Cho, Soobin; Kim, Panki; Lee, Jaehun Laws of the iterated logarithm for occupation times of Markov processes. (English) Zbl 07979988 Stochastic Processes Appl. 181, Article ID 104552, 29 p. (2025). MSC: 60F15 60J25 60J76 60J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Majidizadeh, Masoud Bayesian analysis of the COVID-19 pandemic using a Poisson process with change-points. (English) Zbl 07959833 Monte Carlo Methods Appl. 30, No. 4, 449-465 (2024). MSC: 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Huang, Lu-Jing; Wang, Jian Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise. (English) Zbl 07955159 Sci. China, Math. 67, No. 12, 2823-2842 (2024). MSC: 60J76 60G52 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Jiamin; Li, Zhao-Yan On \(\sigma\)-error moment stability and stabilization for discrete-time semi-Markov jump linear systems. (English) Zbl 07942363 Syst. Control Lett. 192, Article ID 105909, 5 p. (2024). MSC: 93E15 93C55 93C05 × Cite Format Result Cite Review PDF Full Text: DOI
Limnios, Nikolaos; Wu, Bei A unified approach for hitting time of jump Markov type processes. (English) Zbl 1548.60119 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 30, 10 p. (2024). MSC: 60J76 60J05 60J25 60K15 × Cite Format Result Cite Review PDF Full Text: DOI
Rudnicki, Ryszard With Andrzej Lasota there and back again. The XVII annual lecture dedicated to the memory of Professor Andrzej Lasota. (English) Zbl 1547.35006 Ann. Math. Sil. 38, No. 2, 134-154 (2024). MSC: 35-02 35-03 01A07 35F25 37A05 37L40 47D06 60J76 92D25 × Cite Format Result Cite Review PDF Full Text: DOI
Rickelhoff, Sebastian; Schnurr, Alexander The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities. (English) Zbl 1546.60154 J. Theor. Probab. 37, No. 3, 2508-2533 (2024). MSC: 60J76 60J35 60J25 60G17 47G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Czapla, Dawid On the existence and uniqueness of stationary distributions for some piecewise deterministic Markov processes with state-dependent jump intensity. (English) Zbl 1544.60078 Result. Math. 79, No. 5, Paper No. 177, 32 p. (2024). MSC: 60J25 60J05 60J35 37A30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Faggionato, Alessandra; Silvestri, Vittoria A martingale approach to time-dependent and time-periodic linear response in Markov jump processes. (English) Zbl 1542.60051 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 2, 863-906 (2024). MSC: 60J76 60J25 82C05 82C31 60G50 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Chen, Peng; Jin, Xinghu; Shen, Tian; Su, Zhonggen Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes. (English) Zbl 1541.60050 J. Theor. Probab. 37, No. 2, 1597-1626 (2024). MSC: 60H35 60H10 60J60 65C30 60J27 60J76 × Cite Format Result Cite Review PDF Full Text: DOI
Barchinezhad, Soheila; Haghighi, Mohammad Sayad; Puig, Vicenç Identification and analysis of stochastic deception attacks on cyber-physical systems. (English) Zbl 1539.93192 J. Franklin Inst. 361, No. 8, Article ID 106774, 18 p. (2024). MSC: 93E15 93B70 93C83 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Jiamin; Li, Zhao-Yan Stability analysis and synthesis of discrete-time semi-Markov jump singular systems. (English) Zbl 1537.93772 Int. J. Control 97, No. 3, 625-634 (2024). MSC: 93E15 93B50 93C55 × Cite Format Result Cite Review PDF Full Text: DOI
Martínez, Servet; Nagel, Werner Tessellation-valued processes that are generated by cell division. (English) Zbl 1537.60018 J. Appl. Probab. 61, No. 2, 697-715 (2024). MSC: 60D05 60J25 60J76 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cortez, Roberto SIR model with social gatherings. (English) Zbl 1539.92141 J. Appl. Probab. 61, No. 2, 667-684 (2024). MSC: 92D30 60J28 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Watanabe, Itsuki Markov chain approximation for Hamilton-Jacobi-Bellman equation with absorbing boundary. (English) Zbl 1539.35033 SIAM J. Control Optim. 62, No. 2, 1152-1164 (2024). Reviewer: Rodica Luca (Iaşi) MSC: 35F21 35D40 65N12 60J10 60J76 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Wen Pathwise large deviations for the pure jump \(k\)-nary interacting particle systems. (English) Zbl 1536.60031 Ann. Appl. Probab. 34, No. 1A, 743-794 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60F10 60K35 60J76 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bansaye, Vincent Spine for interacting populations and sampling. (English) Zbl 1533.92164 Bernoulli 30, No. 2, 1555-1585 (2024). MSC: 92D25 60J20 60J74 60J85 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ahmad, Jamaal; Bladt, Martin; Bladt, Mogens Estimating absorption time distributions of general Markov jump processes. (English) Zbl 07819226 Scand. J. Stat. 51, No. 1, 171-200 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
D’Onofrio, Giuseppe; Patie, Pierre; Sacerdote, Laura Jacobi processes with jumps as neuronal models: a first passage time analysis. (English) Zbl 1537.60113 SIAM J. Appl. Math. 84, No. 1, 189-214 (2024). MSC: 60J76 60J70 47D06 47G20 92C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bisi, Marzia; Loy, Nadia Kinetic models for systems of interacting agents with multiple microscopic states. (English) Zbl 1533.35342 Physica D 457, Article ID 133967, 23 p. (2024). MSC: 35Q91 35Q20 35Q84 82C40 91B69 91D30 65C05 93A16 60J76 92-08 35B40 35A01 35A02 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Velleret, Aurélien Adaptation of a population to a changing environment in the light of quasi-stationarity. (English) Zbl 1534.92061 Adv. Appl. Probab. 56, No. 1, 235-286 (2024). MSC: 92D25 92D40 60J25 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Feinberg, E. A.; Shiryaev, A. N. On forward and backward Kolmogorov equations for pure jump Markov processes and their generalizations. (English. Russian original) Zbl 1543.60089 Theory Probab. Appl. 68, No. 4, 643-656 (2024); translation from Teor. Veroyatn. Primen. 68, No. 4, 796-812 (2023). Reviewer: Pierre Monmarché (Paris) MSC: 60J27 60J35 60J76 × Cite Format Result Cite Review PDF Full Text: DOI
Shiozawa, Yuichi; Wang, Jian Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes. (English) Zbl 1535.60128 Electron. J. Probab. 29, Paper No. 6, 56 p. (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J35 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Panki; Song, Renming; Vondraček, Zoran Potential theory of Dirichlet forms degenerate at the boundary: the case of no Killing potential. (English) Zbl 1531.60050 Math. Ann. 388, No. 1, 511-542 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J45 60G52 60J50 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Shuyu; Wang, Yanqian; Zhuang, Guangming; Lv, Chengxing Asynchronous secure control for singular nonhomogeneous Markov jump cyber-physical systems against dual cyber-attacks. (English) Zbl 1531.93268 Optim. Control Appl. Methods 45, No. 1, 106-137 (2024). MSC: 93C65 93E03 93B70 93C83 × Cite Format Result Cite Review PDF Full Text: DOI
Rickelhoff, Sebastian; Schnurr, Alexander On the rôle of singular functions in extending the probabilistic symbol to its most general class. (English) Zbl 1530.60078 Trans. Am. Math. Soc. 377, No. 2, 905-919 (2024). MSC: 60J76 60J35 60J25 47G30 26A30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cheng, Jun; Xu, Jiangming; Zhang, Dan; Yan, Huaicheng; Wang, Hailing Finite-time optimal control for Markov jump systems with singular perturbation and hard constraints. (English) Zbl 1536.93750 Inf. Sci. 632, 454-466 (2023). MSC: 93D40 93E20 93C70 × Cite Format Result Cite Review PDF Full Text: DOI
Cloez, Bertrand; Fritsch, Coralie Quasi-stationary behavior for a piecewise deterministic Markov model of chemostat: the Crump-Young model. (Comportement quasi-stationnaire d’un modèle Markovien déterministe par Morceaux de chemostat: le modèle de Crump-Young.) (English. French summary) Zbl 1532.92061 Ann. Henri Lebesgue 6, 1371-1427 (2023). MSC: 92C99 60J25 92D25 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Keerthana, M.; Sangeetha, N.; Sivakumar, B. Optimal service rates of a queueing inventory system with finite waiting hall, arbitrary service times and positive lead times. (English) Zbl 1533.90039 Ann. Oper. Res. 331, No. 2, 739-762 (2023). MSC: 90B22 90B05 90C40 90C05 × Cite Format Result Cite Review PDF Full Text: DOI
Bao, Jianhai; Wang, Jian Coupling methods and exponential ergodicity for two-factor affine processes. (English) Zbl 1540.60084 Math. Nachr. 296, No. 5, 1716-1736 (2023). MSC: 60G51 60G52 60J25 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Monmarché, Pierre; Rousset, Mathias; Zitt, Pierre-André Exact targeting of Gibbs distributions using velocity-jump processes. (English) Zbl 1520.60040 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 908-947 (2023). MSC: 60J22 60F05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Sun, Kexin; Wang, Yanqian; Zhuang, Guangming; Wang, Jianhua Asynchronous secure controller design for singularly perturbation stochastic semi-Markov jump CPSs with the memory-based dynamic event-triggered scheme against complex cyber-attacks. (English) Zbl 1522.93132 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107408, 27 p. (2023). MSC: 93C70 93E03 93C65 93B70 93C83 × Cite Format Result Cite Review PDF Full Text: DOI
Louvet, Apolline Stochastic measure-valued models for populations expanding in a continuum. (English) Zbl 1517.60052 ESAIM, Probab. Stat. 27, 221-277 (2023). MSC: 60G57 60J25 92D10 60J76 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Schnurr, Alexander; Rickelhoff, Sebastian From Markov processes to semimartingales. (English) Zbl 1525.60102 Probab. Surv. 20, 568-607 (2023). Reviewer: Arvind Ayyer (Bangalore) MSC: 60J76 60H10 60J25 60G17 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Jin, Xinghu; Shen, Tian; Su, Zhonggen Using Stein’s method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes. (English) Zbl 1519.60103 J. Theor. Probab. 36, No. 3, 1797-1828 (2023). MSC: 60J74 60B10 60G51 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Shukai; Fang, Rongjuan; Zheng, Xiangqi Wasserstein-type distances of two-type continuous-state branching processes in Lévy random environments. (English) Zbl 1529.60053 J. Theor. Probab. 36, No. 3, 1572-1590 (2023). Reviewer: Victor V. Goryainov (Moskva) MSC: 60J25 60J68 60J80 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Corstanje, Marc; van der Meulen, Frank; Schauer, Moritz Conditioning continuous-time Markov processes by guiding. (English) Zbl 1527.60055 Stochastics 95, No. 6, 963-996 (2023). MSC: 60J25 60J60 60J74 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lowe, Tom E.; Golightly, Andrew; Sherlock, Chris Accelerating inference for stochastic kinetic models. (English) Zbl 1543.62138 Comput. Stat. Data Anal. 185, Article ID 107760, 21 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Enger, Timo; Pfaffelhuber, Peter A unified framework for limit results in chemical reaction networks on multiple time-scales. (English) Zbl 1517.60037 Electron. J. Probab. 28, Paper No. 21, 33 p. (2023). MSC: 60F17 60J35 60J76 60K35 92C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kozitsky, Yuri; Röckner, Michael A Markov process for a continuum infinite particle system with attraction. (English) Zbl 1522.60065 Electron. J. Probab. 28, Paper No. 67, 59 p. (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J25 60J76 60G55 35Q84 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Cotil, Adrien Flocking of the Cucker-Smale and Motsch-Tadmor models on general weighted digraphs via a probabilistic method. (English) Zbl 1514.92186 Kinet. Relat. Models 16, No. 4, 581-604 (2023). MSC: 92D50 34D05 82C22 91D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cohen, Victor; Parmentier, Axel Future memories are not needed for large classes of POMDPs. (English) Zbl 1525.90424 Oper. Res. Lett. 51, No. 3, 270-277 (2023). MSC: 90C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Katsevich, Anya Metropolis crystal surface dynamics in the rough scaling limit: from local equilibrium to semi-empirical PDE. (English) Zbl 1515.82148 Multiscale Model. Simul. 21, No. 1, 309-348 (2023). MSC: 82D25 82C22 82C24 60K35 65C40 60J22 60J27 × Cite Format Result Cite Review PDF 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 1538.60090 J. Stat. Plann. Inference 225, 1-28 (2023). MSC: 60H07 60J76 62F12 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Malmquist, Jens Stability results for symmetric jump processes on metric measure spaces with atoms. (English) Zbl 1515.60273 Potential Anal. 59, No. 1, 167-235 (2023). MSC: 60J76 60J25 35K08 31C25 60J27 60J74 60J45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deaconu, Madalina; Lejay, Antoine Probabilistic representations of fragmentation equations. (English) Zbl 1507.60097 Probab. Surv. 20, 226-290 (2023). MSC: 60J25 35R09 60H10 60J27 × Cite Format Result Cite Review PDF Full Text: DOI Link
Peralta, Oscar A Markov jump process associated with the matrix-exponential distribution. (English) Zbl 1512.60008 J. Appl. Probab. 60, No. 1, 1-13 (2023). Reviewer: Noureddine Daili (Sétif) MSC: 60E05 60K25 60J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Scheffler, Peter; Schnurr, Alexander; Schulte, Daniel Operator-stable-like processes. (English) Zbl 1515.60265 Stochastic Anal. Appl. 41, No. 2, 185-213 (2023). MSC: 60J25 60J76 60G17 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
de Oliveira, André M.; Costa, Oswaldo L. V.; Barros dos Santos, Sergio R.; Gabriel, Gabriela W. Reduced-order energy-to-peak filtering for hidden Markov jump linear systems. (English) Zbl 1506.93094 J. Franklin Inst. 360, No. 1, 251-276 (2023). MSC: 93E11 93B11 93C55 93C05 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Panki; Song, Renming; Vondraček, Zoran Positive self-similar Markov processes obtained by resurrection. (English) Zbl 1508.60048 Stochastic Processes Appl. 156, 379-420 (2023). MSC: 60G18 60G51 60G52 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bierkens, Joris; Grazzi, Sebastiano; Meulen, Frank van der; Schauer, Moritz Sticky PDMP samplers for sparse and local inference problems. (English) Zbl 1499.62011 Stat. Comput. 33, No. 1, Paper No. 8, 31 p. (2023). MSC: 62-08 62F15 60J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kang, Jaehoon Heat kernel estimates for symmetric jump processes with anisotropic jumping kernels. (English) Zbl 1508.60091 Proc. Am. Math. Soc. 151, No. 1, 385-399 (2023). Reviewer: Romeo Negrea (Timişoara) MSC: 60J76 60J46 35K08 35A08 × Cite Format Result Cite Review PDF Full Text: DOI
Cahoy, Dexter; Sedransk, Joseph Bayesian inference for asymptomatic COVID-19 infection rates. (English) Zbl 1547.62159 Stat. Med. 41, No. 16, 3131-3148 (2022). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Katsevich, Anya The local equilibrium state of a crystal surface jump process in the rough scaling regime. (English) Zbl 1506.82035 Multiscale Model. Simul. 20, No. 4, 1315-1360 (2022). MSC: 82D25 82C22 82C24 60K35 65C40 60J22 60J28 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge Mortality modeling and regression with matrix distributions. (English) Zbl 1515.62096 Insur. Math. Econ. 107, 68-87 (2022). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62P05 62N02 60J28 91D20 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vidmar, Matija Some characterizations for Markov processes at first passage. (English) Zbl 1505.60071 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1649-1678 (2022). MSC: 60J25 60G51 60J76 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Tran, Ky Q.; Nguyen, Dang H.; Yin, George Stability in distribution and stabilization of switching jump diffusions. (English) Zbl 1515.60215 ESAIM, Control Optim. Calc. Var. 28, Paper No. 72, 26 p. (2022). MSC: 60H10 60H20 60J60 93D15 × Cite Format Result Cite Review PDF Full Text: DOI
Feinberg, Eugene; Mandava, Manasa; Shiryaev, Albert N. Kolmogorov’s equations for jump Markov processes with unbounded jump rates. (English) Zbl 1501.60050 Ann. Oper. Res. 317, No. 2, 587-604 (2022). MSC: 60J76 60J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Pang, Guodong; Sarantsev, Andrey; Suhov, Yuri Birth and death processes in interactive random environments. (English) Zbl 1515.60292 Queueing Syst. 102, No. 1-2, 269-307 (2022). MSC: 60K25 60J80 60J10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kurniawaty, Mila Conservativeness criteria of Girsanov transformation for non-symmetric jump-diffusion. (English) Zbl 1513.60100 Aust. J. Math. Anal. Appl. 19, No. 1, Article No. 10, 9 p. (2022). MSC: 60J60 60J76 × Cite Format Result Cite Review PDF Full Text: Link
Harris, Simon C.; Horton, Emma; Kyprianou, Andreas E.; Wang, Minmin Yaglom limit for critical nonlocal branching Markov processes. (English) Zbl 1505.82063 Ann. Probab. 50, No. 6, 2373-2408 (2022). MSC: 82D75 60J80 60J76 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Shiozawa, Yuichi Maximal displacement of branching symmetric stable processes. (English) Zbl 1497.60121 Chen, Zhen-Qing (ed.) et al., Dirichlet forms and related topics, in honor of Masatoshi Fukushima’s beiju, IWDFRT 2022, Osaka, Japan, August 22–26,2022. Singapore: Springer. Springer Proc. Math. Stat. 394, 461-491 (2022). MSC: 60J80 60J76 60F05 60J55 60J46 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jedidi, Wissem Regularity of models associated with Markov jump processes. (English) Zbl 1496.60092 Open Math. 20, 911-930 (2022). MSC: 60J25 60J76 62M20 65C20 × Cite Format Result Cite Review PDF Full Text: DOI
Lazić, Petra; Sandrić, Nikola On subgeometric ergodicity of regime-switching diffusion processes. (English) Zbl 1498.60327 Nonlinear Anal., Hybrid Syst. 46, Article ID 101262, 24 p. (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J60 60J25 60J27 60J74 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Naiqi; Song, Kunyang; Song, Yuping; Wang, Xiaochen Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models. (English) Zbl 07596334 Commun. Stat., Theory Methods 51, No. 21, 7354-7389 (2022). MSC: 62G20 62M05 60J75 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Abdelhadi, K.; Khelfallah, N. Locally Lipschitz BSDE with jumps and related Kolmogorov equation. (English) Zbl 1498.60191 Stoch. Dyn. 22, No. 5, Article ID 2250021, 28 p. (2022). MSC: 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Sandrić, Nikola; Arapostathis, Ari; Pang, Guodong Subexponential upper and lower bounds in Wasserstein distance for Markov processes. (English) Zbl 1497.60097 Appl. Math. Optim. 85, No. 3, Paper No. 37, 45 p. (2022). MSC: 60J05 60J25 60H10 60J76 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kassmann, Moritz; Kim, Kyung-Youn; Kumagai, Takashi Heat kernel bounds for nonlocal operators with singular kernels. (English. French summary) Zbl 1493.60122 J. Math. Pures Appl. (9) 164, 1-26 (2022). Reviewer: Rodica Luca (Iaşi) MSC: 60J74 35K08 47G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
James, Nick; Menzies, Max Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes. (English) Zbl 1490.62017 Stat. Comput. 32, No. 3, Paper No. 45, 22 p. (2022). MSC: 62-08 62F15 62M10 62M15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Erreygers, Alexander; De Bock, Jasper Markovian imprecise jump processes: extension to measurable variables, convergence theorems and algorithms. (English) Zbl 07554494 Int. J. Approx. Reasoning 147, 78-124 (2022). MSC: 68T37 × Cite Format Result Cite Review PDF Full Text: DOI
Feinberg, Eugene A.; Mandava, Manasa; Shiryaev, Albert N. Sufficiency of Markov policies for continuous-time jump Markov decision processes. (English) Zbl 1489.90208 Math. Oper. Res. 47, No. 2, 1266-1286 (2022). MSC: 90C40 90C39 60J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Yuping; Sun, Zheng; Zhao, Qicheng; Chen, Youyou Variance reduction approach for the volatility over a finite-time horizon. (English) Zbl 07533645 Commun. Stat., Theory Methods 51, No. 11, 3521-3541 (2022). MSC: 62G20 62M05 60J75 62P20 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Guanhua; Murugan, Mathav Parabolic Harnack inequality implies the existence of jump kernel. (English) Zbl 1489.60130 Potential Anal. 57, No. 1, 155-166 (2022). MSC: 60J25 60J76 60J46 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bean, Nigel G.; Nguyen, Giang T.; Nielsen, Bo F.; Peralta, Oscar RAP-modulated fluid processes: first passages and the stationary distribution. (English) Zbl 1489.60128 Stochastic Processes Appl. 149, 308-340 (2022). MSC: 60J25 60G17 60K25 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Yoshida, Nakahiro Quasi-likelihood analysis and its applications. (English) Zbl 1502.62086 Stat. Inference Stoch. Process. 25, No. 1, 43-60 (2022). MSC: 62M05 62F12 60J60 60F10 62M40 × Cite Format Result Cite Review PDF Full Text: DOI
Bokes, Pavol Exact and WKB-approximate distributions in a gene expression model with feedback in burst frequency, burst size, and protein stability. (English) Zbl 1486.92060 Discrete Contin. Dyn. Syst., Ser. B 27, No. 4, 2129-2145 (2022). MSC: 92C40 60J76 35Q92 93B52 × Cite Format Result Cite Review PDF Full Text: DOI
Cho, Soobin; Kim, Panki; Song, Renming; Vondraček, Zoran Heat kernel estimates for subordinate Markov processes and their applications. (English) Zbl 1491.60135 J. Differ. Equations 316, 28-93 (2022). Reviewer: Italo Simonelli (Durham) MSC: 60J35 60J50 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Tao Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one. (English) Zbl 1489.60077 Stat. Probab. Lett. 183, Article ID 109343, 8 p. (2022). MSC: 60G51 60J25 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kohatsu-Higa, Arturo; Nualart, Eulalia; Tran, Ngoc Khue Density estimates for jump diffusion processes. (English) Zbl 1510.60044 Appl. Math. Comput. 420, Article ID 126814, 10 p. (2022). MSC: 60H07 60J35 60H10 60J25 60J74 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Kyung-Youn; Wang, Lidan Heat kernel bounds for a large class of Markov process with singular jump. (English) Zbl 1482.60111 Stochastic Processes Appl. 145, 165-203 (2022). MSC: 60J76 35K08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pal, Chandan; Pradhan, Somnath Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria. (English) Zbl 1481.91021 J. Dyn. Games 9, No. 1, 13-25 (2022). MSC: 91A15 91A10 60J76 × Cite Format Result Cite Review PDF Full Text: DOI
Frühwirth-Schnatter, Sylvia; Malsiner-Walli, Gertraud; Grün, Bettina Generalized mixtures of Finite mixtures and telescoping sampling. (English) Zbl 07808154 Bayesian Anal. 16, No. 4, 1279-1307 (2021). MSC: 62-XX 62H30 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Zhang, Min; Huang, Jun; Zhang, Yueyuan Stochastic stability and stabilization for stochastic differential semi-Markov jump systems with incremental quadratic constraints. (English) Zbl 1527.93466 Int. J. Robust Nonlinear Control 31, No. 14, 6788-6809 (2021). MSC: 93E15 93D15 93D20 93C10 × Cite Format Result Cite Review PDF Full Text: DOI
Applebaum, David; Liao, Ming Markov processes with jumps on manifolds and Lie groups. (English) Zbl 1499.60261 Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 25-46 (2021). MSC: 60J25 60J76 58J65 60-02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Goel, Anubha; Mehra, Aparna A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling. (English) Zbl 1490.60123 Stochastics 93, No. 4, 555-574 (2021). MSC: 60G55 60J28 60J76 62H05 91G05 91G40 × Cite Format Result Cite Review PDF Full Text: DOI
Sherlock, Chris Direct statistical inference for finite Markov jump processes via the matrix exponential. (English) Zbl 1505.62374 Comput. Stat. 36, No. 4, 2863-2887 (2021). MSC: 62-08 62F15 62P10 92D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Yi; Seo, Sumi; Lee, Kyu Ha Bayesian survival analysis using gamma processes with adaptive time partition. (English) Zbl 07497088 J. Stat. Comput. Simulation 91, No. 14, 2937-2952 (2021). MSC: 62G05 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Liang, Mingjie; Majka, Mateusz B.; Wang, Jian Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise. (English) Zbl 1480.60163 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1665-1701 (2021). MSC: 60H10 60J25 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Colaneri, Katia; Frey, Rüdiger Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds. (English) Zbl 1475.91353 Insur. Math. Econ. 101, 498-507 (2021). MSC: 91G20 60J74 45K05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cho, Soobin; Kang, Jaehoon; Kim, Panki Estimates of Dirichlet heat kernels for unimodal Lévy processes with low intensity of small jumps. (English) Zbl 1480.60221 J. Lond. Math. Soc., II. Ser. 104, No. 2, 823-864 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J35 60G51 60J50 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hadj-Amar, Beniamino; Finkenstädt, Bärbel; Fiecas, Mark; Huckstepp, Robert Identifying the recurrence of sleep apnea using a harmonic hidden Markov model. (English) Zbl 1478.62326 Ann. Appl. Stat. 15, No. 3, 1171-1193 (2021). MSC: 62P10 62M05 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen Optimal portfolio and consumption for a Markovian regime-switching jump-diffusion process. (English) Zbl 1477.62305 ANZIAM J. 63, No. 3, 308-332 (2021). MSC: 62P05 62M02 60J60 91G10 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Nguyen-Van-Yen, Benjamin; Del Moral, Pierre; Cazelles, Bernard Stochastic epidemic models inference and diagnosis with Poisson random measure data augmentation. (English) Zbl 1475.92183 Math. Biosci. 335, Article ID 108583, 9 p. (2021). MSC: 92D30 60H10 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Ratanov, Nikita Ornstein-Uhlenbeck processes of bounded variation. (English) Zbl 1476.60146 Methodol. Comput. Appl. Probab. 23, No. 3, 925-946 (2021). MSC: 60J74 60J27 60K99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Xin; Kumagai, Takashi; Wang, Jian Random conductance models with stable-like jumps: quenched invariance principle. (English) Zbl 1479.60095 Ann. Appl. Probab. 31, No. 3, 1180-1231 (2021). MSC: 60G51 60F17 60G52 60J25 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Stability of heat kernel estimates and parabolic Harnack inequalities for general symmetric pure jump processes. (English) Zbl 1479.60158 Grigor’yan, Alexander (ed.) et al., Analysis and partial differential equations on manifolds, fractals and graphs. Contributions of the conference, Tianjin, China, September 2019. Berlin: De Gruyter. Adv. Anal. Geom. 3, 3-25 (2021). Reviewer: Weiping Li (Guanghan) MSC: 60J35 35K08 60J76 31C25 60J25 60J45 × Cite Format Result Cite Review PDF Full Text: DOI
Perez, Iker; Casale, Giuliano Variational inference for Markovian queueing networks. (English) Zbl 1475.60173 Adv. Appl. Probab. 53, No. 3, 687-715 (2021). MSC: 60K20 60J74 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Stability of heat kernel estimates for symmetric non-local Dirichlet forms. (English) Zbl 1498.60007 Memoirs of the American Mathematical Society 1330. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-4863-9/pbk; 978-1-4704-6638-1/ebook). v, 89 p. (2021). MSC: 60-02 60J35 35K08 60J76 31C25 60J25 60J45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tu, E. Association and other forms of positive dependence for Feller evolution systems. (English) Zbl 1470.60212 Theory Probab. Appl. 66, No. 2, 299-317 (2021) and Teor. Veroyatn. Primen. 66, No. 2, 369-391 (2021). MSC: 60J25 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Jian; Zhang, Longteng Functional inequalities for time-changed symmetric \(\alpha \)-stable processes. (English) Zbl 1477.60117 Front. Math. China 16, No. 2, 595-622 (2021). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J25 60J55 60J35 60J76 × Cite Format Result Cite Review PDF Full Text: DOI