Profeta, Christophe Persistence and exit times for some additive functionals of skew Bessel processes. (English) Zbl 07306267 J. Theor. Probab. 34, No. 1, 363-390 (2021). MSC: 60J60 60G40 60G18 PDF BibTeX XML Cite \textit{C. Profeta}, J. Theor. Probab. 34, No. 1, 363--390 (2021; Zbl 07306267) Full Text: DOI
Fournier, Nicolas; Tardif, Camille One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes. (English) Zbl 07303872 Commun. Math. Phys. 381, No. 1, 143-173 (2021). Reviewer: Mohamed Majdoub (Dammam) MSC: 35Q84 60G55 60J65 82C40 PDF BibTeX XML Cite \textit{N. Fournier} and \textit{C. Tardif}, Commun. Math. Phys. 381, No. 1, 143--173 (2021; Zbl 07303872) Full Text: DOI
Beliaev, Dmitry; Margarint, Vlad; Shekhar, Atul Continuity of zero-hitting times of Bessel processes and welding homeomorphisms of \(\operatorname{SLE}_k\). (English) Zbl 07298003 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 69-79 (2021). MSC: 30C55 60J65 60H10 PDF BibTeX XML Cite \textit{D. Beliaev} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 69--79 (2021; Zbl 07298003) Full Text: Link
Katori, Makoto; Shirai, Tomoyuki Scaling limit for determinantal point processes on spheres. (English) Zbl 07304017 RIMS Kôkyûroku Bessatsu B79, 123-138 (2020). MSC: 60G55 60B10 60B20 46E22 PDF BibTeX XML Cite \textit{M. Katori} and \textit{T. Shirai}, RIMS Kôkyûroku Bessatsu B79, 123--138 (2020; Zbl 07304017) Full Text: Link
Bessadok, Khadija; Fagnola, Franco; Hachicha, Skander Classical and quantum Markov processes associated with \(q\)-Bessel operators. (English) Zbl 1453.81045 Open Syst. Inf. Dyn. 27, No. 1, Article ID 2050005, 16 p. (2020). MSC: 81S25 47D07 34B30 60J35 PDF BibTeX XML Cite \textit{K. Bessadok} et al., Open Syst. Inf. Dyn. 27, No. 1, Article ID 2050005, 16 p. (2020; Zbl 1453.81045) Full Text: DOI
Fournier, Nicolas; Tardif, Camille Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations. (English) Zbl 07276928 Ann. Probab. 48, No. 5, 2359-2403 (2020). MSC: 60J60 35Q84 60F05 PDF BibTeX XML Cite \textit{N. Fournier} and \textit{C. Tardif}, Ann. Probab. 48, No. 5, 2359--2403 (2020; Zbl 07276928) Full Text: DOI Euclid
Jakubowski, Jacek; Wiśniewolski, Maciej Another look at the Hartman-Watson distributions. (English) Zbl 07258431 Potential Anal. 53, No. 4, 1269-1297 (2020). MSC: 60J65 60J60 60G17 91G80 PDF BibTeX XML Cite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Potential Anal. 53, No. 4, 1269--1297 (2020; Zbl 07258431) Full Text: DOI
Orsingher, E.; Garra, R.; Zeifman, A. I. Cyclic random motions with orthogonal directions. (English) Zbl 07249104 Markov Process. Relat. Fields 26, No. 3, 381-402 (2020). MSC: 60K99 PDF BibTeX XML Cite \textit{E. Orsingher} et al., Markov Process. Relat. Fields 26, No. 3, 381--402 (2020; Zbl 07249104) Full Text: Link
Lu, Tianshi; Ma, Chunsheng Isotropic covariance matrix functions on compact two-point homogeneous spaces. (English) Zbl 07229217 J. Theor. Probab. 33, No. 3, 1630-1656 (2020). MSC: 60G60 62M10 62M30 PDF BibTeX XML Cite \textit{T. Lu} and \textit{C. Ma}, J. Theor. Probab. 33, No. 3, 1630--1656 (2020; Zbl 07229217) Full Text: DOI
Kuznetsov, A. On free regular and Bondesson convolution semigroups. (English) Zbl 07229212 J. Theor. Probab. 33, No. 3, 1493-1505 (2020). MSC: 60G51 46L54 PDF BibTeX XML Cite \textit{A. Kuznetsov}, J. Theor. Probab. 33, No. 3, 1493--1505 (2020; Zbl 07229212) Full Text: DOI
Nunes, João Pedro Vidal; Dias, José Carlos; Ruas, João Pedro The early exercise boundary under the jump to default extended CEV model. (English) Zbl 1439.35510 Appl. Math. Optim. 82, No. 1, 151-181 (2020). MSC: 35R09 60G40 60J55 60J60 PDF BibTeX XML Cite \textit{J. P. V. Nunes} et al., Appl. Math. Optim. 82, No. 1, 151--181 (2020; Zbl 1439.35510) Full Text: DOI
Piterbarg, Vladimir I.; Rodionov, Igor V. High excursions of Bessel and related random processes. (English) Zbl 07210261 Stochastic Processes Appl. 130, No. 8, 4859-4872 (2020). MSC: 60G15 PDF BibTeX XML Cite \textit{V. I. Piterbarg} and \textit{I. V. Rodionov}, Stochastic Processes Appl. 130, No. 8, 4859--4872 (2020; Zbl 07210261) Full Text: DOI
Boscain, Ugo; Neel, Robert W. Extensions of Brownian motion to a family of Grushin-type singularities. (English) Zbl 1439.58020 Electron. Commun. Probab. 25, Paper No. 29, 12 p. (2020). MSC: 58J65 53C17 PDF BibTeX XML Cite \textit{U. Boscain} and \textit{R. W. Neel}, Electron. Commun. Probab. 25, Paper No. 29, 12 p. (2020; Zbl 1439.58020) Full Text: DOI Euclid
Lee, Jong Jun; Mueller, Carl; Neuman, Eyal Hitting probabilities of a Brownian flow with radial drift. (English) Zbl 07199857 Ann. Probab. 48, No. 2, 646-671 (2020). MSC: 60H10 37C10 60J45 60J60 PDF BibTeX XML Cite \textit{J. J. Lee} et al., Ann. Probab. 48, No. 2, 646--671 (2020; Zbl 07199857) Full Text: DOI Euclid
Martinucci, Barbara; Meoli, Alessandra Certain functionals of squared telegraph processes. (English) Zbl 1434.60257 Stoch. Dyn. 20, No. 1, Article ID 2050005, 31 p. (2020). MSC: 60K15 53C35 60G50 PDF BibTeX XML Cite \textit{B. Martinucci} and \textit{A. Meoli}, Stoch. Dyn. 20, No. 1, Article ID 2050005, 31 p. (2020; Zbl 1434.60257) Full Text: DOI
Koch, Torben Universal bounds and monotonicity properties of ratios of Hermite and parabolic cylinder functions. (English) Zbl 1437.33005 Proc. Am. Math. Soc. 148, No. 5, 2149-2155 (2020). Reviewer: C. L. Parihar (Indore) MSC: 33C10 26D07 44A10 60G40 60J60 PDF BibTeX XML Cite \textit{T. Koch}, Proc. Am. Math. Soc. 148, No. 5, 2149--2155 (2020; Zbl 1437.33005) Full Text: DOI
Bakry, Dominique; Gentil, Ivan; Scheffer, Grégory Sharp beckner-type inequalities for Cauchy and spherical distributions. (English) Zbl 07178831 Stud. Math. 251, No. 3, 219-245 (2020). MSC: 60G10 60-XX 58-XX PDF BibTeX XML Cite \textit{D. Bakry} et al., Stud. Math. 251, No. 3, 219--245 (2020; Zbl 07178831) Full Text: DOI
Chang, Shuhua; Jiang, Tiefeng; Qi, Yongcheng Eigenvalues of large chiral non-Hermitian random matrices. (English) Zbl 07177420 J. Math. Phys. 61, No. 1, 013508, 31 p. (2020). MSC: 15B52 15A18 60G55 60F05 33C10 41A60 PDF BibTeX XML Cite \textit{S. Chang} et al., J. Math. Phys. 61, No. 1, 013508, 31 p. (2020; Zbl 07177420) Full Text: DOI
Zhou, Yongcheng On curvature driven rotational diffusion of proteins on membrane surfaces. (English) Zbl 1441.35010 SIAM J. Appl. Math. 80, No. 1, 359-381 (2020). Reviewer: Eugene Postnikov (Kursk) MSC: 35A15 35K15 60J60 35Q84 35A01 35A02 33C10 PDF BibTeX XML Cite \textit{Y. Zhou}, SIAM J. Appl. Math. 80, No. 1, 359--381 (2020; Zbl 1441.35010) Full Text: DOI
Sera, Toru Functional limit theorem for occupation time processes of intermittent maps. (English) Zbl 1431.60036 Nonlinearity 33, No. 3, 1183-1217 (2020). MSC: 60F17 37A40 60J60 PDF BibTeX XML Cite \textit{T. Sera}, Nonlinearity 33, No. 3, 1183--1217 (2020; Zbl 1431.60036) Full Text: DOI
Wang, Wen Sheng; Su, Zhong Gen; Xiao, Yi Min On global and local properties of the trajectories of Gaussian random fields – a look through the set of limit points. (English) Zbl 1428.60048 Acta Math. Sin., Engl. Ser. 36, No. 2, 137-152 (2020). MSC: 60F10 60F15 60G15 60G17 PDF BibTeX XML Cite \textit{W. S. Wang} et al., Acta Math. Sin., Engl. Ser. 36, No. 2, 137--152 (2020; Zbl 1428.60048) Full Text: DOI
Lyu, Yangyang Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field. (English) Zbl 1439.60030 Stat. Probab. Lett. 158, Article ID 108662, 12 p. (2020). MSC: 60F10 60G15 60G57 PDF BibTeX XML Cite \textit{Y. Lyu}, Stat. Probab. Lett. 158, Article ID 108662, 12 p. (2020; Zbl 1439.60030) Full Text: DOI arXiv
Makasu, Cloud Remark on maximal inequalities for Bessel processes. (English) Zbl 1425.60069 J. Math. Anal. Appl. 482, No. 1, Article ID 123531, 5 p. (2020). MSC: 60J60 60J65 60G40 PDF BibTeX XML Cite \textit{C. Makasu}, J. Math. Anal. Appl. 482, No. 1, Article ID 123531, 5 p. (2020; Zbl 1425.60069) Full Text: DOI
Chen, Linan; Shu, Na A geometric treatment of log-correlated Gaussian free fields. (English) Zbl 1447.60077 Canzani, Yaiza (ed.) et al., Probabilistic methods in geometry, topology and spectral theory. CRM workshops on probabilistic methods in spectral geometry and PDE, August 22–26, 2016, and on probabilistic methods in topology, November 14–18, 2016, Centre de Recherches Mathématiques, Université de Montréal, Montréal, Quebec, Canada. Providence, RI: American Mathematical Society (AMS); Montreal: Centre de Recherches Mathématiques (CRM). Contemp. Math. 739, 1-15 (2019). MSC: 60G57 60G60 60G15 81T40 28A80 PDF BibTeX XML Cite \textit{L. Chen} and \textit{N. Shu}, Contemp. Math. 739, 1--15 (2019; Zbl 1447.60077) Full Text: DOI
Shen, Jing; Xu, Xiaochuan; Ren, Yaofeng Some improvements on the \(L_p \) inequalities for diffusion processes. (English) Zbl 07176005 J. Math. Inequal. 13, No. 4, 1057-1069 (2019). MSC: 60E15 60J60 PDF BibTeX XML Cite \textit{J. Shen} et al., J. Math. Inequal. 13, No. 4, 1057--1069 (2019; Zbl 07176005) Full Text: DOI
Houda, Mohamad; Lescot, Paul Some Bernstein processes similar to Cox-Ingersoll-Ross ones. (English) Zbl 1436.60076 Stoch. Dyn. 19, No. 6, Article ID 1950047, 9 p. (2019). MSC: 60J65 60J60 60G15 91G30 PDF BibTeX XML Cite \textit{M. Houda} and \textit{P. Lescot}, Stoch. Dyn. 19, No. 6, Article ID 1950047, 9 p. (2019; Zbl 1436.60076) Full Text: DOI
Piterbarg, V. I.; Rodionov, I. V. High excursions of Bessel process and other processes of Bessel type. (English. Russian original) Zbl 1427.60063 Dokl. Math. 100, No. 1, 346-348 (2019); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 487, No. 3, 238-241 (2019). MSC: 60G15 60G60 PDF BibTeX XML Cite \textit{V. I. Piterbarg} and \textit{I. V. Rodionov}, Dokl. Math. 100, No. 1, 346--348 (2019; Zbl 1427.60063); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 487, No. 3, 238--241 (2019) Full Text: DOI
Lu, Kevin W. Weak subordination of multivariate Lévy processes. (Abstract of thesis). (English) Zbl 1437.60028 Bull. Aust. Math. Soc. 100, No. 3, 518-519 (2019). MSC: 60G51 60E07 60E10 62F10 60J65 60J76 62P05 PDF BibTeX XML Cite \textit{K. W. Lu}, Bull. Aust. Math. Soc. 100, No. 3, 518--519 (2019; Zbl 1437.60028) Full Text: DOI
Makasu, Cloud Bounds for exponential moments of Bessel processes. (English) Zbl 1423.60067 Bull. Korean Math. Soc. 56, No. 5, 1211-1217 (2019). MSC: 60G40 34A40 60E15 PDF BibTeX XML Cite \textit{C. Makasu}, Bull. Korean Math. Soc. 56, No. 5, 1211--1217 (2019; Zbl 1423.60067) Full Text: DOI
Bogus, Kamil Asymptotic behaviour of the Bessel heat kernels. (English) Zbl 1428.35147 Math. Z. 293, No. 3-4, 1601-1621 (2019). Reviewer: Yulong Lu (Durham) MSC: 35K08 60J60 35B40 PDF BibTeX XML Cite \textit{K. Bogus}, Math. Z. 293, No. 3--4, 1601--1621 (2019; Zbl 1428.35147) Full Text: DOI arXiv
Geiss, Christel; Luoto, Antti; Salminen, Paavo On first exit times and their means for Brownian bridges. (English) Zbl 1436.60075 J. Appl. Probab. 56, No. 3, 701-722 (2019). MSC: 60J65 60J60 91G60 PDF BibTeX XML Cite \textit{C. Geiss} et al., J. Appl. Probab. 56, No. 3, 701--722 (2019; Zbl 1436.60075) Full Text: DOI
Miclo, Laurent; Patie, Pierre On a gateway between continuous and discrete Bessel and Laguerre processes. (Sur une passerelle entre LES versions discrètes et continues des processus de Bessel et de Laguerre.) (English) Zbl 07099975 Ann. Henri Lebesgue 2, 59-98 (2019). MSC: 53C28 53C26 32Q45 PDF BibTeX XML Cite \textit{L. Miclo} and \textit{P. Patie}, Ann. Henri Lebesgue 2, 59--98 (2019; Zbl 07099975) Full Text: DOI arXiv
Borodin, Andrei; Salminen, Paavo On the local time process of a skew Brownian motion. (English) Zbl 07089871 Trans. Am. Math. Soc. 372, No. 5, 3597-3618 (2019). MSC: 60J65 60J60 60J55 PDF BibTeX XML Cite \textit{A. Borodin} and \textit{P. Salminen}, Trans. Am. Math. Soc. 372, No. 5, 3597--3618 (2019; Zbl 07089871) Full Text: DOI arXiv
Kardaras, Constantinos; Ruf, Johannes Projections of scaled Bessel processs. (English) Zbl 07088984 Electron. Commun. Probab. 24, Paper No. 43, 11 p. (2019). MSC: 60G44 60G48 60H10 60J55 60J60 PDF BibTeX XML Cite \textit{C. Kardaras} and \textit{J. Ruf}, Electron. Commun. Probab. 24, Paper No. 43, 11 p. (2019; Zbl 07088984) Full Text: DOI Euclid
Comets, Francis; Giacomin, Giambattista; Greenblatt, Rafael L. Continuum limit of random matrix products in statistical mechanics of disordered systems. (English) Zbl 1428.82028 Commun. Math. Phys. 369, No. 1, 171-219 (2019). MSC: 82B44 82B20 60B20 15B52 33C10 60K35 PDF BibTeX XML Cite \textit{F. Comets} et al., Commun. Math. Phys. 369, No. 1, 171--219 (2019; Zbl 1428.82028) Full Text: DOI
Flore, Federico; Nappo, Giovanna A Feynman-Kac type formula for a fixed delay CIR model. (English) Zbl 1416.91384 Stochastic Anal. Appl. 37, No. 4, 550-573 (2019). MSC: 91G30 60H10 34K50 PDF BibTeX XML Cite \textit{F. Flore} and \textit{G. Nappo}, Stochastic Anal. Appl. 37, No. 4, 550--573 (2019; Zbl 1416.91384) Full Text: DOI arXiv
Graczyk, Piotr; Małecki, Jacek On squared Bessel particle systems. (English) Zbl 07049392 Bernoulli 25, No. 2, 828-847 (2019). MSC: 60H10 60K35 60J60 PDF BibTeX XML Cite \textit{P. Graczyk} and \textit{J. Małecki}, Bernoulli 25, No. 2, 828--847 (2019; Zbl 07049392) Full Text: DOI Euclid
Salminen, Paavo; Vostrikova, Lioudmila On moments of integral exponential functionals of additive processes. (English) Zbl 1407.60115 Stat. Probab. Lett. 146, 139-146 (2019). MSC: 60J75 60J60 60E10 PDF BibTeX XML Cite \textit{P. Salminen} and \textit{L. Vostrikova}, Stat. Probab. Lett. 146, 139--146 (2019; Zbl 1407.60115) Full Text: DOI
Alili, Larbi; Aylwin, Andrew On the semi-group of a scaled skew Bessel process. (English) Zbl 1407.60104 Stat. Probab. Lett. 145, 96-102 (2019). MSC: 60J25 60J60 60J45 60J99 PDF BibTeX XML Cite \textit{L. Alili} and \textit{A. Aylwin}, Stat. Probab. Lett. 145, 96--102 (2019; Zbl 1407.60104) Full Text: DOI
Byczkowski, Tomasz; Jakubowski, Jacek; Wiśniewolski, Maciej On functionals of excursions for Bessel processes with negative index. (English) Zbl 1422.60126 Stud. Math. 246, No. 3, 217-231 (2019). MSC: 60J25 60J35 60J45 PDF BibTeX XML Cite \textit{T. Byczkowski} et al., Stud. Math. 246, No. 3, 217--231 (2019; Zbl 1422.60126) Full Text: DOI
Zhang, Liyuan; Khare, Kshitij; Xing, Zeren Trace class Markov chains for the normal-gamma Bayesian shrinkage model. (English) Zbl 1407.60098 Electron. J. Stat. 13, No. 1, 166-207 (2019). MSC: 60J05 60J20 33C10 PDF BibTeX XML Cite \textit{L. Zhang} et al., Electron. J. Stat. 13, No. 1, 166--207 (2019; Zbl 1407.60098) Full Text: DOI Euclid
Altman, Henri Elad Bismut-Elworthy-Li formulae for Bessel processes. (English) Zbl 07262366 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLIX. Cham: Springer (ISBN 978-3-319-92419-9/pbk; 978-3-319-92420-5/ebook). Lecture Notes in Mathematics 2215. Séminaire de Probabilités, 183-220 (2018). MSC: 60J60 PDF BibTeX XML Cite \textit{H. E. Altman}, Lect. Notes Math. 2215, 183--220 (2018; Zbl 07262366) Full Text: DOI
Jedidi, Wissem; Vakeroudis, Stavros Windings of planar processes, exponential functionals and Asian options. (English) Zbl 1444.60038 Adv. Appl. Probab. 50, No. 3, 726-742 (2018). MSC: 60G51 60E07 60J65 60F05 60G40 91G80 PDF BibTeX XML Cite \textit{W. Jedidi} and \textit{S. Vakeroudis}, Adv. Appl. Probab. 50, No. 3, 726--742 (2018; Zbl 1444.60038) Full Text: DOI
Wang, Jixia; Wang, Tianxiu The timer option pricing with paying dividends under the time-varying interest rates for Heston stochastic volatility model. (Chinese. English summary) Zbl 1438.91160 Math. Appl. 31, No. 4, 919-926 (2018). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{J. Wang} and \textit{T. Wang}, Math. Appl. 31, No. 4, 919--926 (2018; Zbl 1438.91160)
Sadri, Vahid; Ahmadi, Reza Some results on frames and g-frames. (English) Zbl 1424.42065 Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 80, No. 4, 99-108 (2018). MSC: 42C15 40A99 PDF BibTeX XML Cite \textit{V. Sadri} and \textit{R. Ahmadi}, Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 80, No. 4, 99--108 (2018; Zbl 1424.42065)
Hamana, Yuji; Matsumoto, Hiroyuki Precise asymptotic formulae for the first hitting times of Bessel processes. (English) Zbl 1419.60037 Tokyo J. Math. 41, No. 2, 603-615 (2018). MSC: 60G40 60J60 PDF BibTeX XML Cite \textit{Y. Hamana} and \textit{H. Matsumoto}, Tokyo J. Math. 41, No. 2, 603--615 (2018; Zbl 1419.60037) Full Text: DOI
Huang, Ruojun; Kious, Daniel; Sidoravicius, Vladas; Tarrès, Pierre Explicit formula for the density of local times of Markov jump processes. (English) Zbl 1406.60113 Electron. Commun. Probab. 23, Paper No. 90, 7 p. (2018). MSC: 60J55 60J75 PDF BibTeX XML Cite \textit{R. Huang} et al., Electron. Commun. Probab. 23, Paper No. 90, 7 p. (2018; Zbl 1406.60113) Full Text: DOI Euclid arXiv
Delvaux, Steven The tacnode kernel: equality of Riemann-Hilbert and Airy resolvent formulas. (English) Zbl 1407.82036 Int. Math. Res. Not. 2018, No. 1, 160-201 (2018). MSC: 82C27 35Q15 60B20 60G55 60J65 41A35 34M55 33C10 PDF BibTeX XML Cite \textit{S. Delvaux}, Int. Math. Res. Not. 2018, No. 1, 160--201 (2018; Zbl 1407.82036) Full Text: DOI arXiv
Baccelli, François; O’Reilly, Eliza Reach of repulsion for determinantal point processes in high dimensions. (English) Zbl 1402.60058 J. Appl. Probab. 55, No. 3, 760-788 (2018). MSC: 60G55 60D05 60F10 PDF BibTeX XML Cite \textit{F. Baccelli} and \textit{E. O'Reilly}, J. Appl. Probab. 55, No. 3, 760--788 (2018; Zbl 1402.60058) Full Text: DOI arXiv
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias Uniform control of local times of spectrally positive stable processes. (English) Zbl 1402.60056 Ann. Appl. Probab. 28, No. 4, 2592-2634 (2018). MSC: 60G52 60G51 60J55 60J80 PDF BibTeX XML Cite \textit{N. Forman} et al., Ann. Appl. Probab. 28, No. 4, 2592--2634 (2018; Zbl 1402.60056) Full Text: DOI Euclid arXiv
Çetin, Umut Path transformations for local times of one-dimensional diffusions. (English) Zbl 1409.60119 Stochastic Processes Appl. 128, No. 10, 3439-3465 (2018). MSC: 60J55 60J60 60J65 PDF BibTeX XML Cite \textit{U. Çetin}, Stochastic Processes Appl. 128, No. 10, 3439--3465 (2018; Zbl 1409.60119) Full Text: DOI arXiv
Pitman, Jim; Winkel, Matthias Squared Bessel processes of positive and negative dimension embedded in Brownian local times. (English) Zbl 1414.60068 Electron. Commun. Probab. 23, Paper No. 74, 13 p. (2018). MSC: 60J55 60J80 60J65 PDF BibTeX XML Cite \textit{J. Pitman} and \textit{M. Winkel}, Electron. Commun. Probab. 23, Paper No. 74, 13 p. (2018; Zbl 1414.60068) Full Text: DOI Euclid arXiv
Georgiou, Nicholas; Mijatović, Aleksandar; Wade, Andrew R. A radial invariance principle for non-homogeneous random walks. (English) Zbl 1401.60133 Electron. Commun. Probab. 23, Paper No. 56, 11 p. (2018). MSC: 60J05 60F17 60J60 PDF BibTeX XML Cite \textit{N. Georgiou} et al., Electron. Commun. Probab. 23, Paper No. 56, 11 p. (2018; Zbl 1401.60133) Full Text: DOI Euclid arXiv
Jakubowski, Jacek; Wiśniewolski, Maciej Invariance formulas for stopping times of squared Bessel process. (English) Zbl 1401.60143 Stochastic Anal. Appl. 36, No. 4, 671-699 (2018). MSC: 60J25 60H30 60G40 PDF BibTeX XML Cite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Stochastic Anal. Appl. 36, No. 4, 671--699 (2018; Zbl 1401.60143) Full Text: DOI
Mayster, Penka Consecutive subordination of Poisson processes and gamma processes. (English) Zbl 1413.60081 C. R. Acad. Bulg. Sci. 71, No. 6, 735-742 (2018). Reviewer: Angela Slavova (Sofia) MSC: 60J80 60K05 PDF BibTeX XML Cite \textit{P. Mayster}, C. R. Acad. Bulg. Sci. 71, No. 6, 735--742 (2018; Zbl 1413.60081) Full Text: DOI
Alili, Larbi; Matsumoto, Hiroyuki Further studies on square-root boundaries for Bessel processes. (English) Zbl 1397.60079 Electron. Commun. Probab. 23, Paper No. 39, 9 p. (2018). MSC: 60G40 60J65 60G18 60J60 PDF BibTeX XML Cite \textit{L. Alili} and \textit{H. Matsumoto}, Electron. Commun. Probab. 23, Paper No. 39, 9 p. (2018; Zbl 1397.60079) Full Text: DOI Euclid arXiv
Buchak, Khrystyna; Sakhno, Lyudmyla Properties of Poisson processes directed by compound Poisson-gamma subordinators. (English) Zbl 1391.60097 Mod. Stoch., Theory Appl. 5, No. 2, 167-189 (2018). MSC: 60G50 60G51 60G55 PDF BibTeX XML Cite \textit{K. Buchak} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 5, No. 2, 167--189 (2018; Zbl 1391.60097) Full Text: DOI arXiv
Fatalov, Vadim R. Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for \(L^p\)-functionals. (English. Russian original) Zbl 1404.60045 Izv. Math. 82, No. 2, 377-406 (2018); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 82, No. 2, 140-171 (2018). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F25 60J25 PDF BibTeX XML Cite \textit{V. R. Fatalov}, Izv. Math. 82, No. 2, 377--406 (2018; Zbl 1404.60045); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 82, No. 2, 140--171 (2018) Full Text: DOI
Ferrante, Pierpaolo Detailing losses in the \(\mathrm{M}/\mathrm{M}/1/1\) transient loss system. (English) Zbl 1391.60222 Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 373-385 (2018). MSC: 60K25 60J27 PDF BibTeX XML Cite \textit{P. Ferrante}, Acta Math. Appl. Sin., Engl. Ser. 34, No. 2, 373--385 (2018; Zbl 1391.60222) Full Text: DOI
Siorpaes, Pietro Applications of pathwise Burkholder-Davis-Gundy inequalities. (English) Zbl 1407.60059 Bernoulli 24, No. 4B, 3222-3245 (2018). MSC: 60G44 60E15 60G40 60J60 PDF BibTeX XML Cite \textit{P. Siorpaes}, Bernoulli 24, No. 4B, 3222--3245 (2018; Zbl 1407.60059) Full Text: DOI Euclid arXiv
Maayan, Yohaï; Mayer-Wolf, Eddy Covariance of stochastic integrals with respect to fractional Brownian motion. (English) Zbl 1390.60145 Stochastic Processes Appl. 128, No. 5, 1635-1651 (2018). MSC: 60G22 60G15 60G18 60H05 60H07 PDF BibTeX XML Cite \textit{Y. Maayan} and \textit{E. Mayer-Wolf}, Stochastic Processes Appl. 128, No. 5, 1635--1651 (2018; Zbl 1390.60145) Full Text: DOI
Bufetov, Alexander I. Quasi-symmetries of determinantal point processes. (English) Zbl 1430.60045 Ann. Probab. 46, No. 2, 956-1003 (2018). MSC: 60G55 60B10 60B15 33C10 PDF BibTeX XML Cite \textit{A. I. Bufetov}, Ann. Probab. 46, No. 2, 956--1003 (2018; Zbl 1430.60045) Full Text: DOI Euclid arXiv
Johnson, Peter; Peskir, Goran Sequential testing problems for Bessel processes. (English) Zbl 1406.60061 Trans. Am. Math. Soc. 370, No. 3, 2085-2113 (2018). MSC: 60G40 60J60 60H30 35K10 45G10 62C10 PDF BibTeX XML Cite \textit{P. Johnson} and \textit{G. Peskir}, Trans. Am. Math. Soc. 370, No. 3, 2085--2113 (2018; Zbl 1406.60061) Full Text: DOI
Hefter, Mario; Herzwurm, André Strong convergence rates for Cox-Ingersoll-Ross processes – full parameter range. (English) Zbl 1388.60117 J. Math. Anal. Appl. 459, No. 2, 1079-1101 (2018). MSC: 60H35 60H10 60J60 PDF BibTeX XML Cite \textit{M. Hefter} and \textit{A. Herzwurm}, J. Math. Anal. Appl. 459, No. 2, 1079--1101 (2018; Zbl 1388.60117) Full Text: DOI
Bruggeman, Cameron; Sarantsev, Andrey Multiple collisions in systems of competing Brownian particles. (English) Zbl 1429.60070 Bernoulli 24, No. 1, 156-201 (2018). MSC: 60K35 60J65 PDF BibTeX XML Cite \textit{C. Bruggeman} and \textit{A. Sarantsev}, Bernoulli 24, No. 1, 156--201 (2018; Zbl 1429.60070) Full Text: DOI Euclid arXiv
Deaconu, M.; Herrmann, S.; Maire, S. The walk on moving spheres: a new tool for simulating Brownian motion’s exit time from a domain. (English) Zbl 07313797 Math. Comput. Simul. 135, 28-38 (2017). MSC: 60 65 PDF BibTeX XML Cite \textit{M. Deaconu} et al., Math. Comput. Simul. 135, 28--38 (2017; Zbl 07313797) Full Text: DOI
Demni, N. Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process. (English) Zbl 1388.60085 Markov Process. Relat. Fields 23, No. 4, 661-678 (2017). MSC: 60G18 60G40 PDF BibTeX XML Cite \textit{N. Demni}, Markov Process. Relat. Fields 23, No. 4, 661--678 (2017; Zbl 1388.60085)
Zubkov, Andrey M.; Savelov, Maksim P. Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process. (English. Russian original) Zbl 1388.62238 Discrete Math. Appl. 27, No. 6, 405-411 (2017); translation from Diskretn. Mat. 28, No. 3, 49-58 (2016). MSC: 62L10 60G10 PDF BibTeX XML Cite \textit{A. M. Zubkov} and \textit{M. P. Savelov}, Discrete Math. Appl. 27, No. 6, 405--411 (2017; Zbl 1388.62238); translation from Diskretn. Mat. 28, No. 3, 49--58 (2016) Full Text: DOI
Terdik, György; Nádai, László Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D. (English) Zbl 1390.60187 Theory Probab. Math. Stat. 95, 153-172 (2017) and Teor. Jmovirn. Mat. Stat. 95, 138-156 (2016). MSC: 60G60 62M15 62M30 PDF BibTeX XML Cite \textit{G. Terdik} and \textit{L. Nádai}, Theory Probab. Math. Stat. 95, 153--172 (2017; Zbl 1390.60187) Full Text: DOI
Matysiak, Wojciech Hypergroups and quantum Bessel processes of non-integer dimensions. (English) Zbl 1408.60065 J. Theor. Probab. 30, No. 4, 1677-1691 (2017). MSC: 60J25 43A62 PDF BibTeX XML Cite \textit{W. Matysiak}, J. Theor. Probab. 30, No. 4, 1677--1691 (2017; Zbl 1408.60065) Full Text: DOI
Dshalalow, Jewgeni H.; Iwezulu, Kenneth Discrete versus continuous operational calculus in antagonistic stochastic games. (English) Zbl 1416.91030 São Paulo J. Math. Sci. 11, No. 2, 471-489 (2017). MSC: 91A15 60G55 91A10 91A05 44A55 PDF BibTeX XML Cite \textit{J. H. Dshalalow} and \textit{K. Iwezulu}, São Paulo J. Math. Sci. 11, No. 2, 471--489 (2017; Zbl 1416.91030) Full Text: DOI
Fournier, Nicolas; Jourdain, Benjamin Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes. (English) Zbl 1447.65106 Ann. Appl. Probab. 27, No. 5, 2807-2861 (2017). MSC: 65M75 65C35 35K55 60H10 60J65 60G55 35B44 92C17 35Q92 PDF BibTeX XML Cite \textit{N. Fournier} and \textit{B. Jourdain}, Ann. Appl. Probab. 27, No. 5, 2807--2861 (2017; Zbl 1447.65106) Full Text: DOI Euclid
De Gregorio, Alessandro A note on isotropic random flights moving in mixed Poisson environments. (English) Zbl 1380.60093 Stat. Probab. Lett. 129, 311-317 (2017). MSC: 60K37 60G55 PDF BibTeX XML Cite \textit{A. De Gregorio}, Stat. Probab. Lett. 129, 311--317 (2017; Zbl 1380.60093) Full Text: DOI
Anh, V. V.; Leonenko, N. N.; Sikorskii, A. Stochastic representation of fractional Bessel-Riesz motion. (English) Zbl 1374.35415 Chaos Solitons Fractals 102, 135-139 (2017). MSC: 35R11 35R60 60H15 60G51 PDF BibTeX XML Cite \textit{V. V. Anh} et al., Chaos Solitons Fractals 102, 135--139 (2017; Zbl 1374.35415) Full Text: DOI
Nakano, Fumihiko; Shimizu, Yuuki On the asymptotic behavior of Bessel-like diffusions. (English) Zbl 1412.60116 Tsukuba J. Math. 41, No. 1, 81-90 (2017). MSC: 60J60 60F05 PDF BibTeX XML Cite \textit{F. Nakano} and \textit{Y. Shimizu}, Tsukuba J. Math. 41, No. 1, 81--90 (2017; Zbl 1412.60116) Full Text: DOI Euclid
Bufetov, Alexander I. A Palm hierarchy for determinantal point processes with the Bessel kernel. (English. Russian original) Zbl 1412.60069 Proc. Steklov Inst. Math. 297, 90-97 (2017); translation from Tr. Mat. Inst. Steklova 297, 105-112 (2017). MSC: 60G55 PDF BibTeX XML Cite \textit{A. I. Bufetov}, Proc. Steklov Inst. Math. 297, 90--97 (2017; Zbl 1412.60069); translation from Tr. Mat. Inst. Steklova 297, 105--112 (2017) Full Text: DOI
Miclo, Laurent Duality and hypoellipticity: one-dimensional case studies. (English) Zbl 1386.60275 Electron. J. Probab. 22, Paper No. 91, 32 p. (2017). MSC: 60J60 60J35 60H30 35K65 60F05 37A25 PDF BibTeX XML Cite \textit{L. Miclo}, Electron. J. Probab. 22, Paper No. 91, 32 p. (2017; Zbl 1386.60275) Full Text: DOI Euclid
Deaconu, Madalina; Herrmann, Samuel Simulation of hitting times for Bessel processes with non-integer dimension. (English) Zbl 1407.60110 Bernoulli 23, No. 4B, 3744-3771 (2017). MSC: 60J60 60G40 PDF BibTeX XML Cite \textit{M. Deaconu} and \textit{S. Herrmann}, Bernoulli 23, No. 4B, 3744--3771 (2017; Zbl 1407.60110) Full Text: DOI Euclid arXiv
Johnson, Peter; Peskir, Goran Quickest detection problems for Bessel processes. (English) Zbl 1370.60135 Ann. Appl. Probab. 27, No. 2, 1003-1056 (2017). MSC: 60J60 60G40 60H30 60J65 35K67 35R35 62C10 PDF BibTeX XML Cite \textit{P. Johnson} and \textit{G. Peskir}, Ann. Appl. Probab. 27, No. 2, 1003--1056 (2017; Zbl 1370.60135) Full Text: DOI Euclid
Ge, Hao; Jia, Chen; Jiang, Da-Quan Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle. (English) Zbl 1367.60100 Stochastic Processes Appl. 127, No. 6, 1897-1925 (2017). MSC: 60J60 60J65 60F17 60F05 60F15 60F10 58J65 82C31 PDF BibTeX XML Cite \textit{H. Ge} et al., Stochastic Processes Appl. 127, No. 6, 1897--1925 (2017; Zbl 1367.60100) Full Text: DOI arXiv
Miclo, Laurent Strong stationary times for one-dimensional diffusions. (English. French summary) Zbl 1367.60101 Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 2, 957-996 (2017). MSC: 60J60 60J35 60E15 37A30 47A10 PDF BibTeX XML Cite \textit{L. Miclo}, Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 2, 957--996 (2017; Zbl 1367.60101) Full Text: DOI Euclid
Serafin, Grzegorz Exit times densities of the Bessel process. (English) Zbl 1374.60154 Proc. Am. Math. Soc. 145, No. 7, 3165-3178 (2017). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{G. Serafin}, Proc. Am. Math. Soc. 145, No. 7, 3165--3178 (2017; Zbl 1374.60154) Full Text: DOI
Kelbert, Mark; Orsingher, Enzo Asymptotic behaviour of non-isotropic random walks with heavy tails. (English) Zbl 1361.60018 Mod. Stoch., Theory Appl. 4, No. 1, 79-89 (2017). MSC: 60F05 60G50 60K35 PDF BibTeX XML Cite \textit{M. Kelbert} and \textit{E. Orsingher}, Mod. Stoch., Theory Appl. 4, No. 1, 79--89 (2017; Zbl 1361.60018) Full Text: DOI arXiv
Orsingher, Enzo; Toaldo, Bruno Space-time fractional equations and the related stable processes at random time. (English) Zbl 1405.60065 J. Theor. Probab. 30, No. 1, 1-26 (2017). MSC: 60G52 35R11 60J65 35C05 PDF BibTeX XML Cite \textit{E. Orsingher} and \textit{B. Toaldo}, J. Theor. Probab. 30, No. 1, 1--26 (2017; Zbl 1405.60065) Full Text: DOI arXiv
Demni, Nizar First hitting time of the boundary of a wedge of angle \(\pi/4\) by a radial Dunkl process. (English) Zbl 1361.60068 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139-152 (2017). MSC: 60J60 60G18 PDF BibTeX XML Cite \textit{N. Demni}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139--152 (2017; Zbl 1361.60068) Full Text: Link arXiv
Pogány, Tibor K.; Nadarajah, Saralees On the moments of the absorption time of Kingman’s coalescent. (English) Zbl 1362.60010 Methodol. Comput. Appl. Probab. 19, No. 1, 349-355 (2017). MSC: 60E05 60J25 60J28 92D10 PDF BibTeX XML Cite \textit{T. K. Pogány} and \textit{S. Nadarajah}, Methodol. Comput. Appl. Probab. 19, No. 1, 349--355 (2017; Zbl 1362.60010) Full Text: DOI
Donchev, Doncho S. Exit probability levels of diffusion processes. (English) Zbl 1360.60151 Proc. Am. Math. Soc. 145, No. 5, 2241-2253 (2017). Reviewer: René L. Schilling (Dresden) MSC: 60J60 60H10 60J65 PDF BibTeX XML Cite \textit{D. S. Donchev}, Proc. Am. Math. Soc. 145, No. 5, 2241--2253 (2017; Zbl 1360.60151) Full Text: DOI
Chakraborty, Saptarshi; Khare, Kshitij Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors. (English) Zbl 1366.60093 Electron. J. Stat. 11, No. 1, 177-210 (2017). MSC: 60J05 60J20 33C10 PDF BibTeX XML Cite \textit{S. Chakraborty} and \textit{K. Khare}, Electron. J. Stat. 11, No. 1, 177--210 (2017; Zbl 1366.60093) Full Text: DOI Euclid arXiv
Campolieti, Giuseppe; Makarov, Roman N. Solvable diffusion models with linear and mean-reverting nonlinear drifts. (English) Zbl 1355.60059 SIAM J. Financ. Math. 8, 146-170 (2017). MSC: 60G51 60H10 91B70 PDF BibTeX XML Cite \textit{G. Campolieti} and \textit{R. N. Makarov}, SIAM J. Financ. Math. 8, 146--170 (2017; Zbl 1355.60059) Full Text: DOI
Liu, Peng; Ji, Lanpeng Extremes of locally stationary chi-square processes with trend. (English) Zbl 1354.60057 Stochastic Processes Appl. 127, No. 2, 497-525 (2017). MSC: 60G70 60J65 60J60 60G22 60G15 60G10 PDF BibTeX XML Cite \textit{P. Liu} and \textit{L. Ji}, Stochastic Processes Appl. 127, No. 2, 497--525 (2017; Zbl 1354.60057) Full Text: DOI arXiv
Bufetov, Aleksandr I. Infinite determinantal measures and the ergodic decomposition of infinite Pickrell measures. III: The infinite Bessel process as the limit of the radial parts of finite-dimensional projections of infinite Pickrell measures. (English. Russian original) Zbl 1361.22006 Izv. Math. 80, No. 6, 1035-1056 (2016); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 80, No. 6, 43-64 (2016). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 22D40 28C10 28D15 43A05 60B15 60G55 PDF BibTeX XML Cite \textit{A. I. Bufetov}, Izv. Math. 80, No. 6, 1035--1056 (2016; Zbl 1361.22006); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 80, No. 6, 43--64 (2016) Full Text: DOI arXiv
Dshalalow, J. H.; Huang, W.; Ke, H.-J.; Treerattrakoon, A. On antagonistic game with a constant initial condition. Marginal functionals and probability distributions. (English) Zbl 1368.82009 Nonlinear Dyn. Syst. Theory 16, No. 3, 268-275 (2016). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 82B41 60G51 60G55 60G57 91A10 91A05 91A60 60K05 PDF BibTeX XML Cite \textit{J. H. Dshalalow} et al., Nonlinear Dyn. Syst. Theory 16, No. 3, 268--275 (2016; Zbl 1368.82009)
Akemann, Gernot; Strahov, Eugene Hard edge limit of the product of two strongly coupled random matrices. (English) Zbl 1359.15030 Nonlinearity 29, No. 12, 3743-3776 (2016). Reviewer: Andreas Arvanitoyeorgos (Patras) MSC: 15B52 33E20 60G55 15A18 60B20 PDF BibTeX XML Cite \textit{G. Akemann} and \textit{E. Strahov}, Nonlinearity 29, No. 12, 3743--3776 (2016; Zbl 1359.15030) Full Text: DOI arXiv
Cui, Zhenyu; Nguyen, Duy Density of generalized Verhulst process and Bessel process with constant drift. (English) Zbl 1376.60056 Lith. Math. J. 56, No. 4, 463-473 (2016). MSC: 60G05 60J65 PDF BibTeX XML Cite \textit{Z. Cui} and \textit{D. Nguyen}, Lith. Math. J. 56, No. 4, 463--473 (2016; Zbl 1376.60056) Full Text: DOI
Danka, Tivadar; Pap, Gyula Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. (English) Zbl 1356.60129 ESAIM, Probab. Stat. 20, 238-260 (2016). MSC: 60J80 60F17 60F05 60J60 PDF BibTeX XML Cite \textit{T. Danka} and \textit{G. Pap}, ESAIM, Probab. Stat. 20, 238--260 (2016; Zbl 1356.60129) Full Text: DOI arXiv
Bogus, Kamil; Małecki, Jacek Heat kernel estimates for the Bessel differential operator in half-line. (English) Zbl 1364.35108 Math. Nachr. 289, No. 17-18, 2097-2107 (2016). MSC: 35K08 60J60 PDF BibTeX XML Cite \textit{K. Bogus} and \textit{J. Małecki}, Math. Nachr. 289, No. 17--18, 2097--2107 (2016; Zbl 1364.35108) Full Text: DOI arXiv
Hamana, Yuji; Matsumoto, Hiroyuki Hitting times of Bessel processes, volume of the Wiener sausages and zeros of Macdonald functions. (English) Zbl 1359.33005 J. Math. Soc. Japan 68, No. 4, 1615-1653 (2016). Reviewer: Chrysoula G. Kokologiannaki (Patras) MSC: 33C10 41A60 60E07 60G99 PDF BibTeX XML Cite \textit{Y. Hamana} and \textit{H. Matsumoto}, J. Math. Soc. Japan 68, No. 4, 1615--1653 (2016; Zbl 1359.33005) Full Text: DOI
Erickson, K. Bruce Uniqueness of the null solution to a nonlinear partial differential equation satisfied by the explosion probability of a branching diffusion. (English) Zbl 1351.60112 J. Appl. Probab. 53, No. 3, 938-945 (2016). MSC: 60J80 35A02 35K59 60K99 PDF BibTeX XML Cite \textit{K. B. Erickson}, J. Appl. Probab. 53, No. 3, 938--945 (2016; Zbl 1351.60112) Full Text: DOI
Pilipenko, Andrey; Prykhodko, Yuriy A limit theorem for singular stochastic differential equations. (English) Zbl 1352.60051 Mod. Stoch., Theory Appl. 3, No. 3, 223-235 (2016). MSC: 60F17 60F05 60H10 60J60 PDF BibTeX XML Cite \textit{A. Pilipenko} and \textit{Y. Prykhodko}, Mod. Stoch., Theory Appl. 3, No. 3, 223--235 (2016; Zbl 1352.60051) Full Text: DOI arXiv
Katori, Makoto Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes. (English) Zbl 1351.60108 J. Math. Phys. 57, No. 10, 103302, 32 p. (2016). MSC: 60J60 60K35 60J65 35Q41 PDF BibTeX XML Cite \textit{M. Katori}, J. Math. Phys. 57, No. 10, 103302, 32 p. (2016; Zbl 1351.60108) Full Text: DOI arXiv