Lipshutz, David; Ramanan, Kavita Sensitivity analysis for the stationary distribution of reflected Brownian motion in a convex polyhedral cone. (English) Zbl 1478.60223 Math. Oper. Res. 46, No. 2, 524-558 (2021). MSC: 60J65 60G17 60G40 65C35 PDFBibTeX XMLCite \textit{D. Lipshutz} and \textit{K. Ramanan}, Math. Oper. Res. 46, No. 2, 524--558 (2021; Zbl 1478.60223) Full Text: DOI arXiv
Su, Zhong-gen; Lei, Yu-huan; Shen, Tian Tracy-Widom distribution, Airy\(_2\) process and its sample path properties. (English) Zbl 1474.60231 Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 128-158 (2021). MSC: 60K35 60B20 60G17 PDFBibTeX XMLCite \textit{Z.-g. Su} et al., Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 128--158 (2021; Zbl 1474.60231) Full Text: DOI
Friz, Peter K.; Tran, Huy; Yuan, Yizheng Regularity of SLE in \((t,\kappa)\) and refined GRR estimates. (English) Zbl 1468.30021 Probab. Theory Relat. Fields 180, No. 1-2, 71-112 (2021). MSC: 30C20 60G17 60G60 60J67 60K35 PDFBibTeX XMLCite \textit{P. K. Friz} et al., Probab. Theory Relat. Fields 180, No. 1--2, 71--112 (2021; Zbl 1468.30021) Full Text: DOI arXiv
Adams, Stefan; Dickson, Matthew An explicit large deviation analysis of the spatial cycle Huang-Yang-Luttinger model. (English) Zbl 1481.60063 Ann. Henri Poincaré 22, No. 5, 1535-1560 (2021). MSC: 60F10 60J65 82B10 81S40 PDFBibTeX XMLCite \textit{S. Adams} and \textit{M. Dickson}, Ann. Henri Poincaré 22, No. 5, 1535--1560 (2021; Zbl 1481.60063) Full Text: DOI arXiv
Murayama, Taro A third representation of Feynman-Kac-Itô formula with singular magnetic vector potential. (English) Zbl 1480.60143 Lett. Math. Phys. 111, No. 2, Paper No. 33, 21 p. (2021); correction ibid. 111, No. 2, Paper No. 49, 1 p. (2021). MSC: 60H05 60J65 81S40 PDFBibTeX XMLCite \textit{T. Murayama}, Lett. Math. Phys. 111, No. 2, Paper No. 33, 21 p. (2021; Zbl 1480.60143) Full Text: DOI
Murayama, Taro Correction to: “A third representation of Feynman-Kac-Itô formula with singular magnetic vector potential”. (English) Zbl 1483.60075 Lett. Math. Phys. 111, No. 2, Paper No. 49, 1 p. (2021). MSC: 60H05 60J65 81S40 PDFBibTeX XMLCite \textit{T. Murayama}, Lett. Math. Phys. 111, No. 2, Paper No. 49, 1 p. (2021; Zbl 1483.60075) Full Text: DOI
Burdzy, Krzysztof; Tadić, Tvrtko On the spine of two-particle Fleming-Viot process driven by Brownian motion. arXiv:2111.07968 Preprint, arXiv:2111.07968 [math.PR] (2021). MSC: 60G17 60J65 60J80 BibTeX Cite \textit{K. Burdzy} and \textit{T. Tadić}, ``On the spine of two-particle Fleming-Viot process driven by Brownian motion'', Preprint, arXiv:2111.07968 [math.PR] (2021) Full Text: arXiv OA License
Sauzedde, Isao Winding and intersection of Brownian motions. arXiv:2112.01645 Preprint, arXiv:2112.01645 [math.PR] (2021). MSC: 60J65 60J55 60G17 BibTeX Cite \textit{I. Sauzedde}, ``Winding and intersection of Brownian motions'', Preprint, arXiv:2112.01645 [math.PR] (2021) Full Text: arXiv OA License
Collin, Orphée; Comets, Francis Rate of escape of conditioned Brownian motion. arXiv:2102.09636 Preprint, arXiv:2102.09636 [math.PR] (2021). MSC: 60K35 60J60 60J65 60G17 BibTeX Cite \textit{O. Collin} and \textit{F. Comets}, ``Rate of escape of conditioned Brownian motion'', Preprint, arXiv:2102.09636 [math.PR] (2021) Full Text: arXiv OA License
Sharma, Shivangi; Biswas, Parbati Conformational transitions of a DNA hairpin through transition path times. (English) Zbl 1459.92068 J. Stat. Mech. Theory Exp. 2020, No. 7, Article ID 073411, 29 p. (2020). MSC: 92D20 60J70 PDFBibTeX XMLCite \textit{S. Sharma} and \textit{P. Biswas}, J. Stat. Mech. Theory Exp. 2020, No. 7, Article ID 073411, 29 p. (2020; Zbl 1459.92068) Full Text: DOI
Serva, Maurizio Random motion of light-speed particles. (English) Zbl 1466.60134 J. Stat. Phys. 181, No. 5, 1603-1608 (2020). MSC: 60H30 81S40 PDFBibTeX XMLCite \textit{M. Serva}, J. Stat. Phys. 181, No. 5, 1603--1608 (2020; Zbl 1466.60134) Full Text: DOI
Possamaï, Dylan; Touzi, Nizar; Zhang, Jianfeng Zero-sum path-dependent stochastic differential games in weak formulation. (English) Zbl 1462.35410 Ann. Appl. Probab. 30, No. 3, 1415-1457 (2020). MSC: 35Q91 91A15 35D40 35D30 35K10 60H10 60H30 60J65 93B52 PDFBibTeX XMLCite \textit{D. Possamaï} et al., Ann. Appl. Probab. 30, No. 3, 1415--1457 (2020; Zbl 1462.35410) Full Text: DOI arXiv Euclid
Ondreját, Martin; Veraar, Mark On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces. (English. French summary) Zbl 1483.60058 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1792-1808 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G17 46E35 60J65 60H15 PDFBibTeX XMLCite \textit{M. Ondreját} and \textit{M. Veraar}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1792--1808 (2020; Zbl 1483.60058) Full Text: DOI arXiv Euclid
Houdré, Christian; Litherland, Trevis J. On the limiting shape of Young diagrams associated with Markov random words. (English) Zbl 1462.60013 Markov Process. Relat. Fields 26, No. 5, 779-837 (2020). Reviewer: Yilun Shang (Newcastle) MSC: 60C05 60F05 60F17 60G15 60G17 05A16 PDFBibTeX XMLCite \textit{C. Houdré} and \textit{T. J. Litherland}, Markov Process. Relat. Fields 26, No. 5, 779--837 (2020; Zbl 1462.60013) Full Text: arXiv Link
Baudoin, Fabrice; Feng, Qi; Ouyang, Cheng Density of the signature process of fBm. (English) Zbl 1469.60176 Trans. Am. Math. Soc. 373, No. 12, 8583-8610 (2020). MSC: 60H10 60H07 60L20 60G22 PDFBibTeX XMLCite \textit{F. Baudoin} et al., Trans. Am. Math. Soc. 373, No. 12, 8583--8610 (2020; Zbl 1469.60176) Full Text: DOI arXiv
Jakubowski, Jacek; Wiśniewolski, Maciej Another look at the Hartman-Watson distributions. (English) Zbl 1454.60125 Potential Anal. 53, No. 4, 1269-1297 (2020). MSC: 60J65 60J60 60G17 91G80 PDFBibTeX XMLCite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Potential Anal. 53, No. 4, 1269--1297 (2020; Zbl 1454.60125) Full Text: DOI
Mamon, S. V. The Wiener measure on the Heisenberg group and parabolic equations. (English. Russian original) Zbl 1478.60015 J. Math. Sci., New York 245, No. 2, 155-177 (2020); translation from Fundam. Prikl. Mat. 21, No. 4, 67-98 (2016). Reviewer: Vladimir V. Kisil (Leeds) MSC: 60B15 60J25 60J65 PDFBibTeX XMLCite \textit{S. V. Mamon}, J. Math. Sci., New York 245, No. 2, 155--177 (2020; Zbl 1478.60015); translation from Fundam. Prikl. Mat. 21, No. 4, 67--98 (2016) Full Text: DOI
Salminen, Paavo; Vallois, Pierre On the maximum increase and decrease of one-dimensional diffusions. (English) Zbl 1450.60042 Stochastic Processes Appl. 130, No. 9, 5592-5604 (2020). MSC: 60J60 60J65 60G17 62P05 PDFBibTeX XMLCite \textit{P. Salminen} and \textit{P. Vallois}, Stochastic Processes Appl. 130, No. 9, 5592--5604 (2020; Zbl 1450.60042) Full Text: DOI
Hernández, Osvaldo Angtuncio; Uribe Bravo, Gerónimo Dini derivatives and regularity for exchangeable increment processes. (English) Zbl 1469.60105 Trans. Am. Math. Soc., Ser. B 7, 24-45 (2020). MSC: 60G09 60G17 PDFBibTeX XMLCite \textit{O. A. Hernández} and \textit{G. Uribe Bravo}, Trans. Am. Math. Soc., Ser. B 7, 24--45 (2020; Zbl 1469.60105) Full Text: DOI arXiv
Eichinger, Katharina; Kuehn, Christian; Neamţu, Alexandra Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion. (English) Zbl 1447.60098 J. Stat. Phys. 179, No. 5-6, 1222-1266 (2020). MSC: 60H15 34E15 34F05 37H10 60H10 PDFBibTeX XMLCite \textit{K. Eichinger} et al., J. Stat. Phys. 179, No. 5--6, 1222--1266 (2020; Zbl 1447.60098) Full Text: DOI arXiv
Li, Yingqiu; Chen, Ye; Wang, Shilin; Peng, Zhaohui Exit identities for diffusion processes observed at Poisson arrival times. (English) Zbl 1451.60092 Front. Math. China 15, No. 3, 507-528 (2020). MSC: 60J60 60G17 PDFBibTeX XMLCite \textit{Y. Li} et al., Front. Math. China 15, No. 3, 507--528 (2020; Zbl 1451.60092) Full Text: DOI
Iafrate, F.; Orsingher, E. Some results on the Brownian meander with drift. (English) Zbl 1456.60090 J. Theor. Probab. 33, No. 2, 1034-1060 (2020). MSC: 60G17 60J65 PDFBibTeX XMLCite \textit{F. Iafrate} and \textit{E. Orsingher}, J. Theor. Probab. 33, No. 2, 1034--1060 (2020; Zbl 1456.60090) Full Text: DOI arXiv
Gulisashvili, Archil Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions. (English) Zbl 1434.60089 Stochastic Processes Appl. 130, No. 6, 3648-3686 (2020). MSC: 60F10 60G15 91G20 60G18 60G22 41A60 PDFBibTeX XMLCite \textit{A. Gulisashvili}, Stochastic Processes Appl. 130, No. 6, 3648--3686 (2020; Zbl 1434.60089) Full Text: DOI arXiv
Inahama, Yuzuru; Suzaki, Kiyotaka Stochastic flows and rough differential equations on foliated spaces. (English) Zbl 1441.37058 Bull. Sci. Math. 160, Article ID 102852, 29 p. (2020). MSC: 37H10 37C86 34F05 60H10 60H30 60G65 PDFBibTeX XMLCite \textit{Y. Inahama} and \textit{K. Suzaki}, Bull. Sci. Math. 160, Article ID 102852, 29 p. (2020; Zbl 1441.37058) Full Text: DOI arXiv
Alberts, Tom; Rassoul-Agha, Firas; Simper, Mackenzie Busemann functions and semi-infinite O’Connell-Yor polymers. (English) Zbl 1437.82028 Bernoulli 26, No. 3, 1927-1955 (2020). MSC: 82D60 82C43 82C31 60G55 60J65 60J25 35B41 PDFBibTeX XMLCite \textit{T. Alberts} et al., Bernoulli 26, No. 3, 1927--1955 (2020; Zbl 1437.82028) Full Text: DOI arXiv Euclid
Nourdin, Ivan; Peccati, Giovanni; Seuret, Stéphane Sojourn time dimensions of fractional Brownian motion. (English) Zbl 1444.60030 Bernoulli 26, No. 3, 1619-1634 (2020). MSC: 60G22 60G15 60G17 PDFBibTeX XMLCite \textit{I. Nourdin} et al., Bernoulli 26, No. 3, 1619--1634 (2020; Zbl 1444.60030) Full Text: DOI arXiv Euclid
Yan, Litan; Li, Yumiao; He, Kun Rough path analysis for local time of \(G\)-Brownian motion. (English) Zbl 1444.60089 Appl. Anal. 99, No. 6, 899-921 (2020). MSC: 60L20 60G65 60H05 60H30 60J65 PDFBibTeX XMLCite \textit{L. Yan} et al., Appl. Anal. 99, No. 6, 899--921 (2020; Zbl 1444.60089) Full Text: DOI
Di Girolami, Cristina; Russo, Francesco About classical solutions of the path-dependent heat equation. (English) Zbl 1457.60106 Random Oper. Stoch. Equ. 28, No. 1, 35-62 (2020). MSC: 60H30 60H07 35A09 35R60 PDFBibTeX XMLCite \textit{C. Di Girolami} and \textit{F. Russo}, Random Oper. Stoch. Equ. 28, No. 1, 35--62 (2020; Zbl 1457.60106) Full Text: DOI arXiv
Le Guével, R.; Lévy Véhel, J. Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes. (English) Zbl 1472.60068 Stochastic Processes Appl. 130, No. 4, 2032-2057 (2020). Reviewer: Pavel Gapeev (London) MSC: 60G17 60G22 60G51 28A80 PDFBibTeX XMLCite \textit{R. Le Guével} and \textit{J. Lévy Véhel}, Stochastic Processes Appl. 130, No. 4, 2032--2057 (2020; Zbl 1472.60068) Full Text: DOI arXiv HAL
Baradat, Aymeric; Monsaingeon, Léonard Small noise limit and convexity for generalized incompressible flows, Schrödinger problems, and optimal transport. (English) Zbl 1451.35126 Arch. Ration. Mech. Anal. 235, No. 2, 1357-1403 (2020). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q35 49Q20 35Q55 49J45 76B99 76D99 60J65 PDFBibTeX XMLCite \textit{A. Baradat} and \textit{L. Monsaingeon}, Arch. Ration. Mech. Anal. 235, No. 2, 1357--1403 (2020; Zbl 1451.35126) Full Text: DOI arXiv
Wang, Wensheng; Su, Zhonggen; Xiao, Yimin The moduli of non-differentiability for Gaussian random fields with stationary increments. (English) Zbl 1466.60104 Bernoulli 26, No. 2, 1410-1430 (2020). MSC: 60G60 60G15 60G17 60G22 PDFBibTeX XMLCite \textit{W. Wang} et al., Bernoulli 26, No. 2, 1410--1430 (2020; Zbl 1466.60104) Full Text: DOI Euclid
Yosef, Arthur; Baranes, Amos Karhunen-Loève expansion of a set indexed fractional Brownian motion. (English) Zbl 1453.60090 Stat. Probab. Lett. 156, Article ID 108629, 6 p. (2020). MSC: 60G22 60J65 60G15 60G17 PDFBibTeX XMLCite \textit{A. Yosef} and \textit{A. Baranes}, Stat. Probab. Lett. 156, Article ID 108629, 6 p. (2020; Zbl 1453.60090) Full Text: DOI
Biermé, Hermine; Lacaux, Céline Fast and exact synthesis of some operator scaling Gaussian random fields. (English) Zbl 1471.60076 Appl. Comput. Harmon. Anal. 48, No. 1, 293-320 (2020). MSC: 60G60 60G15 60G22 60G17 PDFBibTeX XMLCite \textit{H. Biermé} and \textit{C. Lacaux}, Appl. Comput. Harmon. Anal. 48, No. 1, 293--320 (2020; Zbl 1471.60076) Full Text: DOI HAL
Ayache, Antoine; Hamonier, Julien Wavelet series representation for multifractional multistable Riemann-Liouville process. arXiv:2004.05874 Preprint, arXiv:2004.05874 [math.PR] (2020). MSC: 60G17 60G22 60G52 BibTeX Cite \textit{A. Ayache} and \textit{J. Hamonier}, ``Wavelet series representation for multifractional multistable Riemann-Liouville process'', Preprint, arXiv:2004.05874 [math.PR] (2020) Full Text: arXiv OA License
Hannay, J. H. The correlated linking numbers of a Brownian loop with two arbitrary curves. (English) Zbl 1509.60143 J. Phys. A, Math. Theor. 52, No. 49, Article ID 495201, 10 p. (2019). MSC: 60J65 46T12 PDFBibTeX XMLCite \textit{J. H. Hannay}, J. Phys. A, Math. Theor. 52, No. 49, Article ID 495201, 10 p. (2019; Zbl 1509.60143) Full Text: DOI arXiv
Ouahra, M. Ait; Ouahhabi, H.; Sghir, A. Continuity in law of some additive functionals of bifractional Brownian motion. (English) Zbl 1495.60024 Stochastics 91, No. 4, 613-628 (2019). MSC: 60G22 60F17 60G15 60G17 60J55 PDFBibTeX XMLCite \textit{M. A. Ouahra} et al., Stochastics 91, No. 4, 613--628 (2019; Zbl 1495.60024) Full Text: DOI
Zani, Marguerite; Zhou, Wei Brownian sheet indexed by \(\mathbb{R}^N\): local time and bubbles. (English) Zbl 1452.60048 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 381-403 (2019). MSC: 60J55 60G17 60G15 PDFBibTeX XMLCite \textit{M. Zani} and \textit{W. Zhou}, Lect. Notes Math. 2252, 381--403 (2019; Zbl 1452.60048) Full Text: DOI
Panzo, Hugo Scaled penalization of Brownian motion with drift and the Brownian ascent. (English) Zbl 1452.60052 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 257-300 (2019). MSC: 60J65 60G40 60G17 PDFBibTeX XMLCite \textit{H. Panzo}, Lect. Notes Math. 2252, 257--300 (2019; Zbl 1452.60052) Full Text: DOI arXiv
Rudenko, Alexey Intersection local times in \(L_2\) for Markov processes. (English) Zbl 1449.60122 Theory Stoch. Process. 24, No. 1, 64-95 (2019). MSC: 60J55 60J65 60G17 PDFBibTeX XMLCite \textit{A. Rudenko}, Theory Stoch. Process. 24, No. 1, 64--95 (2019; Zbl 1449.60122) Full Text: Link
Herbin, Erick; Xiao, Yimin Sample paths properties of the set-indexed fractional Brownian motion. (English) Zbl 1458.60046 Aldroubi, Akram (ed.) et al., New trends in applied harmonic analysis. Volume 2. Harmonic analysis, geometric measure theory, and applications. Collected papers based on courses given at the 2017 CIMPA school, Buenos Aires, Argentina, July 31 – August 11, 2017. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 293-316 (2019). MSC: 60G22 60G60 60G15 60G17 60G18 28A80 PDFBibTeX XMLCite \textit{E. Herbin} and \textit{Y. Xiao}, in: New trends in applied harmonic analysis. Volume 2. Harmonic analysis, geometric measure theory, and applications. Collected papers based on courses given at the 2017 CIMPA school, Buenos Aires, Argentina, July 31 -- August 11, 2017. Cham: Birkhäuser. 293--316 (2019; Zbl 1458.60046) Full Text: DOI
Viens, Frederi; Zhang, Jianfeng A martingale approach for fractional Brownian motions and related path dependent PDEs. (English) Zbl 1441.60031 Ann. Appl. Probab. 29, No. 6, 3489-3540 (2019). MSC: 60G22 60H20 60H30 35K10 91G20 PDFBibTeX XMLCite \textit{F. Viens} and \textit{J. Zhang}, Ann. Appl. Probab. 29, No. 6, 3489--3540 (2019; Zbl 1441.60031) Full Text: DOI arXiv Euclid
Lakner, Peter; Reed, Josh; Zwart, Bert On the roughness of the paths of RBM in a wedge. (English. French summary) Zbl 1466.60168 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1566-1598 (2019). MSC: 60J65 60J27 60G17 60G52 60J55 PDFBibTeX XMLCite \textit{P. Lakner} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1566--1598 (2019; Zbl 1466.60168) Full Text: DOI Euclid
Lipshutz, David; Ramanan, Kavita Pathwise differentiability of reflected diffusions in convex polyhedral domains. (English. French summary) Zbl 1466.60076 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1439-1476 (2019). MSC: 60G17 90C31 93B35 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{D. Lipshutz} and \textit{K. Ramanan}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1439--1476 (2019; Zbl 1466.60076) Full Text: DOI arXiv Euclid
Lamarre, Pierre Yves Gaudreau; Shkolnikov, Mykhaylo Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions. (English. French summary) Zbl 1447.60024 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1402-1438 (2019). MSC: 60B20 60H25 47D08 60J55 PDFBibTeX XMLCite \textit{P. Y. G. Lamarre} and \textit{M. Shkolnikov}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1402--1438 (2019; Zbl 1447.60024) Full Text: DOI arXiv Euclid
Kouritzin, Michael A.; Lê, Khoa; Sezer, Deniz Laws of large numbers for supercritical branching Gaussian processes. (English) Zbl 1422.60120 Stochastic Processes Appl. 129, No. 9, 3463-3498 (2019). MSC: 60H30 60H10 60H15 60H07 60G17 PDFBibTeX XMLCite \textit{M. A. Kouritzin} et al., Stochastic Processes Appl. 129, No. 9, 3463--3498 (2019; Zbl 1422.60120) Full Text: DOI arXiv
Lagnoux, Agnès; Mercier, Sabine; Vallois, Pierre Probability density function of the local score position. (English) Zbl 1422.60062 Stochastic Processes Appl. 129, No. 10, 3664-3689 (2019). MSC: 60G17 60J25 60J65 PDFBibTeX XMLCite \textit{A. Lagnoux} et al., Stochastic Processes Appl. 129, No. 10, 3664--3689 (2019; Zbl 1422.60062) Full Text: DOI HAL
Wang, Wensheng; Xiao, Yimin The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion. (English) Zbl 1458.60047 Stat. Probab. Lett. 150, 81-87 (2019). MSC: 60G22 60G15 60G17 60F10 PDFBibTeX XMLCite \textit{W. Wang} and \textit{Y. Xiao}, Stat. Probab. Lett. 150, 81--87 (2019; Zbl 1458.60047) Full Text: DOI
Ayache, Antoine; Esser, Céline; Kleyntssens, Thomas Different possible behaviors of wavelet leaders of the Brownian motion. (English) Zbl 1459.60167 Stat. Probab. Lett. 150, 54-60 (2019). MSC: 60J65 60G17 65T60 PDFBibTeX XMLCite \textit{A. Ayache} et al., Stat. Probab. Lett. 150, 54--60 (2019; Zbl 1459.60167) Full Text: DOI
Holden, Nina; Nacu, Şerban; Peres, Yuval; Salisbury, Thomas S. How round are the complementary components of planar Brownian motion? (English. French summary) Zbl 1466.60075 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 882-908 (2019). MSC: 60G17 60G65 PDFBibTeX XMLCite \textit{N. Holden} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 882--908 (2019; Zbl 1466.60075) Full Text: DOI arXiv Euclid
Ayache, A.; Esmili, Y. Wavelet analysis of a multifractional process in an arbitrary Wiener chaos. (English) Zbl 1488.60091 Theory Probab. Math. Stat. 98, 27-49 (2019) and Teor. Jmovirn. Mat. Stat. 98, 29-50 (2018). MSC: 60G22 60G17 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{Y. Esmili}, Theory Probab. Math. Stat. 98, 27--49 (2019; Zbl 1488.60091) Full Text: DOI
Boedihardjo, H.; Geng, X.; Liu, X.; Qian, Z. A quasi-sure non-degeneracy property for the Brownian rough path. (English) Zbl 1465.60045 Potential Anal. 51, No. 1, 1-21 (2019). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60L20 60G17 60J45 PDFBibTeX XMLCite \textit{H. Boedihardjo} et al., Potential Anal. 51, No. 1, 1--21 (2019; Zbl 1465.60045) Full Text: DOI arXiv
Boedihardjo, H.; Geng, X. Tail asymptotics of the Brownian signature. (English) Zbl 1478.60163 Trans. Am. Math. Soc. 372, No. 1, 585-614 (2019). MSC: 60H05 60J65 PDFBibTeX XMLCite \textit{H. Boedihardjo} and \textit{X. Geng}, Trans. Am. Math. Soc. 372, No. 1, 585--614 (2019; Zbl 1478.60163) Full Text: DOI arXiv Link
Li, Yueling; Xie, Longjie; Xie, Yingchao Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises. (English) Zbl 1425.34078 J. Differ. Equations 266, No. 5, 2638-2665 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 34F05 60H10 60G52 35R11 PDFBibTeX XMLCite \textit{Y. Li} et al., J. Differ. Equations 266, No. 5, 2638--2665 (2019; Zbl 1425.34078) Full Text: DOI
Bryc, Włodzimierz; Wang, Yizao Fluctuations of random Motzkin paths. (English) Zbl 1422.60029 Adv. Appl. Math. 106, 96-116 (2019). MSC: 60F05 60K35 PDFBibTeX XMLCite \textit{W. Bryc} and \textit{Y. Wang}, Adv. Appl. Math. 106, 96--116 (2019; Zbl 1422.60029) Full Text: DOI arXiv
Andretto Castrequini, Rafael; Russo, Francesco Path dependent equations driven by Hölder processes. (English) Zbl 1432.60058 Stochastic Anal. Appl. 37, No. 3, 480-498 (2019). MSC: 60H05 60H20 60G22 PDFBibTeX XMLCite \textit{R. Andretto Castrequini} and \textit{F. Russo}, Stochastic Anal. Appl. 37, No. 3, 480--498 (2019; Zbl 1432.60058) Full Text: DOI arXiv
Azaïs, Romain; Genadot, Alexandre; Henry, Benoit Inference for conditioned Galton-Watson trees from their Harris path. (English) Zbl 1423.60127 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 561-604 (2019). MSC: 60J80 62F12 PDFBibTeX XMLCite \textit{R. Azaïs} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 561--604 (2019; Zbl 1423.60127) Full Text: arXiv Link
Fan, Xiequan; Véhel, Jacques Lévy Tempered fractional multistable motion and tempered multifractional stable motion. (English) Zbl 1411.60072 ESAIM, Probab. Stat. 23, 37-67 (2019). MSC: 60G52 60G18 60G22 60G17 60E07 PDFBibTeX XMLCite \textit{X. Fan} and \textit{J. L. Véhel}, ESAIM, Probab. Stat. 23, 37--67 (2019; Zbl 1411.60072) Full Text: DOI arXiv
Li, Jiawei; Qian, Zhongmin Fine properties of fractional Brownian motions on Wiener space. (English) Zbl 1478.60127 J. Math. Anal. Appl. 473, No. 1, 141-173 (2019). MSC: 60G22 60G17 60H07 46E30 PDFBibTeX XMLCite \textit{J. Li} and \textit{Z. Qian}, J. Math. Anal. Appl. 473, No. 1, 141--173 (2019; Zbl 1478.60127) Full Text: DOI arXiv
Seuret, Stéphane; Yang, Xiaochuan On sojourn of Brownian motion inside moving boundaries. (English) Zbl 1409.60076 Stochastic Processes Appl. 129, No. 3, 978-994 (2019). MSC: 60G51 28A80 60G17 PDFBibTeX XMLCite \textit{S. Seuret} and \textit{X. Yang}, Stochastic Processes Appl. 129, No. 3, 978--994 (2019; Zbl 1409.60076) Full Text: DOI arXiv
Akahori, Jiro; Song, Xiaoming; Wang, Tai-Ho Bridge representation and modal-path approximation. (English) Zbl 1403.60033 Stochastic Processes Appl. 129, No. 1, 174-204 (2019). MSC: 60G22 60G15 60H07 PDFBibTeX XMLCite \textit{J. Akahori} et al., Stochastic Processes Appl. 129, No. 1, 174--204 (2019; Zbl 1403.60033) Full Text: DOI arXiv
López, Sergio I.; Pimentel, Leandro P. R. On the location of the maximum of a process: Lévy, Gaussian and random field cases. (English) Zbl 1502.60051 Stochastics 90, No. 8, 1221-1237 (2018). MSC: 60G17 60G10 60G15 60G51 60G60 60J65 PDFBibTeX XMLCite \textit{S. I. López} and \textit{L. P. R. Pimentel}, Stochastics 90, No. 8, 1221--1237 (2018; Zbl 1502.60051) Full Text: DOI
Ma, Chao; Ma, Qinghua; Yao, Haixiang; Hou, Tiancheng An accurate European option pricing model under fractional stable process based on Feynman path integral. (English) Zbl 1493.91127 Physica A 494, 87-117 (2018). MSC: 91G20 46T12 60G22 PDFBibTeX XMLCite \textit{C. Ma} et al., Physica A 494, 87--117 (2018; Zbl 1493.91127) Full Text: DOI
Liang, Mingjie; Wu, Bingyao Small deviations for admixture additive & multiplicative processes. (English) Zbl 1498.60122 J. Inequal. Appl. 2018, Paper No. 204, 12 p. (2018). MSC: 60F15 60G15 60G60 60G17 60J65 60J55 PDFBibTeX XMLCite \textit{M. Liang} and \textit{B. Wu}, J. Inequal. Appl. 2018, Paper No. 204, 12 p. (2018; Zbl 1498.60122) Full Text: DOI
Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions. (English) Zbl 1423.60064 Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 123-146 (2018). MSC: 60G17 60G22 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Springer Proc. Math. Stat. 271, 123--146 (2018; Zbl 1423.60064) Full Text: DOI arXiv
Bettinelli, Jérémie Convergence of uniform noncrossing partitions toward the Brownian triangulation. (English) Zbl 1415.52011 Sémin. Lothar. Comb. 80B, Article 38, 12 p. (2018). MSC: 52C15 PDFBibTeX XMLCite \textit{J. Bettinelli}, Sémin. Lothar. Comb. 80B, Article 38, 12 p. (2018). (2018; Zbl 1415.52011) Full Text: arXiv Link
Vaskouski, Maksim; Kachan, Ilya Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than \(1/3\). (English) Zbl 1420.60075 Stochastic Anal. Appl. 36, No. 6, 909-931 (2018). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{M. Vaskouski} and \textit{I. Kachan}, Stochastic Anal. Appl. 36, No. 6, 909--931 (2018; Zbl 1420.60075) Full Text: DOI
Mukeru, Safari The zero set of fractional Brownian motion is a Salem set. (English) Zbl 1420.60101 J. Fourier Anal. Appl. 24, No. 4, 957-999 (2018). MSC: 60J65 60G17 28A80 42B10 42B20 PDFBibTeX XMLCite \textit{S. Mukeru}, J. Fourier Anal. Appl. 24, No. 4, 957--999 (2018; Zbl 1420.60101) Full Text: DOI
Forman, Noah Brownian bricklayer: a random space-filling curve. (English) Zbl 1407.60108 Stat. Probab. Lett. 143, 43-46 (2018). MSC: 60J55 60G17 PDFBibTeX XMLCite \textit{N. Forman}, Stat. Probab. Lett. 143, 43--46 (2018; Zbl 1407.60108) Full Text: DOI arXiv
Lupu, Titus Poisson ensembles of loops of one-dimensional diffusion. (English) Zbl 1425.60004 Mém. Soc. Math. Fr., Nouv. Sér. 158, 1-158 (2018). Reviewer: Heinrich Hering (Rockenberg) MSC: 60-02 60G15 60G17 60G55 60J55 60J60 60J65 60J80 PDFBibTeX XMLCite \textit{T. Lupu}, Mém. Soc. Math. Fr., Nouv. Sér. 158, 1--158 (2018; Zbl 1425.60004) Full Text: DOI arXiv
Basnayake, K.; Hubl, A.; Schuss, Z.; Holcman, D. Extreme narrow escape: shortest paths for the first particles among \(n\) to reach a target window. (English) Zbl 1404.60115 Phys. Lett., A 382, No. 48, 3449-3454 (2018). MSC: 60J65 58D30 60G70 PDFBibTeX XMLCite \textit{K. Basnayake} et al., Phys. Lett., A 382, No. 48, 3449--3454 (2018; Zbl 1404.60115) Full Text: DOI arXiv
Dumaz, Laure Large deviations and path properties of the true self-repelling motion. (Grandes déviations et propriétés trajectorielles du «vrai»processus auto-répulsif.) (English. French summary) Zbl 1404.60039 Bull. Soc. Math. Fr. 146, No. 1, 215-240 (2018). MSC: 60F10 60G18 60K35 60G17 PDFBibTeX XMLCite \textit{L. Dumaz}, Bull. Soc. Math. Fr. 146, No. 1, 215--240 (2018; Zbl 1404.60039) Full Text: arXiv
Yaskov, Pavel Extensions of the sewing lemma with applications. (English) Zbl 1409.60088 Stochastic Processes Appl. 128, No. 11, 3940-3965 (2018). MSC: 60H05 28A25 60G17 60G22 PDFBibTeX XMLCite \textit{P. Yaskov}, Stochastic Processes Appl. 128, No. 11, 3940--3965 (2018; Zbl 1409.60088) Full Text: DOI arXiv
Çetin, Umut Path transformations for local times of one-dimensional diffusions. (English) Zbl 1409.60119 Stochastic Processes Appl. 128, No. 10, 3439-3465 (2018). MSC: 60J55 60J60 60J65 PDFBibTeX XMLCite \textit{U. Çetin}, Stochastic Processes Appl. 128, No. 10, 3439--3465 (2018; Zbl 1409.60119) Full Text: DOI arXiv Link
Li, Xiaojuan; Wang, Falei Functional Itô’s formula for \(G\)-Brownian motion. (English) Zbl 1413.60062 Adv. Math., Beijing 47, No. 2, 243-258 (2018). MSC: 60H30 60J65 PDFBibTeX XMLCite \textit{X. Li} and \textit{F. Wang}, Adv. Math., Beijing 47, No. 2, 243--258 (2018; Zbl 1413.60062)
da Silva, José Luís; Erraoui, Mohamed Singularity of generalized grey Brownian motions with different parameters. (English) Zbl 1401.60069 Stochastic Anal. Appl. 36, No. 4, 726-732 (2018). MSC: 60G30 60G22 60G17 PDFBibTeX XMLCite \textit{J. L. da Silva} and \textit{M. Erraoui}, Stochastic Anal. Appl. 36, No. 4, 726--732 (2018; Zbl 1401.60069) Full Text: DOI arXiv
Choe, Hi Jun; Chu, Jeong Ho; Kim, Jongeun Generating sample paths and their convergence of the geometric fractional Brownian motion. (English) Zbl 1394.60035 Bull. Korean Math. Soc. 55, No. 4, 1241-1261 (2018). MSC: 60G22 60G17 60H07 PDFBibTeX XMLCite \textit{H. J. Choe} et al., Bull. Korean Math. Soc. 55, No. 4, 1241--1261 (2018; Zbl 1394.60035) Full Text: Link
Pitman, Jim; Tang, Wenpin The argmin process of random walks, Brownian motion and Lévy processes. (English) Zbl 1410.60046 Electron. J. Probab. 23, Paper No. 60, 35 p. (2018). MSC: 60G50 60G51 60J65 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{W. Tang}, Electron. J. Probab. 23, Paper No. 60, 35 p. (2018; Zbl 1410.60046) Full Text: DOI arXiv Euclid
Gorin, Vadim; Shkolnikov, Mykhaylo Stochastic Airy semigroup through tridiagonal matrices. (English) Zbl 1430.60011 Ann. Probab. 46, No. 4, 2287-2344 (2018). MSC: 60B20 15B52 60H25 47D08 60J55 PDFBibTeX XMLCite \textit{V. Gorin} and \textit{M. Shkolnikov}, Ann. Probab. 46, No. 4, 2287--2344 (2018; Zbl 1430.60011) Full Text: DOI arXiv Euclid
Wang, Falei; Zheng, Guoqiang Sample path properties of \(G\)-Brownian motion. (English) Zbl 1405.60048 J. Math. Anal. Appl. 467, No. 1, 421-431 (2018). MSC: 60G17 60H10 60J65 PDFBibTeX XMLCite \textit{F. Wang} and \textit{G. Zheng}, J. Math. Anal. Appl. 467, No. 1, 421--431 (2018; Zbl 1405.60048) Full Text: DOI
Lan, Xiaohong; Xiao, Yimin Strong local nondeterminism of spherical fractional Brownian motion. (English) Zbl 1392.60034 Stat. Probab. Lett. 135, 44-50 (2018). MSC: 60G22 60G60 60G17 PDFBibTeX XMLCite \textit{X. Lan} and \textit{Y. Xiao}, Stat. Probab. Lett. 135, 44--50 (2018; Zbl 1392.60034) Full Text: DOI arXiv
Davis, Mark; Obłój, Jan; Siorpaes, Pietro Pathwise stochastic calculus with local times. (English. French summary) Zbl 1394.60032 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 1-21 (2018). MSC: 60G17 60H05 60J55 PDFBibTeX XMLCite \textit{M. Davis} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 1--21 (2018; Zbl 1394.60032) Full Text: DOI arXiv
Pagès, Gilles Numerical probability. An introduction with applications to finance. (English) Zbl 1418.91016 Universitext. Cham: Springer (ISBN 978-3-319-90274-6/pbk; 978-3-319-90276-0/ebook). xxi, 579 p. (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91-02 91G60 65C05 91G20 62P05 60G40 65C10 60J65 60H30 PDFBibTeX XMLCite \textit{G. Pagès}, Numerical probability. An introduction with applications to finance. Cham: Springer (2018; Zbl 1418.91016) Full Text: DOI
Benjamini, Itai; Shamov, Alexander Where does a random process hit a fractal barrier? (English) Zbl 1398.60087 Electron. Commun. Probab. 23, Paper No. 25, 5 p. (2018). MSC: 60J65 28A80 60G17 PDFBibTeX XMLCite \textit{I. Benjamini} and \textit{A. Shamov}, Electron. Commun. Probab. 23, Paper No. 25, 5 p. (2018; Zbl 1398.60087) Full Text: DOI arXiv Euclid
Benigni, Lucas; Cosco, Clément; Shapira, Assaf; Wiese, Kay Jörg Hausdorff dimension of the record set of a fractional Brownian motion. (English) Zbl 1390.60143 Electron. Commun. Probab. 23, Paper No. 22, 8 p. (2018). MSC: 60G22 60G17 60G18 28A78 28A80 PDFBibTeX XMLCite \textit{L. Benigni} et al., Electron. Commun. Probab. 23, Paper No. 22, 8 p. (2018; Zbl 1390.60143) Full Text: DOI arXiv Euclid
Bauer, Michel; Bernard, Denis Stochastic spikes and strong noise limits of stochastic differential equations. (English) Zbl 1391.60073 Ann. Henri Poincaré 19, No. 3, 653-693 (2018). Reviewer: Laure Gouba (Trieste) MSC: 60G17 60H05 60H10 60J60 60J65 PDFBibTeX XMLCite \textit{M. Bauer} and \textit{D. Bernard}, Ann. Henri Poincaré 19, No. 3, 653--693 (2018; Zbl 1391.60073) Full Text: DOI arXiv
Laskin, Nick Fractional quantum mechanics. (English) Zbl 1425.81007 Hackensack, NJ: World Scientific (ISBN 978-981-3223-79-0/hbk; 978-981-3223-81-3/ebook). xv, 341 p. (2018). Reviewer: Mohammed El Aïdi (Bogotá) MSC: 81-02 81P05 81Q05 81S40 60G51 60G22 60G50 81V70 35R11 26A33 00A79 PDFBibTeX XMLCite \textit{N. Laskin}, Fractional quantum mechanics. Hackensack, NJ: World Scientific (2018; Zbl 1425.81007) Full Text: DOI arXiv Backlinks: MO
Jacka, Saul D.; Ocejo, Adriana On the regularity of American options with regime-switching uncertainty. (English) Zbl 1395.91521 Stochastic Processes Appl. 128, No. 3, 803-818 (2018). MSC: 91G80 60K37 60G17 60J70 93C30 35B65 PDFBibTeX XMLCite \textit{S. D. Jacka} and \textit{A. Ocejo}, Stochastic Processes Appl. 128, No. 3, 803--818 (2018; Zbl 1395.91521) Full Text: DOI arXiv Link
Schertzer, Emmanuel Renewal structure of the Brownian taut string. (English) Zbl 1380.60083 Stochastic Processes Appl. 128, No. 2, 487-504 (2018). MSC: 60K05 60F15 60G17 60J65 PDFBibTeX XMLCite \textit{E. Schertzer}, Stochastic Processes Appl. 128, No. 2, 487--504 (2018; Zbl 1380.60083) Full Text: DOI arXiv
Deya, Aurélien; Schott, René On stochastic calculus with respect to \(q\)-Brownian motion. (English) Zbl 1397.46049 J. Funct. Anal. 274, No. 4, 1047-1075 (2018). Reviewer: Uwe Franz (Besançon) MSC: 46L53 60H05 60G15 PDFBibTeX XMLCite \textit{A. Deya} and \textit{R. Schott}, J. Funct. Anal. 274, No. 4, 1047--1075 (2018; Zbl 1397.46049) Full Text: DOI arXiv
Cheng, Li-Juan; Thalmaier, Anton Spectral gap on Riemannian path space over static and evolving manifolds. (English) Zbl 1384.58025 J. Funct. Anal. 274, No. 4, 959-984 (2018). Reviewer: Jacques Franchi (Strasbourg) MSC: 58J65 60H07 53C44 53C21 58E35 PDFBibTeX XMLCite \textit{L.-J. Cheng} and \textit{A. Thalmaier}, J. Funct. Anal. 274, No. 4, 959--984 (2018; Zbl 1384.58025) Full Text: DOI arXiv
Sabzikar, Farzad; Surgailis, Donatas Tempered fractional Brownian and stable motions of second kind. (English) Zbl 1380.60047 Stat. Probab. Lett. 132, 17-27 (2018). MSC: 60G22 60G17 60G52 PDFBibTeX XMLCite \textit{F. Sabzikar} and \textit{D. Surgailis}, Stat. Probab. Lett. 132, 17--27 (2018; Zbl 1380.60047) Full Text: DOI arXiv
da Silva, José Luís; Erraoui, Mohamed Singularity of Generalized Grey Brownian Motion and Time-Changed Brownian Motion. arXiv:1811.07194 Preprint, arXiv:1811.07194 [math.PR] (2018). MSC: 60G30 60G22 60G17 60G18 BibTeX Cite \textit{J. L. da Silva} and \textit{M. Erraoui}, ``Singularity of Generalized Grey Brownian Motion and Time-Changed Brownian Motion'', Preprint, arXiv:1811.07194 [math.PR] (2018) Full Text: DOI arXiv OA License
Adams, Stefan; Dickson, Matthew Large deviation analysis for classes of interacting Bosonic cycle counts. arXiv:1809.03387 Preprint, arXiv:1809.03387 [math.PR] (2018). MSC: 60F10 60J65 82B10 81S40 BibTeX Cite \textit{S. Adams} and \textit{M. Dickson}, ``Large deviation analysis for classes of interacting Bosonic cycle counts'', Preprint, arXiv:1809.03387 [math.PR] (2018) Full Text: arXiv OA License
Ba, Demba Bocar On the fractional Brownian motion: Hansdorff dimension and Fourier expansion of fractional Brownian motion. (English) Zbl 1425.60037 Int. J. Adv. Appl. Math. Mech. 5, No. 2, 53-59 (2017). MSC: 60G22 60G17 28A80 PDFBibTeX XMLCite \textit{D. B. Ba}, Int. J. Adv. Appl. Math. Mech. 5, No. 2, 53--59 (2017; Zbl 1425.60037) Full Text: Link
Ayache, Antoine; Hamonier, Julien Behaviour of linear multifractional stable motion: membership of a critical Hölder space. (English) Zbl 1394.60031 Stochastics 89, No. 5, 709-725 (2017). MSC: 60G17 60G22 60G52 60G60 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{J. Hamonier}, Stochastics 89, No. 5, 709--725 (2017; Zbl 1394.60031) Full Text: DOI arXiv
Faizullah, Faiz A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion. (English) Zbl 1391.60137 Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 4, 1131-1138 (2017). MSC: 60H10 PDFBibTeX XMLCite \textit{F. Faizullah}, Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 4, 1131--1138 (2017; Zbl 1391.60137) Full Text: DOI
Richard, Alexandre Some singular sample path properties of a multiparameter fractional Brownian motion. (English) Zbl 1408.60026 J. Theor. Probab. 30, No. 4, 1285-1309 (2017). MSC: 60F17 60G22 60G60 60G17 60G15 PDFBibTeX XMLCite \textit{A. Richard}, J. Theor. Probab. 30, No. 4, 1285--1309 (2017; Zbl 1408.60026) Full Text: DOI arXiv
Hussenot Desenonges, Nicolas Analytic continuation of holonomy germs of Riccati foliations along Brownian paths. (English) Zbl 1383.37033 Ergodic Theory Dyn. Syst. 37, No. 6, 1887-1914 (2017). MSC: 37F25 32S65 32G34 32S40 60J65 PDFBibTeX XMLCite \textit{N. Hussenot Desenonges}, Ergodic Theory Dyn. Syst. 37, No. 6, 1887--1914 (2017; Zbl 1383.37033) Full Text: DOI
Ait Ouahra, Mohamed; Guerbaz, Raby Moduli of continuity of the local time of a class of sub-fractional Brownian motions. (English) Zbl 1386.60020 Random Oper. Stoch. Equ. 25, No. 4, 225-234 (2017). MSC: 60B12 60G15 60G17 60J55 PDFBibTeX XMLCite \textit{M. Ait Ouahra} and \textit{R. Guerbaz}, Random Oper. Stoch. Equ. 25, No. 4, 225--234 (2017; Zbl 1386.60020) Full Text: DOI
Itami, Masato; Sasa, Shin-ichi Universal form of stochastic evolution for slow variables in equilibrium systems. (English) Zbl 1376.82075 J. Stat. Phys. 167, No. 1, 46-63 (2017). MSC: 82C31 60F10 60J65 81S40 35Q84 82C35 PDFBibTeX XMLCite \textit{M. Itami} and \textit{S.-i. Sasa}, J. Stat. Phys. 167, No. 1, 46--63 (2017; Zbl 1376.82075) Full Text: DOI arXiv