Fareed, Aisha F.; Elbarawy, Menna T. M.; Semary, Mourad S. Fractional discrete Temimi-Ansari method with singular and nonsingular operators: applications to electrical circuits. (English) Zbl 07644553 Adv. Contin. Discrete Models 2023, Paper No. 5, 17 p. (2023). MSC: 65C30 65L12 26A33 35R11 PDF BibTeX XML Cite \textit{A. F. Fareed} et al., Adv. Contin. Discrete Models 2023, Paper No. 5, 17 p. (2023; Zbl 07644553) Full Text: DOI OpenURL
Bertacco, Federico Multifractal analysis of Gaussian multiplicative chaos and applications. (English) Zbl 07644437 Electron. J. Probab. 28, Paper No. 2, 36 p. (2023). MSC: 60G57 60G60 28A80 28A78 PDF BibTeX XML Cite \textit{F. Bertacco}, Electron. J. Probab. 28, Paper No. 2, 36 p. (2023; Zbl 07644437) Full Text: DOI arXiv OpenURL
Shushi, Tomer A note on the mechanics emerged from systems with a stochastic process of the time variable. (English) Zbl 07642779 Physica A 609, Article ID 128334, 3 p. (2023). MSC: 82-XX PDF BibTeX XML Cite \textit{T. Shushi}, Physica A 609, Article ID 128334, 3 p. (2023; Zbl 07642779) Full Text: DOI OpenURL
Ogawa, Shigeyoshi Correction to: “Mean value theorems for the noncausal stochastic integral”. (English) Zbl 07642743 Japan J. Ind. Appl. Math. 40, No. 1, 755-756 (2023). MSC: 60H05 60H99 60J65 26A33 PDF BibTeX XML Cite \textit{S. Ogawa}, Japan J. Ind. Appl. Math. 40, No. 1, 755--756 (2023; Zbl 07642743) Full Text: DOI OpenURL
Huang, Chuying; Wang, Xu Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises. (English) Zbl 07640054 Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023). MSC: 65C30 60H35 60G22 60H07 PDF BibTeX XML Cite \textit{C. Huang} and \textit{X. Wang}, Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023; Zbl 07640054) Full Text: DOI arXiv OpenURL
Cerqueti, Roy; Mattera, Raffaele Fuzzy clustering of time series with time-varying memory. (English) Zbl 07639183 Int. J. Approx. Reasoning 153, 193-218 (2023). MSC: 68T37 PDF BibTeX XML Cite \textit{R. Cerqueti} and \textit{R. Mattera}, Int. J. Approx. Reasoning 153, 193--218 (2023; Zbl 07639183) Full Text: DOI OpenURL
Alegría, Francisco; Poblete, Verónica; Pozo, Juan C. Nonlocal in-time telegraph equation and telegraph processes with random time. (English) Zbl 07638580 J. Differ. Equations 347, 310-347 (2023). MSC: 35R11 35R60 26A33 45D05 60G22 60H15 60H20 PDF BibTeX XML Cite \textit{F. Alegría} et al., J. Differ. Equations 347, 310--347 (2023; Zbl 07638580) Full Text: DOI OpenURL
Bras, Pierre; Kohatsu-Higa, Arturo Simulation of reflected Brownian motion on two dimensional wedges. (English) Zbl 07637699 Stochastic Processes Appl. 156, 349-378 (2023). MSC: 60H35 65C05 65C30 PDF BibTeX XML Cite \textit{P. Bras} and \textit{A. Kohatsu-Higa}, Stochastic Processes Appl. 156, 349--378 (2023; Zbl 07637699) Full Text: DOI arXiv OpenURL
Bielecki, Tomasz R.; Cheng, Ziteng; Gong, Ruoting Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility. (English) Zbl 07637696 Stochastic Processes Appl. 156, 246-290 (2023). MSC: 60G51 60J25 60J65 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Stochastic Processes Appl. 156, 246--290 (2023; Zbl 07637696) Full Text: DOI arXiv OpenURL
Coffie, Emmanuel; Duedahl, Sindre; Proske, Frank Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut-Elworthy-Li formula for singular SDEs. (English) Zbl 07637693 Stochastic Processes Appl. 156, 156-195 (2023). MSC: 60H10 49N60 91G80 PDF BibTeX XML Cite \textit{E. Coffie} et al., Stochastic Processes Appl. 156, 156--195 (2023; Zbl 07637693) Full Text: DOI arXiv OpenURL
Iksanov, Alexander; Pilipenko, Andrey On a skew stable Lévy process. (English) Zbl 07637689 Stochastic Processes Appl. 156, 44-68 (2023). MSC: 60F17 60G51 60J65 60J35 60J50 PDF BibTeX XML Cite \textit{A. Iksanov} and \textit{A. Pilipenko}, Stochastic Processes Appl. 156, 44--68 (2023; Zbl 07637689) Full Text: DOI arXiv OpenURL
Biagini, Francesca; Mazzon, Andrea; Oberpriller, Katharina Reduced-form framework for multiple ordered default times under model uncertainty. (English) Zbl 07637688 Stochastic Processes Appl. 156, 1-43 (2023). MSC: 60G65 91G40 91G80 PDF BibTeX XML Cite \textit{F. Biagini} et al., Stochastic Processes Appl. 156, 1--43 (2023; Zbl 07637688) Full Text: DOI arXiv OpenURL
Marie, Nicolas Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models. (English) Zbl 07637399 Finance Stoch. 27, No. 1, 97-126 (2023). MSC: 62G05 60H30 PDF BibTeX XML Cite \textit{N. Marie}, Finance Stoch. 27, No. 1, 97--126 (2023; Zbl 07637399) Full Text: DOI arXiv OpenURL
Demni, Nizar; Hamdi, Tarek Relating moments of self-adjoint polynomials in two orthogonal projections. (English) Zbl 07635924 Adv. Oper. Theory 8, No. 1, Paper No. 7, 19 p. (2023). MSC: 46L54 47C15 47B15 PDF BibTeX XML Cite \textit{N. Demni} and \textit{T. Hamdi}, Adv. Oper. Theory 8, No. 1, Paper No. 7, 19 p. (2023; Zbl 07635924) Full Text: DOI arXiv OpenURL
Maama, Mohamed; Jasra, Ajay; Ombao, Hernando Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07635816 Stat. Comput. 33, No. 1, Paper No. 19, 9 p. (2023). MSC: 62-08 60H15 60G22 65C05 PDF BibTeX XML Cite \textit{M. Maama} et al., Stat. Comput. 33, No. 1, Paper No. 19, 9 p. (2023; Zbl 07635816) Full Text: DOI arXiv OpenURL
Cont, Rama; Das, Purba Quadratic variation and quadratic roughness. (English) Zbl 07634401 Bernoulli 29, No. 1, 496-522 (2023). MSC: 60H05 60J55 60L20 PDF BibTeX XML Cite \textit{R. Cont} and \textit{P. Das}, Bernoulli 29, No. 1, 496--522 (2023; Zbl 07634401) Full Text: DOI arXiv Link OpenURL
Grela, Jacek; Majumdar, Satya N.; Schehr, Grégory Comment on: “Non-intersecting Brownian bridges in the flat-to-flat geometry”. (English) Zbl 07633369 J. Stat. Phys. 190, No. 2, Paper No. 33, 4 p. (2023). MSC: 60J65 15B52 60B20 82B41 60K35 PDF BibTeX XML Cite \textit{J. Grela} et al., J. Stat. Phys. 190, No. 2, Paper No. 33, 4 p. (2023; Zbl 07633369) Full Text: DOI OpenURL
Zhou, Xinping; Xing, Jiamin; Jiang, Xiaomeng; Li, Yong Periodic solutions in distribution of mean-field stochastic differential equations. (English) Zbl 07633367 J. Stat. Phys. 190, No. 2, Paper No. 31, 34 p. (2023). MSC: 34C25 34F05 60J65 PDF BibTeX XML Cite \textit{X. Zhou} et al., J. Stat. Phys. 190, No. 2, Paper No. 31, 34 p. (2023; Zbl 07633367) Full Text: DOI OpenURL
Leonenko, G.; Phillips, T. N. Transient numerical approximation of hyperbolic diffusions and beyond. (English) Zbl 07630785 J. Comput. Appl. Math. 422, Article ID 114893, 13 p. (2023). MSC: 65M70 65M06 65N35 65F20 60J20 60J65 60H35 35Q84 35R60 PDF BibTeX XML Cite \textit{G. Leonenko} and \textit{T. N. Phillips}, J. Comput. Appl. Math. 422, Article ID 114893, 13 p. (2023; Zbl 07630785) Full Text: DOI OpenURL
Fei, Chen; Fei, Weiyin; Mao, Xuerong A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion. (English) Zbl 1499.60186 Appl. Math. Lett. 136, Article ID 108448, 9 p. (2023). MSC: 60H10 60G65 93E15 PDF BibTeX XML Cite \textit{C. Fei} et al., Appl. Math. Lett. 136, Article ID 108448, 9 p. (2023; Zbl 1499.60186) Full Text: DOI OpenURL
Benkabdi, Youssef; Lakhel, El Hassan Controllability of retarded time-dependent neutral stochastic integro-differential systems driven by fractional Brownian motion. (English) Zbl 07629952 Evol. Equ. Control Theory 12, No. 1, 318-335 (2023). MSC: 35R10 60G22 60H20 93B05 PDF BibTeX XML Cite \textit{Y. Benkabdi} and \textit{E. H. Lakhel}, Evol. Equ. Control Theory 12, No. 1, 318--335 (2023; Zbl 07629952) Full Text: DOI OpenURL
Lou, Shuwen On transition density functions of skew Brownian motions with two-valued drift. (English) Zbl 07629093 Stat. Probab. Lett. 193, Article ID 109712, 9 p. (2023). MSC: 60J35 60J45 60J65 60J60 91G20 PDF BibTeX XML Cite \textit{S. Lou}, Stat. Probab. Lett. 193, Article ID 109712, 9 p. (2023; Zbl 07629093) Full Text: DOI arXiv OpenURL
Soumana Hima, Abdoulaye; Dakaou, Ibrahim Large deviation principle for Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains. (English) Zbl 07629089 Stat. Probab. Lett. 193, Article ID 109707, 12 p. (2023). Reviewer: Xiequan Fan (Tianjin) MSC: 60F10 60H10 PDF BibTeX XML Cite \textit{A. Soumana Hima} and \textit{I. Dakaou}, Stat. Probab. Lett. 193, Article ID 109707, 12 p. (2023; Zbl 07629089) Full Text: DOI OpenURL
Zhang, Jichen; Chen, Zengjing A transitivity property of Ocone martingales. (English) Zbl 07629085 Stat. Probab. Lett. 193, Article ID 109703, 7 p. (2023). MSC: 60G44 60J65 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{Z. Chen}, Stat. Probab. Lett. 193, Article ID 109703, 7 p. (2023; Zbl 07629085) Full Text: DOI OpenURL
Matsumoto, Hiroyuki; Otani, Jun Laplacian and Brownian motion on positive definite matrices, revisited. (English) Zbl 07629078 Stat. Probab. Lett. 193, Article ID 109696, 8 p. (2023). MSC: 60J60 60J65 58J65 PDF BibTeX XML Cite \textit{H. Matsumoto} and \textit{J. Otani}, Stat. Probab. Lett. 193, Article ID 109696, 8 p. (2023; Zbl 07629078) Full Text: DOI OpenURL
Takahashi, Hiroshi; Tamura, Yozo Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\). (English) Zbl 1499.60273 Stat. Probab. Lett. 193, Article ID 109694, 7 p. (2023). MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{H. Takahashi} and \textit{Y. Tamura}, Stat. Probab. Lett. 193, Article ID 109694, 7 p. (2023; Zbl 1499.60273) Full Text: DOI OpenURL
Lee, Taeho Exact simulation for the first hitting time of Brownian motion and Brownian bridge. (English) Zbl 1499.60277 Stat. Probab. Lett. 193, Article ID 109654, 8 p. (2023). MSC: 60J65 60J60 PDF BibTeX XML Cite \textit{T. Lee}, Stat. Probab. Lett. 193, Article ID 109654, 8 p. (2023; Zbl 1499.60277) Full Text: DOI OpenURL
Huesmann, Martin; Mattesini, Francesco; Trevisan, Dario Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus. (English) Zbl 07628744 Stochastic Processes Appl. 155, 1-26 (2023). MSC: 60-XX PDF BibTeX XML Cite \textit{M. Huesmann} et al., Stochastic Processes Appl. 155, 1--26 (2023; Zbl 07628744) Full Text: DOI arXiv OpenURL
Ching-Peng, Huang A model of invariant control system using mean curvature drift from Brownian motion under submersions. (English) Zbl 07626184 Q. Appl. Math. 81, No. 1, 175-202 (2023). MSC: 60D05 60J65 93E03 53E10 PDF BibTeX XML Cite \textit{H. Ching-Peng}, Q. Appl. Math. 81, No. 1, 175--202 (2023; Zbl 07626184) Full Text: DOI arXiv OpenURL
Deepika; Anand, Adarsh; Inoue, Shinji; Johri, Prashant SDE based SRGM Considering irregular fluctuation in fault introduction rate. (English) Zbl 07624811 Kumar, Vijay (ed.) et al., Predictive analytics in system reliability. Cham: Springer. Springer Ser. Reliab. Eng., 67-80 (2023). MSC: 68-XX 90B25 PDF BibTeX XML Cite \textit{Deepika} et al., in: Predictive analytics in system reliability. Cham: Springer. 67--80 (2023; Zbl 07624811) Full Text: DOI OpenURL
Huang, Chuying Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions. (English) Zbl 07623987 J. Differ. Equations 344, 325-351 (2023). MSC: 60H35 65C30 PDF BibTeX XML Cite \textit{C. Huang}, J. Differ. Equations 344, 325--351 (2023; Zbl 07623987) Full Text: DOI arXiv OpenURL
Kang, Helei; Liu, Renyun; Yao, Yifei; Yu, Fanhua Improved Harris hawks optimization for non-convex function optimization and design optimization problems. (English) Zbl 07619076 Math. Comput. Simul. 204, 619-639 (2023). MSC: 90-XX 65-XX PDF BibTeX XML Cite \textit{H. Kang} et al., Math. Comput. Simul. 204, 619--639 (2023; Zbl 07619076) Full Text: DOI OpenURL
Meng, Qingxin; Dong, Yuchao; Shen, Yang; Tang, Shanjian Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps. (English) Zbl 07615099 Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023). MSC: 49K45 49K20 90C39 35F21 35R60 60H15 60J65 60J76 PDF BibTeX XML Cite \textit{Q. Meng} et al., Appl. Math. Optim. 87, No. 1, Paper No. 3, 51 p. (2023; Zbl 07615099) Full Text: DOI arXiv OpenURL
Yin, Xiuwei An integration by parts formula for stochastic heat equations with fractional noise. (English) Zbl 07605450 Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 1, 349-362 (2023). MSC: 60H15 60G22 PDF BibTeX XML Cite \textit{X. Yin}, Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 1, 349--362 (2023; Zbl 07605450) Full Text: DOI OpenURL
Li, Min; Hu, Yaozhong; Huang, Chengming; Wang, Xiong Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1499.60193 J. Comput. Appl. Math. 420, Article ID 114804, 24 p. (2023). MSC: 60H10 60H35 65C30 PDF BibTeX XML Cite \textit{M. Li} et al., J. Comput. Appl. Math. 420, Article ID 114804, 24 p. (2023; Zbl 1499.60193) Full Text: DOI arXiv OpenURL
Grundland, A. M.; de Lucas, J. Multiple Riemann wave solutions of the general form of quasilinear hyperbolic systems. (English) Zbl 1500.35236 Adv. Differ. Equ. 28, No. 1-2, 73-112 (2023). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q35 35A30 35L02 53A05 60J65 PDF BibTeX XML Cite \textit{A. M. Grundland} and \textit{J. de Lucas}, Adv. Differ. Equ. 28, No. 1--2, 73--112 (2023; Zbl 1500.35236) Full Text: arXiv Link OpenURL
Chan, Leunglung; Zhu, Song-Ping An exact and explicit formula for pricing lookback options with regime switching. (English) Zbl 07599093 J. Ind. Manag. Optim. 19, No. 1, 723-729 (2023). MSC: 91G99 91G80 PDF BibTeX XML Cite \textit{L. Chan} and \textit{S.-P. Zhu}, J. Ind. Manag. Optim. 19, No. 1, 723--729 (2023; Zbl 07599093) Full Text: DOI arXiv OpenURL
Tuan, Nguyen Huy; Phuong, Nguyen Duc; Thach, Tran Ngoc New well-posedness results for stochastic delay Rayleigh-Stokes equations. (English) Zbl 07599018 Discrete Contin. Dyn. Syst., Ser. B 28, No. 1, 347-358 (2023). MSC: 26A33 35B40 35R11 35M11 60H15 PDF BibTeX XML Cite \textit{N. H. Tuan} et al., Discrete Contin. Dyn. Syst., Ser. B 28, No. 1, 347--358 (2023; Zbl 07599018) Full Text: DOI OpenURL
Hainaut, Donatien Pricing of spread and exchange options in a rough jump-diffusion market. (English) Zbl 1500.91135 J. Comput. Appl. Math. 419, Article ID 114752, 24 p. (2023). MSC: 91G20 26A33 PDF BibTeX XML Cite \textit{D. Hainaut}, J. Comput. Appl. Math. 419, Article ID 114752, 24 p. (2023; Zbl 1500.91135) Full Text: DOI OpenURL
Feulefack, Pierre Aime The logarithmic Schrödinger operator and associated Dirichlet problems. (English) Zbl 1498.60183 J. Math. Anal. Appl. 517, No. 2, Article ID 126656, 33 p. (2023). MSC: 60G65 45K05 47G10 45P05 33C10 PDF BibTeX XML Cite \textit{P. A. Feulefack}, J. Math. Anal. Appl. 517, No. 2, Article ID 126656, 33 p. (2023; Zbl 1498.60183) Full Text: DOI arXiv OpenURL
Etheridge, Alison M.; Gooding, Mitchel D.; Letter, Ian On the effects of a wide opening in the domain of the (stochastic) Allen-Cahn equation and the motion of hybrid zones. (English) Zbl 07644244 Electron. J. Probab. 27, Paper No. 161, 53 p. (2022). MSC: 60H30 60J70 60J85 92D15 PDF BibTeX XML Cite \textit{A. M. Etheridge} et al., Electron. J. Probab. 27, Paper No. 161, 53 p. (2022; Zbl 07644244) Full Text: DOI arXiv OpenURL
Varshini, S.; Banupriya, K.; Ramkumar, K.; Ravikumar, K. Existence and stability results of stochastic differential equations with non-instantaneous impulse and Poisson jumps. (English) Zbl 07643818 Nonauton. Dyn. Syst. 9, 256-271 (2022). MSC: 37H30 37H10 60G22 PDF BibTeX XML Cite \textit{S. Varshini} et al., Nonauton. Dyn. Syst. 9, 256--271 (2022; Zbl 07643818) Full Text: DOI OpenURL
Elbaz, I. M.; El-Metwally, H.; Sohaly, M. A. Dynamics of delayed Nicholson’s blowflies models. (English) Zbl 07643255 J. Biol. Syst. 30, No. 4, 741-759 (2022). MSC: 92D25 60H30 PDF BibTeX XML Cite \textit{I. M. Elbaz} et al., J. Biol. Syst. 30, No. 4, 741--759 (2022; Zbl 07643255) Full Text: DOI OpenURL
Rahimkhani, P.; Ordokhani, Y. Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion. (English) Zbl 07642303 Chaos Solitons Fractals 163, Article ID 112570, 12 p. (2022). MSC: 60H20 45D05 33C47 PDF BibTeX XML Cite \textit{P. Rahimkhani} and \textit{Y. Ordokhani}, Chaos Solitons Fractals 163, Article ID 112570, 12 p. (2022; Zbl 07642303) Full Text: DOI OpenURL
Zhu, Wei-jing; Wu, Jian-chun; Ai, Bao-quan Ratchet transport of particles in the obstacle lattices with topographical gradients. (English) Zbl 07642160 Chaos Solitons Fractals 162, Article ID 112411, 7 p. (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{W.-j. Zhu} et al., Chaos Solitons Fractals 162, Article ID 112411, 7 p. (2022; Zbl 07642160) Full Text: DOI OpenURL
El-Beltagy, Mohamed; Etman, Ahmed; Maged, Sroor Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models. (English) Zbl 07641709 Chaos Solitons Fractals 156, Article ID 111847, 11 p. (2022). MSC: 65-XX 82-XX PDF BibTeX XML Cite \textit{M. El-Beltagy} et al., Chaos Solitons Fractals 156, Article ID 111847, 11 p. (2022; Zbl 07641709) Full Text: DOI OpenURL
Castrequini, Rafael A.; Catuogno, Pedro J. A generalized change of variable formula for the Young integral. (English) Zbl 07641621 Chaos Solitons Fractals 158, Article ID 112064, 8 p. (2022). MSC: 60G22 70G60 26A42 26A39 35Fxx PDF BibTeX XML Cite \textit{R. A. Castrequini} and \textit{P. J. Catuogno}, Chaos Solitons Fractals 158, Article ID 112064, 8 p. (2022; Zbl 07641621) Full Text: DOI OpenURL
Ahmadian, D.; Ballestra, L. V.; Shokrollahi, F. A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion. (English) Zbl 07641590 Chaos Solitons Fractals 158, Article ID 112023, 9 p. (2022). MSC: 91Gxx 60Gxx 60Hxx PDF BibTeX XML Cite \textit{D. Ahmadian} et al., Chaos Solitons Fractals 158, Article ID 112023, 9 p. (2022; Zbl 07641590) Full Text: DOI OpenURL
Mahmoudi, Mohammad Reza Corrigendum to: “A computational technique to classify several fractional Brownian motion processes”. (English) Zbl 07641372 Chaos Solitons Fractals 161, Article ID 112386, 1 p. (2022). MSC: 60G22 62M10 92D30 PDF BibTeX XML Cite \textit{M. R. Mahmoudi}, Chaos Solitons Fractals 161, Article ID 112386, 1 p. (2022; Zbl 07641372) Full Text: DOI OpenURL
Wang, Bichen; Hou, Yulei Comment on “A computational technique to classify several fractional Brownian motion processes”. (English) Zbl 07641364 Chaos Solitons Fractals 161, Article ID 112377, 3 p. (2022). MSC: 60Gxx 60Jxx 65-XX PDF BibTeX XML Cite \textit{B. Wang} and \textit{Y. Hou}, Chaos Solitons Fractals 161, Article ID 112377, 3 p. (2022; Zbl 07641364) Full Text: DOI OpenURL
Xu, Jiaohui; Caraballo, Tomás Well-posedness of stochastic time fractional 2D-Stokes models with finite and infinite delay. (English) Zbl 07640699 Electron. J. Differ. Equ. 2022, Paper No. 86, 29 p. (2022). MSC: 35Q30 35B65 35A01 35A02 33E12 60J65 60G22 60H15 65F08 65F10 26A33 35R11 35R07 35R60 PDF BibTeX XML Cite \textit{J. Xu} and \textit{T. Caraballo}, Electron. J. Differ. Equ. 2022, Paper No. 86, 29 p. (2022; Zbl 07640699) Full Text: Link OpenURL
Bhattacharjee, Suraka; Satpathi, Urbashi; Sinha, Supurna Long-time tails in quantum Brownian motion of a charged particle in a magnetic field. (English) Zbl 07639861 Physica A 608, Part 1, Article ID 128266, 14 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{S. Bhattacharjee} et al., Physica A 608, Part 1, Article ID 128266, 14 p. (2022; Zbl 07639861) Full Text: DOI arXiv OpenURL
Esser, Céline; Loosveldt, Laurent Slow, ordinary and rapid points for Gaussian wavelet. (English) Zbl 07639714 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1471-1495 (2022). MSC: 42C40 26A16 60G15 60G22 60G17 PDF BibTeX XML Cite \textit{C. Esser} and \textit{L. Loosveldt}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1471--1495 (2022; Zbl 07639714) Full Text: Link OpenURL
Liebrich, Felix-Benedikt; Nendel, Max Separability versus robustness of Orlicz spaces: financial and economic perspectives. (English) Zbl 07638215 SIAM J. Financ. Math. 13, No. 4, 1344-1378 (2022). MSC: 46E30 28A12 60G65 PDF BibTeX XML Cite \textit{F.-B. Liebrich} and \textit{M. Nendel}, SIAM J. Financ. Math. 13, No. 4, 1344--1378 (2022; Zbl 07638215) Full Text: DOI arXiv OpenURL
Quân, Nguyễn Như Existence and asymptotic stability for lattice stochastic integrodifferential equations with infinite delays. (English) Zbl 07636568 J. Integral Equations Appl. 34, No. 3, 357-372 (2022). MSC: 37L55 47H10 60G22 60H15 PDF BibTeX XML Cite \textit{N. N. Quân}, J. Integral Equations Appl. 34, No. 3, 357--372 (2022; Zbl 07636568) Full Text: DOI OpenURL
Bender, Christian; Butko, Yana A. Stochastic solutions of generalized time-fractional evolution equations. (English) Zbl 07636539 Fract. Calc. Appl. Anal. 25, No. 2, 488-519 (2022). MSC: 45J05 45R05 60H20 26A33 33E12 60G22 60G65 33C65 PDF BibTeX XML Cite \textit{C. Bender} and \textit{Y. A. Butko}, Fract. Calc. Appl. Anal. 25, No. 2, 488--519 (2022; Zbl 07636539) Full Text: DOI arXiv OpenURL
Kataria, Kuldeep Kumar; Khandakar, Mostafizar Skellam and time-changed variants of the generalized fractional counting process. (English) Zbl 07636163 Fract. Calc. Appl. Anal. 25, No. 5, 1873-1907 (2022). MSC: 60G22 60G55 26A33 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Fract. Calc. Appl. Anal. 25, No. 5, 1873--1907 (2022; Zbl 07636163) Full Text: DOI arXiv OpenURL
Bender, Christian; Bormann, Marie; Butko, Yana A. Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations. (English) Zbl 07636160 Fract. Calc. Appl. Anal. 25, No. 5, 1818-1836 (2022). MSC: 47D06 47D08 35R11 26A33 33E12 60G18 PDF BibTeX XML Cite \textit{C. Bender} et al., Fract. Calc. Appl. Anal. 25, No. 5, 1818--1836 (2022; Zbl 07636160) Full Text: DOI arXiv OpenURL
Sun, Lin; Chen, Jianxin; Lu, Xianggang Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets. (English) Zbl 07636115 Adv. Contin. Discrete Models 2022, Paper No. 69, 22 p. (2022). MSC: 39-XX 34-XX PDF BibTeX XML Cite \textit{L. Sun} et al., Adv. Contin. Discrete Models 2022, Paper No. 69, 22 p. (2022; Zbl 07636115) Full Text: DOI OpenURL
Paraguassú, Pedro V.; Defaveri, Lucianno; Duarte Queirós, Sílvio M.; Morgado, Welles A. M. Probabilities for informational free lunches in stochastic thermodynamics. (English) Zbl 07635939 J. Stat. Mech. Theory Exp. 2022, No. 12, Article ID 123204, 19 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{P. V. Paraguassú} et al., J. Stat. Mech. Theory Exp. 2022, No. 12, Article ID 123204, 19 p. (2022; Zbl 07635939) Full Text: DOI arXiv OpenURL
Jose, Stephy First passage statistics of active random walks on one and two dimensional lattices. (English) Zbl 07635931 J. Stat. Mech. Theory Exp. 2022, No. 11, Article ID 113208, 38 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{S. Jose}, J. Stat. Mech. Theory Exp. 2022, No. 11, Article ID 113208, 38 p. (2022; Zbl 07635931) Full Text: DOI arXiv OpenURL
Beghin, Luisa; De Gregorio, Alessandro Stochastic solutions for time-fractional heat equations with complex spatial variables. (English) Zbl 07635809 Fract. Calc. Appl. Anal. 25, No. 1, 244-266 (2022). MSC: 35R11 35R60 60G22 26A33 PDF BibTeX XML Cite \textit{L. Beghin} and \textit{A. De Gregorio}, Fract. Calc. Appl. Anal. 25, No. 1, 244--266 (2022; Zbl 07635809) Full Text: DOI arXiv OpenURL
Georgiou, Nicholas; Wade, Andrew R. Deposition, diffusion, and nucleation on an interval. (English) Zbl 07634783 Ann. Appl. Probab. 32, No. 6, 4849-4892 (2022). MSC: 60J25 60J65 60J70 60K35 82C22 82D80 PDF BibTeX XML Cite \textit{N. Georgiou} and \textit{A. R. Wade}, Ann. Appl. Probab. 32, No. 6, 4849--4892 (2022; Zbl 07634783) Full Text: DOI arXiv OpenURL
Pozzoli, Gaia; De Bruyne, Benjamin Transport properties of diffusive particles conditioned to survive in trapping environments. (English) Zbl 07632713 J. Stat. Mech. Theory Exp. 2022, No. 11, Article ID 113205, 29 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{G. Pozzoli} and \textit{B. De Bruyne}, J. Stat. Mech. Theory Exp. 2022, No. 11, Article ID 113205, 29 p. (2022; Zbl 07632713) Full Text: DOI arXiv OpenURL
Sharma, Trupti R.; Rangarajan, G.; Gade, Prashant M. The interpolation between random walk and self-avoiding walk by avoiding marked sites. (English) Zbl 07632711 J. Stat. Mech. Theory Exp. 2022, No. 11, Article ID 113203, 14 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{T. R. Sharma} et al., J. Stat. Mech. Theory Exp. 2022, No. 11, Article ID 113203, 14 p. (2022; Zbl 07632711) Full Text: DOI OpenURL
Ben-Naim, E.; Krapivsky, P. L. Statistical properties of sites visited by independent random walks. (English) Zbl 07632699 J. Stat. Mech. Theory Exp. 2022, No. 10, Article ID 103208, 23 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{E. Ben-Naim} and \textit{P. L. Krapivsky}, J. Stat. Mech. Theory Exp. 2022, No. 10, Article ID 103208, 23 p. (2022; Zbl 07632699) Full Text: DOI arXiv OpenURL
Mazzolo, Alain; Monthus, Cécile Conditioning diffusion processes with respect to the local time at the origin. (English) Zbl 07632698 J. Stat. Mech. Theory Exp. 2022, No. 10, Article ID 103207, 73 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{A. Mazzolo} and \textit{C. Monthus}, J. Stat. Mech. Theory Exp. 2022, No. 10, Article ID 103207, 73 p. (2022; Zbl 07632698) Full Text: DOI arXiv OpenURL
Fomichov, Vladimir; Franceschi, Sandro; Ivanovs, Jevgenijs Probability of total domination for transient reflecting processes in a quadrant. (English) Zbl 1499.60146 Adv. Appl. Probab. 54, No. 4, 1094-1138 (2022). MSC: 60G51 60J65 60K25 60K40 PDF BibTeX XML Cite \textit{V. Fomichov} et al., Adv. Appl. Probab. 54, No. 4, 1094--1138 (2022; Zbl 1499.60146) Full Text: DOI arXiv OpenURL
Mishura, Yuliya; Shklyar, Sergiy Gaussian Volterra processes with power-type kernels. II. (English) Zbl 07632489 Mod. Stoch., Theory Appl. 9, No. 4, 431-452 (2022). MSC: 60G15 60G22 60G17 60G18 60H05 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{S. Shklyar}, Mod. Stoch., Theory Appl. 9, No. 4, 431--452 (2022; Zbl 07632489) Full Text: DOI OpenURL
Harang, Fabian A.; Nilssen, Torstein K.; Proske, Frank N. Girsanov theorem for multifractional Brownian processes. (English) Zbl 1499.60169 Stochastics 94, No. 8, 1137-1165 (2022). MSC: 60H05 60G15 60G22 60H30 PDF BibTeX XML Cite \textit{F. A. Harang} et al., Stochastics 94, No. 8, 1137--1165 (2022; Zbl 1499.60169) Full Text: DOI arXiv OpenURL
Jafari, Hossein; Zhao, Yiqiang Q. Bounds for the expected supremum of some non-stationary Gaussian processes. (English) Zbl 07629427 Stochastics 94, No. 7, 1031-1053 (2022). MSC: 60G15 60H05 60G22 60H07 PDF BibTeX XML Cite \textit{H. Jafari} and \textit{Y. Q. Zhao}, Stochastics 94, No. 7, 1031--1053 (2022; Zbl 07629427) Full Text: DOI OpenURL
He, Ping; Ren, Yong; Zhang, Defei A stochastic epidemic model with \(G\)-Brownian motion. (English) Zbl 07629398 Int. J. Control 95, No. 11, 3166-3169 (2022). MSC: 92D30 60G65 PDF BibTeX XML Cite \textit{P. He} et al., Int. J. Control 95, No. 11, 3166--3169 (2022; Zbl 07629398) Full Text: DOI OpenURL
Betsakos, Dimitrios; Boudabra, Maher; Markowsky, Greg On the duration of stays of Brownian motion in domains in Euclidean space. (English) Zbl 07628826 Electron. Commun. Probab. 27, 1-12 (2022). MSC: 31B15 60J65 PDF BibTeX XML Cite \textit{D. Betsakos} et al., Electron. Commun. Probab. 27, 1--12 (2022; Zbl 07628826) Full Text: DOI arXiv OpenURL
Daw, Lara; Loosveldt, Laurent Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process. (English) Zbl 07628823 Electron. J. Probab. 27, Paper No. 152, 45 p. (2022). MSC: 60G18 60G22 42C40 26A16 60G17 PDF BibTeX XML Cite \textit{L. Daw} and \textit{L. Loosveldt}, Electron. J. Probab. 27, Paper No. 152, 45 p. (2022; Zbl 07628823) Full Text: DOI arXiv OpenURL
Li, Xinyi; Shiraishi, Daisuke The Hölder continuity of the scaling limit of three-dimensional loop-erased random walk. (English) Zbl 07628819 Electron. J. Probab. 27, Paper No. 144, 37 p. (2022). MSC: 82B41 82B20 60G18 60J65 60J67 PDF BibTeX XML Cite \textit{X. Li} and \textit{D. Shiraishi}, Electron. J. Probab. 27, Paper No. 144, 37 p. (2022; Zbl 07628819) Full Text: DOI arXiv OpenURL
He, Yue Stochastic processes with applications in physics and insurance. (Abstract of thesis). (English) Zbl 07626930 Bull. Aust. Math. Soc. 106, No. 3, 513-517 (2022). MSC: 60G51 60G22 60K50 65M15 91G05 PDF BibTeX XML Cite \textit{Y. He}, Bull. Aust. Math. Soc. 106, No. 3, 513--517 (2022; Zbl 07626930) Full Text: DOI OpenURL
Neena, A. S.; Mkhope, Dominic P. Clemence; Awasthi, Ashish Some computational methods for the Fokker-Planck equation. (English) Zbl 07626569 Int. J. Appl. Comput. Math. 8, No. 5, Paper No. 261, 17 p. (2022). MSC: 65M06 65N06 60J65 60H40 82C31 35B09 35Q84 35R60 PDF BibTeX XML Cite \textit{A. S. Neena} et al., Int. J. Appl. Comput. Math. 8, No. 5, Paper No. 261, 17 p. (2022; Zbl 07626569) Full Text: DOI OpenURL
Allaoui, Omar; Sghir, Aissa; Hadiri, Soukaina On the existence and the Hölder regularity of the local time of the Brownian bridge. (English) Zbl 1499.60111 Random Oper. Stoch. Equ. 30, No. 4, 259-270 (2022). MSC: 60G15 60J55 60G22 PDF BibTeX XML Cite \textit{O. Allaoui} et al., Random Oper. Stoch. Equ. 30, No. 4, 259--270 (2022; Zbl 1499.60111) Full Text: DOI OpenURL
Diatta, Raphaël; Manga, Clément; Diédhiou, Alassane Large deviation principle for a mixed fractional and jump diffusion process. (English) Zbl 07626531 Random Oper. Stoch. Equ. 30, No. 4, 241-249 (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60J76 60G22 60G55 60F10 PDF BibTeX XML Cite \textit{R. Diatta} et al., Random Oper. Stoch. Equ. 30, No. 4, 241--249 (2022; Zbl 07626531) Full Text: DOI OpenURL
Dai, Yin; Li, Rui Nan Transportation inequalities for stochastic heat equation with rough dependence in space. (English) Zbl 07625347 Acta Math. Sin., Engl. Ser. 38, No. 11, 2019-2038 (2022). Reviewer: Jaak Henno (Tallinn) MSC: 60E15 60H15 60G22 94A15 PDF BibTeX XML Cite \textit{Y. Dai} and \textit{R. N. Li}, Acta Math. Sin., Engl. Ser. 38, No. 11, 2019--2038 (2022; Zbl 07625347) Full Text: DOI OpenURL
Chen, Senming; Zhu, Changjiang The global classical solution to a 1D two-fluid model with density-dependent viscosity and vacuum. (English) Zbl 07625339 Sci. China, Math. 65, No. 12, 2563-2582 (2022). MSC: 76T06 76N06 35Q30 PDF BibTeX XML Cite \textit{S. Chen} and \textit{C. Zhu}, Sci. China, Math. 65, No. 12, 2563--2582 (2022; Zbl 07625339) Full Text: DOI OpenURL
Aurzada, Frank; Kilian, Martin; Sönmez, Ercan Persistence probabilities of mixed FBM and other mixed processes. (English) Zbl 07625233 J. Phys. A, Math. Theor. 55, No. 30, Article ID 305003, 17 p. (2022). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{F. Aurzada} et al., J. Phys. A, Math. Theor. 55, No. 30, Article ID 305003, 17 p. (2022; Zbl 07625233) Full Text: DOI arXiv OpenURL
Mazzolo, Alain; Monthus, Cécile Conditioning two diffusion processes with respect to their first-encounter properties. (English) Zbl 07625232 J. Phys. A, Math. Theor. 55, No. 30, Article ID 305002, 54 p. (2022). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{A. Mazzolo} and \textit{C. Monthus}, J. Phys. A, Math. Theor. 55, No. 30, Article ID 305002, 54 p. (2022; Zbl 07625232) Full Text: DOI arXiv OpenURL
Alston, Henry; Cocconi, Luca; Bertrand, Thibault Non-equilibrium thermodynamics of diffusion in fluctuating potentials. (English) Zbl 07624497 J. Phys. A, Math. Theor. 55, No. 27, Article ID 274004, 27 p. (2022). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{H. Alston} et al., J. Phys. A, Math. Theor. 55, No. 27, Article ID 274004, 27 p. (2022; Zbl 07624497) Full Text: DOI arXiv OpenURL
Hu, Lei; Xu, Dinghua Parameter identification for portfolio optimization with a slow stochastic factor. (English) Zbl 07624004 J. Inverse Ill-Posed Probl. 30, No. 6, 777-789 (2022). MSC: 35Q91 35R30 60J65 65C05 91G10 91G20 93E20 35B35 35A02 35B40 PDF BibTeX XML Cite \textit{L. Hu} and \textit{D. Xu}, J. Inverse Ill-Posed Probl. 30, No. 6, 777--789 (2022; Zbl 07624004) Full Text: DOI OpenURL
Choi, Beomjun; Haslhofer, Robert Hitting estimates on Einstein manifolds and applications. (English) Zbl 07623475 J. Reine Angew. Math. 793, 261-280 (2022). Reviewer: Feng-Yu Wang (Tianjin) MSC: 53C25 58J65 60J65 PDF BibTeX XML Cite \textit{B. Choi} and \textit{R. Haslhofer}, J. Reine Angew. Math. 793, 261--280 (2022; Zbl 07623475) Full Text: DOI arXiv OpenURL
Liu, Junfeng; Mao, Lei Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space. (English) Zbl 07623029 Bull. Sci. Math. 181, Article ID 103207, 54 p. (2022). MSC: 60G15 60G22 60H15 PDF BibTeX XML Cite \textit{J. Liu} and \textit{L. Mao}, Bull. Sci. Math. 181, Article ID 103207, 54 p. (2022; Zbl 07623029) Full Text: DOI OpenURL
Fendick, Kerry Brownian motion minus the independent increments: representation and queuing application. (English) Zbl 1498.60360 Probab. Eng. Inf. Sci. 36, No. 1, 144-168 (2022). MSC: 60K25 60J70 90B22 PDF BibTeX XML Cite \textit{K. Fendick}, Probab. Eng. Inf. Sci. 36, No. 1, 144--168 (2022; Zbl 1498.60360) Full Text: DOI OpenURL
Burrage, Kevin; Burrage, Pamela M.; Lythe, Grant Effective numerical methods for simulating diffusion on a spherical surface in three dimensions. (English) Zbl 07621825 Numer. Algorithms 91, No. 4, 1577-1596 (2022). MSC: 65C30 PDF BibTeX XML Cite \textit{K. Burrage} et al., Numer. Algorithms 91, No. 4, 1577--1596 (2022; Zbl 07621825) Full Text: DOI OpenURL
Merkle, Robin; Barth, Andrea Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient. (English) Zbl 07621787 BIT 62, No. 4, 1279-1317 (2022). MSC: 65N30 65C05 65C30 60G60 60G65 60H25 60H35 60J74 76S05 35R60 PDF BibTeX XML Cite \textit{R. Merkle} and \textit{A. Barth}, BIT 62, No. 4, 1279--1317 (2022; Zbl 07621787) Full Text: DOI arXiv OpenURL
Karafyllia, Christina The range of Hardy numbers for comb domains. (English) Zbl 07621123 Comput. Methods Funct. Theory 22, No. 4, 743-753 (2022). MSC: 30H10 42B30 60J65 PDF BibTeX XML Cite \textit{C. Karafyllia}, Comput. Methods Funct. Theory 22, No. 4, 743--753 (2022; Zbl 07621123) Full Text: DOI arXiv OpenURL
Wang, Wei; Zhai, Jianliang; Zhang, Tusheng Stochastic two-dimensional Navier-Stokes equations on time-dependent domains. (English) Zbl 07621034 J. Theor. Probab. 35, No. 4, 2916-2939 (2022). MSC: 35Q30 76D05 60H15 35D35 35A01 35A02 60J65 35R60 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Theor. Probab. 35, No. 4, 2916--2939 (2022; Zbl 07621034) Full Text: DOI OpenURL
Csáki, Endre; Földes, Antónia Strong approximation of the anisotropic random walk revisited. (English) Zbl 07621032 J. Theor. Probab. 35, No. 4, 2879-2895 (2022). MSC: 60G50 60J65 60F15 60J10 PDF BibTeX XML Cite \textit{E. Csáki} and \textit{A. Földes}, J. Theor. Probab. 35, No. 4, 2879--2895 (2022; Zbl 07621032) Full Text: DOI arXiv OpenURL
Kataria, K. K.; Khandakar, M. Generalized fractional counting process. (English) Zbl 07621029 J. Theor. Probab. 35, No. 4, 2784-2805 (2022). MSC: 60G55 60G22 91B30 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, J. Theor. Probab. 35, No. 4, 2784--2805 (2022; Zbl 07621029) Full Text: DOI arXiv OpenURL
Kim, Donghan Local times for continuous paths of arbitrary regularity. (English) Zbl 07621020 J. Theor. Probab. 35, No. 4, 2540-2568 (2022). MSC: 60G17 60G22 60H05 PDF BibTeX XML Cite \textit{D. Kim}, J. Theor. Probab. 35, No. 4, 2540--2568 (2022; Zbl 07621020) Full Text: DOI arXiv OpenURL
Wang, Ran; Xiao, Yimin Exact uniform modulus of continuity and Chung’s LIL for the generalized fractional Brownian motion. (English) Zbl 07621017 J. Theor. Probab. 35, No. 4, 2442-2479 (2022). MSC: 60G15 60G17 60G18 60G22 PDF BibTeX XML Cite \textit{R. Wang} and \textit{Y. Xiao}, J. Theor. Probab. 35, No. 4, 2442--2479 (2022; Zbl 07621017) Full Text: DOI arXiv OpenURL
Nourdin, Ivan; Zheng, Guangqu Asymptotic behavior of large Gaussian correlated Wishart matrices. (English) Zbl 07621011 J. Theor. Probab. 35, No. 4, 2239-2268 (2022). MSC: 60B20 60F05 60G22 60H07 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{G. Zheng}, J. Theor. Probab. 35, No. 4, 2239--2268 (2022; Zbl 07621011) Full Text: DOI arXiv OpenURL
Burrell, Stuart A. Dimensions of fractional Brownian images. (English) Zbl 07621010 J. Theor. Probab. 35, No. 4, 2217-2238 (2022). MSC: 28A80 60G22 60G15 PDF BibTeX XML Cite \textit{S. A. Burrell}, J. Theor. Probab. 35, No. 4, 2217--2238 (2022; Zbl 07621010) Full Text: DOI arXiv OpenURL
Wei, Chao Almost sure exponential stability of nonlinear stochastic delay hybrid systems driven by \(G\)-Brownian motion. (English) Zbl 07619603 Bound. Value Probl. 2022, Paper No. 73, 12 p. (2022). MSC: 60Hxx 93Cxx 93Dxx PDF BibTeX XML Cite \textit{C. Wei}, Bound. Value Probl. 2022, Paper No. 73, 12 p. (2022; Zbl 07619603) Full Text: DOI OpenURL
Pakshirajan, R. P.; Sreehari, M. On the other LIL for variables without finite variance. (English) Zbl 07618877 Theory Probab. Math. Stat. 107, 159-171 (2022). MSC: 60F15 60G50 60F10 60J65 PDF BibTeX XML Cite \textit{R. P. Pakshirajan} and \textit{M. Sreehari}, Theory Probab. Math. Stat. 107, 159--171 (2022; Zbl 07618877) Full Text: DOI OpenURL