Perrier, Vincent; Gutiérrez, Enrique Derivation and closure of Baer and Nunziato type multiphase models by averaging a simple stochastic model. (English) Zbl 07331788 Multiscale Model. Simul. 19, No. 1, 401-439 (2021). MSC: 76T10 76M50 35L65 35L60 PDF BibTeX XML Cite \textit{V. Perrier} and \textit{E. Gutiérrez}, Multiscale Model. Simul. 19, No. 1, 401--439 (2021; Zbl 07331788) Full Text: DOI
Panja, Arindam; Kundu, Pradip; Pradhan, Biswabrata Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components. (English) Zbl 07331248 Oper. Res. Lett. 49, No. 2, 176-183 (2021). MSC: 90 PDF BibTeX XML Cite \textit{A. Panja} et al., Oper. Res. Lett. 49, No. 2, 176--183 (2021; Zbl 07331248) Full Text: DOI
Lam, Henry; Li, Haidong; Zhang, Xuhui Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations. (English) Zbl 07331225 Oper. Res. Lett. 49, No. 1, 40-47 (2021). MSC: 90 PDF BibTeX XML Cite \textit{H. Lam} et al., Oper. Res. Lett. 49, No. 1, 40--47 (2021; Zbl 07331225) Full Text: DOI
Wang, Yuyao; Bu, Zhan; Yang, Huan; Li, Hui-Jia; Cao, Jie An effective and scalable overlapping community detection approach: integrating social identity model and game theory. (English) Zbl 07330172 Appl. Math. Comput. 390, Article ID 125601, 14 p. (2021). MSC: 91 90 PDF BibTeX XML Cite \textit{Y. Wang} et al., Appl. Math. Comput. 390, Article ID 125601, 14 p. (2021; Zbl 07330172) Full Text: DOI
Li, Fang; You, Bo Optimal distributed control for a model of homogeneous incompressible two-phase flows. (English) Zbl 07329762 J. Dyn. Control Syst. 27, No. 1, 153-177 (2021). MSC: 35Q35 35B40 35K51 37L55 PDF BibTeX XML Cite \textit{F. Li} and \textit{B. You}, J. Dyn. Control Syst. 27, No. 1, 153--177 (2021; Zbl 07329762) Full Text: DOI
Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu Testing heteroskedasticity for predictive regressions with nonstationary regressors. (English) Zbl 07328808 Econ. Lett. 201, Article ID 109781, 4 p. (2021). MSC: 62H15 62M20 62J02 60G12 62P05 PDF BibTeX XML Cite \textit{S. Hong} et al., Econ. Lett. 201, Article ID 109781, 4 p. (2021; Zbl 07328808) Full Text: DOI
Anop, Anna; Denk, Robert; Murach, Aleksandr Elliptic problems with rough boundary data in generalized Sobolev spaces. (English) Zbl 07327300 Commun. Pure Appl. Anal. 20, No. 2, 697-735 (2021). MSC: 35J40 35R60 46E35 60H40 PDF BibTeX XML Cite \textit{A. Anop} et al., Commun. Pure Appl. Anal. 20, No. 2, 697--735 (2021; Zbl 07327300) Full Text: DOI
Dinh, Van Duong Random data theory for the cubic fourth-order nonlinear Schrödinger equation. (English) Zbl 07327298 Commun. Pure Appl. Anal. 20, No. 2, 651-680 (2021). MSC: 35Q55 35Q41 35A01 35A02 35R60 PDF BibTeX XML Cite \textit{V. D. Dinh}, Commun. Pure Appl. Anal. 20, No. 2, 651--680 (2021; Zbl 07327298) Full Text: DOI
Zhao, Wenqiang; Zhang, Yijin High-order Wong-Zakai approximations for non-autonomous stochastic \(p\)-Laplacian equations on \(\mathbb{R}^N\). (English) Zbl 07327279 Commun. Pure Appl. Anal. 20, No. 1, 243-280 (2021). MSC: 35R60 35B40 35B41 35B65 35K15 35K92 60H15 PDF BibTeX XML Cite \textit{W. Zhao} and \textit{Y. Zhang}, Commun. Pure Appl. Anal. 20, No. 1, 243--280 (2021; Zbl 07327279) Full Text: DOI
Chen, Pengyu; Zhang, Xuping Existence of attractors for stochastic diffusion equations with fractional damping and time-varying delay. (English) Zbl 07326365 J. Math. Phys. 62, No. 2, 022705, 23 p. (2021). MSC: 35B41 35R11 35K15 35K58 35R60 PDF BibTeX XML Cite \textit{P. Chen} and \textit{X. Zhang}, J. Math. Phys. 62, No. 2, 022705, 23 p. (2021; Zbl 07326365) Full Text: DOI
Borisov, Denis; Täufer, Matthias; Veselić, Ivan Quantum Hamiltonians with weak random abstract perturbation. II: Localization in the expanded spectrum. (English) Zbl 07325965 J. Stat. Phys. 182, No. 1, Paper No. 1, 48 p. (2021). MSC: 35P15 35C20 35J25 60H25 82B44 PDF BibTeX XML Cite \textit{D. Borisov} et al., J. Stat. Phys. 182, No. 1, Paper No. 1, 48 p. (2021; Zbl 07325965) Full Text: DOI
Alimohammadi, Mahdi; Esna-Ashari, Maryam; Cramer, Erhard On dispersive and star orderings of random variables and order statistics. (English) Zbl 07325858 Stat. Probab. Lett. 170, Article ID 109014, 7 p. (2021). MSC: 60E15 62G30 PDF BibTeX XML Cite \textit{M. Alimohammadi} et al., Stat. Probab. Lett. 170, Article ID 109014, 7 p. (2021; Zbl 07325858) Full Text: DOI
Klüppelberg, Claudia; Krali, Mario Estimating an extreme Bayesian network via scalings. (English) Zbl 07321505 J. Multivariate Anal. 181, Article ID 104672, 23 p. (2021). MSC: 62H22 62R01 62G30 62G32 60G70 60F10 65S05 05C90 62P10 62P05 PDF BibTeX XML Cite \textit{C. Klüppelberg} and \textit{M. Krali}, J. Multivariate Anal. 181, Article ID 104672, 23 p. (2021; Zbl 07321505) Full Text: DOI
Zou, Nan; Volgushev, Stanislav; Bücher, Axel Multiple block sizes and overlapping blocks for multivariate time series extremes. (English) Zbl 07319866 Ann. Stat. 49, No. 1, 295-320 (2021). MSC: 62M10 62H12 62H05 62G20 62G32 62E20 60F10 60G70 PDF BibTeX XML Cite \textit{N. Zou} et al., Ann. Stat. 49, No. 1, 295--320 (2021; Zbl 07319866) Full Text: DOI Euclid
Zhang, Danna; Wu, Wei Biao Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes. (English) Zbl 07319863 Ann. Stat. 49, No. 1, 233-254 (2021). MSC: 62M10 62M15 60G12 PDF BibTeX XML Cite \textit{D. Zhang} and \textit{W. B. Wu}, Ann. Stat. 49, No. 1, 233--254 (2021; Zbl 07319863) Full Text: DOI Euclid
Feldman, William M.; Fermanian, Jean-Baptiste; Ziliotto, Bruno An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity. (English) Zbl 07319439 J. Differ. Equations 280, 464-476 (2021). MSC: 35B27 35R60 35F21 60K35 35K15 PDF BibTeX XML Cite \textit{W. M. Feldman} et al., J. Differ. Equations 280, 464--476 (2021; Zbl 07319439) Full Text: DOI
Wang, Hanxiao Extended backward stochastic Volterra integral equations, quasilinear parabolic equations, and Feynman-Kac formula. (English) Zbl 07318765 Stoch. Dyn. 21, No. 1, Article ID 2150004, 37 p. (2021). MSC: 60H20 45D05 35K40 35K59 PDF BibTeX XML Cite \textit{H. Wang}, Stoch. Dyn. 21, No. 1, Article ID 2150004, 37 p. (2021; Zbl 07318765) Full Text: DOI
Al Masry, Zeina; Mercier, Sophie; Verdier, Ghislain Stochastic comparisons and ageing properties of an extended gamma process. (English) Zbl 07317339 J. Appl. Probab. 58, No. 1, 140-163 (2021). MSC: 60E15 62N05 60K10 PDF BibTeX XML Cite \textit{Z. Al Masry} et al., J. Appl. Probab. 58, No. 1, 140--163 (2021; Zbl 07317339) Full Text: DOI
Horan, Sean Stochastic semi-orders. (English) Zbl 07314475 J. Econ. Theory 192, Article ID 105171, 28 p. (2021). MSC: 91B16 60E15 PDF BibTeX XML Cite \textit{S. Horan}, J. Econ. Theory 192, Article ID 105171, 28 p. (2021; Zbl 07314475) Full Text: DOI
Azmoodeh, Ehsan; Sottinen, Tommi; Tudor, Ciprian A.; Viitasaari, Lauri Integration-by-parts characterizations of Gaussian processes. (English) Zbl 07311750 Collect. Math. 72, No. 1, 25-41 (2021). MSC: 60G15 60G12 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Collect. Math. 72, No. 1, 25--41 (2021; Zbl 07311750) Full Text: DOI
Makouei, Roghaye; Khamnei, Hossein Jabbari; Salehi, Mahdi Moments of order statistics and \(k\)-record values arising from the complementary beta distribution with application. (English) Zbl 07309651 J. Comput. Appl. Math. 390, Article ID 113386, 20 p. (2021). MSC: 62G30 60E05 60E15 62P12 62P10 PDF BibTeX XML Cite \textit{R. Makouei} et al., J. Comput. Appl. Math. 390, Article ID 113386, 20 p. (2021; Zbl 07309651) Full Text: DOI
Li, Qi; Mukherjee, Amitava; Song, Zhi; Zhang, Jiujun Phase-II monitoring of exponentially distributed process based on type-II censored data for a possible shift in location-scale. (English) Zbl 07309592 J. Comput. Appl. Math. 389, Article ID 113315, 18 p. (2021). MSC: 62P30 62N01 60G12 PDF BibTeX XML Cite \textit{Q. Li} et al., J. Comput. Appl. Math. 389, Article ID 113315, 18 p. (2021; Zbl 07309592) Full Text: DOI
Liu, Xinfei; Yang, Xiaoyuan Mixed finite element method for the nonlinear time-fractional stochastic fourth-order reaction-diffusion equation. (English) Zbl 07308027 Comput. Math. Appl. 84, 39-55 (2021). MSC: 65 35 PDF BibTeX XML Cite \textit{X. Liu} and \textit{X. Yang}, Comput. Math. Appl. 84, 39--55 (2021; Zbl 07308027) Full Text: DOI
Kurasov, Pavel; Mugnolo, Delio; Wolf, Verena Analytic solutions for stochastic hybrid models of gene regulatory networks. (English) Zbl 07303134 J. Math. Biol. 82, No. 1-2, Paper No. 9, 30 p. (2021). Reviewer: Eugene Postnikov (Kursk) MSC: 35Q92 92D10 92D20 92C37 35B09 35R60 47D06 93C20 35F46 PDF BibTeX XML Cite \textit{P. Kurasov} et al., J. Math. Biol. 82, No. 1--2, Paper No. 9, 30 p. (2021; Zbl 07303134) Full Text: DOI
Bank, Miriam; Ben-Artzi, Matania; Schonbek, Maria E. Viscous conservation laws in 1D with measure initial data. (English) Zbl 1456.35101 Q. Appl. Math. 79, No. 1, 103-124 (2021). MSC: 35K15 35K59 35R60 35L65 35B45 PDF BibTeX XML Cite \textit{M. Bank} et al., Q. Appl. Math. 79, No. 1, 103--124 (2021; Zbl 1456.35101) Full Text: DOI
Tokutome, Kimiki; Yamada, Toshihiro Acceleration of automatic differentiation of solutions to parabolic partial differential equations: a higher order discretization. (English) Zbl 07300815 Numer. Algorithms 86, No. 2, 593-635 (2021). MSC: 65M75 65C20 PDF BibTeX XML Cite \textit{K. Tokutome} and \textit{T. Yamada}, Numer. Algorithms 86, No. 2, 593--635 (2021; Zbl 07300815) Full Text: DOI
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
Bertail, Patrice; Dudek, Anna E. Consistency of the frequency domain bootstrap for differentiable functionals. (English) Zbl 07298084 Electron. J. Stat. 15, No. 1, 1-36 (2021). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62M15 62M10 62G09 62G20 PDF BibTeX XML Cite \textit{P. Bertail} and \textit{A. E. Dudek}, Electron. J. Stat. 15, No. 1, 1--36 (2021; Zbl 07298084) Full Text: DOI Euclid
Wang, Renhai; Wang, Bixiang Random dynamics of non-autonomous fractional stochastic \(p\)-Laplacian equations on \(\mathbb{R}^N\). (English) Zbl 1456.35246 Banach J. Math. Anal. 15, No. 1, Paper No. 19, 42 p. (2021). MSC: 35R60 35R11 35K93 35K15 35B40 35B41 37L30 PDF BibTeX XML Cite \textit{R. Wang} and \textit{B. Wang}, Banach J. Math. Anal. 15, No. 1, Paper No. 19, 42 p. (2021; Zbl 1456.35246) Full Text: DOI
Cardaliaguet, Pierre; Forcadel, Nicolas From heterogeneous microscopic traffic flow models to macroscopic models. (English) Zbl 07293734 SIAM J. Math. Anal. 53, No. 1, 309-322 (2021). MSC: 35D40 90B20 35R60 35F20 35F21 PDF BibTeX XML Cite \textit{P. Cardaliaguet} and \textit{N. Forcadel}, SIAM J. Math. Anal. 53, No. 1, 309--322 (2021; Zbl 07293734) Full Text: DOI
Menozzi, S.; Pesce, A.; Zhang, X. Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift. (English) Zbl 07285692 J. Differ. Equations 272, 330-369 (2021). MSC: 60H10 35K10 60H30 PDF BibTeX XML Cite \textit{S. Menozzi} et al., J. Differ. Equations 272, 330--369 (2021; Zbl 07285692) Full Text: DOI
Ferrari, Vincent; Santambrogio, Filippo Lipschitz estimates on the JKO scheme for the Fokker-Planck equation on bounded convex domains. (English) Zbl 1454.35385 Appl. Math. Lett. 112, Article ID 106806, 7 p. (2021). MSC: 35Q84 82C31 35K20 65M20 PDF BibTeX XML Cite \textit{V. Ferrari} and \textit{F. Santambrogio}, Appl. Math. Lett. 112, Article ID 106806, 7 p. (2021; Zbl 1454.35385) Full Text: DOI
Chen, Jianlin; Masdemont, Josep J.; Gómez, Gerard; Yuan, Jianping An efficient statistical adaptive order-switching methodology for Kalman filters. (English) Zbl 1453.93231 Commun. Nonlinear Sci. Numer. Simul. 93, Article ID 105539, 12 p. (2021). MSC: 93E11 93C10 PDF BibTeX XML Cite \textit{J. Chen} et al., Commun. Nonlinear Sci. Numer. Simul. 93, Article ID 105539, 12 p. (2021; Zbl 1453.93231) Full Text: DOI
Holden, Helge; Karlsen, Kenneth H.; Pang, Peter H. C. The Hunter-Saxton equation with noise. (English) Zbl 1451.35266 J. Differ. Equations 270, 725-786 (2021). MSC: 35R60 35L60 60H15 PDF BibTeX XML Cite \textit{H. Holden} et al., J. Differ. Equations 270, 725--786 (2021; Zbl 1451.35266) Full Text: DOI
Bertacco, Federico Stochastic Allen-Cahn equation with logarithmic potential. (English) Zbl 1450.35306 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 202, Article ID 112122, 22 p. (2021). MSC: 35R60 35K20 35K55 60H15 PDF BibTeX XML Cite \textit{F. Bertacco}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 202, Article ID 112122, 22 p. (2021; Zbl 1450.35306) Full Text: DOI
Yang, Zhanwen; Yang, Huizi; Yao, Zichen Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions. (English) Zbl 1451.60079 J. Comput. Appl. Math. 383, Article ID 113156, 10 p. (2021). MSC: 60H35 91B70 PDF BibTeX XML Cite \textit{Z. Yang} et al., J. Comput. Appl. Math. 383, Article ID 113156, 10 p. (2021; Zbl 1451.60079) Full Text: DOI
Rao, M. M. Stochastic processes. Harmonizable theory. (English) Zbl 07165387 Series on Multivariate Analysis 12. Hackensack, NJ: World Scientific (ISBN 978-981-12-1365-6/hbk; 978-981-12-1367-0/ebook). xii, 328 p. (2021). MSC: 60-02 60Gxx 60G10 60G12 60G70 60G99 62Mxx PDF BibTeX XML Cite \textit{M. M. Rao}, Stochastic processes. Harmonizable theory. Hackensack, NJ: World Scientific (2021; Zbl 07165387) Full Text: DOI
Kakihara, Yûichirô Hilbert and Banach space-valued stochastic processes (to appear). 2nd edition. (English) Zbl 07165382 Series on Multivariate Analysis 13. Hackensack, NJ: World Scientific (ISBN 978-981-12-1174-4/hbk). 512 p. (2021). MSC: 62-02 62M10 62H05 60-02 60G12 PDF BibTeX XML Cite \textit{Y. Kakihara}, Hilbert and Banach space-valued stochastic processes (to appear). 2nd edition. Hackensack, NJ: World Scientific (2021; Zbl 07165382) Full Text: DOI
Hwang, Jinmi; Kim, Sejong Positiveness for the Riemannian geodesic block matrix. (English) Zbl 07333859 Commun. Korean Math. Soc. 35, No. 3, 917-925 (2020). MSC: 15A42 15A18 PDF BibTeX XML Cite \textit{J. Hwang} and \textit{S. Kim}, Commun. Korean Math. Soc. 35, No. 3, 917--925 (2020; Zbl 07333859) Full Text: DOI
Shi, Lin; Wang, Xuemin; Li, Dingshi Limiting behavior of non-autonomous stochastic reaction-diffusion equations with colored noise on unbounded thin domains. (English) Zbl 07326984 Commun. Pure Appl. Anal. 19, No. 12, 5367-5386 (2020). MSC: 35B41 35K20 35K57 35R60 37L30 PDF BibTeX XML Cite \textit{L. Shi} et al., Commun. Pure Appl. Anal. 19, No. 12, 5367--5386 (2020; Zbl 07326984) Full Text: DOI
Possamaï, Dylan; Touzi, Nizar; Zhang, Jianfeng Zero-sum path-dependent stochastic differential games in weak formulation. (English) Zbl 07325613 Ann. Appl. Probab. 30, No. 3, 1415-1457 (2020). MSC: 35Q91 35D40 35K10 60H10 60H30 PDF BibTeX XML Cite \textit{D. Possamaï} et al., Ann. Appl. Probab. 30, No. 3, 1415--1457 (2020; Zbl 07325613) Full Text: DOI Euclid
Ernst, P. A.; Peskir, Goran; Zhou, Q. Optimal real-time detection of a drifting Brownian coordinate. (English) Zbl 07325603 Ann. Appl. Probab. 30, No. 3, 1032-1065 (2020). MSC: 60G40 60J65 60H30 35J15 45G10 62C10 PDF BibTeX XML Cite \textit{P. A. Ernst} et al., Ann. Appl. Probab. 30, No. 3, 1032--1065 (2020; Zbl 07325603) Full Text: DOI Euclid
de Angelis, Tiziano; Peskir, Goran Global \(C^1\) regularity of the value function in optimal stopping problems. (English) Zbl 07325602 Ann. Appl. Probab. 30, No. 3, 1007-1031 (2020). MSC: 60G40 60J25 60H30 35R35 35J15 35K10 PDF BibTeX XML Cite \textit{T. de Angelis} and \textit{G. Peskir}, Ann. Appl. Probab. 30, No. 3, 1007--1031 (2020; Zbl 07325602) Full Text: DOI Euclid
Arroyo, Ángel; Parviainen, Mikko Asymptotic Hölder regularity for the ellipsoid process. (English) Zbl 07323774 ESAIM, Control Optim. Calc. Var. 26, Paper No. 112, 31 p. (2020). MSC: 35B65 35J15 60H30 60J10 91A50 PDF BibTeX XML Cite \textit{Á. Arroyo} and \textit{M. Parviainen}, ESAIM, Control Optim. Calc. Var. 26, Paper No. 112, 31 p. (2020; Zbl 07323774) Full Text: DOI
Orrieri, Carlo; Rocca, Elisabetta; Scarpa, Luca Optimal control of stochastic phase-field models related to tumor growth. (English) Zbl 07323766 ESAIM, Control Optim. Calc. Var. 26, Paper No. 104, 46 p. (2020). MSC: 35R60 35K55 49J20 78A70 35Q92 PDF BibTeX XML Cite \textit{C. Orrieri} et al., ESAIM, Control Optim. Calc. Var. 26, Paper No. 104, 46 p. (2020; Zbl 07323766) Full Text: DOI
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems. (English) Zbl 07323743 ESAIM, Control Optim. Calc. Var. 26, Paper No. 81, 36 p. (2020). MSC: 93E20 60H15 49L25 35K15 PDF BibTeX XML Cite \textit{M. Hu} et al., ESAIM, Control Optim. Calc. Var. 26, Paper No. 81, 36 p. (2020; Zbl 07323743) Full Text: DOI
Sweilam, N. H.; Elsakout, D. M.; Muttardi, M. M. High-resolution schemes for stochastic nonlinear conservation laws. (English) Zbl 07322687 Int. J. Appl. Comput. Math. 6, No. 1, Paper No. 22, 23 p. (2020). MSC: 76M35 76M60 PDF BibTeX XML Cite \textit{N. H. Sweilam} et al., Int. J. Appl. Comput. Math. 6, No. 1, Paper No. 22, 23 p. (2020; Zbl 07322687) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Strong approximation of iterated Ito and Stratonovich stochastic integrals based on generalized multiple Fourier series. Application to numerical solution of Ito SDEs and semilinear SPDEs. (English) Zbl 1456.65001 Differ. Uravn. Protsessy Upr. 2020, No. 4, 606 p. (2020). MSC: 65-02 60H05 60H10 65C30 65M75 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2020, No. 4, 606~p. (2020; Zbl 1456.65001) Full Text: Link Link
Tian, Rongrong; Wei, Jinlong; Tang, Yanbin The second-order parabolic PDEs with singular coefficients and applications. (English) Zbl 07316804 Stochastic Anal. Appl. 38, No. 6, 1102-1121 (2020). MSC: 60H15 35K08 35B65 35R60 PDF BibTeX XML Cite \textit{R. Tian} et al., Stochastic Anal. Appl. 38, No. 6, 1102--1121 (2020; Zbl 07316804) Full Text: DOI
Edelmann, Dominic; Richards, Donald; Vogel, Daniel The distance standard deviation. (English) Zbl 07315915 Ann. Stat. 48, No. 6, 3395-3416 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H20 62H30 62G10 62G30 62E10 60E10 60E15 PDF BibTeX XML Cite \textit{D. Edelmann} et al., Ann. Stat. 48, No. 6, 3395--3416 (2020; Zbl 07315915) Full Text: DOI Euclid
Beznosikov, Aleksandr; Sadiev, Abdurakhmon; Gasnikov, Alexander Gradient-free methods with inexact oracle for convex-concave stochastic saddle-point problem. (English) Zbl 07315676 Kochetov, Yury (ed.) et al., Mathematical optimization theory and operations research. 19th international conference, MOTOR 2020, Novosibirsk, Russia, July 6–10, 2020. Revised selected papers. Cham: Springer (ISBN 978-3-030-58656-0/pbk; 978-3-030-58657-7/ebook). Communications in Computer and Information Science 1275, 105-119 (2020). MSC: 90C15 90C33 PDF BibTeX XML Cite \textit{A. Beznosikov} et al., Commun. Comput. Inf. Sci. 1275, 105--119 (2020; Zbl 07315676) Full Text: DOI
Kusuoka, Seiichiro Stochastic approach to bounds and regularity of fundamental solutions to non-divergence form parabolic equations with irregular coefficients. (English) Zbl 07311511 RIMS Kôkyûroku Bessatsu B80, 27-46 (2020). MSC: 35A08 35B65 35K10 60H30 35R60 PDF BibTeX XML Cite \textit{S. Kusuoka}, RIMS Kôkyûroku Bessatsu B80, 27--46 (2020; Zbl 07311511) Full Text: Link
Alfonsi, Aurélien; Corbetta, Jacopo; Jourdain, Benjamin Sampling of probability measures in the convex order by Wasserstein projection. (English. French summary) Zbl 07310503 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1706-1729 (2020). MSC: 60 90C08 60G42 60E15 PDF BibTeX XML Cite \textit{A. Alfonsi} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1706--1729 (2020; Zbl 07310503) Full Text: DOI Euclid
Honoré, I.; Menozzi, S.; Pagès, G. Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion. (English. French summary) Zbl 07310500 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1559-1605 (2020). MSC: 60H35 60E15 35J15 PDF BibTeX XML Cite \textit{I. Honoré} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1559--1605 (2020; Zbl 07310500) Full Text: DOI Euclid
Huang, Zheng-Hai; Qi, Liqun Stationary probability vectors of higher-order two-dimensional symmetric transition probability tensors. (English) Zbl 1454.60117 Asia-Pac. J. Oper. Res. 37, No. 4, Article ID 2040019, 14 p. (2020). MSC: 60J35 15A69 15B51 PDF BibTeX XML Cite \textit{Z.-H. Huang} and \textit{L. Qi}, Asia-Pac. J. Oper. Res. 37, No. 4, Article ID 2040019, 14 p. (2020; Zbl 1454.60117) Full Text: DOI
Privault, Nicolas; Teoh, Timothy Second-order multi-object filtering with target interaction using determinantal point processes. (English) Zbl 1454.60055 Math. Control Signals Syst. 32, No. 4, 569-609 (2020). MSC: 60G35 60G55 62M30 62L12 PDF BibTeX XML Cite \textit{N. Privault} and \textit{T. Teoh}, Math. Control Signals Syst. 32, No. 4, 569--609 (2020; Zbl 1454.60055) Full Text: DOI
Barrientos, Andrés F.; Peña, Víctor Bayesian bootstraps for massive data. (English) Zbl 07307933 Bayesian Anal. 15, No. 2, 363-388 (2020). MSC: 62G05 62G09 62R07 60G12 PDF BibTeX XML Cite \textit{A. F. Barrientos} and \textit{V. Peña}, Bayesian Anal. 15, No. 2, 363--388 (2020; Zbl 07307933) Full Text: DOI Euclid
Ungureanu, Viorica Mariela Mean square asymptotic stability of discrete-time linear fractional order systems. (English) Zbl 07307062 Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1-2, 439-458 (2020). MSC: 39A30 39A50 44Axx PDF BibTeX XML Cite \textit{V. M. Ungureanu}, Ann. Acad. Rom. Sci., Math. Appl. 12, No. 1--2, 439--458 (2020; Zbl 07307062) Full Text: Link
Hassani, Hamed; Karbasi, Amin; Mokhtari, Aryan; Shen, Zebang Stochastic conditional gradient++: (Non)convex minimization and continuous submodular maximization. (English) Zbl 1456.49023 SIAM J. Optim. 30, No. 4, 3315-3344 (2020). MSC: 49M05 49M15 49M37 90C06 90C30 PDF BibTeX XML Cite \textit{H. Hassani} et al., SIAM J. Optim. 30, No. 4, 3315--3344 (2020; Zbl 1456.49023) Full Text: DOI
Kusch, Jonas; McClarren, Ryan G.; Frank, Martin Filtered stochastic Galerkin methods for hyperbolic equations. (English) Zbl 1453.62579 J. Comput. Phys. 403, Article ID 109073, 19 p. (2020). MSC: 62J07 35L45 35R60 PDF BibTeX XML Cite \textit{J. Kusch} et al., J. Comput. Phys. 403, Article ID 109073, 19 p. (2020; Zbl 1453.62579) Full Text: DOI
Hokanson, Jeffrey M. A data-driven McMillan degree lower bound. (English) Zbl 1456.37098 SIAM J. Sci. Comput. 42, No. 5, A3447-A3461 (2020). MSC: 37M99 15B52 60B20 62B10 93E12 PDF BibTeX XML Cite \textit{J. M. Hokanson}, SIAM J. Sci. Comput. 42, No. 5, A3447--A3461 (2020; Zbl 1456.37098) Full Text: DOI
Lando, Tommaso; Bertoli-Barsotti, Lucio Stochastic dominance relations for generalised parametric distributions obtained through composition. (English) Zbl 07301391 Metron 78, No. 3, 297-311 (2020). MSC: 60E15 60E05 PDF BibTeX XML Cite \textit{T. Lando} and \textit{L. Bertoli-Barsotti}, Metron 78, No. 3, 297--311 (2020; Zbl 07301391) Full Text: DOI
Hoffmann, Rodolfo; Botassio, Diego Camargo Sensitivity of inequality measures considering regressive transfers with fixed relative income distance. (English) Zbl 07301390 Metron 78, No. 3, 279-296 (2020). MSC: 62P20 62G30 60E15 PDF BibTeX XML Cite \textit{R. Hoffmann} and \textit{D. C. Botassio}, Metron 78, No. 3, 279--296 (2020; Zbl 07301390) Full Text: DOI
Zhang, Qiang; Wang, Chao; Liu, Shancun; Yang, Yaodong Order execution probability and order queue in limit order markets. (English) Zbl 1455.91251 J. Syst. Sci. Complex. 33, No. 5, 1545-1557 (2020). MSC: 91G15 60H30 PDF BibTeX XML Cite \textit{Q. Zhang} et al., J. Syst. Sci. Complex. 33, No. 5, 1545--1557 (2020; Zbl 1455.91251) Full Text: DOI
Fiori, Anna Maria On firm size distribution: statistical models, mechanisms, and empirical evidence. (English) Zbl 07300193 Stat. Methods Appl. 29, No. 3, 447-482 (2020). MSC: 62P20 62E15 60E05 60G12 PDF BibTeX XML Cite \textit{A. M. Fiori}, Stat. Methods Appl. 29, No. 3, 447--482 (2020; Zbl 07300193) Full Text: DOI
Scarpa, Luca; Stefanelli, Ulisse An order approach to SPDEs with antimonotone terms. (English) Zbl 1456.35245 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 819-832 (2020). MSC: 35R60 35K55 60H15 35B51 PDF BibTeX XML Cite \textit{L. Scarpa} and \textit{U. Stefanelli}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 819--832 (2020; Zbl 1456.35245) Full Text: DOI
Gu, Chenlin Uniform estimate of an iterative method for elliptic problems with rapidly oscillating coefficients. (English) Zbl 1456.35018 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 787-818 (2020). MSC: 35B27 35R60 35J25 PDF BibTeX XML Cite \textit{C. Gu}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 787--818 (2020; Zbl 1456.35018) Full Text: DOI
Crisan, Dan; Ortiz-Latorre, Salvador A high order time discretization of the solution of the non-linear filtering problem. (English) Zbl 1454.60054 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 693-760 (2020). MSC: 60G35 60H35 60H07 65C30 93E11 PDF BibTeX XML Cite \textit{D. Crisan} and \textit{S. Ortiz-Latorre}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 693--760 (2020; Zbl 1454.60054) Full Text: DOI
Duerinckx, Mitia; Otto, Felix Higher-order pathwise theory of fluctuations in stochastic homogenization. (English) Zbl 1456.35017 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 3, 625-692 (2020). MSC: 35B27 35R60 35J15 PDF BibTeX XML Cite \textit{M. Duerinckx} and \textit{F. Otto}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 3, 625--692 (2020; Zbl 1456.35017) Full Text: DOI
Ebner, Bruno; Nestmann, Franz; Schulte, Matthias Testing multivariate uniformity based on random geometric graphs. (English) Zbl 07298077 Electron. J. Stat. 14, No. 2, 4273-4320 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H15 62G10 62G20 62G30 60D05 62P10 92B15 PDF BibTeX XML Cite \textit{B. Ebner} et al., Electron. J. Stat. 14, No. 2, 4273--4320 (2020; Zbl 07298077) Full Text: DOI Euclid
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
Skiadas, Christos H.; Skiadas, Charilaos The first exit time stochastic theory applied to estimate the life-time of a complicated system. (English) Zbl 1455.60088 Methodol. Comput. Appl. Probab. 22, No. 4, 1601-1611 (2020). MSC: 60H30 35R60 60G22 PDF BibTeX XML Cite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Methodol. Comput. Appl. Probab. 22, No. 4, 1601--1611 (2020; Zbl 1455.60088) Full Text: DOI
Pagurova, V. I. Refining Rossberg’s theorem. (English. Russian original) Zbl 07296554 Mosc. Univ. Comput. Math. Cybern. 44, No. 2, 95-96 (2020); translation from Vestn. Mosk. Univ., Ser. XV 2020, No. 2, 50-56 (2020). MSC: 62G32 62G30 62G20 62H20 60G70 PDF BibTeX XML Cite \textit{V. I. Pagurova}, Mosc. Univ. Comput. Math. Cybern. 44, No. 2, 95--96 (2020; Zbl 07296554); translation from Vestn. Mosk. Univ., Ser. XV 2020, No. 2, 50--56 (2020) Full Text: DOI
Barczy, Mátyás; Bősze, Zsuzsanna; Pap, Gyula On tail behaviour of stationary second-order Galton-Watson processes with immigration. (English) Zbl 07296196 Mod. Stoch., Theory Appl. 7, No. 3, 315-338 (2020). MSC: 60J80 60G70 PDF BibTeX XML Cite \textit{M. Barczy} et al., Mod. Stoch., Theory Appl. 7, No. 3, 315--338 (2020; Zbl 07296196) Full Text: DOI
Jing, Qingcui; Wang, Tiancheng State feedback control for stochastic nonlinear systems with high-order terms and time-varying delay. (English) Zbl 07295459 J. Math., Wuhan Univ. 40, No. 3, 301-313 (2020). MSC: 93B52 93C10 93E15 93D20 93C43 PDF BibTeX XML Cite \textit{Q. Jing} and \textit{T. Wang}, J. Math., Wuhan Univ. 40, No. 3, 301--313 (2020; Zbl 07295459) Full Text: DOI
Dong, Hao; Yang, Zihao; Guan, Xiaofei; Yang, Zhiqiang Stochastic second-order two-scale method for predicting the mechanical properties of composite materials with random interpenetrating phase. (English) Zbl 07295061 Commun. Math. Res. 36, No. 2, 193-210 (2020). MSC: 74S60 PDF BibTeX XML Cite \textit{H. Dong} et al., Commun. Math. Res. 36, No. 2, 193--210 (2020; Zbl 07295061) Full Text: DOI
Zhang, Jianling Multi-samples testing for second stochastic dominance against unrestricted alternative. (Chinese. English summary) Zbl 07294849 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 1, 212-220 (2020). MSC: 62H15 62H10 PDF BibTeX XML Cite \textit{J. Zhang}, Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 1, 212--220 (2020; Zbl 07294849)
Fontanari, Andrea; Cirillo, Pasquale; Oosterlee, Cornelis W. Lorenz-generated bivariate Archimedean copulas. (English) Zbl 07294481 Depend. Model. 8, 186-209 (2020). MSC: 62H05 62H10 62G30 60E15 PDF BibTeX XML Cite \textit{A. Fontanari} et al., Depend. Model. 8, 186--209 (2020; Zbl 07294481) Full Text: DOI
Yang, Shuang; Li, Yangrong Forward controllability of a random attractor for the non-autonomous stochastic sine-Gordon equation on an unbounded domain. (English) Zbl 1456.35043 Evol. Equ. Control Theory 9, No. 3, 581-604 (2020). MSC: 35B41 35L71 35L15 35R60 37L55 60H15 93B05 PDF BibTeX XML Cite \textit{S. Yang} and \textit{Y. Li}, Evol. Equ. Control Theory 9, No. 3, 581--604 (2020; Zbl 1456.35043) Full Text: DOI
Nadeem, Mohd; Dabas, Jaydev Solvability of fractional order semi-linear stochastic impulsive differential equation with state-dependent delay. (English) Zbl 07291465 Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 90, No. 3, 411-419 (2020). MSC: 34K37 34K30 34K45 34K50 34K43 47N20 PDF BibTeX XML Cite \textit{M. Nadeem} and \textit{J. Dabas}, Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 90, No. 3, 411--419 (2020; Zbl 07291465) Full Text: DOI
Degond, Pierre; Merino-Aceituno, Sara Nematic alignment of self-propelled particles: from particle to macroscopic dynamics. (English) Zbl 1451.35218 Math. Models Methods Appl. Sci. 30, No. 10, 1935-1986 (2020). MSC: 35Q82 35L60 35K99 82C22 82C31 82C44 82C70 92D50 PDF BibTeX XML Cite \textit{P. Degond} and \textit{S. Merino-Aceituno}, Math. Models Methods Appl. Sci. 30, No. 10, 1935--1986 (2020; Zbl 1451.35218) Full Text: DOI
Neuman, Eyal; Schied, Alexander; Weng, Chengguo; Xue, Xiaole A central bank strategy for defending a currency peg. (English) Zbl 1454.91138 Syst. Control Lett. 144, Article ID 104761, 7 p. (2020). MSC: 91B64 PDF BibTeX XML Cite \textit{E. Neuman} et al., Syst. Control Lett. 144, Article ID 104761, 7 p. (2020; Zbl 1454.91138) Full Text: DOI
Bučková, Zuzana; Girová, Zuzana; Stehlíková, Beáta Estimating the domestic short rate in a convergence model of interest rates. (English) Zbl 07289695 Tatra Mt. Math. Publ. 75, 33-48 (2020). MSC: 91G30 35K15 62M20 PDF BibTeX XML Cite \textit{Z. Bučková} et al., Tatra Mt. Math. Publ. 75, 33--48 (2020; Zbl 07289695) Full Text: DOI
Bauzet, Caroline; Castel, Vincent; Charrier, Julia Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation. (English) Zbl 07289308 J. Hyperbolic Differ. Equ. 17, No. 2, 213-294 (2020). MSC: 35L PDF BibTeX XML Cite \textit{C. Bauzet} et al., J. Hyperbolic Differ. Equ. 17, No. 2, 213--294 (2020; Zbl 07289308) Full Text: DOI
Juárez, Sergio; Rojo, Javier Testing for trends in excesses over a threshold using the generalized Pareto distribution. (English) Zbl 1455.62094 REVSTAT 18, No. 2, 189-202 (2020). MSC: 62G10 62G32 62G30 62M10 60E15 62P12 86A08 PDF BibTeX XML Cite \textit{S. Juárez} and \textit{J. Rojo}, REVSTAT 18, No. 2, 189--202 (2020; Zbl 1455.62094) Full Text: Link
Yanev, George P. On Arnold-Villaseñor conjectures for characterizing exponential distribution based on sample of size three. (English) Zbl 1455.62098 REVSTAT 18, No. 2, 177-188 (2020). MSC: 62G30 62E10 60E15 60E05 PDF BibTeX XML Cite \textit{G. P. Yanev}, REVSTAT 18, No. 2, 177--188 (2020; Zbl 1455.62098) Full Text: Link
Moinat, Augustin; Weber, Hendrik Space-time localisation for the dynamic \(\Phi_3^4\) model. (English) Zbl 1455.35309 Commun. Pure Appl. Math. 73, No. 12, 2519-2555 (2020). MSC: 35R60 35B45 35B50 35K58 35K15 35Q40 PDF BibTeX XML Cite \textit{A. Moinat} and \textit{H. Weber}, Commun. Pure Appl. Math. 73, No. 12, 2519--2555 (2020; Zbl 1455.35309) Full Text: DOI
Lv, Guangying; Wei, Jinlong Blowup solutions for stochastic parabolic equations. (English) Zbl 1454.35421 Stat. Probab. Lett. 166, Article ID 108876, 6 p. (2020). MSC: 35R60 35B44 35K20 60H15 60H40 35B51 PDF BibTeX XML Cite \textit{G. Lv} and \textit{J. Wei}, Stat. Probab. Lett. 166, Article ID 108876, 6 p. (2020; Zbl 1454.35421) Full Text: DOI
Hijazi, Saddam; Stabile, Giovanni; Mola, Andrea; Rozza, Gianluigi Non-intrusive polynomial chaos method applied to full-order and reduced problems in computational fluid dynamics: a comparison and perspectives. (English) Zbl 1455.62159 D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 217-240 (2020). MSC: 62L20 62P35 65M75 76D06 35Q30 PDF BibTeX XML Cite \textit{S. Hijazi} et al., Lect. Notes Comput. Sci. Eng. 137, 217--240 (2020; Zbl 1455.62159) Full Text: DOI
Radojičić, Una; Nordhausen, Klaus Non-Gaussian component analysis: testing the dimension of the signal subspace. (English) Zbl 1455.62105 Maciak, Matúš (ed.) et al., Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16–19, 2019. Cham: Springer. Springer Proc. Math. Stat. 329, 101-123 (2020). MSC: 62H12 62H25 60G35 94A12 PDF BibTeX XML Cite \textit{U. Radojičić} and \textit{K. Nordhausen}, Springer Proc. Math. Stat. 329, 101--123 (2020; Zbl 1455.62105) Full Text: DOI
Li, Dingshi; Shi, Lin; Zhao, Junyilang Regular random attractors for non-autonomous stochastic evolution equations with time-varying delays on thin domains. (English) Zbl 1454.35419 J. Math. Phys. 61, No. 11, 112702, 23 p. (2020). MSC: 35R60 35B41 35K57 35K20 PDF BibTeX XML Cite \textit{D. Li} et al., J. Math. Phys. 61, No. 11, 112702, 23 p. (2020; Zbl 1454.35419) Full Text: DOI
Li, Yongjun; Wu, Hongqing; Zhao, Tinggang Random pullback attractor of a non-autonomous local modified stochastic Swift-Hohenberg equation with multiplicative noise. (English) Zbl 1454.35420 J. Math. Phys. 61, No. 9, 092703, 10 p. (2020). MSC: 35R60 35B41 35K59 35K35 PDF BibTeX XML Cite \textit{Y. Li} et al., J. Math. Phys. 61, No. 9, 092703, 10 p. (2020; Zbl 1454.35420) Full Text: DOI
Chen, Chuchu; Hong, Jialin; Jin, Diancong Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations. (English) Zbl 07286409 BIT 60, No. 4, 917-957 (2020). MSC: 65C30 60H10 60H35 34F05 65D30 PDF BibTeX XML Cite \textit{C. Chen} et al., BIT 60, No. 4, 917--957 (2020; Zbl 07286409) Full Text: DOI
Goehry, Benjamin Random forests for time-dependent processes. (English) Zbl 1455.62172 ESAIM, Probab. Stat. 24, 801-826 (2020). MSC: 62M10 62H30 68T05 62G05 62G20 60G12 PDF BibTeX XML Cite \textit{B. Goehry}, ESAIM, Probab. Stat. 24, 801--826 (2020; Zbl 1455.62172) Full Text: DOI
Alfonsi, Aurélien; Jourdain, Benjamin Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability. (English) Zbl 1454.90028 ESAIM, Probab. Stat. 24, 703-717 (2020). MSC: 90C08 60G42 60E15 58B10 49J50 PDF BibTeX XML Cite \textit{A. Alfonsi} and \textit{B. Jourdain}, ESAIM, Probab. Stat. 24, 703--717 (2020; Zbl 1454.90028) Full Text: DOI
Aboulalaa, Adnan Stochastic hyperbolic systems, small perturbations and pathwise approximation. (English) Zbl 07285617 Osaka J. Math. 57, No. 4, 889-934 (2020). MSC: 60H15 60F10 60H07 35R60 35L03 PDF BibTeX XML Cite \textit{A. Aboulalaa}, Osaka J. Math. 57, No. 4, 889--934 (2020; Zbl 07285617) Full Text: Euclid
Nadeb, Hossein; Torabi, Hamzeh; Dolati, Ali Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model. (English) Zbl 1454.91203 N. Am. Actuar. J. 24, No. 3, 475-487 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Nadeb} et al., N. Am. Actuar. J. 24, No. 3, 475--487 (2020; Zbl 1454.91203) Full Text: DOI
Arab, Idir; Hadjikyriakou, Milto; Oliveira, Paulo Eduardo Non-comparability with respect to the convex transform order with applications. (English) Zbl 07284546 J. Appl. Probab. 57, No. 4, 1339-1348 (2020). MSC: 60E15 60E05 62N05 PDF BibTeX XML Cite \textit{I. Arab} et al., J. Appl. Probab. 57, No. 4, 1339--1348 (2020; Zbl 07284546) Full Text: DOI
Fernholz, Ricardo T.; Fernholz, Robert Zipf’s law for Atlas models. (English) Zbl 07284543 J. Appl. Probab. 57, No. 4, 1276-1297 (2020). MSC: 60H30 91D20 91G70 PDF BibTeX XML Cite \textit{R. T. Fernholz} and \textit{R. Fernholz}, J. Appl. Probab. 57, No. 4, 1276--1297 (2020; Zbl 07284543) Full Text: DOI
Lee, Hyunju On a new stochastic model for cascading failures. (English) Zbl 07284536 J. Appl. Probab. 57, No. 4, 1150-1161 (2020). MSC: 60K10 62P30 62N05 PDF BibTeX XML Cite \textit{H. Lee}, J. Appl. Probab. 57, No. 4, 1150--1161 (2020; Zbl 07284536) Full Text: DOI