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
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
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
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
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
Constantin, A. A uniqueness criterion for ordinary differential equations. (English) Zbl 1512.34018 J. Differ. Equations 342, 179-192 (2023). Reviewer: Erdoğan Şen (Tekirdağ) MSC: 34A12 34A45 PDFBibTeX XMLCite \textit{A. Constantin}, J. Differ. Equations 342, 179--192 (2023; Zbl 1512.34018) Full Text: DOI
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
Grebenkov, Denis S. An encounter-based approach for restricted diffusion with a gradient drift. (English) Zbl 1505.82022 J. Phys. A, Math. Theor. 55, No. 4, Article ID 045203, 34 p. (2022). MSC: 82B24 35K57 PDFBibTeX XMLCite \textit{D. S. Grebenkov}, J. Phys. A, Math. Theor. 55, No. 4, Article ID 045203, 34 p. (2022; Zbl 1505.82022) Full Text: DOI arXiv
Grebenkov, Denis S. Statistics of diffusive encounters with a small target: three complementary approaches. (English) Zbl 07604515 J. Stat. Mech. Theory Exp. 2022, No. 8, Article ID 083205, 34 p. (2022). MSC: 82-XX PDFBibTeX XMLCite \textit{D. S. Grebenkov}, J. Stat. Mech. Theory Exp. 2022, No. 8, Article ID 083205, 34 p. (2022; Zbl 07604515) 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
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
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
Guggenberger, Tobias; Chechkin, Aleksei; Metzler, Ralf Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions. (English) Zbl 1519.60116 J. Phys. A, Math. Theor. 54, No. 29, Article ID 29LT01, 17 p. (2021). MSC: 60K50 82C31 60G22 PDFBibTeX XMLCite \textit{T. Guggenberger} et al., J. Phys. A, Math. Theor. 54, No. 29, Article ID 29LT01, 17 p. (2021; Zbl 1519.60116) Full Text: DOI arXiv
Grebenkov, Denis S. Statistics of boundary encounters by a particle diffusing outside a compact planar domain. (English) Zbl 1519.82091 J. Phys. A, Math. Theor. 54, No. 1, Article ID 015003, 17 p. (2021). MSC: 82C31 60J70 82C70 35J25 PDFBibTeX XMLCite \textit{D. S. Grebenkov}, J. Phys. A, Math. Theor. 54, No. 1, Article ID 015003, 17 p. (2021; Zbl 1519.82091) Full Text: DOI arXiv
Wang, Wei; Cherstvy, Andrey G.; Chechkin, Aleksei V.; Thapa, Samudrajit; Seno, Flavio; Liu, Xianbin; Metzler, Ralf Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time. (English) Zbl 1519.82101 J. Phys. A, Math. Theor. 53, No. 47, Article ID 474001, 34 p. (2020). MSC: 82C31 60G22 60K50 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Phys. A, Math. Theor. 53, No. 47, Article ID 474001, 34 p. (2020; Zbl 1519.82101) Full Text: DOI
Mamon, S. V. The Wiener measure on the Heisenberg group and parabolic equations. (English. Russian original) Zbl 1478.60015 J. Math. Sci., New York 245, No. 2, 155-177 (2020); translation from Fundam. Prikl. Mat. 21, No. 4, 67-98 (2016). Reviewer: Vladimir V. Kisil (Leeds) MSC: 60B15 60J25 60J65 PDFBibTeX XMLCite \textit{S. V. Mamon}, J. Math. Sci., New York 245, No. 2, 155--177 (2020; Zbl 1478.60015); translation from Fundam. Prikl. Mat. 21, No. 4, 67--98 (2016) Full Text: DOI
Ouvry, Stéphane; Wu, Shuang The algebraic area of closed lattice random walks. (English) Zbl 1509.82061 J. Phys. A, Math. Theor. 52, No. 25, Article ID 255201, 19 p. (2019). MSC: 82B41 82C41 05C30 05C81 60K50 PDFBibTeX XMLCite \textit{S. Ouvry} and \textit{S. Wu}, J. Phys. A, Math. Theor. 52, No. 25, Article ID 255201, 19 p. (2019; Zbl 1509.82061) Full Text: DOI arXiv
Alexander, Yotam; Eldan, Ronen Cone points of Brownian motion in arbitrary dimension. (English) Zbl 1448.60165 Ann. Probab. 47, No. 5, 3143-3169 (2019). MSC: 60J65 52A22 PDFBibTeX XMLCite \textit{Y. Alexander} and \textit{R. Eldan}, Ann. Probab. 47, No. 5, 3143--3169 (2019; Zbl 1448.60165) Full Text: DOI arXiv Euclid
Jorgensen, Palle E. T.; Neeb, Karl-Hermann; Ólafsson, Gestur Reflection negative kernels and fractional Brownian motion. (English) Zbl 1423.60169 Symmetry 10, No. 6, Paper No. 191, 39 p. (2018). MSC: 60K40 60G22 PDFBibTeX XMLCite \textit{P. E. T. Jorgensen} et al., Symmetry 10, No. 6, Paper No. 191, 39 p. (2018; Zbl 1423.60169) Full Text: DOI arXiv
Abundo, Mario The arctangent law for a certain random time related to one-dimensional diffusions. (English) Zbl 1382.60102 Stochastic Anal. Appl. 36, No. 1, 181-187 (2018). MSC: 60J60 60H05 60H10 PDFBibTeX XMLCite \textit{M. Abundo}, Stochastic Anal. Appl. 36, No. 1, 181--187 (2018; Zbl 1382.60102) Full Text: DOI arXiv
Bilokon, Paul; Edalat, Abbas A domain-theoretic approach to Brownian motion and general continuous stochastic processes. (English) Zbl 1388.60141 Theor. Comput. Sci. 691, 10-26 (2017). MSC: 60J65 60G05 PDFBibTeX XMLCite \textit{P. Bilokon} and \textit{A. Edalat}, Theor. Comput. Sci. 691, 10--26 (2017; Zbl 1388.60141) Full Text: DOI Link
Bonollo, Michele; Di Persio, Luca; Mammi, Luca; Oliva, Immacolata Estimating the counterparty risk exposure by using the Brownian motion local time. (English) Zbl 1367.91187 Int. J. Appl. Math. Comput. Sci. 27, No. 2, 435-447 (2017). MSC: 91G40 PDFBibTeX XMLCite \textit{M. Bonollo} et al., Int. J. Appl. Math. Comput. Sci. 27, No. 2, 435--447 (2017; Zbl 1367.91187) Full Text: DOI arXiv
Park, Moongyu; Cushman, John H. Upscaling interpretation of nonlocal fields, gradients, and divergences. (English) Zbl 1336.45005 Multiscale Model. Simul. 13, No. 4, 1136-1145 (2015). MSC: 45K05 45P05 47G30 PDFBibTeX XMLCite \textit{M. Park} and \textit{J. H. Cushman}, Multiscale Model. Simul. 13, No. 4, 1136--1145 (2015; Zbl 1336.45005) Full Text: DOI Link
Chaumont, L. On the law of the supremum of Lévy processes. (English) Zbl 1277.60081 Ann. Probab. 41, No. 3A, 1191-1217 (2013). MSC: 60G51 60G70 PDFBibTeX XMLCite \textit{L. Chaumont}, Ann. Probab. 41, No. 3A, 1191--1217 (2013; Zbl 1277.60081) Full Text: DOI arXiv Euclid
Ginsbourger, David; Bay, Xavier; Roustant, Olivier; Carraro, Laurent Argumentwise invariant kernels for the approximation of invariant functions. (English. French summary) Zbl 1291.60105 Ann. Fac. Sci. Toulouse, Math. (6) 21, No. 3, 501-527 (2012). Reviewer: Michael Voit (Dortmund) MSC: 60G60 PDFBibTeX XMLCite \textit{D. Ginsbourger} et al., Ann. Fac. Sci. Toulouse, Math. (6) 21, No. 3, 501--527 (2012; Zbl 1291.60105) Full Text: DOI
Durand, Arnaud; Jaffard, Stéphane Multifractal analysis of Lévy fields. (English) Zbl 1247.60066 Probab. Theory Relat. Fields 153, No. 1-2, 45-96 (2012). MSC: 60G51 60G60 60G17 60D05 28A78 28A80 PDFBibTeX XMLCite \textit{A. Durand} and \textit{S. Jaffard}, Probab. Theory Relat. Fields 153, No. 1--2, 45--96 (2012; Zbl 1247.60066) Full Text: DOI arXiv
Sun, Nike Conformally invariant scaling limits in planar critical percolation. (English) Zbl 1245.60096 Probab. Surv. 8, 155-209 (2011). MSC: 60K35 30C35 60J65 82B27 82B43 PDFBibTeX XMLCite \textit{N. Sun}, Probab. Surv. 8, 155--209 (2011; Zbl 1245.60096) Full Text: DOI arXiv Euclid
Estrade, Anne; Istas, Jacques Ball throwing on spheres. (English) Zbl 1237.60010 Bernoulli 16, No. 4, 953-970 (2010). Reviewer: Sören Christensen (Kiel) MSC: 60D05 60G55 60G18 60G22 PDFBibTeX XMLCite \textit{A. Estrade} and \textit{J. Istas}, Bernoulli 16, No. 4, 953--970 (2010; Zbl 1237.60010) Full Text: DOI arXiv
Erraoui, M.; Essaky, E. H. Canonical representation for Gaussian processes. (English) Zbl 1181.60058 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLII. Berlin: Springer (ISBN 978-3-642-01762-9/pbk; 978-3-642-01763-6/ebook). Lecture Notes in Mathematics 1979, 365-381 (2009). MSC: 60G15 60H05 60H07 46E22 PDFBibTeX XMLCite \textit{M. Erraoui} and \textit{E. H. Essaky}, Lect. Notes Math. 1979, 365--381 (2009; Zbl 1181.60058) Full Text: DOI
Lejay, Antoine Yet another introduction to rough paths. (English) Zbl 1198.60002 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLII. Berlin: Springer (ISBN 978-3-642-01762-9/pbk; 978-3-642-01763-6/ebook). Lecture Notes in Mathematics 1979, 1-101 (2009). Reviewer: Isamu Dôku (Saitama) MSC: 60-01 60Hxx 60H05 58A10 PDFBibTeX XMLCite \textit{A. Lejay}, Lect. Notes Math. 1979, 1--101 (2009; Zbl 1198.60002) Full Text: DOI
Dubins, Lester E.; Gilat, David; Meilijson, Isaac On the expected diameter of an \(L_{2}\)-bounded martingale. (English) Zbl 1159.60020 Ann. Probab. 37, No. 1, 393-402 (2009). MSC: 60G44 60G40 PDFBibTeX XMLCite \textit{L. E. Dubins} et al., Ann. Probab. 37, No. 1, 393--402 (2009; Zbl 1159.60020) Full Text: DOI arXiv
Depauw, Jérôme Degree two Brownian sheet in dimension three. (English) Zbl 1090.60036 Probab. Theory Relat. Fields 135, No. 3, 457-469 (2006). MSC: 60G15 60G60 PDFBibTeX XMLCite \textit{J. Depauw}, Probab. Theory Relat. Fields 135, No. 3, 457--469 (2006; Zbl 1090.60036) Full Text: DOI
Dzhaparidze, Kacha; van Zanten, Harry Krein’s spectral theory and the Paley-Wiener expansion for fractional Brownian motion. (English) Zbl 1083.60028 Ann. Probab. 33, No. 2, 620-644 (2005). Reviewer: Georgi Boshnakov (Manchester) MSC: 60G15 60G35 60G51 62M15 PDFBibTeX XMLCite \textit{K. Dzhaparidze} and \textit{H. van Zanten}, Ann. Probab. 33, No. 2, 620--644 (2005; Zbl 1083.60028) Full Text: DOI arXiv
Balland, P. Deterministic implied volatility models. (English) Zbl 1405.91580 Quant. Finance 2, No. 1, 31-44 (2002). MSC: 91G20 91G10 60G51 PDFBibTeX XMLCite \textit{P. Balland}, Quant. Finance 2, No. 1, 31--44 (2002; Zbl 1405.91580) Full Text: DOI
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
Kenyon, Richard Dominos and the Gaussian free field. (English) Zbl 1034.82021 Ann. Probab. 29, No. 3, 1128-1137 (2001). MSC: 82B41 60G60 82B20 PDFBibTeX XMLCite \textit{R. Kenyon}, Ann. Probab. 29, No. 3, 1128--1137 (2001; Zbl 1034.82021) Full Text: DOI arXiv
Nolan, John P. Local nondeterminism and local times for stable processes. (English) Zbl 0659.60106 Probab. Theory Relat. Fields 82, No. 3, 387-410 (1989). Reviewer: J.P.Nolan MSC: 60J55 60G17 60G60 PDFBibTeX XMLCite \textit{J. P. Nolan}, Probab. Theory Relat. Fields 82, No. 3, 387--410 (1989; Zbl 0659.60106) Full Text: DOI
Yor, Marc Formule de Cauchy rélative à certains lacets browniens. (French) Zbl 0375.60068 Bull. Soc. Math. Fr. 105, 3-31 (1977). MSC: 60H05 PDFBibTeX XMLCite \textit{M. Yor}, Bull. Soc. Math. Fr. 105, 3--31 (1977; Zbl 0375.60068) Full Text: DOI Numdam EuDML
Chung, Kai Lai Excursions in Brownian motion. (English) Zbl 0356.60033 Ark. Mat. 14, 155-177 (1976). MSC: 60J65 PDFBibTeX XMLCite \textit{K. L. Chung}, Ark. Mat. 14, 155--177 (1976; Zbl 0356.60033) Full Text: DOI
Ambartzumian, R. V. A note on pseudo-metrics on the plane. (English) Zbl 0325.28020 Z. Wahrscheinlichkeitstheor. Verw. Geb. 37, 145-155 (1976). MSC: 28A75 PDFBibTeX XMLCite \textit{R. V. Ambartzumian}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 37, 145--155 (1976; Zbl 0325.28020) Full Text: DOI
Faraut, Jacques; Harzallah, Khelifa Distances hilbertiennes invariantes sur un espace homogene. (French) Zbl 0265.43013 Ann. Inst. Fourier 24, No. 3, 171-217 (1974). MSC: 43A85 43A90 43A35 PDFBibTeX XMLCite \textit{J. Faraut} and \textit{K. Harzallah}, Ann. Inst. Fourier 24, No. 3, 171--217 (1974; Zbl 0265.43013) Full Text: DOI Numdam EuDML
Bernard, P. Quelques propriétés des trajectoires des fonctions aléatoires stables sur \(R^ k\). (French) Zbl 0196.18601 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 6, 131-151 (1970). MSC: 60H99 PDFBibTeX XMLCite \textit{P. Bernard}, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 6, 131--151 (1970; Zbl 0196.18601) Full Text: Numdam EuDML
Ton-That-Long Représentations canoniques des processus gaussiens. (French) Zbl 0175.46702 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 4, 179-191 (1968). PDFBibTeX XMLCite \textit{Ton-That-Long}, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 4, 179--191 (1968; Zbl 0175.46702) Full Text: Numdam EuDML
Azema, J.; Kaplan-Duflo, M.; Revuz, D. Recurrence fine des processus de Markov. (French) Zbl 0182.51103 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 2, 185-220 (1966). PDFBibTeX XMLCite \textit{J. Azema} et al., Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 2, 185--220 (1966; Zbl 0182.51103) Full Text: Numdam EuDML