Gao, Fuqing; Gao, Yunshi; Xiong, Jie Fluctuations and moderate deviations for a catalytic Fleming-Viot branching system in nonequilibrium. (English) Zbl 07825648 Stochastic Processes Appl. 171, Article ID 104320, 28 p. (2024). MSC: 60J80 60K35 60F10 PDFBibTeX XMLCite \textit{F. Gao} et al., Stochastic Processes Appl. 171, Article ID 104320, 28 p. (2024; Zbl 07825648) Full Text: DOI
Derchu, Joffrey; Mastrolia, Thibaut On Z-mean reflected BSDEs. (English) Zbl 07824112 Bernoulli 30, No. 2, 1502-1524 (2024). MSC: 60Hxx PDFBibTeX XMLCite \textit{J. Derchu} and \textit{T. Mastrolia}, Bernoulli 30, No. 2, 1502--1524 (2024; Zbl 07824112) Full Text: DOI arXiv Link
Ohashi, Alberto; Russo, Francesco Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes. (English) Zbl 07824100 Bernoulli 30, No. 2, 1197-1230 (2024). MSC: 60-XX 26-XX PDFBibTeX XMLCite \textit{A. Ohashi} and \textit{F. Russo}, Bernoulli 30, No. 2, 1197--1230 (2024; Zbl 07824100) Full Text: DOI arXiv Link
Le, Huiling; Lewis, Alexander; Bharath, Karthik; Fallaize, Christopher A diffusion approach to Stein’s method on Riemannian manifolds. (English) Zbl 07824096 Bernoulli 30, No. 2, 1079-1104 (2024). MSC: 58J65 60J60 PDFBibTeX XMLCite \textit{H. Le} et al., Bernoulli 30, No. 2, 1079--1104 (2024; Zbl 07824096) Full Text: DOI arXiv Link
Ettaieb, Aymen; Missaoui, Sonia; Rguigui, Hafedh Quantum fractional Ornstein-Uhlenbeck semigroups and associated potentials. (English) Zbl 07823192 Rocky Mt. J. Math. 54, No. 1, 121-136 (2024). MSC: 35R11 46F25 46G20 60H40 60G22 PDFBibTeX XMLCite \textit{A. Ettaieb} et al., Rocky Mt. J. Math. 54, No. 1, 121--136 (2024; Zbl 07823192) Full Text: DOI Link
Yin, Qing; Miao, Yu; Wang, Zhen; Yang, Guangyu Moderate deviation principle of modularity in network. (English) Zbl 07822042 Metrika 87, No. 3, 281-298 (2024). MSC: 90B10 05C82 60F10 PDFBibTeX XMLCite \textit{Q. Yin} et al., Metrika 87, No. 3, 281--298 (2024; Zbl 07822042) Full Text: DOI
Nguwi, Jiang Yu; Penent, Guillaume; Privault, Nicolas A deep branching solver for fully nonlinear partial differential equations. (English) Zbl 07819059 J. Comput. Phys. 499, Article ID 112712, 14 p. (2024). MSC: 65Mxx 60Hxx 35Kxx PDFBibTeX XMLCite \textit{J. Y. Nguwi} et al., J. Comput. Phys. 499, Article ID 112712, 14 p. (2024; Zbl 07819059) Full Text: DOI arXiv
Wu, Yixuan; Zhang, Yanzhi Variable-order fractional Laplacian and its accurate and efficient computations with meshfree methods. (English) Zbl 07818683 J. Sci. Comput. 99, No. 1, Paper No. 18, 26 p. (2024). MSC: 65M70 65M06 65N35 65D12 65R20 41A05 35R11 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{Y. Zhang}, J. Sci. Comput. 99, No. 1, Paper No. 18, 26 p. (2024; Zbl 07818683) Full Text: DOI arXiv
Zhao, Junyilang; Shen, Jun; Lu, Kening Persistence of \(C^1\) inertial manifolds under small random perturbations. (English) Zbl 07818497 J. Dyn. Differ. Equations 36, No. 1, Suppl., S333-S385 (2024). MSC: 60H15 60H40 35K58 37H10 37L55 35B42 PDFBibTeX XMLCite \textit{J. Zhao} et al., J. Dyn. Differ. Equations 36, No. 1, S333--S385 (2024; Zbl 07818497) Full Text: DOI
Othechar, Pedro; Souza, Josiney Morse decompositions of topological cocycles. (English) Zbl 07815104 Discrete Contin. Dyn. Syst. 44, No. 5, 1495-1514 (2024). MSC: 37B02 37B05 37B35 37B55 PDFBibTeX XMLCite \textit{P. Othechar} and \textit{J. Souza}, Discrete Contin. Dyn. Syst. 44, No. 5, 1495--1514 (2024; Zbl 07815104) Full Text: DOI
Oh, Tadahiro; Quastel, Jeremy; Sosoe, Philippe Global dynamics for the stochastic KdV equation with white noise as initial data. (English) Zbl 07814398 Trans. Am. Math. Soc., Ser. B 11, 420-460 (2024). MSC: 35Q53 35R60 60H30 60H40 35A01 35A02 35R06 PDFBibTeX XMLCite \textit{T. Oh} et al., Trans. Am. Math. Soc., Ser. B 11, 420--460 (2024; Zbl 07814398) Full Text: DOI arXiv
Fkirine, M.; Hadd, S.; Rhandi, A. On evolution equations with white-noise boundary conditions. (English) Zbl 07814076 J. Math. Anal. Appl. 535, No. 1, Article ID 128087, 20 p. (2024). MSC: 60H15 47D06 93E20 47D03 PDFBibTeX XMLCite \textit{M. Fkirine} et al., J. Math. Anal. Appl. 535, No. 1, Article ID 128087, 20 p. (2024; Zbl 07814076) Full Text: DOI arXiv
Wang, Mengmeng; Su, Dong; Wang, Wei Averaging on macroscopic scales with application to Smoluchowski-Kramers approximation. (English) Zbl 07812600 J. Stat. Phys. 191, No. 2, Paper No. 22, 17 p. (2024). MSC: 60H10 60H15 82C31 PDFBibTeX XMLCite \textit{M. Wang} et al., J. Stat. Phys. 191, No. 2, Paper No. 22, 17 p. (2024; Zbl 07812600) Full Text: DOI
Berger, Quentin; Massoulié, Brune Wetting on a wall and wetting in a well: overview of equilibrium properties. (English) Zbl 07812498 Stochastic Processes Appl. 170, Article ID 104299, 37 p. (2024). MSC: 82B41 60K35 82D60 60F05 PDFBibTeX XMLCite \textit{Q. Berger} and \textit{B. Massoulié}, Stochastic Processes Appl. 170, Article ID 104299, 37 p. (2024; Zbl 07812498) Full Text: DOI arXiv
Ferrari, Patrik L.; Nejjar, Peter The second class particle process at shocks. (English) Zbl 07812497 Stochastic Processes Appl. 170, Article ID 104298, 15 p. (2024). MSC: 60K35 82C22 15B52 PDFBibTeX XMLCite \textit{P. L. Ferrari} and \textit{P. Nejjar}, Stochastic Processes Appl. 170, Article ID 104298, 15 p. (2024; Zbl 07812497) Full Text: DOI arXiv
Di Persio, Luca; Garbelli, Matteo; Maticiuc, Lucian; Zălinescu, Adrian Time-delayed generalized BSDEs. (English) Zbl 07812485 Stochastic Processes Appl. 170, Article ID 104277, 15 p. (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{L. Di Persio} et al., Stochastic Processes Appl. 170, Article ID 104277, 15 p. (2024; Zbl 07812485) 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
Inahama, Yuzuru Support theorem for pinned diffusion processes. (English) Zbl 07812249 Nagoya Math. J. 253, 241-264 (2024). MSC: 60L90 60H07 60H10 PDFBibTeX XMLCite \textit{Y. Inahama}, Nagoya Math. J. 253, 241--264 (2024; Zbl 07812249) Full Text: DOI arXiv
Bodineau, Thierry; Gallagher, Isabelle; Saint-Raymond, Laure; Simonella, Sergio Long-time derivation at equilibrium of the fluctuating Boltzmann equation. (English) Zbl 07810669 Ann. Probab. 52, No. 1, 217-295 (2024). MSC: 82B40 35Q20 60H15 PDFBibTeX XMLCite \textit{T. Bodineau} et al., Ann. Probab. 52, No. 1, 217--295 (2024; Zbl 07810669) Full Text: DOI arXiv Link
Zhang, Zhenzhong; Wang, Xiaofeng; Tong, Jinying; Zhou, Tiandao; Qin, Zhenjiang Some explicit expressions for GBM with Markovian switching and parameter estimations. (English) Zbl 07808589 Commun. Stat., Theory Methods 53, No. 3, 1091-1121 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Zhang} et al., Commun. Stat., Theory Methods 53, No. 3, 1091--1121 (2024; Zbl 07808589) Full Text: DOI
Baños, David; Bauer, Martin; Meyer-Brandis, Thilo; Proske, Frank Restoration of well-posedness of infinite-dimensional singular ODE’s via noise. (English) Zbl 07807787 Potential Anal. 60, No. 2, 759-805 (2024). MSC: 60H10 60H15 60H50 35R15 35R60 34F05 PDFBibTeX XMLCite \textit{D. Baños} et al., Potential Anal. 60, No. 2, 759--805 (2024; Zbl 07807787) Full Text: DOI arXiv OA License
Parczewski, Peter Optimal pointwise approximation of anticipating SDEs. (English) Zbl 07807488 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730-1743 (2024). MSC: 60H07 65C30 60H10 PDFBibTeX XMLCite \textit{P. Parczewski}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730--1743 (2024; Zbl 07807488) Full Text: DOI arXiv
Clausnitzer, Julian; Kleefeld, Andreas A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary. (English) Zbl 07807486 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1624-1651 (2024). MSC: 65C30 60H15 35P30 65M38 PDFBibTeX XMLCite \textit{J. Clausnitzer} and \textit{A. Kleefeld}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1624--1651 (2024; Zbl 07807486) Full Text: DOI arXiv
Zhang, Weihai; Su, Fangxu; Wu, Panyu \(p\)th moment stability of discrete-time Markov jump systems by extended system method. (English) Zbl 07806885 Automatica 161, Article ID 111499, 12 p. (2024). MSC: 93E15 93C55 93B07 PDFBibTeX XMLCite \textit{W. Zhang} et al., Automatica 161, Article ID 111499, 12 p. (2024; Zbl 07806885) Full Text: DOI
O, Hun; Kim, Mun-Chol; Kim, Kon-Gun Wellposedness of second order reflected BSDEs: a new formulation. (English) Zbl 07806691 ESAIM, Probab. Stat. 28, 1-21 (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{H. O} et al., ESAIM, Probab. Stat. 28, 1--21 (2024; Zbl 07806691) Full Text: DOI
Baccouch, Mahboub An efficient finite difference method for stochastic linear second-order boundary-value problems driven by additive white noises. (English) Zbl 07806680 J. Comput. Math. 42, No. 2, 432-453 (2024). MSC: 65C30 65L12 65L20 60H35 39A50 PDFBibTeX XMLCite \textit{M. Baccouch}, J. Comput. Math. 42, No. 2, 432--453 (2024; Zbl 07806680) Full Text: DOI
Karami, M.; Mohebbian, A.; Razaghian, S.; Namjoo, M.; Aminian, M. Numerical solutions for a class stochastic partial differential equations. (English) Zbl 07806568 J. Mahani Math. Res. Cent. 13, No. 1, 357-382 (2024). MSC: 60H15 65M12 PDFBibTeX XMLCite \textit{M. Karami} et al., J. Mahani Math. Res. Cent. 13, No. 1, 357--382 (2024; Zbl 07806568) Full Text: DOI
Xie, Qian; Wang, Jiayi; Jin, Li Cost-aware defense for parallel server systems against reliability and security failures. (English) Zbl 07803919 Automatica 160, Article ID 111467, 12 p. (2024). MSC: 68M25 91A15 90C40 PDFBibTeX XMLCite \textit{Q. Xie} et al., Automatica 160, Article ID 111467, 12 p. (2024; Zbl 07803919) Full Text: DOI arXiv
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko Equilibrium multi-agent model with heterogeneous views on fundamental risks. (English) Zbl 07803883 Automatica 160, Article ID 111415, 13 p. (2024). MSC: 93A16 93E20 PDFBibTeX XMLCite \textit{K. Kizaki} et al., Automatica 160, Article ID 111415, 13 p. (2024; Zbl 07803883) Full Text: DOI
Fan, Wujing; Li, Shihu; Li, Yu; Wang, Changxuan The exponential stability for locally monotone stochastic partial differential equations. (English) Zbl 07803678 Stat. Probab. Lett. 206, Article ID 109975, 10 p. (2024). MSC: 60H15 60H30 PDFBibTeX XMLCite \textit{W. Fan} et al., Stat. Probab. Lett. 206, Article ID 109975, 10 p. (2024; Zbl 07803678) Full Text: DOI
Li, Ruinan; Zhang, Beibei A transportation inequality for reflected SPDEs on infinite spatial domain. (English) Zbl 07803677 Stat. Probab. Lett. 206, Article ID 109959, 10 p. (2024). MSC: 60H15 60E15 PDFBibTeX XMLCite \textit{R. Li} and \textit{B. Zhang}, Stat. Probab. Lett. 206, Article ID 109959, 10 p. (2024; Zbl 07803677) Full Text: DOI
Cheban, David One-dimensional monotone nonautonomous dynamical systems. (English) Zbl 07803267 Sci. China, Math. 67, No. 2, 281-314 (2024). MSC: 37-XX 34C12 34C27 34D45 37B20 37B55 39A24 39A33 PDFBibTeX XMLCite \textit{D. Cheban}, Sci. China, Math. 67, No. 2, 281--314 (2024; Zbl 07803267) Full Text: DOI
Xu, Jiaohui; Caraballo, Tomás; Valero, José Dynamics and large deviations for fractional stochastic partial differential equations with Lévy noise. (English) Zbl 07802043 SIAM J. Math. Anal. 56, No. 1, 1016-1067 (2024). MSC: 35R11 35Q30 35R60 65F08 60H15 65F10 PDFBibTeX XMLCite \textit{J. Xu} et al., SIAM J. Math. Anal. 56, No. 1, 1016--1067 (2024; Zbl 07802043) Full Text: DOI
Li, Hanwu; Riedel, Frank; Yang, Shuzhen Optimal consumption for recursive preferences with local substitution – the case of certainty. (English) Zbl 07799787 J. Math. Econ. 110, Article ID 102932, 9 p. (2024). MSC: 91B16 91B08 PDFBibTeX XMLCite \textit{H. Li} et al., J. Math. Econ. 110, Article ID 102932, 9 p. (2024; Zbl 07799787) Full Text: DOI arXiv
Sun, Yongwang; Zhao, Weidong; Zhao, Wenju A generalized finite element \(\theta\)-scheme for backward stochastic partial differential equations and its error estimates. (English) Zbl 07799050 ESAIM, Math. Model. Numer. Anal. 58, No. 1, 23-46 (2024). MSC: 65M60 65C30 65M06 65N30 65M12 65M15 65Y05 60H15 60H35 60J65 35R60 PDFBibTeX XMLCite \textit{Y. Sun} et al., ESAIM, Math. Model. Numer. Anal. 58, No. 1, 23--46 (2024; Zbl 07799050) Full Text: DOI
Forkel, Johannes; Sauzedde, Isao Convergence of the logarithm of the characteristic polynomial of unitary Brownian motion in Sobolev space. (English) Zbl 07796338 J. Phys. A, Math. Theor. 57, No. 3, Article ID 035204, 12 p. (2024). MSC: 60-XX 35-XX PDFBibTeX XMLCite \textit{J. Forkel} and \textit{I. Sauzedde}, J. Phys. A, Math. Theor. 57, No. 3, Article ID 035204, 12 p. (2024; Zbl 07796338) Full Text: DOI arXiv OA License
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
Ho Thi Hang; Bui Kim My; Pham Tri Nguyen Wong-Zakai approximations and attractors for stochastic three-dimensional globally modified Navier-Stokes equations driven by nonlinear noise. (English) Zbl 07789757 Discrete Contin. Dyn. Syst., Ser. B 29, No. 2, 1069-1104 (2024). MSC: 35Q35 76D05 35B40 35B41 60H15 60H30 60H40 35R60 35A01 35A02 PDFBibTeX XMLCite \textit{Ho Thi Hang} et al., Discrete Contin. Dyn. Syst., Ser. B 29, No. 2, 1069--1104 (2024; Zbl 07789757) Full Text: DOI
Goldys, Beniamin; Peszat, Szymon On linear stochastic flows. (English) Zbl 07789099 Trans. Am. Math. Soc. 377, No. 2, 753-774 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60G15 60G60 PDFBibTeX XMLCite \textit{B. Goldys} and \textit{S. Peszat}, Trans. Am. Math. Soc. 377, No. 2, 753--774 (2024; Zbl 07789099) Full Text: DOI arXiv
Ben-Gherbal, Hanane; Mezerdi, Brahim The relaxed stochastic maximum principle in singular optimal control of jump diffusions. (English) Zbl 07788969 Bull. Malays. Math. Sci. Soc. (2) 47, No. 1, Paper No. 34, 22 p. (2024). MSC: 49J55 49K45 60J76 93E20 58E30 49J45 PDFBibTeX XMLCite \textit{H. Ben-Gherbal} and \textit{B. Mezerdi}, Bull. Malays. Math. Sci. Soc. (2) 47, No. 1, Paper No. 34, 22 p. (2024; Zbl 07788969) Full Text: DOI
Qi, Weiwei; Shen, Zhongwei; Yi, Yingfei Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions. (English) Zbl 07785759 Probab. Theory Relat. Fields 188, No. 1-2, 667-728 (2024). MSC: 60F10 60J60 60J70 34F05 92D25 60H10 PDFBibTeX XMLCite \textit{W. Qi} et al., Probab. Theory Relat. Fields 188, No. 1--2, 667--728 (2024; Zbl 07785759) Full Text: DOI
Henderson, Iain Sobolev regularity of Gaussian random fields. (English) Zbl 07784455 J. Funct. Anal. 286, No. 3, Article ID 110241, 59 p. (2024). Reviewer: Şerban Costea (Piteşti) MSC: 60G15 46E35 60G17 PDFBibTeX XMLCite \textit{I. Henderson}, J. Funct. Anal. 286, No. 3, Article ID 110241, 59 p. (2024; Zbl 07784455) Full Text: DOI arXiv
Han, Yi Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit. (English) Zbl 07784450 J. Funct. Anal. 286, No. 3, Article ID 110224, 46 p. (2024). MSC: 60Hxx 35Rxx 35Lxx PDFBibTeX XMLCite \textit{Y. Han}, J. Funct. Anal. 286, No. 3, Article ID 110224, 46 p. (2024; Zbl 07784450) Full Text: DOI arXiv
Macrina, Andrea; Mengütürk, Levent A.; Mengütürk, Murat C. Captive jump processes for bounded random systems with discontinuous dynamics. (English) Zbl 07784292 Commun. Nonlinear Sci. Numer. Simul. 128, Article ID 107646, 23 p. (2024). MSC: 60-XX PDFBibTeX XMLCite \textit{A. Macrina} et al., Commun. Nonlinear Sci. Numer. Simul. 128, Article ID 107646, 23 p. (2024; Zbl 07784292) Full Text: DOI
Bezemek, Z. W.; Heldman, M. Importance sampling for the empirical measure of weakly interacting diffusions. (English) Zbl 07783069 Appl. Math. Optim. 89, No. 1, Paper No. 7, 59 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F10 60F05 65C05 35F21 PDFBibTeX XMLCite \textit{Z. W. Bezemek} and \textit{M. Heldman}, Appl. Math. Optim. 89, No. 1, Paper No. 7, 59 p. (2024; Zbl 07783069) Full Text: DOI arXiv
Kinra, Kush; Mohan, Manil T. Random attractors and invariant measures for stochastic convective Brinkman-Forchheimer equations on 2D and 3D unbounded domains. (English) Zbl 1527.35087 Discrete Contin. Dyn. Syst., Ser. B 29, No. 1, 377-425 (2024). MSC: 35B41 35Q35 35R60 37L55 37N10 PDFBibTeX XMLCite \textit{K. Kinra} and \textit{M. T. Mohan}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 1, 377--425 (2024; Zbl 1527.35087) Full Text: DOI arXiv
Arezoomandan, Mahdieh; Soheili, Ali R. Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion. (English) Zbl 07764061 Math. Comput. Simul. 215, 122-145 (2024). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{M. Arezoomandan} and \textit{A. R. Soheili}, Math. Comput. Simul. 215, 122--145 (2024; Zbl 07764061) Full Text: DOI
Wu, Zhen; Zhang, Yan Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls. (English) Zbl 07762453 J. Math. Anal. Appl. 530, No. 2, Article ID 127720, 25 p. (2024). MSC: 93E20 93C27 60H30 91G10 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{Y. Zhang}, J. Math. Anal. Appl. 530, No. 2, Article ID 127720, 25 p. (2024; Zbl 07762453) Full Text: DOI
Lü, Qi Control theory of stochastic distributed parameter systems: recent progress and open problems. (English) Zbl 07822595 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 7. Sections 15–20. Berlin: European Mathematical Society (EMS). 5314-5338 (2023). MSC: 93B05 93E20 60H15 49K27 PDFBibTeX XMLCite \textit{Q. Lü}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 7. Sections 15--20. Berlin: European Mathematical Society (EMS). 5314--5338 (2023; Zbl 07822595) Full Text: DOI OA License
Harchaoui, Zaid; Juditsky, Anatoli; Nemirovski, Arkadi; Ostrovskii, Dmitrii Adaptive denoising of signals with local shift-invariant structure. (English) Zbl 07822565 Belomestny, Denis (ed.) et al., Foundations of modern statistics. Festschrift in honor of Vladimir Spokoiny. Selected contributions based on the presentations at the international conference, Berlin, Germany, November 6–8, 2019 and Moscow, Russia, November 30, 2019. Cham: Springer. Springer Proc. Math. Stat. 425, 3-52 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Harchaoui} et al., Springer Proc. Math. Stat. 425, 3--52 (2023; Zbl 07822565) Full Text: DOI arXiv
Bodineau, Thierry; Gallagher, Isabelle; Saint-Raymond, Laure; Simonella, Sergio Dynamics of dilute gases: a statistical approach. (English) Zbl 07821726 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 2. Plenary lectures. Berlin: European Mathematical Society (EMS). 750-795 (2023). MSC: 82C40 82C21 76P05 60F10 PDFBibTeX XMLCite \textit{T. Bodineau} et al., in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 2. Plenary lectures. Berlin: European Mathematical Society (EMS). 750--795 (2023; Zbl 07821726) Full Text: DOI arXiv OA License
Mandrekar, V.; Rüdiger, B. Stability properties of mild solutions of SPDEs related to pseudo differential equations. (English) Zbl 07819354 Hilbert, Astrid (ed.) et al., Quantum and stochastic mathematical physics. Sergio Albeverio, adventures of a mathematician, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 377, 295-313 (2023). MSC: 60H15 60G51 60H05 37L40 60J76 PDFBibTeX XMLCite \textit{V. Mandrekar} and \textit{B. Rüdiger}, Springer Proc. Math. Stat. 377, 295--313 (2023; Zbl 07819354) Full Text: DOI arXiv
Lindstrøm, Tom The allure of infinitesimals: Sergio Albeverio and nonstandard analysis. (English) Zbl 07819350 Hilbert, Astrid (ed.) et al., Quantum and stochastic mathematical physics. Sergio Albeverio, adventures of a mathematician, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 377, 187-215 (2023). MSC: 03H10 60Hxx 81Txx PDFBibTeX XMLCite \textit{T. Lindstrøm}, Springer Proc. Math. Stat. 377, 187--215 (2023; Zbl 07819350) Full Text: DOI
Fang, Shuixin; Zhao, Weidong ODE-based multistep schemes for backward stochastic differential equations. (English) Zbl 07814777 Numer. Math., Theory Methods Appl. 16, No. 4, 1053-1086 (2023). MSC: 65C30 60H35 65C20 PDFBibTeX XMLCite \textit{S. Fang} and \textit{W. Zhao}, Numer. Math., Theory Methods Appl. 16, No. 4, 1053--1086 (2023; Zbl 07814777) Full Text: DOI
Liu, Zhenxin Recent results on recurrent solutions and limit distributions of SDEs. (English) Zbl 07812202 Commun. Math. Res. 39, No. 3, 476-500 (2023). MSC: 37B20 60H10 60J25 PDFBibTeX XMLCite \textit{Z. Liu}, Commun. Math. Res. 39, No. 3, 476--500 (2023; Zbl 07812202) Full Text: DOI
De Oliveira Gomes, André; Catuogno, Pedro José Large deviations for Lévy diffusions in the small noise regime. (English) Zbl 07808544 Stoch. Dyn. 23, No. 7, Article ID 2350058, 39 p. (2023). MSC: 60H10 60F10 60J76 60G40 60G51 PDFBibTeX XMLCite \textit{A. De Oliveira Gomes} and \textit{P. J. Catuogno}, Stoch. Dyn. 23, No. 7, Article ID 2350058, 39 p. (2023; Zbl 07808544) Full Text: DOI arXiv
Hsu, Po-Han; Sundar, Padmanabhan Three-dimensional stochastic Navier-Stokes equations with Markov switching. (English) Zbl 07808543 Stoch. Dyn. 23, No. 7, Article ID 2350057, 41 p. (2023). MSC: 35Q30 35R60 60J10 60H15 76D05 35B65 35D35 35A01 35A02 PDFBibTeX XMLCite \textit{P.-H. Hsu} and \textit{P. Sundar}, Stoch. Dyn. 23, No. 7, Article ID 2350057, 41 p. (2023; Zbl 07808543) Full Text: DOI arXiv
Puhalskii, Anatolii A. Large deviation limits of invariant measures. (English) Zbl 07808539 Stoch. Dyn. 23, No. 7, Article ID 2350052, 28 p. (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60F10 60F17 PDFBibTeX XMLCite \textit{A. A. Puhalskii}, Stoch. Dyn. 23, No. 7, Article ID 2350052, 28 p. (2023; Zbl 07808539) Full Text: DOI arXiv
Wang, Ran; Zhang, Beibei A large deviation principle for reflected SPDEs on infinite spatial domain. (English) Zbl 07808538 Stoch. Dyn. 23, No. 7, Article ID 2350051, 22 p. (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60F10 60H15 PDFBibTeX XMLCite \textit{R. Wang} and \textit{B. Zhang}, Stoch. Dyn. 23, No. 7, Article ID 2350051, 22 p. (2023; Zbl 07808538) Full Text: DOI arXiv
Mbaye, Mamadou Moustapha; Manou-Abi, Solym Mawaki Existence of almost automorphic solution in distribution for a class of stochastic integro-differential equation driven by Lévy noise. (English) Zbl 07808309 J. Anal. 31, No. 3, 2139-2162 (2023). MSC: 60H10 34F05 43A60 34C27 34K14 34K30 34K50 35B15 35K55 60G20 PDFBibTeX XMLCite \textit{M. M. Mbaye} and \textit{S. M. Manou-Abi}, J. Anal. 31, No. 3, 2139--2162 (2023; Zbl 07808309) Full Text: DOI arXiv
Brehier, Charles-Edouard Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme. (English) Zbl 07806688 ESAIM, Probab. Stat. 27, 841-866 (2023). MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{C.-E. Brehier}, ESAIM, Probab. Stat. 27, 841--866 (2023; Zbl 07806688) Full Text: DOI arXiv
Wen, Hao; Luo, Yantao; Huang, Jianhua; Li, Yuhong Stochastic travelling wave solution of the \(N\)-species cooperative systems with multiplicative noise. (English) Zbl 07804347 Electron. Res. Arch. 31, No. 8, 4406-4426 (2023). MSC: 60Hxx 35Kxx 92Dxx PDFBibTeX XMLCite \textit{H. Wen} et al., Electron. Res. Arch. 31, No. 8, 4406--4426 (2023; Zbl 07804347) Full Text: DOI
Jiang, Hui; Yang, Guangyu; Yu, Mingming Moderate deviations for the mildly stationary autoregressive model with dependent errors. (English) Zbl 07803280 Statistics 57, No. 6, 1317-1351 (2023). MSC: 62J05 60F10 60G42 PDFBibTeX XMLCite \textit{H. Jiang} et al., Statistics 57, No. 6, 1317--1351 (2023; Zbl 07803280) Full Text: DOI arXiv
Hu, Rongchun; Lu, Xiang; Zhang, Dongxu; Gu, Xudong Stochastic stabilization of multi-degree-of-freedom nonlinear random-time-delay controlled systems. (English) Zbl 07800375 Int. J. Robust Nonlinear Control 33, No. 3, 2288-2303 (2023). MSC: 93E15 93C10 93C43 PDFBibTeX XMLCite \textit{R. Hu} et al., Int. J. Robust Nonlinear Control 33, No. 3, 2288--2303 (2023; Zbl 07800375) Full Text: DOI
Yang, Xue Reflecting image-dependent SDEs in Wasserstein space and large deviation principle. (English) Zbl 07800074 Stochastics 95, No. 8, 1361-1394 (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60H15 60G46 60H10 PDFBibTeX XMLCite \textit{X. Yang}, Stochastics 95, No. 8, 1361--1394 (2023; Zbl 07800074) Full Text: DOI
Bogso, Antoine-Marie; Menoukeu Pamen, Olivier Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts. (English) Zbl 07799700 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1537-1564 (2023). MSC: 60H07 60H50 60H17 60H15 PDFBibTeX XMLCite \textit{A.-M. Bogso} and \textit{O. Menoukeu Pamen}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1537--1564 (2023; Zbl 07799700) Full Text: arXiv Link
Aurand, Joshua; Huang, Yu-Jui Epstein-Zin utility maximization on a random horizon. (English) Zbl 07797382 Math. Finance 33, No. 4, 1370-1411 (2023). MSC: 91G10 60H10 PDFBibTeX XMLCite \textit{J. Aurand} and \textit{Y.-J. Huang}, Math. Finance 33, No. 4, 1370--1411 (2023; Zbl 07797382) Full Text: DOI arXiv
Shashiashvili, Malkhaz The stochastic balance equation for the American option value function and its gradient. (English) Zbl 07796472 Stochastic Processes Appl. 166, Article ID 104224, 17 p. (2023). MSC: 60G44 60J60 91B25 PDFBibTeX XMLCite \textit{M. Shashiashvili}, Stochastic Processes Appl. 166, Article ID 104224, 17 p. (2023; Zbl 07796472) Full Text: DOI arXiv
Kruk, Łukasz A singular stochastic control problem with direction switching cost. (English) Zbl 07795040 Math. Methods Oper. Res. 98, No. 3, 325-349 (2023). MSC: 93E20 60J65 PDFBibTeX XMLCite \textit{Ł. Kruk}, Math. Methods Oper. Res. 98, No. 3, 325--349 (2023; Zbl 07795040) Full Text: DOI OA License
Catuogno, Pedro; Stelmastchuk, Simão N. Martingales on principal fiber bundles. (English) Zbl 07794186 Proyecciones 42, No. 4, 1051-1065 (2023). MSC: 53C43 60H30 60G48 PDFBibTeX XMLCite \textit{P. Catuogno} and \textit{S. N. Stelmastchuk}, Proyecciones 42, No. 4, 1051--1065 (2023; Zbl 07794186) Full Text: DOI arXiv
Elhachemy, Mohammed; El Otmani, Mohamed Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions. (English) Zbl 07793735 J. Integral Equations Appl. 35, No. 3, 311-338 (2023). MSC: 35D40 35R09 60H05 60H10 60H30 60J60 PDFBibTeX XMLCite \textit{M. Elhachemy} and \textit{M. El Otmani}, J. Integral Equations Appl. 35, No. 3, 311--338 (2023; Zbl 07793735) Full Text: DOI
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
Coghi, Michele; Nilssen, Torstein; Nüsken, Nikolas; Reich, Sebastian Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering. (English) Zbl 07791545 Ann. Appl. Probab. 33, No. 6B, 5693-5752 (2023). MSC: 60G35 60L90 60H35 62M20 60H10 60L20 PDFBibTeX XMLCite \textit{M. Coghi} et al., Ann. Appl. Probab. 33, No. 6B, 5693--5752 (2023; Zbl 07791545) Full Text: DOI arXiv
Sun, Yifang Maximum principle for mean-field controlled systems driven by a fractional Brownian motion. (English) Zbl 07791478 Optim. Control Appl. Methods 44, No. 6, 3282-3305 (2023). MSC: 93E20 49N80 60H30 60G22 PDFBibTeX XMLCite \textit{Y. Sun}, Optim. Control Appl. Methods 44, No. 6, 3282--3305 (2023; Zbl 07791478) Full Text: DOI
Chargaziya, Georgy; Daletskii, Alexei Stochastic differential equations in a scale of Hilbert spaces. Global solutions. (English) Zbl 07790358 Electron. Commun. Probab. 28, Paper No. 50, 13 p. (2023). MSC: 60H10 46E99 82C20 82C31 PDFBibTeX XMLCite \textit{G. Chargaziya} and \textit{A. Daletskii}, Electron. Commun. Probab. 28, Paper No. 50, 13 p. (2023; Zbl 07790358) Full Text: DOI arXiv
Huang, Ching-Peng; Inauen, Dominik; Menon, Govind Motion by mean curvature and Dyson Brownian motion. (English) Zbl 07790346 Electron. Commun. Probab. 28, Paper No. 34, 10 p. (2023). MSC: 60J65 53E10 53C17 PDFBibTeX XMLCite \textit{C.-P. Huang} et al., Electron. Commun. Probab. 28, Paper No. 34, 10 p. (2023; Zbl 07790346) Full Text: DOI
Hun, O.; Kim, Mun-Chol; Kim, Kon-Gun Dynamic programming approach to reflected backward stochastic differential equations. (English) Zbl 07790277 Electron. J. Probab. 28, Paper No. 114, 20 p. (2023). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{O. Hun} et al., Electron. J. Probab. 28, Paper No. 114, 20 p. (2023; Zbl 07790277) Full Text: DOI
Jalowy, Jonas; Kabluchko, Zakhar; Löwe, Matthias; Marynych, Alexander When does the chaos in the Curie-Weiss model stop to propagate? (English) Zbl 07790268 Electron. J. Probab. 28, Paper No. 139, 17 p. (2023). MSC: 82B05 60F05 82B20 PDFBibTeX XMLCite \textit{J. Jalowy} et al., Electron. J. Probab. 28, Paper No. 139, 17 p. (2023; Zbl 07790268) Full Text: DOI arXiv
Hess, Markus Interest rate modeling with generalized Langevin equations. (English) Zbl 07789479 Braz. J. Probab. Stat. 37, No. 3, 513-533 (2023). MSC: 91G30 91G20 60H30 PDFBibTeX XMLCite \textit{M. Hess}, Braz. J. Probab. Stat. 37, No. 3, 513--533 (2023; Zbl 07789479) Full Text: DOI
Khoshnevisan, Davar; Kim, Kunwoo; Mueller, Carl Dissipation in parabolic SPDEs. II: Oscillation and decay of the solution. (English) Zbl 07788716 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1610-1641 (2023). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{D. Khoshnevisan} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1610--1641 (2023; Zbl 07788716) Full Text: DOI arXiv
Bellingeri, Carlo Quasi-geometric rough paths and rough change of variable formula. (English) Zbl 07788709 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1398-1433 (2023). MSC: 60L20 60L70 PDFBibTeX XMLCite \textit{C. Bellingeri}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1398--1433 (2023; Zbl 07788709) Full Text: DOI arXiv
Essaky, E. H.; Hassani, M.; Rhazlane, C. E. Backward stochastic evolution inclusions in UMD Banach spaces. (English) Zbl 1528.60058 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 4, Article ID 2350013, 40 p. (2023). MSC: 60H10 60H15 47D06 PDFBibTeX XMLCite \textit{E. H. Essaky} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 4, Article ID 2350013, 40 p. (2023; Zbl 1528.60058) Full Text: DOI arXiv
Dai, Yanan; Chen, Jinwen Risk-sensitivity vanishing limit for controlled Markov processes. (English) Zbl 07785806 J. Dyn. Control Syst. 29, No. 4, 1471-1508 (2023). MSC: 90C40 60F99 47J10 93E99 PDFBibTeX XMLCite \textit{Y. Dai} and \textit{J. Chen}, J. Dyn. Control Syst. 29, No. 4, 1471--1508 (2023; Zbl 07785806) Full Text: DOI
Cheng, Li-Juan; Thalmaier, Anton Dimension-free Harnack inequalities for conjugate heat equations and their applications to geometric flows. (English) Zbl 07785244 Anal. PDE 16, No. 7, 1589-1620 (2023). MSC: 35K08 35A08 46E35 42B35 58J35 PDFBibTeX XMLCite \textit{L.-J. Cheng} and \textit{A. Thalmaier}, Anal. PDE 16, No. 7, 1589--1620 (2023; Zbl 07785244) Full Text: DOI arXiv
Zhang, Qiangheng Regular dynamics of stochastic nondissipative retarded Kuramoto-Sivashinsky equations. (English) Zbl 07785052 Math. Nachr. 296, No. 12, 5660-5683 (2023). MSC: 37L55 37L30 60H15 35B40 35B41 PDFBibTeX XMLCite \textit{Q. Zhang}, Math. Nachr. 296, No. 12, 5660--5683 (2023; Zbl 07785052) Full Text: DOI
Maggis, Marco Short communication: The birth of (a robust) arbitrage theory in de Finetti’s early contributions. (English) Zbl 1528.91075 SIAM J. Financ. Math. 14, No. 4, SC49-SC59 (2023). MSC: 91G30 91-03 PDFBibTeX XMLCite \textit{M. Maggis}, SIAM J. Financ. Math. 14, No. 4, SC49-SC59 (2023; Zbl 1528.91075) Full Text: DOI arXiv
Yoshioka, Hidekazu; Tsujimura, Motoh; Hamagami, Kunihiko; Tomobe, Haruka Time-average stochastic control based on a singular local Lévy model for environmental project planning under habit formation. (English) Zbl 07783875 Math. Methods Appl. Sci. 46, No. 9, 10572-10601 (2023). MSC: 49K45 60J76 60G51 65N06 93E20 PDFBibTeX XMLCite \textit{H. Yoshioka} et al., Math. Methods Appl. Sci. 46, No. 9, 10572--10601 (2023; Zbl 07783875) Full Text: DOI
Bresch, Didier; Jabin, Pierre-Emmanuel; Wang, Zhenfu Mean field limit and quantitative estimates with singular attractive kernels. (English) Zbl 07783725 Duke Math. J. 172, No. 13, 2591-2641 (2023). MSC: 35Q92 92C17 35B41 35B44 60J65 60E10 PDFBibTeX XMLCite \textit{D. Bresch} et al., Duke Math. J. 172, No. 13, 2591--2641 (2023; Zbl 07783725) Full Text: DOI arXiv Link
Peng, Shige; Song, Yongsheng; Wang, Falei Survey on path-dependent PDEs. (English) Zbl 1527.60041 Chin. Ann. Math., Ser. B 44, No. 6, 837-856 (2023). MSC: 60H10 35F20 60H30 35K10 PDFBibTeX XMLCite \textit{S. Peng} et al., Chin. Ann. Math., Ser. B 44, No. 6, 837--856 (2023; Zbl 1527.60041) Full Text: DOI
Dotti, Sylvain Elementary processes for Itô integral against cylindrical Wiener process. (English) Zbl 07783643 Probab. Surv. 20, 802-836 (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60H05 60J65 60G99 60H40 PDFBibTeX XMLCite \textit{S. Dotti}, Probab. Surv. 20, 802--836 (2023; Zbl 07783643) Full Text: DOI Link
Stinchcombe, Maxwell B. Direct hyperfinite representations of finitely additive probabilities. (English) Zbl 07783574 Ill. J. Math. 67, No. 4, 629-662 (2023). MSC: 28E05 60B05 03H10 PDFBibTeX XMLCite \textit{M. B. Stinchcombe}, Ill. J. Math. 67, No. 4, 629--662 (2023; Zbl 07783574) Full Text: DOI Link
Benoudi, Mustapha; Hassan Zerrik, El; Larhrissi, Rachid Stabilization of distributed systems via bilinear boundary control. (English) Zbl 07782423 Math. Methods Appl. Sci. 46, No. 6, 7489-7513 (2023). MSC: 93D23 93C20 PDFBibTeX XMLCite \textit{M. Benoudi} et al., Math. Methods Appl. Sci. 46, No. 6, 7489--7513 (2023; Zbl 07782423) Full Text: DOI
Platen, Eckhard; Tappe, Stefan No arbitrage and multiplicative special semimartingales. (English) Zbl 07779240 Adv. Appl. Probab. 55, No. 3, 1033-1074 (2023). MSC: 91G10 60G48 PDFBibTeX XMLCite \textit{E. Platen} and \textit{S. Tappe}, Adv. Appl. Probab. 55, No. 3, 1033--1074 (2023; Zbl 07779240) Full Text: DOI arXiv
Yuan, Yu; Mi, Hui Robust optimal asset-liability management with delay and ambiguity aversion in a jump-diffusion market. (English) Zbl 07778968 Int. J. Control 96, No. 12, 3083-3099 (2023). MSC: 91G15 93E20 60J74 PDFBibTeX XMLCite \textit{Y. Yuan} and \textit{H. Mi}, Int. J. Control 96, No. 12, 3083--3099 (2023; Zbl 07778968) Full Text: DOI
Zhang, Shan; Li, Mengnan; Guan, Xiaofei Multiscale modeling and analysis for some special additive noises driven stochastic partial differential equations. (English) Zbl 07776967 Numer. Methods Partial Differ. Equations 39, No. 2, 1376-1397 (2023). MSC: 65-XX 35-XX PDFBibTeX XMLCite \textit{S. Zhang} et al., Numer. Methods Partial Differ. Equations 39, No. 2, 1376--1397 (2023; Zbl 07776967) Full Text: DOI
Neamţu, Alexandra; Seitz, Tim Stochastic evolution equations with rough boundary noise. (English) Zbl 07776711 SN Partial Differ. Equ. Appl. 4, No. 6, Paper No. 49, 27 p. (2023). MSC: 60G22 60L20 60L50 37H05 37L55 PDFBibTeX XMLCite \textit{A. Neamţu} and \textit{T. Seitz}, SN Partial Differ. Equ. Appl. 4, No. 6, Paper No. 49, 27 p. (2023; Zbl 07776711) Full Text: DOI arXiv OA License
Baadi, Brahim; Marzougue, Mohamed Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle. (English) Zbl 1525.60069 Random Oper. Stoch. Equ. 31, No. 4, 351-370 (2023). MSC: 60H10 60G40 60G55 PDFBibTeX XMLCite \textit{B. Baadi} and \textit{M. Marzougue}, Random Oper. Stoch. Equ. 31, No. 4, 351--370 (2023; Zbl 1525.60069) Full Text: DOI arXiv
Yang, Minglei; Zhang, Guannan; Del-Castillo-Negrete, Diego; Cao, Yanzhao A probabilistic scheme for semilinear nonlocal diffusion equations with volume constraints. (English) Zbl 07770183 SIAM J. Numer. Anal. 61, No. 6, 2718-2743 (2023). MSC: 68Q25 65M75 60J60 65C30 PDFBibTeX XMLCite \textit{M. Yang} et al., SIAM J. Numer. Anal. 61, No. 6, 2718--2743 (2023; Zbl 07770183) Full Text: DOI arXiv
Xu, Jie; Lian, Qiqi A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations. (English) Zbl 07768816 J. Theor. Probab. 36, No. 4, 2590-2610 (2023). MSC: 60H10 70K65 70K70 PDFBibTeX XMLCite \textit{J. Xu} and \textit{Q. Lian}, J. Theor. Probab. 36, No. 4, 2590--2610 (2023; Zbl 07768816) Full Text: DOI
Pagès, Gilles; Rey, Clément Discretization of the ergodic functional central limit theorem. (English) Zbl 07768809 J. Theor. Probab. 36, No. 4, 2359-2402 (2023). MSC: 60G10 47A35 60F05 60J25 60J35 65C20 PDFBibTeX XMLCite \textit{G. Pagès} and \textit{C. Rey}, J. Theor. Probab. 36, No. 4, 2359--2402 (2023; Zbl 07768809) Full Text: DOI arXiv