Taherinasab, Yasser; Soheili, Ali Reza; Amini, Mohammad Lower bound approximation of nonlinear basket option with jump-diffusion. (English) Zbl 07326406 J. Math. Model. 9, No. 1, 31-44 (2021). MSC: 65C30 60H10 65L20 PDF BibTeX XML Cite \textit{Y. Taherinasab} et al., J. Math. Model. 9, No. 1, 31--44 (2021; Zbl 07326406) Full Text: DOI
Bezborodov, Viktor; Di Persio, Luca; Finkelshtein, Dmitri; Kondratiev, Yuri; Kutoviy, Oleksandr Fecundity regulation in a spatial birth-and-death process. (English) Zbl 07318760 Stoch. Dyn. 21, No. 1, Article ID 2050038, 27 p. (2021). MSC: 60G55 60J25 82C21 PDF BibTeX XML Cite \textit{V. Bezborodov} et al., Stoch. Dyn. 21, No. 1, Article ID 2050038, 27 p. (2021; Zbl 07318760) Full Text: DOI
Dalmau, Joseba; Salvi, Michele Scale-free percolation in continuous space: quenched degree and clustering coefficient. (English) Zbl 07317337 J. Appl. Probab. 58, No. 1, 106-127 (2021). MSC: 05C80 05C63 05C82 05C90 60K35 PDF BibTeX XML Cite \textit{J. Dalmau} and \textit{M. Salvi}, J. Appl. Probab. 58, No. 1, 106--127 (2021; Zbl 07317337) Full Text: DOI
Saarinen, Harto; Lempa, Jukka Ergodic control of diffusions with random intervention times. (English) Zbl 07317330 J. Appl. Probab. 58, No. 1, 1-21 (2021). Reviewer: Savin Treanta (Bucureşti) MSC: 49J55 49N25 49L20 60J60 PDF BibTeX XML Cite \textit{H. Saarinen} and \textit{J. Lempa}, J. Appl. Probab. 58, No. 1, 1--21 (2021; Zbl 07317330) Full Text: DOI
Lefebvre, Mario; Moutassim, Abderrazak Exact solutions to the homing problem for a Wiener process with jumps. (English) Zbl 07313468 Optimization 70, No. 2, 307-319 (2021). MSC: 93E20 60J70 93C15 PDF BibTeX XML Cite \textit{M. Lefebvre} and \textit{A. Moutassim}, Optimization 70, No. 2, 307--319 (2021; Zbl 07313468) Full Text: DOI
Hobson, David The shape of the value function under Poisson optimal stopping. (English) Zbl 07312690 Stochastic Processes Appl. 133, 229-246 (2021). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60J60 60B05 PDF BibTeX XML Cite \textit{D. Hobson}, Stochastic Processes Appl. 133, 229--246 (2021; Zbl 07312690) Full Text: DOI
Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. (English) Zbl 07312674 Stochastic Processes Appl. 132, 33-75 (2021). MSC: 60J80 62F12 60G55 PDF BibTeX XML Cite \textit{M. Barczy} et al., Stochastic Processes Appl. 132, 33--75 (2021; Zbl 07312674) Full Text: DOI
Armstrong, Scott; Serfaty, Sylvia Local laws and rigidity for Coulomb gases at any temperature. (English) Zbl 07310787 Ann. Probab. 49, No. 1, 46-121 (2021). MSC: 82B05 82D05 60G55 60F10 49S05 PDF BibTeX XML Cite \textit{S. Armstrong} and \textit{S. Serfaty}, Ann. Probab. 49, No. 1, 46--121 (2021; Zbl 07310787) Full Text: DOI Euclid
Mammadova, Ulduz; Özkale, M. Revan Profile monitoring for count data using Poisson and Conway-Maxwell-Poisson regression-based control charts under multicollinearity problem. (English) Zbl 07305209 J. Comput. Appl. Math. 388, Article ID 113275, 17 p. (2021). MSC: 62P30 62J07 93E10 PDF BibTeX XML Cite \textit{U. Mammadova} and \textit{M. R. Özkale}, J. Comput. Appl. Math. 388, Article ID 113275, 17 p. (2021; Zbl 07305209) Full Text: DOI
Fournier, Nicolas; Tardif, Camille One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes. (English) Zbl 07303872 Commun. Math. Phys. 381, No. 1, 143-173 (2021). Reviewer: Mohamed Majdoub (Dammam) MSC: 35Q84 60G55 60J65 82C40 PDF BibTeX XML Cite \textit{N. Fournier} and \textit{C. Tardif}, Commun. Math. Phys. 381, No. 1, 143--173 (2021; Zbl 07303872) Full Text: DOI
Bahadır, Selim; Ceyhan, Elvan On the number of weakly connected subdigraphs in random \(k\)NN digraphs. (English) Zbl 07303728 Discrete Comput. Geom. 65, No. 1, 116-142 (2021). MSC: 05C30 05C40 60F05 60G55 05C80 PDF BibTeX XML Cite \textit{S. Bahadır} and \textit{E. Ceyhan}, Discrete Comput. Geom. 65, No. 1, 116--142 (2021; Zbl 07303728) Full Text: DOI
Formanov, Sh. K.; Khamdamov, I. M. On joint probability distribution of the number of vertices and area of the convex hulls generated by a Poisson point process. (English) Zbl 1455.60038 Stat. Probab. Lett. 169, Article ID 108966, 8 p. (2021). MSC: 60F05 60G55 60D05 PDF BibTeX XML Cite \textit{Sh. K. Formanov} and \textit{I. M. Khamdamov}, Stat. Probab. Lett. 169, Article ID 108966, 8 p. (2021; Zbl 1455.60038) Full Text: DOI
Sebehela, Tumellano Entropic two-asset option. (English) Zbl 1454.91306 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1295-1344 (2021). MSC: 91G20 PDF BibTeX XML Cite \textit{T. Sebehela}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1295--1344 (2021; Zbl 1454.91306) Full Text: DOI
Khalaf, Anas Dheyab; Abouagwa, Mahmoud; Mustafa, Almushaira; Wang, Xiangjun Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation. (English) Zbl 1452.65018 J. Comput. Appl. Math. 382, Article ID 113071, 14 p. (2021). MSC: 65C30 34K50 45D05 60H20 PDF BibTeX XML Cite \textit{A. D. Khalaf} et al., J. Comput. Appl. Math. 382, Article ID 113071, 14 p. (2021; Zbl 1452.65018) Full Text: DOI
Pasricha, Puneet; Lu, Xiaoping; Zhu, Song-Ping A note on the calculation of default probabilities in “Structural credit risk modeling with Hawkes jump-diffusion processes”. (English) Zbl 1447.91187 J. Comput. Appl. Math. 381, Article ID 113037, 7 p. (2021). MSC: 91G40 60G55 PDF BibTeX XML Cite \textit{P. Pasricha} et al., J. Comput. Appl. Math. 381, Article ID 113037, 7 p. (2021; Zbl 1447.91187) Full Text: DOI
Al-Hussein, AbdulRahman; Gherbal, Boulakhras Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information. (English) Zbl 07331526 J. Syst. Sci. Complex. 33, No. 6, 1804-1846 (2020). MSC: 93E03 93C15 60H10 PDF BibTeX XML Cite \textit{A. Al-Hussein} and \textit{B. Gherbal}, J. Syst. Sci. Complex. 33, No. 6, 1804--1846 (2020; Zbl 07331526) Full Text: DOI
Al-Hussein, AbdulRahman; Gherbal, Boulakhras Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps. (English) Zbl 07330128 Random Oper. Stoch. Equ. 28, No. 4, 253-268 (2020). MSC: 60H10 60G55 60H30 PDF BibTeX XML Cite \textit{A. Al-Hussein} and \textit{B. Gherbal}, Random Oper. Stoch. Equ. 28, No. 4, 253--268 (2020; Zbl 07330128) Full Text: DOI
Kataria, Kuldeep Kumar; Vellaisamy, Palaniappan State dependent versions of the space-time fractional Poisson process. (English) Zbl 07329868 Fract. Calc. Appl. Anal. 23, No. 5, 1483-1505 (2020). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{P. Vellaisamy}, Fract. Calc. Appl. Anal. 23, No. 5, 1483--1505 (2020; Zbl 07329868) Full Text: DOI
Dorogovtsev, A. A.; Vovchanskii, N. B. Representations of the finite-dimensional point densities in Arratia flows with drift. (English) Zbl 07329590 Theory Stoch. Process. 25, No. 1, 25-36 (2020). MSC: 60H10 60K35 60G57 60G55 PDF BibTeX XML Cite \textit{A. A. Dorogovtsev} and \textit{N. B. Vovchanskii}, Theory Stoch. Process. 25, No. 1, 25--36 (2020; Zbl 07329590) Full Text: Link
Chetlur, Vishnu Vardhan; Dhillon, Harpreet S.; Dettmann, Carl P. Shortest path distance in Manhattan Poisson line Cox process. (English) Zbl 07327995 J. Stat. Phys. 181, No. 6, 2109-2130 (2020). MSC: 60K35 60C05 PDF BibTeX XML Cite \textit{V. V. Chetlur} et al., J. Stat. Phys. 181, No. 6, 2109--2130 (2020; Zbl 07327995) Full Text: DOI
Mankar, Praful D.; Parida, Priyabrata; Dhillon, Harpreet S.; Haenggi, Martin Distance from the nucleus to a uniformly random point in the 0-cell and the typical cell of the Poisson-Voronoi tessellation. (English) Zbl 07327979 J. Stat. Phys. 181, No. 5, 1678-1698 (2020). MSC: 60D05 PDF BibTeX XML Cite \textit{P. D. Mankar} et al., J. Stat. Phys. 181, No. 5, 1678--1698 (2020; Zbl 07327979) Full Text: DOI
Villa, Elena; Rios, Paulo R. On volume and surface densities of dynamical germ-grain models with ellipsoidal growth: a rigorous approach with applications to materials science. (English) Zbl 07316806 Stochastic Anal. Appl. 38, No. 6, 1134-1155 (2020). MSC: 60D05 28A75 74A25 PDF BibTeX XML Cite \textit{E. Villa} and \textit{P. R. Rios}, Stochastic Anal. Appl. 38, No. 6, 1134--1155 (2020; Zbl 07316806) Full Text: DOI
Ipsen, Yuguang; Maller, Ross; Shemehsavar, Soudabeh Size biased sampling from the Dickman subordinator. (English) Zbl 1455.60067 Stochastic Processes Appl. 130, No. 11, 6880-6900 (2020). MSC: 60G51 60G55 60E05 PDF BibTeX XML Cite \textit{Y. Ipsen} et al., Stochastic Processes Appl. 130, No. 11, 6880--6900 (2020; Zbl 1455.60067) Full Text: DOI
Reiß, Markus; Schmidt-Hieber, Johannes Posterior contraction rates for support boundary recovery. (English) Zbl 07312343 Stochastic Processes Appl. 130, No. 11, 6638-6656 (2020). MSC: 62C10 62G05 60G55 42C40 PDF BibTeX XML Cite \textit{M. Reiß} and \textit{J. Schmidt-Hieber}, Stochastic Processes Appl. 130, No. 11, 6638--6656 (2020; Zbl 07312343) Full Text: DOI
Eddahbi, M’hamed; Fakhouri, Imade; Ouknine, Youssef Reflected BSDEs with jumps in time-dependent convex càdlàg domains. (English) Zbl 1454.60076 Stochastic Processes Appl. 130, No. 11, 6515-6555 (2020). MSC: 60H10 60H20 PDF BibTeX XML Cite \textit{M. Eddahbi} et al., Stochastic Processes Appl. 130, No. 11, 6515--6555 (2020; Zbl 1454.60076) Full Text: DOI
Rusakov, O. V.; Yakubovich, Yu. V.; Baev, B. A. On some local asymptotic properties of sequences with a random index. (English. Russian original) Zbl 07311063 Vestn. St. Petersbg. Univ., Math. 53, No. 3, 308-319 (2020); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 453-468 (2020). MSC: 60G50 60G55 60G22 PDF BibTeX XML Cite \textit{O. V. Rusakov} et al., Vestn. St. Petersbg. Univ., Math. 53, No. 3, 308--319 (2020; Zbl 07311063); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 453--468 (2020) Full Text: DOI
Akinwande, Grace; Reitzner, Matthias Multivariate central limit theorems for random simplicial complexes. (English) Zbl 07304595 Adv. Appl. Math. 121, Article ID 102076, 27 p. (2020). MSC: 60D05 60F05 55U10 PDF BibTeX XML Cite \textit{G. Akinwande} and \textit{M. Reitzner}, Adv. Appl. Math. 121, Article ID 102076, 27 p. (2020; Zbl 07304595) Full Text: DOI
Katori, Makoto; Shirai, Tomoyuki Scaling limit for determinantal point processes on spheres. (English) Zbl 07304017 RIMS Kôkyûroku Bessatsu B79, 123-138 (2020). MSC: 60G55 60B10 60B20 46E22 PDF BibTeX XML Cite \textit{M. Katori} and \textit{T. Shirai}, RIMS Kôkyûroku Bessatsu B79, 123--138 (2020; Zbl 07304017) Full Text: Link
Osada, Shota Tree representations of \(\alpha\)-determinantal point processes. (English) Zbl 07304013 RIMS Kôkyûroku Bessatsu B79, 33-49 (2020). MSC: 60G55 60B20 60K35 PDF BibTeX XML Cite \textit{S. Osada}, RIMS Kôkyûroku Bessatsu B79, 33--49 (2020; Zbl 07304013) Full Text: Link
Battey, H. S.; Cox, D. R. High dimensional nuisance parameters: an example from parametric survival analysis. (English) Zbl 07301512 Inf. Geom. 3, No. 2, 119-148 (2020). MSC: 62N05 62F10 60G55 PDF BibTeX XML Cite \textit{H. S. Battey} and \textit{D. R. Cox}, Inf. Geom. 3, No. 2, 119--148 (2020; Zbl 07301512) Full Text: DOI
Swishchuk, Anatoliy Stochastic modelling of big data in finance. (English) Zbl 07297575 Methodol. Comput. Appl. Probab. 22, No. 4, 1613-1630 (2020). MSC: 91G15 91G80 60F05 60G55 60K15 PDF BibTeX XML Cite \textit{A. Swishchuk}, Methodol. Comput. Appl. Probab. 22, No. 4, 1613--1630 (2020; Zbl 07297575) Full Text: DOI
van Lieshout, M. N. M. Infill asymptotics and bandwidth selection for kernel estimators of spatial intensity functions. (English) Zbl 07297546 Methodol. Comput. Appl. Probab. 22, No. 3, 995-1008 (2020). MSC: 60G55 62G07 60D05 PDF BibTeX XML Cite \textit{M. N. M. van Lieshout}, Methodol. Comput. Appl. Probab. 22, No. 3, 995--1008 (2020; Zbl 07297546) Full Text: DOI
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English) Zbl 1455.91217 Methodol. Comput. Appl. Probab. 22, No. 3, 927-948 (2020). MSC: 91G05 60G55 60J28 PDF BibTeX XML Cite \textit{G. A. Delsing} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 927--948 (2020; Zbl 1455.91217) Full Text: DOI
Pène, Françoise; Saussol, Benoît Spatio-temporal Poisson processes for visits to small sets. (English) Zbl 07297418 Isr. J. Math. 240, No. 2, 625-665 (2020). MSC: 37A50 37A05 37A30 37C83 37D35 60G55 PDF BibTeX XML Cite \textit{F. Pène} and \textit{B. Saussol}, Isr. J. Math. 240, No. 2, 625--665 (2020; Zbl 07297418) Full Text: DOI
Boyarchenko, Svetlana Super- and submodularity of stopping games with random observations. (English) Zbl 1455.91061 Econ. Theory 70, No. 4, 983-1022 (2020). MSC: 91A55 91A10 PDF BibTeX XML Cite \textit{S. Boyarchenko}, Econ. Theory 70, No. 4, 983--1022 (2020; Zbl 1455.91061) Full Text: DOI
Deng, Yingchun; Li, Man; Huang, Ya; Zhou, Jieming On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model. (Chinese. English summary) Zbl 07294878 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501-514 (2020). MSC: 62P05 91B05 60K05 PDF BibTeX XML Cite \textit{Y. Deng} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 2, 501--514 (2020; Zbl 07294878)
Borisov, A. V. Robust filtering algorithm for Markov jump processes with high-frequency counting observations. (English. Russian original) Zbl 1455.93194 Autom. Remote Control 81, No. 4, 575-588 (2020); translation from Avtom. Telemekh. 2020, No. 4, 3-20 (2020). MSC: 93E11 60G55 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 4, 575--588 (2020; Zbl 1455.93194); translation from Avtom. Telemekh. 2020, No. 4, 3--20 (2020) Full Text: DOI
Nosal’, Iu. A.; Teretenkov, A. E. Exact dynamics of moments and correlation functions for GKSL fermionic equations of Poisson type. (English. Russian original) Zbl 1454.81034 Math. Notes 108, No. 6, 911-915 (2020); translation from Mat. Zametki 108, No. 6, 947-951 (2020). MSC: 81P16 81S25 60G55 81V72 82C35 81T10 81U15 81S22 PDF BibTeX XML Cite \textit{Iu. A. Nosal'} and \textit{A. E. Teretenkov}, Math. Notes 108, No. 6, 911--915 (2020; Zbl 1454.81034); translation from Mat. Zametki 108, No. 6, 947--951 (2020) Full Text: DOI
Gao, Zhenlong; Zhang, Huili Asymptotic distributions and Berry-Esseen inequalities for Lotka-Nagaev estimator of a Poisson randomly indexed branching process. (English) Zbl 07288764 J. Math. Inequal. 14, No. 3, 735-746 (2020). MSC: 60J80 PDF BibTeX XML Cite \textit{Z. Gao} and \textit{H. Zhang}, J. Math. Inequal. 14, No. 3, 735--746 (2020; Zbl 07288764) Full Text: DOI
Beltrán, Carlos; Ferizović, Damir Approximation to uniform distribution in \(\text{SO}(3)\). (English) Zbl 07286597 Constr. Approx. 52, No. 2, 283-311 (2020). Reviewer: Viktor Ohanyan (Erevan) MSC: 74G65 52C35 31B15 60G55 PDF BibTeX XML Cite \textit{C. Beltrán} and \textit{D. Ferizović}, Constr. Approx. 52, No. 2, 283--311 (2020; Zbl 07286597) Full Text: DOI
Donnet, Sophie; Rivoirard, Vincent; Rousseau, Judith Nonparametric Bayesian estimation for multivariate Hawkes processes. (English) Zbl 07285311 Ann. Stat. 48, No. 5, 2698-2727 (2020). MSC: 62G20 60G55 62G05 62H12 PDF BibTeX XML Cite \textit{S. Donnet} et al., Ann. Stat. 48, No. 5, 2698--2727 (2020; Zbl 07285311) Full Text: DOI Euclid
Dirrler, Martin; Dörr, Christopher; Schlather, Martin A generalization of Matérn hard-core processes with applications to max-stable processes. (English) Zbl 07284544 J. Appl. Probab. 57, No. 4, 1298-1312 (2020). MSC: 60G55 60G70 PDF BibTeX XML Cite \textit{M. Dirrler} et al., J. Appl. Probab. 57, No. 4, 1298--1312 (2020; Zbl 07284544) Full Text: DOI
Launay, Claire; Galerne, Bruno; Desolneux, Agnès Exact sampling of determinantal point processes without eigendecomposition. (English) Zbl 07284538 J. Appl. Probab. 57, No. 4, 1198-1221 (2020). MSC: 68U20 60G55 PDF BibTeX XML Cite \textit{C. Launay} et al., J. Appl. Probab. 57, No. 4, 1198--1221 (2020; Zbl 07284538) Full Text: DOI
Hobson, David; Zeng, Matthew Randomised rules for stopping problems. (English) Zbl 1452.60024 J. Appl. Probab. 57, No. 3, 981-1004 (2020). MSC: 60G40 90B50 PDF BibTeX XML Cite \textit{D. Hobson} and \textit{M. Zeng}, J. Appl. Probab. 57, No. 3, 981--1004 (2020; Zbl 1452.60024) Full Text: DOI
Beneš, Viktor; Hofer-Temmel, Christoph; Last, Günter; Večeřa, Jakub Decorrelation of a class of Gibbs particle processes and asymptotic properties of \(U\)-statistics. (English) Zbl 07284524 J. Appl. Probab. 57, No. 3, 928-955 (2020). MSC: 60G55 60F05 60D05 PDF BibTeX XML Cite \textit{V. Beneš} et al., J. Appl. Probab. 57, No. 3, 928--955 (2020; Zbl 07284524) Full Text: DOI
Mocquard, Yves; Sericola, Bruno; Anceaume, Emmanuelle Probabilistic analysis of rumor-spreading time. (English) Zbl 1451.90030 INFORMS J. Comput. 32, No. 1, 172-181 (2020). MSC: 90B10 PDF BibTeX XML Cite \textit{Y. Mocquard} et al., INFORMS J. Comput. 32, No. 1, 172--181 (2020; Zbl 1451.90030) Full Text: DOI
Lefebvre, Mario The ruin problem for a Wiener process with state-dependent jumps. (English) Zbl 07282836 J. Appl. Math. Stat. Inform. 16, No. 1, 13-23 (2020). MSC: 60J75 60J60 PDF BibTeX XML Cite \textit{M. Lefebvre}, J. Appl. Math. Stat. Inform. 16, No. 1, 13--23 (2020; Zbl 07282836) Full Text: DOI
Khamdamov, Isakjan Mamasalievich Properties of convex hull generated by inhomogeneous Poisson point process. (English) Zbl 07281917 Ufim. Mat. Zh. 12, No. 3, 83-98 (2020) and Ufa Math. J. 12, No. 3, 81-96 (2020). MSC: 60D05 60F05 60G55 PDF BibTeX XML Cite \textit{I. M. Khamdamov}, Ufim. Mat. Zh. 12, No. 3, 83--98 (2020; Zbl 07281917) Full Text: DOI MNR
Klatt, Michael Andreas; Last, Günter; Yogeshwaran, D. Hyperuniform and rigid stable matchings. (English) Zbl 07279074 Random Struct. Algorithms 57, No. 2, 439-473 (2020). MSC: 60G55 PDF BibTeX XML Cite \textit{M. A. Klatt} et al., Random Struct. Algorithms 57, No. 2, 439--473 (2020; Zbl 07279074) Full Text: DOI
Xiong, Jie; Zeng, Yong; Zhang, Shuaiqi Mean-variance portfolio selection for partially observed point processes. (English) Zbl 07277848 SIAM J. Control Optim. 58, No. 6, 3041-3061 (2020). MSC: 91G10 60G35 60G55 60H05 PDF BibTeX XML Cite \textit{J. Xiong} et al., SIAM J. Control Optim. 58, No. 6, 3041--3061 (2020; Zbl 07277848) Full Text: DOI
Oh, Youngrock; Hwang, Ganguk Stochastic geometry analysis of the correlation between consecutive packet transmissions in WLAN. (English) Zbl 1452.90088 Ann. Oper. Res. 293, No. 1, 213-235 (2020). MSC: 90B18 PDF BibTeX XML Cite \textit{Y. Oh} and \textit{G. Hwang}, Ann. Oper. Res. 293, No. 1, 213--235 (2020; Zbl 1452.90088) Full Text: DOI
Saxena, M.; Boxma, O. J.; Mandjes, M. An infinite-server system with Lévy shot-noise modulation: moments and asymptotics. (English) Zbl 07274266 Markov Process. Relat. Fields 26, No. 4, 757-778 (2020). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 60G51 68M20 90B22 PDF BibTeX XML Cite \textit{M. Saxena} et al., Markov Process. Relat. Fields 26, No. 4, 757--778 (2020; Zbl 07274266) Full Text: Link
Kesidis, George; Konstantopoulos, Takis; Zazanis, Michael A. The distribution of age-of-information performance measures for message processing systems. (English) Zbl 07271271 Queueing Syst. 95, No. 3-4, 203-250 (2020). MSC: 60G55 60K05 60G50 60K30 PDF BibTeX XML Cite \textit{G. Kesidis} et al., Queueing Syst. 95, No. 3--4, 203--250 (2020; Zbl 07271271) Full Text: DOI
du Roy de Chaumaray, M. Sharp large deviations for the drift parameter of the explosive Cox-Ingersoll-Ross process. (English) Zbl 1452.62204 Theory Probab. Appl. 65, No. 3, 454-469 (2020) and Teor. Veroyatn. Primen. 65, No. 3, 583-601 (2020). MSC: 62F10 60F10 60G55 PDF BibTeX XML Cite \textit{M. du Roy de Chaumaray}, Theory Probab. Appl. 65, No. 3, 454--469 (2020; Zbl 1452.62204) Full Text: DOI
Lijoi, Antonio; Prünster, Igor; Rigon, Tommaso Sampling hierarchies of discrete random structures. (English) Zbl 1452.62253 Stat. Comput. 30, No. 6, 1591-1607 (2020). MSC: 62G05 60G55 PDF BibTeX XML Cite \textit{A. Lijoi} et al., Stat. Comput. 30, No. 6, 1591--1607 (2020; Zbl 1452.62253) Full Text: DOI
Andersson, Claes; Mrkvička, Tomáš Inference for cluster point processes with over- or under-dispersed cluster sizes. (English) Zbl 1452.62431 Stat. Comput. 30, No. 6, 1573-1590 (2020). MSC: 62H30 60G55 65C05 PDF BibTeX XML Cite \textit{C. Andersson} and \textit{T. Mrkvička}, Stat. Comput. 30, No. 6, 1573--1590 (2020; Zbl 1452.62431) Full Text: DOI
Wang, Haixu; Cao, Jiguo Estimating time-varying directed neural networks. (English) Zbl 1452.62711 Stat. Comput. 30, No. 5, 1209-1220 (2020). MSC: 62M45 62R10 62H12 60G55 62P10 PDF BibTeX XML Cite \textit{H. Wang} and \textit{J. Cao}, Stat. Comput. 30, No. 5, 1209--1220 (2020; Zbl 1452.62711) Full Text: DOI
Mukeru, Safari; Mulaudzi, Mmboniseni P.; Nzabanita, Joseph; Mpanda, Marc M. Zeros of Gaussian power series with dependent random variables. (English) Zbl 1451.30007 Ill. J. Math. 64, No. 4, 569-582 (2020). MSC: 30B20 30C15 60G55 PDF BibTeX XML Cite \textit{S. Mukeru} et al., Ill. J. Math. 64, No. 4, 569--582 (2020; Zbl 1451.30007) Full Text: DOI Euclid
Ipsen, Yuguang; Maller, Ross; Shemehsavar, Soudabeh Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes. (English) Zbl 07268520 J. Theor. Probab. 33, No. 4, 1974-2000 (2020). MSC: 60G51 60G52 60G55 60G57 PDF BibTeX XML Cite \textit{Y. Ipsen} et al., J. Theor. Probab. 33, No. 4, 1974--2000 (2020; Zbl 07268520) Full Text: DOI
Michelitsch, Thomas M.; Riascos, Alejandro P. Generalized fractional Poisson process and related stochastic dynamics. (English) Zbl 07268197 Fract. Calc. Appl. Anal. 23, No. 3, 656-693 (2020). MSC: 60K05 33E12 26A33 60J60 65R10 60K40 PDF BibTeX XML Cite \textit{T. M. Michelitsch} and \textit{A. P. Riascos}, Fract. Calc. Appl. Anal. 23, No. 3, 656--693 (2020; Zbl 07268197) Full Text: DOI
Chen, Shaogang; Dai, Zenggang Decision-making model of bidding based on eBay. (Chinese. English summary) Zbl 07267165 J. Syst. Eng. 35, No. 2, 201-209 (2020). MSC: 91B26 91A80 PDF BibTeX XML Cite \textit{S. Chen} and \textit{Z. Dai}, J. Syst. Eng. 35, No. 2, 201--209 (2020; Zbl 07267165) Full Text: DOI
Ma, Fangli; Tan, Zhongquan The point process of upcrossings formed by storage process with fractional Brownian motion as input. (English) Zbl 07266391 Adv. Math., Beijing 49, No. 2, 241-252 (2020). MSC: 60G55 60G22 PDF BibTeX XML Cite \textit{F. Ma} and \textit{Z. Tan}, Adv. Math., Beijing 49, No. 2, 241--252 (2020; Zbl 07266391) Full Text: DOI
Kechejian, H.; Ohanyan, V. K.; Bardakhchyan, V. G. On Poisson mixture of lognormal distributions. (English) Zbl 07266259 Lobachevskii J. Math. 41, No. 3, 340-348 (2020). Reviewer: Noureddine Daili (Sétif) MSC: 60E05 60J60 62E17 PDF BibTeX XML Cite \textit{H. Kechejian} et al., Lobachevskii J. Math. 41, No. 3, 340--348 (2020; Zbl 07266259) Full Text: DOI
Walker, Nelson B.; Hefley, Trevor J.; Walsh, Daniel P. Bias correction of bounded location error in binary data. (English) Zbl 1451.62085 Biometrics 76, No. 2, 530-539 (2020). MSC: 62J12 62H11 60G55 PDF BibTeX XML Cite \textit{N. B. Walker} et al., Biometrics 76, No. 2, 530--539 (2020; Zbl 1451.62085) Full Text: DOI
Singla, Rohit; Parthasarathy, Harish Quantum robots perturbed by Levy processes: stochastic analysis and simulations. (English) Zbl 1450.81050 Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105142, 15 p. (2020). MSC: 81S25 81S20 70B15 81Q05 81Q15 35Q41 60H40 92C40 60G65 PDF BibTeX XML Cite \textit{R. Singla} and \textit{H. Parthasarathy}, Commun. Nonlinear Sci. Numer. Simul. 83, Article ID 105142, 15 p. (2020; Zbl 1450.81050) Full Text: DOI
Amigó, José M.; Duran, Guillem; Giménez, Angel; Martínez-Bonastre, Oscar; Valero, José Generalized TCP-RED dynamical model for Internet congestion control. (English) Zbl 1451.93010 Commun. Nonlinear Sci. Numer. Simul. 82, Article ID 105075, 19 p. (2020). MSC: 93A15 93B70 93C83 93D05 93C55 93C10 PDF BibTeX XML Cite \textit{J. M. Amigó} et al., Commun. Nonlinear Sci. Numer. Simul. 82, Article ID 105075, 19 p. (2020; Zbl 1451.93010) Full Text: DOI
Ibragimov, I. A. An estimation problem for the intensity density of Poisson processes. (English. Russian original) Zbl 1451.62037 J. Math. Sci., New York 251, No. 1, 88-95 (2020); translation from Zap. Nauchn. Semin. POMI 474, 139-148 (2018). MSC: 62G07 60G55 PDF BibTeX XML Cite \textit{I. A. Ibragimov}, J. Math. Sci., New York 251, No. 1, 88--95 (2020; Zbl 1451.62037); translation from Zap. Nauchn. Semin. POMI 474, 139--148 (2018) Full Text: DOI
Lyu, Meng-Ze; Chen, Jian-Bing; Pirrotta, Antonina A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise. (English) Zbl 1453.65011 Commun. Nonlinear Sci. Numer. Simul. 80, Article ID 104974, 16 p. (2020). MSC: 65C05 60G70 60H10 60J25 PDF BibTeX XML Cite \textit{M.-Z. Lyu} et al., Commun. Nonlinear Sci. Numer. Simul. 80, Article ID 104974, 16 p. (2020; Zbl 1453.65011) Full Text: DOI
Grygierek, Jens Poisson and Gaussian fluctuations for the components of the \(\mathbf{f}\)-vector of high-dimensional random simplicial complexes. (English) Zbl 1453.60014 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 675-709 (2020). MSC: 60D05 60F05 55U10 PDF BibTeX XML Cite \textit{J. Grygierek}, ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 675--709 (2020; Zbl 1453.60014) Full Text: Link
Moutsinga, Claude Rodrigue Bambe; Pindza, Edson; Maré, Eben A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models. (English) Zbl 1453.65361 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105159, 16 p. (2020). Reviewer: Bülent Karasözen (Ankara) MSC: 65M70 65M22 65M12 44A15 35R09 45K05 91G20 91G60 60G55 PDF BibTeX XML Cite \textit{C. R. B. Moutsinga} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105159, 16 p. (2020; Zbl 1453.65361) Full Text: DOI
Ren, Xiu-xiu; Yang, Guang-hong Adaptive control for nonlinear cyber-physical systems under false data injection attacks through sensor networks. (English) Zbl 1451.93202 Int. J. Robust Nonlinear Control 30, No. 1, 65-79 (2020). MSC: 93C40 93C83 93B70 93C10 93D05 PDF BibTeX XML Cite \textit{X.-x. Ren} and \textit{G.-h. Yang}, Int. J. Robust Nonlinear Control 30, No. 1, 65--79 (2020; Zbl 1451.93202) Full Text: DOI Link
Lutsko, Christopher; Tóth, Bálint Invariance principle for the random Lorentz gas – beyond the Boltzmann-Grad limit. (English) Zbl 07258563 Commun. Math. Phys. 379, No. 2, 589-632 (2020). MSC: 82C40 76P05 76N15 60G55 PDF BibTeX XML Cite \textit{C. Lutsko} and \textit{B. Tóth}, Commun. Math. Phys. 379, No. 2, 589--632 (2020; Zbl 07258563) Full Text: DOI
Finkelstein, Maxim; Cha, Ji Hwan; Levitin, Gregory A hybrid preventive maintenance model for systems with partially observable degradation. (English) Zbl 07254134 IMA J. Manag. Math. 31, No. 3, 345-365 (2020). MSC: 90 91 PDF BibTeX XML Cite \textit{M. Finkelstein} et al., IMA J. Manag. Math. 31, No. 3, 345--365 (2020; Zbl 07254134) Full Text: DOI
Cavallari, Riccardo; Toumpis, Stavros; Verdone, Roberto; Kontoyiannis, Ioannis Packet speed and cost in mobile wireless delay-tolerant networks. (English) Zbl 1448.94305 IEEE Trans. Inf. Theory 66, No. 9, 5683-5702 (2020). MSC: 94C30 60G55 PDF BibTeX XML Cite \textit{R. Cavallari} et al., IEEE Trans. Inf. Theory 66, No. 9, 5683--5702 (2020; Zbl 1448.94305) Full Text: DOI
Zino, Lorenzo; Rizzo, Alessandro; Porfiri, Maurizio Analysis and control of epidemics in temporal networks with self-excitement and behavioral changes. (English) Zbl 1447.92502 Eur. J. Control 54, 1-11 (2020). MSC: 92D30 60G55 60J20 PDF BibTeX XML Cite \textit{L. Zino} et al., Eur. J. Control 54, 1--11 (2020; Zbl 1447.92502) Full Text: DOI
Chaibi, Noreddine; Belamfedel Alaoui, Sadek; Tissir, El Houssaine Regional stabilization of TCP/AQM system with polytopic uncertainties and homogeneous segmented time delay. (English) Zbl 1447.93249 J. Franklin Inst. 357, No. 12, 8277-8297 (2020). MSC: 93D05 93C83 93C43 PDF BibTeX XML Cite \textit{N. Chaibi} et al., J. Franklin Inst. 357, No. 12, 8277--8297 (2020; Zbl 1447.93249) Full Text: DOI
Gugushvili, Shota; Mariucci, Ester; van der Meulen, Frank Decompounding discrete distributions: a nonparametric Bayesian approach. (English) Zbl 1450.62029 Scand. J. Stat. 47, No. 2, 464-492 (2020). MSC: 62G07 60G55 PDF BibTeX XML Cite \textit{S. Gugushvili} et al., Scand. J. Stat. 47, No. 2, 464--492 (2020; Zbl 1450.62029) Full Text: DOI
Nguyen, Giang T.; Peralta, Oscar An explicit solution to the Skorokhod embedding problem for double exponential increments. (English) Zbl 1450.60033 Stat. Probab. Lett. 165, Article ID 108867, 4 p. (2020). MSC: 60G40 60H10 60H30 PDF BibTeX XML Cite \textit{G. T. Nguyen} and \textit{O. Peralta}, Stat. Probab. Lett. 165, Article ID 108867, 4 p. (2020; Zbl 1450.60033) Full Text: DOI
Reiss, Markus; Schmidt-Hieber, Johannes Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery. (English) Zbl 1452.62155 Ann. Stat. 48, No. 3, 1432-1451 (2020). Reviewer: Doina Carp (Bucureşti) MSC: 62C10 62G05 60G55 PDF BibTeX XML Cite \textit{M. Reiss} and \textit{J. Schmidt-Hieber}, Ann. Stat. 48, No. 3, 1432--1451 (2020; Zbl 1452.62155) Full Text: DOI Euclid
Cheng, Zailei; Seol, Youngsoo Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims. (English) Zbl 1447.91038 Methodol. Comput. Appl. Probab. 22, No. 2, 555-571 (2020). MSC: 91B05 60F17 60G55 PDF BibTeX XML Cite \textit{Z. Cheng} and \textit{Y. Seol}, Methodol. Comput. Appl. Probab. 22, No. 2, 555--571 (2020; Zbl 1447.91038) Full Text: DOI
Müller, Raoul; Schuhmacher, Dominic; Mateu, Jorge Metrics and barycenters for point pattern data. (English) Zbl 1447.62140 Stat. Comput. 30, No. 4, 953-972 (2020). MSC: 62R20 60G55 62P25 PDF BibTeX XML Cite \textit{R. Müller} et al., Stat. Comput. 30, No. 4, 953--972 (2020; Zbl 1447.62140) Full Text: DOI
Zhuang, Jiancang Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions. (English) Zbl 1447.62041 Jpn. J. Stat. Data Sci. 3, No. 1, 391-412 (2020). MSC: 62G07 62J20 60G55 62P12 62P35 86A15 PDF BibTeX XML Cite \textit{J. Zhuang}, Jpn. J. Stat. Data Sci. 3, No. 1, 391--412 (2020; Zbl 1447.62041) Full Text: DOI
Landriault, David; Willmot, Gordon E. On series expansions for scale functions and other ruin-related quantities. (English) Zbl 1447.91142 Scand. Actuar. J. 2020, No. 4, 292-306 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. E. Willmot}, Scand. Actuar. J. 2020, No. 4, 292--306 (2020; Zbl 1447.91142) Full Text: DOI
Shan, Qianqian; Hong, Yili; Meeker, William Q. Seasonal warranty prediction based on recurrent event data. (English) Zbl 1446.62322 Ann. Appl. Stat. 14, No. 2, 929-955 (2020). MSC: 62P30 62H30 62D10 60G55 PDF BibTeX XML Cite \textit{Q. Shan} et al., Ann. Appl. Stat. 14, No. 2, 929--955 (2020; Zbl 1446.62322) Full Text: DOI Euclid
Ghosh, Subhroshekhar; Saha, Kumarjit Transmission and navigation on disordered lattice networks, directed spanning forests and Brownian web. (English) Zbl 1450.60057 J. Stat. Phys. 180, No. 1-6, 1167-1205 (2020). MSC: 60K30 05C80 82B44 PDF BibTeX XML Cite \textit{S. Ghosh} and \textit{K. Saha}, J. Stat. Phys. 180, No. 1--6, 1167--1205 (2020; Zbl 1450.60057) Full Text: DOI
Vachhani, Leena CORDIC as a switched nonlinear system. (English) Zbl 1448.93224 Circuits Syst. Signal Process. 39, No. 6, 3234-3249 (2020). MSC: 93C83 93C30 93D05 93C10 PDF BibTeX XML Cite \textit{L. Vachhani}, Circuits Syst. Signal Process. 39, No. 6, 3234--3249 (2020; Zbl 1448.93224) Full Text: DOI
Zhang, Wenjing Modeling and analysis of the multiannual cholera outbreaks with host-pathogen encounters. (English) Zbl 1448.92365 Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 8, Article ID 2050120, 20 p. (2020). Reviewer: Yilun Shang (Newcastle) MSC: 92D30 34D23 34C23 PDF BibTeX XML Cite \textit{W. Zhang}, Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 8, Article ID 2050120, 20 p. (2020; Zbl 1448.92365) Full Text: DOI
Niu, Xin; Liu, Jianmin; Wang, Qingqing Steady-state distribution of \({M_t}/H_2^*/\infty\) queue model with non-homogeneous Poisson arrivals. (Chinese. English summary) Zbl 1449.90079 J. Zhengzhou Univ., Nat. Sci. Ed. 52, No. 1, 87-92 (2020). MSC: 90B22 60K25 60G15 PDF BibTeX XML Cite \textit{X. Niu} et al., J. Zhengzhou Univ., Nat. Sci. Ed. 52, No. 1, 87--92 (2020; Zbl 1449.90079) Full Text: DOI
Schneider, Rolf Separation bodies: a conceptual dual to floating bodies. (English) Zbl 1451.52004 Monatsh. Math. 193, No. 1, 157-170 (2020). Reviewer: Viktor Ohanyan (Erevan) MSC: 52A20 60D05 53C65 52A22 PDF BibTeX XML Cite \textit{R. Schneider}, Monatsh. Math. 193, No. 1, 157--170 (2020; Zbl 1451.52004) Full Text: DOI
Shaikhet, Leonid Stability of delay differential equations with fading stochastic perturbations of the type of white noise and Poisson’s jumps. (English) Zbl 07226746 Discrete Contin. Dyn. Syst., Ser. B 25, No. 9, 3651-3657 (2020). Reviewer: Yong-Kui Chang (Xi’an) MSC: 34K50 34K20 34K27 PDF BibTeX XML Cite \textit{L. Shaikhet}, Discrete Contin. Dyn. Syst., Ser. B 25, No. 9, 3651--3657 (2020; Zbl 07226746) Full Text: DOI
Janvresse, Élise; Roy, Emmanuel; de la Rue, Thierry Ergodic Poisson splittings. (English) Zbl 07226360 Ann. Probab. 48, No. 3, 1266-1285 (2020). MSC: 60G55 60G57 37A50 37A40 PDF BibTeX XML Cite \textit{É. Janvresse} et al., Ann. Probab. 48, No. 3, 1266--1285 (2020; Zbl 07226360) Full Text: DOI Euclid
Flimmel, Daniela; Pawlas, Zbyněk; Yukich, J. E. Limit theory for unbiased and consistent estimators of statistics of random tessellations. (English) Zbl 1445.60020 J. Appl. Probab. 57, No. 2, 679-702 (2020). MSC: 60F05 60D05 62G05 PDF BibTeX XML Cite \textit{D. Flimmel} et al., J. Appl. Probab. 57, No. 2, 679--702 (2020; Zbl 1445.60020) Full Text: DOI
Zass, Alexander A Gibbs point process of diffusions: existence and uniqueness. (English) Zbl 07223333 Poghosyan, Suren (ed.) et al., Proceedings of the XI international conference stochastic and analytic methods in mathematical physics, Yerevan, Armenia, September 2–7, 2019. Potsdam: Potsdam University Press (ISBN 978-3-86956-485-2/pbk). Lectures in Pure and Applied Mathematics 6, 13-22 (2020). MSC: 60K35 60H10 60G55 60G60 82B21 82C22 PDF BibTeX XML Cite \textit{A. Zass}, Lect. Pure Appl. Math. 6, 13--22 (2020; Zbl 07223333)
Li, Chenlong; Song, Zhanjie; Wang, Wenjun Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models. (English) Zbl 07223267 Ann. Inst. Stat. Math. 72, No. 4, 945-967 (2020). MSC: 62G07 60G55 PDF BibTeX XML Cite \textit{C. Li} et al., Ann. Inst. Stat. Math. 72, No. 4, 945--967 (2020; Zbl 07223267) Full Text: DOI
Olshanski, Grigori Determinantal point processes and fermion quasifree states. (English) Zbl 07223233 Commun. Math. Phys. 378, No. 1, 507-555 (2020). MSC: 60G55 46L30 46L05 PDF BibTeX XML Cite \textit{G. Olshanski}, Commun. Math. Phys. 378, No. 1, 507--555 (2020; Zbl 07223233) Full Text: DOI
Comets, Francis; Popov, Serguei Two-dimensional Brownian random interlacements. (English) Zbl 1453.60136 Potential Anal. 53, No. 2, 727-771 (2020). MSC: 60J45 60G55 60J65 60K35 PDF BibTeX XML Cite \textit{F. Comets} and \textit{S. Popov}, Potential Anal. 53, No. 2, 727--771 (2020; Zbl 1453.60136) Full Text: DOI
Cui, Lirong; Hawkes, Alan; Yi, He An elementary derivation of moments of Hawkes processes. (English) Zbl 07221654 Adv. Appl. Probab. 52, No. 1, 102-137 (2020). MSC: 60G55 60G57 60G44 60J80 PDF BibTeX XML Cite \textit{L. Cui} et al., Adv. Appl. Probab. 52, No. 1, 102--137 (2020; Zbl 07221654) Full Text: DOI
Gao, Zhenlong Notes on large deviations for branching processes indexed by a Poisson process. (English) Zbl 1451.60098 Lith. Math. J. 60, No. 1, 25-28 (2020). MSC: 60J80 60G55 60F10 PDF BibTeX XML Cite \textit{Z. Gao}, Lith. Math. J. 60, No. 1, 25--28 (2020; Zbl 1451.60098) Full Text: DOI
Dhillon, Harpreet S.; Chetlur, Vishnu Vardhan Poisson line Cox process. Foundations and applications to vehicular networks. (English) Zbl 1436.62007 Synthesis Lectures on Learning, Networks, and Algorithms. San Rafael, CA: Morgan & Claypool Publishers (ISBN 978-1-68173-844-4/hbk; 978-1-68173-842-0/pbk; 978-1-68173-843-7/ebook). 150 p. (2020). MSC: 62-02 60-02 62P30 60G55 PDF BibTeX XML Cite \textit{H. S. Dhillon} and \textit{V. V. Chetlur}, Poisson line Cox process. Foundations and applications to vehicular networks. San Rafael, CA: Morgan \& Claypool Publishers (2020; Zbl 1436.62007) Full Text: DOI
Li, Yingqiu; Chen, Ye; Wang, Shilin; Peng, Zhaohui Exit identities for diffusion processes observed at Poisson arrival times. (English) Zbl 1451.60092 Front. Math. China 15, No. 3, 507-528 (2020). MSC: 60J60 60G17 PDF BibTeX XML Cite \textit{Y. Li} et al., Front. Math. China 15, No. 3, 507--528 (2020; Zbl 1451.60092) Full Text: DOI