Balde, Maoudo Faramba; Belfadli, Rachid; Es-Sebaiy, Khalifa Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes. (English) Zbl 07740132 Stoch. Dyn. 23, No. 4, Article ID 2350029, 17 p. (2023). MSC: 60G15 60G22 62F12 62M09 60H07 PDF BibTeX XML Cite \textit{M. F. Balde} et al., Stoch. Dyn. 23, No. 4, Article ID 2350029, 17 p. (2023; Zbl 07740132) Full Text: DOI
Dai, Xinjie; Hong, Jialin; Sheng, Derui; Zhou, Tau Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: nonlinear case. (English) Zbl 07739203 ESAIM, Math. Model. Numer. Anal. 57, No. 4, 1981-2006 (2023). MSC: 65C20 65C30 65C05 60H07 PDF BibTeX XML Cite \textit{X. Dai} et al., ESAIM, Math. Model. Numer. Anal. 57, No. 4, 1981--2006 (2023; Zbl 07739203) Full Text: DOI arXiv
Aidara, Sadibou; Sane, Ibrahima Delay BSDEs driven by fractional Brownian motion. (English) Zbl 07739190 Random Oper. Stoch. Equ. 31, No. 3, 273-284 (2023). MSC: 60H05 60H07 60G22 60G44 PDF BibTeX XML Cite \textit{S. Aidara} and \textit{I. Sane}, Random Oper. Stoch. Equ. 31, No. 3, 273--284 (2023; Zbl 07739190) Full Text: DOI
Tudor, Ciprian A.; Yoshida, Nakahiro High order asymptotic expansion for Wiener functionals. (English) Zbl 07738480 Stochastic Processes Appl. 164, 443-492 (2023). MSC: 62M09 60F05 62H12 PDF BibTeX XML Cite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stochastic Processes Appl. 164, 443--492 (2023; Zbl 07738480) Full Text: DOI arXiv
Mendes, R. Vilela The fractional volatility model and rough volatility. (English) Zbl 07735468 Int. J. Theor. Appl. Finance 26, No. 2-3, Article ID 2350010, 12 p. (2023). MSC: 91G20 60H07 60G22 PDF BibTeX XML Cite \textit{R. V. Mendes}, Int. J. Theor. Appl. Finance 26, No. 2--3, Article ID 2350010, 12 p. (2023; Zbl 07735468) Full Text: DOI arXiv
López, Sergio I.; Pimentel, Leandro P. R. On the two-point function of the one-dimensional KPZ equation. (English) Zbl 07733570 Braz. J. Probab. Stat. 37, No. 2, 455-462 (2023). MSC: 82-XX 60-XX PDF BibTeX XML Cite \textit{S. I. López} and \textit{L. P. R. Pimentel}, Braz. J. Probab. Stat. 37, No. 2, 455--462 (2023; Zbl 07733570) Full Text: DOI arXiv
Gamain, Julie; Mollinedo, David A. C.; Tudor, Ciprian A. High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation. (English) Zbl 07733568 Braz. J. Probab. Stat. 37, No. 2, 412-430 (2023). MSC: 60-XX 15-XX PDF BibTeX XML Cite \textit{J. Gamain} et al., Braz. J. Probab. Stat. 37, No. 2, 412--430 (2023; Zbl 07733568) Full Text: DOI
Hamaguchi, Yushi; Taguchi, Dai Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations. (English) Zbl 1517.60078 ESAIM, Probab. Stat. 27, 19-79 (2023). MSC: 60H20 65C30 60H07 PDF BibTeX XML Cite \textit{Y. Hamaguchi} and \textit{D. Taguchi}, ESAIM, Probab. Stat. 27, 19--79 (2023; Zbl 1517.60078) Full Text: DOI arXiv
Kuzgun, Sefika; Nualart, David Feynman-Kac formula for iterated derivatives of the parabolic Anderson model. (English) Zbl 07727166 Potential Anal. 59, No. 2, 651-673 (2023). MSC: 60H07 60H15 PDF BibTeX XML Cite \textit{S. Kuzgun} and \textit{D. Nualart}, Potential Anal. 59, No. 2, 651--673 (2023; Zbl 07727166) Full Text: DOI arXiv
Chen, Peng; Deng, Chang-Song; Schilling, René L.; Xu, Lihu Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme. (English) Zbl 07726168 Stochastic Processes Appl. 163, 136-167 (2023). MSC: 60H10 65C30 60G51 60H07 60H35 PDF BibTeX XML Cite \textit{P. Chen} et al., Stochastic Processes Appl. 163, 136--167 (2023; Zbl 07726168) Full Text: DOI arXiv
Geng, Xi; Ouyang, Cheng; Tindel, Samy Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case. (English) Zbl 07722772 J. Theor. Probab. 36, No. 3, 1341-1367 (2023). MSC: 60H10 60H07 60G15 PDF BibTeX XML Cite \textit{X. Geng} et al., J. Theor. Probab. 36, No. 3, 1341--1367 (2023; Zbl 07722772) Full Text: DOI arXiv
Li, Jingyu; Zhang, Yong Almost sure central limit theorems for stochastic wave equations. (English) Zbl 07721283 Electron. Commun. Probab. 28, Paper No. 9, 12 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60H15 60H07 60F05 60G15 PDF BibTeX XML Cite \textit{J. Li} and \textit{Y. Zhang}, Electron. Commun. Probab. 28, Paper No. 9, 12 p. (2023; Zbl 07721283) Full Text: DOI
Djehiche, Boualem; Elie, Romuald; Hamadène, Said Mean-field reflected backward stochastic differential equations. (English) Zbl 1515.60182 Ann. Appl. Probab. 33, No. 4, 2493-2518 (2023). MSC: 60H10 60H07 49N90 PDF BibTeX XML Cite \textit{B. Djehiche} et al., Ann. Appl. Probab. 33, No. 4, 2493--2518 (2023; Zbl 1515.60182) Full Text: DOI Link
Çağlar, Mine; Demirel, İhsan; Üstünel, Ali Süleyman Hedging portfolio for a market model of degenerate diffusions. (English) Zbl 07719471 Stochastics 95, No. 6, 1022-1041 (2023). MSC: 60-XX PDF BibTeX XML Cite \textit{M. Çağlar} et al., Stochastics 95, No. 6, 1022--1041 (2023; Zbl 07719471) Full Text: DOI arXiv
Xu, Mingyu Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus. (English) Zbl 1515.60224 Numer. Algebra Control Optim. 13, No. 3-4, 664-680 (2023). MSC: 60H10 60H30 91G80 PDF BibTeX XML Cite \textit{M. Xu}, Numer. Algebra Control Optim. 13, No. 3--4, 664--680 (2023; Zbl 1515.60224) Full Text: DOI
Dung, Nguyen Tien; Son, Ta Cong Lipschitz continuity in the Hurst index of the solutions of fractional stochastic Volterra integro-differential equations. (English) Zbl 1515.60243 Stochastic Anal. Appl. 41, No. 4, 693-712 (2023). MSC: 60H20 60G22 60H07 PDF BibTeX XML Cite \textit{N. T. Dung} and \textit{T. C. Son}, Stochastic Anal. Appl. 41, No. 4, 693--712 (2023; Zbl 1515.60243) Full Text: DOI
Takahashi, Akihiko; Yamada, Toshihiro Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus. (English) Zbl 07716550 SN Partial Differ. Equ. Appl. 4, No. 4, Paper No. 27, 31 p. (2023). MSC: 35C20 60H07 68T07 PDF BibTeX XML Cite \textit{A. Takahashi} and \textit{T. Yamada}, SN Partial Differ. Equ. Appl. 4, No. 4, Paper No. 27, 31 p. (2023; Zbl 07716550) Full Text: DOI
Dung, Nguyen Tien; Son, Ta Cong The total variation distance between the solutions to stochastic Volterra equations and SDEs with its applications. (English) Zbl 1515.60174 Acta Appl. Math. 186, Paper No. 3, 27 p. (2023). MSC: 60H07 60G22 91G30 PDF BibTeX XML Cite \textit{N. T. Dung} and \textit{T. C. Son}, Acta Appl. Math. 186, Paper No. 3, 27 p. (2023; Zbl 1515.60174) Full Text: DOI
Franchi, Jacques Small-time expansion for the density of a planar (quadratic) Langevin diffusion. (English) Zbl 07711929 Stochastics 95, No. 4, 696-748 (2023). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J60 60H07 60J65 35K65 35K05 PDF BibTeX XML Cite \textit{J. Franchi}, Stochastics 95, No. 4, 696--748 (2023; Zbl 07711929) Full Text: DOI
Li, Jingyu; Zhang, Yong An almost sure central limit theorem for the parabolic Anderson model with delta initial condition. (English) Zbl 07711922 Stochastics 95, No. 3, 483-500 (2023). MSC: 60F05 60F15 PDF BibTeX XML Cite \textit{J. Li} and \textit{Y. Zhang}, Stochastics 95, No. 3, 483--500 (2023; Zbl 07711922) Full Text: DOI
Duerinckx, Mitia Non-perturbative approach to the Bourgain-Spencer conjecture in stochastic homogenization. (English. French summary) Zbl 07710384 J. Math. Pures Appl. (9) 176, 183-225 (2023). MSC: 35J15 35B27 60H25 60H07 60H30 PDF BibTeX XML Cite \textit{M. Duerinckx}, J. Math. Pures Appl. (9) 176, 183--225 (2023; Zbl 07710384) Full Text: DOI arXiv
Balan, Raluca M.; Yuan, Wangjun Central limit theorems for heat equation with time-independent noise: the regular and rough cases. (English) Zbl 07709792 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 2, Article ID 2250029, 47 p. (2023). MSC: 60F05 60H07 60G15 60H15 35K05 PDF BibTeX XML Cite \textit{R. M. Balan} and \textit{W. Yuan}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 2, Article ID 2250029, 47 p. (2023; Zbl 07709792) Full Text: DOI arXiv
Kim, Young-Ho A Euler-Maruyama’s approximate solutions of stochastic differential equations under Hölder-type conditions. (English) Zbl 07708777 J. Nonlinear Convex Anal. 24, No. 3, 553-565 (2023). MSC: 60H10 60H07 PDF BibTeX XML Cite \textit{Y.-H. Kim}, J. Nonlinear Convex Anal. 24, No. 3, 553--565 (2023; Zbl 07708777) Full Text: Link
Namgalauri, Ekaterine; Purtukhia, Omar On the stochastic integral representation of Brownian functionals. (English) Zbl 1514.60052 Georgian Math. J. 30, No. 3, 417-424 (2023). MSC: 60G46 60H05 60H07 PDF BibTeX XML Cite \textit{E. Namgalauri} and \textit{O. Purtukhia}, Georgian Math. J. 30, No. 3, 417--424 (2023; Zbl 1514.60052) Full Text: DOI
Xu, Jie; Lian, Qiqi; Wu, Jiang-Lun A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1515.60222 Appl. Math. Optim. 88, No. 2, Paper No. 32, 35 p. (2023). MSC: 60H10 60H20 60H07 PDF BibTeX XML Cite \textit{J. Xu} et al., Appl. Math. Optim. 88, No. 2, Paper No. 32, 35 p. (2023; Zbl 1515.60222) Full Text: DOI
Lanconelli, Alberto Using Malliavin calculus to solve a chemical diffusion master equation. (English) Zbl 1515.60200 J. Math. Anal. Appl. 526, No. 2, Article ID 127352, 27 p. (2023). MSC: 60H10 60H07 60J70 PDF BibTeX XML Cite \textit{A. Lanconelli}, J. Math. Anal. Appl. 526, No. 2, Article ID 127352, 27 p. (2023; Zbl 1515.60200) Full Text: DOI arXiv
Diez, Charles-Philippe; Tudor, Ciprian A. Berry-Essén theorem for random determinants. (English) Zbl 07707283 Stat. Probab. Lett. 197, Article ID 109804, 11 p. (2023). Reviewer: Roksana Słowik (Gliwice) MSC: 60B20 60F05 60H07 60G22 15B52 PDF BibTeX XML Cite \textit{C.-P. Diez} and \textit{C. A. Tudor}, Stat. Probab. Lett. 197, Article ID 109804, 11 p. (2023; Zbl 07707283) Full Text: DOI
Hudde, Anselm; Rüschendorf, Ludger European and Asian Greeks for exponential Lévy processes. (English) Zbl 07706952 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 39, 24 p. (2023). MSC: 91G20 60J70 60H07 60G51 91G60 PDF BibTeX XML Cite \textit{A. Hudde} and \textit{L. Rüschendorf}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 39, 24 p. (2023; Zbl 07706952) 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 07706364 Stochastics 95, No. 2, 191-210 (2023). Reviewer: Yuliya S. Mishura (Kyjiw) MSC: 60G18 60H07 60G22 PDF BibTeX XML Cite \textit{O. Assaad} et al., Stochastics 95, No. 2, 191--210 (2023; Zbl 07706364) Full Text: DOI
Yu, Qian; Chang, Qiangqiang; Shen, Guangjun Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion. (English) Zbl 07706254 Commun. Stat., Theory Methods 52, No. 10, 3541-3556 (2023). MSC: 60G22 60H07 PDF BibTeX XML Cite \textit{Q. Yu} et al., Commun. Stat., Theory Methods 52, No. 10, 3541--3556 (2023; Zbl 07706254) Full Text: DOI
Yamada, Toshihiro A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus. (English) Zbl 07705771 Appl. Numer. Math. 187, 192-205 (2023). MSC: 60Hxx 91Gxx 65Cxx PDF BibTeX XML Cite \textit{T. Yamada}, Appl. Numer. Math. 187, 192--205 (2023; Zbl 07705771) Full Text: DOI
Boufoussi, Brahim; Nachit, Yassine Local times for systems of non-linear stochastic heat equations. (English) Zbl 1517.60073 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 388-425 (2023). MSC: 60H15 60J55 60H07 60H40 PDF BibTeX XML Cite \textit{B. Boufoussi} and \textit{Y. Nachit}, Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 388--425 (2023; Zbl 1517.60073) Full Text: DOI arXiv
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein’s method. (English) Zbl 07702262 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 122-176 (2023). MSC: 60H05 60H07 60F05 PDF BibTeX XML Cite \textit{L. Chen} et al., Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 122--176 (2023; Zbl 07702262) Full Text: DOI arXiv
Zhang, Bin; Yao, Zhigang; Liu, Junfeng On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise. (English) Zbl 1515.60242 Stat. Probab. Lett. 196, Article ID 109807, 12 p. (2023). MSC: 60H15 60H07 60H30 60G22 PDF BibTeX XML Cite \textit{B. Zhang} et al., Stat. Probab. Lett. 196, Article ID 109807, 12 p. (2023; Zbl 1515.60242) Full Text: DOI
Hu, Yaozhong; Li, Juan; Mi, Chao BSDEs generated by fractional space-time noise and related SPDEs. (English) Zbl 07701066 Appl. Math. Comput. 450, Article ID 127979, 30 p. (2023). MSC: 60Hxx 60Gxx 35Rxx PDF BibTeX XML Cite \textit{Y. Hu} et al., Appl. Math. Comput. 450, Article ID 127979, 30 p. (2023; Zbl 07701066) Full Text: DOI arXiv
Sakuma, Noriyoshi; Suzuki, Ryoichi A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications. (English) Zbl 07700003 Mod. Stoch., Theory Appl. 10, No. 2, 145-173 (2023). MSC: 60H07 60G51 60J76 60E15 PDF BibTeX XML Cite \textit{N. Sakuma} and \textit{R. Suzuki}, Mod. Stoch., Theory Appl. 10, No. 2, 145--173 (2023; Zbl 07700003) Full Text: DOI
Tran, Ngoc Khue; Ngo, Hoang-Long LAMN property for jump diffusion processes with discrete observations on a fixed time interval. (English) Zbl 07698955 J. Stat. Plann. Inference 225, 1-28 (2023). MSC: 60H07 60J75 62F12 62M05 PDF BibTeX XML Cite \textit{N. K. Tran} and \textit{H.-L. Ngo}, J. Stat. Plann. Inference 225, 1--28 (2023; Zbl 07698955) Full Text: DOI
Schönbauer, Philipp Malliavin calculus and densities for singular stochastic partial differential equations. (English) Zbl 07698583 Probab. Theory Relat. Fields 186, No. 3-4, 643-713 (2023). MSC: 60L30 60H17 60H07 PDF BibTeX XML Cite \textit{P. Schönbauer}, Probab. Theory Relat. Fields 186, No. 3--4, 643--713 (2023; Zbl 07698583) Full Text: DOI arXiv
Yamagishi, Hayate; Yoshida, Nakahiro Order estimate of functionals related to fractional Brownian motion. (English) Zbl 07697551 Stochastic Processes Appl. 161, 490-543 (2023). MSC: 60-XX PDF BibTeX XML Cite \textit{H. Yamagishi} and \textit{N. Yoshida}, Stochastic Processes Appl. 161, 490--543 (2023; Zbl 07697551) Full Text: DOI
Jackson, Joe; Liang, Gechun A new monotonicity condition for ergodic backward SDEs and ergodic control with superquadratic Hamiltonians. (English) Zbl 1515.60248 SIAM J. Control Optim. 61, No. 3, 1273-1296 (2023). MSC: 60H30 60H07 PDF BibTeX XML Cite \textit{J. Jackson} and \textit{G. Liang}, SIAM J. Control Optim. 61, No. 3, 1273--1296 (2023; Zbl 1515.60248) Full Text: DOI arXiv
Clément, Emmanuelle Hellinger and total variation distance in approximating Lévy driven SDEs. (English) Zbl 1511.60082 Ann. Appl. Probab. 33, No. 3, 2176-2209 (2023). MSC: 60H10 60G51 60B10 60H07 PDF BibTeX XML Cite \textit{E. Clément}, Ann. Appl. Probab. 33, No. 3, 2176--2209 (2023; Zbl 1511.60082) Full Text: DOI arXiv
Buckdahn, Rainer; Li, Juan; Ma, Jin A general conditional McKean-Vlasov stochastic differential equation. (English) Zbl 07692310 Ann. Appl. Probab. 33, No. 3, 2004-2023 (2023). MSC: 60H07 60H15 60H30 35R60 34F05 PDF BibTeX XML Cite \textit{R. Buckdahn} et al., Ann. Appl. Probab. 33, No. 3, 2004--2023 (2023; Zbl 07692310) Full Text: DOI arXiv
Chen, Peng; Shao, Qi-Man; Xu, Lihu A probability approximation framework: Markov process approach. (English) Zbl 07692299 Ann. Appl. Probab. 33, No. 2, 1619-1659 (2023). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J20 60H07 PDF BibTeX XML Cite \textit{P. Chen} et al., Ann. Appl. Probab. 33, No. 2, 1619--1659 (2023; Zbl 07692299) Full Text: DOI arXiv
Pagès, Gilles; Panloup, Fabien Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds. (English) Zbl 1515.65032 Ann. Appl. Probab. 33, No. 1, 726-779 (2023). MSC: 65C30 37M25 60F05 60H10 62L20 PDF BibTeX XML Cite \textit{G. Pagès} and \textit{F. Panloup}, Ann. Appl. Probab. 33, No. 1, 726--779 (2023; Zbl 1515.65032) Full Text: DOI arXiv
Ogihara, Teppei; Uehara, Yuma Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation. (English) Zbl 07691584 Bernoulli 29, No. 3, 2342-2366 (2023). MSC: 62Fxx 60J74 60J60 60Hxx PDF BibTeX XML Cite \textit{T. Ogihara} and \textit{Y. Uehara}, Bernoulli 29, No. 3, 2342--2366 (2023; Zbl 07691584) Full Text: DOI Link
Garzón, Johanna; León, Jorge A.; Torres, Soledad Forward integration of bounded variation coefficients with respect to Hölder continuous processes. (English) Zbl 07691565 Bernoulli 29, No. 3, 1877-1904 (2023). MSC: 60H05 60H10 60G22 PDF BibTeX XML Cite \textit{J. Garzón} et al., Bernoulli 29, No. 3, 1877--1904 (2023; Zbl 07691565) Full Text: DOI Link
Chessari, Jared; Kawai, Reiichiro; Shinozaki, Yuji; Yamada, Toshihiro Numerical methods for backward stochastic differential equations: a survey. (English) Zbl 1515.65023 Probab. Surv. 20, 486-567 (2023). MSC: 65C30 60H35 65C05 93E20 49L20 60H07 68T07 65-02 PDF BibTeX XML Cite \textit{J. Chessari} et al., Probab. Surv. 20, 486--567 (2023; Zbl 1515.65023) Full Text: DOI arXiv Link
Jaramillo, Arturo; Nourdin, Ivan; Nualart, David; Peccati, Giovanni Limit theorems for additive functionals of the fractional Brownian motion. (English) Zbl 07690056 Ann. Probab. 51, No. 3, 1066-1111 (2023). MSC: 62E17 60F05 60G22 60J55 60H07 PDF BibTeX XML Cite \textit{A. Jaramillo} et al., Ann. Probab. 51, No. 3, 1066--1111 (2023; Zbl 07690056) Full Text: DOI arXiv
Shevchenko, Radomyra On quadratic variations for the fractional-white wave equation. (English) Zbl 1510.60056 Theory Probab. Math. Stat. 108, 185-207 (2023). MSC: 60H15 60F05 60G15 60G18 PDF BibTeX XML Cite \textit{R. Shevchenko}, Theory Probab. Math. Stat. 108, 185--207 (2023; Zbl 1510.60056) Full Text: DOI arXiv
Hillairet, Caroline; Réveillac, Anthony; Rosenbaum, Mathieu An expansion formula for Hawkes processes and application to cyber-insurance derivatives. (English) Zbl 1511.60071 Stochastic Processes Appl. 160, 89-119 (2023). MSC: 60G55 60H07 91G05 PDF BibTeX XML Cite \textit{C. Hillairet} et al., Stochastic Processes Appl. 160, 89--119 (2023; Zbl 1511.60071) Full Text: DOI arXiv
Ammari, Zied; Sohinger, Vedran Gibbs measures as unique KMS equilibrium states of nonlinear Hamiltonian PDEs. (English) Zbl 1514.35403 Rev. Mat. Iberoam. 39, No. 1, 29-90 (2023). MSC: 35Q55 35L05 37D35 60H07 60H40 60G15 82B05 28C20 PDF BibTeX XML Cite \textit{Z. Ammari} and \textit{V. Sohinger}, Rev. Mat. Iberoam. 39, No. 1, 29--90 (2023; Zbl 1514.35403) Full Text: DOI arXiv
Liu, Junfeng Moment bounds for a generalized Anderson model with Gaussian noise rough in space. (English) Zbl 07686370 J. Theor. Probab. 36, No. 1, 167-200 (2023). MSC: 60G22 60H15 60H07 PDF BibTeX XML Cite \textit{J. Liu}, J. Theor. Probab. 36, No. 1, 167--200 (2023; Zbl 07686370) Full Text: DOI
Delgado-Vences, Francisco; Pavon-Español, Jose Julian Statistical inference for a stochastic wave equation with Malliavin-Stein method. (English) Zbl 07685965 Stochastic Anal. Appl. 41, No. 3, 447-473 (2023). MSC: 62-XX 60-XX PDF BibTeX XML Cite \textit{F. Delgado-Vences} and \textit{J. J. Pavon-Español}, Stochastic Anal. Appl. 41, No. 3, 447--473 (2023; Zbl 07685965) Full Text: DOI arXiv
Valjarević, Dragana; Dimitrijević, Slađana; Petrović, Ljiljana Statistical causality, optional and predictable projections. (English) Zbl 1509.60101 Lith. Math. J. 63, No. 1, 104-116 (2023). MSC: 60G44 60H07 62P20 PDF BibTeX XML Cite \textit{D. Valjarević} et al., Lith. Math. J. 63, No. 1, 104--116 (2023; Zbl 1509.60101) Full Text: DOI
Pei, Wenyi; Yan, Litan; Chen, Zhenlong Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching. (English) Zbl 07682827 Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 3, 1403-1414 (2023). MSC: 60H10 60G22 60H07 PDF BibTeX XML Cite \textit{W. Pei} et al., Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 3, 1403--1414 (2023; Zbl 07682827) Full Text: DOI
Nersesyan, Vahagn; Peng, Xuhui; Xu, Lihu Large deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noise. (English) Zbl 1514.35321 J. Differ. Equations 362, 230-249 (2023). MSC: 35Q30 76D05 37H15 60B12 60F10 60H07 93B05 35R60 35Q35 PDF BibTeX XML Cite \textit{V. Nersesyan} et al., J. Differ. Equations 362, 230--249 (2023; Zbl 1514.35321) Full Text: DOI arXiv
Cuong, Tran Manh; Dung, Nguyen Tien Rate of convergence of the perturbed diffusion process to its unperturbed limit. (English) Zbl 07680370 J. Stat. Phys. 190, No. 4, Paper No. 81, 17 p. (2023). MSC: 60J70 60H07 PDF BibTeX XML Cite \textit{T. M. Cuong} and \textit{N. T. Dung}, J. Stat. Phys. 190, No. 4, Paper No. 81, 17 p. (2023; Zbl 07680370) Full Text: DOI
Liu, Junfeng; Wang, Zhi; Wang, Zengwu Space-time fractional Anderson model driven by Gaussian noise rough in space. (English) Zbl 07674257 Stoch. Dyn. 23, No. 1, Article ID 2350003, 31 p. (2023). MSC: 60G22 60H07 60H15 PDF BibTeX XML Cite \textit{J. Liu} et al., Stoch. Dyn. 23, No. 1, Article ID 2350003, 31 p. (2023; Zbl 07674257) Full Text: DOI
Chen, Chuchu; Cui, Jianbo; Hong, Jialin; Sheng, Derui Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density. (English) Zbl 07673886 IMA J. Numer. Anal. 43, No. 2, 1181-1220 (2023). MSC: 65C30 PDF BibTeX XML Cite \textit{C. Chen} et al., IMA J. Numer. Anal. 43, No. 2, 1181--1220 (2023; Zbl 07673886) Full Text: DOI
Flint, Ian; Torrisi, Giovanni Luca An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications. (English) Zbl 07673634 Potential Anal. 58, No. 4, 703-730 (2023). MSC: 60F05 60G57 60H07 PDF BibTeX XML Cite \textit{I. Flint} and \textit{G. L. Torrisi}, Potential Anal. 58, No. 4, 703--730 (2023; Zbl 07673634) Full Text: DOI
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 PDF BibTeX XML Cite \textit{A. Lechiheb}, Random Oper. Stoch. Equ. 31, No. 1, 87--102 (2023; Zbl 1507.60071) Full Text: DOI
Khatir, Yamina; Benziadi, Fatima; Kandouci, Abdeldjebbar On the stochastic flow generated by the one default model in one-dimensional case. (English) Zbl 1507.60076 Random Oper. Stoch. Equ. 31, No. 1, 9-23 (2023). MSC: 60H10 60G17 60H07 91G40 PDF BibTeX XML Cite \textit{Y. Khatir} et al., Random Oper. Stoch. Equ. 31, No. 1, 9--23 (2023; Zbl 1507.60076) Full Text: DOI
Peccati, Giovanni; Turchi, Nicola The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices. (English) Zbl 07663009 Stochastic Processes Appl. 158, 315-341 (2023). MSC: 62Gxx 60B20 PDF BibTeX XML Cite \textit{G. Peccati} and \textit{N. Turchi}, Stochastic Processes Appl. 158, 315--341 (2023; Zbl 07663009) Full Text: DOI arXiv
Döbler, Christian Normal approximation via non-linear exchangeable pairs. (English) Zbl 1509.60078 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 167-224 (2023). MSC: 60F05 60H07 60J25 62E20 60G55 62J05 PDF BibTeX XML Cite \textit{C. Döbler}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 167--224 (2023; Zbl 1509.60078) Full Text: arXiv Link
Azmoodeh, Ehsan; Gasbarra, Dario; Gaunt, Robert E. An asymptotic approach to proving sufficiency of Stein characterisations. (English) Zbl 1512.60011 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 127-152 (2023). MSC: 60E10 62E10 60F05 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 127--152 (2023; Zbl 1512.60011) Full Text: arXiv Link
Gu, Yu; Komorowski, Tomasz Another look at the Balázs-Quastel-Seppäläinen theorem. (English) Zbl 1510.35408 Trans. Am. Math. Soc. 376, No. 4, 2947-2962 (2023). MSC: 35R60 60H07 60H15 PDF BibTeX XML Cite \textit{Y. Gu} and \textit{T. Komorowski}, Trans. Am. Math. Soc. 376, No. 4, 2947--2962 (2023; Zbl 1510.35408) Full Text: DOI arXiv
Lanconelli, Alberto; Scorolli, Ramiro A small time approximation for the solution to the Zakai equation. (English) Zbl 1515.60236 Potential Anal. 58, No. 3, 561-571 (2023). MSC: 60H15 60G35 60H07 PDF BibTeX XML Cite \textit{A. Lanconelli} and \textit{R. Scorolli}, Potential Anal. 58, No. 3, 561--571 (2023; Zbl 1515.60236) Full Text: DOI arXiv
Eichelsbacher, Peter; Rednoß, Benedikt; Thäle, Christoph; Zheng, Guangqu A simplified second-order Gaussian Poincaré inequality in discrete setting with applications. (English. French summary) Zbl 1510.60019 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 271-302 (2023). Reviewer: Ecaterina Sava-Huss (Innsbruck) MSC: 60F05 60H07 05C80 PDF BibTeX XML Cite \textit{P. Eichelsbacher} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 271--302 (2023; Zbl 1510.60019) Full Text: DOI arXiv
Yoshida, Nakahiro Asymptotic expansion and estimates of Wiener functionals. (English) Zbl 1509.60091 Stochastic Processes Appl. 157, 176-248 (2023). MSC: 60F99 60H05 60H07 PDF BibTeX XML Cite \textit{N. Yoshida}, Stochastic Processes Appl. 157, 176--248 (2023; Zbl 1509.60091) Full Text: DOI arXiv
Ren, Jiagang; Zhang, Hua Existence and smoothness of the densities of stochastic functional differential equations with jumps. (English) Zbl 07656794 Stochastic Processes Appl. 157, 140-175 (2023). Reviewer: Jean Picard (Aubière) MSC: 60H07 60H10 60J76 PDF BibTeX XML Cite \textit{J. Ren} and \textit{H. Zhang}, Stochastic Processes Appl. 157, 140--175 (2023; Zbl 07656794) Full Text: DOI
Çağlar, Mine; Demirel, İhsan Regularity of the backward Monge potential and the Monge-Ampère equation on Wiener space. (English) Zbl 1515.60173 Stud. Math. 269, No. 2, 139-165 (2023). MSC: 60H07 49J27 PDF BibTeX XML Cite \textit{M. Çağlar} and \textit{İ. Demirel}, Stud. Math. 269, No. 2, 139--165 (2023; Zbl 1515.60173) Full Text: DOI arXiv
Li, Jingyu; Zhang, Yong The law of the iterated logarithm for spatial averages of the stochastic heat equation. (English) Zbl 07649540 Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 2, 907-918 (2023). MSC: 60H15 60H07 60F15 PDF BibTeX XML Cite \textit{J. Li} and \textit{Y. Zhang}, Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 2, 907--918 (2023; Zbl 07649540) Full Text: DOI
Levental, S.; Vellaisamy, P. Formulas for the divergence operator in isonormal Gaussian space. (English) Zbl 1505.60058 Stat. Probab. Lett. 194, Article ID 109743, 12 p. (2023). MSC: 60H07 PDF BibTeX XML Cite \textit{S. Levental} and \textit{P. Vellaisamy}, Stat. Probab. Lett. 194, Article ID 109743, 12 p. (2023; Zbl 1505.60058) Full Text: DOI arXiv
Huang, Chuying; Wang, Xu Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises. (English) Zbl 1502.65006 Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023). MSC: 65C30 60H35 60G22 60H07 60L20 PDF BibTeX XML Cite \textit{C. Huang} and \textit{X. Wang}, Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023; Zbl 1502.65006) Full Text: DOI arXiv
Coffie, Emmanuel; Duedahl, Sindre; Proske, Frank Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut-Elworthy-Li formula for singular SDEs. (English) Zbl 1502.60090 Stochastic Processes Appl. 156, 156-195 (2023). MSC: 60H10 49N60 91G80 PDF BibTeX XML Cite \textit{E. Coffie} et al., Stochastic Processes Appl. 156, 156--195 (2023; Zbl 1502.60090) Full Text: DOI arXiv
Azmoodeh, Ehsan; Gasbarra, Dario; Gaunt, Robert E. On algebraic Stein operators for Gaussian polynomials. (English) Zbl 07634395 Bernoulli 29, No. 1, 350-376 (2023). MSC: 47-XX 60Exx 60Hxx 60Gxx PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Bernoulli 29, No. 1, 350--376 (2023; Zbl 07634395) Full Text: DOI arXiv Link
Kulik, Alexei M.; Peszat, Szymon; Priola, Enrico Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes. (English) Zbl 1499.60192 NoDEA, Nonlinear Differ. Equ. Appl. 30, No. 1, Paper No. 7, 27 p. (2023). MSC: 60H10 60H07 60G51 60J76 PDF BibTeX XML Cite \textit{A. M. Kulik} et al., NoDEA, Nonlinear Differ. Equ. Appl. 30, No. 1, Paper No. 7, 27 p. (2023; Zbl 1499.60192) Full Text: DOI arXiv
Xu, Xiaoyan; Yu, Xianye The fractional smoothness of integral functionals driven by Brownian motion. (English) Zbl 1499.60173 Stat. Probab. Lett. 193, Article ID 109717, 11 p. (2023). MSC: 60H07 60G15 60J55 PDF BibTeX XML Cite \textit{X. Xu} and \textit{X. Yu}, Stat. Probab. Lett. 193, Article ID 109717, 11 p. (2023; Zbl 1499.60173) Full Text: DOI
Li, Yuan; Pakkanen, Mikko S.; Veraart, Almut E. D. Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes. (English) Zbl 1507.60036 Stochastic Processes Appl. 155, 202-231 (2023). MSC: 60F05 60F17 60G15 60H07 PDF BibTeX XML Cite \textit{Y. Li} et al., Stochastic Processes Appl. 155, 202--231 (2023; Zbl 1507.60036) Full Text: DOI arXiv
Nakatsu, Tomonori On density functions related to discrete time maximum of some one-dimensional diffusion processes. (English) Zbl 1511.60116 Appl. Math. Comput. 441, Article ID 127672, 16 p. (2023). MSC: 60J60 60H07 60H10 62G32 65C30 91G60 PDF BibTeX XML Cite \textit{T. Nakatsu}, Appl. Math. Comput. 441, Article ID 127672, 16 p. (2023; Zbl 1511.60116) Full Text: DOI
Wang, Lidan; Wu, Jiang-Lun; Zhou, Guoli Global well-posedness of stochastic nematic liquid crystals with random initial and boundary conditions driven by multiplicative noise. (English) Zbl 1513.76029 Appl. Math. Optim. 87, No. 1, Paper No. 5, 46 p. (2023). MSC: 76A15 76M35 35R60 PDF BibTeX XML Cite \textit{L. Wang} et al., Appl. Math. Optim. 87, No. 1, Paper No. 5, 46 p. (2023; Zbl 1513.76029) Full Text: DOI arXiv
Dorogovtsev, Andrey Stochastic flows (to appear). (English) Zbl 07330845 Boca Raton, FL: CRC Press (ISBN 978-1-4665-8704-5/hbk). 300 p. (2023). MSC: 60-02 60H07 PDF BibTeX XML Cite \textit{A. Dorogovtsev}, Stochastic flows (to appear). Boca Raton, FL: CRC Press (2023; Zbl 07330845)
Meyer, Paul-André; Shafer, Glenn Stochastic processes in the decades after 1950. (English) Zbl 07736175 Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 169-202 (2022). MSC: 60Gxx 01A05 PDF BibTeX XML Cite \textit{P.-A. Meyer} and \textit{G. Shafer}, in: The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. 169--202 (2022; Zbl 07736175) Full Text: DOI
Giga, Yoshikazu (ed.); Hieber, Matthias (ed.); Korn, Peter (ed.); Titi, Edriss S. (ed.) Mathematical advances in geophysical fluid dynamics. Abstracts from the workshop held November 13–19, 2022. (English) Zbl 07735406 Oberwolfach Rep. 19, No. 4, 2961-3003 (2022). MSC: 00B05 00B25 35-06 60-06 76-06 60H07 35B27 60H15 76M50 78M40 PDF BibTeX XML Cite \textit{Y. Giga} (ed.) et al., Oberwolfach Rep. 19, No. 4, 2961--3003 (2022; Zbl 07735406) Full Text: DOI
Gloria, Antoine (ed.); Otto, Felix (ed.) Working session: Quantitative stochastic homogenization. Abstracts from the working session held October 16–22, 2022. (Arbeitsgemeinschaft: Quantitative stochastic homogenization.) (English) Zbl 07735403 Oberwolfach Rep. 19, No. 4, 2741-2809 (2022). MSC: 00B05 00B25 35-06 35B27 60H07 60H15 76M50 78M40 PDF BibTeX XML Cite \textit{A. Gloria} (ed.) and \textit{F. Otto} (ed.), Oberwolfach Rep. 19, No. 4, 2741--2809 (2022; Zbl 07735403) Full Text: DOI
Ji, Un Cig Evolution systems and continuity equations for white noise functionals. (English) Zbl 1507.60091 J. Math. Phys. 63, No. 10, Article ID 101504, 37 p. (2022). MSC: 60H40 60G15 46G12 60H07 PDF BibTeX XML Cite \textit{U. C. Ji}, J. Math. Phys. 63, No. 10, Article ID 101504, 37 p. (2022; Zbl 1507.60091) Full Text: DOI
Assaad, Obayda; Gamain, Julie; Tudor, Ciprian A. Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise. (English) Zbl 1511.60093 Stoch. Dyn. 22, No. 7, Article ID 2240014, 25 p. (2022). MSC: 60H15 60G18 60H07 62M99 PDF BibTeX XML Cite \textit{O. Assaad} et al., Stoch. Dyn. 22, No. 7, Article ID 2240014, 25 p. (2022; Zbl 1511.60093) Full Text: DOI
Bobrowski, Omer; Schulte, Matthias; Yogeshwaran, D. Poisson process approximation under stabilization and Palm coupling. (Approximation par processus de Poisson sous stabilisation et couplage de Palm.) (English. French summary) Zbl 1506.60019 Ann. Henri Lebesgue 5, 1489-1534 (2022). MSC: 60D05 60F17 60G55 60H07 60J76 58E05 PDF BibTeX XML Cite \textit{O. Bobrowski} et al., Ann. Henri Lebesgue 5, 1489--1534 (2022; Zbl 1506.60019) Full Text: DOI arXiv
Balan, Raluca; Chen, Le; Ma, Yiping Parabolic Anderson model with rough noise in space and rough initial conditions. (English) Zbl 1506.60061 Electron. Commun. Probab. 27, Paper No. 65, 12 p. (2022). MSC: 60H15 60H07 PDF BibTeX XML Cite \textit{R. Balan} et al., Electron. Commun. Probab. 27, Paper No. 65, 12 p. (2022; Zbl 1506.60061) Full Text: DOI arXiv
Halconruy, Hélène Malliavin calculus for marked binomial processes and applications. (English) Zbl 1511.60079 Electron. J. Probab. 27, Paper No. 164, 39 p. (2022). MSC: 60H07 60F05 60G55 60J74 91G20 PDF BibTeX XML Cite \textit{H. Halconruy}, Electron. J. Probab. 27, Paper No. 164, 39 p. (2022; Zbl 1511.60079) Full Text: DOI
Naganuma, Nobuaki Generalizations of the fourth moment theorem. (English) Zbl 1505.60036 Probab. Math. Stat. 42, No. 2, 177-194 (2022). MSC: 60F05 33C45 60H07 PDF BibTeX XML Cite \textit{N. Naganuma}, Probab. Math. Stat. 42, No. 2, 177--194 (2022; Zbl 1505.60036) Full Text: DOI
Hillairet, Caroline; Huang, Lorick; Khabou, Mahmoud; Réveillac, Anthony The Malliavin-Stein method for Hawkes functionals. (English) Zbl 1502.60073 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1293-1328 (2022). MSC: 60G55 60H07 60F99 PDF BibTeX XML Cite \textit{C. Hillairet} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1293--1328 (2022; Zbl 1502.60073) Full Text: arXiv Link
Jafari, Hossein; Zhao, Yiqiang Q. Bounds for the expected supremum of some non-stationary Gaussian processes. (English) Zbl 1502.60041 Stochastics 94, No. 7, 1031-1053 (2022). MSC: 60G15 60H05 60G22 60H07 PDF BibTeX XML Cite \textit{H. Jafari} and \textit{Y. Q. Zhao}, Stochastics 94, No. 7, 1031--1053 (2022; Zbl 1502.60041) Full Text: DOI
Allaoui, Omar; Sghir, Aissa; Hadiri, Soukaina On the existence and the Hölder regularity of the local time of the Brownian bridge. (English) Zbl 1499.60111 Random Oper. Stoch. Equ. 30, No. 4, 259-270 (2022). MSC: 60G15 60J55 60G22 PDF BibTeX XML Cite \textit{O. Allaoui} et al., Random Oper. Stoch. Equ. 30, No. 4, 259--270 (2022; Zbl 1499.60111) Full Text: DOI
Peng, Xingchun; Chen, Fenge Deterministic investment strategy in a DC pension plan with inflation risk under mean-variance criterion. (English) Zbl 1505.91338 Probab. Eng. Inf. Sci. 36, No. 1, 201-216 (2022). MSC: 91G05 60H07 PDF BibTeX XML Cite \textit{X. Peng} and \textit{F. Chen}, Probab. Eng. Inf. Sci. 36, No. 1, 201--216 (2022; Zbl 1505.91338) Full Text: DOI
Alpay, Daniel; Jorgensen, Palle mu-Brownian motion, dualities, diffusions, transforms, and reproducing kernel Hilbert spaces. (English) Zbl 1502.60113 J. Theor. Probab. 35, No. 4, 2757-2783 (2022). MSC: 60J22 60J70 46E22 60H40 60G15 PDF BibTeX XML Cite \textit{D. Alpay} and \textit{P. Jorgensen}, J. Theor. Probab. 35, No. 4, 2757--2783 (2022; Zbl 1502.60113) Full Text: DOI
Balan, Raluca M. Stratonovich solution for the wave equation. (English) Zbl 1502.60101 J. Theor. Probab. 35, No. 4, 2643-2689 (2022). MSC: 60H15 60H07 35L05 35R60 PDF BibTeX XML Cite \textit{R. M. Balan}, J. Theor. Probab. 35, No. 4, 2643--2689 (2022; Zbl 1502.60101) Full Text: DOI arXiv
Nishimura, Tsubasa; Yasutomi, Kenji; Yuasa, Tomooki Higher-order error estimates of the discrete-time Clark-Ocone formula. (English) Zbl 1515.60175 J. Theor. Probab. 35, No. 4, 2518-2539 (2022). MSC: 60H07 PDF BibTeX XML Cite \textit{T. Nishimura} et al., J. Theor. Probab. 35, No. 4, 2518--2539 (2022; Zbl 1515.60175) Full Text: DOI arXiv
Nourdin, Ivan; Zheng, Guangqu Asymptotic behavior of large Gaussian correlated Wishart matrices. (English) Zbl 1502.60008 J. Theor. Probab. 35, No. 4, 2239-2268 (2022). MSC: 60B20 60F05 60G22 60H07 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{G. Zheng}, J. Theor. Probab. 35, No. 4, 2239--2268 (2022; Zbl 1502.60008) Full Text: DOI arXiv
Aru, Juhan; Jego, Antoine; Junnila, Janne Density of imaginary multiplicative chaos via Malliavin calculus. (English) Zbl 1515.60086 Probab. Theory Relat. Fields 184, No. 3-4, 749-803 (2022). MSC: 60G15 60G20 60G57 60G60 60H07 82B21 PDF BibTeX XML Cite \textit{J. Aru} et al., Probab. Theory Relat. Fields 184, No. 3--4, 749--803 (2022; Zbl 1515.60086) Full Text: DOI arXiv