El Barrimi, Oussama Stability results for stochastic differential equations driven by an additive fractional Brownian sheet. (English) Zbl 07739189 Random Oper. Stoch. Equ. 31, No. 3, 257-272 (2023). MSC: 60G15 60G22 PDF BibTeX XML Cite \textit{O. El Barrimi}, Random Oper. Stoch. Equ. 31, No. 3, 257--272 (2023; Zbl 07739189) Full Text: DOI
Sun, Jing; Nie, Daxin; Deng, Weihua An efficient numerical algorithm for the model describing the competition between super- and sub-diffusions driven by fractional Brownian sheet noise. (English) Zbl 1515.60239 J. Sci. Comput. 96, No. 1, Paper No. 10, 24 p. (2023). MSC: 60H15 60H35 65N30 65M60 65C30 PDF BibTeX XML Cite \textit{J. Sun} et al., J. Sci. Comput. 96, No. 1, Paper No. 10, 24 p. (2023; Zbl 1515.60239) Full Text: DOI arXiv
Leipus, Remigijus; Pilipauskaitė, Vytautė; Surgailis, Donatas Aggregation of network traffic and anisotropic scaling of random fields. (English) Zbl 07686921 Theory Probab. Math. Stat. 108, 77-126 (2023). MSC: 62M10 60G22 60G15 60G18 60G52 60H05 PDF BibTeX XML Cite \textit{R. Leipus} et al., Theory Probab. Math. Stat. 108, 77--126 (2023; Zbl 07686921) Full Text: DOI arXiv
Dauvergne, Duncan Last passage isometries for the directed landscape. (English) Zbl 07685815 Probab. Theory Relat. Fields 186, No. 1-2, 391-437 (2023). MSC: 60K35 PDF BibTeX XML Cite \textit{D. Dauvergne}, Probab. Theory Relat. Fields 186, No. 1--2, 391--437 (2023; Zbl 07685815) Full Text: DOI arXiv
Corwin, Ivan; Hammond, Alan; Hegde, Milind; Matetski, Konstantin Exceptional times when the KPZ fixed point violates Johansson’s conjecture on maximizer uniqueness. (English) Zbl 1509.82086 Electron. J. Probab. 28, Paper No. 11, 81 p. (2023). MSC: 82C21 82C43 82D60 82C22 60J25 60J65 60G55 33C10 28A80 15B52 60B20 PDF BibTeX XML Cite \textit{I. Corwin} et al., Electron. J. Probab. 28, Paper No. 11, 81 p. (2023; Zbl 1509.82086) Full Text: DOI arXiv Link
Tudor, Ciprian A. Stochastic partial differential equations with additive Gaussian noise. Analysis and inference. (English) Zbl 1515.60020 Singapore: World Scientific (ISBN 978-981-12-6445-0/hbk; 978-981-12-6447-4/ebook). xi, 192 p. (2023). Reviewer: Yuliya S. Mishura (Kyjiw) MSC: 60-02 60G15 60G22 60H15 62F12 PDF BibTeX XML Cite \textit{C. A. Tudor}, Stochastic partial differential equations with additive Gaussian noise. Analysis and inference. Singapore: World Scientific (2023; Zbl 1515.60020) Full Text: DOI
Dauvergne, Duncan; Ortmann, Janosch; Virág, Bálint The directed landscape. (English) Zbl 07681948 Acta Math. 229, No. 2, 201-285 (2022). Reviewer: A. C. D. van Enter (Groningen) MSC: 60K35 60B20 82B43 PDF BibTeX XML Cite \textit{D. Dauvergne} et al., Acta Math. 229, No. 2, 201--285 (2022; Zbl 07681948) Full Text: DOI arXiv
Dauvergne, Duncan; Sarkar, Sourav; Virág, Bálint Three-halves variation of geodesics in the directed landscape. (English) Zbl 1510.60087 Ann. Probab. 50, No. 5, 1947-1985 (2022). MSC: 60K35 82B23 82C22 PDF BibTeX XML Cite \textit{D. Dauvergne} et al., Ann. Probab. 50, No. 5, 1947--1985 (2022; Zbl 1510.60087) Full Text: DOI arXiv
Bogso, Antoine-Marie; Dieye, Moustapha; Pamen, Olivier Menoukeu Path-by-path uniqueness of multidimensional SDE’s on the plane with nondecreasing coefficients. (English) Zbl 1507.60073 Electron. J. Probab. 27, Paper No. 119, 26 p. (2022). MSC: 60H10 60H50 60H15 PDF BibTeX XML Cite \textit{A.-M. Bogso} et al., Electron. J. Probab. 27, Paper No. 119, 26 p. (2022; Zbl 1507.60073) Full Text: DOI arXiv Link
Lin, Han-Mai On the weak invariance principle for non-adapted stationary random fields under projective criteria. (English) Zbl 1504.60056 Stoch. Dyn. 22, No. 5, Article ID 2250013, 33 p. (2022). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60F17 60G60 PDF BibTeX XML Cite \textit{H.-M. Lin}, Stoch. Dyn. 22, No. 5, Article ID 2250013, 33 p. (2022; Zbl 1504.60056) Full Text: DOI
Kalpana, G.; Madhura, K. R.; Kudenatti, Ramesh B. Numerical study on the combined effects of Brownian motion and thermophoresis on an unsteady magnetohydrodynamics nanofluid boundary layer flow. (English) Zbl 07538478 Math. Comput. Simul. 200, 78-96 (2022). MSC: 76-XX 80-XX PDF BibTeX XML Cite \textit{G. Kalpana} et al., Math. Comput. Simul. 200, 78--96 (2022; Zbl 07538478) Full Text: DOI
Nazarov, Alexander; Nikitin, Yakov Spectral equivalence of Gaussian random functions: operator approach. (English) Zbl 1502.60047 Bernoulli 28, No. 2, 1448-1460 (2022). MSC: 60G15 60G60 47N30 PDF BibTeX XML Cite \textit{A. Nazarov} and \textit{Y. Nikitin}, Bernoulli 28, No. 2, 1448--1460 (2022; Zbl 1502.60047) Full Text: DOI arXiv Link
Hong, Jialin; Liu, Zhihui; Sheng, Derui Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises. (English) Zbl 1491.60100 J. Math. Anal. Appl. 512, No. 1, Article ID 126125, 21 p. (2022). MSC: 60H15 60G17 60G22 60H07 PDF BibTeX XML Cite \textit{J. Hong} et al., J. Math. Anal. Appl. 512, No. 1, Article ID 126125, 21 p. (2022; Zbl 1491.60100) Full Text: DOI arXiv
Bates, Erik; Ganguly, Shirshendu; Hammond, Alan Hausdorff dimensions for shared endpoints of disjoint geodesics in the directed landscape. (English) Zbl 1496.60115 Electron. J. Probab. 27, Paper No. 1, 44 p. (2022). MSC: 60K35 28A80 60G15 60G57 60K37 82B44 PDF BibTeX XML Cite \textit{E. Bates} et al., Electron. J. Probab. 27, Paper No. 1, 44 p. (2022; Zbl 1496.60115) Full Text: DOI arXiv
Lee, Cheuk Yin The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism. (English) Zbl 1502.60042 Bernoulli 28, No. 1, 277-306 (2022). Reviewer: Dmitry Zaporozhets (Sankt-Peterburg) MSC: 60G15 60G17 60G60 PDF BibTeX XML Cite \textit{C. Y. Lee}, Bernoulli 28, No. 1, 277--306 (2022; Zbl 1502.60042) Full Text: DOI arXiv Link
Bai, Long; Kalaj, David Approximation of Kolmogorov-Smirnov test statistic. (English) Zbl 1490.60077 Stochastics 93, No. 7, 993-1027 (2021). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{L. Bai} and \textit{D. Kalaj}, Stochastics 93, No. 7, 993--1027 (2021; Zbl 1490.60077) Full Text: DOI arXiv
Marx, Victor Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion. (English) Zbl 1487.60115 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2315-2353 (2021). MSC: 60H10 60H15 35Q83 60J60 PDF BibTeX XML Cite \textit{V. Marx}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2315--2353 (2021; Zbl 1487.60115) Full Text: DOI arXiv
Dalang, Robert C.; Mountford, Thomas Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet. (English) Zbl 1492.60139 Diss. Math. 570, 1-130 (2021). MSC: 60G60 60G17 60G15 PDF BibTeX XML Cite \textit{R. C. Dalang} and \textit{T. Mountford}, Diss. Math. 570, 1--130 (2021; Zbl 1492.60139) Full Text: DOI arXiv
Datta, Pratyay; Sen, Bodhisattva Optimal inference with a multidimensional multiscale statistic. (English) Zbl 1493.62037 Electron. J. Stat. 15, No. 2, 5203-5244 (2021). MSC: 62C20 62G08 62G86 PDF BibTeX XML Cite \textit{P. Datta} and \textit{B. Sen}, Electron. J. Stat. 15, No. 2, 5203--5244 (2021; Zbl 1493.62037) Full Text: DOI arXiv Link
Bardina, Xavier; Rovira, Carles Weak convergence to a class of two-parameter Gaussian processes from a Lévy sheet. (English) Zbl 1484.60042 Math. Commun. 26, No. 2, 131-150 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G15 60F05 60G51 PDF BibTeX XML Cite \textit{X. Bardina} and \textit{C. Rovira}, Math. Commun. 26, No. 2, 131--150 (2021; Zbl 1484.60042) Full Text: arXiv Link
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
Kumar, Vivek; Giri, Ankik Kumar On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet. (English) Zbl 1479.60131 Stochastic Anal. Appl. 39, No. 4, 610-630 (2021). Reviewer: Isamu Dôku (Saitama) MSC: 60H15 60G22 35Q35 35R60 PDF BibTeX XML Cite \textit{V. Kumar} and \textit{A. K. Giri}, Stochastic Anal. Appl. 39, No. 4, 610--630 (2021; Zbl 1479.60131) Full Text: DOI
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis. (English) Zbl 1469.60167 Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 683-710 (2021). MSC: 60G60 60G15 60G18 60G22 PDF BibTeX XML Cite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Prog. Probab. 77, 683--710 (2021; Zbl 1469.60167) Full Text: DOI arXiv
Dalang, Robert C.; Lee, Cheuk Yin; Mueller, Carl; Xiao, Yimin Multiple points of Gaussian random fields. (English) Zbl 1480.60089 Electron. J. Probab. 26, Paper No. 17, 25 p. (2021). MSC: 60G15 60G17 60G60 PDF BibTeX XML Cite \textit{R. C. Dalang} et al., Electron. J. Probab. 26, Paper No. 17, 25 p. (2021; Zbl 1480.60089) Full Text: DOI arXiv
Liu, Yonghong; Peng, Xinyue Strassen’s law of the iterated logarithm for increments of a Brownian sheet. (Chinese. English summary) Zbl 1474.60076 Adv. Math., Beijing 50, No. 2, 267-276 (2021). MSC: 60F15 60F17 60J65 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{X. Peng}, Adv. Math., Beijing 50, No. 2, 267--276 (2021; Zbl 1474.60076)
Basu, Riddhipratim; Ganguly, Shirshendu; Hammond, Alan Fractal geometry of \(\text{Airy}_2\) processes coupled via the Airy sheet. (English) Zbl 1457.82165 Ann. Probab. 49, No. 1, 485-505 (2021). MSC: 82B43 82D60 60K35 60H15 28A80 60J65 PDF BibTeX XML Cite \textit{R. Basu} et al., Ann. Probab. 49, No. 1, 485--505 (2021; Zbl 1457.82165) Full Text: DOI arXiv Euclid
Rovira, Carles Rate of convergence of uniform transport processes to a Brownian sheet. (English) Zbl 1484.60043 Open Math. 18, 731-737 (2020). Reviewer: Carlo Sempi (Lecce) MSC: 60G15 60B10 PDF BibTeX XML Cite \textit{C. Rovira}, Open Math. 18, 731--737 (2020; Zbl 1484.60043) Full Text: DOI arXiv
Boufoussi, Brahim; Mouchtabih, Soufiane Harnack-type inequality for linear fractional stochastic equations. (English) Zbl 1457.60086 Random Oper. Stoch. Equ. 28, No. 4, 281-290 (2020). MSC: 60H10 60G22 PDF BibTeX XML Cite \textit{B. Boufoussi} and \textit{S. Mouchtabih}, Random Oper. Stoch. Equ. 28, No. 4, 281--290 (2020; Zbl 1457.60086) Full Text: DOI
Dalang, Robert C.; Pu, Fei On the density of the supremum of the solution to the linear stochastic heat equation. (English) Zbl 1456.60158 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 3, 461-508 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60J45 60H07 60G60 PDF BibTeX XML Cite \textit{R. C. Dalang} and \textit{F. Pu}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 3, 461--508 (2020; Zbl 1456.60158) Full Text: DOI arXiv
Luan, Na’na On the local time of subfractional Brownian motion. (Chinese. English summary) Zbl 1463.60098 Acta Math. Sin., Chin. Ser. 63, No. 1, 89-96 (2020). MSC: 60J55 60G22 PDF BibTeX XML Cite \textit{N. Luan}, Acta Math. Sin., Chin. Ser. 63, No. 1, 89--96 (2020; Zbl 1463.60098)
Brzeźniak, Zdzisław; Rana, Nimit Low regularity solutions to the stochastic geometric wave equation driven by a fractional Brownian sheet. (English) Zbl 1468.60076 C. R., Math., Acad. Sci. Paris 358, No. 6, 633-639 (2020). MSC: 60H15 58J65 60G15 PDF BibTeX XML Cite \textit{Z. Brzeźniak} and \textit{N. Rana}, C. R., Math., Acad. Sci. Paris 358, No. 6, 633--639 (2020; Zbl 1468.60076) Full Text: DOI arXiv
Bardina, Xavier; Márquez, Juan Pablo; Quer-Sardanyons, Lluís Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs. (English) Zbl 1455.60051 Stochastic Processes Appl. 130, No. 9, 5735-5767 (2020). MSC: 60F17 60G15 60H15 PDF BibTeX XML Cite \textit{X. Bardina} et al., Stochastic Processes Appl. 130, No. 9, 5735--5767 (2020; Zbl 1455.60051) Full Text: DOI arXiv
Bardina, Xavier; Ferrante, Marco; Rovira, Carles Strong approximations of Brownian sheet by uniform transport processes. (English) Zbl 1446.60028 Collect. Math. 71, No. 2, 319-329 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60F15 60G15 60J60 PDF BibTeX XML Cite \textit{X. Bardina} et al., Collect. Math. 71, No. 2, 319--329 (2020; Zbl 1446.60028) Full Text: DOI arXiv
Wu, Liang; Ding, Yiming Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood. (English) Zbl 1431.60040 J. Comput. Appl. Math. 371, Article ID 112609, 15 p. (2020). MSC: 60G22 62M20 PDF BibTeX XML Cite \textit{L. Wu} and \textit{Y. Ding}, J. Comput. Appl. Math. 371, Article ID 112609, 15 p. (2020; Zbl 1431.60040) Full Text: DOI
Adu, N.; Richardson, Gary; Tseng, Michael C. Periodogram ordinate: spatial model with near unit roots and dependent errors. (English) Zbl 1459.62179 Stat. Probab. Lett. 157, Article ID 108615, 9 p. (2020). MSC: 62M30 62M07 62M10 62M40 62E20 PDF BibTeX XML Cite \textit{N. Adu} et al., Stat. Probab. Lett. 157, Article ID 108615, 9 p. (2020; Zbl 1459.62179) Full Text: DOI
Shen, Yi; Wang, Yizao Operator-scaling Gaussian random fields via aggregation. (English) Zbl 1462.60048 Bernoulli 26, No. 1, 500-530 (2020). MSC: 60G15 60F17 60F05 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{Y. Wang}, Bernoulli 26, No. 1, 500--530 (2020; Zbl 1462.60048) Full Text: DOI arXiv Euclid
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 PDF BibTeX XML Cite \textit{M. Zani} and \textit{W. Zhou}, Lect. Notes Math. 2252, 381--403 (2019; Zbl 1452.60048) Full Text: DOI
Makogin, Vitalii; Mishura, Yuliya Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments. (English) Zbl 1464.60052 Stoch. Models 35, No. 4, 391-428 (2019). Reviewer: Monique Pontier (Toulouse) MSC: 60G60 60G15 60G18 60H07 PDF BibTeX XML Cite \textit{V. Makogin} and \textit{Y. Mishura}, Stoch. Models 35, No. 4, 391--428 (2019; Zbl 1464.60052) Full Text: DOI arXiv
Yan, Litan; Yu, Xianye Asymptotic behavior for high moments of the fractional heat equation with fractional noise. (English) Zbl 1439.60039 J. Theor. Probab. 32, No. 4, 1617-1646 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60H15 35B40 PDF BibTeX XML Cite \textit{L. Yan} and \textit{X. Yu}, J. Theor. Probab. 32, No. 4, 1617--1646 (2019; Zbl 1439.60039) Full Text: DOI
Benhaddou, Rida; Liu, Qing Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet. (English) Zbl 1423.62020 J. Nonparametric Stat. 31, No. 3, 567-595 (2019). MSC: 62G05 60G22 PDF BibTeX XML Cite \textit{R. Benhaddou} and \textit{Q. Liu}, J. Nonparametric Stat. 31, No. 3, 567--595 (2019; Zbl 1423.62020) Full Text: DOI arXiv
El Barrimi, Oussama; Ouknine, Youssef Stochastic differential equations driven by an additive fractional Brownian sheet. (English) Zbl 1488.60094 Bull. Korean Math. Soc. 56, No. 2, 479-489 (2019). MSC: 60G22 60G15 PDF BibTeX XML Cite \textit{O. El Barrimi} and \textit{Y. Ouknine}, Bull. Korean Math. Soc. 56, No. 2, 479--489 (2019; Zbl 1488.60094) Full Text: DOI
Surgailis, Donatas Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\). (English) Zbl 1478.60157 J. Math. Anal. Appl. 472, No. 1, 328-351 (2019). MSC: 60G60 60F17 60G10 PDF BibTeX XML Cite \textit{D. Surgailis}, J. Math. Anal. Appl. 472, No. 1, 328--351 (2019; Zbl 1478.60157) Full Text: DOI arXiv
Wishart, J. R. Smooth hyperbolic wavelet deconvolution with anisotropic structure. (English) Zbl 1418.62175 Electron. J. Stat. 13, No. 1, 1694-1716 (2019). MSC: 62G08 62G05 62G20 60J65 65T60 42C40 PDF BibTeX XML Cite \textit{J. R. Wishart}, Electron. J. Stat. 13, No. 1, 1694--1716 (2019; Zbl 1418.62175) Full Text: DOI Euclid
Defosseux, Manon Kirillov-Frenkel character formula for loop groups, radial part and Brownian sheet. (English) Zbl 1473.17065 Ann. Probab. 47, No. 2, 1036-1055 (2019). MSC: 17B67 60J65 PDF BibTeX XML Cite \textit{M. Defosseux}, Ann. Probab. 47, No. 2, 1036--1055 (2019; Zbl 1473.17065) Full Text: DOI arXiv Euclid
Durieu, Olivier; Wang, Yizao From random partitions to fractional Brownian sheets. (English) Zbl 1459.60085 Bernoulli 25, No. 2, 1412-1450 (2019). MSC: 60G22 60F17 60G60 PDF BibTeX XML Cite \textit{O. Durieu} and \textit{Y. Wang}, Bernoulli 25, No. 2, 1412--1450 (2019; Zbl 1459.60085) Full Text: DOI arXiv Euclid
Xia, Dengfeng; Yan, Litan; Yin, Xiuwei On a semilinear double fractional heat equation driven by fractional Brownian sheet. (English) Zbl 1456.60163 J. Appl. Anal. Comput. 8, No. 1, 202-228 (2018). MSC: 60H15 60F10 60G22 PDF BibTeX XML Cite \textit{D. Xia} et al., J. Appl. Anal. Comput. 8, No. 1, 202--228 (2018; Zbl 1456.60163) Full Text: DOI
Alshanskiy, Maxim A. A model of age-structured population under stochastic perturbation of death and birth rates. (English) Zbl 1453.60112 Ural Math. J. 4, No. 1, 3-13 (2018). MSC: 60H15 60H40 92D25 PDF BibTeX XML Cite \textit{M. A. Alshanskiy}, Ural Math. J. 4, No. 1, 3--13 (2018; Zbl 1453.60112) Full Text: DOI MNR
Marx, Victor A new approach for the construction of a Wasserstein diffusion. (English) Zbl 1406.60133 Electron. J. Probab. 23, Paper No. 124, 54 p (2018). MSC: 60K35 60J60 60B12 60G44 82B21 PDF BibTeX XML Cite \textit{V. Marx}, Electron. J. Probab. 23, Paper No. 124, 54 p (2018; Zbl 1406.60133) Full Text: DOI arXiv Euclid
Dai, Hongshuai; Shen, Guangjun; Xia, Liangwen Operator fractional Brownian sheet and martingale differences. (English) Zbl 1391.60077 Bull. Korean Math. Soc. 55, No. 1, 9-23 (2018). MSC: 60G22 60G15 60G44 PDF BibTeX XML Cite \textit{H. Dai} et al., Bull. Korean Math. Soc. 55, No. 1, 9--23 (2018; Zbl 1391.60077) Full Text: arXiv Link
Adu, N.; Richardson, G. Unit roots test: spatial model with long memory errors. (English) Zbl 1463.62253 Stat. Probab. Lett. 140, 126-131 (2018). MSC: 62M10 62M07 62M30 60G22 62E20 PDF BibTeX XML Cite \textit{N. Adu} and \textit{G. Richardson}, Stat. Probab. Lett. 140, 126--131 (2018; Zbl 1463.62253) Full Text: DOI
Sang, Liheng; Shen, Guangjun; Chang, Qiangqiang Approximation of fractional Brownian sheet by Wiener integral. (English) Zbl 1390.60146 Commun. Stat., Theory Methods 47, No. 6, 1423-1441 (2018). MSC: 60G22 60F05 60G15 60G18 PDF BibTeX XML Cite \textit{L. Sang} et al., Commun. Stat., Theory Methods 47, No. 6, 1423--1441 (2018; Zbl 1390.60146) Full Text: DOI
Song, Xinyu; Wang, Yazhen Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing. (English) Zbl 07660531 Stat. Theory Relat. Fields 1, No. 1, 82-91 (2017). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Song} and \textit{Y. Wang}, Stat. Theory Relat. Fields 1, No. 1, 82--91 (2017; Zbl 07660531) Full Text: DOI
Xia, Dengfeng; Yan, Litan Some properties of the solution to fractional heat equation with a fractional Brownian noise. (English) Zbl 1422.35180 Adv. Difference Equ. 2017, Paper No. 107, 16 p. (2017). MSC: 35R11 60H15 60H07 26A33 PDF BibTeX XML Cite \textit{D. Xia} and \textit{L. Yan}, Adv. Difference Equ. 2017, Paper No. 107, 16 p. (2017; Zbl 1422.35180) Full Text: DOI
Pal, Dulal; Roy, Netai Influence of Brownian motion and thermal radiation on heat transfer of a nanofluid over stretching sheet with slip velocity. (English) Zbl 1397.76147 Int. J. Appl. Comput. Math. 3, No. 4, 3355-3377 (2017). MSC: 76T20 80A20 PDF BibTeX XML Cite \textit{D. Pal} and \textit{N. Roy}, Int. J. Appl. Comput. Math. 3, No. 4, 3355--3377 (2017; Zbl 1397.76147) Full Text: DOI
Dong, Yanqi; Xu, Guiqiao The average error of multivariate quadrature formulae on the Brownian sheet measure. (Chinese. English summary) Zbl 1399.65098 J. Northeast Norm. Univ., Nat. Sci. Ed. 49, No. 2, 30-33 (2017). MSC: 65D30 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{G. Xu}, J. Northeast Norm. Univ., Nat. Sci. Ed. 49, No. 2, 30--33 (2017; Zbl 1399.65098) Full Text: DOI
Liu, Junfeng; Sun, Xichao Weak convergence to the two-parameter Volterra multifractional process in Besov spaces. (English) Zbl 1399.60030 J. Math. Res. Appl. 37, No. 5, 619-630 (2017). MSC: 60F05 60G22 60G51 PDF BibTeX XML Cite \textit{J. Liu} and \textit{X. Sun}, J. Math. Res. Appl. 37, No. 5, 619--630 (2017; Zbl 1399.60030) Full Text: DOI
Sang, Liheng; Shen, Guangjun; Xia, Liangwen Approximation to the fractional Brownian sheet from stochastic integrals of power function. (English) Zbl 1389.60067 J. Math., Wuhan Univ. 37, No. 1, 74-82 (2017). MSC: 60H05 60G22 PDF BibTeX XML Cite \textit{L. Sang} et al., J. Math., Wuhan Univ. 37, No. 1, 74--82 (2017; Zbl 1389.60067)
Wu, Liang; Ding, Yiming Wavelet-based estimator for the Hurst parameters of fractional Brownian sheet. (English) Zbl 1389.62026 Acta Math. Sci., Ser. B, Engl. Ed. 37, No. 1, 205-222 (2017). MSC: 62F10 42C40 60G22 PDF BibTeX XML Cite \textit{L. Wu} and \textit{Y. Ding}, Acta Math. Sci., Ser. B, Engl. Ed. 37, No. 1, 205--222 (2017; Zbl 1389.62026) Full Text: DOI arXiv
Ait Ouahra, Mohamed; Sghir, Aissa Weak convergence in a class of anisotropic Besov-Orlicz space. (English) Zbl 1381.60016 Random Oper. Stoch. Equ. 25, No. 3, 195-202 (2017). MSC: 60B12 60G52 60F17 PDF BibTeX XML Cite \textit{M. Ait Ouahra} and \textit{A. Sghir}, Random Oper. Stoch. Equ. 25, No. 3, 195--202 (2017; Zbl 1381.60016) Full Text: DOI
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling transition for nonlinear random fields with long-range dependence. (English) Zbl 1373.60089 Stochastic Processes Appl. 127, No. 8, 2751-2779 (2017). MSC: 60G60 60F05 60G18 60G22 PDF BibTeX XML Cite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 127, No. 8, 2751--2779 (2017; Zbl 1373.60089) Full Text: DOI arXiv
Volný, Dalibor; Wang, Yizao Erratum to: “An invariance principle for stationary random fields under Hannan’s condition”. (English) Zbl 1427.60055 Stochastic Processes Appl. 127, No. 6, 2088-2091 (2017). MSC: 60F17 60G60 60G10 60G48 60F05 PDF BibTeX XML Cite \textit{D. Volný} and \textit{Y. Wang}, Stochastic Processes Appl. 127, No. 6, 2088--2091 (2017; Zbl 1427.60055) Full Text: DOI
Covo, Shai; Elalouf, Amir A new stochastic model and its diffusion approximation. (English) Zbl 1380.60085 Braz. J. Probab. Stat. 31, No. 1, 62-86 (2017). MSC: 60K25 90B22 60F17 68M20 PDF BibTeX XML Cite \textit{S. Covo} and \textit{A. Elalouf}, Braz. J. Probab. Stat. 31, No. 1, 62--86 (2017; Zbl 1380.60085) Full Text: DOI Euclid
Zhang, Tonglin; Zhuang, Run Testing proportionality between the first-order intensity functions of spatial point processes. (English) Zbl 1397.62359 J. Multivariate Anal. 155, 72-82 (2017). MSC: 62M30 60G55 62G10 PDF BibTeX XML Cite \textit{T. Zhang} and \textit{R. Zhuang}, J. Multivariate Anal. 155, 72--82 (2017; Zbl 1397.62359) Full Text: DOI
Xia, Dengfeng; Yan, Litan On a semilinear mixed fractional heat equation driven by fractional Brownian sheet. (English) Zbl 1355.60087 Bound. Value Probl. 2017, Paper No. 7, 24 p. (2017). MSC: 60H15 60G22 60H07 PDF BibTeX XML Cite \textit{D. Xia} and \textit{L. Yan}, Bound. Value Probl. 2017, Paper No. 7, 24 p. (2017; Zbl 1355.60087) Full Text: DOI
Shen, Guangjun; Sang, Liheng; Dai, Hongshuai Weak convergence to multifractional Brownian sheet of Riemann-Liouville type in Besov spaces. (English) Zbl 1374.60026 Math. Appl. 29, No. 4, 749-760 (2016). MSC: 60F05 60G22 PDF BibTeX XML Cite \textit{G. Shen} et al., Math. Appl. 29, No. 4, 749--760 (2016; Zbl 1374.60026)
Wu, Wenyan; Zhao, Huajie; Xu, Guiqiao Average errors of multivariate quadrature formula based on the second Chebyshev nodes on the Brownian sheet measure. (Chinese. English summary) Zbl 1374.65030 J. Tianjin Norm. Univ., Nat. Sci. Ed. 36, No. 5, 1-4 (2016). MSC: 65D32 41A55 PDF BibTeX XML Cite \textit{W. Wu} et al., J. Tianjin Norm. Univ., Nat. Sci. Ed. 36, No. 5, 1--4 (2016; Zbl 1374.65030)
Xiong, Liyan; Xu, Guiqiao The average error of linear tensor product multivariate polynomial interpolation based on Chebyshev nodes on the Brownian sheet measure. (Chinese. English summary) Zbl 1374.41005 J. Shandong Univ., Nat. Sci. 51, No. 10, 11-15 (2016). MSC: 41A05 41A63 41A10 PDF BibTeX XML Cite \textit{L. Xiong} and \textit{G. Xu}, J. Shandong Univ., Nat. Sci. 51, No. 10, 11--15 (2016; Zbl 1374.41005)
Madhu, M.; Kishan, N. MHD boundary-layer flow of a non-Newtonian nanofluid past a stretching sheet with a heat source/sink. (English. Russian original) Zbl 1358.76006 J. Appl. Mech. Tech. Phys. 57, No. 5, 908-915 (2016); translation from Prikl. Mekh. Tekh. Fiz. 57, No. 5, 167-175 (2016). MSC: 76A05 76W05 PDF BibTeX XML Cite \textit{M. Madhu} and \textit{N. Kishan}, J. Appl. Mech. Tech. Phys. 57, No. 5, 908--915 (2016; Zbl 1358.76006); translation from Prikl. Mekh. Tekh. Fiz. 57, No. 5, 167--175 (2016) Full Text: DOI
Cuny, Christophe; Dedecker, Jerome; Volný, Dalibor A functional CLT for fields of commuting transformations via martingale approximation. (English) Zbl 1376.60055 J. Math. Sci., New York 219, No. 5, 765-781 (2016) and Zap. Nauchn. Semin. POMI 441, 239-262 (2015). MSC: 60F17 60G60 60G44 PDF BibTeX XML Cite \textit{C. Cuny} et al., J. Math. Sci., New York 219, No. 5, 765--781 (2016; Zbl 1376.60055) Full Text: DOI HAL
Khalil, Marwa; Tudor, Ciprian; Zili, Mounir On the Lamperti transform of the fractional Brownian sheet. (English) Zbl 1355.60051 Fract. Calc. Appl. Anal. 19, No. 6, 1466-1487 (2016). MSC: 60G22 60H05 60H10 60G18 60G10 60G15 PDF BibTeX XML Cite \textit{M. Khalil} et al., Fract. Calc. Appl. Anal. 19, No. 6, 1466--1487 (2016; Zbl 1355.60051) Full Text: DOI
Pilipauskaitė, Vytautė; Surgailis, Donatas Anisotropic scaling of the random grain model with application to network traffic. (English) Zbl 1351.60064 J. Appl. Probab. 53, No. 3, 857-879 (2016). MSC: 60G60 60G22 60G51 60K25 PDF BibTeX XML Cite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, J. Appl. Probab. 53, No. 3, 857--879 (2016; Zbl 1351.60064) Full Text: DOI arXiv
Sulochana, C.; Ashwinkumar, G. P.; Sandeep, N. Similarity solution of 3D Casson nanofluid flow over a stretching sheet with convective boundary conditions. (English) Zbl 1349.76909 J. Niger. Math. Soc. 35, No. 1, 128-141 (2016). MSC: 76W05 35Q35 74F10 76A05 PDF BibTeX XML Cite \textit{C. Sulochana} et al., J. Niger. Math. Soc. 35, No. 1, 128--141 (2016; Zbl 1349.76909) Full Text: DOI
Lee, Myoungji; Genton, Marc G.; Jun, Mikyoung Testing self-similarity through Lamperti transformations. (English) Zbl 1347.62248 J. Agric. Biol. Environ. Stat. 21, No. 3, 426-447 (2016). MSC: 62P12 62H15 60G18 60G60 PDF BibTeX XML Cite \textit{M. Lee} et al., J. Agric. Biol. Environ. Stat. 21, No. 3, 426--447 (2016; Zbl 1347.62248) Full Text: DOI
Wang, Zhi; Jing, Huiting; Yan, Litan Approximation of multidimensional parameter fractional Brownian sheet in a Skorokhod space. (Chinese. English summary) Zbl 1363.60048 Acta Math. Sci., Ser. A, Chin. Ed. 36, No. 1, 168-175 (2016). MSC: 60F17 60G22 60G15 60G60 PDF BibTeX XML Cite \textit{Z. Wang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 36, No. 1, 168--175 (2016; Zbl 1363.60048)
Yan, Litan; Yu, Xianye; Sun, Xichao Asymptotic behavior of the solution of the fractional heat equation. (English) Zbl 1346.60098 Stat. Probab. Lett. 117, 54-61 (2016). MSC: 60H15 60G22 35R60 35B40 PDF BibTeX XML Cite \textit{L. Yan} et al., Stat. Probab. Lett. 117, 54--61 (2016; Zbl 1346.60098) Full Text: DOI
Wang, Zhi; Cui, Jing Fractional Brownian sheet and martingale difference random fields. (English) Zbl 1385.60050 J. Inequal. Appl. 2016, Paper No. 202, 9 p. (2016). MSC: 60G22 60G15 60G60 60F17 PDF BibTeX XML Cite \textit{Z. Wang} and \textit{J. Cui}, J. Inequal. Appl. 2016, Paper No. 202, 9 p. (2016; Zbl 1385.60050) Full Text: DOI
Xu, Jie; Miao, Yu; Liu, Jicheng Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm. (English) Zbl 1338.60087 Commun. Stat., Theory Methods 45, No. 5, 1564-1574 (2016). MSC: 60F10 60F15 PDF BibTeX XML Cite \textit{J. Xu} et al., Commun. Stat., Theory Methods 45, No. 5, 1564--1574 (2016; Zbl 1338.60087) Full Text: DOI
Pakkanen, Mikko S.; Réveillac, Anthony Functional limit theorems for generalized variations of the fractional Brownian sheet. (English) Zbl 1338.60099 Bernoulli 22, No. 3, 1671-1708 (2016). MSC: 60F17 60F05 60G22 60H07 PDF BibTeX XML Cite \textit{M. S. Pakkanen} and \textit{A. Réveillac}, Bernoulli 22, No. 3, 1671--1708 (2016; Zbl 1338.60099) Full Text: DOI arXiv Euclid
Kalinichenko, A. A. Construction of Levi processes on path spaces of Lie groups. (English) Zbl 1335.60074 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 19, No. 1, Article ID 1650002, 22 p. (2016). MSC: 60G51 60F17 60F05 60J65 60J60 PDF BibTeX XML Cite \textit{A. A. Kalinichenko}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 19, No. 1, Article ID 1650002, 22 p. (2016; Zbl 1335.60074) Full Text: DOI
Schulte, Matthias; Thäle, Christoph Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem. (English) Zbl 1334.60032 J. Funct. Anal. 270, No. 6, 2223-2248 (2016). MSC: 60F10 60F99 60G15 60G60 60G22 60H05 PDF BibTeX XML Cite \textit{M. Schulte} and \textit{C. Thäle}, J. Funct. Anal. 270, No. 6, 2223--2248 (2016; Zbl 1334.60032) Full Text: DOI arXiv
Sottinen, Tommi; Viitasaari, Lauri Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions. (English) Zbl 1352.60056 Mod. Stoch., Theory Appl. 2, No. 3, 287-295 (2015). MSC: 60G15 60G60 60H05 60J65 PDF BibTeX XML Cite \textit{T. Sottinen} and \textit{L. Viitasaari}, Mod. Stoch., Theory Appl. 2, No. 3, 287--295 (2015; Zbl 1352.60056) Full Text: DOI arXiv
Fomichov, V. V. Evolution of moments of isotropic Brownian stochastic flows. (English) Zbl 1363.60091 Theory Stoch. Process. 20, No. 1, 14-27 (2015). MSC: 60H20 60G44 60G60 PDF BibTeX XML Cite \textit{V. V. Fomichov}, Theory Stoch. Process. 20, No. 1, 14--27 (2015; Zbl 1363.60091) Full Text: arXiv
Somayasa, Wayan; Wibawa, Gusti N. Adhi Asymptotic model-check for multivariate spatial regression with correlated responses. (English) Zbl 1341.60007 Far East J. Math. Sci. (FJMS) 98, No. 5, 613-639 (2015). MSC: 60F05 62G20 62J05 62M30 60G15 60J65 60G60 65C05 PDF BibTeX XML Cite \textit{W. Somayasa} and \textit{G. N. A. Wibawa}, Far East J. Math. Sci. (FJMS) 98, No. 5, 613--639 (2015; Zbl 1341.60007) Full Text: DOI
Das, Kalidas Nanofluid flow over a non-linear permeable stretching sheet with partial slip. (English) Zbl 1327.76133 J. Egypt. Math. Soc. 23, No. 2, 451-456 (2015). MSC: 76S05 76D10 76D99 PDF BibTeX XML Cite \textit{K. Das}, J. Egypt. Math. Soc. 23, No. 2, 451--456 (2015; Zbl 1327.76133) Full Text: DOI
Dai, Hongshuai Approximation to multifractional Riemann-Liouville Brownian sheet. (English) Zbl 1319.60079 Commun. Stat., Theory Methods 44, No. 7, 1399-1410 (2015). MSC: 60G22 60F17 60F05 60G15 PDF BibTeX XML Cite \textit{H. Dai}, Commun. Stat., Theory Methods 44, No. 7, 1399--1410 (2015; Zbl 1319.60079) Full Text: DOI arXiv
Kim, Yoon Tae Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet. (English) Zbl 1319.60082 J. Korean Stat. Soc. 44, No. 2, 202-210 (2015). MSC: 60G22 60H07 60H05 60F25 PDF BibTeX XML Cite \textit{Y. T. Kim}, J. Korean Stat. Soc. 44, No. 2, 202--210 (2015; Zbl 1319.60082) Full Text: DOI
Dalang, Robert C.; Mueller, Carl Multiple points of the Brownian sheet in critical dimensions. (English) Zbl 1386.60181 Ann. Probab. 43, No. 4, 1577-1593 (2015). MSC: 60G60 60G15 60G17 PDF BibTeX XML Cite \textit{R. C. Dalang} and \textit{C. Mueller}, Ann. Probab. 43, No. 4, 1577--1593 (2015; Zbl 1386.60181) Full Text: DOI arXiv Euclid
Makogin, Vitalii; Mishura, Yuliya Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. (English) Zbl 1316.60077 Stochastic Anal. Appl. 33, No. 3, 413-428 (2015). MSC: 60G60 60G18 60G22 60G15 60G10 42A82 PDF BibTeX XML Cite \textit{V. Makogin} and \textit{Y. Mishura}, Stochastic Anal. Appl. 33, No. 3, 413--428 (2015; Zbl 1316.60077) Full Text: DOI arXiv
Kalinichenko, A. A. Feynman approximation to integrals with respect to Brownian sheet on Lie groups. (English) Zbl 1322.60080 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 1, Article ID 1550008, 15 p. (2015). MSC: 60H05 60G60 PDF BibTeX XML Cite \textit{A. A. Kalinichenko}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 1, Article ID 1550008, 15 p. (2015; Zbl 1322.60080) Full Text: DOI
Zhang, Jinhong; Shen, Guangjun; Li, Mengyu An approximation to the subfractional Brownian sheet using martingale differences. (English) Zbl 1310.60039 J. Inequal. Appl. 2015, Paper No. 102, 9 p. (2015). MSC: 60G22 60G15 60G18 60F05 PDF BibTeX XML Cite \textit{J. Zhang} et al., J. Inequal. Appl. 2015, Paper No. 102, 9 p. (2015; Zbl 1310.60039) Full Text: DOI
Kozachenko, Yuriy; Makogin, Vitalii Probability distributions of extremes of self-similar Gaussian random fields. (English) Zbl 1412.60027 J. Class. Anal. 5, No. 1, 25-42 (2014). MSC: 60E05 60E15 PDF BibTeX XML Cite \textit{Y. Kozachenko} and \textit{V. Makogin}, J. Class. Anal. 5, No. 1, 25--42 (2014; Zbl 1412.60027) Full Text: DOI arXiv
Noghrehabadi, Aminreza; Izadpanahi, Ehsan; Ghalambaz, Mohammad Analyze of fluid flow and heat transfer of nanofluids over a stretching sheet near the extrusion slit. (English) Zbl 1391.76129 Comput. Fluids 100, 227-236 (2014). MSC: 76D10 76M20 PDF BibTeX XML Cite \textit{A. Noghrehabadi} et al., Comput. Fluids 100, 227--236 (2014; Zbl 1391.76129) Full Text: DOI
Somayasa, Wayan On weak convergence of the partial sums processes of the least squares residuals of multivariate spatial regression. (English) Zbl 1334.60025 J. Indones. Math. Soc. 20, No. 2, 77-94 (2014). MSC: 60F05 60G15 60J65 62G08 62J05 62M30 PDF BibTeX XML Cite \textit{W. Somayasa}, J. Indones. Math. Soc. 20, No. 2, 77--94 (2014; Zbl 1334.60025) Full Text: DOI
Zhang, Tonglin; Zhou, Bingrou Test for the first-order stationarity for spatial point processes in arbitrary regions. (English) Zbl 1314.62266 J. Agric. Biol. Environ. Stat. 19, No. 4, 387-404 (2014). MSC: 62P12 PDF BibTeX XML Cite \textit{T. Zhang} and \textit{B. Zhou}, J. Agric. Biol. Environ. Stat. 19, No. 4, 387--404 (2014; Zbl 1314.62266) Full Text: DOI
Makogin, V.; Mishura, Yu. Strong limit theorems for anisotropic self-similar fields. (English) Zbl 1314.60102 Mod. Stoch., Theory Appl. 1, No. 1, 73-93 (2014). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G60 60F15 60G18 60G22 60G17 PDF BibTeX XML Cite \textit{V. Makogin} and \textit{Yu. Mishura}, Mod. Stoch., Theory Appl. 1, No. 1, 73--93 (2014; Zbl 1314.60102) Full Text: DOI
Zhang, Tonglin A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes. (English) Zbl 1309.62157 Electron. J. Stat. 8, No. 2, 2557-2584 (2014). MSC: 62M30 62G10 62G20 PDF BibTeX XML Cite \textit{T. Zhang}, Electron. J. Stat. 8, No. 2, 2557--2584 (2014; Zbl 1309.62157) Full Text: DOI Euclid
Wang, Yizao An invariance principle for fractional Brownian sheets. (English) Zbl 1307.60030 J. Theor. Probab. 27, No. 4, 1124-1139 (2014). MSC: 60F17 60F05 60G22 PDF BibTeX XML Cite \textit{Y. Wang}, J. Theor. Probab. 27, No. 4, 1124--1139 (2014; Zbl 1307.60030) Full Text: DOI arXiv
Volný, Dalibor; Wang, Yizao An invariance principle for stationary random fields under Hannan’s condition. (English) Zbl 1312.60031 Stochastic Processes Appl. 124, No. 12, 4012-4029 (2014); erratum ibid. 127, No. 6, 2088-2091 (2017). MSC: 60F17 60G60 60G10 60G48 60F05 PDF BibTeX XML Cite \textit{D. Volný} and \textit{Y. Wang}, Stochastic Processes Appl. 124, No. 12, 4012--4029 (2014; Zbl 1312.60031) Full Text: DOI arXiv
Hashorva, Enkelejd; Mishura, Yuliya Boundary noncrossings of additive Wiener fields. (English) Zbl 1304.60059 Lith. Math. J. 54, No. 3, 277-289 (2014). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60G70 60G10 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{Y. Mishura}, Lith. Math. J. 54, No. 3, 277--289 (2014; Zbl 1304.60059) Full Text: DOI arXiv
Wang, Zhi; Yan, Litan; Yu, Xianye Weak convergence to the fractional Brownian sheet using martingale differences. (English) Zbl 1300.60054 Stat. Probab. Lett. 92, 72-78 (2014). MSC: 60G22 60B10 60G15 PDF BibTeX XML Cite \textit{Z. Wang} et al., Stat. Probab. Lett. 92, 72--78 (2014; Zbl 1300.60054) Full Text: DOI