Rolón Gutiérrez, Esteban J.; Nguyen, Son Luu; Yin, George Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games. (English) Zbl 1539.60088 Appl. Math. Optim. 89, No. 2, Paper No. 33, 47 p. (2024). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J25 60J27 60J60 93E20 PDFBibTeX XMLCite \textit{E. J. Rolón Gutiérrez} et al., Appl. Math. Optim. 89, No. 2, Paper No. 33, 47 p. (2024; Zbl 1539.60088) Full Text: DOI
Lê Vǎn Thành Almost sure summability of the maximal normed partial sums of \(m\)-dependent random elements in Banach spaces. (English) Zbl 1539.60032 Arch. Math. 122, No. 2, 203-212 (2024). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F15 60B11 60B12 PDFBibTeX XMLCite \textit{Lê Vǎn Thành}, Arch. Math. 122, No. 2, 203--212 (2024; Zbl 1539.60032) Full Text: DOI
Liu, Ruoyang; Tang, Shanjian The obstacle problem for stochastic porous media equations. (English) Zbl 1531.60041 Stochastic Processes Appl. 167, Article ID 104238, 42 p. (2024). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60H15 35R60 35K59 PDFBibTeX XMLCite \textit{R. Liu} and \textit{S. Tang}, Stochastic Processes Appl. 167, Article ID 104238, 42 p. (2024; Zbl 1531.60041) Full Text: DOI arXiv
Wang, Ya; Wu, Fuke; Yin, George Limit theorems of additive functionals for regime-switching diffusions with infinite delay. (English) Zbl 1531.60024 Stochastic Processes Appl. 167, Article ID 104215, 28 p. (2024). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60B12 60H20 PDFBibTeX XMLCite \textit{Y. Wang} et al., Stochastic Processes Appl. 167, Article ID 104215, 28 p. (2024; Zbl 1531.60024) Full Text: DOI
Vo, Tran Duy; Peigné, Marc A functional limit theorem for lattice oscillating random walks. (English) Zbl 1539.60034 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1433-1457 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F17 60J10 60J65 60G50 PDFBibTeX XMLCite \textit{T. D. Vo} and \textit{M. Peigné}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1433--1457 (2023; Zbl 1539.60034) Full Text: arXiv Link
Karatzas, Ioannis; Schachermayer, Walter A strong law of large numbers for positive random variables. (English) Zbl 1531.60029 Ill. J. Math. 67, No. 3, 517-528 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F15 60A10 60G42 60G46 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{W. Schachermayer}, Ill. J. Math. 67, No. 3, 517--528 (2023; Zbl 1531.60029) Full Text: DOI arXiv Link
Röckner, Michael; Xie, Longjie; Yang, Li Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations. (English) Zbl 1528.60068 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 869-907 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60H15 60F05 70K70 35R60 PDFBibTeX XMLCite \textit{M. Röckner} et al., Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 869--907 (2023; Zbl 1528.60068) Full Text: DOI arXiv
Bakirova, L. N.; Shurygina, M. A.; Shurygin, V. V. jun. Symmetries of the Black-Scholes-Merton equation for European options. (English) Zbl 1521.91355 Lobachevskii J. Math. 44, No. 4, 1256-1263 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G20 35B06 PDFBibTeX XMLCite \textit{L. N. Bakirova} et al., Lobachevskii J. Math. 44, No. 4, 1256--1263 (2023; Zbl 1521.91355) Full Text: DOI arXiv
Röckner, Michael; Xie, Longjie; Yang, Li Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients. (English) Zbl 1521.60031 J. Funct. Anal. 285, No. 9, Article ID 110103, 50 p. (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60H15 70K65 60F05 PDFBibTeX XMLCite \textit{M. Röckner} et al., J. Funct. Anal. 285, No. 9, Article ID 110103, 50 p. (2023; Zbl 1521.60031) Full Text: DOI arXiv
Tang, Hao On the stochastic Euler-Poincaré equations driven by pseudo-differential/multiplicative noise. (English) Zbl 1521.60032 J. Funct. Anal. 285, No. 9, Article ID 110075, 61 p. (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60H15 35Q35 35A01 35S10 PDFBibTeX XMLCite \textit{H. Tang}, J. Funct. Anal. 285, No. 9, Article ID 110075, 61 p. (2023; Zbl 1521.60032) Full Text: DOI arXiv OA License
Anh, Vu Thi Ngoc On the \(L^1\)-convergence for double arrays of blockwise \(M\)-pairwise negatively dependent random variables. (English) Zbl 1521.60017 Bull. Malays. Math. Sci. Soc. (2) 46, No. 5, Paper No. 172, 14 p. (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F25 PDFBibTeX XMLCite \textit{V. T. N. Anh}, Bull. Malays. Math. Sci. Soc. (2) 46, No. 5, Paper No. 172, 14 p. (2023; Zbl 1521.60017) Full Text: DOI
Liang, Xiaoqing; Young, Virginia R. Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift. (English) Zbl 1521.91318 J. Appl. Probab. 60, No. 3, 874-894 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{X. Liang} and \textit{V. R. Young}, J. Appl. Probab. 60, No. 3, 874--894 (2023; Zbl 1521.91318) Full Text: DOI
Feigenbaum, James; Raei, Sepideh Lifecycle consumption and welfare with nonexponential discounting in continuous time. (English) Zbl 1521.91173 J. Math. Econ. 107, Article ID 102869, 21 p. (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B42 PDFBibTeX XMLCite \textit{J. Feigenbaum} and \textit{S. Raei}, J. Math. Econ. 107, Article ID 102869, 21 p. (2023; Zbl 1521.91173) Full Text: DOI
Hamana, Yuji Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes. (English) Zbl 1519.60078 Opusc. Math. 43, No. 2, 145-172 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J60 33C15 44A10 PDFBibTeX XMLCite \textit{Y. Hamana}, Opusc. Math. 43, No. 2, 145--172 (2023; Zbl 1519.60078) Full Text: DOI
Račkauskas, Alfredas; Suquet, Charles Asymptotic normality in Banach spaces via Lindeberg method. (English) Zbl 1519.60004 J. Theor. Probab. 36, No. 1, 409-455 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60B10 60B12 60F05 PDFBibTeX XMLCite \textit{A. Račkauskas} and \textit{C. Suquet}, J. Theor. Probab. 36, No. 1, 409--455 (2023; Zbl 1519.60004) Full Text: DOI
Kovács, Mihály; Lang, Annika; Petersson, Andreas Hilbert-Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations. (English) Zbl 1533.60111 Stochastic Anal. Appl. 41, No. 3, 564-590 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60H15 60H35 47B10 35B65 46E22 PDFBibTeX XMLCite \textit{M. Kovács} et al., Stochastic Anal. Appl. 41, No. 3, 564--590 (2023; Zbl 1533.60111) Full Text: DOI arXiv OA License
Ye, Jiang; Wang, Yiwei; Raza, Muhammad Wajid Bounded strategies for maximizing the Sharpe ratio. (English) Zbl 1512.91129 Int. J. Theor. Appl. Finance 26, No. 1, Article ID 2350002, 15 p. (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G10 91G15 PDFBibTeX XMLCite \textit{J. Ye} et al., Int. J. Theor. Appl. Finance 26, No. 1, Article ID 2350002, 15 p. (2023; Zbl 1512.91129) Full Text: DOI
Monmarché, Pierre \(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions. (Hypocoercivité \(L^2\), inégalité de concentration, temps d’atteinte et fonctions de Lyapunov.) (English. French summary) Zbl 1511.60111 Ann. Math. Blaise Pascal 29, No. 2, 295-306 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J25 35F15 35H10 PDFBibTeX XMLCite \textit{P. Monmarché}, Ann. Math. Blaise Pascal 29, No. 2, 295--306 (2023; Zbl 1511.60111) Full Text: DOI arXiv OA License
Logachov, A. V.; Mogulskii, A. A. Moderate deviation principles for the trajectories of inhomogeneous random walks. (English. Russian original) Zbl 1514.60057 Sib. Math. J. 64, No. 1, 111-127 (2023); translation from Sib. Mat. Zh. 64, No. 1, 133-151 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G50 60F10 PDFBibTeX XMLCite \textit{A. V. Logachov} and \textit{A. A. Mogulskii}, Sib. Math. J. 64, No. 1, 111--127 (2023; Zbl 1514.60057); translation from Sib. Mat. Zh. 64, No. 1, 133--151 (2023) Full Text: DOI
Negrea, Romeo On a class of Ito stochastic differential equations. (English) Zbl 1509.45009 Rend. Circ. Mat. Palermo (2) 72, No. 1, 253-272 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 45R05 45L05 45G10 60H10 60H20 PDFBibTeX XMLCite \textit{R. Negrea}, Rend. Circ. Mat. Palermo (2) 72, No. 1, 253--272 (2023; Zbl 1509.45009) Full Text: DOI
Huveneers, François; Simenhaus, François Evolution of a passive particle in a one-dimensional diffusive environment. (English) Zbl 1509.60180 Electron. J. Probab. 28, Paper No. 10, 31 p. (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60K37 60F17 60K50 60G50 PDFBibTeX XMLCite \textit{F. Huveneers} and \textit{F. Simenhaus}, Electron. J. Probab. 28, Paper No. 10, 31 p. (2023; Zbl 1509.60180) Full Text: DOI arXiv Link
Ceccon, Riccardo; Livieri, Giulia; Marmi, Stefano The Yoccoz-Birkeland livestock population model coupled with random price dynamics. (English) Zbl 1512.37107 Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 106982, 20 p. (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 37N40 37H10 60H10 92D25 91B51 91B55 91B24 34K60 PDFBibTeX XMLCite \textit{R. Ceccon} et al., Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 106982, 20 p. (2023; Zbl 1512.37107) Full Text: DOI arXiv
Ban, Jung-Chao; Hong, Jyy-I; Wu, Yu-Liang Mathematical analysis of topological and random \(m\)-order spread models. (English) Zbl 1512.37057 J. Math. Biol. 86, No. 3, Paper No. 40, 43 p. (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 37H12 37H10 37B10 37E25 37E15 PDFBibTeX XMLCite \textit{J.-C. Ban} et al., J. Math. Biol. 86, No. 3, Paper No. 40, 43 p. (2023; Zbl 1512.37057) Full Text: DOI
Barkhagen, M.; García, S.; Gondzio, J.; Kalcsics, J.; Kroeske, J.; Sabanis, S.; Staal, A. Optimising portfolio diversification and dimensionality. (English) Zbl 1512.91115 J. Glob. Optim. 85, No. 1, 185-234 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G10 90C26 PDFBibTeX XMLCite \textit{M. Barkhagen} et al., J. Glob. Optim. 85, No. 1, 185--234 (2023; Zbl 1512.91115) Full Text: DOI arXiv OA License
He, Hongzeng; Dai, Shufen A prediction model for stock market based on the integration of independent component analysis and multi-LSTM. (English) Zbl 1514.91182 Electron. Res. Arch. 30, No. 10, 3855-3871 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G15 68T07 PDFBibTeX XMLCite \textit{H. He} and \textit{S. Dai}, Electron. Res. Arch. 30, No. 10, 3855--3871 (2022; Zbl 1514.91182) Full Text: DOI OA License
Eisner, Tanja; Radl, Agnes Embeddability of real and positive operators. (English) Zbl 1522.47040 Linear Multilinear Algebra 70, No. 19, 3747-3767 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 47B01 47B65 47B37 47D06 60J10 PDFBibTeX XMLCite \textit{T. Eisner} and \textit{A. Radl}, Linear Multilinear Algebra 70, No. 19, 3747--3767 (2022; Zbl 1522.47040) Full Text: DOI arXiv
Blumenthal, Alex; Yang, Yun Positive Lyapunov exponent for random perturbations of predominantly expanding multimodal circle maps. (English) Zbl 1514.37065 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 39, No. 2, 419-455 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 37H12 37H15 37E10 PDFBibTeX XMLCite \textit{A. Blumenthal} and \textit{Y. Yang}, Ann. Inst. Henri Poincaré, Anal. Non Linéaire 39, No. 2, 419--455 (2022; Zbl 1514.37065) Full Text: DOI arXiv
Guerra, Alice; Parisi, Francesco Injurers versus victims: (a)symmetric reactions to symmetric risks. (English) Zbl 1510.91064 B. E. J. Theor. Econ. 22, No. 2, 603-620 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B05 91A90 PDFBibTeX XMLCite \textit{A. Guerra} and \textit{F. Parisi}, B. E. J. Theor. Econ. 22, No. 2, 603--620 (2022; Zbl 1510.91064) Full Text: DOI OA License
Boxma, Onno; Perry, David; Stadje, Wolfgang Peer-to-peer lending: a growth-collapse model and its steady-state analysis. (English) Zbl 1507.91227 Math. Methods Oper. Res. 96, No. 2, 233-258 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G40 PDFBibTeX XMLCite \textit{O. Boxma} et al., Math. Methods Oper. Res. 96, No. 2, 233--258 (2022; Zbl 1507.91227) Full Text: DOI OA License
Mishura, Yuliya; Shklyar, Sergiy Gaussian Volterra processes with power-type kernels. I. (English) Zbl 1512.60024 Mod. Stoch., Theory Appl. 9, No. 3, 313-338 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G15 60G17 60G18 60G22 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{S. Shklyar}, Mod. Stoch., Theory Appl. 9, No. 3, 313--338 (2022; Zbl 1512.60024) Full Text: DOI
Miao, Yu; Du, Qian; Wang, Zhen Some limit theorems for the cell load in the generalized allocation scheme. (English) Zbl 1501.60021 Lith. Math. J. 62, No. 3, 372-390 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60F10 60F15 62G30 PDFBibTeX XMLCite \textit{Y. Miao} et al., Lith. Math. J. 62, No. 3, 372--390 (2022; Zbl 1501.60021) Full Text: DOI
Liu, Yujie; Niu, Minwen; Yao, Dacheng; Zhang, Hanqin Stationary distributions and ergodicity of reflection-type Markov chains. (English) Zbl 1496.60085 Stat. Probab. Lett. 189, Article ID 109597, 8 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J05 60J20 90B05 90B06 PDFBibTeX XMLCite \textit{Y. Liu} et al., Stat. Probab. Lett. 189, Article ID 109597, 8 p. (2022; Zbl 1496.60085) Full Text: DOI
Ma, Xiaocui; Yue, Haitao; Xi, Fubao The averaging method for doubly perturbed distribution dependent SDEs. (English) Zbl 1496.60072 Stat. Probab. Lett. 189, Article ID 109588, 9 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60H15 60G15 60H05 PDFBibTeX XMLCite \textit{X. Ma} et al., Stat. Probab. Lett. 189, Article ID 109588, 9 p. (2022; Zbl 1496.60072) Full Text: DOI
Bertoin, Jean Counting the zeros of an elephant random walk. (English) Zbl 1496.60086 Trans. Am. Math. Soc. 375, No. 8, 5539-5560 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J10 60J55 82C41 60G42 60G50 PDFBibTeX XMLCite \textit{J. Bertoin}, Trans. Am. Math. Soc. 375, No. 8, 5539--5560 (2022; Zbl 1496.60086) Full Text: DOI arXiv
Tao, Xuan; Day, Andrew; Ling, Lan; Drapeau, Samuel On detecting spoofing strategies in high-frequency trading. (English) Zbl 1503.91114 Quant. Finance 22, No. 8, 1405-1425 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G15 PDFBibTeX XMLCite \textit{X. Tao} et al., Quant. Finance 22, No. 8, 1405--1425 (2022; Zbl 1503.91114) Full Text: DOI arXiv
Buraczewski, Dariusz; Dyszewski, Piotr Precise large deviation estimates for branching process in random environment. (English) Zbl 1494.60029 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1669-1700 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F10 60J80 60F05 PDFBibTeX XMLCite \textit{D. Buraczewski} and \textit{P. Dyszewski}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1669--1700 (2022; Zbl 1494.60029) Full Text: DOI arXiv
Golomoziy, Vitaliy Exponential moments of simultaneous hitting time for non-atomic Markov chains. (English) Zbl 1494.60076 Glas. Mat., III. Ser. 57, No. 1, 129-147 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J05 60K05 PDFBibTeX XMLCite \textit{V. Golomoziy}, Glas. Mat., III. Ser. 57, No. 1, 129--147 (2022; Zbl 1494.60076) Full Text: DOI Link
Gao, Fuqing; Mu, Jianyong Moderate deviations for linear eigenvalue statistics of \(\beta\)-ensembles. (English) Zbl 1490.60061 Random Matrices Theory Appl. 11, No. 2, Article ID 2250017, 29 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F10 60K35 82B05 PDFBibTeX XMLCite \textit{F. Gao} and \textit{J. Mu}, Random Matrices Theory Appl. 11, No. 2, Article ID 2250017, 29 p. (2022; Zbl 1490.60061) Full Text: DOI
Ichiba, Tomoyuki; Karatzas, Ioannis Degenerate competing three-particle systems. (English) Zbl 1489.60058 Bernoulli 28, No. 3, 2067-2094 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G20 60H10 PDFBibTeX XMLCite \textit{T. Ichiba} and \textit{I. Karatzas}, Bernoulli 28, No. 3, 2067--2094 (2022; Zbl 1489.60058) Full Text: DOI arXiv Link
Barnes, Clayton Convergence of jump processes with stochastic intensity to Brownian motion with inert drift. (English) Zbl 1489.60136 Bernoulli 28, No. 2, 1491-1518 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J76 60J65 60G50 60H10 PDFBibTeX XMLCite \textit{C. Barnes}, Bernoulli 28, No. 2, 1491--1518 (2022; Zbl 1489.60136) Full Text: DOI arXiv Link
Chatterji, Niladri S.; Bartlett, Peter L.; Long, Philip M. Oracle lower bounds for stochastic gradient sampling algorithms. (English) Zbl 1489.60125 Bernoulli 28, No. 2, 1074-1092 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J10 65C05 62C10 PDFBibTeX XMLCite \textit{N. S. Chatterji} et al., Bernoulli 28, No. 2, 1074--1092 (2022; Zbl 1489.60125) Full Text: DOI arXiv Link
Csáki, Endre; Földes, Antónia On the local time of the half-plane half-comb walk. (English) Zbl 1487.60049 J. Theor. Probab. 35, No. 2, 1247-1261 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60G50 60F15 PDFBibTeX XMLCite \textit{E. Csáki} and \textit{A. Földes}, J. Theor. Probab. 35, No. 2, 1247--1261 (2022; Zbl 1487.60049) Full Text: DOI arXiv
Ta Cong Son; Le Van Dung Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation. (English) Zbl 1487.60057 J. Theor. Probab. 35, No. 2, 988-1012 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60G46 62J05 PDFBibTeX XMLCite \textit{Ta Cong Son} and \textit{Le Van Dung}, J. Theor. Probab. 35, No. 2, 988--1012 (2022; Zbl 1487.60057) Full Text: DOI
Denisov, Denis E.; Hinrichs, Günter; Sakhanenko, Alexander I.; Wachtel, Vitali I. Crossing an asymptotically square-root boundary by the Brownian motion. (English. Russian original) Zbl 1495.60076 Proc. Steklov Inst. Math. 316, 105-120 (2022); translation from Tr. Mat. Inst. Steklova 316, 113-128 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J65 60G40 PDFBibTeX XMLCite \textit{D. E. Denisov} et al., Proc. Steklov Inst. Math. 316, 105--120 (2022; Zbl 1495.60076); translation from Tr. Mat. Inst. Steklova 316, 113--128 (2022) Full Text: DOI
Wang, Hua-Ming; Yao, Huizi Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices. (English) Zbl 1486.60114 J. Appl. Probab. 59, No. 1, 224-255 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J80 60J10 15B48 PDFBibTeX XMLCite \textit{H.-M. Wang} and \textit{H. Yao}, J. Appl. Probab. 59, No. 1, 224--255 (2022; Zbl 1486.60114) Full Text: DOI arXiv
Kunwai, Khwanchai On Foster-Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes. (English) Zbl 1486.60101 J. Appl. Probab. 59, No. 1, 167-186 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J60 60J25 60J76 60G53 37A25 PDFBibTeX XMLCite \textit{K. Kunwai}, J. Appl. Probab. 59, No. 1, 167--186 (2022; Zbl 1486.60101) Full Text: DOI
Ganatsiou, Chrysoula V. On irreducible denumerable continuous parameter circuit chains: analysis of a generalized sample path case. (English) Zbl 1486.60091 Quaest. Math. 45, No. 1, 41-53 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J10 60J27 60K99 PDFBibTeX XMLCite \textit{C. V. Ganatsiou}, Quaest. Math. 45, No. 1, 41--53 (2022; Zbl 1486.60091) Full Text: DOI
Zhang, Feng Sufficient maximum principle for stochastic optimal control problems with general delays. (English) Zbl 1485.93644 J. Optim. Theory Appl. 192, No. 2, 678-701 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 93E20 34K35 60H30 PDFBibTeX XMLCite \textit{F. Zhang}, J. Optim. Theory Appl. 192, No. 2, 678--701 (2022; Zbl 1485.93644) Full Text: DOI
Bezuglyi, Sergey; Jorgensen, Palle E. T. Harmonic analysis on graphs via Bratteli diagrams and path-space measures. (English) Zbl 1493.37016 Diss. Math. 574, 1-74 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 37B10 37A46 37H10 42B37 47L50 60J45 28D05 PDFBibTeX XMLCite \textit{S. Bezuglyi} and \textit{P. E. T. Jorgensen}, Diss. Math. 574, 1--74 (2022; Zbl 1493.37016) Full Text: DOI arXiv
Wu, Yi; Wang, Xuejun General results on precise asymptotics under sub-linear expectations. (English) Zbl 1486.60058 J. Math. Anal. Appl. 511, No. 2, Article ID 126090, 18 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F15 60G50 60H99 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{X. Wang}, J. Math. Anal. Appl. 511, No. 2, Article ID 126090, 18 p. (2022; Zbl 1486.60058) Full Text: DOI
Sutthimat, Phiraphat; Rujivan, Sanae; Mekchay, Khamron; Rakwongwan, Udomsak Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process. (English) Zbl 1484.91490 Res. Math. Sci. 9, No. 1, Paper No. 10, 17 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G20 91G30 PDFBibTeX XMLCite \textit{P. Sutthimat} et al., Res. Math. Sci. 9, No. 1, Paper No. 10, 17 p. (2022; Zbl 1484.91490) Full Text: DOI
Conforti, Giovanni; Léonard, Christian Time reversal of Markov processes with jumps under a finite entropy condition. (English) Zbl 1484.60095 Stochastic Processes Appl. 144, 85-124 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J76 PDFBibTeX XMLCite \textit{G. Conforti} and \textit{C. Léonard}, Stochastic Processes Appl. 144, 85--124 (2022; Zbl 1484.60095) Full Text: DOI arXiv
Song, Jian; Yao, Jianfeng; Yuan, Wangjun Recent advances on eigenvalues of matrix-valued stochastic processes. (English) Zbl 1480.60056 J. Multivariate Anal. 188, Article ID 104847, 24 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60G22 15A18 62H10 60H15 PDFBibTeX XMLCite \textit{J. Song} et al., J. Multivariate Anal. 188, Article ID 104847, 24 p. (2022; Zbl 1480.60056) Full Text: DOI arXiv
Itkin, Andrey; Lipton, Alexander; Muravey, Dmitry Generalized integral transforms in mathematical finance. (English) Zbl 1492.91007 Singapore: World Scientific (ISBN 978-981-12-3173-5/hbk; 978-981-12-3175-9/ebook). xxxiii, 473 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91-02 91G20 91G40 44A05 44A10 44A20 45P05 45Q05 60G07 91G15 91G30 91G80 35B30 PDFBibTeX XMLCite \textit{A. Itkin} et al., Generalized integral transforms in mathematical finance. Singapore: World Scientific (2022; Zbl 1492.91007) Full Text: DOI
Fontana, Roberto; Luciano, Elisa; Semeraro, Patrizia Model risk in credit risk. (English) Zbl 1529.91070 Math. Finance 31, No. 1, 176-202 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G40 91G70 PDFBibTeX XMLCite \textit{R. Fontana} et al., Math. Finance 31, No. 1, 176--202 (2021; Zbl 1529.91070) Full Text: DOI arXiv
Li, Shuyan; Wu, Qunying Complete integration convergence for arrays of rowwise extended negatively dependent random variables under the sub-linear expectations. (English) Zbl 1490.60066 AIMS Math. 6, No. 11, 12166-12181 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F15 PDFBibTeX XMLCite \textit{S. Li} and \textit{Q. Wu}, AIMS Math. 6, No. 11, 12166--12181 (2021; Zbl 1490.60066) Full Text: DOI OA License
Tsai, Li-Cheng Large deviations of the KPZ equation via the stochastic Airy operator. (English) Zbl 1486.60054 Inahama, Yuzuru (ed.) et al., Stochastic analysis, random fields and integrable probability – Fukuoka 2019. Proceedings of the 12th Mathematical Society of Japan, Seasonal Institute (MSJ-SI), Kyushu University, Japan, 31 July – 9 August 2019. Tokyo: Mathematical Society of Japan. Adv. Stud. Pure Math. 87, 415-430 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F10 60H25 PDFBibTeX XMLCite \textit{L.-C. Tsai}, Adv. Stud. Pure Math. 87, 415--430 (2021; Zbl 1486.60054) Full Text: DOI arXiv
Ferrari, Patrik L.; Vető, Bálint Upper tail decay of KPZ models with Brownian initial conditions. (English) Zbl 1484.60032 Electron. Commun. Probab. 26, Paper No. 15, 14 p. (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F10 60K35 PDFBibTeX XMLCite \textit{P. L. Ferrari} and \textit{B. Vető}, Electron. Commun. Probab. 26, Paper No. 15, 14 p. (2021; Zbl 1484.60032) Full Text: DOI arXiv
Díaz, Josep; Mitsche, Dieter A survey of the modified Moran process and evolutionary graph theory. (English) Zbl 1487.60141 Comput. Sci. Rev. 39, Article ID 100347, 13 p. (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J28 60-02 PDFBibTeX XMLCite \textit{J. Díaz} and \textit{D. Mitsche}, Comput. Sci. Rev. 39, Article ID 100347, 13 p. (2021; Zbl 1487.60141) Full Text: DOI
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs. (English) Zbl 1476.91119 Scand. Actuar. J. 2021, No. 8, 645-670 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Scand. Actuar. J. 2021, No. 8, 645--670 (2021; Zbl 1476.91119) Full Text: DOI arXiv
Bardina, Xavier; Rovira, Carles Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet. (English) Zbl 1484.60042 Math. Commun. 26, No. 2, 131-150 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G15 60F05 60G51 PDFBibTeX XMLCite \textit{X. Bardina} and \textit{C. Rovira}, Math. Commun. 26, No. 2, 131--150 (2021; Zbl 1484.60042) Full Text: arXiv Link
Menaldi, Jose Luis; Robin, Maurice On ergodic control of switching processes. (English) Zbl 1491.60142 Commun. Inf. Syst. 21, No. 4, 591-621 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J60 49N25 60J27 93E20 PDFBibTeX XMLCite \textit{J. L. Menaldi} and \textit{M. Robin}, Commun. Inf. Syst. 21, No. 4, 591--621 (2021; Zbl 1491.60142) Full Text: DOI
Kubelka, V.; Maslowski, B. Filtering of stochastic delayed differential equations in Hilbert spaces. (English) Zbl 1491.60102 Commun. Inf. Syst. 21, No. 4, 537-559 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60H15 60G15 60G22 60G35 PDFBibTeX XMLCite \textit{V. Kubelka} and \textit{B. Maslowski}, Commun. Inf. Syst. 21, No. 4, 537--559 (2021; Zbl 1491.60102) Full Text: DOI
Shi, Yunfeng A multi-scale analysis proof of the power-law localization for random operators on \(\mathbb{Z}^d\). (English) Zbl 1506.47064 J. Differ. Equations 297, 201-225 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 47B80 47H40 PDFBibTeX XMLCite \textit{Y. Shi}, J. Differ. Equations 297, 201--225 (2021; Zbl 1506.47064) Full Text: DOI arXiv
Lee, Wha-Suck; Le Roux, Christiaan Convolution algebra for extended Feller convolution. (English) Zbl 1483.60071 Semigroup Forum 102, No. 1, 184-216 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G53 47D07 47C05 PDFBibTeX XMLCite \textit{W.-S. Lee} and \textit{C. Le Roux}, Semigroup Forum 102, No. 1, 184--216 (2021; Zbl 1483.60071) Full Text: DOI
Huang, Jing-Zhi; Shi, Zhan; Zhou, Hao Specification analysis of structural credit risk models. (English) Zbl 1507.91229 Rev. Finance 24, No. 1, 45-98 (2020). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G40 91G20 PDFBibTeX XMLCite \textit{J.-Z. Huang} et al., Rev. Finance 24, No. 1, 45--98 (2020; Zbl 1507.91229) Full Text: DOI Link
Nualart, David; Zheng, Guangqu Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. (English) Zbl 1484.60069 Electron. Commun. Probab. 25, Paper No. 80, 11 p. (2020). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60H15 60H07 37A25 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{G. Zheng}, Electron. Commun. Probab. 25, Paper No. 80, 11 p. (2020; Zbl 1484.60069) Full Text: DOI arXiv
Mukhamedov, Farrukh; Rafeiro, Humberto Weighted strong laws of large numbers on variable exponent vector-valued Lebesgue spaces. (English) Zbl 1539.47093 Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 31, No. 4, 791-814 (2020). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 47H25 28D05 37A05 60G10 47H60 PDFBibTeX XMLCite \textit{F. Mukhamedov} and \textit{H. Rafeiro}, Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 31, No. 4, 791--814 (2020; Zbl 1539.47093) Full Text: DOI
Hoyos, Milena Mixed first- and second-order cointegrated continuous time models with mixed stock and flow data. (English) Zbl 1478.62242 J. Time Ser. Anal. 41, No. 2, 249-267 (2020). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62M09 60H10 PDFBibTeX XMLCite \textit{M. Hoyos}, J. Time Ser. Anal. 41, No. 2, 249--267 (2020; Zbl 1478.62242) Full Text: DOI
Engsner, Hampus; Lindensjö, Kristoffer; Lindskog, Filip The value of a liability cash flow in discrete time subject to capital requirements. (English) Zbl 1429.91277 Finance Stoch. 24, No. 1, 125-167 (2020). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G05 91G50 91G10 60G40 PDFBibTeX XMLCite \textit{H. Engsner} et al., Finance Stoch. 24, No. 1, 125--167 (2020; Zbl 1429.91277) Full Text: DOI arXiv OA License
Chen, Peimin; Luo, Xiankang Stochastic optimal control on dividend policies with bankruptcy. (English) Zbl 1479.91435 Optimization 68, No. 12, 2313-2333 (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G50 91G05 93E20 PDFBibTeX XMLCite \textit{P. Chen} and \textit{X. Luo}, Optimization 68, No. 12, 2313--2333 (2019; Zbl 1479.91435) Full Text: DOI
Duarte, Pedro; Klein, Silvius; Santos, Manuel A random cocycle with non Hölder Lyapunov exponent. (English) Zbl 1420.37014 Discrete Contin. Dyn. Syst. 39, No. 8, 4841-4861 (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 37D25 34D08 37H15 82B44 81Q10 47B39 PDFBibTeX XMLCite \textit{P. Duarte} et al., Discrete Contin. Dyn. Syst. 39, No. 8, 4841--4861 (2019; Zbl 1420.37014) Full Text: DOI arXiv
Cleff, Thomas Applied statistics and multivariate data analysis for business and economics. A modern approach using SPSS, Stata, and Excel. (English) Zbl 1429.62002 Cham: Springer (ISBN 978-3-030-17766-9/hbk; 978-3-030-17767-6/ebook). xxiii, 474 p. (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62-01 62P20 62Hxx 62M10 PDFBibTeX XMLCite \textit{T. Cleff}, Applied statistics and multivariate data analysis for business and economics. A modern approach using SPSS, Stata, and Excel. Cham: Springer (2019; Zbl 1429.62002) Full Text: DOI
Budhiraja, Amarjit; Dupuis, Paul Analysis and approximation of rare events. Representations and weak convergence methods. (English) Zbl 1427.60003 Probability Theory and Stochastic Modelling 94. New York, NY: Springer (ISBN 978-1-4939-9577-6/hbk; 978-1-4939-9579-0/ebook). xix, 574 p. (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60-02 60F10 60B10 60J10 60G57 60J65 60J74 60J76 65C05 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Dupuis}, Analysis and approximation of rare events. Representations and weak convergence methods. New York, NY: Springer (2019; Zbl 1427.60003) Full Text: DOI
Kjos-Hanssen, Bjørn Few paths, fewer words: model selection with automatic structure functions. (English) Zbl 1419.68057 Exp. Math. 28, No. 1, 121-127 (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 68Q30 62B10 68Q45 PDFBibTeX XMLCite \textit{B. Kjos-Hanssen}, Exp. Math. 28, No. 1, 121--127 (2019; Zbl 1419.68057) Full Text: DOI arXiv
Kühn, Franziska Transition probabilities of Lévy-type processes: parametrix construction. (English) Zbl 1419.35079 Math. Nachr. 292, No. 2, 358-376 (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 35K08 35S05 60G51 35R60 60H10 60J25 60J35 60J75 PDFBibTeX XMLCite \textit{F. Kühn}, Math. Nachr. 292, No. 2, 358--376 (2019; Zbl 1419.35079) Full Text: DOI arXiv
Baraviera, Alexandre; Duarte, Pedro Approximating Lyapunov exponents and stationary measures. (English) Zbl 1425.37037 J. Dyn. Differ. Equations 31, No. 1, 25-48 (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 37H15 37D25 PDFBibTeX XMLCite \textit{A. Baraviera} and \textit{P. Duarte}, J. Dyn. Differ. Equations 31, No. 1, 25--48 (2019; Zbl 1425.37037) Full Text: DOI arXiv
Mikulevičius, R.; Phonsom, C. On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness. (English) Zbl 1419.35195 Potential Anal. 50, No. 3, 467-519 (2019). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 35R09 60J75 35B65 PDFBibTeX XMLCite \textit{R. Mikulevičius} and \textit{C. Phonsom}, Potential Anal. 50, No. 3, 467--519 (2019; Zbl 1419.35195) Full Text: DOI arXiv
Kondo, Yumi; Zidek, James V.; Taylor, Carolyn G.; van Eeden, Constance Bayesian subset selection methods for finding engineering design values: an application to lumber strength. (English) Zbl 1477.62032 Sankhyā, Ser. A 80, No. 1, Suppl., 146-172 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62C10 62P30 62G05 PDFBibTeX XMLCite \textit{Y. Kondo} et al., Sankhyā, Ser. A 80, No. 1, 146--172 (2018; Zbl 1477.62032) Full Text: DOI
Ghosh, Malay; Kubokawa, Tatsuya Hierarchical empirical Bayes estimation of two sample means under divergence loss. (English) Zbl 1425.62014 Sankhyā, Ser. A 80, No. 1, Suppl., 70-83 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62C20 62C12 62G07 PDFBibTeX XMLCite \textit{M. Ghosh} and \textit{T. Kubokawa}, Sankhyā, Ser. A 80, No. 1, 70--83 (2018; Zbl 1425.62014) Full Text: DOI
Rozovsky, Boris L.; Lototsky, Sergey V. Stochastic evolution systems. Linear theory and applications to non-linear filtering. 2nd edition. (English) Zbl 1434.60004 Probability Theory and Stochastic Modelling 89. Cham: Springer (ISBN 978-3-319-94892-8/hbk; 978-3-319-94893-5/ebook). xvi, 330 p. (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60-02 60H15 46N30 60H07 93E11 60G35 PDFBibTeX XMLCite \textit{B. L. Rozovsky} and \textit{S. V. Lototsky}, Stochastic evolution systems. Linear theory and applications to non-linear filtering. 2nd edition. Cham: Springer (2018; Zbl 1434.60004) Full Text: DOI
Girardin, Valérie; Limnios, Nikolaos Applied probability. From random sequences to stochastic processes. Translated from the French. (English) Zbl 1434.60002 Cham: Springer (ISBN 978-3-319-97411-8/hbk; 978-3-319-97412-5/ebook). xiii, 260 p. (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60-02 60J27 60G51 60G42 60G55 60J10 PDFBibTeX XMLCite \textit{V. Girardin} and \textit{N. Limnios}, Applied probability. From random sequences to stochastic processes. Translated from the French. Cham: Springer (2018; Zbl 1434.60002) Full Text: DOI
Dayar, Tuğrul Kronecker modeling and analysis of multidimensional Markovian systems. (English) Zbl 1434.60001 Springer Series in Operations Research and Financial Engineering. Cham: Springer (ISBN 978-3-319-97128-5/hbk; 978-3-319-97129-2/ebook). xx, 269 p. (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60-02 60J28 65C99 PDFBibTeX XMLCite \textit{T. Dayar}, Kronecker modeling and analysis of multidimensional Markovian systems. Cham: Springer (2018; Zbl 1434.60001) Full Text: DOI
Kulik, Alexei; Scheutzow, Michael Generalized couplings and convergence of transition probabilities. (English) Zbl 1392.60061 Probab. Theory Relat. Fields 171, No. 1-2, 333-376 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J05 60J25 37L40 PDFBibTeX XMLCite \textit{A. Kulik} and \textit{M. Scheutzow}, Probab. Theory Relat. Fields 171, No. 1--2, 333--376 (2018; Zbl 1392.60061) Full Text: DOI arXiv
Basdevant, A.-L.; Gerin, L.; Gouéré, J.-B.; Singh, A. From Hammersley’s lines to Hammersley’s trees. (English) Zbl 1392.60015 Probab. Theory Relat. Fields 171, No. 1-2, 1-51 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60C05 60K35 60G55 PDFBibTeX XMLCite \textit{A. L. Basdevant} et al., Probab. Theory Relat. Fields 171, No. 1--2, 1--51 (2018; Zbl 1392.60015) Full Text: DOI arXiv
Blumenthal, Alex; Xue, Jinxin; Young, Lai-Sang Lyapunov exponents and correlation decay for random perturbations of some prototypical 2D maps. (English) Zbl 1392.37044 Commun. Math. Phys. 359, No. 1, 347-373 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 37H15 37H10 37E30 37D45 PDFBibTeX XMLCite \textit{A. Blumenthal} et al., Commun. Math. Phys. 359, No. 1, 347--373 (2018; Zbl 1392.37044) Full Text: DOI
Shiraishi, Daisuke Growth exponent for loop-erased random walk in three dimensions. (English) Zbl 1387.60067 Ann. Probab. 46, No. 2, 687-774 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G17 60K35 60D05 PDFBibTeX XMLCite \textit{D. Shiraishi}, Ann. Probab. 46, No. 2, 687--774 (2018; Zbl 1387.60067) Full Text: DOI arXiv Euclid
Dębicki, K.; Kosiński, K. M. An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process. (English) Zbl 1387.60055 J. Theor. Probab. 31, No. 1, 579-597 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F15 60G70 60G22 PDFBibTeX XMLCite \textit{K. Dębicki} and \textit{K. M. Kosiński}, J. Theor. Probab. 31, No. 1, 579--597 (2018; Zbl 1387.60055) Full Text: DOI arXiv OA License
Burdzy, Krzysztof; Tadić, Tvrtko Random reflections in a high-dimensional tube. (English) Zbl 1391.60098 J. Theor. Probab. 31, No. 1, 466-493 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G50 60K05 37D50 37H99 PDFBibTeX XMLCite \textit{K. Burdzy} and \textit{T. Tadić}, J. Theor. Probab. 31, No. 1, 466--493 (2018; Zbl 1391.60098) Full Text: DOI arXiv
Dozzi, Marco; Kozachenko, Yuriy; Mishura, Yuliya; Ralchenko, Kostiantyn Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation. (English) Zbl 1395.60042 Stat. Inference Stoch. Process. 21, No. 1, 21-52 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G15 60G22 62F10 62F12 PDFBibTeX XMLCite \textit{M. Dozzi} et al., Stat. Inference Stoch. Process. 21, No. 1, 21--52 (2018; Zbl 1395.60042) Full Text: DOI arXiv HAL
Gao, Niushan; Leung, Denny; Munari, Cosimo; Xanthos, Foivos Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces. (English) Zbl 1401.91141 Finance Stoch. 22, No. 2, 395-415 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 91G80 60E05 46E30 46A20 PDFBibTeX XMLCite \textit{N. Gao} et al., Finance Stoch. 22, No. 2, 395--415 (2018; Zbl 1401.91141) Full Text: DOI arXiv
Wang, Yanxin; Fan, Qibin; Zhu, Li Variable selection and estimation using a continuous approximation to the \(L_0\) penalty. (English) Zbl 1385.62019 Ann. Inst. Stat. Math. 70, No. 1, 191-214 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62J05 62J07 PDFBibTeX XMLCite \textit{Y. Wang} et al., Ann. Inst. Stat. Math. 70, No. 1, 191--214 (2018; Zbl 1385.62019) Full Text: DOI
Bhuyan, Prajamitra; Mitra, Murari; Dewanji, Anup Identifiability issues in dynamic stress-strength modeling. (English) Zbl 1385.62029 Ann. Inst. Stat. Math. 70, No. 1, 63-81 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62N05 60K10 PDFBibTeX XMLCite \textit{P. Bhuyan} et al., Ann. Inst. Stat. Math. 70, No. 1, 63--81 (2018; Zbl 1385.62029) Full Text: DOI
Wędrychowicz, Stanisław; Wiśnicki, Andrzej On some results on the stability of Markov operators. (English) Zbl 1392.60065 Stud. Math. 241, No. 1, 41-55 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J25 37A30 47D07 60J05 60J35 PDFBibTeX XMLCite \textit{S. Wędrychowicz} and \textit{A. Wiśnicki}, Stud. Math. 241, No. 1, 41--55 (2018; Zbl 1392.60065) Full Text: DOI arXiv
Cvitanić, Jakša; Possamaï, Dylan; Touzi, Nizar Dynamic programming approach to principal-agent problems. (English) Zbl 1391.91116 Finance Stoch. 22, No. 1, 1-37 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B40 60H10 93E20 PDFBibTeX XMLCite \textit{J. Cvitanić} et al., Finance Stoch. 22, No. 1, 1--37 (2018; Zbl 1391.91116) Full Text: DOI arXiv
Yu, Bu-Lei; Chen, Yi-Jun Grey-fuzzy comprehensive evaluation of enterprise groups credit risk. (English) Zbl 1507.91231 J. Discrete Math. Sci. Cryptography 20, No. 6-7, 1525-1529 (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G40 91G50 PDFBibTeX XMLCite \textit{B.-L. Yu} and \textit{Y.-J. Chen}, J. Discrete Math. Sci. Cryptography 20, No. 6--7, 1525--1529 (2017; Zbl 1507.91231) Full Text: DOI
Kuo, Wen-Chi; Rogans, Michael J.; Watson, Bruce A. Mixing inequalities in Riesz spaces. (English) Zbl 1386.60128 J. Math. Anal. Appl. 456, No. 2, 992-1004 (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G07 60F25 28D05 PDFBibTeX XMLCite \textit{W.-C. Kuo} et al., J. Math. Anal. Appl. 456, No. 2, 992--1004 (2017; Zbl 1386.60128) Full Text: DOI arXiv
Campos, David; Ramírez, Alejandro F. Asymptotic expansion of the invariant measure for ballistic random walk in the low disorder regime. (English) Zbl 1385.60060 Ann. Probab. 45, No. 6B, 4675-4699 (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60K37 82C41 82D30 PDFBibTeX XMLCite \textit{D. Campos} and \textit{A. F. Ramírez}, Ann. Probab. 45, No. 6B, 4675--4699 (2017; Zbl 1385.60060) Full Text: DOI arXiv Euclid
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis of Sparre Andersen insurance risk processes. (English) Zbl 1391.91006 Springer Actuarial. Cham: Springer (ISBN 978-3-319-71361-8/hbk; 978-3-319-71362-5/ebook). viii, 225 p. (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91-02 91B30 60K10 60K05 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Surplus analysis of Sparre Andersen insurance risk processes. Cham: Springer (2017; Zbl 1391.91006) Full Text: DOI Link
Balabdaoui, Fadoua Revisiting the Hodges-Lehmann estimator in a location mixture model: is asymptotic normality good enough? (English) Zbl 1380.62230 Electron. J. Stat. 11, No. 2, 4563-4595 (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62H12 62E20 PDFBibTeX XMLCite \textit{F. Balabdaoui}, Electron. J. Stat. 11, No. 2, 4563--4595 (2017; Zbl 1380.62230) Full Text: DOI Euclid