Araya, Héctor; Torres, Soledad; Tudor, Ciprian A. Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise. (English) Zbl 07946056 Stat. Pap. 65, No. 7, 4745-4766 (2024). MSC: 60H15 60H07 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Kumar, Ajay Rate of convergence of Szász-Durrmeyer type operators involving Hermite polynomials. (English) Zbl 07936953 Ann. Univ. Ferrara, Sez. VII, Sci. Mat. 70, No. 4, 1527-1543 (2024). MSC: 26A15 26A45 41A25 41A35 41A36 × Cite Format Result Cite Review PDF Full Text: DOI
Gorin, Vadim; Kleptsyn, Victor Universal objects of the infinite beta random matrix theory. (English) Zbl 1546.15025 J. Eur. Math. Soc. (JEMS) 26, No. 9, 3429-3496 (2024). MSC: 15B52 15A18 33C45 33C10 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ayache, Antoine; Tudor, Ciprian A. Asymptotic normality for a modified quadratic variation of the Hermite process. (English) Zbl 07824098 Bernoulli 30, No. 2, 1154-1176 (2024). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link HAL
Čoupek, Petr; Ondreját, Martin Besov-Orlicz path regularity of non-Gaussian processes. (English) Zbl 07798453 Potential Anal. 60, No. 1, 307-339 (2024). MSC: 60G17 60G22 60G18 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rholam, O.; Barmaki, M.; Gretete, D. Hermite-Hadamard inequalities type using fractional integrals for MT-convex stochastic process. (English) Zbl 1547.60027 Malays. J. Math. Sci. 17, No. 3, 473-485 (2023). MSC: 60E15 26A33 26D15 26A51 × Cite Format Result Cite Review PDF Full Text: DOI
Kuznetsov, Dmitriy Feliksovich A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials. (English) Zbl 1533.60078 Differ. Uravn. Protsessy Upr. 2023, No. 4, 67-124 (2023). MSC: 60H05 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Madan, Dilip B.; Wang, King Financial activity time. (English) Zbl 1530.91552 Front. Math. Finance 2, No. 4, 416-437 (2023). MSC: 91G15 60G18 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Jarad, Fahd; Sahoo, Soubhagya Kumar; Nisar, Kottakkaran Sooppy; Treanţă, Savin; Emadifar, Homan; Botmart, Thongchai New stochastic fractional integral and related inequalities of Jensen-Mercer and Hermite-Hadamard-Mercer type for convex stochastic processes. (English) Zbl 1532.60110 J. Inequal. Appl. 2023, Paper No. 51, 18 p. (2023). MSC: 60H05 26A33 26A51 26D15 × Cite Format Result Cite Review PDF Full Text: DOI
Tudor, Ciprian A. The overdamped generalized Langevin equation with Hermite noise. (English) Zbl 1522.60059 Fract. Calc. Appl. Anal. 26, No. 3, 1082-1103 (2023). MSC: 60H15 60H07 65C30 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Nakano, Fumihiko; Trinh, Hoang Dung; Trinh, Khanh Duy Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes. (English) Zbl 1523.60135 Random Matrices Theory Appl. 12, No. 3, Article ID 2350005, 28 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60J65 60F05 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nath, Arvind Kumar; Bhar, Suprio Lévy flows and associated stochastic PDEs. (English) Zbl 1540.60086 Electron. J. Probab. 28, Paper No. 76, 15 p. (2023). MSC: 60G51 60H10 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Byun, Sung-Soo; Forrester, Peter J. Spherical induced ensembles with symplectic symmetry. (English) Zbl 1518.60006 SIGMA, Symmetry Integrability Geom. Methods Appl. 19, Paper 033, 28 p. (2023). Reviewer: Ludwig Paditz (Dresden) MSC: 60B20 33C45 33E12 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Assaad, Obayda; Diez, Charles-Phillipe; Tudor, Ciprian A. Generalized Wiener-Hermite integrals and rough non-Gaussian Ornstein-Uhlenbeck process. (English) Zbl 1528.60031 Stochastics 95, No. 2, 191-210 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G18 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Diaconis, Persi; Zhong, Chenyang Hahn polynomials and the Burnside process. (English) Zbl 1542.33018 Ramanujan J. 61, No. 2, 567-595 (2023). MSC: 33C90 33C45 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rholam, Oualid; Barmaki, Mohammed; Gretet, Driss Fractional integral inequalities of Hermite-Hadamard type for P-convex and quasi-convex stochastic process. (English) Zbl 1524.60043 Aust. J. Math. Anal. Appl. 20, No. 1, Paper No. 10, 17 p. (2023). MSC: 60E15 60G05 × Cite Format Result Cite Review PDF Full Text: Link
Lechiheb, Atef Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise. (English) Zbl 1507.60071 Random Oper. Stoch. Equ. 31, No. 1, 87-102 (2023). MSC: 60H05 60F05 60G17 60H07 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Byun, Sung-Soo; Ebke, Markus; Seo, Seong-Mi Wronskian structures of planar symplectic ensembles. (English) Zbl 1505.60009 Nonlinearity 36, No. 2, 809-844 (2023). MSC: 60B20 60G55 33C45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tudor, Ciprian A. Fractional stochastic heat equation with Hermite noise. (English) Zbl 1515.60170 Grad. J. Math. 7, No. 2, 1-18 (2022). MSC: 60H05 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: Link
Omaba, M. Generalized fractional inequalities of the Hermite-Hadamard type via new Katugampola generalized fractional integrals. (English) Zbl 1524.26084 Carpathian Math. Publ. 14, No. 2, 475-484 (2022). MSC: 26D15 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Donhauzer, Illia On asymptotic properties of nonlinear functionals of random fields. (Abstract of thesis). (English) Zbl 1502.60077 Bull. Aust. Math. Soc. 106, No. 3, 518-521 (2022). MSC: 60G60 60F05 60F25 × Cite Format Result Cite Review PDF Full Text: DOI
Goudenège, Ludovic; Molent, Andrea; Zanette, Antonino Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem. (English) Zbl 1524.91140 Eur. J. Oper. Res. 303, No. 2, 958-974 (2022). MSC: 91G60 65C05 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Akemann, Gernot; Byun, Sung-Soo; Kang, Nam-Gyu Scaling limits of planar symplectic ensembles. (English) Zbl 1482.60008 SIGMA, Symmetry Integrability Geom. Methods Appl. 18, Paper 007, 40 p. (2022). MSC: 60B20 33C45 33E12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fu, Haoliang; Saleem, Muhammad Shoaib; Nazeer, Waqas; Ghafoor, Mamoona; Li, Peigen On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes. (English) Zbl 1484.26062 AIMS Math. 6, No. 6, 6322-6339 (2021). MSC: 26D15 26A51 60E15 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Jung, Chahn Yong; Saleem, Muhammad Shoaib; Bilal, Shamas; Nazeer, Waqas; Ghafoor, Mamoona Some properties of \(\eta\)-convex stochastic processes. (English) Zbl 1484.60044 AIMS Math. 6, No. 1, 726-736 (2021). MSC: 60G17 26A51 26D15 × Cite Format Result Cite Review PDF Full Text: DOI
Lavagnini, Silvia Pricing Asian options with correlators. (English) Zbl 1484.91480 Int. J. Theor. Appl. Finance 24, No. 8, Article ID 2150041, 44 p. (2021). MSC: 91G20 33C45 60J74 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Gehringer, Johann Rudolf Functional limit theorems for power series with rapid decay of moving averages of Hermite processes. (English) Zbl 1483.60051 Stoch. Dyn. 21, No. 7, Article ID 2150043, 46 p. (2021). MSC: 60F17 60G22 60F05 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Najnudel, Joseph; Virág, Bálint The bead process for beta ensembles. (English) Zbl 1465.60041 Probab. Theory Relat. Fields 179, No. 3-4, 589-647 (2021). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G55 60B20 60F05 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rajeev, B. On the Feynman-Kac formula. (English) Zbl 1468.60082 Joshua, V. C. (ed.) et al., Applied probability and stochastic processes. Selected papers based on the presentations at the international conference, Kerala, India, January, 7–10 2019. In honour of Prof. Dr. A. Krishnamoorthy. Singapore: Springer. Infosys Sci. Found. Ser., 491-506 (2020). MSC: 60H15 60H10 60B11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ławryńczuk, Maciej Nonlinear model predictive control for processes with complex dynamics: a parameterisation approach using Laguerre functions. (English) Zbl 1461.93128 Int. J. Appl. Math. Comput. Sci. 30, No. 1, 35-46 (2020). MSC: 93B45 93C10 33C45 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bhar, Suprio; Bhaskaran, Rajeev; Sarkar, Barun Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise. (English) Zbl 1457.60063 Random Oper. Stoch. Equ. 28, No. 3, 217-226 (2020). MSC: 60G51 60H10 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Comte, Fabienne; Genon-Catalot, Valentine Nonparametric drift estimation for i.i.d. paths of stochastic differential equations. (English) Zbl 1465.62069 Ann. Stat. 48, No. 6, 3336-3365 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62G07 62M05 60J60 60H10 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Bai, Shuyang Representations of Hermite processes using local time of intersecting stationary stable regenerative sets. (English) Zbl 1457.60056 J. Appl. Probab. 57, No. 4, 1234-1251 (2020). MSC: 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Assaad, Obayda; Tudor, Ciprian A. Parameter identification for the Hermite Ornstein-Uhlenbeck process. (English) Zbl 1448.60118 Stat. Inference Stoch. Process. 23, No. 2, 251-270 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60H07 62F12 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Samadyar, Nasrin; Ordokhani, Yadollah; Mirzaee, Farshid The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order. (English) Zbl 1464.65091 Eng. Anal. Bound. Elem. 118, 285-294 (2020). MSC: 65M06 35R11 60H15 65M75 × Cite Format Result Cite Review PDF Full Text: DOI
Bhar, Suprio; Rajeev, Bhaskaran; Sarkar, Barun Solutions of SPDE’s associated with a stochastic flow. (English) Zbl 1451.60062 Potential Anal. 53, No. 1, 203-221 (2020); erratum ibid. 58, No. 4, 785-786 (2023). MSC: 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mena, Ramsés H.; Palma, Freddy Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities. (English) Zbl 1434.60196 ESAIM, Probab. Stat. 24, 100-112 (2020). MSC: 60J25 60J35 33C45 × Cite Format Result Cite Review PDF Full Text: DOI
Koch, Torben Universal bounds and monotonicity properties of ratios of Hermite and parabolic cylinder functions. (English) Zbl 1437.33005 Proc. Am. Math. Soc. 148, No. 5, 2149-2155 (2020). Reviewer: C. L. Parihar (Indore) MSC: 33C10 26D07 44A10 60G40 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Douissi, Soukaina; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution. (English) Zbl 1449.60033 Publ. Math. Debr. 96, No. 1-2, 23-44 (2020). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60G15 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Okur, Nurgül; Karahan, Vildan Some integral inequalities of the Hermite-Hadamard type for \(s\)-convex stochastic processes on \(n\)-coordinates. (English) Zbl 1493.26072 Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 68, No. 2, 1959-1973 (2019). Reviewer: James Adedayo Oguntuase (Abeokuta) MSC: 26D15 26A51 × Cite Format Result Cite Review PDF Full Text: DOI
Slaoui, Meryem; Tudor, C. A. The linear stochastic heat equation with Hermite noise. (English) Zbl 1436.60054 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 22, No. 3, Article ID 1950022, 23 p. (2019). MSC: 60H05 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Nourdin, Ivan; Tran, T. T. Diu Statistical inference for Vasicek-type model driven by Hermite processes. (English) Zbl 1479.60078 Stochastic Processes Appl. 129, No. 10, 3774-3791 (2019). MSC: 60G18 60H10 62F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ozcan, Serap Hermite-Hadamard type inequalities for \(m\)-convex and \((\alpha,m)\)-convex stochastic processes. (English) Zbl 1438.26087 Int. J. Anal. Appl. 17, No. 5, 793-802 (2019). MSC: 26D15 26A51 60G99 × Cite Format Result Cite Review PDF Full Text: Link
Slaoui, Meryem; Tudor, Ciprian A. Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs. (English) Zbl 1479.60105 J. Math. Anal. Appl. 479, No. 1, 350-383 (2019). MSC: 60H05 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Araya, Héctor; Tudor, Ciprian A. Behavior of the Hermite sheet with respect to the Hurst index. (English) Zbl 1451.60052 Stochastic Processes Appl. 129, No. 7, 2582-2605 (2019). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Treszczotko, Łukasz Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order. (English) Zbl 1410.60042 Stoch. Dyn. 19, No. 1, Article ID 1950001, 23 p. (2019). MSC: 60G18 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aurzada, F.; Mönch, C. Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. (English) Zbl 1442.60041 Theory Probab. Appl. 63, No. 4, 664-670 (2019) and Teor. Veroyatn. Primen. 63, No. 4, 817-826 (2018). MSC: 60G15 60G22 60F05 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Budak, Hüseyin; Sarikaya, Mehmet Zeki On generalized stochastic fractional integrals and related inequalities. (English) Zbl 1426.26041 Mod. Stoch., Theory Appl. 5, No. 4, 471-481 (2018). MSC: 26D15 26A33 26A51 60G99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lechiheb, Atef; Nourdin, Ivan; Zheng, Guangqu; Haouala, Ezzedine Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. (English) Zbl 1411.60039 Probab. Math. Stat. 38, No. 2, 271-286 (2018). MSC: 60F05 80M40 60H05 60H20 60G10 60G18 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Deleaval, Luc; Demni, Nizar Moments of the Hermitian matrix Jacobi process. (English) Zbl 1402.15024 J. Theor. Probab. 31, No. 3, 1759-1778 (2018). MSC: 15B52 33C45 60H15 15B57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Diu Tran, T. T. Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes. (English) Zbl 1397.60060 Stoch. Dyn. 18, No. 4, Article ID 1850028, 18 p. (2018). MSC: 60F05 60G22 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Richardson, Robert; Kottas, Athanasios; Sansó, Bruno Bayesian non-parametric modeling for integro-difference equations. (English) Zbl 1384.62299 Stat. Comput. 28, No. 1, 87-101 (2018). MSC: 62M30 62F15 86A32 × Cite Format Result Cite Review PDF Full Text: DOI
Buchsteiner, Jannis The function-indexed sequential empirical process under long-range dependence. (English) Zbl 1429.60033 Bernoulli 24, No. 3, 2154-2175 (2018). MSC: 60F17 60G15 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Ye, Qi Kernel-based approximation methods for partial differential equations: deterministic or stochastic problems? (English) Zbl 1385.65012 Fasshauer, Gregory E. (ed.) et al., Approximation theory XV: San Antonio 2016. Selected papers based on the presentations at the international conference, San Antonio, TX, USA, May 22–25, 2016. Cham: Springer (ISBN 978-3-319-59911-3/hbk; 978-3-319-59912-0/ebook). Springer Proceedings in Mathematics & Statistics 201, 375-398 (2017). MSC: 65C30 60H15 60H35 35R60 35J05 × Cite Format Result Cite Review PDF Full Text: DOI
Bhattacharya, Anirban; Pati, Debdeep Posterior contraction in Gaussian process regression using Wasserstein approximations. (English) Zbl 1383.62108 Inf. Inference 6, No. 4, 416-440 (2017). MSC: 62G08 62G20 60G15 94A12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bell, Denis; Nualart, David Noncentral limit theorem for the generalized Hermite process. (English) Zbl 1386.60190 Electron. Commun. Probab. 22, Paper No. 66, 13 p. (2017). MSC: 60H05 60H07 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Sun, Xichao; Yan, Litan Weak convergence to a class of multiple stochastic integrals. (English) Zbl 1378.60014 Commun. Stat., Theory Methods 46, No. 17, 8355-8368 (2017). MSC: 60B10 60H05 60G18 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Demni, Nizar Lagrange inversion formula, Laguerre polynomials and the free unitary Brownian motion. (English) Zbl 1424.46090 J. Oper. Theory 78, No. 1, 179-200 (2017). Reviewer: Isamu Dôku (Saitama) MSC: 46L54 33C45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Owen, N. E.; Challenor, P.; Menon, P. P.; Bennani, S. Comparison of surrogate-based uncertainty quantification methods for computationally expensive simulators. (English) Zbl 06736509 SIAM/ASA J. Uncertain. Quantif. 5, 403-435 (2017). MSC: 65C20 33C45 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Borodin, Alexei; Olshanski, Grigori The ASEP and determinantal point processes. (English) Zbl 1369.60031 Commun. Math. Phys. 353, No. 2, 853-903 (2017). MSC: 60G55 60K35 33C45 42C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Yong; Liu, Yong On the fourth moment theorem for complex multiple Wiener-Itô integrals. (English) Zbl 1361.60015 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 20, No. 1, Article ID 1750005, 24 p. (2017). MSC: 60F05 60H05 60H07 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Qiu, Yanqi Infinite random matrices & ergodic decomposition of finite and infinite Hua-Pickrell measures. (English) Zbl 1407.60011 Adv. Math. 308, 1209-1268 (2017). MSC: 60B20 33C45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mohammadi, Masoumeh; Borzì, Alfio Hermite approximation of a hyperbolic Fokker-Planck optimality system to control a piecewise-deterministic process. (English) Zbl 1353.93118 Int. J. Control 89, No. 7, 1382-1395 (2016). MSC: 93E20 60J27 35Q93 35L04 × Cite Format Result Cite Review PDF Full Text: DOI
Clarke, Jorge; Olivera, Christian; Tudor, Ciprian The transport equation and zero quadratic variation processes. (English) Zbl 1353.60058 Discrete Contin. Dyn. Syst., Ser. B 21, No. 9, 2991-3002 (2016). MSC: 60H15 60H07 60H05 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Leccadito, Arturo; Paletta, Tommaso; Tunaru, Radu Pricing and hedging basket options with exact moment matching. (English) Zbl 1369.91183 Insur. Math. Econ. 69, 59-69 (2016). MSC: 91G20 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bai, Shuyang; Taqqu, Murad S. Short-range dependent processes subordinated to the Gaussian may not be strong mixing. (English) Zbl 1345.60034 Stat. Probab. Lett. 110, 198-200 (2016). MSC: 60G15 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Suzuki, Kiyoshi Optimal switching strategy of a mean-reverting asset over multiple regimes. (English) Zbl 1335.49021 Automatica 67, 33-45 (2016). MSC: 49J40 49L25 × Cite Format Result Cite Review PDF Full Text: DOI
Sarikaya, M. Z.; Yaldiz, H.; Budak, H. Some integral inequalities for convex stochastic processes. (English) Zbl 1349.26067 Acta Math. Univ. Comen., New Ser. 85, No. 1, 155-164 (2016). Reviewer: Július Korbaš (Bratislava) MSC: 26D15 26A51 33B20 52A40 52A41 × Cite Format Result Cite Review PDF
Di Nardo, Elvira On some applications of a generalization of Laguerre polynomials in statistics. (English) Zbl 1502.33004 Di Nardo, Elvira (ed.), Recent advances in probability and statistics. Potenza: Seminario Interdisciplinare di Matematica (S.I.M.). Lect. Notes Semin. Interdiscip. Mat. 12, 97-109 (2015). MSC: 33C45 62H10 × Cite Format Result Cite Review PDF Full Text: Link
Sabzikar, Farzad Tempered Hermite process. (English) Zbl 1352.60035 Mod. Stoch., Theory Appl. 2, No. 4, 327-341 (2015). MSC: 60F05 60F17 60H05 60G22 60G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bożejko, M.; Lytvynov, E. W.; Rodionova, I. V. An extended anyon Fock space and noncommutative Meixner-type orthogonal polynomials in infinite dimensions. (English. Russian original) Zbl 1351.46062 Russ. Math. Surv. 70, No. 5, 857-899 (2015); translation from Usp. Mat. Nauk 70, No. 5, 75-120 (2015). MSC: 46L53 60G51 60H40 33C45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Taufer, Emanuele On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications. (English) Zbl 1384.60082 Stat. Probab. Lett. 106, 262-271 (2015). MSC: 60G52 60F05 60F17 62G10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Castro, M.; Grünbaum, F. A. The Darboux process and time-and-band limiting for matrix orthogonal polynomials. (English) Zbl 1326.33013 Linear Algebra Appl. 487, 328-341 (2015). MSC: 33C45 22E45 33C47 × Cite Format Result Cite Review PDF Full Text: DOI
Matysiak, Wojciech; Świeca, Marcin Zonal polynomials and a multidimensional quantum Bessel process. (English) Zbl 1327.60144 Stochastic Processes Appl. 125, No. 9, 3430-3457 (2015). MSC: 60J25 60J60 33C45 33C80 22E30 33C55 × Cite Format Result Cite Review PDF Full Text: DOI
Zheng, Mengdi; Rozovsky, Boris; Karniadakis, George E. Adaptive Wick-Malliavin approximation to nonlinear SPDEs with discrete random variables. (English) Zbl 1326.60099 SIAM J. Sci. Comput. 37, No. 4, A1872-A1890 (2015). MSC: 60H35 60H15 60H07 65C30 65C20 33C45 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chen, Zhenlong; Xu, Lin; Zhu, Dongjin Generalized continuous time random walks and Hermite processes. (English) Zbl 1319.60087 Stat. Probab. Lett. 99, 44-53 (2015). MSC: 60G50 60F17 60G18 60G52 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Yong; Liu, Yong On the eigenfunctions of the complex Ornstein-Uhlenbeck operators. (English) Zbl 1310.60073 Kyoto J. Math. 54, No. 3, 577-596 (2014). MSC: 60H10 60H07 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes. (English) Zbl 1310.42023 ESAIM, Probab. Stat. 18, 42-76 (2014). Reviewer: Manfred Tasche (Rostock) MSC: 42C40 60G20 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Beran, Jan; Weiershäuser, Arno; Galizia, C. Giovanni; Rein, Julia; Smith, Brian H.; Strauch, Martin On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data. (English) Zbl 1305.62318 Sankhyā, Ser. B 76, No. 1, 49-81 (2014). MSC: 62M09 62M10 60G22 62M99 62J02 × Cite Format Result Cite Review PDF Full Text: DOI Link
De la Cerda, Jorge Clarke; Tudor, Ciprian A. Wiener integrals with respect to the Hermite random field and applications to the wave equation. (English) Zbl 1305.60040 Collect. Math. 65, No. 3, 341-356 (2014). MSC: 60H05 60H15 60G18 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Ohkubo, Jun Karlin-McGregor-like formula in a simple time-inhomogeneous birth-death process. (English) Zbl 1303.60076 J. Phys. A, Math. Theor. 47, No. 40, Article ID 405001, 11 p. (2014). MSC: 60J80 33C45 33C50 33D45 60J35 47D03 47D07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sun, Liya; Yan, Litan An approximation theorem for Hermite process. (Chinese. English summary) Zbl 1289.60095 J. Suzhou Univ. Sci. Technol., Nat. Sci. 30, No. 1, 30-35 (2013). MSC: 60H05 60F05 60G18 × Cite Format Result Cite Review PDF
Adler, Mark; van Moerbeke, Pierre; Wang, Dong Random matrix minor processes related to percolation theory. (English) Zbl 1298.60014 Random Matrices Theory Appl. 2, No. 4, Article ID 1350008, 72 p. (2013). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60B20 60K35 33C45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
El-Tawil, Magdy A.; El-Shekhipy, AbdelHafeez A. Statistical analysis of the stochastic solution processes of 1-D stochastic Navier-Stokes equation using WHEP technique. (English) Zbl 1274.76195 Appl. Math. Modelling 37, No. 8, 5756-5773 (2013). MSC: 76D06 60H30 35R60 35Q30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kotrys, Dawid Remarks on strongly convex stochastic processes. (English) Zbl 1297.60019 Aequationes Math. 86, No. 1-2, 91-98 (2013). Reviewer: Sanja Varošanec (Zagreb) MSC: 60G05 60G99 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Tudor, Ciprian A. Analysis of variations for self-similar processes. A stochastic calculus approach. (English) Zbl 1308.60004 Probability and Its Applications. Cham: Springer (ISBN 978-3-319-00935-3/hbk; 978-3-319-00936-0/ebook). xi, 268 p. (2013). Reviewer: Michael Högele (Berlin) MSC: 60-02 60G18 60G22 60H07 60H15 60G15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Marty, Renaud From Hermite polynomials to multifractional processes. (English) Zbl 1278.60066 J. Appl. Probab. 50, No. 2, 323-343 (2013). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60F17 60G17 60G22 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Janner, Rémi Perturbed geodesics on the moduli space of flat connections and Yang-Mills theory. (English) Zbl 1267.53043 Math. Z. 273, No. 3-4, 653-710 (2013). Reviewer: Maido Rahula (Tartu) MSC: 53C22 53C07 53D20 35J60 58D27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dasse-Hartaut, Sandrine; Hitczenko, Paweł Greek letters in random staircase tableaux. (English) Zbl 1257.05174 Random Struct. Algorithms 42, No. 1, 73-96 (2013). MSC: 05E10 33C45 33D45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
İçöz, Gürhan; Taşdelen Yeşildal, Fatma; Doğru, Ogün Kantorovich process of linear positive operators via biorthogonal polynomials. (English) Zbl 1312.41022 J. Inequal. Spec. Funct. 3, No. 4, 77-84 (2012). MSC: 41A25 41A35 33C45 42C05 × Cite Format Result Cite Review PDF
Corteel, S.; Stanley, R.; Stanton, D.; Williams, L. Formulae for Askey-Wilson moments and enumeration of staircase tableaux. (English) Zbl 1269.05116 Trans. Am. Math. Soc. 364, No. 11, 6009-6037 (2012). MSC: 05E10 05A15 33C45 82B23 11B39 11B68 60C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aptekarev, A. I.; Tulyakov, D. N. Asymptotics of Meixner polynomials and Christoffel-Darboux kernels. (English. Russian original) Zbl 1271.33003 Trans. Mosc. Math. Soc. 2012, 67-106 (2012); translation from Tr. Mosk. Mat. O.-va 73, No. 1, 87-132 (2012). MSC: 33C45 60B10 × Cite Format Result Cite Review PDF Full Text: DOI
Udrişte, Constantin; Damian, Virgil; Matei, Laura; Ţevy, Ionel Multitime differentiable stochastic processes, diffusion PDEs, Tzitzeica hypersurfaces. (English) Zbl 1249.60146 Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 74, No. 1, 3-10 (2012). MSC: 60H15 60J60 53C21 × Cite Format Result Cite Review PDF
Kotrys, Dawid Hermite-Hadamard inequality for convex stochastic processes. (English) Zbl 1244.26042 Aequationes Math. 83, No. 1-2, 143-151 (2012). Reviewer: James Adedayo Oguntuase (Abeokuta) MSC: 26D15 26A51 60G99 × Cite Format Result Cite Review PDF Full Text: DOI
Olshanski, G. Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes. (English) Zbl 1296.33021 J. Math. Sci., New York 174, No. 1, 41-57 (2011) and Zap. Nauchn. Semin. POMI 378, 81-110 (2010). MSC: 33C45 33C80 60J60 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ho, Choon-Lin; Odake, Satoru; Sasaki, Ryu Properties of the exceptional \((X_{l})\) Laguerre and Jacobi polynomials. (English) Zbl 1388.33007 SIGMA, Symmetry Integrability Geom. Methods Appl. 7, Paper 107, 24 p. (2011). MSC: 33C45 42C05 81Q05 34A05 34M03 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
van Moerbeke, Pierre Random matrix theory and integrable systems. (English) Zbl 1261.60010 Akemann, Gernot (ed.) et al., The Oxford handbook of random matrix theory. Oxford: Oxford University Press (ISBN 978-0-19-957400-1/hbk). Oxford Handbooks in Mathematics, 198-230 (2011). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60B20 15B52 37K10 33C45 × Cite Format Result Cite Review PDF
Levajković, Tijana; Pilipović, Stevan; Seleši, Dora Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative. (English) Zbl 1237.60054 Integral Transforms Spec. Funct. 22, No. 1-3, 97-105 (2011). MSC: 60H40 33E20 44A05 46F12 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Abramowicz, K.; Seleznjev, O. Spline approximation of a random process with singularity. (English) Zbl 1216.60046 J. Stat. Plann. Inference 141, No. 3, 1333-1342 (2011). MSC: 60G99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ghressi, Abdallah; Kheriji, Lotfi A survey on D-semiclassical orthogonal polynomials. (English) Zbl 1221.42047 Appl. Math. E-Notes 10, 210-234 (2010). Reviewer: Leonid Golinskii (Kharkov) MSC: 42C05 33C45 × Cite Format Result Cite Review PDF Full Text: EuDML EMIS