Gamain, Julie; Tudor, Ciprian A. Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries. (English) Zbl 07956236 Random Matrices Theory Appl. 13, No. 4, Article ID 2450020, 27 p. (2024). MSC: 60B20 60F05 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Lefebvre, Mario Modelling river flows as jump-diffusion processes. (English) Zbl 07952531 Atti Accad. Peloritana Pericolanti, Cl. Sci. Fis. Mat. Nat. 102, No. 1, Paper No. A4, 8 p. (2024). MSC: 76-10 76M35 × Cite Format Result Cite Review PDF Full Text: DOI
Kamel, Alwaleed; Louati, Hanen Yossef; Aldwoah, Khaled; Alqarni, Faez; Almalahi, Mohammed; Hleili, Manel Stochastic analysis and soliton solutions of the Chaffee-Infante equation in nonlinear optical media. (English) Zbl 07946134 Bound. Value Probl. 2024, Paper No. 119, 14 p. (2024). MSC: 35Qxx 37Kxx 35Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Araya, Héctor; Torres, Soledad; Tudor, Ciprian A. Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise. (English) Zbl 07946056 Stat. Pap. 65, No. 7, 4745-4766 (2024). MSC: 60H15 60H07 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Sobieraj, Michał A multilevel Monte Carlo algorithm for stochastic differential equations driven by countably dimensional Wiener process and Poisson random measure. (English) Zbl 07944863 Appl. Numer. Math. 206, 141-160 (2024). MSC: 65C05 65C30 68Q25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Travelletti, Cédric; Ginsbourger, David Disintegration of Gaussian measures for sequential assimilation of linear operator data. (English) Zbl 07941327 Electron. J. Stat. 18, No. 2, 3825-3857 (2024). MSC: 60G15 93E35 28C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Mu, Yingxin; Sapozhnikov, Artem On questions of uniqueness for the vacant set of Wiener sausages and Brownian interlacements. (English) Zbl 07938774 Probab. Theory Relat. Fields 190, No. 3-4, 703-751 (2024). MSC: 60K35 82B43 60J65 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fang, Guanqi; Pan, Rong A class of hierarchical multivariate Wiener processes for modeling dependent degradation data. (English) Zbl 07937326 Technometrics 66, No. 2, 141-156 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Nfor, Evaristus Chuyeh; Woukeng, Jean Louis On the well-posedness of a stochastic Navier-Stokes-Vlasov-Fokker-Planck system. (English) Zbl 07930174 Z. Angew. Math. Phys. 75, No. 5, Paper No. 189, 26 p. (2024). MSC: 35Q30 35R60 60H15 76D05 76M35 × Cite Format Result Cite Review PDF Full Text: DOI
Feng, Xiaobing; Vo, Liet High moment and pathwise error estimates for fully discrete mixed finite element approximations of stochastic Navier-Stokes equations with additive noise. (English) Zbl 07927780 Commun. Comput. Phys. 36, No. 3, 821-849 (2024). MSC: 65C30 60H15 60H35 76D06 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ghoshal, Shyam Sundar; Jana, Animesh; Sarkar, Barun On energy conservation for stochastically forced fluid flows. (English) Zbl 07921329 Parés, Carlos (ed.) et al., Hyperbolic problems: theory, numerics, applications, HYP2022. Proceedings of the XVIII international conference, Málaga, Spain, June 20–24, 2022. Volume I. Cham: Springer. SEMA SIMAI Springer Ser. 34, 275-285 (2024). MSC: 35Q31 35Q30 76B03 76D05 76M35 35D30 35B65 35R60 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Huangxin; Huang, Can; Sun, Shuyu; Xiang, Yahong Stabilized variational formulations of Chorin-type and artificial compressibility methods for the stochastic Stokes-Darcy equations. (English) Zbl 07915961 J. Sci. Comput. 101, No. 1, Paper No. 22, 49 p. (2024). MSC: 65M60 65M06 65N30 65Y05 65N15 76N10 76S05 60G10 35R35 35A15 76M10 76M20 35Q35 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Yong Hoon; Choi, Jae Gil Fourier-Feynman transforms of cylinder functionals combining Gaussian paths on Wiener space. (English) Zbl 07901586 Integral Transforms Spec. Funct. 35, No. 10, 497-507 (2024). MSC: 28C20 42B10 60G15 46G12 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Maharana, Partiswari; Sahoo, Sabita On the convergence of random Fourier-Jacobi series of continuous functions. (English) Zbl 1543.60059 Commun. Math. 32, No. 1, Paper No. 5, 13 p. (2024). MSC: 60G99 40G15 42C10 42A20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Kumar, Ankit; Mohan, Manil T. Uniform large deviation principle for the solutions of two-dimensional stochastic Navier-Stokes equations in vorticity form. (English) Zbl 07898798 Appl. Math. Optim. 90, No. 1, Paper No. 9, 48 p. (2024). MSC: 60F10 35Q30 37L55 60H20 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Choi, Jae Gil Generalized Fourier-Feynman transform of bounded cylinder functions on the function space \(C_{a, b}[0, T]\). (English) Zbl 1545.42010 Kyungpook Math. J. 64, No. 2, 219-233 (2024). MSC: 42B10 46B09 46G12 28C20 × Cite Format Result Cite Review PDF Full Text: DOI
Hottovy, Scott; Pagnini, Gianni Linear combinations of i.i.d. Strictly stable variables with random coefficients and their application to anomalous diffusion processes. (English) Zbl 07893027 Physica A 647, Article ID 129912, 9 p. (2024). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Stępień, Łukasz Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process. (English) Zbl 1544.65026 Numer. Algorithms 96, No. 4, 1699-1725 (2024). MSC: 65C30 60H10 60H35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Babilua, P.; Nadaraya, E. Uniform convergence of a nonparametric estimate of Poisson regression with an application to goodness-of-fit. (English) Zbl 07887968 J. Math. Sci., New York 280, No. 3, Series A, 410-418 (2024). MSC: 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Serva, Maurizio Particles with constant speed and random velocity in 3+1 space-time: separation of the space variables. (English) Zbl 07885508 J. Phys. A, Math. Theor. 57, No. 29, Article ID 295005, 16 p. (2024). MSC: 60J70 60H30 83A05 × Cite Format Result Cite Review PDF Full Text: DOI
Bufetov, Alexander The expectation of a multiplicative functional under the sine-process. (English. Russian original) Zbl 07885501 Funct. Anal. Appl. 58, No. 2, 120-128 (2024); translation from Funkts. Anal. Prilozh. 58, No. 2, 23-33 (2024). MSC: 47B99 47B35 60G55 60B20 × Cite Format Result Cite Review PDF Full Text: DOI
Vlasenko, L. A.; Rutkas, A. A.; Rutkas, A. G.; Chikrii, A. A. Stochastic descriptor pursuit game. (English. Ukrainian original) Zbl 1545.91028 Cybern. Syst. Anal. 60, No. 3, 433-441 (2024); translation from Kibern. Sist. Anal. 60, No. 3, 109-119 (2024). MSC: 91A15 91A24 34A09 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Kuznetsov, Dmitriy Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space. (English) Zbl 1541.60035 Differ. Uravn. Protsessy Upr. 2024, No. 2, 73-180 (2024). MSC: 60H05 60H10 65C30 60H35 × Cite Format Result Cite Review PDF Full Text: Link
Qiu, Xiaoyue; Zhu, Jiaxuan; Liu, Shiqin; Liu, Liying The establishment of uncertain single pendulum equation and its solutions. (English) Zbl 1544.70026 J. Phys. A, Math. Theor. 57, No. 12, Article ID 125202, 17 p. (2024). MSC: 70L05 × Cite Format Result Cite Review PDF Full Text: DOI
Chadjiconstantinidis, Stathis; Xenos, Panos Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion. (English) Zbl 07866537 J. Comput. Appl. Math. 445, Article ID 115835, 27 p. (2024). MSC: 62P05 91G05 60K25 × Cite Format Result Cite Review PDF Full Text: DOI
Csáki, Endre; Földes, Antónia On the local time of anisotropic random walk on \(\mathbb{Z}^2\). (English) Zbl 07865981 J. Theor. Probab. 37, No. 2, 1654-1673 (2024). MSC: 60G50 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Melnikova, Irina V.; Bovkun, Vadim A. Correctness and regularization of stochastic problems. (English) Zbl 07864551 J. Inverse Ill-Posed Probl. 32, No. 3, 529-540 (2024). MSC: 47A52 47D60 60J65 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Qiu, Hailong Analysis of fully discrete mixed finite element scheme for stochastic Navier-Stokes equations with multiplicative noise. (English) Zbl 1539.65180 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 576-613 (2024). MSC: 65N30 35Q30 60H15 65N12 65N15 76D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jiang, Hui; Li, Shi Min; Wang, Wei Gang Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean. (English) Zbl 1544.60033 Acta Math. Sin., Engl. Ser. 40, No. 5, 1308-1324 (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Liang, Xiao; Yang, Yiyi; Wang, Ruili; Chen, Jiangtao Synchronization of delayed stochastic reaction-diffusion Hopfield neural networks via sliding mode control. (English) Zbl 1536.93134 Nonlinear Anal., Model. Control 29, No. 3, 509-527 (2024). MSC: 93B12 93C20 93B70 93C43 × Cite Format Result Cite Review PDF Full Text: Link
Lifshits, M. A.; Nikitin, S. E. Energy saving approximation of Wiener process under unilateral constraints. (English. Russian original) Zbl 1540.60059 Theory Probab. Appl. 69, No. 1, 59-70 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 76-90 (2024). MSC: 60G10 60F15 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Przybyłowicz, Paweł; Wu, Yue; Xie, Xinheng On approximation of solutions of stochastic delay differential equations via randomized Euler scheme. (English) Zbl 1535.65017 Appl. Numer. Math. 197, 143-163 (2024). MSC: 65C30 60H10 60H35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ayache, Antoine; Tudor, Ciprian A. Asymptotic normality for a modified quadratic variation of the Hermite process. (English) Zbl 07824098 Bernoulli 30, No. 2, 1154-1176 (2024). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Zhang, Xuping; Feng, Zhaosheng Well-posedness and stability for non-autonomous stochastic evolution equations of parabolic-type with additive noise. (English) Zbl 07815408 Discrete Contin. Dyn. Syst., Ser. B 29, No. 5, 2435-2452 (2024). MSC: 34F05 34G20 47D06 60H10 60K99 47H08 37C60 × Cite Format Result Cite Review PDF Full Text: DOI
Baccouch, Mahboub An efficient finite difference method for stochastic linear second-order boundary-value problems driven by additive white noises. (English) Zbl 07806680 J. Comput. Math. 42, No. 2, 432-453 (2024). MSC: 65C30 65L12 65L20 60H35 39A50 × Cite Format Result Cite Review PDF Full Text: DOI
Tonaki, Yozo; Kaino, Yusuke; Uchida, Masayuki Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise. (English) Zbl 07806018 Stat. Inference Stoch. Process. 27, No. 1, 123-179 (2024). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lin, Yi-Shen A note on one-sided solutions for optimal stopping problems driven by Lévy processes. (English) Zbl 1532.60082 Stat. Probab. Lett. 206, Article ID 109989, 9 p. (2024). MSC: 60G40 62L15 60J10 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Kang, Xiaodong; Fan, Hongxia Approximate controllability for second-order stochastic neutral evolution equations with infinite delay. (English) Zbl 1530.34061 Evol. Equ. Control Theory 13, No. 1, 140-159 (2024). MSC: 34K30 34K35 60H15 93B05 93C10 × Cite Format Result Cite Review PDF Full Text: DOI
Čoupek, Petr; Ondreját, Martin Besov-Orlicz path regularity of non-Gaussian processes. (English) Zbl 07798453 Potential Anal. 60, No. 1, 307-339 (2024). MSC: 60G17 60G22 60G18 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yang, Cheng-Han; Hsu, Ya-Hsuan; Hu, Cheng-Hung Mis-specification analyses and optimum degradation test plan for Wiener and inverse Gaussian processes. (English) Zbl 07772219 Commun. Stat., Theory Methods 53, No. 2, 700-717 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kinra, Kush; Mohan, Manil T. Random attractors and invariant measures for stochastic convective Brinkman-Forchheimer equations on 2D and 3D unbounded domains. (English) Zbl 1527.35087 Discrete Contin. Dyn. Syst., Ser. B 29, No. 1, 377-425 (2024). MSC: 35B41 35Q35 35R60 37L55 37N10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Yukun; Vo, Liet; Wang, Guanqian Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise. (English) Zbl 1523.60111 J. Comput. Appl. Math. 437, Article ID 115442, 24 p. (2024). MSC: 60H15 60H35 65C30 65M12 65M60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhai, Qingqing; Ye, Zhi-Sheng A multivariate stochastic degradation model for dependent performance characteristics. (English) Zbl 07937272 Technometrics 65, No. 3, 315-327 (2023). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI
Huang, Dongzhou On a modified version of the Lindley recursion. (English) Zbl 1533.60148 Queueing Syst. 105, No. 3-4, 271-289 (2023). MSC: 60K25 90B22 × Cite Format Result Cite Review PDF Full Text: DOI
Shehab, Mohammed F.; El-Sheikh, Mohamed M. A.; Ahmed, Hamdy M.; Mabrouk, Amina A. G.; Mirzazadeh, M.; Hashemi, M. S. Solitons and other nonlinear waves for stochastic Schrödinger-Hirota model using improved modified extended tanh-function approach. (English) Zbl 1536.35132 Math. Methods Appl. Sci. 46, No. 18, 19377-19403 (2023). MSC: 35C08 35R11 60H15 35R60 35B40 × Cite Format Result Cite Review PDF Full Text: DOI
Ralchenko, K. V.; Yakovliev, M. S. Asymptotically normal estimation of parameters of mixed fractional Brownian motion. (English) Zbl 07799325 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 54-62 (2023). MSC: 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Kuznetsov, Dmitriy Feliksovich A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials. (English) Zbl 1533.60078 Differ. Uravn. Protsessy Upr. 2023, No. 4, 67-124 (2023). MSC: 60H05 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Kuznetsov, Dmitriy Feliksovich Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. 3rd edition. (English) Zbl 1528.60002 Differ. Uravn. Protsessy Upr. 2023, No. 1, 947 p. (2023). MSC: 60-02 65-02 35Q62 60H05 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: Link
Rybakov, Konstantin Aleksandrovich Features of the expansion of multiple stochastic Stratonovich integrals using Walsh and Haar functions. (Russian. English summary) Zbl 1531.60034 Differ. Uravn. Protsessy Upr. 2023, No. 1, 137-150 (2023). MSC: 60H05 42C10 × Cite Format Result Cite Review PDF Full Text: Link
Azaïs, J.-M.; Dalmao, F.; León, J. R. Winding number for stationary Gaussian processes using real variables. (English) Zbl 07788702 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1183-1202 (2023). MSC: 60G15 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Scorolli, Ramiro Wong-Zakai approximations for quasilinear systems of Itô’s-type stochastic differential equations driven by fBm with \(H>\frac{1}{2}\). (English) Zbl 1539.60071 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 4, Article ID 2350022, 21 p. (2023). Reviewer: Henri Schurz (Carbondale) MSC: 60H10 60H30 60H05 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dotti, Sylvain Elementary processes for Itô integral against cylindrical Wiener process. (English) Zbl 1540.60096 Probab. Surv. 20, 802-836 (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60H05 60J65 60G99 60H40 × Cite Format Result Cite Review PDF Full Text: DOI Link
Tonaki, Yozo; Kaino, Yusuke; Uchida, Masayuki Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data. (English) Zbl 07782052 Scand. J. Stat. 50, No. 4, 1568-1589 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Boudebane, Zineb; Rezgui, Anis On the local time of Gaussian and Lévy processes. (English) Zbl 1525.60046 Random Oper. Stoch. Equ. 31, No. 4, 329-337 (2023). MSC: 60G17 60J55 60G15 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Choi, Jae Gil Generalized Fourier-Feynman transforms and convolutions for exponential type functions of generalized Brownian motion paths. (English) Zbl 1527.28014 Commun. Korean Math. Soc. 38, No. 4, 1141-1151 (2023). MSC: 28C20 42B10 46B09 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Konarovskyi, Vitalii; Marx, Victor On conditioning Brownian particles to coalesce. (English) Zbl 1529.60061 J. Theor. Probab. 36, No. 4, 2126-2164 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J90 60G15 60G44 60K35 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Assaf, Eran; Buckley, Jeremiah; Feldheim, Naomi An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process. (English) Zbl 1539.60036 Probab. Theory Relat. Fields 187, No. 3-4, 999-1036 (2023). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G15 05A19 37A46 42A38 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tuan, Nguyen Huy; Hai, Nguyen Minh; Thach, Tran Ngoc; Can, Nguyen Huu On stochastic elliptic equations driven by Wiener process with non-local condition. (English) Zbl 1524.60149 Discrete Contin. Dyn. Syst., Ser. S 16, No. 10, 2613-2635 (2023). MSC: 60H15 35R25 60H10 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Mansimov, Kamil’ Baĭramali; Mastaliev, Rashad Ogtaĭ On the representation of the Goursat boundary problem solution for the first order partial derivatives stochastic hyperbolic equations. (Russian. English summary) Zbl 1526.35344 Izv. Irkutsk. Gos. Univ., Ser. Mat. 45, 145-151 (2023). MSC: 35R60 60H15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mel’nikova, Irina Valer’yanovna; Bovkun, Vadim Andreevich Stochastic equations and equations for probabilistic characteristics of processes with damped jumps. (Russian. English summary) Zbl 1526.60040 Izv. Irkutsk. Gos. Univ., Ser. Mat. 45, 73-88 (2023). MSC: 60H15 60J76 × Cite Format Result Cite Review PDF Full Text: DOI Link
Vo, Liet Higher order time discretization method for the stochastic Stokes equations with multiplicative noise. (English) Zbl 1528.65084 J. Sci. Comput. 97, No. 3, Paper No. 59, 23 p. (2023). MSC: 65M60 60H10 60H35 65C05 65C30 65N30 65N12 65N15 60G55 76D07 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Peng, Jiankui; Gao, Xiang; Su, Yongbing; Kang, Xiaodong Approximate controllability for a stochastic elastic system with structural damping and infinite delay. (English) Zbl 1523.34081 Open Math. 21, Article ID 20230116, 17 p. (2023). MSC: 34K30 34K35 34K50 60H15 93B05 93C10 × Cite Format Result Cite Review PDF Full Text: DOI
Tudor, Ciprian A. The overdamped generalized Langevin equation with Hermite noise. (English) Zbl 1522.60059 Fract. Calc. Appl. Anal. 26, No. 3, 1082-1103 (2023). MSC: 60H15 60H07 65C30 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Kachanovs’kyĭ, M. O. Clark-Ocone type formulas on the spaces of regular basic and generalized functions in the analysis of Levy white noise. (Ukrainian. English summary) Zbl 1538.46054 Zb. Pr. Inst. Mat. NAN Ukr. 20, No. 1, 805-842 (2023). MSC: 46F25 60H40 46F05 60G51 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Fahim, K.; Hausenblas, E.; Kovács, M. Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. (English) Zbl 1533.60117 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 1044-1088 (2023). MSC: 60H20 60G22 65R20 45R05 45D05 45L05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fouetio, Aurelien; Nguetseng, Gabriel; Woukeng, Jean Louis Multiscale analysis of semilinear damped stochastic wave equations. (English) Zbl 1522.35039 Acta Math. Sin., Engl. Ser. 39, No. 7, 1305-1331 (2023). MSC: 35B27 35B40 35R60 60H15 46J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhou, Qin; Li, Binjie Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation. (English) Zbl 07732874 Sci. China, Math. 66, No. 9, 2133-2156 (2023). MSC: 65C30 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nkurunziza, Sévérien Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points. (English) Zbl 07730302 Sankhyā, Ser. A 85, No. 1, 351-400 (2023). MSC: 62F30 62M02 × Cite Format Result Cite Review PDF Full Text: DOI
Kinra, Kush; Mohan, Manil T. Large time behavior of deterministic and stochastic 3D convective Brinkman-Forchheimer equations in periodic domains. (English) Zbl 1521.35049 J. Dyn. Differ. Equations 35, No. 3, 2355-2396 (2023). MSC: 35B41 35Q35 37L55 37N10 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shang, Yi-lun Estrada index of dynamic random graphs. (English) Zbl 1524.05069 Appl. Math., Ser. B (Engl. Ed.) 38, No. 2, 159-165 (2023). MSC: 05C09 05C80 05C50 60J10 15A18 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Mei-Ling Ting; Whitmore, G. A. Semiparametric predictive inference for failure data using first-hitting-time threshold regression. (English) Zbl 07719495 Lifetime Data Anal. 29, No. 3, 508-536 (2023). MSC: 62Nxx 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Kinra, K.; Mohan, M. T. Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman-Forchheimer equations in bounded domains. (English) Zbl 1518.35133 Stochastics 95, No. 6, 1042-1077 (2023). MSC: 35B41 35Q35 37L55 37N10 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hu, Cheng-Hung Optimum degradation test plan under model mis-specification for Wiener and gamma processes. (English) Zbl 07714115 Commun. Stat., Simulation Comput. 52, No. 5, 1719-1732 (2023). MSC: 62N05 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Zhan, Mengmeng; Liu, Liping CUSUM control schemes for monitoring Wiener processes. (English) Zbl 07713473 Commun. Stat., Simulation Comput. 52, No. 1, 161-174 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Deng, Guantie; Fan, Xiequan; Gao, Zhi-Qiang Asymptotic expansions in the local limit theorem for a branching Wiener process. (English) Zbl 1518.60078 Stat. Probab. Lett. 199, Article ID 109856, 8 p. (2023). MSC: 60J80 60K37 60F05 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Ye-Jun; Ding, Hui-Sheng Pseudo almost periodicity for stochastic differential equations in infinite dimensions. (English) Zbl 1517.60075 Electron. J. Differ. Equ. 2023, Paper No. 34, 14 p. (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 34C27 × Cite Format Result Cite Review PDF Full Text: Link
Rathinasamy, Anandaraman; Mayavel, Pichamuthu The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps. (English) Zbl 1545.65047 Appl. Math. Comput. 455, Article ID 128129, 25 p. (2023). MSC: 65C30 34K50 60G42 60H10 60H30 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
He, Lei Objective Bayesian analysis of accelerated degradation models based on Wiener process with correlation. (English) Zbl 07702529 Commun. Stat., Theory Methods 52, No. 8, 2666-2681 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Feng, Xiaobing; Vo, Liet Analysis of Chorin-type projection methods for the stochastic Stokes equations with general multiplicative noise. (English) Zbl 1515.65289 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 269-306 (2023). MSC: 65N30 65N12 65N15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
De Bin, Riccardo; Stikbakke, Vegard Grødem A boosting first-hitting-time model for survival analysis in high-dimensional settings. (English) Zbl 07701371 Lifetime Data Anal. 29, No. 2, 420-440 (2023). MSC: 62Nxx 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Giorno, Virginia; Nobile, Amelia G. On a time-inhomogeneous diffusion process with discontinuous drift. (English) Zbl 1545.60094 Appl. Math. Comput. 451, Article ID 128012, 18 p. (2023). MSC: 60J60 35R60 60-08 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Torkzadeh, L. Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes. (English) Zbl 1512.34158 Math. Sci., Springer 17, No. 1, 59-66 (2023). MSC: 34K50 60H10 41A25 × Cite Format Result Cite Review PDF Full Text: DOI
Csáki, Endre; Földes, Antónia Random walks on the two-dimensional \(K\)-comb lattice. (English) Zbl 07692693 Math. Pannonica (N.S.) 29, No. 1, 29-36 (2023). MSC: 60G50 60F17 60J65 60F15 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Stroock, Daniel W. Gaussian measures in finite and infinite dimensions. (English) Zbl 07686074 Universitext. Cham: Springer (ISBN 978-3-031-23121-6/pbk; 978-3-031-23122-3/ebook). xii, 144 p. (2023). Reviewer: Vakhtang V. Kvaratskhelia (Tbilisi) MSC: 60-02 28C20 60G15 60B11 46G12 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Xiaochen; Li, Mengna; Yang, Zhanwen; Zhang, Chiping Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model. (English) Zbl 1522.65016 Numer. Algorithms 93, No. 2, 563-579 (2023). MSC: 65C30 60H10 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Lechiheb, Atef Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise. (English) Zbl 1507.60071 Random Oper. Stoch. Equ. 31, No. 1, 87-102 (2023). MSC: 60H05 60F05 60G17 60H07 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Bielecki, Tomasz R.; Cheng, Ziteng; Gong, Ruoting Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility. (English) Zbl 1502.60063 Stochastic Processes Appl. 156, 246-290 (2023). MSC: 60G51 60J25 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xiang, Yahong; Huang, Can; Chen, Huangxin Optimal convergence analysis of a fully discrete scheme for the stochastic Stokes-Darcy equations. (English) Zbl 1504.65217 J. Sci. Comput. 94, No. 1, Paper No. 13, 29 p. (2023). MSC: 65M60 65M06 65N30 65N12 65N15 35B65 76S05 35Q35 × Cite Format Result Cite Review PDF Full Text: DOI
Cui, Jiazhen; Liu, Qiaojing Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes. (English) Zbl 1503.60032 Stat. Probab. Lett. 192, Article ID 109690, 7 p. (2023). MSC: 60F10 60G15 62F03 62M02 × Cite Format Result Cite Review PDF Full Text: DOI
Mok, Chung Pang Pseudorandom vector generation using elliptic curves and applications to Wiener processes. (English) Zbl 1499.11251 Finite Fields Appl. 85, Article ID 102129, 26 p. (2023). MSC: 11K45 65C10 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Corwin, Ivan Some recent progress on the stationary measure for the open KPZ equation. (English) Zbl 07827908 Basor, Estelle (ed.) et al., Toeplitz operators and random matrices. In memory of Harold Widom. Cham: Birkhäuser. Oper. Theory: Adv. Appl. 289, 321-360 (2022). MSC: 47B35 15B48 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Babilua, Petre; Nadaraya, Elizbar On the Nadaraya-Watson type nonparametric estimate of Poisson regression function. (English) Zbl 07740736 Trans. A. Razmadze Math. Inst. 176, No. 3, 429-433 (2022). MSC: 62G08 60F05 62G05 × Cite Format Result Cite Review PDF Full Text: Link
Tudor, Ciprian A. Fractional stochastic heat equation with Hermite noise. (English) Zbl 1515.60170 Grad. J. Math. 7, No. 2, 1-18 (2022). MSC: 60H05 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: Link
Zhu, Hongze; Zhou, Chenguang; Sun, Nana A weak Galerkin method for nonlinear stochastic parabolic partial differential equations with additive noise. (English) Zbl 1512.65019 Electron. Res. Arch. 30, No. 6, 2321-2334 (2022). MSC: 65C30 65M60 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Blinova, D. I.; Lifshits, M. A. Energy of taut strings accompanying a Wiener process and random walk in a band of variable width. (English. Russian original) Zbl 1509.60103 J. Math. Sci., New York 268, No. 5, 573-588 (2022); translation from Zap. Nauchn. Semin. POMI 495, 64-86 (2020). MSC: 60G50 60J65 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Zakradze, Mamuli; Tabagari, Zaza; Sanikidze, Zaza; Abramidze, Edison Computer modelling of a probabilistic solution for the Dirichlet generalized harmonic problem in some finite axisymmetric bodies with a cylindrical hole. (English) Zbl 1505.35112 Bull. TICMI 26, No. 2, 37-52 (2022). MSC: 35J05 35J25 65C10 65N75 × Cite Format Result Cite Review PDF Full Text: Link
Bychkov, Evgeniĭ Viktorovich; Zagrebina, Sof’ya Aleksandrovna; Zamyshlyaeva, Alena Aleksandrovna; Keller, Alevtina Viktorovna; Manakova, Natal’ya Aleksandrovna; Sagadeeva, Minzilya Almasovna; Sviridyuk, Georgiĭ Anatol’evich Development of the theory of optimal dynamic measurement. (Russian. English summary) Zbl 1505.49003 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 15, No. 3, 19-33 (2022). MSC: 49J15 93E10 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Tang, Shengjin; Wang, Fengfei; Sun, Xiaoyan; Xu, Xiaodong; Yu, Chuanqiang; Si, Xiaosheng Unbiased parameters estimation and mis-specification analysis of Wiener process-based degradation model with random effects. (English) Zbl 1505.62465 Appl. Math. Modelling 109, 134-160 (2022). MSC: 62F10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Daw, Lara; Loosveldt, Laurent Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process. (English) Zbl 1515.60093 Electron. J. Probab. 27, Paper No. 152, 45 p. (2022). MSC: 60G18 60G22 42C40 26A16 60G17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bodó, Gergely; Riedle, Markus Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes. (English) Zbl 1515.60167 Electron. J. Probab. 27, Paper No. 157, 23 p. (2022). MSC: 60H05 60G20 60G52 28C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv