Uchaikin, V. V. Nonlocal turbulent diffusion models. (English. Russian original) Zbl 07315952 J. Math. Sci., New York 253, No. 4, 573-582 (2021); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 154, 113-122 (2018). MSC: 91B70 PDF BibTeX XML Cite \textit{V. V. Uchaikin}, J. Math. Sci., New York 253, No. 4, 573--582 (2021; Zbl 07315952); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 154, 113--122 (2018) Full Text: DOI
Lefebvre, Mario; Moutassim, Abderrazak Exact solutions to the homing problem for a Wiener process with jumps. (English) Zbl 07313468 Optimization 70, No. 2, 307-319 (2021). MSC: 93E20 60J70 93C15 PDF BibTeX XML Cite \textit{M. Lefebvre} and \textit{A. Moutassim}, Optimization 70, No. 2, 307--319 (2021; Zbl 07313468) Full Text: DOI
Huang, Xing; Song, Yulin Well-posedness and regularity for distribution dependent SPDEs with singular drifts. (English) Zbl 07312791 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 203, Article ID 112167, 19 p. (2021). MSC: 60H15 60B10 PDF BibTeX XML Cite \textit{X. Huang} and \textit{Y. Song}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 203, Article ID 112167, 19 p. (2021; Zbl 07312791) Full Text: DOI
Cho, Dong Hyun An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths. (English) Zbl 07311092 Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203-222 (2021). MSC: 28C20 60G05 60G15 PDF BibTeX XML Cite \textit{D. H. Cho}, Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203--222 (2021; Zbl 07311092) Full Text: DOI
Biswas, Anup; Lőrinczi, József Hopf’s lemma for viscosity solutions to a class of non-local equations with applications. (English) Zbl 07310962 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 204, Article ID 112194, 19 p. (2021). MSC: 35P30 35B50 35S15 PDF BibTeX XML Cite \textit{A. Biswas} and \textit{J. Lőrinczi}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 204, Article ID 112194, 19 p. (2021; Zbl 07310962) Full Text: DOI
Mirzaee, Farshid; Solhi, Erfan; Samadyar, Nasrin Moving least squares and spectral collocation method to approximate the solution of stochastic Volterra-Fredholm integral equations. (English) Zbl 07310818 Appl. Numer. Math. 161, 275-285 (2021). MSC: 45R 65C 60H PDF BibTeX XML Cite \textit{F. Mirzaee} et al., Appl. Numer. Math. 161, 275--285 (2021; Zbl 07310818) Full Text: DOI
Basu, Riddhipratim; Ganguly, Shirshendu; Hammond, Alan Fractal geometry of \(\text{Airy}_2\) processes coupled via the Airy sheet. (English) Zbl 07310797 Ann. Probab. 49, No. 1, 485-505 (2021). MSC: 82B43 82D60 60K35 60H15 28A80 60J65 PDF BibTeX XML Cite \textit{R. Basu} et al., Ann. Probab. 49, No. 1, 485--505 (2021; Zbl 07310797) Full Text: DOI Euclid
Arezoomandan, Mahdieh; Soheili, Ali R. Spectral collocation method for stochastic partial differential equations with fractional Brownian motion. (English) Zbl 07309622 J. Comput. Appl. Math. 389, Article ID 113369, 19 p. (2021). MSC: 65C30 60H35 60H15 PDF BibTeX XML Cite \textit{M. Arezoomandan} and \textit{A. R. Soheili}, J. Comput. Appl. Math. 389, Article ID 113369, 19 p. (2021; Zbl 07309622) Full Text: DOI
Fallah, Somayeh; Mehrdoust, Farshid CEV model equipped with the long-memory. (English) Zbl 07309617 J. Comput. Appl. Math. 389, Article ID 113359, 16 p. (2021). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{S. Fallah} and \textit{F. Mehrdoust}, J. Comput. Appl. Math. 389, Article ID 113359, 16 p. (2021; Zbl 07309617) Full Text: DOI
Mert, Ozenc Murat; Selcuk-Kestel, A. Sevtap Time dependent stop-loss reinsurance and exposure curves. (English) Zbl 07309607 J. Comput. Appl. Math. 389, Article ID 113348, 16 p. (2021). MSC: 62P20 62G10 60J65 91B05 PDF BibTeX XML Cite \textit{O. M. Mert} and \textit{A. S. Selcuk-Kestel}, J. Comput. Appl. Math. 389, Article ID 113348, 16 p. (2021; Zbl 07309607) Full Text: DOI
Lawley, Sean D. The effects of fast inactivation on conditional first passage times of mortal diffusive searchers. (English) Zbl 07307307 SIAM J. Appl. Math. 81, No. 1, 1-24 (2021). MSC: 92C37 60G50 PDF BibTeX XML Cite \textit{S. D. Lawley}, SIAM J. Appl. Math. 81, No. 1, 1--24 (2021; Zbl 07307307) Full Text: DOI
Plunkett, Claire E.; Lawley, Sean D. Bimolecular binding rates for pairs of spherical molecules with small binding sites. (English) Zbl 07306710 Multiscale Model. Simul. 19, No. 1, 148-183 (2021). MSC: 35Q92 35B25 35C20 35J05 92C05 92C40 PDF BibTeX XML Cite \textit{C. E. Plunkett} and \textit{S. D. Lawley}, Multiscale Model. Simul. 19, No. 1, 148--183 (2021; Zbl 07306710) Full Text: DOI
Liu, Guomin Girsanov theorem for \(G\)-Brownian motion: the degenerate case. (English) Zbl 07306255 J. Theor. Probab. 34, No. 1, 125-140 (2021). MSC: 60H10 60H30 PDF BibTeX XML Cite \textit{G. Liu}, J. Theor. Probab. 34, No. 1, 125--140 (2021; Zbl 07306255) Full Text: DOI
Baccouch, Mahboub; Temimi, Helmi; Ben-Romdhane, Mohamed A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics. (English) Zbl 07305222 J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021). MSC: 65C20 65C30 65L20 65L60 60H10 60H20 60H35 PDF BibTeX XML Cite \textit{M. Baccouch} et al., J. Comput. Appl. Math. 388, Article ID 113297, 25 p. (2021; Zbl 07305222) Full Text: DOI
Maleki Almani, H.; Hosseini, S. M.; Tahmasebi, M. Fractional Brownian motion with two-variable Hurst exponent. (English) Zbl 07305203 J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021). MSC: 60G05 60G10 60G15 60G17 60G18 60G20 60G22 60G50 PDF BibTeX XML Cite \textit{H. Maleki Almani} et al., J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021; Zbl 07305203) Full Text: DOI
Shahnazi-Pour, A.; Moghaddam, B. Parsa; Babaei, A. Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion. (English) Zbl 07305136 J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021). MSC: 60 26A33 34A08 60H10 62L20 PDF BibTeX XML Cite \textit{A. Shahnazi-Pour} et al., J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021; Zbl 07305136) 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
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process. (English) Zbl 07302995 J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021). MSC: 62G07 62M09 60G15 60G22 60G65 60H15 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021; Zbl 07302995) Full Text: DOI
Alos, Elisa; Garcia Lorite, David Malliavin calculus in finance. Theory and practice (to appear). (English) Zbl 07302702 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-89344-6/hbk). 344 p. (2021). MSC: 91-02 91G20 60H07 60G22 PDF BibTeX XML Cite \textit{E. Alos} and \textit{D. Garcia Lorite}, Malliavin calculus in finance. Theory and practice (to appear). Boca Raton, FL: CRC Press (2021; Zbl 07302702)
Majdoub, Mohamed; Mliki, Ezzedine Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise. (English) Zbl 07301482 Anal. Math. Phys. 11, No. 1, Paper No. 20, 12 p. (2021). Reviewer: Manil T. Mohan (Roorkee) MSC: 60H15 60H30 35R60 35K05 PDF BibTeX XML Cite \textit{M. Majdoub} and \textit{E. Mliki}, Anal. Math. Phys. 11, No. 1, Paper No. 20, 12 p. (2021; Zbl 07301482) Full Text: DOI
Gao, Yu; Gao, Yuan; Liu, Jian-Guo Large time behavior, bi-Hamiltonian structure, and kinetic formulation for a complex Burgers equation. (English) Zbl 07301465 Q. Appl. Math. 79, No. 1, 55-102 (2021). MSC: 35B40 35L65 35R60 82B40 15B52 35B09 PDF BibTeX XML Cite \textit{Y. Gao} et al., Q. Appl. Math. 79, No. 1, 55--102 (2021; Zbl 07301465) Full Text: DOI
Kaul, Abhishek; Fotopoulos, Stergios B.; Jandhyala, Venkata K.; Safikhani, Abolfazl Inference on the change point under a high dimensional sparse mean shift. (English) Zbl 07298086 Electron. J. Stat. 15, No. 1, 71-134 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62F10 62F12 62F03 60J65 PDF BibTeX XML Cite \textit{A. Kaul} et al., Electron. J. Stat. 15, No. 1, 71--134 (2021; Zbl 07298086) Full Text: DOI Euclid
Fu, Zuopeng; Wang, Yizao Simulations for Karlin random fields. (English) Zbl 07298007 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 167-192 (2021). MSC: 60G22 60G52 60G60 PDF BibTeX XML Cite \textit{Z. Fu} and \textit{Y. Wang}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 167--192 (2021; Zbl 07298007) Full Text: Link
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
Daw, Lara A uniform result for the dimension of fractional Brownian motion level sets. (English) Zbl 07290527 Stat. Probab. Lett. 169, Article ID 108984, 10 p. (2021). MSC: 60G22 28A80 PDF BibTeX XML Cite \textit{L. Daw}, Stat. Probab. Lett. 169, Article ID 108984, 10 p. (2021; Zbl 07290527) Full Text: DOI
Song, Wenjie; Wu, Panyu; Zhang, Guodong Jensen’s inequality for \(g\)-expectations in general filtration spaces. (English) Zbl 07290509 Stat. Probab. Lett. 169, Article ID 108958, 8 p. (2021). MSC: 60G65 60H10 PDF BibTeX XML Cite \textit{W. Song} et al., Stat. Probab. Lett. 169, Article ID 108958, 8 p. (2021; Zbl 07290509) Full Text: DOI
Ahmadova, Arzu; Mahmudov, Nazim I. Ulam-Hyers stability of Caputo type fractional stochastic neutral differential equations. (English) Zbl 07290499 Stat. Probab. Lett. 168, Article ID 108949, 6 p. (2021). MSC: 34A08 34F05 34A09 34D10 60J65 PDF BibTeX XML Cite \textit{A. Ahmadova} and \textit{N. I. Mahmudov}, Stat. Probab. Lett. 168, Article ID 108949, 6 p. (2021; Zbl 07290499) Full Text: DOI
Iafrate, F.; Orsingher, E. On the sojourn time of a generalized Brownian meander. (English) Zbl 07290486 Stat. Probab. Lett. 168, Article ID 108927, 12 p. (2021). MSC: 60J65 PDF BibTeX XML Cite \textit{F. Iafrate} and \textit{E. Orsingher}, Stat. Probab. Lett. 168, Article ID 108927, 12 p. (2021; Zbl 07290486) Full Text: DOI
Jiang, Xiaomeng; Li, Yong Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations. (English) Zbl 07289114 J. Differ. Equations 274, 652-765 (2021). MSC: 34F05 34C25 60J65 PDF BibTeX XML Cite \textit{X. Jiang} and \textit{Y. Li}, J. Differ. Equations 274, 652--765 (2021; Zbl 07289114) Full Text: DOI
Han, Min; Xu, Yong; Pei, Bin Mixed stochastic differential equations: averaging principle result. (English) Zbl 07281288 Appl. Math. Lett. 112, Article ID 106705, 7 p. (2021). MSC: 60 34 PDF BibTeX XML Cite \textit{M. Han} et al., Appl. Math. Lett. 112, Article ID 106705, 7 p. (2021; Zbl 07281288) Full Text: DOI
dos Santos, Maike A. F.; Nobre, Fernando D.; Curado, Evaldo M. F. Monitoring Lévy-process crossovers. (English) Zbl 07274887 Commun. Nonlinear Sci. Numer. Simul. 92, Article ID 105490, 10 p. (2021). MSC: 82C41 60G51 60G22 35R11 26A33 PDF BibTeX XML Cite \textit{M. A. F. dos Santos} et al., Commun. Nonlinear Sci. Numer. Simul. 92, Article ID 105490, 10 p. (2021; Zbl 07274887) Full Text: DOI
Betsakos, Dimitrios; Boudabra, Maher; Markowsky, Greg On the probability of fast exits and long stays of a planar Brownian motion in simply connected domains. (English) Zbl 07265494 J. Math. Anal. Appl. 493, No. 1, Article ID 124454, 10 p. (2021). MSC: 60 32 PDF BibTeX XML Cite \textit{D. Betsakos} et al., J. Math. Anal. Appl. 493, No. 1, Article ID 124454, 10 p. (2021; Zbl 07265494) Full Text: DOI
Dai, Xinjie; Xiao, Aiguo A note on Euler method for the overdamped generalized Langevin equation with fractional noise. (English) Zbl 1450.65002 Appl. Math. Lett. 111, Article ID 106669, 6 p. (2021). MSC: 65C30 65R20 35R11 60G22 60H15 PDF BibTeX XML Cite \textit{X. Dai} and \textit{A. Xiao}, Appl. Math. Lett. 111, Article ID 106669, 6 p. (2021; Zbl 1450.65002) Full Text: DOI
Giordano, Luca M.; Jolis, Maria; Quer-Sardanyons, Lluís SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index. (English) Zbl 07312460 Stochastic Processes Appl. 130, No. 12, 7396-7430 (2020). MSC: 60B10 60H07 60H15 60G22 PDF BibTeX XML Cite \textit{L. M. Giordano} et al., Stochastic Processes Appl. 130, No. 12, 7396--7430 (2020; Zbl 07312460) Full Text: DOI
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 07312345 Stochastic Processes Appl. 130, No. 11, 6689-6732 (2020). MSC: 60H15 60G22 60L20 PDF BibTeX XML Cite \textit{P. Chakraborty} et al., Stochastic Processes Appl. 130, No. 11, 6689--6732 (2020; Zbl 07312345) Full Text: DOI
Aurzada, Frank; Buck, Micha; Kilian, Martin Penalizing fractional Brownian motion for being negative. (English) Zbl 07312342 Stochastic Processes Appl. 130, No. 11, 6625-6637 (2020). MSC: 60G22 60G10 PDF BibTeX XML Cite \textit{F. Aurzada} et al., Stochastic Processes Appl. 130, No. 11, 6625--6637 (2020; Zbl 07312342) Full Text: DOI
Li, Hanwu; Peng, Shige Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle. (English) Zbl 07312340 Stochastic Processes Appl. 130, No. 11, 6556-6579 (2020). MSC: 60H10 60G65 PDF BibTeX XML Cite \textit{H. Li} and \textit{S. Peng}, Stochastic Processes Appl. 130, No. 11, 6556--6579 (2020; Zbl 07312340) Full Text: DOI
Rusakov, O. V.; Yakubovich, Yu. V.; Baev, B. A. On some local asymptotic properties of sequences with a random index. (English. Russian original) Zbl 07311063 Vestn. St. Petersbg. Univ., Math. 53, No. 3, 308-319 (2020); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 453-468 (2020). MSC: 60 28A 28 PDF BibTeX XML Cite \textit{O. V. Rusakov} et al., Vestn. St. Petersbg. Univ., Math. 53, No. 3, 308--319 (2020; Zbl 07311063); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 453--468 (2020) Full Text: DOI
Chen, Zhen-Qing; Engländer, János Superdiffusions with super-exponential growth: construction, mass and spread. (English. French summary) Zbl 07310507 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1809-1840 (2020). MSC: 60J60 60J80 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{J. Engländer}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1809--1840 (2020; Zbl 07310507) Full Text: DOI Euclid
Ondreját, Martin; Veraar, Mark On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces. (English. French summary) Zbl 07310506 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1792-1808 (2020). MSC: 60G17 46E35 60J65 60H15 PDF BibTeX XML Cite \textit{M. Ondreját} and \textit{M. Veraar}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1792--1808 (2020; Zbl 07310506) Full Text: DOI Euclid
Liu, Yanghui; Tindel, Samy Discrete rough paths and limit theorems. (English. French summary) Zbl 07310504 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1730-1774 (2020). MSC: 60F05 60G15 60G22 60H07 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{S. Tindel}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1730--1774 (2020; Zbl 07310504) Full Text: DOI Euclid
Jiang, Tianpeng; Xiang, Yang; Zhang, Luchan Stochastic Peierls-Nabarro model for dislocations in high entropy alloys. (English) Zbl 07307299 SIAM J. Appl. Math. 80, No. 6, 2496-2517 (2020). MSC: 49K45 35R60 74A25 74A40 PDF BibTeX XML Cite \textit{T. Jiang} et al., SIAM J. Appl. Math. 80, No. 6, 2496--2517 (2020; Zbl 07307299) Full Text: DOI
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model. (English) Zbl 07303448 Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050031, 36 p. (2020). MSC: 91G20 60G22 60H07 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050031, 36 p. (2020; Zbl 07303448) Full Text: DOI
Baudoin, Fabrice; Feng, Qi; Ouyang, Cheng Density of the signature process of fBm. (English) Zbl 07301834 Trans. Am. Math. Soc. 373, No. 12, 8583-8610 (2020). MSC: 60H10 60D05 58J65 60H07 PDF BibTeX XML Cite \textit{F. Baudoin} et al., Trans. Am. Math. Soc. 373, No. 12, 8583--8610 (2020; Zbl 07301834) Full Text: DOI
Keddi, Abdelmalik; Madani, Fethi; Bouchentouf, Amina Angelika Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion. (English) Zbl 07299299 Acta Univ. Sapientiae, Math. 12, No. 1, 128-145 (2020). MSC: 62G07 62M09 60G22 60H10 PDF BibTeX XML Cite \textit{A. Keddi} et al., Acta Univ. Sapientiae, Math. 12, No. 1, 128--145 (2020; Zbl 07299299) Full Text: DOI
Yang, Jiankui; Yao, David D.; Ye, Heng-Qing Technical note – on the optimality of reflection control. (English) Zbl 07298143 Oper. Res. 68, No. 6, 1668-1677 (2020). MSC: 49S05 49K45 PDF BibTeX XML Cite \textit{J. Yang} et al., Oper. Res. 68, No. 6, 1668--1677 (2020; Zbl 07298143) Full Text: DOI
Skiadas, Christos H.; Skiadas, Charilaos The first exit time stochastic theory applied to estimate the life-time of a complicated system. (English) Zbl 07297574 Methodol. Comput. Appl. Probab. 22, No. 4, 1601-1611 (2020). MSC: 60H30 35R60 60G22 PDF BibTeX XML Cite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Methodol. Comput. Appl. Probab. 22, No. 4, 1601--1611 (2020; Zbl 07297574) Full Text: DOI
Xia, Weixuan On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift. (English) Zbl 07297561 Methodol. Comput. Appl. Probab. 22, No. 3, 1389-1413 (2020). MSC: 60E10 60G15 60J60 PDF BibTeX XML Cite \textit{W. Xia}, Methodol. Comput. Appl. Probab. 22, No. 3, 1389--1413 (2020; Zbl 07297561) Full Text: DOI
Pozdnyakov, V.; Elbroch, L. M.; Hu, C.; Meyer, T.; Yan, J. On estimation for Brownian motion governed by telegraph process with multiple off states. (English) Zbl 07297557 Methodol. Comput. Appl. Probab. 22, No. 3, 1275-1291 (2020). MSC: 62M05 60J65 62P10 92D50 PDF BibTeX XML Cite \textit{V. Pozdnyakov} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1275--1291 (2020; Zbl 07297557) Full Text: DOI
Ling, Chengxiu; Zhang, Hong On generalized Berman constants. (English) Zbl 07297551 Methodol. Comput. Appl. Probab. 22, No. 3, 1125-1143 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{C. Ling} and \textit{H. Zhang}, Methodol. Comput. Appl. Probab. 22, No. 3, 1125--1143 (2020; Zbl 07297551) Full Text: DOI
Gerolimetto, Margherita; Magrini, Stefano Testing for boundary conditions in case of fractionally integrated processes. (English) Zbl 07297223 Stat. Methods Appl. 29, No. 2, 357-371 (2020). MSC: 62M10 62G10 62G09 60G22 65C05 PDF BibTeX XML Cite \textit{M. Gerolimetto} and \textit{S. Magrini}, Stat. Methods Appl. 29, No. 2, 357--371 (2020; Zbl 07297223) Full Text: DOI
Cheung, Ying Lun; Hassler, Uwe Whittle-type estimation under long memory and nonstationarity. (English) Zbl 07297211 AStA, Adv. Stat. Anal. 104, No. 3, 363-383 (2020). MSC: 62M10 62F03 60G22 PDF BibTeX XML Cite \textit{Y. L. Cheung} and \textit{U. Hassler}, AStA, Adv. Stat. Anal. 104, No. 3, 363--383 (2020; Zbl 07297211) Full Text: DOI
Avetisian, Diana; Ralchenko, Kostiantyn Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. (English) Zbl 07296197 Mod. Stoch., Theory Appl. 7, No. 3, 339-356 (2020). MSC: 60H15 35R11 35R60 60G22 62F10 PDF BibTeX XML Cite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 7, No. 3, 339--356 (2020; Zbl 07296197) Full Text: DOI
Yang, Yue; Wang, Yongmao Asian option pricing under sub-fractional Brownian motion with jump. (Chinese. English summary) Zbl 07296052 Math. Pract. Theory 50, No. 13, 131-140 (2020). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{Y. Wang}, Math. Pract. Theory 50, No. 13, 131--140 (2020; Zbl 07296052)
Chen, Zhifen; Chen, Xiaopeng Maximum likelihood estimation of discretely sampled Cauchy-OU processes. (Chinese. English summary) Zbl 07295984 Math. Appl. 33, No. 3, 707-717 (2020). MSC: 62M05 62F10 62F12 60G65 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{X. Chen}, Math. Appl. 33, No. 3, 707--717 (2020; Zbl 07295984)
Liang, Xizhu; Xue, Hong; Wang, Rui Pricing of minimum or maximum option in sub-fractional Brownian motion environment. (English) Zbl 07295145 J. Anhui Norm. Univ., Nat. Sci. 43, No. 2, 123-128 (2020). MSC: 91G20 60G22 28A80 PDF BibTeX XML Cite \textit{X. Liang} et al., J. Anhui Norm. Univ., Nat. Sci. 43, No. 2, 123--128 (2020; Zbl 07295145) Full Text: DOI
Luan, Na’na On the local time of subfractional Brownian motion. (Chinese. English summary) Zbl 07294913 Acta Math. Sin., Chin. Ser. 63, No. 1, 89-96 (2020). MSC: 60J55 60G22 PDF BibTeX XML Cite \textit{N. Luan}, Acta Math. Sin., Chin. Ser. 63, No. 1, 89--96 (2020; Zbl 07294913)
Sang, Liheng; Chen, Zhenlong; Hao, Xiaozhen Smoothness for the renormalized self-intersection local time of bifractional Brownian motion. (Chinese. English summary) Zbl 07294904 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 3, 796-810 (2020). MSC: 60J55 60G22 PDF BibTeX XML Cite \textit{L. Sang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 3, 796--810 (2020; Zbl 07294904)
Li, Fengbing; Liu, Yonghong Quasi sure local Strassen’s law of the iterated logarithm for increments of a Brownian motion. (Chinese. English summary) Zbl 07294876 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 484-491 (2020). MSC: 60F15 60F17 60J65 PDF BibTeX XML Cite \textit{F. Li} and \textit{Y. Liu}, Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 484--491 (2020; Zbl 07294876)
Ran, Qikang SDE driven by fractional Brown motion and their coefficients are locally linear growth. (Chinese. English summary) Zbl 07294848 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 1, 200-211 (2020). MSC: 60H10 60H05 PDF BibTeX XML Cite \textit{Q. Ran}, Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 1, 200--211 (2020; Zbl 07294848)
Kalemkerian, Juan; Sosa, Andrés Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices. (English) Zbl 07294466 J. Dyn. Games 7, No. 3, 225-237 (2020). MSC: 91G30 60G22 PDF BibTeX XML Cite \textit{J. Kalemkerian} and \textit{A. Sosa}, J. Dyn. Games 7, No. 3, 225--237 (2020; Zbl 07294466) Full Text: DOI
Kleptsyna, M. L.; Marushkevych, D. A.; Chigansky, P. Yu. Asymptotic accuracy in estimation of a fractional signal in a small white noise. (English. Russian original) Zbl 07294379 Autom. Remote Control 81, No. 3, 411-429 (2020); translation from Avtom. Telemekh. 2020, No. 3, 44-66 (2020). MSC: 93E11 93C05 60G22 60H40 PDF BibTeX XML Cite \textit{M. L. Kleptsyna} et al., Autom. Remote Control 81, No. 3, 411--429 (2020; Zbl 07294379); translation from Avtom. Telemekh. 2020, No. 3, 44--66 (2020) Full Text: DOI
Ellis, John R.; Petrovskaya, Natalia B. A computational study of density-dependent individual movement and the formation of population clusters in two-dimensional spatial domains. (English) Zbl 07294136 J. Theor. Biol. 505, Article ID 110421, 23 p. (2020). MSC: 92D50 60J70 PDF BibTeX XML Cite \textit{J. R. Ellis} and \textit{N. B. Petrovskaya}, J. Theor. Biol. 505, Article ID 110421, 23 p. (2020; Zbl 07294136) Full Text: DOI
Mirzaee, Farshid; Samadyar, Nasrin Numerical solution of two dimensional stochastic Volterra-Fredholm integral equations via operational matrix method based on hat functions. (English) Zbl 07293750 S\(\vec{\text{e}}\)MA J. 77, No. 3, 227-241 (2020). MSC: 45F10 14F10 65M70 65G99 PDF BibTeX XML Cite \textit{F. Mirzaee} and \textit{N. Samadyar}, S\(\vec{\text{e}}\)MA J. 77, No. 3, 227--241 (2020; Zbl 07293750) Full Text: DOI
Akemann, Gernot; Tribe, Roger; Tsareas, Athanasios; Zaboronski, Oleg On the determinantal structure of conditional overlaps for the complex Ginibre ensemble. (English) Zbl 07293118 Random Matrices Theory Appl. 9, No. 4, Article ID 2050015, 42 p. (2020). MSC: 82B05 60J65 60G15 60B20 15B52 15A18 33C45 PDF BibTeX XML Cite \textit{G. Akemann} et al., Random Matrices Theory Appl. 9, No. 4, Article ID 2050015, 42 p. (2020; Zbl 07293118) Full Text: DOI
Jaramillo, Arturo; Nualart, David Collision of eigenvalues for matrix-valued processes. (English) Zbl 07293114 Random Matrices Theory Appl. 9, No. 4, Article ID 2030001, 26 p. (2020). MSC: 60B20 60G15 PDF BibTeX XML Cite \textit{A. Jaramillo} and \textit{D. Nualart}, Random Matrices Theory Appl. 9, No. 4, Article ID 2030001, 26 p. (2020; Zbl 07293114) Full Text: DOI
Serfaty, Sylvia Mean field limit for Coulomb-type flows. (English) Zbl 07292321 Duke Math. J. 169, No. 15, 2887-2935 (2020). MSC: 35Q82 82C22 82D10 81V70 60J65 PDF BibTeX XML Cite \textit{S. Serfaty}, Duke Math. J. 169, No. 15, 2887--2935 (2020; Zbl 07292321) Full Text: DOI Euclid
Makogin, V. I.; Mishura, Yu. S.; Zheleznyak, G. S. Minimization of the entropy for a mixture of standard and fractional Brownian motions. (English. Ukrainian original) Zbl 07291175 Theory Probab. Math. Stat. 101, 193-215 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 169-188 (2019). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDF BibTeX XML Cite \textit{V. I. Makogin} et al., Theory Probab. Math. Stat. 101, 193--215 (2020; Zbl 07291175); translation from Teor. Jmovirn. Mat. Stat. 101, 169--188 (2019) Full Text: DOI
Hu, Lanying; Ren, Yong; Sakthivel, R. Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion. (English) Zbl 07290345 Int. J. Control 93, No. 12, 3016-3025 (2020). MSC: 93E15 93C27 93C23 PDF BibTeX XML Cite \textit{L. Hu} et al., Int. J. Control 93, No. 12, 3016--3025 (2020; Zbl 07290345) Full Text: DOI
Ren, Yong; Sakthivel, Rathinasamy; Sun, Guozheng Robust stability and boundedness of stochastic differential equations with delay driven by \(G\)-Brownian motion. (English) Zbl 07290333 Int. J. Control 93, No. 12, 2886-2895 (2020). MSC: 93D09 93E15 93C15 93C43 34K50 PDF BibTeX XML Cite \textit{Y. Ren} et al., Int. J. Control 93, No. 12, 2886--2895 (2020; Zbl 07290333) Full Text: DOI
Keddi, Abdelmalik; Madani, Fethi; Bouchentouf, Amina Angelika Nonparametric estimation of trend function for stochastic differential equations driven by a weighted fractional Brownian motion. (English) Zbl 07288649 Appl. Appl. Math. 15, No. 2, 708-724 (2020). MSC: 62G07 60G22 60H15 PDF BibTeX XML Cite \textit{A. Keddi} et al., Appl. Appl. Math. 15, No. 2, 708--724 (2020; Zbl 07288649) Full Text: Link
Gapeev, Pavel V. Optimal stopping problems for running minima with positive discounting rates. (English) Zbl 07287586 Stat. Probab. Lett. 167, Article ID 108899, 12 p. (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 60J65 91G20 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Stat. Probab. Lett. 167, Article ID 108899, 12 p. (2020; Zbl 07287586) Full Text: DOI
Iafrate, Francesco; Macci, Claudio Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift. (English) Zbl 07287576 Stat. Probab. Lett. 166, Article ID 108881, 9 p. (2020). MSC: 60F10 60J65 PDF BibTeX XML Cite \textit{F. Iafrate} and \textit{C. Macci}, Stat. Probab. Lett. 166, Article ID 108881, 9 p. (2020; Zbl 07287576) Full Text: DOI
Lee, Jeonghwa Wavelet estimation in OFBM: choosing scale parameter in different sampling methods and different parameter values. (English) Zbl 07287572 Stat. Probab. Lett. 166, Article ID 108877, 10 p. (2020). MSC: 60G22 62G05 42C40 PDF BibTeX XML Cite \textit{J. Lee}, Stat. Probab. Lett. 166, Article ID 108877, 10 p. (2020; Zbl 07287572) Full Text: DOI
Maurya, Shambhu Nath; Saha, Koushik Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices. (English) Zbl 07287570 Stat. Probab. Lett. 166, Article ID 108875, 11 p. (2020). MSC: 60B20 60J65 PDF BibTeX XML Cite \textit{S. N. Maurya} and \textit{K. Saha}, Stat. Probab. Lett. 166, Article ID 108875, 11 p. (2020; Zbl 07287570) Full Text: DOI
Mengütürk, Levent Ali; Mengütürk, Murat Cahit Stochastic sequential reduction of commutative Hamiltonians. (English) Zbl 07287274 J. Math. Phys. 61, No. 10, 102104, 23 p. (2020). MSC: 81S25 60J20 60J65 81V70 81P15 81Q05 PDF BibTeX XML Cite \textit{L. A. Mengütürk} and \textit{M. C. Mengütürk}, J. Math. Phys. 61, No. 10, 102104, 23 p. (2020; Zbl 07287274) Full Text: DOI
Zhang, Yanxia; Duan, Jinqiao; Jin, Yanfei; Li, Yang Extracting non-Gaussian governing laws from data on mean exit time. (English) Zbl 07287024 Chaos 30, No. 11, 113112, 9 p. (2020). MSC: 37M10 62M10 60G51 60G65 60J65 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Chaos 30, No. 11, 113112, 9 p. (2020; Zbl 07287024) Full Text: DOI
Ji, Lanpeng On the cumulative parisian ruin of multi-dimensional Brownian motion risk models. (English) Zbl 07286472 Scand. Actuar. J. 2020, No. 9, 819-842 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{L. Ji}, Scand. Actuar. J. 2020, No. 9, 819--842 (2020; Zbl 07286472) Full Text: DOI
Jasnovidov, Grigori Approximation of ruin probability and ruin time in discrete Brownian risk models. (English) Zbl 07286466 Scand. Actuar. J. 2020, No. 8, 718-735 (2020). MSC: 91G05 60J70 PDF BibTeX XML Cite \textit{G. Jasnovidov}, Scand. Actuar. J. 2020, No. 8, 718--735 (2020; Zbl 07286466) Full Text: DOI
Ocafrain, William Quasi-stationarity for one-dimensional renormalized Brownian motion. (English) Zbl 07285908 ESAIM, Probab. Stat. 24, 661-687 (2020). MSC: 60J65 60B05 60E05 60F99 60J50 PDF BibTeX XML Cite \textit{W. Ocafrain}, ESAIM, Probab. Stat. 24, 661--687 (2020; Zbl 07285908) Full Text: DOI
Anguraj, A.; Ramkumar, K.; Ravikumar, K.; Elsayed, E. M. On neutral stochastic integrodifferential equations with infinite delay driven by fractional Brownian motion. (English) Zbl 07285388 Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 27, No. 5, 309-323 (2020). MSC: 34K30 34K40 34K50 60J65 PDF BibTeX XML Cite \textit{A. Anguraj} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 27, No. 5, 309--323 (2020; Zbl 07285388) Full Text: Link
Cheek, David; Shneer, Seva The empirical mean position of a branching Lévy process. (English) Zbl 07284541 J. Appl. Probab. 57, No. 4, 1252-1259 (2020). MSC: 60J80 60G51 60J25 PDF BibTeX XML Cite \textit{D. Cheek} and \textit{S. Shneer}, J. Appl. Probab. 57, No. 4, 1252--1259 (2020; Zbl 07284541) Full Text: DOI
Boudabra, Maher; Markowsky, Greg Maximizing the \(p\)th moment of the exit time of planar Brownian motion from a given domain. (English) Zbl 07284535 J. Appl. Probab. 57, No. 4, 1135-1149 (2020). MSC: 60J65 PDF BibTeX XML Cite \textit{M. Boudabra} and \textit{G. Markowsky}, J. Appl. Probab. 57, No. 4, 1135--1149 (2020; Zbl 07284535) Full Text: DOI
Telesca, Luciano; Czechowski, Zbigniew Clustering of extreme events in time series generated by the fractional Ornstein-Uhlenbeck equation. (English) Zbl 07284294 Chaos 30, No. 9, 093140, 10 p. (2020). MSC: 62M10 62G32 62H30 60G22 PDF BibTeX XML Cite \textit{L. Telesca} and \textit{Z. Czechowski}, Chaos 30, No. 9, 093140, 10 p. (2020; Zbl 07284294) Full Text: DOI
Lu, Yubin; Duan, Jinqiao Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise. (English) Zbl 07284264 Chaos 30, No. 9, 093110, 12 p. (2020). MSC: 37M05 60J65 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{J. Duan}, Chaos 30, No. 9, 093110, 12 p. (2020; Zbl 07284264) Full Text: DOI
Lefebvre, M. The ruin problem for a Wiener process with state-dependent jumps. (English) Zbl 07282836 J. Appl. Math. Stat. Inform. 16, No. 1, 13-23 (2020). MSC: 60J75 60J60 PDF BibTeX XML Cite \textit{M. Lefebvre}, J. Appl. Math. Stat. Inform. 16, No. 1, 13--23 (2020; Zbl 07282836) Full Text: DOI
Bianchi, Michele Leonardo; Tassinari, Gian Luca Forward-looking portfolio selection with multivariate non-Gaussian models. (English) Zbl 07282799 Quant. Finance 20, No. 10, 1645-1661 (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{M. L. Bianchi} and \textit{G. L. Tassinari}, Quant. Finance 20, No. 10, 1645--1661 (2020; Zbl 07282799) Full Text: DOI
Lleo, Sébastien Book review of: A. N. Shiryaev, Stochastic disorder problems. (English) Zbl 1451.00042 Quant. Finance 20, No. 7, 1057-1058 (2020). MSC: 00A17 93-02 60-02 93E03 93E10 62C10 60G40 60G22 60J65 91G99 PDF BibTeX XML Cite \textit{S. Lleo}, Quant. Finance 20, No. 7, 1057--1058 (2020; Zbl 1451.00042) Full Text: DOI
Grecksch, Wilfried; Lisei, Hannelore Stochastic Schrödinger equations. (English) Zbl 07279977 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific (ISBN 978-981-12-0978-9/hbk; 978-981-12-0980-2/ebook). 115-160 (2020). MSC: 49J55 60H15 35R60 60H30 60G22 PDF BibTeX XML Cite \textit{W. Grecksch} and \textit{H. Lisei}, in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 115--160 (2020; Zbl 07279977) Full Text: DOI
Freeman, Nic; Palau, Sandra A note on characterizing tightness of random sets of càdlàg paths. (English) Zbl 07279972 Birkner, Matthias (ed.) et al., Genealogies of interacting particle systems. Papers based on lectures and turorials of the National University of Singapore, Singapore, July 17 – Aug 18, 2017. Hackensack, NJ: World Scientific (ISBN 978-981-12-0608-5/hbk; 978-981-12-0610-8/ebook). Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore 38, 295-313 (2020). MSC: 82B41 60J65 PDF BibTeX XML Cite \textit{N. Freeman} and \textit{S. Palau}, Lect. Notes Ser., Inst. Math. Sci., Natl. Univ. Singap. 38, 295--313 (2020; Zbl 07279972) Full Text: DOI
Coupier, David; Saha, Kumarjit; Sarkar, Anish; Tran, Viet Chi Collision times of random walks and applications to the Brownian web. (English) Zbl 07279971 Birkner, Matthias (ed.) et al., Genealogies of interacting particle systems. Papers based on lectures and turorials of the National University of Singapore, Singapore, July 17 – Aug 18, 2017. Hackensack, NJ: World Scientific (ISBN 978-981-12-0608-5/hbk; 978-981-12-0610-8/ebook). Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore 38, 267-293 (2020). MSC: 82B41 60J65 82B20 PDF BibTeX XML Cite \textit{D. Coupier} et al., Lect. Notes Ser., Inst. Math. Sci., Natl. Univ. Singap. 38, 267--293 (2020; Zbl 07279971) Full Text: DOI
Kliem, Sandra; Saha, Kumarjit The genealogy of extremal particles of branching Brownian motion. (English) Zbl 07279968 Birkner, Matthias (ed.) et al., Genealogies of interacting particle systems. Papers based on lectures and turorials of the National University of Singapore, Singapore, July 17 – Aug 18, 2017. Hackensack, NJ: World Scientific (ISBN 978-981-12-0608-5/hbk; 978-981-12-0610-8/ebook). Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore 38, 151-207 (2020). MSC: 60J85 60J65 92D25 92D10 PDF BibTeX XML Cite \textit{S. Kliem} and \textit{K. Saha}, Lect. Notes Ser., Inst. Math. Sci., Natl. Univ. Singap. 38, 151--207 (2020; Zbl 07279968) Full Text: DOI
Thrasher, W. John; Mascagni, Michael Examining sharp restart in a Monte Carlo method for the linearized Poisson-Boltzmann equation. (English) Zbl 07279608 Monte Carlo Methods Appl. 26, No. 3, 223-244 (2020). MSC: 65C05 65N75 65C30 PDF BibTeX XML Cite \textit{W. J. Thrasher} and \textit{M. Mascagni}, Monte Carlo Methods Appl. 26, No. 3, 223--244 (2020; Zbl 07279608) Full Text: DOI
Lejay, Antoine; Pigato, Paolo Maximum likelihood drift estimation for a threshold diffusion. (English) Zbl 07279456 Scand. J. Stat. 47, No. 3, 609-637 (2020). MSC: 62H12 60J60 60J65 60H15 PDF BibTeX XML Cite \textit{A. Lejay} and \textit{P. Pigato}, Scand. J. Stat. 47, No. 3, 609--637 (2020; Zbl 07279456) Full Text: DOI
Golovinski, P. A. Dynamics of driven Brownian inverted oscillator. (English) Zbl 1448.81394 Phys. Lett., A 384, No. 10, Article ID 126203, 6 p. (2020). MSC: 81S22 82C22 PDF BibTeX XML Cite \textit{P. A. Golovinski}, Phys. Lett., A 384, No. 10, Article ID 126203, 6 p. (2020; Zbl 1448.81394) Full Text: DOI
Boivin, Daniel; Lê, Thi Thu Hien Large deviations for Brownian motion in a random potential. (English) Zbl 07277659 ESAIM, Probab. Stat. 24, 374-398 (2020). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 82B41 60K37 60F10 PDF BibTeX XML Cite \textit{D. Boivin} and \textit{T. T. H. Lê}, ESAIM, Probab. Stat. 24, 374--398 (2020; Zbl 07277659) Full Text: DOI
Jara, Milton; Menezes, Otávio Symmetric exclusion as a random environment: invariance principle. (English) Zbl 07276949 Ann. Probab. 48, No. 6, 3124-3149 (2020). MSC: 82C41 82C22 60K37 60F17 60J65 60G15 PDF BibTeX XML Cite \textit{M. Jara} and \textit{O. Menezes}, Ann. Probab. 48, No. 6, 3124--3149 (2020; Zbl 07276949) Full Text: DOI Euclid
Landon, Benjamin; Lopatto, Patrick; Marcinek, Jake Comparison theorem for some extremal eigenvalue statistics. (English) Zbl 07276943 Ann. Probab. 48, No. 6, 2894-2919 (2020). MSC: 60B20 15B52 PDF BibTeX XML Cite \textit{B. Landon} et al., Ann. Probab. 48, No. 6, 2894--2919 (2020; Zbl 07276943) Full Text: DOI Euclid
Mukherjee, Chiranjib; Varadhan, S. R. S. Identification of the polaron measure in strong coupling and the Pekar variational formula. (English) Zbl 07276919 Ann. Probab. 48, No. 5, 2119-2144 (2020). MSC: 60J65 60J35 60F10 PDF BibTeX XML Cite \textit{C. Mukherjee} and \textit{S. R. S. Varadhan}, Ann. Probab. 48, No. 5, 2119--2144 (2020; Zbl 07276919) Full Text: DOI Euclid
Gribaudo, Marco; Horváth, Illés; Manini, Daniele; Telek, Miklós Modelling large timescale and small timescale service variability. (English) Zbl 07276184 Ann. Oper. Res. 293, No. 1, 123-140 (2020). MSC: 60G 60J PDF BibTeX XML Cite \textit{M. Gribaudo} et al., Ann. Oper. Res. 293, No. 1, 123--140 (2020; Zbl 07276184) Full Text: DOI