Ding, Xiao-Li; Jiang, Yao-Lin Regularity analysis for SVEEs with additive fBms and strong error estimates for the numerical approximations. (English) Zbl 07567534 J. Comput. Appl. Math. 415, Article ID 114472, 22 p. (2022). MSC: 60H15 60H35 65C30 PDF BibTeX XML Cite \textit{X.-L. Ding} and \textit{Y.-L. Jiang}, J. Comput. Appl. Math. 415, Article ID 114472, 22 p. (2022; Zbl 07567534) Full Text: DOI OpenURL
Dassios, Angelos; Zhang, Junyi First hitting time of Brownian motion on simple graph with skew semiaxes. (English) Zbl 07565031 Methodol. Comput. Appl. Probab. 24, No. 3, 1805-1831 (2022). MSC: 60J65 60G40 60J70 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{J. Zhang}, Methodol. Comput. Appl. Probab. 24, No. 3, 1805--1831 (2022; Zbl 07565031) Full Text: DOI OpenURL
Kunwai, Khwanchai; Xi, Fubao; Yin, George; Zhu, Chao On an ergodic two-sided singular control problem. (English) Zbl 07558452 Appl. Math. Optim. 86, No. 2, Paper No. 26, 34 p. (2022). MSC: 93E20 60H30 60J70 PDF BibTeX XML Cite \textit{K. Kunwai} et al., Appl. Math. Optim. 86, No. 2, Paper No. 26, 34 p. (2022; Zbl 07558452) Full Text: DOI OpenURL
Foucart, Clément; Zhou, Xiaowen On the explosion of the number of fragments in simple exchangeable fragmentation-coagulation processes. (English. French summary) Zbl 07557537 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1182-1207 (2022). MSC: 60J90 60J80 60J70 92D25 PDF BibTeX XML Cite \textit{C. Foucart} and \textit{X. Zhou}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1182--1207 (2022; Zbl 07557537) Full Text: DOI OpenURL
Baker, Graeme; Shkolnikov, Mykhaylo Zero kinetic undercooling limit in the supercooled Stefan problem. (English. French summary) Zbl 07557524 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 861-871 (2022). MSC: 35R35 35K20 60J55 60J70 80A22 PDF BibTeX XML Cite \textit{G. Baker} and \textit{M. Shkolnikov}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 861--871 (2022; Zbl 07557524) Full Text: DOI OpenURL
Kroumi, Dhaker; Martin, Éloi; Lessard, Sabin Evolution of cooperation with respect to fixation probabilities in multi-player games with random payoffs. (English) Zbl 07555026 Theor. Popul. Biol. 145, 1-21 (2022). MSC: 92D25 60J70 PDF BibTeX XML Cite \textit{D. Kroumi} et al., Theor. Popul. Biol. 145, 1--21 (2022; Zbl 07555026) Full Text: DOI OpenURL
Favero, Martina; Hult, Henrik Asymptotic behaviour of sampling and transition probabilities in coalescent models under selection and parent dependent mutations. (English) Zbl 07554548 Electron. Commun. Probab. 27, Paper No. 32, 13 p. (2022). MSC: 60J70 60J90 92D15 PDF BibTeX XML Cite \textit{M. Favero} and \textit{H. Hult}, Electron. Commun. Probab. 27, Paper No. 32, 13 p. (2022; Zbl 07554548) Full Text: DOI OpenURL
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.; Thijssen, Jacco J. J. Optimal double stopping problems for maxima and minima of geometric Brownian motions. (English) Zbl 07554086 Methodol. Comput. Appl. Probab. 24, No. 2, 789-813 (2022). MSC: 60G40 91G20 60J70 PDF BibTeX XML Cite \textit{P. V. Gapeev} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 789--813 (2022; Zbl 07554086) Full Text: DOI OpenURL
Mariani, Maria; Tweneboah, Osei Kofi Modeling high frequency stock market data by using stochastic models. (English) Zbl 07548153 Stochastic Anal. Appl. 40, No. 4, 573-588 (2022). MSC: 91G80 60J70 PDF BibTeX XML Cite \textit{M. Mariani} and \textit{O. K. Tweneboah}, Stochastic Anal. Appl. 40, No. 4, 573--588 (2022; Zbl 07548153) Full Text: DOI OpenURL
Li, Liping; Lou, Shuwen Distorted Brownian motions on space with varying dimension. (English) Zbl 07548089 Electron. J. Probab. 27, Paper No. 72, 32 p. (2022). MSC: 60J45 60J46 60J60 60J65 PDF BibTeX XML Cite \textit{L. Li} and \textit{S. Lou}, Electron. J. Probab. 27, Paper No. 72, 32 p. (2022; Zbl 07548089) Full Text: DOI OpenURL
Park, Hyunchul Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\). (English) Zbl 07547837 Potential Anal. 57, No. 2, 283-303 (2022). MSC: 60G51 60G52 60J65 PDF BibTeX XML Cite \textit{H. Park}, Potential Anal. 57, No. 2, 283--303 (2022; Zbl 07547837) Full Text: DOI OpenURL
Kumar, Manoj; Abbas, Syed Analysis of diffusive size-structured population model with stochastic perturbation. (English) Zbl 07547236 Differ. Integral Equ. 35, No. 9-10, 641-658 (2022). MSC: 35R60 60H15 60J70 35F16 PDF BibTeX XML Cite \textit{M. Kumar} and \textit{S. Abbas}, Differ. Integral Equ. 35, No. 9--10, 641--658 (2022; Zbl 07547236) OpenURL
Alvarez E., Luis H. R.; Hening, Alexandru Optimal sustainable harvesting of populations in random environments. (English) Zbl 07544394 Stochastic Processes Appl. 150, 678-698 (2022). MSC: 91B76 92D25 60J70 PDF BibTeX XML Cite \textit{L. H. R. Alvarez E.} and \textit{A. Hening}, Stochastic Processes Appl. 150, 678--698 (2022; Zbl 07544394) Full Text: DOI OpenURL
Foucart, Clément; Möhle, Martin Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations. (English) Zbl 07544388 Stochastic Processes Appl. 150, 510-531 (2022). MSC: 60J80 60J70 92D25 PDF BibTeX XML Cite \textit{C. Foucart} and \textit{M. Möhle}, Stochastic Processes Appl. 150, 510--531 (2022; Zbl 07544388) Full Text: DOI OpenURL
Duncan, Tyrone E.; Pasik-Duncan, Bozenna Stochastic control systems with long-range dependent noise. (English) Zbl 07543836 Domański, Paweł D. (ed.) et al., Outliers in control engineering. Fractional calculus perspective. Based on the 20th world congress of the International Federation of Automatic Control (IFAC), Toulouse, France, July 9–14, 2017. Berlin: De Gruyter. Fract. Calc. Appl. Sci. Eng. 10, 47-59 (2022). MSC: 93E03 60G22 93C05 PDF BibTeX XML Cite \textit{T. E. Duncan} and \textit{B. Pasik-Duncan}, Fract. Calc. Appl. Sci. Eng. 10, 47--59 (2022; Zbl 07543836) Full Text: DOI OpenURL
Asmussen, Søren; Bladt, Mogens From PH/MAP to ME/RAP. (English) Zbl 07542792 Queueing Syst. 100, No. 3-4, 173-175 (2022). MSC: 90B22 60E05 60J25 60J70 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{M. Bladt}, Queueing Syst. 100, No. 3--4, 173--175 (2022; Zbl 07542792) Full Text: DOI OpenURL
Gairat, Alexander; Shcherbakov, Vadim Skew Brownian motion with dry friction: joint density approach. (English) Zbl 1487.60147 Stat. Probab. Lett. 187, Article ID 109511, 4 p. (2022). MSC: 60J65 60J70 60J60 91G20 PDF BibTeX XML Cite \textit{A. Gairat} and \textit{V. Shcherbakov}, Stat. Probab. Lett. 187, Article ID 109511, 4 p. (2022; Zbl 1487.60147) Full Text: DOI OpenURL
del Razo, Mauricio J.; Frömberg, Daniela; Straube, Arthur V.; Schütte, Christof; Höfling, Felix; Winkelmann, Stefanie A probabilistic framework for particle-based reaction-diffusion dynamics using classical Fock space representations. (English) Zbl 07535721 Lett. Math. Phys. 112, No. 3, Paper No. 49, 59 p. (2022). MSC: 60J60 60J70 70L99 92C45 PDF BibTeX XML Cite \textit{M. J. del Razo} et al., Lett. Math. Phys. 112, No. 3, Paper No. 49, 59 p. (2022; Zbl 07535721) Full Text: DOI OpenURL
Diallo, Amadou Saikou; Affognon, Steeven Belvinos; Ndiaye, Babacar Mbaye; Ngare, Philip Stochastic optimal control and simulations with application to the cashew nut sector in Senegal. (English) Zbl 07534466 Results Appl. Math. 14, Article ID 100272, 14 p. (2022). MSC: 91B55 93E20 60H30 60J70 PDF BibTeX XML Cite \textit{A. S. Diallo} et al., Results Appl. Math. 14, Article ID 100272, 14 p. (2022; Zbl 07534466) Full Text: DOI OpenURL
Dammann, F.; Ferrari, G. On an irreversible investment problem with two-factor uncertainty. (English) Zbl 07532620 Quant. Finance 22, No. 5, 907-921 (2022). MSC: 91G50 60G40 60J70 PDF BibTeX XML Cite \textit{F. Dammann} and \textit{G. Ferrari}, Quant. Finance 22, No. 5, 907--921 (2022; Zbl 07532620) Full Text: DOI OpenURL
Afkhami, Mohamad; Ghoddusi, Hamed Pricing renewable identification numbers under uncertainty. (English) Zbl 07532609 Quant. Finance 22, No. 4, 725-742 (2022). MSC: 91G20 60J70 PDF BibTeX XML Cite \textit{M. Afkhami} and \textit{H. Ghoddusi}, Quant. Finance 22, No. 4, 725--742 (2022; Zbl 07532609) Full Text: DOI OpenURL
Maïda, Mylène; Nguyen, Tien Dat; Ngoc, Thanh Mai Pham; Rivoirard, Vincent; Tran, Viet Chi Statistical deconvolution of the free Fokker-Planck equation at fixed time. (English) Zbl 07526565 Bernoulli 28, No. 2, 771-802 (2022). Reviewer: Daniela Cialfi (Pescara) MSC: 35Q62 35Q84 65M32 62G05 46L53 35R30 60B20 60J65 46L54 PDF BibTeX XML Cite \textit{M. Maïda} et al., Bernoulli 28, No. 2, 771--802 (2022; Zbl 07526565) Full Text: DOI Link OpenURL
Jiang, Zhengjun Banach contraction principle, \(q\)-scale function and ultimate ruin probability under a Markov-modulated classical risk model. (English) Zbl 07518395 Scand. Actuar. J. 2022, No. 3, 234-243 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K37 60J70 PDF BibTeX XML Cite \textit{Z. Jiang}, Scand. Actuar. J. 2022, No. 3, 234--243 (2022; Zbl 07518395) Full Text: DOI OpenURL
Macrina, Andrea; Sekine, Jun Stochastic modelling with randomized Markov bridges. (English) Zbl 07516350 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 307-333 (2022). MSC: 60G35 60J25 60J70 91G20 PDF BibTeX XML Cite \textit{A. Macrina} and \textit{J. Sekine}, in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 307--333 (2022; Zbl 07516350) Full Text: DOI OpenURL
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Modelling information flows in financial markets. (English) Zbl 07516344 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 157-177 (2022). MSC: 91G15 91G20 60J70 PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 157--177 (2022; Zbl 07516344) Full Text: DOI OpenURL
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Information-based asset pricing. (English) Zbl 07516338 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 29-64 (2022). MSC: 91G30 91G20 60J70 PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 29--64 (2022; Zbl 07516338) Full Text: DOI OpenURL
Cowen, Lenore J.; Hu, Xiaozhe; Lin, Junyuan; Shen, Yue; Wu, Kaiyi Random-walk based approximate \(k\)-nearest neighbors algorithm for diffusion state distance. (English) Zbl 1484.68183 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 13th international conference, LSSC 2021, Sozopol, Bulgaria, June 7–11, 2021. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13127, 3-15 (2022). MSC: 68T05 60J70 60K50 92C42 PDF BibTeX XML Cite \textit{L. J. Cowen} et al., Lect. Notes Comput. Sci. 13127, 3--15 (2022; Zbl 1484.68183) Full Text: DOI OpenURL
Jiang, Qi-Jie; Xu, Xin-Ying; Sabban, Ahmad Madani; Yin, Chuan-Bin Differential optimal investment timing decision model for nonlinear dynamic urban infrastructure planning system. (English) Zbl 1486.91036 Fractals 30, No. 2, Article ID 2240107, 8 p. (2022). MSC: 91B18 60J70 PDF BibTeX XML Cite \textit{Q.-J. Jiang} et al., Fractals 30, No. 2, Article ID 2240107, 8 p. (2022; Zbl 1486.91036) Full Text: DOI OpenURL
Kawamoto, Yosuke Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices. (English) Zbl 07505015 Mod. Stoch., Theory Appl. 9, No. 1, 89-122 (2022). MSC: 60K35 60B20 60J60 60H10 82B21 PDF BibTeX XML Cite \textit{Y. Kawamoto}, Mod. Stoch., Theory Appl. 9, No. 1, 89--122 (2022; Zbl 07505015) Full Text: DOI OpenURL
Park, Hyungbin Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition. (English) Zbl 1484.91487 Math. Financ. Econ. 16, No. 1, 1-50 (2022). MSC: 91G20 60J70 35Q91 PDF BibTeX XML Cite \textit{H. Park}, Math. Financ. Econ. 16, No. 1, 1--50 (2022; Zbl 1484.91487) Full Text: DOI OpenURL
Lieu, Richard; Lackeos, Kristen; Zhang, Bing Damping of long wavelength gravitational waves by the intergalactic medium. (English) Zbl 1487.83021 Classical Quantum Gravity 39, No. 7, Article ID 075014, 23 p. (2022). MSC: 83C35 83C50 78A48 78A35 60J70 35A18 80A10 82D10 47A10 81R30 78A60 PDF BibTeX XML Cite \textit{R. Lieu} et al., Classical Quantum Gravity 39, No. 7, Article ID 075014, 23 p. (2022; Zbl 1487.83021) Full Text: DOI OpenURL
Gim, Daeyung; Park, Hyungbin A deep learning algorithm for optimal investment strategies under Merton’s framework. (English) Zbl 1485.60077 J. Korean Math. Soc. 59, No. 2, 311-335 (2022). MSC: 60J70 91G60 35F21 91G30 91G40 91B05 PDF BibTeX XML Cite \textit{D. Gim} and \textit{H. Park}, J. Korean Math. Soc. 59, No. 2, 311--335 (2022; Zbl 1485.60077) Full Text: DOI OpenURL
Khieu, Tran Thi; Khanh, Tra Quoc Fractional filter method for recovering the historical distribution for diffusion equations with coupling operator of local and nonlocal type. (English) Zbl 1486.65153 Numer. Algorithms 89, No. 4, 1743-1767 (2022). MSC: 65M32 65M30 65M06 65N21 65N20 65T50 60J70 35R30 35R25 47J06 26A33 35R11 PDF BibTeX XML Cite \textit{T. T. Khieu} and \textit{T. Q. Khanh}, Numer. Algorithms 89, No. 4, 1743--1767 (2022; Zbl 1486.65153) Full Text: DOI OpenURL
Grigorescu, Ilie; Song, Yishu Hydrodynamic limit for the Bak-Sneppen branching diffusions. (English) Zbl 07491689 J. Stat. Phys. 187, No. 2, Paper No. 12, 27 p. (2022). MSC: 60K35 60J70 60J80 35K91 PDF BibTeX XML Cite \textit{I. Grigorescu} and \textit{Y. Song}, J. Stat. Phys. 187, No. 2, Paper No. 12, 27 p. (2022; Zbl 07491689) Full Text: DOI OpenURL
Schee, Jan; Stuchlík, Zdeněk Appearance of Keplerian discs orbiting on both sides of reflection-symmetric wormholes. (English) Zbl 1486.83016 J. Cosmol. Astropart. Phys. 2022, No. 1, Paper No. 54, 21 p. (2022). MSC: 83C30 60J70 70M20 20F55 PDF BibTeX XML Cite \textit{J. Schee} and \textit{Z. Stuchlík}, J. Cosmol. Astropart. Phys. 2022, No. 1, Paper No. 54, 21 p. (2022; Zbl 1486.83016) Full Text: DOI arXiv OpenURL
Güneysu, Batu RCD\(^*(K,N)\) spaces and the geometry of multi-particle Schrödinger semigroups. (English) Zbl 1486.81095 Int. Math. Res. Not. 2022, No. 4, 3144-3169 (2022). MSC: 81Q05 35J05 60J70 81Q15 81V70 53Z05 PDF BibTeX XML Cite \textit{B. Güneysu}, Int. Math. Res. Not. 2022, No. 4, 3144--3169 (2022; Zbl 1486.81095) Full Text: DOI arXiv OpenURL
Hsu, Yu-Sheng; Chen, Pei-Chun; Wu, Cheng-Hsun Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk. (English) Zbl 1484.60094 Stat. Probab. Lett. 184, Article ID 109383, 6 p. (2022). MSC: 60J70 62P05 91G20 91G60 PDF BibTeX XML Cite \textit{Y.-S. Hsu} et al., Stat. Probab. Lett. 184, Article ID 109383, 6 p. (2022; Zbl 1484.60094) Full Text: DOI OpenURL
Li, Zhi; Xu, Liping; Ma, Wen Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion. (English) Zbl 1485.93489 Syst. Control Lett. 160, Article ID 105103, 6 p. (2022). MSC: 93D23 93E15 93C23 34K50 PDF BibTeX XML Cite \textit{Z. Li} et al., Syst. Control Lett. 160, Article ID 105103, 6 p. (2022; Zbl 1485.93489) Full Text: DOI OpenURL
Greven, Andreas; den Hollander, Frank; Oomen, Margriet Spatial populations with seed-bank: well-posedness, duality and equilibrium. (English) Zbl 1485.92075 Electron. J. Probab. 27, Paper No. 18, 88 p. (2022). MSC: 92D15 92D10 92D25 60J70 60K35 PDF BibTeX XML Cite \textit{A. Greven} et al., Electron. J. Probab. 27, Paper No. 18, 88 p. (2022; Zbl 1485.92075) Full Text: DOI arXiv OpenURL
Guo, Miaodi Controllable optical bistability with perfect photon absorption. (English) Zbl 1485.81074 Phys. Lett., A 429, Article ID 127970, 4 p. (2022). MSC: 81V80 81R30 60J70 81P05 70K20 PDF BibTeX XML Cite \textit{M. Guo}, Phys. Lett., A 429, Article ID 127970, 4 p. (2022; Zbl 1485.81074) Full Text: DOI arXiv OpenURL
Kawamoto, Yosuke; Osada, Hirofumi; Tanemura, Hideki Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields II: the IFC condition. (English) Zbl 1484.82031 J. Math. Soc. Japan 74, No. 1, 79-128 (2022). MSC: 82C22 60B20 60H10 60K35 60J65 15B52 82C27 35D35 PDF BibTeX XML Cite \textit{Y. Kawamoto} et al., J. Math. Soc. Japan 74, No. 1, 79--128 (2022; Zbl 1484.82031) Full Text: DOI arXiv OpenURL
Lefebvre, Mario The inverse first-passage-place problem for Wiener processes. (English) Zbl 1483.60120 Stochastic Anal. Appl. 40, No. 1, 96-102 (2022). Reviewer: Göran Högnäs (Åbo) MSC: 60J65 60J70 PDF BibTeX XML Cite \textit{M. Lefebvre}, Stochastic Anal. Appl. 40, No. 1, 96--102 (2022; Zbl 1483.60120) Full Text: DOI OpenURL
Rásonyi, Miklós; Tikosi, Kinga On the stability of the stochastic gradient Langevin algorithm with dependent data stream. (English) Zbl 1478.60204 Stat. Probab. Lett. 182, Article ID 109321, 6 p. (2022). MSC: 60J10 60J70 PDF BibTeX XML Cite \textit{M. Rásonyi} and \textit{K. Tikosi}, Stat. Probab. Lett. 182, Article ID 109321, 6 p. (2022; Zbl 1478.60204) Full Text: DOI arXiv OpenURL
Hsieh, Chung-Han Generalization of affine feedback stock trading results to include stop-loss orders. (English) Zbl 1480.91279 Automatica 136, Article ID 110051, 7 p. (2022). MSC: 91G15 60J70 93B52 PDF BibTeX XML Cite \textit{C.-H. Hsieh}, Automatica 136, Article ID 110051, 7 p. (2022; Zbl 1480.91279) Full Text: DOI arXiv OpenURL
Biočić, Ivan Representation of harmonic functions with respect to subordinate Brownian motion. (English) Zbl 1477.31013 J. Math. Anal. Appl. 506, No. 1, Article ID 125554, 31 p. (2022). MSC: 31B05 60J65 PDF BibTeX XML Cite \textit{I. Biočić}, J. Math. Anal. Appl. 506, No. 1, Article ID 125554, 31 p. (2022; Zbl 1477.31013) Full Text: DOI arXiv OpenURL
Bressloff, Paul C. Stochastic processes in cell biology. Volume II. 2nd edition. (English) Zbl 1481.92001 Interdisciplinary Applied Mathematics 41. Cham: Springer (ISBN 978-3-030-72518-1/hbk; 978-3-030-72519-8/ebook). xxx, 698 p. (2022). MSC: 92-01 92C37 92C40 92C45 60G50 60J70 60J85 60H10 PDF BibTeX XML Cite \textit{P. C. Bressloff}, Stochastic processes in cell biology. Volume II. 2nd edition. Cham: Springer (2022; Zbl 1481.92001) Full Text: DOI OpenURL
Leder, Kevin; Liu, Xin; Wang, Zicheng Splitting algorithms for rare events of semimartingale reflecting Brownian motions. (English) Zbl 07547879 Stoch. Syst. 11, No. 4, 291-325 (2021). MSC: 60J65 60K25 60F10 PDF BibTeX XML Cite \textit{K. Leder} et al., Stoch. Syst. 11, No. 4, 291--325 (2021; Zbl 07547879) Full Text: DOI OpenURL
Caginalp, Gunduz Fat tails arise endogenously from supply/demand, with or without jump processes. (English) Zbl 1484.91312 AIMS Math. 6, No. 5, 4811-4846 (2021). MSC: 91B70 91B24 60E05 60J70 60J76 62E15 62E20 PDF BibTeX XML Cite \textit{G. Caginalp}, AIMS Math. 6, No. 5, 4811--4846 (2021; Zbl 1484.91312) Full Text: DOI OpenURL
Chen, Chaodong; Gao, Dapeng; Guo, Peng The stationary distribution of a stochastic rumor spreading model. (English) Zbl 1484.91341 AIMS Math. 6, No. 2, 1234-1248 (2021). MSC: 91D30 60H10 60J70 60G10 60J65 PDF BibTeX XML Cite \textit{C. Chen} et al., AIMS Math. 6, No. 2, 1234--1248 (2021; Zbl 1484.91341) Full Text: DOI OpenURL
Raja, M. Asif Zahoor; Shoaib, M.; Tabassum, Rafia; Khan, M. Ijaz; Gowda, R. J. Punith; Prasannakumara, B. C.; Malik, M. Y.; Xia, Wei-Feng Intelligent computing for the dynamics of entropy optimized nanofluidic system under impacts of MHD Along thick surface. (English) Zbl 07503847 Int. J. Mod. Phys. B 35, No. 26, Article ID 2150269, 25 p. (2021). MSC: 82D80 82D15 60J70 80A10 54C70 82C32 PDF BibTeX XML Cite \textit{M. A. Z. Raja} et al., Int. J. Mod. Phys. B 35, No. 26, Article ID 2150269, 25 p. (2021; Zbl 07503847) Full Text: DOI OpenURL
Feng, Chunrong; Zhao, Huaizhong; Zhong, Johnny Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance. (English) Zbl 1487.60106 Physica D 417, Article ID 132815, 18 p. (2021). MSC: 60H10 60J60 35Q84 60J70 PDF BibTeX XML Cite \textit{C. Feng} et al., Physica D 417, Article ID 132815, 18 p. (2021; Zbl 1487.60106) Full Text: DOI arXiv OpenURL
Aurzada, Frank; Betz, Volker; Lifshits, Mikhail Breaking a chain of interacting Brownian particles. (English) Zbl 1484.60103 Ann. Appl. Probab. 31, No. 6, 2585-2611 (2021). MSC: 60K35 60G15 60H10 60J70 PDF BibTeX XML Cite \textit{F. Aurzada} et al., Ann. Appl. Probab. 31, No. 6, 2585--2611 (2021; Zbl 1484.60103) Full Text: DOI OpenURL
Leman, Hélène; Pardo, Juan Carlos Extinction time of logistic branching processes in a Brownian environment. (English) Zbl 1482.60115 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1859-1890 (2021). MSC: 60J80 60J70 60J85 PDF BibTeX XML Cite \textit{H. Leman} and \textit{J. C. Pardo}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1859--1890 (2021; Zbl 1482.60115) Full Text: arXiv Link OpenURL
Casse, Jérôme; Curien, Nicolas Iterated Brownian motion ad libitum is not the pseudo-arc. (English) Zbl 1483.54018 Confluentes Math. 13, No. 1, 35-42 (2021). MSC: 54F15 60J65 PDF BibTeX XML Cite \textit{J. Casse} and \textit{N. Curien}, Confluentes Math. 13, No. 1, 35--42 (2021; Zbl 1483.54018) Full Text: DOI arXiv OpenURL
Kawamoto, Yosuke; Osada, Hirofumi; Tanemura, Hideki Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions. (English) Zbl 1480.60227 Potential Anal. 55, No. 4, 639-676 (2021). MSC: 60J45 60K35 82B21 60B20 60J65 60H10 PDF BibTeX XML Cite \textit{Y. Kawamoto} et al., Potential Anal. 55, No. 4, 639--676 (2021; Zbl 1480.60227) Full Text: DOI arXiv OpenURL
Omosigho, Sunday Ewansiha; Enoyoze, Esosa; Ekhosuehi, V. U. Impact of plant utilization on irreversible investment under uncertainty with application to refinery investment. (English) Zbl 1482.91220 Croat. Oper. Res. Rev. (CRORR) 12, No. 1, 49-59 (2021). MSC: 91G50 60J70 PDF BibTeX XML Cite \textit{S. E. Omosigho} et al., Croat. Oper. Res. Rev. (CRORR) 12, No. 1, 49--59 (2021; Zbl 1482.91220) Full Text: DOI OpenURL
Kiss, Viktor; Solecki, Sławomir Random continuum and Brownian motion. (English) Zbl 1484.54031 Bull. Lond. Math. Soc. 53, No. 5, 1376-1389 (2021). Reviewer: Nicolas Curien (Orsay) MSC: 54F15 60J65 60J70 PDF BibTeX XML Cite \textit{V. Kiss} and \textit{S. Solecki}, Bull. Lond. Math. Soc. 53, No. 5, 1376--1389 (2021; Zbl 1484.54031) Full Text: DOI arXiv OpenURL
Scalas, E.; Toaldo, B. Limit theorems for prices of options written on semi-Markov processes. (English) Zbl 1480.91294 Theory Probab. Math. Stat. 105, 3-33 (2021). MSC: 91G20 60J70 60G44 PDF BibTeX XML Cite \textit{E. Scalas} and \textit{B. Toaldo}, Theory Probab. Math. Stat. 105, 3--33 (2021; Zbl 1480.91294) Full Text: DOI arXiv OpenURL
Shchestyuk, N. Yu.; Tyshchenko, S. V. Monte-Carlo method for option pricing in sub-diffusive arithmetic models. (English) Zbl 07450276 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 85-92 (2021). MSC: 60J70 65C05 62P20 91G20 PDF BibTeX XML Cite \textit{N. Yu. Shchestyuk} and \textit{S. V. Tyshchenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 85--92 (2021; Zbl 07450276) Full Text: DOI OpenURL
Covei, Dragoş-Pătru; Pirvu, Traian A. A stochastic control problem with regime switching. (English) Zbl 07445738 Carpathian J. Math. 37, No. 3, 427-440 (2021). MSC: 93E20 35J57 49L20 60J28 60J70 PDF BibTeX XML Cite \textit{D.-P. Covei} and \textit{T. A. Pirvu}, Carpathian J. Math. 37, No. 3, 427--440 (2021; Zbl 07445738) Full Text: DOI OpenURL
Le, T. D. A study of space-time variation of the gravitational constant using high-resolution quasar spectra. (English) Zbl 1482.83015 Gen. Relativ. Gravitation 53, No. 4, Paper No. 37, 8 p. (2021). MSC: 83C05 81V22 85A15 60J70 83F05 PDF BibTeX XML Cite \textit{T. D. Le}, Gen. Relativ. Gravitation 53, No. 4, Paper No. 37, 8 p. (2021; Zbl 1482.83015) Full Text: DOI OpenURL
Lee, Sangjun; Zhao, Jinhua Adaptation to climate change: extreme events versus gradual changes. (English) Zbl 1478.91138 J. Econ. Dyn. Control 133, Article ID 104262, 17 p. (2021). MSC: 91B76 60G55 60J70 91G50 PDF BibTeX XML Cite \textit{S. Lee} and \textit{J. Zhao}, J. Econ. Dyn. Control 133, Article ID 104262, 17 p. (2021; Zbl 1478.91138) Full Text: DOI OpenURL
Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit Finite mixture approximation of CARMA(p,q) models. (English) Zbl 1479.91410 SIAM J. Financ. Math. 12, No. 4, 1416-1458 (2021). MSC: 91G20 91G30 60J70 PDF BibTeX XML Cite \textit{L. Mercuri} et al., SIAM J. Financ. Math. 12, No. 4, 1416--1458 (2021; Zbl 1479.91410) Full Text: DOI arXiv OpenURL
Fang, Xiao; Gan, Han L.; Holmes, Susan; Huang, Haiyan; Peköz, Erol; Röllin, Adrian; Tang, Wenpin Arcsine laws for random walks generated from random permutations with applications to genomics. (English) Zbl 1475.60021 J. Appl. Probab. 58, No. 4, 851-867 (2021). MSC: 60C05 60J70 92C40 PDF BibTeX XML Cite \textit{X. Fang} et al., J. Appl. Probab. 58, No. 4, 851--867 (2021; Zbl 1475.60021) Full Text: DOI arXiv OpenURL
Zhang, Xiaozhi; Zhu, Zhangsheng; Yuan, Chenggui Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching. (English) Zbl 1475.60110 Open Math. 19, 614-628 (2021). MSC: 60H10 34D20 PDF BibTeX XML Cite \textit{X. Zhang} et al., Open Math. 19, 614--628 (2021; Zbl 1475.60110) Full Text: DOI OpenURL
Peliti, Luca; Pigolotti, Simone Stochastic thermodynamics. An introduction. (English) Zbl 1480.82002 Princeton, NJ: Princeton University Press (ISBN 978-0-691-20177-1/hbk; 978-0-691-21552-5/ebook). xx, 248 p. (2021). MSC: 82-01 60F10 60J70 80A10 82B31 82C31 PDF BibTeX XML Cite \textit{L. Peliti} and \textit{S. Pigolotti}, Stochastic thermodynamics. An introduction. Princeton, NJ: Princeton University Press (2021; Zbl 1480.82002) OpenURL
Torres-Hernandez, A.; Brambila-Paz, F.; Torres-Martínez, C. Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes. (English) Zbl 1476.35319 Comput. Appl. Math. 40, No. 7, Paper No. 245, 25 p. (2021). MSC: 35R11 34A08 26A33 65D12 60K50 60J70 PDF BibTeX XML Cite \textit{A. Torres-Hernandez} et al., Comput. Appl. Math. 40, No. 7, Paper No. 245, 25 p. (2021; Zbl 1476.35319) Full Text: DOI arXiv OpenURL
Sinha, Amit K. The reliability of geometric Brownian motion forecasts of S&P500 index values. (English) Zbl 1476.62229 J. Forecast. 40, No. 8, 1444-1462 (2021). MSC: 62P05 60J70 91G20 PDF BibTeX XML Cite \textit{A. K. Sinha}, J. Forecast. 40, No. 8, 1444--1462 (2021; Zbl 1476.62229) Full Text: DOI OpenURL
Nunes, Cláudia; Oliveira, Carlos; Pimentel, Rita Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations. (English) Zbl 1475.91397 J. Econ. Dyn. Control 130, Article ID 104154, 23 p. (2021). MSC: 91G50 60J70 60G55 PDF BibTeX XML Cite \textit{C. Nunes} et al., J. Econ. Dyn. Control 130, Article ID 104154, 23 p. (2021; Zbl 1475.91397) Full Text: DOI OpenURL
Lototsky, Sergey V.; Schellhorn, Henry; Zhao, Ran An infinite-dimensional model of liquidity in financial markets. (English) Zbl 1475.91343 Probab. Uncertain. Quant. Risk 6, No. 2, 117-138 (2021). MSC: 91G15 60H15 60J70 91G20 91G60 PDF BibTeX XML Cite \textit{S. V. Lototsky} et al., Probab. Uncertain. Quant. Risk 6, No. 2, 117--138 (2021; Zbl 1475.91343) Full Text: DOI OpenURL
Deiana, Eleonora; Latouche, Guy; Remiche, Marie-Ange Fluid flow model for energy-aware server performance evaluation. (English) Zbl 1480.60276 Methodol. Comput. Appl. Probab. 23, No. 3, 801-821 (2021). MSC: 60K25 90B22 60J70 PDF BibTeX XML Cite \textit{E. Deiana} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 801--821 (2021; Zbl 1480.60276) Full Text: DOI OpenURL
Naumova, Mariya; Prékopa, András Bounding the values of financial derivatives by the use of the moment problem. (English) Zbl 1480.91292 Ann. Oper. Res. 305, No. 1-2, 211-225 (2021). MSC: 91G20 90C05 60J70 PDF BibTeX XML Cite \textit{M. Naumova} and \textit{A. Prékopa}, Ann. Oper. Res. 305, No. 1--2, 211--225 (2021; Zbl 1480.91292) Full Text: DOI OpenURL
Antonelli, F.; Ramponi, A.; Scarlatti, S. CVA and vulnerable options pricing by correlation expansions. (English) Zbl 1480.91285 Ann. Oper. Res. 299, No. 1-2, 401-427 (2021). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G20 91G40 91G60 60J70 PDF BibTeX XML Cite \textit{F. Antonelli} et al., Ann. Oper. Res. 299, No. 1--2, 401--427 (2021; Zbl 1480.91285) Full Text: DOI arXiv OpenURL
Çetin, Umut; Danilova, Albina On pricing rules and optimal strategies in general Kyle-Back models. (English) Zbl 1475.91336 SIAM J. Control Optim. 59, No. 5, 3973-3998 (2021). MSC: 91G15 93E20 91G80 60J70 PDF BibTeX XML Cite \textit{U. Çetin} and \textit{A. Danilova}, SIAM J. Control Optim. 59, No. 5, 3973--3998 (2021; Zbl 1475.91336) Full Text: DOI arXiv OpenURL
de Menibus, Benjamin Hellouin; Le Borgne, Yvan Asymptotic behaviour of the one-dimensional “rock-paper-scissors” cyclic cellular automaton. (English) Zbl 1476.60114 Ann. Appl. Probab. 31, No. 5, 2420-2440 (2021). MSC: 60J10 37A50 37B15 60J70 92D25 60G50 PDF BibTeX XML Cite \textit{B. H. de Menibus} and \textit{Y. Le Borgne}, Ann. Appl. Probab. 31, No. 5, 2420--2440 (2021; Zbl 1476.60114) Full Text: DOI arXiv Link OpenURL
Chen, Li; Daus, Esther S.; Holzinger, Alexandra; Jüngel, Ansgar Rigorous derivation of population cross-diffusion systems from moderately interacting particle systems. (English) Zbl 1477.35281 J. Nonlinear Sci. 31, No. 6, Paper No. 94, 38 p. (2021). MSC: 35Q92 92D25 35K45 35D35 35A01 60J70 82C22 65M06 65N06 92-08 35R60 PDF BibTeX XML Cite \textit{L. Chen} et al., J. Nonlinear Sci. 31, No. 6, Paper No. 94, 38 p. (2021; Zbl 1477.35281) Full Text: DOI arXiv OpenURL
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George Stochastic functional Kolmogorov equations. I: Persistence. (English) Zbl 1484.34187 Stochastic Processes Appl. 142, 319-364 (2021). Reviewer: Xiaohu Wang (Chengdu) MSC: 34K60 34K50 34K25 60J60 60J70 92D25 92D40 PDF BibTeX XML Cite \textit{D. H. Nguyen} et al., Stochastic Processes Appl. 142, 319--364 (2021; Zbl 1484.34187) Full Text: DOI arXiv OpenURL
Keller Matthias; Lenz, Daniel; Wojciechowski, Radosław K. Graphs and discrete Dirichlet spaces. (English) Zbl 1487.05003 Grundlehren der Mathematischen Wissenschaften 358. Cham: Springer (ISBN 978-3-030-81458-8/hbk; 978-3-030-81459-5/ebook). xv, 668 p. (2021). Reviewer: Bhaskar Bagchi (Bangalore) MSC: 05-01 05C65 05C63 05C50 60J65 35K05 58J65 PDF BibTeX XML Cite \textit{Keller Matthias} et al., Graphs and discrete Dirichlet spaces. Cham: Springer (2021; Zbl 1487.05003) Full Text: DOI OpenURL
Fukasawa, Masaaki; Maeda, Hitomi; Sekine, Jun On optimal thresholds for pairs trading in a one-dimensional diffusion model. (English) Zbl 1475.60157 ANZIAM J. 63, No. 2, 104-122 (2021). MSC: 60J70 91G15 60J60 PDF BibTeX XML Cite \textit{M. Fukasawa} et al., ANZIAM J. 63, No. 2, 104--122 (2021; Zbl 1475.60157) Full Text: DOI OpenURL
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen; Yuan, Yu Minimizing the probability of absolute ruin under ambiguity aversion. (English) Zbl 1476.62223 Appl. Math. Optim. 84, No. 3, 2495-2525 (2021). MSC: 62P05 62G35 60J70 90C39 91B05 93E20 PDF BibTeX XML Cite \textit{X. Han} et al., Appl. Math. Optim. 84, No. 3, 2495--2525 (2021; Zbl 1476.62223) Full Text: DOI OpenURL
Schilling, René L. [Böttcher, Björn] Brownian motion. A guide to random processes and stochastic calculus. With a chapter on simulation by Björn Böttcher. 3rd revised and extended edition. (English) Zbl 1485.60003 De Gruyter Graduate. Berlin: De Gruyter (ISBN 978-3-11-074125-4/pbk; 978-3-11-074127-8/ebook). xiv, 519 p. (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 60-01 60J65 60J70 PDF BibTeX XML Cite \textit{R. L. Schilling}, Brownian motion. A guide to random processes and stochastic calculus. With a chapter on simulation by Björn Böttcher. 3rd revised and extended edition. Berlin: De Gruyter (2021; Zbl 1485.60003) Full Text: DOI OpenURL
Jiang, Yupeng; Macrina, Andrea; Peters, Gareth W. Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods. (English) Zbl 1480.60236 Stochastic Anal. Appl. 39, No. 4, 569-609 (2021). MSC: 60J60 60J70 60J65 PDF BibTeX XML Cite \textit{Y. Jiang} et al., Stochastic Anal. Appl. 39, No. 4, 569--609 (2021; Zbl 1480.60236) Full Text: DOI arXiv OpenURL
Kordyumov, G. D. Derivatives in the mean of random processes and diffusion models in economics. (Russian. English summary) Zbl 1475.60158 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 13, No. 3, 26-30 (2021). MSC: 60J70 91G05 91G80 PDF BibTeX XML Cite \textit{G. D. Kordyumov}, Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 13, No. 3, 26--30 (2021; Zbl 1475.60158) Full Text: DOI MNR OpenURL
Diasakos, Theodoros M. Dynamically complete markets under Brownian motion. (English) Zbl 1471.91532 Math. Financ. Econ. 15, No. 4, 719-745 (2021). MSC: 91G15 60J70 PDF BibTeX XML Cite \textit{T. M. Diasakos}, Math. Financ. Econ. 15, No. 4, 719--745 (2021; Zbl 1471.91532) Full Text: DOI OpenURL
Fabiano, Nicola; Radenović, Stojan Geometric Brownian motion and a new approach to the spread of Covid-19 in Italy. (English) Zbl 1471.92305 Gulf J. Math. 10, No. 2, 25-30 (2021). MSC: 92D30 60J70 PDF BibTeX XML Cite \textit{N. Fabiano} and \textit{S. Radenović}, Gulf J. Math. 10, No. 2, 25--30 (2021; Zbl 1471.92305) Full Text: Link OpenURL
Fox, Jamie; Ökten, Giray Brownian path generation and polynomial chaos. (English) Zbl 1471.91567 SIAM J. Financ. Math. 12, No. 2, 724-743 (2021). MSC: 91G20 60J70 91G60 65C05 PDF BibTeX XML Cite \textit{J. Fox} and \textit{G. Ökten}, SIAM J. Financ. Math. 12, No. 2, 724--743 (2021; Zbl 1471.91567) Full Text: DOI OpenURL
Hoskins, Jeremy G.; Steinerberger, Stefan Towards optimal gradient bounds for the torsion function in the plane. (English) Zbl 1477.35046 J. Geom. Anal. 31, No. 8, 7812-7841 (2021). MSC: 35B45 28A75 31A05 31B05 35B50 35J25 60J65 60J70 74B05 PDF BibTeX XML Cite \textit{J. G. Hoskins} and \textit{S. Steinerberger}, J. Geom. Anal. 31, No. 8, 7812--7841 (2021; Zbl 1477.35046) Full Text: DOI arXiv OpenURL
Yan, Huibiao; Zhou, Jin; Li, Weiqiang; Lu, Jun-an; Fan, Ruguo Superdiffusion criteria on duplex networks. (English) Zbl 1477.60123 Chaos 31, No. 7, 073108, 8 p. (2021). MSC: 60J60 60J70 94C60 PDF BibTeX XML Cite \textit{H. Yan} et al., Chaos 31, No. 7, 073108, 8 p. (2021; Zbl 1477.60123) Full Text: DOI OpenURL
Gapeev, Pavel V.; Jeanblanc, Monique First-to-default and second-to-default options in models with various information flows. (English) Zbl 07384603 Int. J. Theor. Appl. Finance 24, No. 4, Article ID 2150022, 29 p. (2021). Reviewer: Nikita E. Ratanov (Chelyabinsk) MSC: 91G40 60J70 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{M. Jeanblanc}, Int. J. Theor. Appl. Finance 24, No. 4, Article ID 2150022, 29 p. (2021; Zbl 07384603) Full Text: DOI OpenURL
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George Stochastic functional Kolmogorov equations. II: Extinction. (English) Zbl 1476.34170 J. Differ. Equations 294, 1-39 (2021). Reviewer: Arzu Ahmadova (Gazimağusa) MSC: 34K60 34K50 60J60 60J70 92D25 PDF BibTeX XML Cite \textit{D. H. Nguyen} et al., J. Differ. Equations 294, 1--39 (2021; Zbl 1476.34170) Full Text: DOI arXiv OpenURL
Feng, Shui A note on residual allocation models. (English) Zbl 1469.60261 Front. Math. China 16, No. 2, 381-394 (2021). MSC: 60J70 62F15 PDF BibTeX XML Cite \textit{S. Feng}, Front. Math. China 16, No. 2, 381--394 (2021; Zbl 1469.60261) Full Text: DOI OpenURL
O’Brien, Joseph D.; Burke, Mark E.; Burke, Kevin A generalized framework for simultaneous long-short feedback trading. (English) Zbl 1467.91177 IEEE Trans. Autom. Control 66, No. 6, 2652-2663 (2021). MSC: 91G15 60J70 93B52 PDF BibTeX XML Cite \textit{J. D. O'Brien} et al., IEEE Trans. Autom. Control 66, No. 6, 2652--2663 (2021; Zbl 1467.91177) Full Text: DOI arXiv OpenURL
Benaïm, Michel; Champagnat, Nicolas; Villemonais, Denis Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain. (English. French summary) Zbl 1472.60136 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 2, 726-739 (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J60 60B10 60B12 60F99 60J70 PDF BibTeX XML Cite \textit{M. Benaïm} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 2, 726--739 (2021; Zbl 1472.60136) Full Text: DOI arXiv OpenURL
Göttlich, Simone; Kolb, Oliver; Lux, Kerstin Chance-constrained optimal inflow control in hyperbolic supply systems with uncertain demand. (English) Zbl 1469.93114 Optim. Control Appl. Methods 42, No. 2, 566-589 (2021). MSC: 93E20 93C20 60J70 PDF BibTeX XML Cite \textit{S. Göttlich} et al., Optim. Control Appl. Methods 42, No. 2, 566--589 (2021; Zbl 1469.93114) Full Text: DOI arXiv OpenURL
Grandits, Peter; Klein, Maike Ruin probability in a two-dimensional model with correlated Brownian motions. (English) Zbl 1470.91228 Scand. Actuar. J. 2021, No. 5, 362-379 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60J70 35R35 PDF BibTeX XML Cite \textit{P. Grandits} and \textit{M. Klein}, Scand. Actuar. J. 2021, No. 5, 362--379 (2021; Zbl 1470.91228) Full Text: DOI arXiv OpenURL
Pradhan, Somnath Risk-sensitive ergodic control of reflected diffusion processes in orthant. (English) Zbl 1467.93336 Appl. Math. Optim. 83, No. 3, 1739-1764 (2021). MSC: 93E20 60J70 PDF BibTeX XML Cite \textit{S. Pradhan}, Appl. Math. Optim. 83, No. 3, 1739--1764 (2021; Zbl 1467.93336) Full Text: DOI OpenURL
Riedel, Kurt The value of the high, low and close in the estimation of Brownian motion. (English) Zbl 1478.60224 Stat. Inference Stoch. Process. 24, No. 1, 179-210 (2021). MSC: 60J65 60J70 91G60 PDF BibTeX XML Cite \textit{K. Riedel}, Stat. Inference Stoch. Process. 24, No. 1, 179--210 (2021; Zbl 1478.60224) Full Text: DOI arXiv OpenURL
Bo, Lijun; Liao, Huafu; Yu, Xiang Optimal tracking portfolio with a ratcheting capital benchmark. (English) Zbl 1468.91133 SIAM J. Control Optim. 59, No. 3, 2346-2380 (2021). MSC: 91G10 93E20 60J70 PDF BibTeX XML Cite \textit{L. Bo} et al., SIAM J. Control Optim. 59, No. 3, 2346--2380 (2021; Zbl 1468.91133) Full Text: DOI arXiv OpenURL
Cowen, Lenore; Devkota, Kapil; Hu, Xiaozhe; Murphy, James M.; Wu, Kaiyi Diffusion state distances: multitemporal analysis, fast algorithms, and applications to biological networks. (English) Zbl 1470.60231 SIAM J. Math. Data Sci. 3, No. 1, 142-170 (2021). MSC: 60J70 92C42 62H30 62M15 65C20 68T09 PDF BibTeX XML Cite \textit{L. Cowen} et al., SIAM J. Math. Data Sci. 3, No. 1, 142--170 (2021; Zbl 1470.60231) Full Text: DOI arXiv OpenURL
Li, Wenhan; Zhong, Ying; Lv, Guiwen Digital power exchange option pricing under jump-diffusion model. (English) Zbl 1474.91210 Chin. J. Eng. Math. 38, No. 2, 257-270 (2021). MSC: 91G20 60J70 91G60 PDF BibTeX XML Cite \textit{W. Li} et al., Chin. J. Eng. Math. 38, No. 2, 257--270 (2021; Zbl 1474.91210) Full Text: DOI OpenURL