLCite \textit{F. Duheille}, Ann. Probab. 26, No. 1, 308--315 (1998; Zbl 0933.31006) Full Text: DOI
Hambly, B. M.; Lyons, T. J. Stochastic area for Brownian motion on the Sierpiński gasket. (English) Zbl 0936.60073 Ann. Probab. 26, No. 1, 132-148 (1998). MSC: 60J60 60J65 60J25 PDFBibTeX XMLCite \textit{B. M. Hambly} and \textit{T. J. Lyons}, Ann. Probab. 26, No. 1, 132--148 (1998; Zbl 0936.60073) Full Text: DOI