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
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
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
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
Kastner, Felix; Rößler, Andreas An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox. (English) Zbl 07676509 Numer. Algorithms 93, No. 1, 27-66 (2023). MSC: 65-XX PDFBibTeX XMLCite \textit{F. Kastner} and \textit{A. Rößler}, Numer. Algorithms 93, No. 1, 27--66 (2023; Zbl 07676509) Full Text: DOI arXiv
Lim, Soon Hoe Anomalous thermodynamics in homogenized generalized Langevin systems. (English) Zbl 1519.82094 J. Phys. A, Math. Theor. 54, No. 15, Article ID 155001, 36 p. (2021). MSC: 82C31 60H10 PDFBibTeX XMLCite \textit{S. H. Lim}, J. Phys. A, Math. Theor. 54, No. 15, Article ID 155001, 36 p. (2021; Zbl 1519.82094) Full Text: DOI arXiv
Baringhaus, Ludwig; Grübel, Rudolf Mixture representations of noncentral distributions. (English) Zbl 07532238 Commun. Stat., Theory Methods 50, No. 24, 5997-6013 (2021). MSC: 62E10 60E05 62-XX PDFBibTeX XMLCite \textit{L. Baringhaus} and \textit{R. Grübel}, Commun. Stat., Theory Methods 50, No. 24, 5997--6013 (2021; Zbl 07532238) 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. (English) Zbl 1492.60004 Differ. Uravn. Protsessy Upr. 2021, No. 4, 788 p. (2021). MSC: 60-02 65-02 35Q62 60H05 60H10 65C30 PDFBibTeX XML Full Text: Link Link
Freed, Daniel S. The Atiyah-Singer index theorem. (English) Zbl 1523.58019 Bull. Am. Math. Soc., New Ser. 58, No. 4, 517-566 (2021). Reviewer: Bo Liu (Bures-sur-Yvette) MSC: 58J20 58J28 58J52 19K56 81T50 47A53 53C27 PDFBibTeX XMLCite \textit{D. S. Freed}, Bull. Am. Math. Soc., New Ser. 58, No. 4, 517--566 (2021; Zbl 1523.58019) Full Text: DOI arXiv
Gassiat, Paul; Oberhauser, Harald; Zou, Christina Z. A free boundary characterisation of the root barrier for Markov processes. (English) Zbl 1484.60050 Probab. Theory Relat. Fields 180, No. 1-2, 33-69 (2021). MSC: 60G40 60J45 PDFBibTeX XMLCite \textit{P. Gassiat} et al., Probab. Theory Relat. Fields 180, No. 1--2, 33--69 (2021; Zbl 1484.60050) Full Text: DOI arXiv
Kuznetsov, Dmitriĭ Feliksovich Approximation of iterated Ito stochastic integrals of the second multiplicity based on the Wiener process expansion using Legendre polynomials and trigonometric functions. (Russian. English summary) Zbl 07189588 Differ. Uravn. Protsessy Upr. 2019, No. 4, 32-52 (2019). MSC: 60H05 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2019, No. 4, 32--52 (2019; Zbl 07189588) Full Text: Link
Hudson, Robin A short walk in quantum probability. (English) Zbl 1470.81011 Philos. Trans. R. Soc. Lond., A, Math. Phys. Eng. Sci. 376, No. 2118, Article ID 20170226, 13 p. (2018). MSC: 81P05 60F05 81Q35 PDFBibTeX XMLCite \textit{R. Hudson}, Philos. Trans. R. Soc. Lond., A, Math. Phys. Eng. Sci. 376, No. 2118, Article ID 20170226, 13 p. (2018; Zbl 1470.81011) Full Text: DOI
Even-Zohar, Chaim; Hass, Joel; Linial, Nati; Nowik, Tahl Invariants of random knots and links. (English) Zbl 1354.57012 Discrete Comput. Geom. 56, No. 2, 274-314 (2016). Reviewer: Viktor Ohanyan (Erevan) MSC: 57M25 60B05 57M27 PDFBibTeX XMLCite \textit{C. Even-Zohar} et al., Discrete Comput. Geom. 56, No. 2, 274--314 (2016; Zbl 1354.57012) Full Text: DOI arXiv
Ortmann, Janosch Functionals of the Brownian bridge. (English) Zbl 1291.46063 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLV. Cham: Springer (ISBN 978-3-319-00320-7/pbk; 978-3-319-00321-4/ebook). Lecture Notes in Mathematics 2078. Séminaire de Probabilités, 433-458 (2013). MSC: 46L54 PDFBibTeX XMLCite \textit{J. Ortmann}, Lect. Notes Math. 2078, 433--458 (2013; Zbl 1291.46063) Full Text: DOI arXiv
Bonnefont, Michel The subelliptic heat kernels on \(\mathbf{SL}(2,\mathbb{R})\) and on its universal covering \(\widetilde{\mathbf{SL}(2,\mathbb{R})}\): Integral representations and some functional inequalities. (English) Zbl 1236.43006 Potential Anal. 36, No. 2, 275-300 (2012). Reviewer: Dian K. Palagachev (Bari) MSC: 43A80 58J35 35H20 PDFBibTeX XMLCite \textit{M. Bonnefont}, Potential Anal. 36, No. 2, 275--300 (2012; Zbl 1236.43006) Full Text: DOI arXiv
Bismut, Jean-Michel Duistermaat-Heckman formulas and index theory. (English) Zbl 1267.58015 van den Ban, Erik P. (ed.) et al., Geometric aspects of analysis and mechanics. In honor of the 65th birthday of Hans Duistermaat. Basel: Birkhäuser (ISBN 978-0-8176-8243-9/hbk; 978-0-8176-8244-6/ebook). Progress in Mathematics 292, 1-55 (2011). Reviewer: Charlotte Wahl (Hannover) MSC: 58J20 55P47 58J65 PDFBibTeX XMLCite \textit{J.-M. Bismut}, Prog. Math. 292, 1--55 (2011; Zbl 1267.58015) Full Text: DOI
Levin, Daniel; Lyons, Terry A signed measure on rough paths associated to a PDE of high order: results and conjectures. (English) Zbl 1193.60071 Rev. Mat. Iberoam. 25, No. 3, 971-994 (2009). Reviewer: Lluís Quer-Sardanyons (Bellaterra) MSC: 60H05 60H15 60J65 PDFBibTeX XMLCite \textit{D. Levin} and \textit{T. Lyons}, Rev. Mat. Iberoam. 25, No. 3, 971--994 (2009; Zbl 1193.60071) Full Text: DOI Euclid
Coutin, Laure; Victoir, Nicolas Enhanced Gaussian processes and applications. (English) Zbl 1181.60057 ESAIM, Probab. Stat. 13, 247-260 (2009). MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{N. Victoir}, ESAIM, Probab. Stat. 13, 247--260 (2009; Zbl 1181.60057) Full Text: DOI EuDML
Patie, Pierre Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes. (English) Zbl 1180.31010 Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 3, 667-684 (2009). Reviewer: Marius Ghergu (Dublin) MSC: 31C05 60G18 33E12 20C20 PDFBibTeX XMLCite \textit{P. Patie}, Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 3, 667--684 (2009; Zbl 1180.31010) Full Text: DOI arXiv EuDML
Eldredge, Nathaniel Precise estimates for the subelliptic heat kernel on H-type groups. (English) Zbl 1178.35096 J. Math. Pures Appl. (9) 92, No. 1, 52-85 (2009). Reviewer: Marco Biroli (Milano) MSC: 35B45 35H20 53C17 PDFBibTeX XMLCite \textit{N. Eldredge}, J. Math. Pures Appl. (9) 92, No. 1, 52--85 (2009; Zbl 1178.35096) Full Text: DOI arXiv
Airault, Hélène Hyperbolic measures, moments and coefficients. Algebra on hyperbolic functions. (English) Zbl 1164.33002 J. Funct. Anal. 255, No. 9, 2099-2145 (2008). Reviewer: Mehdi Hassani (Zanjan) MSC: 42A38 33C45 33C70 60E10 60G50 PDFBibTeX XMLCite \textit{H. Airault}, J. Funct. Anal. 255, No. 9, 2099--2145 (2008; Zbl 1164.33002) Full Text: DOI
Breton, Jean-Christophe; Houdré, Christian; Privault, Nicolas Dimension free and infinite variance tail estimates on Poisson space. (English) Zbl 1123.60020 Acta Appl. Math. 95, No. 3, 151-203 (2007). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F99 60E07 60G57 PDFBibTeX XMLCite \textit{J.-C. Breton} et al., Acta Appl. Math. 95, No. 3, 151--203 (2007; Zbl 1123.60020) Full Text: DOI arXiv
Iksanov, Aleksander M.; Jurek, Zbigniew J.; Schreiber, Bertram M. A new factorization property of the selfdecomposable probability measures. (English) Zbl 1046.60002 Ann. Probab. 32, No. 2, 1356-1369 (2004). MSC: 60B12 60E07 60G51 60H05 PDFBibTeX XMLCite \textit{A. M. Iksanov} et al., Ann. Probab. 32, No. 2, 1356--1369 (2004; Zbl 1046.60002) Full Text: DOI arXiv
Wiktorsson, Magnus Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions. (English) Zbl 1019.60053 Ann. Appl. Probab. 11, No. 2, 470-487 (2001). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H05 60H10 PDFBibTeX XMLCite \textit{M. Wiktorsson}, Ann. Appl. Probab. 11, No. 2, 470--487 (2001; Zbl 1019.60053) Full Text: DOI
Hara, Keisuke; Ikeda, Nobuyuki Quadratic Wiener functionals and dynamics on Grassmannians. (English) Zbl 0995.60051 Bull. Sci. Math. 125, No. 6-7, 481-528 (2001). Reviewer: Nicolas Privault (La Rochelle) MSC: 60H05 14M15 PDFBibTeX XMLCite \textit{K. Hara} and \textit{N. Ikeda}, Bull. Sci. Math. 125, No. 6--7, 481--528 (2001; Zbl 0995.60051) Full Text: DOI
Chan, T.; Dean, David S.; Jansons, Kalvis M.; Rogers, L. C. G. On polymer conformations in elongational flows. (English) Zbl 0790.60057 Commun. Math. Phys. 160, No. 2, 239-257 (1994). MSC: 60G50 82D60 PDFBibTeX XMLCite \textit{T. Chan} et al., Commun. Math. Phys. 160, No. 2, 239--257 (1994; Zbl 0790.60057) Full Text: DOI
Knight, F. B. A post-predictive view of Gaussian processes. (English) Zbl 0588.60029 Ann. Sci. Éc. Norm. Supér. (4) 16, 541-566 (1983). Reviewer: J.Walsh MSC: 60G15 60G25 60H99 PDFBibTeX XMLCite \textit{F. B. Knight}, Ann. Sci. Éc. Norm. Supér. (4) 16, 541--566 (1983; Zbl 0588.60029) Full Text: DOI Numdam EuDML
Knight, F. B. A post-predictive view of Gaussian processes. (English) Zbl 0584.60051 Ann. Sci. Éc. Norm. Supér. (4) 16, 541-566 (1983). MSC: 60G25 60G15 60G44 PDFBibTeX XMLCite \textit{F. B. Knight}, Ann. Sci. Éc. Norm. Supér. (4) 16, 541--566 (1983; Zbl 0584.60051) Full Text: DOI Numdam EuDML
Helmes, K.; Schwane, A. Levy’s stochastic area formula in higher dimensions. (English) Zbl 0522.60082 J. Funct. Anal. 54, 177-192 (1983). MSC: 60J60 60J25 60J65 58J65 65H10 60H15 PDFBibTeX XMLCite \textit{K. Helmes} and \textit{A. Schwane}, J. Funct. Anal. 54, 177--192 (1983; Zbl 0522.60082) Full Text: DOI
Pitman, Jim; Yor, Marc A decomposition of Bessel bridges. (English) Zbl 0484.60062 Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 425-457 (1982). MSC: 60J55 60J60 60J65 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Yor}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 425--457 (1982; Zbl 0484.60062) Full Text: DOI