Li, Wenhan; Liu, Lixia; Li, Cuixiang; Lv, Guiwen Quanto option pricing with a jump diffusion process. (English) Zbl 07545854 Commun. Stat., Simulation Comput. 51, No. 5, 2095-2109 (2022). MSC: 91G20 62P05 60H30 PDF BibTeX XML Cite \textit{W. Li} et al., Commun. Stat., Simulation Comput. 51, No. 5, 2095--2109 (2022; Zbl 07545854) Full Text: DOI OpenURL
Peskir, Goran Sticky Bessel diffusions. (English) Zbl 07544410 Stochastic Processes Appl. 150, 1015-1036 (2022). MSC: 60J60 60J65 60H20 35C15 35K20 35K67 PDF BibTeX XML Cite \textit{G. Peskir}, Stochastic Processes Appl. 150, 1015--1036 (2022; Zbl 07544410) Full Text: DOI OpenURL
Jacka, Saul; Hernández-Hernández, Ma. Elena Minimising the expected commute time. (English) Zbl 07544397 Stochastic Processes Appl. 150, 729-751 (2022). MSC: 60J22 60J85 PDF BibTeX XML Cite \textit{S. Jacka} and \textit{Ma. E. Hernández-Hernández}, Stochastic Processes Appl. 150, 729--751 (2022; Zbl 07544397) Full Text: DOI OpenURL
Sun, Li; Balakrishnan, Narayanaswamy; Zhao, Fang-Chao; Gu, Xiao-Hui Mis-specification analysis of the impact of covariates on the diffusion coefficient in Wiener degradation process. (English) Zbl 07540834 Commun. Stat., Simulation Comput. 51, No. 6, 3204-3222 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Sun} et al., Commun. Stat., Simulation Comput. 51, No. 6, 3204--3222 (2022; Zbl 07540834) Full Text: DOI OpenURL
Gatsonis, Nikolaos A.; Tian, Xin; Demetriou, Michael A.; Burns, John A. A heterogeneous non-overlapping domain decomposition explicit finite volume method for a real-time hybrid process-state estimator of 3D unsteady advection-diffusion fields. (English) Zbl 07540349 J. Comput. Phys. 464, Article ID 111257, 19 p. (2022). MSC: 65Mxx 35Kxx 65Nxx PDF BibTeX XML Cite \textit{N. A. Gatsonis} et al., J. Comput. Phys. 464, Article ID 111257, 19 p. (2022; Zbl 07540349) Full Text: DOI OpenURL
He, Wan-Hua; Wu, Chufang; Gu, Jia-Wen; Ching, Wai-Ki; Wong, Chi-Wing Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility. (English) Zbl 07539003 J. Ind. Manag. Optim. 18, No. 3, 2077-2094 (2022). MSC: 91G20 35R60 35C20 PDF BibTeX XML Cite \textit{W.-H. He} et al., J. Ind. Manag. Optim. 18, No. 3, 2077--2094 (2022; Zbl 07539003) Full Text: DOI OpenURL
Gairat, Alexander; Shcherbakov, Vadim Skew Brownian motion with dry friction: joint density approach. (English) Zbl 07535888 Stat. Probab. Lett. 187, Article ID 109511, 4 p. (2022). MSC: 60J65 60J70 60J60 91G20 PDF BibTeX XML Cite \textit{A. Gairat} and \textit{V. Shcherbakov}, Stat. Probab. Lett. 187, Article ID 109511, 4 p. (2022; Zbl 07535888) Full Text: DOI OpenURL
Lefebvre, Mario First-passage problems for diffusion processes with state-dependent jumps. (English) Zbl 07535570 Commun. Stat., Theory Methods 51, No. 9, 2908-2918 (2022). MSC: 60J75 60J60 PDF BibTeX XML Cite \textit{M. Lefebvre}, Commun. Stat., Theory Methods 51, No. 9, 2908--2918 (2022; Zbl 07535570) Full Text: DOI OpenURL
Hufnagel, Nicole; Woerner, Jeannette H. C. Martingale estimation functions for Bessel processes. (English) Zbl 07535465 Stat. Inference Stoch. Process. 25, No. 2, 337-353 (2022). MSC: 62M15 60J60 PDF BibTeX XML Cite \textit{N. Hufnagel} and \textit{J. H. C. Woerner}, Stat. Inference Stoch. Process. 25, No. 2, 337--353 (2022; Zbl 07535465) Full Text: DOI OpenURL
Rodrigo, M.; Mamon, R. S. Jumping hedges on the strength of the Mellin transform. (English) Zbl 07534461 Results Appl. Math. 14, Article ID 100262, 28 p. (2022). MSC: 91B28 35A22 65R20 35K05 PDF BibTeX XML Cite \textit{M. Rodrigo} and \textit{R. S. Mamon}, Results Appl. Math. 14, Article ID 100262, 28 p. (2022; Zbl 07534461) Full Text: DOI OpenURL
Song, Yuping; Sun, Zheng; Zhao, Qicheng; Chen, Youyou Variance reduction approach for the volatility over a finite-time horizon. (English) Zbl 07533645 Commun. Stat., Theory Methods 51, No. 11, 3521-3541 (2022). MSC: 62G20 62M05 60J75 62P20 62-XX PDF BibTeX XML Cite \textit{Y. Song} et al., Commun. Stat., Theory Methods 51, No. 11, 3521--3541 (2022; Zbl 07533645) Full Text: DOI OpenURL
Suzuki, Masataka Smooth ambiguity preferences and asset prices with a jump-diffusion process. (English) Zbl 07532618 Quant. Finance 22, No. 5, 871-887 (2022). MSC: 91G30 91G20 60J74 PDF BibTeX XML Cite \textit{M. Suzuki}, Quant. Finance 22, No. 5, 871--887 (2022; Zbl 07532618) Full Text: DOI OpenURL
Gorji, Hossein Logarithmic gradient transformation and chaos expansion of Itô processes. (English) Zbl 07531920 Commun. Math. Stat. 10, No. 2, 215-231 (2022). MSC: 60H10 35Q84 60J60 PDF BibTeX XML Cite \textit{H. Gorji}, Commun. Math. Stat. 10, No. 2, 215--231 (2022; Zbl 07531920) Full Text: DOI OpenURL
Pieschner, Susanne; Hasenauer, Jan; Fuchs, Christiane Identifiability analysis for models of the translation kinetics after mRNA transfection. (English) Zbl 07529648 J. Math. Biol. 84, No. 7, Paper No. 56, 38 p. (2022). MSC: 92C45 60H30 PDF BibTeX XML Cite \textit{S. Pieschner} et al., J. Math. Biol. 84, No. 7, Paper No. 56, 38 p. (2022; Zbl 07529648) Full Text: DOI OpenURL
Yoshida, Nakahiro Quasi-likelihood analysis and its applications. (English) Zbl 07527230 Stat. Inference Stoch. Process. 25, No. 1, 43-60 (2022). MSC: 62Mxx PDF BibTeX XML Cite \textit{N. Yoshida}, Stat. Inference Stoch. Process. 25, No. 1, 43--60 (2022; Zbl 07527230) Full Text: DOI OpenURL
Zhou, Hongling; Shen, Lin; Wang, Shu Integrated pest management system with impulsive control of spatial heterogeneity. (English) Zbl 07526996 J. Partial Differ. Equations 35, No. 1, 31-48 (2022). MSC: 65Q10 68Q85 68U20 PDF BibTeX XML Cite \textit{H. Zhou} et al., J. Partial Differ. Equations 35, No. 1, 31--48 (2022; Zbl 07526996) Full Text: DOI OpenURL
Mei, Jie; Tao, Yi; Li, Cong; Zheng, Xiu-Deng Evolutionary game dynamics with non-uniform interaction rates in finite population. (English) Zbl 07526879 J. Theor. Biol. 540, Article ID 111086, 5 p. (2022). MSC: 92D25 91A22 PDF BibTeX XML Cite \textit{J. Mei} et al., J. Theor. Biol. 540, Article ID 111086, 5 p. (2022; Zbl 07526879) Full Text: DOI OpenURL
Zhou, Baoquan; Jiang, Daqing; Hayat, Tasawar Analysis of a stochastic population model with mean-reverting Ornstein-Uhlenbeck process and Allee effects. (English) Zbl 07526850 Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106450, 18 p. (2022). MSC: 92D25 35Q84 60J60 PDF BibTeX XML Cite \textit{B. Zhou} et al., Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106450, 18 p. (2022; Zbl 07526850) Full Text: DOI OpenURL
Lawley, Sean D.; Nijhout, H. Frederik; Reed, Michael C. Spiracular fluttering decouples oxygen uptake and water loss: a stochastic PDE model of respiratory water loss in insects. (English) Zbl 07516303 J. Math. Biol. 84, No. 6, Paper No. 40, 26 p. (2022). MSC: 92C30 60J60 60H15 PDF BibTeX XML Cite \textit{S. D. Lawley} et al., J. Math. Biol. 84, No. 6, Paper No. 40, 26 p. (2022; Zbl 07516303) Full Text: DOI OpenURL
Velleret, Aurélien Unique quasi-stationary distribution, with a possibly stabilizing extinction. (English) Zbl 07515386 Stochastic Processes Appl. 148, 98-138 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{A. Velleret}, Stochastic Processes Appl. 148, 98--138 (2022; Zbl 07515386) Full Text: DOI OpenURL
Takahashi, Takuya; Ihara, Yasuo Application of a Markovian ancestral model to the temporal and spatial dynamics of cultural evolution on a population network. (English) Zbl 07514340 Theor. Popul. Biol. 143, 14-29 (2022). MSC: 91D10 PDF BibTeX XML Cite \textit{T. Takahashi} and \textit{Y. Ihara}, Theor. Popul. Biol. 143, 14--29 (2022; Zbl 07514340) Full Text: DOI OpenURL
Shen, Yang; Zou, Bin Mean-variance portfolio selection in contagious markets. (English) Zbl 07511195 SIAM J. Financ. Math. 13, No. 2, 391-425 (2022). MSC: 91G10 60G55 93E20 49N10 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{B. Zou}, SIAM J. Financ. Math. 13, No. 2, 391--425 (2022; Zbl 07511195) Full Text: DOI OpenURL
Ouaki, Mehdi Scalar conservation laws with white noise initial data. (English) Zbl 07511158 Probab. Theory Relat. Fields 182, No. 3-4, 955-998 (2022). MSC: 60G51 60J65 60J60 60J75 35L65 PDF BibTeX XML Cite \textit{M. Ouaki}, Probab. Theory Relat. Fields 182, No. 3--4, 955--998 (2022; Zbl 07511158) Full Text: DOI OpenURL
Abdulle, Assyr; Pavliotis, Grigorios A.; Zanoni, Andrea Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions. (English) Zbl 1484.62001 Stat. Comput. 32, No. 2, Paper No. 34, 33 p. (2022). MSC: 62-08 62M05 60H10 60J60 62M10 65C30 PDF BibTeX XML Cite \textit{A. Abdulle} et al., Stat. Comput. 32, No. 2, Paper No. 34, 33 p. (2022; Zbl 1484.62001) Full Text: DOI OpenURL
Ren, Panpan; Röckner, Michael; Wang, Feng-Yu Linearization of nonlinear Fokker-Planck equations and applications. (English) Zbl 07503643 J. Differ. Equations 322, 1-37 (2022). MSC: 60J60 58J65 60B05 PDF BibTeX XML Cite \textit{P. Ren} et al., J. Differ. Equations 322, 1--37 (2022; Zbl 07503643) Full Text: DOI OpenURL
Zhang, Shuaiqi; Chen, Zhen-Qing Fokker-Planck equation for Feynman-Kac transform of anomalous processes. (English) Zbl 1483.60151 Stochastic Processes Appl. 147, 300-326 (2022). MSC: 60K50 35Q84 35R11 60H30 26A33 PDF BibTeX XML Cite \textit{S. Zhang} and \textit{Z.-Q. Chen}, Stochastic Processes Appl. 147, 300--326 (2022; Zbl 1483.60151) Full Text: DOI OpenURL
Wu, Xiaoqin; Hu, Zhijun Investment timing and capacity choice in duopolistic competition under a jump-diffusion model. (English) Zbl 1484.91512 Math. Financ. Econ. 16, No. 1, 125-152 (2022). MSC: 91G50 91B54 91A80 60J74 PDF BibTeX XML Cite \textit{X. Wu} and \textit{Z. Hu}, Math. Financ. Econ. 16, No. 1, 125--152 (2022; Zbl 1484.91512) Full Text: DOI OpenURL
Park, Hyungbin Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition. (English) Zbl 1484.91487 Math. Financ. Econ. 16, No. 1, 1-50 (2022). MSC: 91G20 60J70 35Q91 PDF BibTeX XML Cite \textit{H. Park}, Math. Financ. Econ. 16, No. 1, 1--50 (2022; Zbl 1484.91487) Full Text: DOI OpenURL
Collin, Orphée; Comets, Francis Rate of escape of conditioned Brownian motion. (English) Zbl 07500284 Electron. J. Probab. 27, Paper No. 31, 26 p. (2022). MSC: 60K35 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{O. Collin} and \textit{F. Comets}, Electron. J. Probab. 27, Paper No. 31, 26 p. (2022; Zbl 07500284) Full Text: DOI OpenURL
Boguslavskaya, Elena; Boguslavsky, Michael; Muravey, Dmitry Trading multiple mean reversion. (English) Zbl 1484.91416 Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250006, 34 p. (2022). MSC: 91G10 60J60 PDF BibTeX XML Cite \textit{E. Boguslavskaya} et al., Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250006, 34 p. (2022; Zbl 1484.91416) Full Text: DOI OpenURL
Beznea, Lucian; Vrabie, Cătălin Ioan Continuous flows driving branching processes and their nonlinear evolution equations. (English) Zbl 1485.35189 Adv. Nonlinear Anal. 11, 921-936 (2022). MSC: 35J60 60J65 60J68 47D07 PDF BibTeX XML Cite \textit{L. Beznea} and \textit{C. I. Vrabie}, Adv. Nonlinear Anal. 11, 921--936 (2022; Zbl 1485.35189) Full Text: DOI OpenURL
Bao, Jianhai; Wang, Jian Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises. (English) Zbl 07485070 Stochastic Processes Appl. 146, 114-142 (2022). MSC: 60H10 60J60 60J76 PDF BibTeX XML Cite \textit{J. Bao} and \textit{J. Wang}, Stochastic Processes Appl. 146, 114--142 (2022; Zbl 07485070) Full Text: DOI arXiv OpenURL
Liu, Jian-Guo; Wang, Ziheng; Zhang, Yuan; Zhou, Zhennan Rigorous justification of the Fokker-Planck equations of neural networks based on an iteration perspective. (English) Zbl 07483944 SIAM J. Math. Anal. 54, No. 1, 1270-1312 (2022). MSC: 35Q84 35A09 60H30 92B20 PDF BibTeX XML Cite \textit{J.-G. Liu} et al., SIAM J. Math. Anal. 54, No. 1, 1270--1312 (2022; Zbl 07483944) Full Text: DOI arXiv OpenURL
Kohatsu-Higa, Arturo; Nualart, Eulalia; Tran, Ngoc Khue Density estimates for jump diffusion processes. (English) Zbl 07483712 Appl. Math. Comput. 420, Article ID 126814, 10 p. (2022). MSC: 60J35 60J75 60J25 60H07 PDF BibTeX XML Cite \textit{A. Kohatsu-Higa} et al., Appl. Math. Comput. 420, Article ID 126814, 10 p. (2022; Zbl 07483712) Full Text: DOI arXiv OpenURL
He, Yue; Kawai, Reiichiro Super- and subdiffusive positions in fractional Klein-Kramers equations. (English) Zbl 07483671 Physica A 588, Article ID 126570, 14 p. (2022). MSC: 37A50 60K50 60G51 60J60 60H05 82-XX PDF BibTeX XML Cite \textit{Y. He} and \textit{R. Kawai}, Physica A 588, Article ID 126570, 14 p. (2022; Zbl 07483671) Full Text: DOI OpenURL
Lenzi, M. K.; Lenzi, E. K.; Guilherme, L. M. S.; Evangelista, L. R.; Ribeiro, H. V. Transient anomalous diffusion in heterogeneous media with stochastic resetting. (English) Zbl 07483661 Physica A 588, Article ID 126560, 8 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{M. K. Lenzi} et al., Physica A 588, Article ID 126560, 8 p. (2022; Zbl 07483661) Full Text: DOI arXiv OpenURL
Chun, Dohyun; Kim, Donggyu State heterogeneity analysis of financial volatility using high-frequency financial data. (English) Zbl 07476229 J. Time Ser. Anal. 43, No. 1, 105-124 (2022). MSC: 60G10 62M10 91B84 PDF BibTeX XML Cite \textit{D. Chun} and \textit{D. Kim}, J. Time Ser. Anal. 43, No. 1, 105--124 (2022; Zbl 07476229) Full Text: DOI arXiv OpenURL
Budhiraja, Amarjit; Dupuis, Paul; Nyquist, Pierre; Wu, Guo-Jhen Quasistationary distributions and ergodic control problems. (English) Zbl 1485.93624 Stochastic Processes Appl. 145, 143-164 (2022). MSC: 93E20 60J60 60H10 PDF BibTeX XML Cite \textit{A. Budhiraja} et al., Stochastic Processes Appl. 145, 143--164 (2022; Zbl 1485.93624) Full Text: DOI arXiv OpenURL
Nafidi, Ahmed; Rida, Oussama; Bahij, Meriem; Achchab, Boujemaa Stochastic diffusion process based on Goel-Okumoto curve: statistical inference and application to real data. (English) Zbl 07468431 Stat. Interface 15, No. 1, 63-71 (2022). MSC: 65C30 60H30 PDF BibTeX XML Cite \textit{A. Nafidi} et al., Stat. Interface 15, No. 1, 63--71 (2022; Zbl 07468431) Full Text: DOI OpenURL
Petrov, Leonid; Saenz, Axel Mapping TASEP Back in time. (English) Zbl 07465485 Probab. Theory Relat. Fields 182, No. 1-2, 481-530 (2022). MSC: 60K35 05E05 60J60 82C22 82B23 PDF BibTeX XML Cite \textit{L. Petrov} and \textit{A. Saenz}, Probab. Theory Relat. Fields 182, No. 1--2, 481--530 (2022; Zbl 07465485) Full Text: DOI arXiv OpenURL
Fibich, Gadi; Nordmann, Samuel Exact description of SIR-bass epidemics on 1D lattices. (English) Zbl 1481.92136 Discrete Contin. Dyn. Syst. 42, No. 2, 505-535 (2022). MSC: 92D30 60G99 PDF BibTeX XML Cite \textit{G. Fibich} and \textit{S. Nordmann}, Discrete Contin. Dyn. Syst. 42, No. 2, 505--535 (2022; Zbl 1481.92136) Full Text: DOI arXiv OpenURL
Ji, Huijie; Xi, Fubao The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching. (English) Zbl 1481.60157 Stat. Probab. Lett. 181, Article ID 109271, 8 p. (2022). MSC: 60J60 60J76 60H25 60K37 PDF BibTeX XML Cite \textit{H. Ji} and \textit{F. Xi}, Stat. Probab. Lett. 181, Article ID 109271, 8 p. (2022; Zbl 1481.60157) Full Text: DOI OpenURL
Benavides, Gonzalo A.; Caucao, Sergio; Gatica, Gabriel N.; Hopper, Alejandro A. A new non-augmented and momentum-conserving fully-mixed finite element method for a coupled flow-transport problem. (English) Zbl 1481.65219 Calcolo 59, No. 1, Paper No. 6, 44 p. (2022). MSC: 65N30 65N12 65N15 76R50 76D07 PDF BibTeX XML Cite \textit{G. A. Benavides} et al., Calcolo 59, No. 1, Paper No. 6, 44 p. (2022; Zbl 1481.65219) Full Text: DOI OpenURL
Hsieh, Dai-Ni; Arguillère, Sylvain; Charon, Nicolas; Younes, Laurent Diffeomorphic shape evolution coupled with a reaction-diffusion PDE on a growth potential. (English) Zbl 1481.35413 Q. Appl. Math. 80, No. 1, 23-52 (2022). MSC: 35R37 35K51 35K57 35Q92 PDF BibTeX XML Cite \textit{D.-N. Hsieh} et al., Q. Appl. Math. 80, No. 1, 23--52 (2022; Zbl 1481.35413) Full Text: DOI arXiv OpenURL
Guswanto, Bambang Hendriya Nonlocal reaction-diffusion model with subdiffusive kinetics. (English) Zbl 07459024 J. Fract. Calc. Appl. 13, No. 1, 198-211 (2022). MSC: 34A08 34A12 PDF BibTeX XML Cite \textit{B. H. Guswanto}, J. Fract. Calc. Appl. 13, No. 1, 198--211 (2022; Zbl 07459024) Full Text: Link OpenURL
Wang, Feng-Yu Wasserstein convergence rate for empirical measures on noncompact manifolds. (English) Zbl 1480.58015 Stochastic Processes Appl. 144, 271-287 (2022). MSC: 58J65 60J60 60B10 PDF BibTeX XML Cite \textit{F.-Y. Wang}, Stochastic Processes Appl. 144, 271--287 (2022; Zbl 1480.58015) Full Text: DOI arXiv OpenURL
Sutthimat, Phiraphat; Mekchay, Khamron Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes. (English) Zbl 1479.60165 Commun. Nonlinear Sci. Numer. Simul. 106, Article ID 106095, 23 p. (2022). MSC: 60J60 PDF BibTeX XML Cite \textit{P. Sutthimat} and \textit{K. Mekchay}, Commun. Nonlinear Sci. Numer. Simul. 106, Article ID 106095, 23 p. (2022; Zbl 1479.60165) Full Text: DOI OpenURL
Pan, Shiliang; Zhang, Qimin; Meyer-Baese, Anke Stationary distribution of a stochastic vegetation-water system with reaction-diffusion. (English) Zbl 1472.92256 Appl. Math. Lett. 123, Article ID 107589, 7 p. (2022). MSC: 92D40 60J60 35K57 35R60 PDF BibTeX XML Cite \textit{S. Pan} et al., Appl. Math. Lett. 123, Article ID 107589, 7 p. (2022; Zbl 1472.92256) Full Text: DOI OpenURL
Wei, Zhi-Feng Inverse problems for ergodicity of Markov chains. (English) Zbl 1476.60135 J. Math. Anal. Appl. 505, No. 2, Article ID 125483, 24 p. (2022). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J27 60K50 PDF BibTeX XML Cite \textit{Z.-F. Wei}, J. Math. Anal. Appl. 505, No. 2, Article ID 125483, 24 p. (2022; Zbl 1476.60135) Full Text: DOI arXiv OpenURL
Vate, John H. Vande Average cost Brownian drift control with proportional changeover costs. (English) Zbl 07547873 Stoch. Syst. 11, No. 3, 218-263 (2021). MSC: 60-XX PDF BibTeX XML Cite \textit{J. H. V. Vate}, Stoch. Syst. 11, No. 3, 218--263 (2021; Zbl 07547873) Full Text: DOI OpenURL
Cheng, Li-Juan; Thalmaier, Aanton; Zhang, Shao-Qin Exponential contraction in Wasserstein distance on static and evolving manifolds. (English) Zbl 07523889 Rev. Roum. Math. Pures Appl. 66, No. 1, 107-129 (2021). MSC: 60J60 58J65 53Exx PDF BibTeX XML Cite \textit{L.-J. Cheng} et al., Rev. Roum. Math. Pures Appl. 66, No. 1, 107--129 (2021; Zbl 07523889) OpenURL
Kasahara, Yuji; Kotani, Shin’ichi Diffusions with Bessel-like drifts. II. (English) Zbl 07522841 Tsukuba J. Math. 45, No. 2, 171-187 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 60J60 34B24 PDF BibTeX XML Cite \textit{Y. Kasahara} and \textit{S. Kotani}, Tsukuba J. Math. 45, No. 2, 171--187 (2021; Zbl 07522841) Full Text: DOI OpenURL
Lavagnini, Silvia Pricing Asian options with correlators. (English) Zbl 1484.91480 Int. J. Theor. Appl. Finance 24, No. 8, Article ID 2150041, 44 p. (2021). MSC: 91G20 33C45 60J74 PDF BibTeX XML Cite \textit{S. Lavagnini}, Int. J. Theor. Appl. Finance 24, No. 8, Article ID 2150041, 44 p. (2021; Zbl 1484.91480) Full Text: DOI arXiv OpenURL
Min, Yong; Zhou, Yuying; Liu, Yuhang; Zhang, Jian; Xuan, Qi; Jin, Xiaogang; Cai, He The role of degree correlation in shaping filter bubbles in social networks. (English) Zbl 07482516 Physica A 584, Article ID 126366, 11 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{Y. Min} et al., Physica A 584, Article ID 126366, 11 p. (2021; Zbl 07482516) Full Text: DOI OpenURL
Maniar, Rohan; Bhattacharyay, A. Random walk model for coordinate-dependent diffusion in a force field. (English) Zbl 07482500 Physica A 584, Article ID 126348, 13 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{R. Maniar} and \textit{A. Bhattacharyay}, Physica A 584, Article ID 126348, 13 p. (2021; Zbl 07482500) Full Text: DOI arXiv OpenURL
Kopytko, B. I.; Shevchuk, R. V. One-dimensional Wiener process with the properties of partial reflection and delay. (English) Zbl 1483.60113 Carpathian Math. Publ. 13, No. 2, 534-544 (2021). MSC: 60J60 35K20 PDF BibTeX XML Cite \textit{B. I. Kopytko} and \textit{R. V. Shevchuk}, Carpathian Math. Publ. 13, No. 2, 534--544 (2021; Zbl 1483.60113) Full Text: DOI OpenURL
Buonaguidi, Bruno On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay. (English) Zbl 07481680 Electron. Commun. Probab. 26, Paper No. 73, 12 p. (2021). MSC: 60G40 60J60 62C10 62L15 PDF BibTeX XML Cite \textit{B. Buonaguidi}, Electron. Commun. Probab. 26, Paper No. 73, 12 p. (2021; Zbl 07481680) Full Text: DOI OpenURL
Barilari, Davide; Boscain, Ugo; Cannarsa, Daniele; Habermann, Karen Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds. (English) Zbl 07481253 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1388-1410 (2021). Reviewer: Mihail Banaru (Smolensk) MSC: 53C17 58J65 60J60 53D10 PDF BibTeX XML Cite \textit{D. Barilari} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1388--1410 (2021; Zbl 07481253) Full Text: DOI arXiv OpenURL
Tamborrino, Massimiliano; Lansky, Petr Shot noise, weak convergence and diffusion approximations. (English) Zbl 1485.92027 Physica D 418, Article ID 132845, 12 p. (2021). MSC: 92C20 60G51 60J60 60G55 PDF BibTeX XML Cite \textit{M. Tamborrino} and \textit{P. Lansky}, Physica D 418, Article ID 132845, 12 p. (2021; Zbl 1485.92027) Full Text: DOI arXiv OpenURL
Mijatović, Aleksandar; Mramor, Veno Lévy processes on smooth manifolds with a connection. (English) Zbl 07478675 Electron. J. Probab. 26, Paper No. 132, 39 p. (2021). MSC: 60G51 58J65 60J25 PDF BibTeX XML Cite \textit{A. Mijatović} and \textit{V. Mramor}, Electron. J. Probab. 26, Paper No. 132, 39 p. (2021; Zbl 07478675) Full Text: DOI arXiv OpenURL
Camassa, Roberto; Ding, Lingyun; Kilic, Zeliha; McLaughlin, Richard M. Persisting asymmetry in the probability distribution function for a random advection-diffusion equation in impermeable channels. (English) Zbl 07477885 Physica D 425, Article ID 132930, 11 p. (2021). MSC: 76R99 76F25 76M35 PDF BibTeX XML Cite \textit{R. Camassa} et al., Physica D 425, Article ID 132930, 11 p. (2021; Zbl 07477885) Full Text: DOI arXiv OpenURL
Zhang, He; Harlim, John; Li, Xiantao Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions. (English) Zbl 1482.60108 Physica D 427, Article ID 133022, 28 p. (2021). MSC: 60J60 62G08 68T07 PDF BibTeX XML Cite \textit{H. Zhang} et al., Physica D 427, Article ID 133022, 28 p. (2021; Zbl 1482.60108) Full Text: DOI arXiv OpenURL
Leman, Hélène; Pardo, Juan Carlos Extinction time of logistic branching processes in a Brownian environment. (English) Zbl 1482.60115 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1859-1890 (2021). MSC: 60J80 60J70 60J85 PDF BibTeX XML Cite \textit{H. Leman} and \textit{J. C. Pardo}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1859--1890 (2021; Zbl 1482.60115) Full Text: arXiv Link OpenURL
Liang, Yingjie; Tian, Peibo; Wang, Shuhong; Xu, Wei Non-Fickian diffusion in time-space fluctuating diffusivity landscapes: from superfast to ultraslow. (English) Zbl 07468079 Fractals 29, No. 7, Article ID 2150191, 10 p. (2021). MSC: 76-XX 35-XX PDF BibTeX XML Cite \textit{Y. Liang} et al., Fractals 29, No. 7, Article ID 2150191, 10 p. (2021; Zbl 07468079) Full Text: DOI OpenURL
Sun, Wei; Zhao, Yonggan; MacLean, Leonard Real options in a duopoly with jump diffusion prices. (English) Zbl 1482.91221 Asia-Pac. J. Oper. Res. 38, No. 6, Article ID 2150009, 29 p. (2021). MSC: 91G50 91G80 91A80 60J74 PDF BibTeX XML Cite \textit{W. Sun} et al., Asia-Pac. J. Oper. Res. 38, No. 6, Article ID 2150009, 29 p. (2021; Zbl 1482.91221) Full Text: DOI OpenURL
Wang, Xudong; Chen, Yao Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity. (English) Zbl 07460727 Physica A 577, Article ID 126090, 15 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{X. Wang} and \textit{Y. Chen}, Physica A 577, Article ID 126090, 15 p. (2021; Zbl 07460727) Full Text: DOI arXiv OpenURL
Salmon, Nicholas; SenGupta, Indranil Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging. (English) Zbl 1480.91293 Ann. Finance 17, No. 4, 529-558 (2021). MSC: 91G20 60G22 60J60 PDF BibTeX XML Cite \textit{N. Salmon} and \textit{I. SenGupta}, Ann. Finance 17, No. 4, 529--558 (2021; Zbl 1480.91293) Full Text: DOI arXiv OpenURL
Fagnola, Franco; Kumar, Dharmendra; Srivastava, Sachi A quantum Laguerre semigroup. (English) Zbl 07453775 Indian J. Pure Appl. Math. 52, No. 4, 1201-1211 (2021). MSC: 46L55 46L53 46N50 47D07 PDF BibTeX XML Cite \textit{F. Fagnola} et al., Indian J. Pure Appl. Math. 52, No. 4, 1201--1211 (2021; Zbl 07453775) Full Text: DOI OpenURL
Song, Yuping; Li, Hangyan; Fang, Yetong Efficient estimation for the volatility of stochastic interest rate models. (English) Zbl 1477.62304 Stat. Pap. 62, No. 4, 1939-1964 (2021). MSC: 62P05 62G07 62G20 62M10 60J60 91G30 PDF BibTeX XML Cite \textit{Y. Song} et al., Stat. Pap. 62, No. 4, 1939--1964 (2021; Zbl 1477.62304) Full Text: DOI OpenURL
Sharma, Upanshu; Zhang, Wei Nonreversible sampling schemes on submanifolds. (English) Zbl 1484.65021 SIAM J. Numer. Anal. 59, No. 6, 2989-3031 (2021). MSC: 65C99 58J65 PDF BibTeX XML Cite \textit{U. Sharma} and \textit{W. Zhang}, SIAM J. Numer. Anal. 59, No. 6, 2989--3031 (2021; Zbl 1484.65021) Full Text: DOI arXiv OpenURL
Panzo, Hugo Independent factorization of the last zero arcsine law for Bessel processes with drift. (English) Zbl 07453017 Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021). MSC: 60G17 60J60 60J65 PDF BibTeX XML Cite \textit{H. Panzo}, Electron. Commun. Probab. 26, Paper No. 36, 11 p. (2021; Zbl 07453017) Full Text: DOI arXiv OpenURL
Awerkin, Almendra; Vargiolu, Tiziano Optimal installation of renewable electricity sources: the case of Italy. (English) Zbl 1477.91036 Decis. Econ. Finance 44, No. 2, 1179-1209 (2021). MSC: 91B76 91A15 91A80 60J60 PDF BibTeX XML Cite \textit{A. Awerkin} and \textit{T. Vargiolu}, Decis. Econ. Finance 44, No. 2, 1179--1209 (2021; Zbl 1477.91036) Full Text: DOI arXiv OpenURL
Beznea, Lucian; Ionescu, Ioan R.; Lupaşcu-Stamate, Oana Random multiple-fragmentation and flow of particles on a surface. (English) Zbl 07452687 J. Evol. Equ. 21, No. 4, 4773-4797 (2021). MSC: 47D07 82C80 60J45 60G44 60J35 65C30 PDF BibTeX XML Cite \textit{L. Beznea} et al., J. Evol. Equ. 21, No. 4, 4773--4797 (2021; Zbl 07452687) Full Text: DOI OpenURL
Sethi, Suresh P. Optimal control theory. Applications to management science and economics. 4th edition. (English) Zbl 07451851 Springer Texts in Business and Economics. Cham: Springer (ISBN 978-3-030-91744-9/hbk; 978-3-030-91745-6/ebook). xxvii, 506 p. (2021). Reviewer: Gheorghe Moroşanu (Cluj-Napoca) MSC: 49-01 91-01 49K15 49N10 49S05 49J15 49J55 49N35 91B76 91B62 90C30 91A10 90B30 90B60 91A23 60J60 PDF BibTeX XML Cite \textit{S. P. Sethi}, Optimal control theory. Applications to management science and economics. 4th edition. Cham: Springer (2021; Zbl 07451851) Full Text: DOI OpenURL
Kim, Ho-Youn; Kim, Yong-Jung; Lim, Hyun-Jin Heterogeneous discrete kinetic model and its diffusion limit. (English) Zbl 1476.35278 Kinet. Relat. Models 14, No. 5, 749-765 (2021). MSC: 35Q84 60K50 82C31 PDF BibTeX XML Cite \textit{H.-Y. Kim} et al., Kinet. Relat. Models 14, No. 5, 749--765 (2021; Zbl 1476.35278) Full Text: DOI OpenURL
Cheng, Jiaqi; Chesson, Peter; Han, Xiaoying The lottery model for ecological competition in nonstationary environments. (English) Zbl 07450609 SIAM J. Appl. Math. 81, No. 6, 2480-2502 (2021). MSC: 34C60 37C60 34F05 34D05 60H10 60J60 60K37 92D40 92D25 PDF BibTeX XML Cite \textit{J. Cheng} et al., SIAM J. Appl. Math. 81, No. 6, 2480--2502 (2021; Zbl 07450609) Full Text: DOI OpenURL
Scalas, E.; Toaldo, B. Limit theorems for prices of options written on semi-Markov processes. (English) Zbl 1480.91294 Theory Probab. Math. Stat. 105, 3-33 (2021). MSC: 91G20 60J70 60G44 PDF BibTeX XML Cite \textit{E. Scalas} and \textit{B. Toaldo}, Theory Probab. Math. Stat. 105, 3--33 (2021; Zbl 1480.91294) Full Text: DOI arXiv OpenURL
Shchestyuk, N. Yu.; Tyshchenko, S. V. Monte-Carlo method for option pricing in sub-diffusive arithmetic models. (English) Zbl 07450276 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 85-92 (2021). MSC: 60J70 65C05 62P20 91G20 PDF BibTeX XML Cite \textit{N. Yu. Shchestyuk} and \textit{S. V. Tyshchenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 85--92 (2021; Zbl 07450276) Full Text: DOI OpenURL
Kaino, Yusuke; Uchida, Masayuki Adaptive estimator for a parabolic linear SPDE with a small noise. (English) Zbl 1477.62223 Jpn. J. Stat. Data Sci. 4, No. 1, 513-541 (2021). MSC: 62M05 60H15 62F12 PDF BibTeX XML Cite \textit{Y. Kaino} and \textit{M. Uchida}, Jpn. J. Stat. Data Sci. 4, No. 1, 513--541 (2021; Zbl 1477.62223) Full Text: DOI arXiv OpenURL
Jørgensen, Emil S.; Sørensen, Michael Prediction-based estimation for diffusion models with high-frequency data. (English) Zbl 1477.62222 Jpn. J. Stat. Data Sci. 4, No. 1, 483-511 (2021). MSC: 62M05 60J60 60H10 62E20 62F12 PDF BibTeX XML Cite \textit{E. S. Jørgensen} and \textit{M. Sørensen}, Jpn. J. Stat. Data Sci. 4, No. 1, 483--511 (2021; Zbl 1477.62222) Full Text: DOI arXiv OpenURL
Chen, Yinggu; Djehiche, Boualem; Hamadène, Said Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games. (English) Zbl 1483.60078 Stoch. Dyn. 21, No. 6, Article ID 2150036, 32 p. (2021). MSC: 60H10 60H07 49N90 91A23 PDF BibTeX XML Cite \textit{Y. Chen} et al., Stoch. Dyn. 21, No. 6, Article ID 2150036, 32 p. (2021; Zbl 1483.60078) Full Text: DOI arXiv OpenURL
Thanh, Bui Le Trong; Trong, Nguyen Ngoc; Do, Tan Duc Blow-up estimates for a higher-order reaction-diffusion equation with a special diffusion process. (English) Zbl 1479.35151 J. Elliptic Parabol. Equ. 7, No. 2, 891-904 (2021). MSC: 35B44 35D30 35K35 35K57 35K58 PDF BibTeX XML Cite \textit{B. Le T. Thanh} et al., J. Elliptic Parabol. Equ. 7, No. 2, 891--904 (2021; Zbl 1479.35151) Full Text: DOI OpenURL
Gizzi, Alessio; De Bellis, Maria Laura; Vasta, Marcello; Pandolfi, Anna Diffusion-based degeneration of the collagen reinforcement in the pathologic human cornea. (English) Zbl 1483.92028 J. Eng. Math. 127, Paper No. 3, 11 p. (2021). MSC: 92C10 35K57 PDF BibTeX XML Cite \textit{A. Gizzi} et al., J. Eng. Math. 127, Paper No. 3, 11 p. (2021; Zbl 1483.92028) Full Text: DOI OpenURL
Wei, Bo; Yao, Dacheng Ergodic inventory control with diffusion demand and general ordering costs. (English) Zbl 07443063 Oper. Res. Lett. 49, No. 4, 578-585 (2021). MSC: 90-XX 93-XX PDF BibTeX XML Cite \textit{B. Wei} and \textit{D. Yao}, Oper. Res. Lett. 49, No. 4, 578--585 (2021; Zbl 07443063) Full Text: DOI arXiv OpenURL
Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz A piecewise deterministic Monte Carlo method for diffusion bridges. (English) Zbl 1475.62019 Stat. Comput. 31, No. 3, Paper No. 37, 21 p. (2021). MSC: 62-08 60J60 65C05 PDF BibTeX XML Cite \textit{J. Bierkens} et al., Stat. Comput. 31, No. 3, Paper No. 37, 21 p. (2021; Zbl 1475.62019) Full Text: DOI arXiv OpenURL
Liu, Senli; Chen, Haibo Fractional Kirchhoff-type equation with singular potential and critical exponent. (English) Zbl 07441709 J. Math. Phys. 62, No. 11, 111505, 15 p. (2021). MSC: 35R11 35J62 35R09 PDF BibTeX XML Cite \textit{S. Liu} and \textit{H. Chen}, J. Math. Phys. 62, No. 11, 111505, 15 p. (2021; Zbl 07441709) Full Text: DOI OpenURL
Xiao, Chun; Xu, Shixin; Yue, Xingye; Zhang, Changjuan; Zhang, Changrong Homogenization of a discrete network model for chemical vapor infiltration process. (English) Zbl 1479.35065 Commun. Math. Sci. 19, No. 7, 1809-1826 (2021). MSC: 35B27 35K51 35K55 35K57 35R02 47E07 PDF BibTeX XML Cite \textit{C. Xiao} et al., Commun. Math. Sci. 19, No. 7, 1809--1826 (2021; Zbl 1479.35065) Full Text: DOI OpenURL
Afanasyev, V. I. A conditional functional limit theorem for a decomposable branching process. (English) Zbl 1483.60122 Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 1-17 (2021). MSC: 60J80 60F17 PDF BibTeX XML Cite \textit{V. I. Afanasyev}, Springer Proc. Math. Stat. 358, 1--17 (2021; Zbl 1483.60122) Full Text: DOI OpenURL
Benth, Fred Espen; Lavagnini, Silvia Correlators of polynomial processes. (English) Zbl 1479.91391 SIAM J. Financ. Math. 12, No. 4, 1374-1415 (2021). MSC: 91G20 60J74 60J60 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{S. Lavagnini}, SIAM J. Financ. Math. 12, No. 4, 1374--1415 (2021; Zbl 1479.91391) Full Text: DOI arXiv OpenURL
Klimentov, D. S. Stochastic test of a minimal surface. (English) Zbl 1483.53006 Kusraev, Anatoly G. (ed.) et al., Operator theory and differential equations. Selected papers based on the presentations at the 15th conference on order analysis and related problems of mathematical modeling, Vladikavkaz, Russia, July 15–20, 2019. Cham: Birkhäuser. Trends Math., 61-67 (2021). MSC: 53A05 60J25 PDF BibTeX XML Cite \textit{D. S. Klimentov}, in: Operator theory and differential equations. Selected papers based on the presentations at the 15th conference on order analysis and related problems of mathematical modeling, Vladikavkaz, Russia, July 15--20, 2019. Cham: Birkhäuser. 61--67 (2021; Zbl 1483.53006) Full Text: DOI OpenURL
Dib-Baghdadli, Nabahats; Labbas, Rabah; Mahdjoub, Tewfik; Medeghri, Ahmed On some reaction-diffusion equations generated by non-domiciliated triatominae, vectors of Chagas disease. (English) Zbl 1479.35879 Discrete Contin. Dyn. Syst., Ser. B 26, No. 12, 6091-6115 (2021). MSC: 35Q92 35B65 60J65 35A01 35K57 47D06 92B05 92D25 12H20 PDF BibTeX XML Cite \textit{N. Dib-Baghdadli} et al., Discrete Contin. Dyn. Syst., Ser. B 26, No. 12, 6091--6115 (2021; Zbl 1479.35879) Full Text: DOI OpenURL
Benth, Fred E.; Christensen, Troels S.; Rohde, Victor Multivariate continuous-time modeling of wind indexes and hedging of wind risk. (English) Zbl 1479.91390 Quant. Finance 21, No. 1, 165-183 (2021). MSC: 91G20 60J60 91G10 PDF BibTeX XML Cite \textit{F. E. Benth} et al., Quant. Finance 21, No. 1, 165--183 (2021; Zbl 1479.91390) Full Text: DOI OpenURL
Ning, Wenxu; Liu, Zhijun; Wang, Lianwen; Tan, Ronghua A stochastic mutualism model with saturation effect and impulsive toxicant input in a polluted environment. (English) Zbl 1478.92249 J. Appl. Math. Comput. 65, No. 1-2, 177-197 (2021). MSC: 92D40 60J60 34A37 60H10 PDF BibTeX XML Cite \textit{W. Ning} et al., J. Appl. Math. Comput. 65, No. 1--2, 177--197 (2021; Zbl 1478.92249) Full Text: DOI OpenURL
Grimmett, Geoffrey R. Harry Kesten’s work in probability theory. (English) Zbl 07434396 Probab. Theory Relat. Fields 181, No. 1-3, 17-55 (2021). MSC: 60-03 60G50 60J80 60B20 60K35 82B20 PDF BibTeX XML Cite \textit{G. R. Grimmett}, Probab. Theory Relat. Fields 181, No. 1--3, 17--55 (2021; Zbl 07434396) Full Text: DOI arXiv OpenURL
Nectoux, Boris Mean exit time for the overdamped Langevin process: the case with critical points on the boundary. (English) Zbl 1483.31032 Commun. Partial Differ. Equations 46, No. 9, 1789-1829 (2021). MSC: 31C15 60J60 35P15 PDF BibTeX XML Cite \textit{B. Nectoux}, Commun. Partial Differ. Equations 46, No. 9, 1789--1829 (2021; Zbl 1483.31032) Full Text: DOI OpenURL
Sinha, Amit K. The reliability of geometric Brownian motion forecasts of S&P500 index values. (English) Zbl 1476.62229 J. Forecast. 40, No. 8, 1444-1462 (2021). MSC: 62P05 60J70 91G20 PDF BibTeX XML Cite \textit{A. K. Sinha}, J. Forecast. 40, No. 8, 1444--1462 (2021; Zbl 1476.62229) Full Text: DOI OpenURL
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela Hawkes processes in insurance: risk model, application to empirical data and optimal investment. (English) Zbl 1475.91317 Insur. Math. Econ. 101, 107-124 (2021). MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{A. Swishchuk} et al., Insur. Math. Econ. 101, 107--124 (2021; Zbl 1475.91317) Full Text: DOI OpenURL
Ma, Tianyu; Matveev, Vladimir S.; Pavlyukevich, Ilya Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds. (English) Zbl 1482.82030 J. Geom. Anal. 31, No. 12, 12446-12484 (2021). MSC: 82B41 82C41 53B40 53C60 60J65 PDF BibTeX XML Cite \textit{T. Ma} et al., J. Geom. Anal. 31, No. 12, 12446--12484 (2021; Zbl 1482.82030) Full Text: DOI arXiv OpenURL
González Arenas, Zochil; Jimenez, Juan Carlos; Lozada-Chang, Li-Vang; Santana, Roberto Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes. (English) Zbl 07428968 Math. Comput. Simul. 187, 449-467 (2021). MSC: 65-XX 91-XX PDF BibTeX XML Cite \textit{Z. González Arenas} et al., Math. Comput. Simul. 187, 449--467 (2021; Zbl 07428968) Full Text: DOI arXiv OpenURL
Song, Shiyu Some explicit results on first exit times for a jump diffusion process involving semimartingale local time. (English) Zbl 1477.60126 J. Theor. Probab. 34, No. 4, 2346-2367 (2021). MSC: 60J76 60J60 60G55 60H30 60J55 PDF BibTeX XML Cite \textit{S. Song}, J. Theor. Probab. 34, No. 4, 2346--2367 (2021; Zbl 1477.60126) Full Text: DOI OpenURL