Xie, Pengxu; Bai, Lihua; Zhang, Huayue Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer. (English) Zbl 07616032 J. Ind. Manag. Optim. 19, No. 3, 1827-1845 (2023). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{P. Xie} et al., J. Ind. Manag. Optim. 19, No. 3, 1827--1845 (2023; Zbl 07616032) Full Text: DOI OpenURL
Zhou, Yaxin; Jiang, Daqing Dynamical behavior of a stochastic SIQR epidemic model with Ornstein-Uhlenbeck process and standard incidence rate after dimensionality reduction. (English) Zbl 07609375 Commun. Nonlinear Sci. Numer. Simul. 116, Article ID 106878, 15 p. (2023). MSC: 92D30 60J60 PDF BibTeX XML Cite \textit{Y. Zhou} and \textit{D. Jiang}, Commun. Nonlinear Sci. Numer. Simul. 116, Article ID 106878, 15 p. (2023; Zbl 07609375) Full Text: DOI OpenURL
Chen, Xingzhi; Tian, Baodan; Xu, Xin; Zhang, Hailan; Li, Dong A stochastic predator-prey system with modified LG-Holling type II functional response. (English) Zbl 07594643 Math. Comput. Simul. 203, 449-485 (2023). MSC: 60-XX 92-XX PDF BibTeX XML Cite \textit{X. Chen} et al., Math. Comput. Simul. 203, 449--485 (2023; Zbl 07594643) Full Text: DOI OpenURL
Farah, Fatima-Ezzahra On parameter estimation of fractional Ornstein-Uhlenbeck process. (English) Zbl 07606808 Random Oper. Stoch. Equ. 30, No. 3, 161-170 (2022). MSC: 60G15 60G22 62F12 62F12 PDF BibTeX XML Cite \textit{F.-E. Farah}, Random Oper. Stoch. Equ. 30, No. 3, 161--170 (2022; Zbl 07606808) Full Text: DOI OpenURL
Wang, Xiaolong; Feng, Jing; Liu, Qi; Li, Yongge; Xu, Yong Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise. (English) Zbl 07605521 Physica A 606, Article ID 128146, 18 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{X. Wang} et al., Physica A 606, Article ID 128146, 18 p. (2022; Zbl 07605521) Full Text: DOI OpenURL
Courgeau, Valentin; Veraart, Almut E. D. High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process. (English) Zbl 07603099 Electron. J. Stat. 16, No. 2, 4863-4925 (2022). MSC: 62F12 62F07 PDF BibTeX XML Cite \textit{V. Courgeau} and \textit{A. E. D. Veraart}, Electron. J. Stat. 16, No. 2, 4863--4925 (2022; Zbl 07603099) Full Text: DOI arXiv Link OpenURL
Berestycki, Julien; Brunet, Éric; Cortines, Aser; Mallein, Bastien A simple backward construction of branching Brownian motion with large displacement and applications. (English. French summary) Zbl 07599771 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2094-2113 (2022). MSC: 60J80 60F10 60J65 PDF BibTeX XML Cite \textit{J. Berestycki} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2094--2113 (2022; Zbl 07599771) Full Text: DOI arXiv Link OpenURL
Marino, L.; Menozzi, S.; Priola, E. Poisson process and sharp constants in \(L^p\) and Schauder estimates for a class of degenerate Kolmogorov operators. (English) Zbl 07598539 Stud. Math. 267, No. 3, 321-346 (2022). MSC: 35B45 35H10 35K15 35K65 35K70 60J76 PDF BibTeX XML Cite \textit{L. Marino} et al., Stud. Math. 267, No. 3, 321--346 (2022; Zbl 07598539) Full Text: DOI arXiv OpenURL
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina; Torres, Soledad; Tudor, Ciprian Vector-valued generalized Ornstein-Uhlenbeck processes: properties and parameter estimation. (English) Zbl 1496.62158 Scand. J. Stat. 49, No. 3, 992-1022 (2022). MSC: 62M10 60G10 62G05 62G20 PDF BibTeX XML Cite \textit{M. Voutilainen} et al., Scand. J. Stat. 49, No. 3, 992--1022 (2022; Zbl 1496.62158) Full Text: DOI arXiv OpenURL
Barrera, G. Limit behavior of the invariant measure for Langevin dynamics. (English) Zbl 07596641 Probab. Math. Stat. 42, No. 1, 143-162 (2022). MSC: 60H10 34D10 37M25 60F05 49Q22 PDF BibTeX XML Cite \textit{G. Barrera}, Probab. Math. Stat. 42, No. 1, 143--162 (2022; Zbl 07596641) Full Text: DOI arXiv OpenURL
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Leshchinskaya, Maria Improved estimation method for high dimension semimartingale regression models based on discrete data. (English) Zbl 07594032 Stat. Inference Stoch. Process. 25, No. 3, 537-576 (2022). MSC: 62G08 62G05 PDF BibTeX XML Cite \textit{E. Pchelintsev} et al., Stat. Inference Stoch. Process. 25, No. 3, 537--576 (2022; Zbl 07594032) Full Text: DOI OpenURL
Sandrić, Nikola; Arapostathis, Ari; Pang, Guodong Subexponential upper and lower bounds in Wasserstein distance for Markov processes. (English) Zbl 07584030 Appl. Math. Optim. 85, No. 3, Paper No. 37, 45 p. (2022). MSC: 60J05 60J25 60H10 60J76 60J60 PDF BibTeX XML Cite \textit{N. Sandrić} et al., Appl. Math. Optim. 85, No. 3, Paper No. 37, 45 p. (2022; Zbl 07584030) Full Text: DOI arXiv OpenURL
Belfadli, Rachid; Es-Sebaiy, Khalifa; Farah, Fatima-Ezzahra Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean. (English) Zbl 07575568 Metrika 85, No. 7, 885-911 (2022). MSC: 60G15 60G22 62F12 62M09 62M86 PDF BibTeX XML Cite \textit{R. Belfadli} et al., Metrika 85, No. 7, 885--911 (2022; Zbl 07575568) Full Text: DOI arXiv OpenURL
Wu, Yanfeng; Hu, Jianqiang; Yang, Xiangyu Moment estimators for parameters of Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 07570757 J. Time Ser. Anal. 43, No. 4, 610-639 (2022). MSC: 62Mxx 62F12 62M05 60J25 PDF BibTeX XML Cite \textit{Y. Wu} et al., J. Time Ser. Anal. 43, No. 4, 610--639 (2022; Zbl 07570757) Full Text: DOI OpenURL
Song, Yunquan; Zhang, Xinhong Stationary distribution and extinction of a stochastic SVEIS epidemic model incorporating Ornstein-Uhlenbeck process. (English) Zbl 07567958 Appl. Math. Lett. 133, Article ID 108284, 7 p. (2022). MSC: 92D30 92C60 60J60 PDF BibTeX XML Cite \textit{Y. Song} and \textit{X. Zhang}, Appl. Math. Lett. 133, Article ID 108284, 7 p. (2022; Zbl 07567958) Full Text: DOI OpenURL
Fasen-Hartmann, Vicky; Scholz, Markus Factorization and discrete-time representation of multi-variate CARMA processes. (English) Zbl 1493.62520 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 799-812 (2022). MSC: 62M10 62M86 60G10 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{M. Scholz}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 799--812 (2022; Zbl 1493.62520) Full Text: arXiv Link OpenURL
Möhle, Martin; Vetter, Benedict Scaling limits for the block counting process and the fixation line for a class of \(\Lambda\)-coalescents. (English) Zbl 1494.60089 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 641-664 (2022). MSC: 60J90 60J27 PDF BibTeX XML Cite \textit{M. Möhle} and \textit{B. Vetter}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 641--664 (2022; Zbl 1494.60089) Full Text: arXiv Link OpenURL
Zhao, Huiyan; Zhang, Chongqi; Guo, Yu; Lin, Sheng Least squares estimator for a class of subdiffusion processes. (English) Zbl 07565495 Commun. Stat., Theory Methods 51, No. 15, 5342-5363 (2022). MSC: 62M09 62F12 PDF BibTeX XML Cite \textit{H. Zhao} et al., Commun. Stat., Theory Methods 51, No. 15, 5342--5363 (2022; Zbl 07565495) Full Text: DOI OpenURL
El Kharroubi, Ahmed; El Masmari, Soukaina Fluid limits of a loss storage network. (English) Zbl 1494.90016 Queueing Syst. 101, No. 1-2, 137-164 (2022). MSC: 90B06 60J25 60F05 60J60 PDF BibTeX XML Cite \textit{A. El Kharroubi} and \textit{S. El Masmari}, Queueing Syst. 101, No. 1--2, 137--164 (2022; Zbl 1494.90016) Full Text: DOI OpenURL
Cohen, Joel E.; Huillet, Thierry E. Taylor’s law for some infinitely divisible probability distributions from population models. (English) Zbl 07562179 J. Stat. Phys. 188, No. 3, Paper No. 33, 17 p. (2022). MSC: 62Exx 60Exx 60Gxx PDF BibTeX XML Cite \textit{J. E. Cohen} and \textit{T. E. Huillet}, J. Stat. Phys. 188, No. 3, Paper No. 33, 17 p. (2022; Zbl 07562179) Full Text: DOI arXiv OpenURL
Bichat, Antoine; Ambroise, Christophe; Mariadassou, Mahendra Hierarchical correction of \(p\)-values via an ultrametric tree running Ornstein-Uhlenbeck process. (English) Zbl 07556974 Comput. Stat. 37, No. 3, 995-1013 (2022). MSC: 65C60 PDF BibTeX XML Cite \textit{A. Bichat} et al., Comput. Stat. 37, No. 3, 995--1013 (2022; Zbl 07556974) Full Text: DOI arXiv OpenURL
Schnelli, Kevin; Xu, Yuanyuan Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices. (English) Zbl 07549410 Commun. Math. Phys. 393, No. 2, 839-907 (2022). Reviewer: Carlos Gabriel Pacheco (Ciudad de México) MSC: 60B20 PDF BibTeX XML Cite \textit{K. Schnelli} and \textit{Y. Xu}, Commun. Math. Phys. 393, No. 2, 839--907 (2022; Zbl 07549410) Full Text: DOI arXiv OpenURL
Shevchenko, Radomyra; Woerner, Jeannette H. C. Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case. (English) Zbl 1490.62221 Stochastic Anal. Appl. 40, No. 4, 589-609 (2022). MSC: 62M09 60G22 60H10 PDF BibTeX XML Cite \textit{R. Shevchenko} and \textit{J. H. C. Woerner}, Stochastic Anal. Appl. 40, No. 4, 589--609 (2022; Zbl 1490.62221) Full Text: DOI arXiv OpenURL
Mariani, Maria; Tweneboah, Osei Kofi Modeling high frequency stock market data by using stochastic models. (English) Zbl 1489.91314 Stochastic Anal. Appl. 40, No. 4, 573-588 (2022). MSC: 91G80 60J70 PDF BibTeX XML Cite \textit{M. Mariani} and \textit{O. K. Tweneboah}, Stochastic Anal. Appl. 40, No. 4, 573--588 (2022; Zbl 1489.91314) Full Text: DOI OpenURL
He, Wan-Hua; Wu, Chufang; Gu, Jia-Wen; Ching, Wai-Ki; Wong, Chi-Wing Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility. (English) Zbl 07539003 J. Ind. Manag. Optim. 18, No. 3, 2077-2094 (2022). MSC: 91G20 35R60 60J60 60J74 PDF BibTeX XML Cite \textit{W.-H. He} et al., J. Ind. Manag. Optim. 18, No. 3, 2077--2094 (2022; Zbl 07539003) Full Text: DOI OpenURL
Holý, Vladimír; Černý, Michal Bertram’s pairs trading strategy with bounded risk. (English) Zbl 07538887 CEJOR, Cent. Eur. J. Oper. Res. 30, No. 2, 667-682 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{V. Holý} and \textit{M. Černý}, CEJOR, Cent. Eur. J. Oper. Res. 30, No. 2, 667--682 (2022; Zbl 07538887) Full Text: DOI arXiv OpenURL
Pogorui, Anatoliy A.; Rodríguez-Dagnino, Ramón M. Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity. (English) Zbl 1492.60253 Random Oper. Stoch. Equ. 30, No. 2, 113-120 (2022). MSC: 60K15 93E20 PDF BibTeX XML Cite \textit{A. A. Pogorui} and \textit{R. M. Rodríguez-Dagnino}, Random Oper. Stoch. Equ. 30, No. 2, 113--120 (2022; Zbl 1492.60253) Full Text: DOI OpenURL
Lu, Kevin W. Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination. (English) Zbl 1493.62503 Stat. Inference Stoch. Process. 25, No. 2, 365-396 (2022). MSC: 62M05 60G51 60G10 62F10 60E10 60H05 PDF BibTeX XML Cite \textit{K. W. Lu}, Stat. Inference Stoch. Process. 25, No. 2, 365--396 (2022; Zbl 1493.62503) Full Text: DOI arXiv OpenURL
Courgeau, Valentin; Veraart, Almut E. D. Likelihood theory for the graph Ornstein-Uhlenbeck process. (English) Zbl 07535462 Stat. Inference Stoch. Process. 25, No. 2, 227-260 (2022). MSC: 62Mxx PDF BibTeX XML Cite \textit{V. Courgeau} and \textit{A. E. D. Veraart}, Stat. Inference Stoch. Process. 25, No. 2, 227--260 (2022; Zbl 07535462) Full Text: DOI arXiv OpenURL
Hu, Yaozhong; Xi, Yuejuan Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations. (English) Zbl 1486.62236 J. Comput. Appl. Math. 411, Article ID 114264, 17 p. (2022). MSC: 62M05 62F12 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{Y. Xi}, J. Comput. Appl. Math. 411, Article ID 114264, 17 p. (2022; Zbl 1486.62236) Full Text: DOI arXiv OpenURL
Zhou, Baoquan; Jiang, Daqing; Hayat, Tasawar Analysis of a stochastic population model with mean-reverting Ornstein-Uhlenbeck process and Allee effects. (English) Zbl 1490.92059 Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106450, 18 p. (2022). MSC: 92D25 35Q84 60J60 PDF BibTeX XML Cite \textit{B. Zhou} et al., Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106450, 18 p. (2022; Zbl 1490.92059) Full Text: DOI OpenURL
Behme, Anita; Sideris, Apostolos Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English) Zbl 1489.60129 Bernoulli 28, No. 2, 1309-1339 (2022). MSC: 60J25 60H25 60G51 PDF BibTeX XML Cite \textit{A. Behme} and \textit{A. Sideris}, Bernoulli 28, No. 2, 1309--1339 (2022; Zbl 1489.60129) Full Text: DOI arXiv Link OpenURL
Jiang, Hui; Yang, Qingshan Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process. (English) Zbl 1492.60065 J. Theor. Probab. 35, No. 2, 1262-1283 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60F10 60G40 60G44 62M05 PDF BibTeX XML Cite \textit{H. Jiang} and \textit{Q. Yang}, J. Theor. Probab. 35, No. 2, 1262--1283 (2022; Zbl 1492.60065) Full Text: DOI OpenURL
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura First passage time density of an Ornstein-Uhlenbeck process with broken drift. (English) Zbl 1491.60137 Stoch. Models 38, No. 2, 308-329 (2022). MSC: 60J60 60G40 PDF BibTeX XML Cite \textit{S. Ankirchner} et al., Stoch. Models 38, No. 2, 308--329 (2022; Zbl 1491.60137) Full Text: DOI OpenURL
Kim, Yoon Tae; Park, Hyun Suk Fourth moment bound and stationary Gaussian processes with positive correlation. (English) Zbl 1485.60026 J. Korean Stat. Soc. 51, No. 1, 172-197 (2022). MSC: 60F05 60G15 60H07 PDF BibTeX XML Cite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 51, No. 1, 172--197 (2022; Zbl 1485.60026) Full Text: DOI OpenURL
Yang, Qing; Zhang, Xinhong; Jiang, Daqing Dynamical behaviors of a stochastic food chain system with Ornstein-Uhlenbeck process. (English) Zbl 1490.60206 J. Nonlinear Sci. 32, No. 3, Paper No. 34, 40 p. (2022). MSC: 60H30 92D25 34D05 PDF BibTeX XML Cite \textit{Q. Yang} et al., J. Nonlinear Sci. 32, No. 3, Paper No. 34, 40 p. (2022; Zbl 1490.60206) Full Text: DOI OpenURL
Fasen-Hartmann, Vicky; Mayer, Celeste A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies. (English) Zbl 1483.62151 J. Stat. Plann. Inference 219, 250-265 (2022). MSC: 62M10 62F12 60G10 62F10 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{C. Mayer}, J. Stat. Plann. Inference 219, 250--265 (2022; Zbl 1483.62151) Full Text: DOI arXiv OpenURL
Boguslavskaya, Elena; Boguslavsky, Michael; Muravey, Dmitry Trading multiple mean reversion. (English) Zbl 1484.91416 Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250006, 34 p. (2022). MSC: 91G10 60J60 PDF BibTeX XML Cite \textit{E. Boguslavskaya} et al., Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250006, 34 p. (2022; Zbl 1484.91416) Full Text: DOI arXiv OpenURL
Zhou, Baoquan; Jiang, Daqing; Han, Bingtao; Hayat, Tasawar Threshold dynamics and density function of a stochastic epidemic model with media coverage and mean-reverting Ornstein-Uhlenbeck process. (English) Zbl 07487717 Math. Comput. Simul. 196, 15-44 (2022). MSC: 92-XX 60-XX PDF BibTeX XML Cite \textit{B. Zhou} et al., Math. Comput. Simul. 196, 15--44 (2022; Zbl 07487717) Full Text: DOI OpenURL
Ding, Lingyun; McLaughlin, Richard M. Ergodicity and invariant measures for a diffusing passive scalar advected by a random channel shear flow and the connection between the Kraichnan-Majda model and Taylor-Aris dispersion. (English) Zbl 07487478 Physica D 432, Article ID 133118, 18 p. (2022). MSC: 82-XX 35-XX PDF BibTeX XML Cite \textit{L. Ding} and \textit{R. M. McLaughlin}, Physica D 432, Article ID 133118, 18 p. (2022; Zbl 07487478) Full Text: DOI arXiv OpenURL
Masiero, Federica; Tessitore, Gianmario Partial smoothing of delay transition semigroups acting on special functions. (English) Zbl 1491.60087 J. Differ. Equations 316, 599-640 (2022). MSC: 60H10 34K50 35R60 47D06 93E20 PDF BibTeX XML Cite \textit{F. Masiero} and \textit{G. Tessitore}, J. Differ. Equations 316, 599--640 (2022; Zbl 1491.60087) Full Text: DOI arXiv OpenURL
He, Yue; Kawai, Reiichiro Super- and subdiffusive positions in fractional Klein-Kramers equations. (English) Zbl 1492.37011 Physica A 588, Article ID 126570, 14 p. (2022). MSC: 37A50 60K50 60G51 60J60 60J65 60H05 PDF BibTeX XML Cite \textit{Y. He} and \textit{R. Kawai}, Physica A 588, Article ID 126570, 14 p. (2022; Zbl 1492.37011) Full Text: DOI OpenURL
de Almeida, Rita M. C.; Giardini, Guilherme S. Y.; Vainstein, Mendeli; Glazier, James A.; Thomas, Gilberto L. Exact solution for the anisotropic Ornstein-Uhlenbeck process. (English) Zbl 07483634 Physica A 587, Article ID 126526, 13 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{R. M. C. de Almeida} et al., Physica A 587, Article ID 126526, 13 p. (2022; Zbl 07483634) Full Text: DOI arXiv OpenURL
Bernardin, C.; Gonçalves, P.; Jara, M.; Scotta, S. Equilibrium fluctuations for diffusive symmetric exclusion with long jumps and infinitely extended reservoirs. (English) Zbl 1492.60265 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 303-342 (2022). MSC: 60K35 60F17 60H15 PDF BibTeX XML Cite \textit{C. Bernardin} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 303--342 (2022; Zbl 1492.60265) Full Text: DOI arXiv OpenURL
Frondelius, Tero; Kaarakka, Terhi; Kouhia, Reijo; Mäkinen, Jari; Orelma, Heikki; Vaara, Joona Stochastic continuum approach to high-cycle fatigue: modelling stress history as a stochastic process. (English) Zbl 07455245 Eur. J. Mech., A, Solids 92, Article ID 104454, 11 p. (2022). MSC: 74-XX PDF BibTeX XML Cite \textit{T. Frondelius} et al., Eur. J. Mech., A, Solids 92, Article ID 104454, 11 p. (2022; Zbl 07455245) Full Text: DOI OpenURL
Pan, Shiliang; Zhang, Qimin; Meyer-Baese, Anke Stationary distribution of a stochastic vegetation-water system with reaction-diffusion. (English) Zbl 1472.92256 Appl. Math. Lett. 123, Article ID 107589, 7 p. (2022). MSC: 92D40 60J60 35K57 35R60 PDF BibTeX XML Cite \textit{S. Pan} et al., Appl. Math. Lett. 123, Article ID 107589, 7 p. (2022; Zbl 1472.92256) Full Text: DOI OpenURL
Li, Geng; Yang, Xiangfeng; Wu, Huadong Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation. (English) Zbl 07621600 Soft Comput. 25, No. 20, 12797-12803 (2021). MSC: 91G20 60H10 PDF BibTeX XML Cite \textit{G. Li} et al., Soft Comput. 25, No. 20, 12797--12803 (2021; Zbl 07621600) Full Text: DOI OpenURL
Eisenbaum, Nathalie On local times of Ornstein-Uhlenbeck processes. (English) Zbl 1496.60095 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 205-213 (2021). MSC: 60J55 60J65 PDF BibTeX XML Cite \textit{N. Eisenbaum}, Prog. Probab. 78, 205--213 (2021; Zbl 1496.60095) Full Text: DOI OpenURL
Chen, Yong; Zhou, Hongjuan Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise. (English) Zbl 07556832 Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 2, 573-595 (2021). MSC: 60H07 60F25 62M09 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{H. Zhou}, Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 2, 573--595 (2021; Zbl 07556832) Full Text: DOI arXiv OpenURL
Alsenafi, Abdulaziz; Al-Foraih, Mishari; Es-Sebaiy, Khalifa Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters. (English) Zbl 07533454 AIMS Math. 6, No. 11, 12780-12794 (2021). MSC: 62F12 60F05 60G15 60H05 PDF BibTeX XML Cite \textit{A. Alsenafi} et al., AIMS Math. 6, No. 11, 12780--12794 (2021; Zbl 07533454) Full Text: DOI arXiv OpenURL
Chen, Yong; Li, Ying Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the Hurst parameter \(H \in (0, \frac{1}{2})\). (English) Zbl 07530964 Commun. Stat., Theory Methods 50, No. 13, 2996-3013 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Li}, Commun. Stat., Theory Methods 50, No. 13, 2996--3013 (2021; Zbl 07530964) Full Text: DOI OpenURL
Wang, Qingbo; Shen, Guangjun; Gao, Zhenlong Least squares estimator for Ornstein-Uhlenbeck processes driven by small fractional Lévy noises. (English) Zbl 07530939 Commun. Stat., Theory Methods 50, No. 8, 1838-1855 (2021). MSC: 60G18 60G22 65C30 93E24 62-XX PDF BibTeX XML Cite \textit{Q. Wang} et al., Commun. Stat., Theory Methods 50, No. 8, 1838--1855 (2021; Zbl 07530939) Full Text: DOI OpenURL
Contreras-Vergara, O.; Lucero-Azuara, N.; Sánchez-Salas, N.; Jiménez-Aquino, J. I. Langevin original approach and Ornstein-Uhlenbeck-type processes. (English) Zbl 07482501 Physica A 584, Article ID 126349, 15 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{O. Contreras-Vergara} et al., Physica A 584, Article ID 126349, 15 p. (2021; Zbl 07482501) Full Text: DOI OpenURL
Tamborrino, Massimiliano; Lansky, Petr Shot noise, weak convergence and diffusion approximations. (English) Zbl 1485.92027 Physica D 418, Article ID 132845, 12 p. (2021). MSC: 92C20 60G51 60J60 60G55 PDF BibTeX XML Cite \textit{M. Tamborrino} and \textit{P. Lansky}, Physica D 418, Article ID 132845, 12 p. (2021; Zbl 1485.92027) Full Text: DOI arXiv OpenURL
Camassa, Roberto; Ding, Lingyun; Kilic, Zeliha; McLaughlin, Richard M. Persisting asymmetry in the probability distribution function for a random advection-diffusion equation in impermeable channels. (English) Zbl 1491.76071 Physica D 425, Article ID 132930, 11 p. (2021). MSC: 76R99 76F25 76M35 PDF BibTeX XML Cite \textit{R. Camassa} et al., Physica D 425, Article ID 132930, 11 p. (2021; Zbl 1491.76071) Full Text: DOI arXiv OpenURL
Guo, Nian; Kostina, Victoria Optimal causal rate-constrained sampling for a class of continuous Markov processes. (English) Zbl 1489.94052 IEEE Trans. Inf. Theory 67, No. 12, 7876-7890 (2021). MSC: 94A20 60J99 94A34 PDF BibTeX XML Cite \textit{N. Guo} and \textit{V. Kostina}, IEEE Trans. Inf. Theory 67, No. 12, 7876--7890 (2021; Zbl 1489.94052) Full Text: DOI arXiv OpenURL
Rupp, Florian Taking over maritime ecosystems: modelling fish-jellyfish deterministic and randomized dynamics. (English) Zbl 1489.34074 Adv. Math. Sci. Appl. 30, No. 2, 281-304 (2021). MSC: 34C60 92D40 34F05 34C05 34D20 34C23 34F10 60J25 60H10 92D25 PDF BibTeX XML Cite \textit{F. Rupp}, Adv. Math. Sci. Appl. 30, No. 2, 281--304 (2021; Zbl 1489.34074) Full Text: Link OpenURL
Bartoszek, Krzysztof; Erhardsson, Torkel Normal approximation for mixtures of normal distributions and the evolution of phenotypic traits. (English) Zbl 1491.62015 Adv. Appl. Probab. 53, No. 1, 162-188 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 62E17 60F05 92D15 PDF BibTeX XML Cite \textit{K. Bartoszek} and \textit{T. Erhardsson}, Adv. Appl. Probab. 53, No. 1, 162--188 (2021; Zbl 1491.62015) Full Text: DOI arXiv OpenURL
Salmon, Nicholas; SenGupta, Indranil Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging. (English) Zbl 1480.91293 Ann. Finance 17, No. 4, 529-558 (2021). MSC: 91G20 60G22 60J60 PDF BibTeX XML Cite \textit{N. Salmon} and \textit{I. SenGupta}, Ann. Finance 17, No. 4, 529--558 (2021; Zbl 1480.91293) Full Text: DOI arXiv OpenURL
Xie, Huantian; Kuang, Nenghui Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process. (English) Zbl 1480.62170 Methodol. Comput. Appl. Probab. 23, No. 4, 1409-1417 (2021). MSC: 62M05 62L12 60H10 62F12 PDF BibTeX XML Cite \textit{H. Xie} and \textit{N. Kuang}, Methodol. Comput. Appl. Probab. 23, No. 4, 1409--1417 (2021; Zbl 1480.62170) Full Text: DOI OpenURL
Hess, Markus A new approach to wind power futures pricing. (English) Zbl 1480.91289 Decis. Econ. Finance 44, No. 2, 1235-1252 (2021). MSC: 91G20 60J74 60G51 PDF BibTeX XML Cite \textit{M. Hess}, Decis. Econ. Finance 44, No. 2, 1235--1252 (2021; Zbl 1480.91289) Full Text: DOI OpenURL
Awerkin, Almendra; Vargiolu, Tiziano Optimal installation of renewable electricity sources: the case of Italy. (English) Zbl 1477.91036 Decis. Econ. Finance 44, No. 2, 1179-1209 (2021). MSC: 91B76 91A15 91A80 60J60 PDF BibTeX XML Cite \textit{A. Awerkin} and \textit{T. Vargiolu}, Decis. Econ. Finance 44, No. 2, 1179--1209 (2021; Zbl 1477.91036) Full Text: DOI arXiv OpenURL
Assing, Sigurd; Flandoli, Franco; Pappalettera, Umberto Stochastic model reduction: convergence and applications to climate equations. (English) Zbl 1490.60139 J. Evol. Equ. 21, No. 4, 3813-3848 (2021). MSC: 60H10 34E13 60G15 86A08 PDF BibTeX XML Cite \textit{S. Assing} et al., J. Evol. Equ. 21, No. 4, 3813--3848 (2021; Zbl 1490.60139) Full Text: DOI arXiv OpenURL
Baldé, Maoudo Faramba; Es-Sebaiy, Khalifa Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind. (English) Zbl 07450959 Mod. Stoch., Theory Appl. 8, No. 3, 329-347 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 60G22 PDF BibTeX XML Cite \textit{M. F. Baldé} and \textit{K. Es-Sebaiy}, Mod. Stoch., Theory Appl. 8, No. 3, 329--347 (2021; Zbl 07450959) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. R. Gehringer}, Stoch. Dyn. 21, No. 7, Article ID 2150043, 46 p. (2021; Zbl 1483.60051) Full Text: DOI OpenURL
Huang, Jianhua; Shen, Tianlong; Li, Yuhong Ergodicity of stochastic hydrodynamical-type evolution equations driven by \(\alpha \)-stable noise. (English) Zbl 1475.60120 Sadovnichiy, Victor A. (ed.) et al., Contemporary approaches and methods in fundamental mathematics and mechanics. Cham: Springer. Underst. Complex Syst., 315-344 (2021). MSC: 60H15 35R60 37H10 35Q30 PDF BibTeX XML Cite \textit{J. Huang} et al., in: Contemporary approaches and methods in fundamental mathematics and mechanics. Cham: Springer. 315--344 (2021; Zbl 1475.60120) Full Text: DOI OpenURL
Benth, Fred E.; Christensen, Troels S.; Rohde, Victor Multivariate continuous-time modeling of wind indexes and hedging of wind risk. (English) Zbl 1479.91390 Quant. Finance 21, No. 1, 165-183 (2021). MSC: 91G20 60J60 91G10 PDF BibTeX XML Cite \textit{F. E. Benth} et al., Quant. Finance 21, No. 1, 165--183 (2021; Zbl 1479.91390) Full Text: DOI OpenURL
Ning, Wenxu; Liu, Zhijun; Wang, Lianwen; Tan, Ronghua A stochastic mutualism model with saturation effect and impulsive toxicant input in a polluted environment. (English) Zbl 1478.92249 J. Appl. Math. Comput. 65, No. 1-2, 177-197 (2021). MSC: 92D40 60J60 34A37 60H10 PDF BibTeX XML Cite \textit{W. Ning} et al., J. Appl. Math. Comput. 65, No. 1--2, 177--197 (2021; Zbl 1478.92249) Full Text: DOI OpenURL
Magnus, Jan R.; Pijls, Henk G. J.; Sentana, Enrique The Jacobian of the exponential function. (English) Zbl 1478.15012 J. Econ. Dyn. Control 127, Article ID 104122, 15 p. (2021). MSC: 15A16 15B10 60J60 91B82 PDF BibTeX XML Cite \textit{J. R. Magnus} et al., J. Econ. Dyn. Control 127, Article ID 104122, 15 p. (2021; Zbl 1478.15012) Full Text: DOI Link OpenURL
Bastide, Paul; Ho, Lam Si Tung; Baele, Guy; Lemey, Philippe; Suchard, Marc A. Efficient Bayesian inference of general Gaussian models on large phylogenetic trees. (English) Zbl 1477.62308 Ann. Appl. Stat. 15, No. 2, 971-997 (2021). MSC: 62P10 62F15 62H22 92D15 PDF BibTeX XML Cite \textit{P. Bastide} et al., Ann. Appl. Stat. 15, No. 2, 971--997 (2021; Zbl 1477.62308) Full Text: DOI arXiv OpenURL
Wu, Guohui; Holan, Scott H.; Avril, Alexis; Waldenström, Jonas A Bayesian semiparametric Jolly-Seber model with individual heterogeneity: an application to migratory mallards at stopover. (English) Zbl 1478.62346 Ann. Appl. Stat. 15, No. 2, 813-830 (2021). MSC: 62P10 62F15 62M10 92B25 PDF BibTeX XML Cite \textit{G. Wu} et al., Ann. Appl. Stat. 15, No. 2, 813--830 (2021; Zbl 1478.62346) Full Text: DOI arXiv OpenURL
Hu, Yaozhong; Xi, Yuejuan Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations. (English) Zbl 1474.62297 Stat. Probab. Lett. 174, Article ID 109099, 8 p. (2021). MSC: 62M05 62F12 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{Y. Xi}, Stat. Probab. Lett. 174, Article ID 109099, 8 p. (2021; Zbl 1474.62297) Full Text: DOI arXiv OpenURL
Chazottes, J.-R.; Collet, P.; Redig, F. Evolution of Gaussian concentration bounds under diffusions. (English) Zbl 1476.60138 Markov Process. Relat. Fields 27, No. 5, 707-754 (2021). MSC: 60J60 47D07 PDF BibTeX XML Cite \textit{J. R. Chazottes} et al., Markov Process. Relat. Fields 27, No. 5, 707--754 (2021; Zbl 1476.60138) Full Text: arXiv OpenURL
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 PDF BibTeX XML Cite \textit{N. Ratanov}, Methodol. Comput. Appl. Probab. 23, No. 3, 925--946 (2021; Zbl 1476.60146) Full Text: DOI arXiv OpenURL
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications. (English) Zbl 1485.60043 Methodol. Comput. Appl. Probab. 23, No. 1, 53-84 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDF BibTeX XML Cite \textit{G. Ascione} et al., Methodol. Comput. Appl. Probab. 23, No. 1, 53--84 (2021; Zbl 1485.60043) Full Text: DOI arXiv OpenURL
Abdlrazeq, Ibrahim; Nguyen, Hieu Model verification for Lévy-driven CARMA(2,1) processes. (English) Zbl 1475.62231 Stoch. Models 37, No. 3, 517-547 (2021). MSC: 62M07 62M10 62M02 60G51 PDF BibTeX XML Cite \textit{I. Abdlrazeq} and \textit{H. Nguyen}, Stoch. Models 37, No. 3, 517--547 (2021; Zbl 1475.62231) Full Text: DOI OpenURL
Jiang, Yupeng; Macrina, Andrea; Peters, Gareth W. Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods. (English) Zbl 1480.60236 Stochastic Anal. Appl. 39, No. 4, 569-609 (2021). MSC: 60J60 60J70 60J65 PDF BibTeX XML Cite \textit{Y. Jiang} et al., Stochastic Anal. Appl. 39, No. 4, 569--609 (2021; Zbl 1480.60236) Full Text: DOI arXiv OpenURL
Guo, Wenjuan; Ye, Ming; Zhang, Qimin Stability in distribution for age-structured HIV model with delay and driven by Ornstein-Uhlenbeck process. (English) Zbl 1487.35378 Stud. Appl. Math. 147, No. 2, 792-815 (2021). MSC: 35Q92 92C60 92D30 92-08 60G15 35R07 35R60 PDF BibTeX XML Cite \textit{W. Guo} et al., Stud. Appl. Math. 147, No. 2, 792--815 (2021; Zbl 1487.35378) Full Text: DOI OpenURL
Berger, Thomas Funnel control of the Fokker-Planck equation for a multidimensional Ornstein-Uhlenbeck process. (English) Zbl 1479.35860 SIAM J. Control Optim. 59, No. 5, 3203-3230 (2021). Reviewer: Sven-Ake Wegner (Hamburg) MSC: 35Q84 35K55 93C40 PDF BibTeX XML Cite \textit{T. Berger}, SIAM J. Control Optim. 59, No. 5, 3203--3230 (2021; Zbl 1479.35860) Full Text: DOI arXiv OpenURL
Renaud, Jean-François; Simard, Clarence A stochastic control problem with linearly bounded control rates in a Brownian model. (English) Zbl 1470.91232 SIAM J. Control Optim. 59, No. 5, 3103-3117 (2021). MSC: 91G05 93E20 60J60 PDF BibTeX XML Cite \textit{J.-F. Renaud} and \textit{C. Simard}, SIAM J. Control Optim. 59, No. 5, 3103--3117 (2021; Zbl 1470.91232) Full Text: DOI arXiv OpenURL
Tian, Yingxu; Guo, Junyi; Sun, Zhongyang Optimal mean-variance reinsurance in a financial market with stochastic rate of return. (English) Zbl 1476.91132 J. Ind. Manag. Optim. 17, No. 4, 1887-1912 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{Y. Tian} et al., J. Ind. Manag. Optim. 17, No. 4, 1887--1912 (2021; Zbl 1476.91132) Full Text: DOI OpenURL
Belyaev, K. P.; Kuleshov, A. A.; Tuchkova, N. P. Approximation of the numerical simulation in conjunction with one data assimilation method by stochastic process of Ornstein-Uhlenbeck type. (English) Zbl 1477.60008 Lobachevskii J. Math. 42, No. 8, 1800-1806 (2021). MSC: 60-08 65L07 86A05 86A32 93E11 PDF BibTeX XML Cite \textit{K. P. Belyaev} et al., Lobachevskii J. Math. 42, No. 8, 1800--1806 (2021; Zbl 1477.60008) Full Text: DOI OpenURL
Chen, Joe P.; Gonçalves, Patrícia Asymptotic behavior of density in the boundary-driven exclusion process on the Sierpinski gasket. (English) Zbl 1472.35208 Math. Phys. Anal. Geom. 24, No. 3, Paper No. 24, 65 p. (2021). MSC: 35K05 35K20 35R60 60H15 60K35 82C22 28A80 60J27 PDF BibTeX XML Cite \textit{J. P. Chen} and \textit{P. Gonçalves}, Math. Phys. Anal. Geom. 24, No. 3, Paper No. 24, 65 p. (2021; Zbl 1472.35208) Full Text: DOI arXiv OpenURL
Behme, Anita; Lindner, Alexander; Reker, Jana; Rivero, Victor Continuity properties and the support of killed exponential functionals. (English) Zbl 1475.60086 Stochastic Processes Appl. 140, 115-146 (2021). MSC: 60G51 60E07 60G30 60H10 PDF BibTeX XML Cite \textit{A. Behme} et al., Stochastic Processes Appl. 140, 115--146 (2021; Zbl 1475.60086) Full Text: DOI arXiv OpenURL
Grindel, Ria; Hinderks, Wieger; Wagner, Andreas Application of continuous stochastic processes in energy market models. (English) Zbl 1471.91348 Göttlich, Simone (ed.) et al., Mathematical modeling, simulation and optimization for power engineering and management. Cham: Springer. Math. Ind. 34, 25-50 (2021). Reviewer: Alexandra Rodkina (College Station) MSC: 91B70 91B74 PDF BibTeX XML Cite \textit{R. Grindel} et al., Math. Ind. 34, 25--50 (2021; Zbl 1471.91348) Full Text: DOI OpenURL
Koch, Torben; Vargiolu, Tiziano Optimal installation of solar panels with price impact: a solvable singular stochastic control problem. (English) Zbl 1470.91195 SIAM J. Control Optim. 59, No. 4, 3068-3095 (2021). MSC: 91B70 93E20 60J60 PDF BibTeX XML Cite \textit{T. Koch} and \textit{T. Vargiolu}, SIAM J. Control Optim. 59, No. 4, 3068--3095 (2021; Zbl 1470.91195) Full Text: DOI arXiv OpenURL
Khmaladze, Estate V. How to test that a given process is an Ornstein-Uhlenbeck process. (English) Zbl 1475.62228 Stat. Inference Stoch. Process. 24, No. 2, 405-419 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M02 60G55 60H10 PDF BibTeX XML Cite \textit{E. V. Khmaladze}, Stat. Inference Stoch. Process. 24, No. 2, 405--419 (2021; Zbl 1475.62228) Full Text: DOI OpenURL
Göttlich, Simone; Kolb, Oliver; Lux, Kerstin Chance-constrained optimal inflow control in hyperbolic supply systems with uncertain demand. (English) Zbl 1469.93114 Optim. Control Appl. Methods 42, No. 2, 566-589 (2021). MSC: 93E20 93C20 60J70 PDF BibTeX XML Cite \textit{S. Göttlich} et al., Optim. Control Appl. Methods 42, No. 2, 566--589 (2021; Zbl 1469.93114) Full Text: DOI arXiv OpenURL
Behme, Anita; Lindner, Alexander; Reker, Jana On the law of killed exponential functionals. (English) Zbl 1469.60061 Electron. J. Probab. 26, Paper No. 60, 35 p. (2021). MSC: 60E07 60E10 60G51 60J35 PDF BibTeX XML Cite \textit{A. Behme} et al., Electron. J. Probab. 26, Paper No. 60, 35 p. (2021; Zbl 1469.60061) Full Text: DOI arXiv OpenURL
Song, Jian; Yao, Jianfeng; Yuan, Wangjun High-dimensional central limit theorems for a class of particle systems. (English) Zbl 1480.60184 Electron. J. Probab. 26, Paper No. 87, 33 p. (2021). MSC: 60H15 60F05 60B20 PDF BibTeX XML Cite \textit{J. Song} et al., Electron. J. Probab. 26, Paper No. 87, 33 p. (2021; Zbl 1480.60184) Full Text: DOI OpenURL
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency and infinite variance: the case of integrated supou processes. (English) Zbl 1480.60122 Electron. J. Probab. 26, Paper No. 56, 31 p. (2021). MSC: 60G52 60F05 60G10 PDF BibTeX XML Cite \textit{D. Grahovac} et al., Electron. J. Probab. 26, Paper No. 56, 31 p. (2021; Zbl 1480.60122) Full Text: DOI arXiv OpenURL
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao Exact simulation of Ornstein-Uhlenbeck tempered stable processes. (English) Zbl 07364090 J. Appl. Probab. 58, No. 2, 347-371 (2021). MSC: 65C05 62E15 60G51 60E07 68U20 60H35 PDF BibTeX XML Cite \textit{Y. Qu} et al., J. Appl. Probab. 58, No. 2, 347--371 (2021; Zbl 07364090) Full Text: DOI OpenURL
Papathanasiou, Stavros Sufficient conditions for local scaling laws for stationary martingale solutions to the 3D Navier-Stokes equations. (English) Zbl 1465.76031 Nonlinearity 34, No. 5, 2937-2969 (2021). MSC: 76D06 76F55 35Q30 PDF BibTeX XML Cite \textit{S. Papathanasiou}, Nonlinearity 34, No. 5, 2937--2969 (2021; Zbl 1465.76031) Full Text: DOI arXiv OpenURL
Möhle, Martin; Vetter, Benedict Asymptotics of continuous-time discrete state space branching processes for large initial state. (English) Zbl 1480.60264 Markov Process. Relat. Fields 27, No. 1, 1-42 (2021). MSC: 60J80 60F05 60F17 60G50 60J27 PDF BibTeX XML Cite \textit{M. Möhle} and \textit{B. Vetter}, Markov Process. Relat. Fields 27, No. 1, 1--42 (2021; Zbl 1480.60264) Full Text: arXiv OpenURL
Zhang, Xiaofeng; Yuan, Rong A stochastic chemostat model with mean-reverting Ornstein-Uhlenbeck process and Monod-Haldane response function. (English) Zbl 07332983 Appl. Math. Comput. 394, Article ID 125833, 18 p. (2021). MSC: 92-XX 92Dxx 37-XX PDF BibTeX XML Cite \textit{X. Zhang} and \textit{R. Yuan}, Appl. Math. Comput. 394, Article ID 125833, 18 p. (2021; Zbl 07332983) Full Text: DOI OpenURL
Wilkinson, Michael; Pradas, Marc; Kling, Gerhard Flooding dynamics of diffusive dispersion in a random potential. (English) Zbl 1462.82048 J. Stat. Phys. 182, No. 3, Paper No. 54, 19 p. (2021). MSC: 82C31 82C44 60H40 60J60 60K37 60G15 PDF BibTeX XML Cite \textit{M. Wilkinson} et al., J. Stat. Phys. 182, No. 3, Paper No. 54, 19 p. (2021; Zbl 1462.82048) Full Text: DOI arXiv OpenURL
Jiang, Hui; Liu, Hui Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift. (English) Zbl 1461.62173 Stoch. Dyn. 21, No. 2, Article ID 2150027, 19 p. (2021). MSC: 62N02 60F10 60G22 PDF BibTeX XML Cite \textit{H. Jiang} and \textit{H. Liu}, Stoch. Dyn. 21, No. 2, Article ID 2150027, 19 p. (2021; Zbl 1461.62173) Full Text: DOI OpenURL
Mao, Yong-Hua; Wang, Tao Lyapunov-type conditions for non-strong ergodicity of Markov processes. (English) Zbl 1476.60129 J. Appl. Probab. 58, No. 1, 238-253 (2021). MSC: 60J25 60J60 60G51 PDF BibTeX XML Cite \textit{Y.-H. Mao} and \textit{T. Wang}, J. Appl. Probab. 58, No. 1, 238--253 (2021; Zbl 1476.60129) Full Text: DOI arXiv OpenURL
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. (English) Zbl 1458.91208 J. Appl. Probab. 58, No. 1, 197-216 (2021). MSC: 91G15 91G10 93E11 93E20 60F25 PDF BibTeX XML Cite \textit{J. Sass} et al., J. Appl. Probab. 58, No. 1, 197--216 (2021; Zbl 1458.91208) Full Text: DOI arXiv OpenURL
Hairer, Martin; Pardoux, Étienne Fluctuations around a homogenised semilinear random PDE. (English) Zbl 1456.35243 Arch. Ration. Mech. Anal. 239, No. 1, 151-217 (2021). MSC: 35R60 35B27 35K20 35K58 60H05 PDF BibTeX XML Cite \textit{M. Hairer} and \textit{É. Pardoux}, Arch. Ration. Mech. Anal. 239, No. 1, 151--217 (2021; Zbl 1456.35243) Full Text: DOI arXiv OpenURL