Della Corte, Serena; Kraaij, Richard C. Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations. (English) Zbl 07812500 Stochastic Processes Appl. 170, Article ID 104301, 23 p. (2024). MSC: 60F10 49L25 60J60 PDFBibTeX XMLCite \textit{S. Della Corte} and \textit{R. C. Kraaij}, Stochastic Processes Appl. 170, Article ID 104301, 23 p. (2024; Zbl 07812500) Full Text: DOI arXiv
Braun, Mathias; Rigoni, Chiara Heat kernel bounds and Ricci curvature for Lipschitz manifolds. (English) Zbl 07812491 Stochastic Processes Appl. 170, Article ID 104292, 21 p. (2024). MSC: 53C23 58J35 46E36 47D08 51F30 PDFBibTeX XMLCite \textit{M. Braun} and \textit{C. Rigoni}, Stochastic Processes Appl. 170, Article ID 104292, 21 p. (2024; Zbl 07812491) 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
Lo, Chak Hei; Menshikov, Mikhail V.; Wade, Andrew R. Strong transience for one-dimensional Markov chains with asymptotically zero drifts. (English) Zbl 07812481 Stochastic Processes Appl. 170, Article ID 104260, 17 p. (2024). MSC: 60J10 60G50 60J80 PDFBibTeX XMLCite \textit{C. H. Lo} et al., Stochastic Processes Appl. 170, Article ID 104260, 17 p. (2024; Zbl 07812481) Full Text: DOI arXiv
Mohammadi, Neda; Santoro, Leonardo V.; Panaretos, Victor M. Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective. (English) Zbl 07785670 Stochastic Processes Appl. 167, Article ID 104239, 42 p. (2024). MSC: 62M05 62G08 PDFBibTeX XMLCite \textit{N. Mohammadi} et al., Stochastic Processes Appl. 167, Article ID 104239, 42 p. (2024; Zbl 07785670) Full Text: DOI arXiv
Cardoso, Pedro; Gonçalves, Patrícia; Jiménez-Oviedo, Byron Diffusive fluctuations of long-range symmetric exclusion with a slow barrier. (English) Zbl 07796471 Stochastic Processes Appl. 166, Article ID 104223, 47 p. (2023). MSC: 60K35 35R11 35S15 PDFBibTeX XMLCite \textit{P. Cardoso} et al., Stochastic Processes Appl. 166, Article ID 104223, 47 p. (2023; Zbl 07796471) Full Text: DOI arXiv
Betken, Carina; Hug, Daniel; Thäle, Christoph Intersections of Poisson \(k\)-flats in constant curvature spaces. (English) Zbl 1525.60059 Stochastic Processes Appl. 165, 96-129 (2023). MSC: 60G55 60D05 53C65 52A22 52A55 60F05 PDFBibTeX XMLCite \textit{C. Betken} et al., Stochastic Processes Appl. 165, 96--129 (2023; Zbl 1525.60059) Full Text: DOI arXiv
Wu, Mingyan; Hao, Zimo Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts. (English) Zbl 1524.60137 Stochastic Processes Appl. 164, 416-442 (2023). MSC: 60H10 60H30 60G52 PDFBibTeX XMLCite \textit{M. Wu} and \textit{Z. Hao}, Stochastic Processes Appl. 164, 416--442 (2023; Zbl 1524.60137) Full Text: DOI arXiv
Benoist, Tristan; Fatras, Jan-Luka; Pellegrini, Clément Limit theorems for quantum trajectories. (English) Zbl 07738474 Stochastic Processes Appl. 164, 288-310 (2023). MSC: 60J05 81P15 60F10 81S25 46L53 PDFBibTeX XMLCite \textit{T. Benoist} et al., Stochastic Processes Appl. 164, 288--310 (2023; Zbl 07738474) Full Text: DOI arXiv
Cai, Cheng; De Angelis, Tiziano A change of variable formula with applications to multi-dimensional optimal stopping problems. (English) Zbl 1525.60066 Stochastic Processes Appl. 164, 33-61 (2023). MSC: 60H05 60G44 60J60 60J65 60G40 35R35 PDFBibTeX XMLCite \textit{C. Cai} and \textit{T. De Angelis}, Stochastic Processes Appl. 164, 33--61 (2023; Zbl 1525.60066) Full Text: DOI arXiv
Hernández, Camilo On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications. (English) Zbl 1524.60126 Stochastic Processes Appl. 162, 249-298 (2023). MSC: 60H10 60H20 PDFBibTeX XMLCite \textit{C. Hernández}, Stochastic Processes Appl. 162, 249--298 (2023; Zbl 1524.60126) Full Text: DOI arXiv
Prömel, David J.; Scheffels, David Stochastic Volterra equations with Hölder diffusion coefficients. (English) Zbl 07697545 Stochastic Processes Appl. 161, 291-315 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H20 45D05 PDFBibTeX XMLCite \textit{D. J. Prömel} and \textit{D. Scheffels}, Stochastic Processes Appl. 161, 291--315 (2023; Zbl 07697545) Full Text: DOI arXiv
Prodhomme, Adrien Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales. (English) Zbl 1514.60087 Stochastic Processes Appl. 160, 218-264 (2023). MSC: 60J27 60G15 60F17 92D25 PDFBibTeX XMLCite \textit{A. Prodhomme}, Stochastic Processes Appl. 160, 218--264 (2023; Zbl 1514.60087) Full Text: DOI arXiv
Maurelli, Mario; Modin, Klas; Schmeding, Alexander Incompressible Euler equations with stochastic forcing: a geometric approach. (English) Zbl 1517.35168 Stochastic Processes Appl. 159, 101-148 (2023). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q31 76B03 76M60 60H15 58D15 58B25 35B65 35D35 35A01 35A02 35R01 35R60 PDFBibTeX XMLCite \textit{M. Maurelli} et al., Stochastic Processes Appl. 159, 101--148 (2023; Zbl 1517.35168) Full Text: DOI arXiv
Grothaus, Martin; Sauerbrey, Max Dirichlet form analysis of the Jacobi process. (English) Zbl 1508.60080 Stochastic Processes Appl. 157, 376-412 (2023). MSC: 60J46 46E35 92D25 33C05 PDFBibTeX XMLCite \textit{M. Grothaus} and \textit{M. Sauerbrey}, Stochastic Processes Appl. 157, 376--412 (2023; Zbl 1508.60080) Full Text: DOI arXiv
Chen, Yu-Ting The replicator equation in stochastic spatial evolutionary games. (English) Zbl 1509.60167 Stochastic Processes Appl. 157, 94-139 (2023). MSC: 60K35 91A22 91A40 PDFBibTeX XMLCite \textit{Y.-T. Chen}, Stochastic Processes Appl. 157, 94--139 (2023; Zbl 1509.60167) Full Text: DOI arXiv
Pennanen, Teemu; Perkkiö, Ari-Pekka Dual spaces of cadlag processes. (English) Zbl 1517.46053 Stochastic Processes Appl. 157, 69-93 (2023). MSC: 46N30 60G07 46B10 46E30 PDFBibTeX XMLCite \textit{T. Pennanen} and \textit{A.-P. Perkkiö}, Stochastic Processes Appl. 157, 69--93 (2023; Zbl 1517.46053) Full Text: DOI arXiv
Bielecki, Tomasz R.; Cheng, Ziteng; Gong, Ruoting Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility. (English) Zbl 1502.60063 Stochastic Processes Appl. 156, 246-290 (2023). MSC: 60G51 60J25 60J65 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Stochastic Processes Appl. 156, 246--290 (2023; Zbl 1502.60063) Full Text: DOI arXiv
Bayraktar, Erhan; Wu, Ruoyu Graphon particle system: uniform-in-time concentration bounds. (English) Zbl 1502.60143 Stochastic Processes Appl. 156, 196-225 (2023). MSC: 60K35 60J60 05C42 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{R. Wu}, Stochastic Processes Appl. 156, 196--225 (2023; Zbl 1502.60143) Full Text: DOI arXiv
Altmeyer, Randolf Central limit theorems for discretized occupation time functionals. (English) Zbl 1504.60031 Stochastic Processes Appl. 156, 101-125 (2023). MSC: 60F05 60G99 65D32 PDFBibTeX XMLCite \textit{R. Altmeyer}, Stochastic Processes Appl. 156, 101--125 (2023; Zbl 1504.60031) Full Text: DOI arXiv
Dysthe, Dexter; Lai, Chun-Kit Hausdorff and Fourier dimension of graph of continuous additive processes. (English) Zbl 1527.60035 Stochastic Processes Appl. 155, 355-392 (2023). MSC: 60G51 28A80 60A10 42A38 PDFBibTeX XMLCite \textit{D. Dysthe} and \textit{C.-K. Lai}, Stochastic Processes Appl. 155, 355--392 (2023; Zbl 1527.60035) Full Text: DOI arXiv
Kurt, Kevin; Frey, Rüdiger Markov-modulated affine processes. (English) Zbl 1498.60310 Stochastic Processes Appl. 153, 391-422 (2022). MSC: 60J25 60J35 91B70 PDFBibTeX XMLCite \textit{K. Kurt} and \textit{R. Frey}, Stochastic Processes Appl. 153, 391--422 (2022; Zbl 1498.60310) Full Text: DOI arXiv
Kouritzin, Michael A.; Paul, Sounak On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes. (English) Zbl 07577022 Stochastic Processes Appl. 152, 208-232 (2022). MSC: 62G32 62M10 60F15 PDFBibTeX XMLCite \textit{M. A. Kouritzin} and \textit{S. Paul}, Stochastic Processes Appl. 152, 208--232 (2022; Zbl 07577022) Full Text: DOI arXiv
Diaconis, Persi; Pal, Soumik Shuffling cards by spatial motion. (English) Zbl 1496.60088 Stochastic Processes Appl. 152, 149-176 (2022). MSC: 60J10 60J60 62G30 60J65 PDFBibTeX XMLCite \textit{P. Diaconis} and \textit{S. Pal}, Stochastic Processes Appl. 152, 149--176 (2022; Zbl 1496.60088) Full Text: DOI arXiv
Cox, Sonja; Karbach, Sven; Khedher, Asma Affine pure-jump processes on positive Hilbert-Schmidt operators. (English) Zbl 1493.60114 Stochastic Processes Appl. 151, 191-229 (2022). MSC: 60J25 60J76 PDFBibTeX XMLCite \textit{S. Cox} et al., Stochastic Processes Appl. 151, 191--229 (2022; Zbl 1493.60114) Full Text: DOI arXiv
Fan, Shilei; Liao, Lingmin; Qiu, Yanqi Stationary determinantal processes: \(\psi\)-mixing property and correlation dimensions. (English) Zbl 1492.60135 Stochastic Processes Appl. 151, 1-22 (2022). MSC: 60G55 32A36 PDFBibTeX XMLCite \textit{S. Fan} et al., Stochastic Processes Appl. 151, 1--22 (2022; Zbl 1492.60135) Full Text: DOI
Bayraktar, Erhan; Wu, Ruoyu Stationarity and uniform in time convergence for the graphon particle system. (English) Zbl 1494.60093 Stochastic Processes Appl. 150, 532-568 (2022). MSC: 60K35 60J60 05C80 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{R. Wu}, Stochastic Processes Appl. 150, 532--568 (2022; Zbl 1494.60093) Full Text: DOI arXiv
Kuan, Jeffrey Coxeter group actions on interacting particle systems. (English) Zbl 1494.60096 Stochastic Processes Appl. 150, 397-410 (2022). MSC: 60K35 82C22 PDFBibTeX XMLCite \textit{J. Kuan}, Stochastic Processes Appl. 150, 397--410 (2022; Zbl 1494.60096) Full Text: DOI arXiv
Becker, Simon; Hartmann, Carsten; Redmann, Martin; Richter, Lorenz Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces. (English) Zbl 1492.93030 Stochastic Processes Appl. 149, 107-141 (2022). MSC: 93B11 93B52 93E20 93C05 93C25 PDFBibTeX XMLCite \textit{S. Becker} et al., Stochastic Processes Appl. 149, 107--141 (2022; Zbl 1492.93030) Full Text: DOI arXiv
Wang, Ya; Wu, Fuke; Yin, George; Zhu, Chao Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality. (English) Zbl 1498.34223 Stochastic Processes Appl. 149, 1-38 (2022). MSC: 34K50 34K25 60J60 PDFBibTeX XMLCite \textit{Y. Wang} et al., Stochastic Processes Appl. 149, 1--38 (2022; Zbl 1498.34223) Full Text: DOI
Godland, Thomas; Kabluchko, Zakhar Positive hulls of random walks and bridges. (English) Zbl 1486.52008 Stochastic Processes Appl. 147, 327-362 (2022). Reviewer: Rolf Schneider (Freiburg im Breisgau) MSC: 52A22 60D05 11B73 51F15 52B05 52A55 PDFBibTeX XMLCite \textit{T. Godland} and \textit{Z. Kabluchko}, Stochastic Processes Appl. 147, 327--362 (2022; Zbl 1486.52008) Full Text: DOI arXiv
Yamazaki, Kazuo Remarks on the non-uniqueness in law of the Navier-Stokes equations up to the J.-L. Lions’ exponent. (English) Zbl 1490.35254 Stochastic Processes Appl. 147, 226-269 (2022). Reviewer: Piotr Biler (Wrocław) MSC: 35Q30 35R60 76D05 PDFBibTeX XMLCite \textit{K. Yamazaki}, Stochastic Processes Appl. 147, 226--269 (2022; Zbl 1490.35254) Full Text: DOI arXiv
Grothaus, Martin; Mertin, Maximilian Constantin Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds. (English) Zbl 1484.58019 Stochastic Processes Appl. 146, 22-59 (2022). MSC: 58J65 37A25 PDFBibTeX XMLCite \textit{M. Grothaus} and \textit{M. C. Mertin}, Stochastic Processes Appl. 146, 22--59 (2022; Zbl 1484.58019) Full Text: DOI arXiv
Ekström, Erik; Karatzas, Ioannis; Vaicenavicius, Juozas Bayesian sequential least-squares estimation for the drift of a Wiener process. (English) Zbl 1493.62489 Stochastic Processes Appl. 145, 335-352 (2022). MSC: 62L12 62L10 60G40 PDFBibTeX XMLCite \textit{E. Ekström} et al., Stochastic Processes Appl. 145, 335--352 (2022; Zbl 1493.62489) Full Text: DOI arXiv
Okada, Izumi; Yanagida, Eiji Probabilistic approach to the heat equation with a dynamic Hardy-type potential. (English) Zbl 1480.60193 Stochastic Processes Appl. 145, 204-225 (2022). MSC: 60H30 35K57 35K67 60J65 35K15 60J55 PDFBibTeX XMLCite \textit{I. Okada} and \textit{E. Yanagida}, Stochastic Processes Appl. 145, 204--225 (2022; Zbl 1480.60193) Full Text: DOI
Budhiraja, Amarjit; Dupuis, Paul; Nyquist, Pierre; Wu, Guo-Jhen Quasistationary distributions and ergodic control problems. (English) Zbl 1485.93624 Stochastic Processes Appl. 145, 143-164 (2022). MSC: 93E20 60J60 60H10 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Stochastic Processes Appl. 145, 143--164 (2022; Zbl 1485.93624) Full Text: DOI arXiv
Djehiche, Boualem; Gozzi, Fausto; Zanco, Giovanni; Zanella, Margherita Optimal portfolio choice with path dependent benchmarked labor income: a mean field model. (English) Zbl 1489.34117 Stochastic Processes Appl. 145, 48-85 (2022). MSC: 34K60 91G10 34K50 49L12 49L20 PDFBibTeX XMLCite \textit{B. Djehiche} et al., Stochastic Processes Appl. 145, 48--85 (2022; Zbl 1489.34117) Full Text: DOI arXiv
Lelièvre, Tony; Ramil, Mouad; Reygner, Julien Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence. (English) Zbl 1481.35294 Stochastic Processes Appl. 144, 173-201 (2022). MSC: 35P05 35R60 47B07 60H10 82C31 PDFBibTeX XMLCite \textit{T. Lelièvre} et al., Stochastic Processes Appl. 144, 173--201 (2022; Zbl 1481.35294) Full Text: DOI arXiv
Todorov, Viktor Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options. (English) Zbl 1494.60021 Stochastic Processes Appl. 142, 671-705 (2021). Reviewer: Nicola Cufaro Petroni (Bari) MSC: 60E10 60F05 60J60 60J74 91G70 91B26 PDFBibTeX XMLCite \textit{V. Todorov}, Stochastic Processes Appl. 142, 671--705 (2021; Zbl 1494.60021) Full Text: DOI
Galimberti, Luca; Karlsen, Kenneth H. Renormalization of stochastic continuity equations on Riemannian manifolds. (English) Zbl 1483.58009 Stochastic Processes Appl. 142, 195-244 (2021). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 58J65 60H15 35F10 58J45 35D30 PDFBibTeX XMLCite \textit{L. Galimberti} and \textit{K. H. Karlsen}, Stochastic Processes Appl. 142, 195--244 (2021; Zbl 1483.58009) Full Text: DOI arXiv
Nam, Kihun Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach. (English) Zbl 1480.60168 Stochastic Processes Appl. 141, 376-411 (2021). MSC: 60H10 60H07 93E20 PDFBibTeX XMLCite \textit{K. Nam}, Stochastic Processes Appl. 141, 376--411 (2021; Zbl 1480.60168) Full Text: DOI arXiv
Lanconelli, Alberto; Scorolli, Ramiro Wong-Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations. (English) Zbl 1480.60161 Stochastic Processes Appl. 141, 57-78 (2021). MSC: 60H10 60H30 60H05 PDFBibTeX XMLCite \textit{A. Lanconelli} and \textit{R. Scorolli}, Stochastic Processes Appl. 141, 57--78 (2021; Zbl 1480.60161) Full Text: DOI arXiv
Lacker, Daniel; Ramanan, Kavita; Wu, Ruoyu Locally interacting diffusions as Markov random fields on path space. (English) Zbl 1475.60105 Stochastic Processes Appl. 140, 81-114 (2021). MSC: 60H10 60G60 82C20 PDFBibTeX XMLCite \textit{D. Lacker} et al., Stochastic Processes Appl. 140, 81--114 (2021; Zbl 1475.60105) Full Text: DOI arXiv
Loboda, Dennis; Mies, Fabian; Steland, Ansgar Regularity of multifractional moving average processes with random Hurst exponent. (English) Zbl 1475.60075 Stochastic Processes Appl. 140, 21-48 (2021). MSC: 60G22 60G17 60G18 PDFBibTeX XMLCite \textit{D. Loboda} et al., Stochastic Processes Appl. 140, 21--48 (2021; Zbl 1475.60075) Full Text: DOI arXiv
Gulisashvili, Archil Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness. (English) Zbl 1475.60059 Stochastic Processes Appl. 139, 37-79 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60F10 60G15 60G22 91B24 91G20 PDFBibTeX XMLCite \textit{A. Gulisashvili}, Stochastic Processes Appl. 139, 37--79 (2021; Zbl 1475.60059) Full Text: DOI arXiv
Panigrahi, Snigdha; Roy, Parthanil; Xiao, Yimin Maximal moments and uniform modulus of continuity for stable random fields. (English) Zbl 1469.60166 Stochastic Processes Appl. 136, 92-124 (2021). MSC: 60G60 60G17 60G52 60G70 PDFBibTeX XMLCite \textit{S. Panigrahi} et al., Stochastic Processes Appl. 136, 92--124 (2021; Zbl 1469.60166) Full Text: DOI arXiv
Choi, Jae-Hwan; Han, Beom-Seok A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise. (English) Zbl 1471.60097 Stochastic Processes Appl. 135, 1-30 (2021). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60H40 PDFBibTeX XMLCite \textit{J.-H. Choi} and \textit{B.-S. Han}, Stochastic Processes Appl. 135, 1--30 (2021; Zbl 1471.60097) Full Text: DOI arXiv
Hobson, David The shape of the value function under Poisson optimal stopping. (English) Zbl 1466.60084 Stochastic Processes Appl. 133, 229-246 (2021). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60J60 60B05 PDFBibTeX XMLCite \textit{D. Hobson}, Stochastic Processes Appl. 133, 229--246 (2021; Zbl 1466.60084) Full Text: DOI arXiv
Qiao, Wanli Extremes of locally stationary Gaussian and chi fields on manifolds. (English) Zbl 1466.60106 Stochastic Processes Appl. 133, 166-192 (2021). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G15 60G60 PDFBibTeX XMLCite \textit{W. Qiao}, Stochastic Processes Appl. 133, 166--192 (2021; Zbl 1466.60106) Full Text: DOI arXiv
Li, Zhongyang; Lu, Fei; Maggioni, Mauro; Tang, Sui; Zhang, Cheng On the identifiability of interaction functions in systems of interacting particles. (English) Zbl 1468.60120 Stochastic Processes Appl. 132, 135-163 (2021). MSC: 60K35 62G05 62G08 82C22 PDFBibTeX XMLCite \textit{Z. Li} et al., Stochastic Processes Appl. 132, 135--163 (2021; Zbl 1468.60120) Full Text: DOI arXiv
Pham, Viet Son Lévy-driven causal CARMA random fields. (English) Zbl 1454.60067 Stochastic Processes Appl. 130, No. 12, 7547-7574 (2020). MSC: 60G60 60G51 62M10 PDFBibTeX XMLCite \textit{V. S. Pham}, Stochastic Processes Appl. 130, No. 12, 7547--7574 (2020; Zbl 1454.60067) Full Text: DOI arXiv
Amir, Gideon; Benjamini, Itai; Gurel-Gurevich, Ori; Kozma, Gady Random walk in changing environment. (English) Zbl 1454.60058 Stochastic Processes Appl. 130, No. 12, 7463-7482 (2020). MSC: 60G50 60K37 PDFBibTeX XMLCite \textit{G. Amir} et al., Stochastic Processes Appl. 130, No. 12, 7463--7482 (2020; Zbl 1454.60058) Full Text: DOI arXiv
Liu, Guomin Exit times for semimartingales under nonlinear expectation. (English) Zbl 1473.60070 Stochastic Processes Appl. 130, No. 12, 7338-7362 (2020). Reviewer: Dominique Lépingle (Orléans) MSC: 60G40 60G44 60G48 60H10 PDFBibTeX XMLCite \textit{G. Liu}, Stochastic Processes Appl. 130, No. 12, 7338--7362 (2020; Zbl 1473.60070) Full Text: DOI arXiv
Gess, Benjamin; Gnann, Manuel V. The stochastic thin-film equation: existence of nonnegative martingale solutions. (English) Zbl 1454.60092 Stochastic Processes Appl. 130, No. 12, 7260-7302 (2020). MSC: 60H15 PDFBibTeX XMLCite \textit{B. Gess} and \textit{M. V. Gnann}, Stochastic Processes Appl. 130, No. 12, 7260--7302 (2020; Zbl 1454.60092) Full Text: DOI arXiv
Jacobovic, Royi; Kella, Offer Minimizing a stochastic convex function subject to stochastic constraints and some applications. (English) Zbl 1460.90119 Stochastic Processes Appl. 130, No. 11, 7004-7018 (2020). MSC: 90C15 60G99 PDFBibTeX XMLCite \textit{R. Jacobovic} and \textit{O. Kella}, Stochastic Processes Appl. 130, No. 11, 7004--7018 (2020; Zbl 1460.90119) Full Text: DOI arXiv
Holbach, Simon Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input. (English) Zbl 1454.60122 Stochastic Processes Appl. 130, No. 11, 6965-7003 (2020). MSC: 60J60 60J25 PDFBibTeX XMLCite \textit{S. Holbach}, Stochastic Processes Appl. 130, No. 11, 6965--7003 (2020; Zbl 1454.60122) Full Text: DOI arXiv
Hamadène, Said; Mu, Rui Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games. (English) Zbl 1471.49026 Stochastic Processes Appl. 130, No. 11, 6901-6926 (2020). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 49N70 49N90 91A15 49K30 PDFBibTeX XMLCite \textit{S. Hamadène} and \textit{R. Mu}, Stochastic Processes Appl. 130, No. 11, 6901--6926 (2020; Zbl 1471.49026) Full Text: DOI arXiv
Chakraborty, Prakash; Chen, Xia; Gao, Bo; Tindel, Samy Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise. (English) Zbl 1454.60090 Stochastic Processes Appl. 130, No. 11, 6689-6732 (2020). MSC: 60H15 60G22 60L20 PDFBibTeX XMLCite \textit{P. Chakraborty} et al., Stochastic Processes Appl. 130, No. 11, 6689--6732 (2020; Zbl 1454.60090) Full Text: DOI arXiv
Aurzada, Frank; Buck, Micha; Kilian, Martin Penalizing fractional Brownian motion for being negative. (English) Zbl 1454.60051 Stochastic Processes Appl. 130, No. 11, 6625-6637 (2020). MSC: 60G22 60G10 PDFBibTeX XMLCite \textit{F. Aurzada} et al., Stochastic Processes Appl. 130, No. 11, 6625--6637 (2020; Zbl 1454.60051) Full Text: DOI arXiv
Woo, Min Hyeok; Choe, Geon Ho Pricing of American lookback spread options. (English) Zbl 1455.60066 Stochastic Processes Appl. 130, No. 10, 6300-6318 (2020). MSC: 60G40 60H30 91G20 PDFBibTeX XMLCite \textit{M. H. Woo} and \textit{G. H. Choe}, Stochastic Processes Appl. 130, No. 10, 6300--6318 (2020; Zbl 1455.60066) Full Text: DOI
Hariya, Yuu On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable. (English) Zbl 1455.60108 Stochastic Processes Appl. 130, No. 10, 5999-6037 (2020). MSC: 60J65 60J55 60E07 PDFBibTeX XMLCite \textit{Y. Hariya}, Stochastic Processes Appl. 130, No. 10, 5999--6037 (2020; Zbl 1455.60108) Full Text: DOI arXiv
Berger, David Lévy driven CARMA generalized processes and stochastic partial differential equations. (English) Zbl 1455.60070 Stochastic Processes Appl. 130, No. 10, 5865-5887 (2020). MSC: 60G60 60H15 60G51 62M10 PDFBibTeX XMLCite \textit{D. Berger}, Stochastic Processes Appl. 130, No. 10, 5865--5887 (2020; Zbl 1455.60070) Full Text: DOI arXiv
Veraguas, Julio Backhoff; Beiglböck, Mathias; Eder, Manu; Pichler, Alois Fundamental properties of process distances. (English) Zbl 1454.60048 Stochastic Processes Appl. 130, No. 9, 5575-5591 (2020). MSC: 60G05 60G99 90C15 PDFBibTeX XMLCite \textit{J. B. Veraguas} et al., Stochastic Processes Appl. 130, No. 9, 5575--5591 (2020; Zbl 1454.60048) Full Text: DOI arXiv
Taguchi, Dai; Tanaka, Akihiro Probability density function of SDEs with unbounded and path-dependent drift coefficient. (English) Zbl 07242827 Stochastic Processes Appl. 130, No. 9, 5243-5289 (2020). MSC: 65C30 62G07 35K08 60H35 PDFBibTeX XMLCite \textit{D. Taguchi} and \textit{A. Tanaka}, Stochastic Processes Appl. 130, No. 9, 5243--5289 (2020; Zbl 07242827) Full Text: DOI arXiv
Zhang, Fu; Du, Kai Krylov-Safonov estimates for a degenerate diffusion process. (English) Zbl 1451.60094 Stochastic Processes Appl. 130, No. 8, 5100-5123 (2020). MSC: 60J60 60K50 60H15 PDFBibTeX XMLCite \textit{F. Zhang} and \textit{K. Du}, Stochastic Processes Appl. 130, No. 8, 5100--5123 (2020; Zbl 1451.60094) Full Text: DOI arXiv
Feng, Chunrong; Wu, Panyu; Zhao, Huaizhong Ergodicity of invariant capacities. (English) Zbl 1448.37009 Stochastic Processes Appl. 130, No. 8, 5037-5059 (2020). MSC: 37A50 37A30 37A25 PDFBibTeX XMLCite \textit{C. Feng} et al., Stochastic Processes Appl. 130, No. 8, 5037--5059 (2020; Zbl 1448.37009) Full Text: DOI arXiv Link
Mukam, Jean Daniel; Tambue, Antoine Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise. (English) Zbl 07210266 Stochastic Processes Appl. 130, No. 8, 4968-5005 (2020). MSC: 65C30 60H15 60H35 PDFBibTeX XMLCite \textit{J. D. Mukam} and \textit{A. Tambue}, Stochastic Processes Appl. 130, No. 8, 4968--5005 (2020; Zbl 07210266) Full Text: DOI arXiv
Craddock, Mark; Grasselli, Martino Lie symmetry methods for local volatility models. (English) Zbl 1444.60063 Stochastic Processes Appl. 130, No. 6, 3802-3841 (2020). MSC: 60H15 91G20 35B06 35A30 PDFBibTeX XMLCite \textit{M. Craddock} and \textit{M. Grasselli}, Stochastic Processes Appl. 130, No. 6, 3802--3841 (2020; Zbl 1444.60063) Full Text: DOI Link
Geiss, Stefan; Ylinen, Juha Weighted bounded mean oscillation applied to backward stochastic differential equations. (English) Zbl 1444.60053 Stochastic Processes Appl. 130, No. 6, 3711-3752 (2020). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{S. Geiss} and \textit{J. Ylinen}, Stochastic Processes Appl. 130, No. 6, 3711--3752 (2020; Zbl 1444.60053) Full Text: DOI arXiv
van Delft, Anne; Eichler, Michael A note on Herglotz’s theorem for time series on function spaces. (English) Zbl 1462.60041 Stochastic Processes Appl. 130, No. 6, 3687-3710 (2020). MSC: 60G10 62M15 62R10 PDFBibTeX XMLCite \textit{A. van Delft} and \textit{M. Eichler}, Stochastic Processes Appl. 130, No. 6, 3687--3710 (2020; Zbl 1462.60041) Full Text: DOI arXiv
Gulisashvili, Archil Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions. (English) Zbl 1434.60089 Stochastic Processes Appl. 130, No. 6, 3648-3686 (2020). MSC: 60F10 60G15 91G20 60G18 60G22 41A60 PDFBibTeX XMLCite \textit{A. Gulisashvili}, Stochastic Processes Appl. 130, No. 6, 3648--3686 (2020; Zbl 1434.60089) Full Text: DOI arXiv
Detering, Nils; Fouque, Jean-Pierre; Ichiba, Tomoyuki Directed chain stochastic differential equations. (English) Zbl 1457.60088 Stochastic Processes Appl. 130, No. 4, 2519-2551 (2020). MSC: 60H10 60K35 PDFBibTeX XMLCite \textit{N. Detering} et al., Stochastic Processes Appl. 130, No. 4, 2519--2551 (2020; Zbl 1457.60088) Full Text: DOI arXiv
Protter, Philip; Qiu, Lisha; Martin, Jaime San Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients. (English) Zbl 07188050 Stochastic Processes Appl. 130, No. 4, 2296-2311 (2020). MSC: 65C30 60H15 PDFBibTeX XMLCite \textit{P. Protter} et al., Stochastic Processes Appl. 130, No. 4, 2296--2311 (2020; Zbl 07188050) Full Text: DOI arXiv
Le Guével, R.; Lévy Véhel, J. Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes. (English) Zbl 1472.60068 Stochastic Processes Appl. 130, No. 4, 2032-2057 (2020). Reviewer: Pavel Gapeev (London) MSC: 60G17 60G22 60G51 28A80 PDFBibTeX XMLCite \textit{R. Le Guével} and \textit{J. Lévy Véhel}, Stochastic Processes Appl. 130, No. 4, 2032--2057 (2020; Zbl 1472.60068) Full Text: DOI arXiv HAL
Cayé, Thomas; Herdegen, Martin; Muhle-Karbe, Johannes Scaling limits of processes with fast nonlinear mean reversion. (English) Zbl 1434.60112 Stochastic Processes Appl. 130, No. 4, 1994-2031 (2020). MSC: 60F25 60H10 PDFBibTeX XMLCite \textit{T. Cayé} et al., Stochastic Processes Appl. 130, No. 4, 1994--2031 (2020; Zbl 1434.60112) Full Text: DOI arXiv Link
Filipović, Damir; Larsson, Martin; Pulido, Sergio Markov cubature rules for polynomial processes. (English) Zbl 1457.60052 Stochastic Processes Appl. 130, No. 4, 1947-1971 (2020). MSC: 60G07 60H30 60J10 60J25 65C30 91G60 PDFBibTeX XMLCite \textit{D. Filipović} et al., Stochastic Processes Appl. 130, No. 4, 1947--1971 (2020; Zbl 1457.60052) Full Text: DOI arXiv
Criens, David Lyapunov criteria for the Feller-Dynkin property of martingale problems. (English) Zbl 1434.60192 Stochastic Processes Appl. 130, No. 5, 2693-2736 (2020). MSC: 60J25 60G44 60H10 PDFBibTeX XMLCite \textit{D. Criens}, Stochastic Processes Appl. 130, No. 5, 2693--2736 (2020; Zbl 1434.60192) Full Text: DOI arXiv
Denk, Robert; Kupper, Michael; Nendel, Max A semigroup approach to nonlinear Lévy processes. (English) Zbl 1457.60075 Stochastic Processes Appl. 130, No. 3, 1616-1642 (2020). MSC: 60G65 60G51 49L25 47H20 PDFBibTeX XMLCite \textit{R. Denk} et al., Stochastic Processes Appl. 130, No. 3, 1616--1642 (2020; Zbl 1457.60075) Full Text: DOI arXiv
Liu, Kai Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces. (English) Zbl 1447.60112 Stochastic Processes Appl. 130, No. 1, 366-393 (2020). MSC: 60H15 60G15 60H05 60J76 PDFBibTeX XMLCite \textit{K. Liu}, Stochastic Processes Appl. 130, No. 1, 366--393 (2020; Zbl 1447.60112) Full Text: DOI arXiv
Kamatani, Kengo Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions. (English) Zbl 1471.60113 Stochastic Processes Appl. 130, No. 1, 297-327 (2020). MSC: 60J22 60F17 60G52 65C05 PDFBibTeX XMLCite \textit{K. Kamatani}, Stochastic Processes Appl. 130, No. 1, 297--327 (2020; Zbl 1471.60113) Full Text: DOI
Czarna, Irmina; Pérez, José-Luis; Rolski, Tomasz; Yamazaki, Kazutoshi Fluctuation theory for level-dependent Lévy risk processes. (English) Zbl 1448.60103 Stochastic Processes Appl. 129, No. 12, 5406-5449 (2019). MSC: 60G51 60J99 91G40 60G40 PDFBibTeX XMLCite \textit{I. Czarna} et al., Stochastic Processes Appl. 129, No. 12, 5406--5449 (2019; Zbl 1448.60103) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. (English) Zbl 1427.60045 Stochastic Processes Appl. 129, No. 12, 5113-5150 (2019). MSC: 60F05 60G10 60G51 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stochastic Processes Appl. 129, No. 12, 5113--5150 (2019; Zbl 1427.60045) Full Text: DOI arXiv Link
Owada, Takashi Topological crackle of heavy-tailed moving average processes. (English) Zbl 1427.60098 Stochastic Processes Appl. 129, No. 12, 4965-4997 (2019). MSC: 60G70 60G55 55N35 60D05 PDFBibTeX XMLCite \textit{T. Owada}, Stochastic Processes Appl. 129, No. 12, 4965--4997 (2019; Zbl 1427.60098) Full Text: DOI
da Costa, Conrado; Freitas Paulo da Costa, Bernardo; Jara, Milton Reaction-diffusion models: from particle systems to SDE’s. (English) Zbl 1443.60032 Stochastic Processes Appl. 129, No. 11, 4411-4430 (2019). MSC: 60F17 60K35 60H10 60J65 82C22 PDFBibTeX XMLCite \textit{C. da Costa} et al., Stochastic Processes Appl. 129, No. 11, 4411--4430 (2019; Zbl 1443.60032) Full Text: DOI arXiv
Mendo, Luis An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series. (English) Zbl 07137642 Stochastic Processes Appl. 129, No. 11, 4366-4384 (2019). MSC: 65C50 PDFBibTeX XMLCite \textit{L. Mendo}, Stochastic Processes Appl. 129, No. 11, 4366--4384 (2019; Zbl 07137642) Full Text: DOI arXiv Link
Kraaij, Richard C.; Redig, Frank; Versendaal, Rik Classical large deviation theorems on complete Riemannian manifolds. (English) Zbl 1448.60065 Stochastic Processes Appl. 129, No. 11, 4294-4334 (2019). MSC: 60F10 58J65 60G50 60H15 PDFBibTeX XMLCite \textit{R. C. Kraaij} et al., Stochastic Processes Appl. 129, No. 11, 4294--4334 (2019; Zbl 1448.60065) Full Text: DOI arXiv
Murayama, Takuya Chordal Komatu-Loewner equation for a family of continuously growing hulls. (English) Zbl 1422.60141 Stochastic Processes Appl. 129, No. 8, 2968-2990 (2019). MSC: 60J67 30C20 60J70 60H10 PDFBibTeX XMLCite \textit{T. Murayama}, Stochastic Processes Appl. 129, No. 8, 2968--2990 (2019; Zbl 1422.60141) Full Text: DOI arXiv
Meerschaert, Mark M.; Toaldo, Bruno Relaxation patterns and semi-Markov dynamics. (English) Zbl 1422.60154 Stochastic Processes Appl. 129, No. 8, 2850-2879 (2019). MSC: 60K15 60J35 34L10 PDFBibTeX XMLCite \textit{M. M. Meerschaert} and \textit{B. Toaldo}, Stochastic Processes Appl. 129, No. 8, 2850--2879 (2019; Zbl 1422.60154) Full Text: DOI arXiv
Buckdahn, R.; Frankowska, H.; Quincampoix, M. Viability of an open set for stochastic control systems. (English) Zbl 1479.49033 Stochastic Processes Appl. 129, No. 10, 4108-4118 (2019). MSC: 49J55 49J53 60H10 93E03 PDFBibTeX XMLCite \textit{R. Buckdahn} et al., Stochastic Processes Appl. 129, No. 10, 4108--4118 (2019; Zbl 1479.49033) Full Text: DOI HAL
Forien, Raphaël Gene flow across geographical barriers – scaling limits of random walks with obstacles. (English) Zbl 1488.60119 Stochastic Processes Appl. 129, No. 10, 3748-3773 (2019). MSC: 60G50 60J70 92D10 PDFBibTeX XMLCite \textit{R. Forien}, Stochastic Processes Appl. 129, No. 10, 3748--3773 (2019; Zbl 1488.60119) Full Text: DOI arXiv
Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios The tamed unadjusted Langevin algorithm. (English) Zbl 07107458 Stochastic Processes Appl. 129, No. 10, 3638-3663 (2019). MSC: 65C05 60F05 62L10 PDFBibTeX XMLCite \textit{N. Brosse} et al., Stochastic Processes Appl. 129, No. 10, 3638--3663 (2019; Zbl 07107458) Full Text: DOI arXiv
Nassar, Elma; Pardoux, Etienne Small jumps asymptotic of the moving optimum Poissonian SDE. (English) Zbl 1426.60078 Stochastic Processes Appl. 129, No. 7, 2320-2340 (2019). MSC: 60H10 60F05 60F10 PDFBibTeX XMLCite \textit{E. Nassar} and \textit{E. Pardoux}, Stochastic Processes Appl. 129, No. 7, 2320--2340 (2019; Zbl 1426.60078) Full Text: DOI
Karatzas, Ioannis; Yan, Minghan Semimartingales on rays, Walsh diffusions, and related problems of control and stopping. (English) Zbl 1478.60165 Stochastic Processes Appl. 129, No. 6, 1921-1963 (2019). MSC: 60H05 60G17 60G40 60H30 60J60 93E20 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{M. Yan}, Stochastic Processes Appl. 129, No. 6, 1921--1963 (2019; Zbl 1478.60165) Full Text: DOI arXiv
Biagini, Francesca; Mancin, Jacopo; Brandis, Thilo Meyer Robust mean-variance hedging via \(G\)-expectation. (English) Zbl 1478.60191 Stochastic Processes Appl. 129, No. 4, 1287-1325 (2019). MSC: 60H30 60H10 91G10 PDFBibTeX XMLCite \textit{F. Biagini} et al., Stochastic Processes Appl. 129, No. 4, 1287--1325 (2019; Zbl 1478.60191) Full Text: DOI arXiv
Champagnat, Nicolas; Claisse, Julien On the link between infinite horizon control and quasi-stationary distributions. (English) Zbl 1408.93147 Stochastic Processes Appl. 129, No. 3, 771-798 (2019). MSC: 93E20 60J28 60J85 90C39 PDFBibTeX XMLCite \textit{N. Champagnat} and \textit{J. Claisse}, Stochastic Processes Appl. 129, No. 3, 771--798 (2019; Zbl 1408.93147) Full Text: DOI arXiv
Bandini, Elena; Cosso, Andrea; Fuhrman, Marco; Pham, Huyên Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem. (English) Zbl 1405.93229 Stochastic Processes Appl. 129, No. 2, 674-711 (2019). MSC: 93E20 60G35 60H30 93C20 90C39 49L25 49N10 PDFBibTeX XMLCite \textit{E. Bandini} et al., Stochastic Processes Appl. 129, No. 2, 674--711 (2019; Zbl 1405.93229) Full Text: DOI arXiv
Hwang, Hyung Ju; Kim, Jinoh The Vlasov-Poisson-Fokker-Planck equation in an interval with kinetic absorbing boundary conditions. (English) Zbl 1404.35355 Stochastic Processes Appl. 129, No. 1, 240-282 (2019). MSC: 35Q35 82D10 35B40 35B65 60H15 PDFBibTeX XMLCite \textit{H. J. Hwang} and \textit{J. Kim}, Stochastic Processes Appl. 129, No. 1, 240--282 (2019; Zbl 1404.35355) Full Text: DOI
Shao, Jinghai The existence of geodesics in Wasserstein spaces over path groups and loop groups. (English) Zbl 1403.60069 Stochastic Processes Appl. 129, No. 1, 153-173 (2019). MSC: 60J60 60B05 53C20 58J65 49Q20 PDFBibTeX XMLCite \textit{J. Shao}, Stochastic Processes Appl. 129, No. 1, 153--173 (2019; Zbl 1403.60069) Full Text: DOI arXiv
Xi, Fubao; Zhu, Chao On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators. (English) Zbl 1417.60069 Stochastic Processes Appl. 128, No. 12, 4277-4308 (2018). MSC: 60J25 60J27 60J60 60J75 PDFBibTeX XMLCite \textit{F. Xi} and \textit{C. Zhu}, Stochastic Processes Appl. 128, No. 12, 4277--4308 (2018; Zbl 1417.60069) Full Text: DOI arXiv
Nguyen, Tien Dung Tail estimates for exponential functionals and applications to SDEs. (English) Zbl 1417.60046 Stochastic Processes Appl. 128, No. 12, 4154-4170 (2018). MSC: 60H07 60H10 60E05 PDFBibTeX XMLCite \textit{T. D. Nguyen}, Stochastic Processes Appl. 128, No. 12, 4154--4170 (2018; Zbl 1417.60046) Full Text: DOI