Hamana, Yuji Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes. (English) Zbl 07687895 Opusc. Math. 43, No. 2, 145-172 (2023). MSC: 60J60 33C15 44A10 PDF BibTeX XML Cite \textit{Y. Hamana}, Opusc. Math. 43, No. 2, 145--172 (2023; Zbl 07687895) Full Text: DOI OpenURL
Buckwar, Evelyn; Conte, Martina; Meddah, Amira A stochastic hierarchical model for low grade glioma evolution. (English) Zbl 07687720 J. Math. Biol. 86, No. 6, Paper No. 89, 37 p. (2023). MSC: 92C32 92C17 35Q84 PDF BibTeX XML Cite \textit{E. Buckwar} et al., J. Math. Biol. 86, No. 6, Paper No. 89, 37 p. (2023; Zbl 07687720) Full Text: DOI arXiv OpenURL
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift. (English) Zbl 07686816 Stoch. Models 39, No. 2, 323-362 (2023). MSC: 91G15 91G10 93E20 60F25 60G35 PDF BibTeX XML Cite \textit{J. Sass} et al., Stoch. Models 39, No. 2, 323--362 (2023; Zbl 07686816) Full Text: DOI OpenURL
Baake, E.; Esercito, L.; Hummel, S. Lines of descent in a Moran model with frequency-dependent selection and mutation. (English) Zbl 07686803 Stochastic Processes Appl. 160, 409-457 (2023). MSC: 60K35 92D15 60J25 60J27 PDF BibTeX XML Cite \textit{E. Baake} et al., Stochastic Processes Appl. 160, 409--457 (2023; Zbl 07686803) Full Text: DOI arXiv OpenURL
Lei, Yuhuan; Su, Zhonggen Hydrodynamic limit for the \(d\)-facilitated exclusion process. (English) Zbl 07686379 J. Theor. Probab. 36, No. 1, 456-493 (2023). MSC: 60K35 35R35 60J27 PDF BibTeX XML Cite \textit{Y. Lei} and \textit{Z. Su}, J. Theor. Probab. 36, No. 1, 456--493 (2023; Zbl 07686379) Full Text: DOI OpenURL
Kern, Peter; Lage, Svenja On self-similar Bernstein functions and corresponding generalized fractional derivatives. (English) Zbl 07686375 J. Theor. Probab. 36, No. 1, 348-371 (2023). MSC: 26A33 35R11 44A10 60E07 60G22 60G51 60G52 PDF BibTeX XML Cite \textit{P. Kern} and \textit{S. Lage}, J. Theor. Probab. 36, No. 1, 348--371 (2023; Zbl 07686375) Full Text: DOI arXiv OpenURL
Xie, Longjie Fast-slow stochastic dynamical system with singular coefficients. (English) Zbl 07685338 Sci. China, Math. 66, No. 4, 819-838 (2023). MSC: 60H10 60G52 60J60 PDF BibTeX XML Cite \textit{L. Xie}, Sci. China, Math. 66, No. 4, 819--838 (2023; Zbl 07685338) Full Text: DOI OpenURL
Rodrigo, Marianito R. On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics. (English) Zbl 07681610 Appl. Anal. 102, No. 1, 220-238 (2023). MSC: 47D06 47N10 45K05 91G20 91G80 35A22 65R20 PDF BibTeX XML Cite \textit{M. R. Rodrigo}, Appl. Anal. 102, No. 1, 220--238 (2023; Zbl 07681610) Full Text: DOI OpenURL
Bezemek, Zachary William; Spiliopoulos, Konstantinos Rate of homogenization for fully-coupled McKean-Vlasov SDEs. (English) Zbl 07681046 Stoch. Dyn. 23, No. 2, Article ID 2350013, 65 p. (2023). MSC: 60Hxx 60F05 60F17 60G17 60J60 PDF BibTeX XML Cite \textit{Z. W. Bezemek} and \textit{K. Spiliopoulos}, Stoch. Dyn. 23, No. 2, Article ID 2350013, 65 p. (2023; Zbl 07681046) Full Text: DOI arXiv OpenURL
Lee, Walter C. Simo Tao A variational technique of mollification applied to backward heat conduction problems. (English) Zbl 07677342 Appl. Math. Comput. 449, Article ID 127917, 20 p. (2023). MSC: 65Mxx 35Rxx 35Kxx PDF BibTeX XML Cite \textit{W. C. S. T. Lee}, Appl. Math. Comput. 449, Article ID 127917, 20 p. (2023; Zbl 07677342) Full Text: DOI arXiv OpenURL
Shi, Zhenfeng; Jiang, Daqing Environmental variability in a stochastic HIV infection model. (English) Zbl 07676872 Commun. Nonlinear Sci. Numer. Simul. 120, Article ID 107201, 21 p. (2023). MSC: 92D30 60J60 35Q84 PDF BibTeX XML Cite \textit{Z. Shi} and \textit{D. Jiang}, Commun. Nonlinear Sci. Numer. Simul. 120, Article ID 107201, 21 p. (2023; Zbl 07676872) Full Text: DOI OpenURL
Hsu, Sze-Bi; Hsu, Chao-Ping On the three dimensional competition systems arising from arabidopsis clock. (English) Zbl 07675837 Discrete Contin. Dyn. Syst., Ser. B 28, No. 7, 3925-3954 (2023). MSC: 34-XX 35K57 92D25 PDF BibTeX XML Cite \textit{S.-B. Hsu} and \textit{C.-P. Hsu}, Discrete Contin. Dyn. Syst., Ser. B 28, No. 7, 3925--3954 (2023; Zbl 07675837) Full Text: DOI OpenURL
Lu, Yungang Two-dimensional quantum Bernoulli process and the related central limit theorem. (English) Zbl 07672049 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 1, Article ID 2250027, 30 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 81S99 82C10 47D07 PDF BibTeX XML Cite \textit{Y. Lu}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 1, Article ID 2250027, 30 p. (2023; Zbl 07672049) Full Text: DOI OpenURL
Palamarchuk, E. S. On optimal linear regulator with polynomial process of external excitations. (English. Russian original) Zbl 07669780 Theory Probab. Appl. 67, No. 4, 535-547 (2023); translation from Teor. Veroyatn. Primen. 67, No. 4, 535-547 (2022). MSC: 93C05 93E20 60J60 PDF BibTeX XML Cite \textit{E. S. Palamarchuk}, Theory Probab. Appl. 67, No. 4, 535--547 (2023; Zbl 07669780); translation from Teor. Veroyatn. Primen. 67, No. 4, 535--547 (2022) Full Text: DOI OpenURL
Zhang, Yumo Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences. (English) Zbl 07668988 J. Ind. Manag. Optim. 19, No. 8, 5767-5796 (2023). MSC: 60H30 93E20 91G10 PDF BibTeX XML Cite \textit{Y. Zhang}, J. Ind. Manag. Optim. 19, No. 8, 5767--5796 (2023; Zbl 07668988) Full Text: DOI OpenURL
Li, Sheng; Yuan, Wei; Chen, Peimin Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market. (English) Zbl 07668862 J. Ind. Manag. Optim. 19, No. 4, 2855-2888 (2023). MSC: 91B30 93E20 62P05 PDF BibTeX XML Cite \textit{S. Li} et al., J. Ind. Manag. Optim. 19, No. 4, 2855--2888 (2023; Zbl 07668862) Full Text: DOI OpenURL
Ascolani, Filippo; Lijoi, Antonio; Ruggiero, Matteo Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions. (English) Zbl 07666824 Bernoulli 29, No. 2, 1410-1434 (2023). MSC: 60J60 92D10 60J80 PDF BibTeX XML Cite \textit{F. Ascolani} et al., Bernoulli 29, No. 2, 1410--1434 (2023; Zbl 07666824) Full Text: DOI arXiv Link OpenURL
Huang, Lu Jing; Mao, Yong Hua; Wang, Tao Variational principles for asymptotic variance of general Markov processes. (English) Zbl 07663333 Acta Math. Sin., Engl. Ser. 39, No. 1, 107-118 (2023). Reviewer: Pierre Monmarché (Paris) MSC: 60J25 60J46 60J60 PDF BibTeX XML Cite \textit{L. J. Huang} et al., Acta Math. Sin., Engl. Ser. 39, No. 1, 107--118 (2023; Zbl 07663333) Full Text: DOI arXiv OpenURL
Dabaghi, Jad; Ehrlacher, Virginie; Strössner, Christoph Tensor approximation of the self-diffusion matrix of tagged particle processes. (English) Zbl 07662517 J. Comput. Phys. 480, Article ID 112017, 14 p. (2023). MSC: 60Kxx 15Axx 65Fxx PDF BibTeX XML Cite \textit{J. Dabaghi} et al., J. Comput. Phys. 480, Article ID 112017, 14 p. (2023; Zbl 07662517) Full Text: DOI arXiv OpenURL
Abundo, Mario The first-passage area of Ornstein-Uhlenbeck process revisited. (English) Zbl 07661020 Stochastic Anal. Appl. 41, No. 2, 358-376 (2023). MSC: 60J60 60H05 60H10 PDF BibTeX XML Cite \textit{M. Abundo}, Stochastic Anal. Appl. 41, No. 2, 358--376 (2023; Zbl 07661020) Full Text: DOI OpenURL
Do, Tan Duc; Trong, Nguyen Ngoc; Thanh, Bui Le Trong On a higher-order reaction-diffusion equation with a special medium void via potential well method. (English) Zbl 07658406 Taiwanese J. Math. 27, No. 1, 53-79 (2023). MSC: 35B44 35B40 35K35 35K58 PDF BibTeX XML Cite \textit{T. D. Do} et al., Taiwanese J. Math. 27, No. 1, 53--79 (2023; Zbl 07658406) Full Text: DOI Link OpenURL
Wang, Feng-Yu; Zhu, Jie-Xiang Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds. (English. French summary) Zbl 07657659 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 437-475 (2023). MSC: 58J65 60J60 60F05 60F10 PDF BibTeX XML Cite \textit{F.-Y. Wang} and \textit{J.-X. Zhu}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 437--475 (2023; Zbl 07657659) Full Text: DOI arXiv OpenURL
Kwaśnicki, Mateusz Boundary traces of shift-invariant diffusions in half-plane. (English. French summary) Zbl 07657658 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 411-436 (2023). MSC: 60J60 60J76 60G51 35J25 35J70 35R11 47G20 PDF BibTeX XML Cite \textit{M. Kwaśnicki}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 411--436 (2023; Zbl 07657658) Full Text: DOI arXiv OpenURL
Rivera-Lopez, Kelvin; Rizzolo, Douglas Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains. (English. French summary) Zbl 07657653 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 303-324 (2023). MSC: 60J60 60J45 60C05 60J10 05E05 PDF BibTeX XML Cite \textit{K. Rivera-Lopez} and \textit{D. Rizzolo}, Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 1, 303--324 (2023; Zbl 07657653) Full Text: DOI arXiv OpenURL
Ferrari, Patrik L.; Shlosman, Senya The \(\mathrm{Airy}_2\) process and the 3D Ising model. (English) Zbl 07657035 J. Phys. A, Math. Theor. 56, No. 1, Article ID 014003, 15 p. (2023). MSC: 60K35 82B20 82B24 PDF BibTeX XML Cite \textit{P. L. Ferrari} and \textit{S. Shlosman}, J. Phys. A, Math. Theor. 56, No. 1, Article ID 014003, 15 p. (2023; Zbl 07657035) Full Text: DOI arXiv OpenURL
Grothaus, Martin; Sauerbrey, Max Dirichlet form analysis of the Jacobi process. (English) Zbl 07656800 Stochastic Processes Appl. 157, 376-412 (2023). MSC: 60J46 46E35 92D25 33C05 PDF BibTeX XML Cite \textit{M. Grothaus} and \textit{M. Sauerbrey}, Stochastic Processes Appl. 157, 376--412 (2023; Zbl 07656800) Full Text: DOI arXiv OpenURL
Liu, Qun Stationary distribution and probability density for a stochastic SISP respiratory disease model with Ornstein-Uhlenbeck process. (English) Zbl 07656625 Commun. Nonlinear Sci. Numer. Simul. 119, Article ID 107128, 17 p. (2023). MSC: 92D30 60J70 PDF BibTeX XML Cite \textit{Q. Liu}, Commun. Nonlinear Sci. Numer. Simul. 119, Article ID 107128, 17 p. (2023; Zbl 07656625) Full Text: DOI OpenURL
Liu, Qun Stationary distribution and extinction of a stochastic HLIV model with viral production and Ornstein-Uhlenbeck process. (English) Zbl 07656608 Commun. Nonlinear Sci. Numer. Simul. 119, Article ID 107111, 19 p. (2023). MSC: 92D30 60J70 PDF BibTeX XML Cite \textit{Q. Liu}, Commun. Nonlinear Sci. Numer. Simul. 119, Article ID 107111, 19 p. (2023; Zbl 07656608) Full Text: DOI OpenURL
Burden, Conrad J.; Griffiths, Robert C. The stationary and quasi-stationary properties of neutral multi-type branching process diffusions. (English) Zbl 1506.60089 Stoch. Models 39, No. 1, 185-218 (2023). MSC: 60J80 60J60 PDF BibTeX XML Cite \textit{C. J. Burden} and \textit{R. C. Griffiths}, Stoch. Models 39, No. 1, 185--218 (2023; Zbl 1506.60089) Full Text: DOI arXiv OpenURL
Abdulle, Assyr; Garegnani, Giacomo; Pavliotis, Grigorios A.; Stuart, Andrew M.; Zanoni, Andrea Drift estimation of multiscale diffusions based on filtered data. (English) Zbl 07654468 Found. Comput. Math. 23, No. 1, 33-84 (2023). MSC: 62F15 65C30 62M05 74Q10 PDF BibTeX XML Cite \textit{A. Abdulle} et al., Found. Comput. Math. 23, No. 1, 33--84 (2023; Zbl 07654468) Full Text: DOI arXiv OpenURL
Michelitsch, Thomas M.; Polito, Federico; Riascos, Alejandro P. Squirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal process. (English) Zbl 07654065 Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 107031, 28 p. (2023). MSC: 60Gxx 60Kxx 60Jxx PDF BibTeX XML Cite \textit{T. M. Michelitsch} et al., Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 107031, 28 p. (2023; Zbl 07654065) Full Text: DOI arXiv OpenURL
Di Nardo, Elvira; D’Onofrio, Giuseppe; Martini, Tommaso Approximating the first passage time density from data using generalized Laguerre polynomials. (English) Zbl 1505.60002 Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 106991, 17 p. (2023). MSC: 60-08 60G07 60J60 62E17 62M05 PDF BibTeX XML Cite \textit{E. Di Nardo} et al., Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 106991, 17 p. (2023; Zbl 1505.60002) Full Text: DOI arXiv OpenURL
Gonon, Lukas; Schwab, Christoph Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations. (English) Zbl 07652560 Anal. Appl., Singap. 21, No. 1, 1-47 (2023). MSC: 68T07 45K05 60H35 PDF BibTeX XML Cite \textit{L. Gonon} and \textit{C. Schwab}, Anal. Appl., Singap. 21, No. 1, 1--47 (2023; Zbl 07652560) Full Text: DOI arXiv OpenURL
Cancès, Clément; Venel, Juliette On the square-root approximation finite volume scheme for nonlinear drift-diffusion equations. (English) Zbl 1507.65148 C. R., Math., Acad. Sci. Paris 361, 535-558 (2023). Reviewer: Abdallah Bradji (Annaba) MSC: 65M08 65M12 65H10 60J76 35K51 78A57 76R50 35Q84 PDF BibTeX XML Cite \textit{C. Cancès} and \textit{J. Venel}, C. R., Math., Acad. Sci. Paris 361, 535--558 (2023; Zbl 1507.65148) Full Text: DOI arXiv OpenURL
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias Ranked masses in two-parameter Fleming-Viot diffusions. (English) Zbl 1505.60074 Trans. Am. Math. Soc. 376, No. 2, 1089-1111 (2023). MSC: 60J60 60J25 60G55 60J35 60J80 PDF BibTeX XML Cite \textit{N. Forman} et al., Trans. Am. Math. Soc. 376, No. 2, 1089--1111 (2023; Zbl 1505.60074) Full Text: DOI arXiv OpenURL
Mason, James; Jack, Robert L.; Bruna, Maria Macroscopic behaviour in a two-species exclusion process via the method of matched asymptotics. (English) Zbl 1502.60159 J. Stat. Phys. 190, No. 3, Paper No. 47, 38 p. (2023). MSC: 60K35 82C22 35K51 PDF BibTeX XML Cite \textit{J. Mason} et al., J. Stat. Phys. 190, No. 3, Paper No. 47, 38 p. (2023; Zbl 1502.60159) Full Text: DOI arXiv OpenURL
Di Crescenzo, Antonio; Iuliano, Antonella; Mustaro, Verdiana On some finite-velocity random motions driven by the geometric counting process. (English) Zbl 1502.60166 J. Stat. Phys. 190, No. 3, Paper No. 44, 26 p. (2023). MSC: 60K99 60K50 PDF BibTeX XML Cite \textit{A. Di Crescenzo} et al., J. Stat. Phys. 190, No. 3, Paper No. 44, 26 p. (2023; Zbl 1502.60166) Full Text: DOI OpenURL
Gou, Wei; Jin, Zhen; Wang, Hao Hopf bifurcation for general network-organized reaction-diffusion systems and its application in a multi-patch predator-prey system. (English) Zbl 07637386 J. Differ. Equations 346, 64-107 (2023). Reviewer: Yong Ye (Shenzhen) MSC: 34C60 34C23 34C05 92B20 92D25 PDF BibTeX XML Cite \textit{W. Gou} et al., J. Differ. Equations 346, 64--107 (2023; Zbl 07637386) Full Text: DOI OpenURL
Tahir, Shko Ali; Sari, Murat A new approach for the coupled advection-diffusion processes including source effects. (English) Zbl 1507.65146 Appl. Numer. Math. 184, 391-405 (2023). Reviewer: Marius Ghergu (Dublin) MSC: 65M06 65D07 65L05 65H10 65F05 41A15 35Q53 PDF BibTeX XML Cite \textit{S. A. Tahir} and \textit{M. Sari}, Appl. Numer. Math. 184, 391--405 (2023; Zbl 1507.65146) Full Text: DOI OpenURL
Wiedemann, David; Peter, Malte A. Homogenisation of local colloid evolution induced by reaction and diffusion. (English) Zbl 1505.35028 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 227, Article ID 113168, 32 p. (2023). Reviewer: Adrian Muntean (Karlstad) MSC: 35B27 35K20 35K57 35R35 PDF BibTeX XML Cite \textit{D. Wiedemann} and \textit{M. A. Peter}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 227, Article ID 113168, 32 p. (2023; Zbl 1505.35028) Full Text: DOI arXiv OpenURL
Huang, Lu-Jing; Wang, Tao Dirichlet eigenvalues and exit time moments for symmetric Markov processes. (English) Zbl 1499.60266 Stat. Probab. Lett. 193, Article ID 109704, 8 p. (2023). MSC: 60J45 60J25 47D07 60G52 PDF BibTeX XML Cite \textit{L.-J. Huang} and \textit{T. Wang}, Stat. Probab. Lett. 193, Article ID 109704, 8 p. (2023; Zbl 1499.60266) Full Text: DOI arXiv OpenURL
Takahashi, Hiroshi; Tamura, Yozo Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\). (English) Zbl 1499.60273 Stat. Probab. Lett. 193, Article ID 109694, 7 p. (2023). MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{H. Takahashi} and \textit{Y. Tamura}, Stat. Probab. Lett. 193, Article ID 109694, 7 p. (2023; Zbl 1499.60273) Full Text: DOI OpenURL
Nakatsu, Tomonori On density functions related to discrete time maximum of some one-dimensional diffusion processes. (English) Zbl 07627666 Appl. Math. Comput. 441, Article ID 127672, 16 p. (2023). MSC: 60J60 65C30 60H07 62G32 PDF BibTeX XML Cite \textit{T. Nakatsu}, Appl. Math. Comput. 441, Article ID 127672, 16 p. (2023; Zbl 07627666) Full Text: DOI OpenURL
Li, Yongkun; Wang, Xiaohui Besicovitch almost periodic stochastic processes and almost periodic solutions of Clifford-valued stochastic neural networks. (English) Zbl 07622298 Discrete Contin. Dyn. Syst., Ser. B 28, No. 3, 2154-2183 (2023). Reviewer: Shangjiang Guo (Changsha) MSC: 34K14 34K50 34K20 60J70 92B20 PDF BibTeX XML Cite \textit{Y. Li} and \textit{X. Wang}, Discrete Contin. Dyn. Syst., Ser. B 28, No. 3, 2154--2183 (2023; Zbl 07622298) Full Text: DOI OpenURL
Xie, Pengxu; Bai, Lihua; Zhang, Huayue Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer. (English) Zbl 07616032 J. Ind. Manag. Optim. 19, No. 3, 1827-1845 (2023). MSC: 91G05 93E20 60J70 PDF BibTeX XML Cite \textit{P. Xie} et al., J. Ind. Manag. Optim. 19, No. 3, 1827--1845 (2023; Zbl 07616032) Full Text: DOI OpenURL
Dai, Suhang; Menoukeu-Pamen, Olivier An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems. (English) Zbl 1498.60160 J. Comput. Appl. Math. 421, Article ID 114864, 24 p. (2023). MSC: 60G40 65C20 60J25 47D07 60J35 PDF BibTeX XML Cite \textit{S. Dai} and \textit{O. Menoukeu-Pamen}, J. Comput. Appl. Math. 421, Article ID 114864, 24 p. (2023; Zbl 1498.60160) Full Text: DOI OpenURL
Zhou, Yaxin; Jiang, Daqing Dynamical behavior of a stochastic SIQR epidemic model with Ornstein-Uhlenbeck process and standard incidence rate after dimensionality reduction. (English) Zbl 1501.92210 Commun. Nonlinear Sci. Numer. Simul. 116, Article ID 106878, 15 p. (2023). MSC: 92D30 60J60 PDF BibTeX XML Cite \textit{Y. Zhou} and \textit{D. Jiang}, Commun. Nonlinear Sci. Numer. Simul. 116, Article ID 106878, 15 p. (2023; Zbl 1501.92210) Full Text: DOI OpenURL
Herrmann, Samuel; Massin, Nicolas Exact simulation of the first passage time through a given level of jump diffusions. (English) Zbl 07594647 Math. Comput. Simul. 203, 553-576 (2023). MSC: 60-XX 82-XX PDF BibTeX XML Cite \textit{S. Herrmann} and \textit{N. Massin}, Math. Comput. Simul. 203, 553--576 (2023; Zbl 07594647) Full Text: DOI arXiv OpenURL
Leonenko, Nikolai N.; Salinger, Željka; Sikorskii, Alla; Šuvak, Nenad; Boivin, Michael Generalized Gaussian time series model for increments of EEG data. (English) Zbl 07585560 Stat. Interface 16, No. 1, 17-29 (2023). MSC: 62-XX 37M10 62G07 62J20 62M10 62P10 PDF BibTeX XML Cite \textit{N. N. Leonenko} et al., Stat. Interface 16, No. 1, 17--29 (2023; Zbl 07585560) Full Text: DOI OpenURL
Nguyen Ngoc Trong; Nguyen Quoc Cuong; Tan Duc Do Existence of global solutions for a reaction-diffusion equation with singular coefficients and conical degeneration. (English) Zbl 07688273 Z. Anal. Anwend. 41, No. 3-4, 301-321 (2022). MSC: 35K67 35K20 35B44 PDF BibTeX XML Cite \textit{Nguyen Ngoc Trong} et al., Z. Anal. Anwend. 41, No. 3--4, 301--321 (2022; Zbl 07688273) Full Text: DOI OpenURL
Shevchuk, R. V.; Savka, I. Ya. The nonlocal conjugation problem for a linear second order parabolic equation of Kolmogorov’s type with discontinuous coefficients. (Ukrainian. English summary) Zbl 07673188 Bukovyn. Mat. Zh. 10, No. 2, 249-264 (2022). MSC: 60J60 35K20 PDF BibTeX XML Cite \textit{R. V. Shevchuk} and \textit{I. Ya. Savka}, Bukovyn. Mat. Zh. 10, No. 2, 249--264 (2022; Zbl 07673188) Full Text: DOI OpenURL
Gusev, S. A. On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting boundary. (Russian. English summary) Zbl 07668683 Sib. Zh. Vychisl. Mat. 25, No. 4, 359-369 (2022). MSC: 65-XX 35-XX PDF BibTeX XML Cite \textit{S. A. Gusev}, Sib. Zh. Vychisl. Mat. 25, No. 4, 359--369 (2022; Zbl 07668683) Full Text: DOI MNR OpenURL
Morozov, V. V.; Polushkin, T. N. A quantile game for portfolio construction in the Ornstein-Uhlenbeck model. (English. Russian original) Zbl 07668452 Comput. Math. Model. 33, No. 2, 107-114 (2022); translation from Prikl. Mat. Inf. 70, 15-22 (2022). MSC: 91G10 91A10 91A80 60J60 PDF BibTeX XML Cite \textit{V. V. Morozov} and \textit{T. N. Polushkin}, Comput. Math. Model. 33, No. 2, 107--114 (2022; Zbl 07668452); translation from Prikl. Mat. Inf. 70, 15--22 (2022) Full Text: DOI OpenURL
Bouin, Émeric; Mouhot, Clément Quantitative fluid approximation in transport theory: a unified approach. (English) Zbl 07667620 Probab. Math. Phys. 3, No. 3, 491-542 (2022). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q84 35Q35 76P05 82C40 82C70 82D05 26A33 35A23 35R11 45A05 60K50 35P25 60G51 60J65 PDF BibTeX XML Cite \textit{É. Bouin} and \textit{C. Mouhot}, Probab. Math. Phys. 3, No. 3, 491--542 (2022; Zbl 07667620) Full Text: DOI arXiv OpenURL
Katsevich, Anya The local equilibrium state of a crystal surface jump process in the rough scaling regime. (English) Zbl 1506.82035 Multiscale Model. Simul. 20, No. 4, 1315-1360 (2022). MSC: 82D25 82C22 82C24 60K35 65C40 60J22 60J28 PDF BibTeX XML Cite \textit{A. Katsevich}, Multiscale Model. Simul. 20, No. 4, 1315--1360 (2022; Zbl 1506.82035) Full Text: DOI arXiv OpenURL
Nakagiri, Nariyuki; Yokoi, Hiroki; Sakisaka, Yukio; Tainaka, Kei-ichi Population persistence under two conservation measures: paradox of habitat protection in a patchy environment. (English) Zbl 07659304 Math. Biosci. Eng. 19, No. 9, 9244-9257 (2022). MSC: 92D40 92D25 PDF BibTeX XML Cite \textit{N. Nakagiri} et al., Math. Biosci. Eng. 19, No. 9, 9244--9257 (2022; Zbl 07659304) Full Text: DOI OpenURL
Ducrot, Arnaud; Magal, Pierre Return-to-home model for short-range human travel. (English) Zbl 07659081 Math. Biosci. Eng. 19, No. 8, 7737-7755 (2022). Reviewer: Dalkhat M. Ediev (Cherkessk) MSC: 91D20 45K05 PDF BibTeX XML Cite \textit{A. Ducrot} and \textit{P. Magal}, Math. Biosci. Eng. 19, No. 8, 7737--7755 (2022; Zbl 07659081) Full Text: DOI arXiv OpenURL
Mider, Marcin; Jenkins, Paul A.; Pollock, Murray; Roberts, Gareth O. The computational cost of blocking for sampling discretely observed diffusions. (English) Zbl 07655080 Methodol. Comput. Appl. Probab. 24, No. 4, 3007-3027 (2022). MSC: 62F15 65C05 60J22 PDF BibTeX XML Cite \textit{M. Mider} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 3007--3027 (2022; Zbl 07655080) Full Text: DOI arXiv OpenURL
Ma, Hao; Blom, Henk A. P. Random assignment versus fixed assignment in multilevel importance splitting for estimating stochastic reach probabilities. (English) Zbl 1506.60005 Methodol. Comput. Appl. Probab. 24, No. 4, 2313-2338 (2022). MSC: 60-08 65C05 PDF BibTeX XML Cite \textit{H. Ma} and \textit{H. A. P. Blom}, Methodol. Comput. Appl. Probab. 24, No. 4, 2313--2338 (2022; Zbl 1506.60005) Full Text: DOI OpenURL
Harlamov, B. P. On a sufficient condition for a diffusion process will never reach boundaries of some interval. (English. Russian original) Zbl 07654803 J. Math. Sci., New York 268, No. 5, 721-730 (2022); translation from Zap. Nauchn. Semin. POMI 495, 291-304 (2020). MSC: 60J60 34A30 60K15 PDF BibTeX XML Cite \textit{B. P. Harlamov}, J. Math. Sci., New York 268, No. 5, 721--730 (2022; Zbl 07654803); translation from Zap. Nauchn. Semin. POMI 495, 291--304 (2020) Full Text: DOI OpenURL
Sandev, Trifce; Kocarev, Ljupco; Metzler, Ralf; Chechkin, Aleksei Stochastic dynamics with multiplicative dichotomic noise: heterogeneous telegrapher’s equation, anomalous crossovers and resetting. (English) Zbl 07646351 Chaos Solitons Fractals 165, Part 2, Article ID 112878, 11 p. (2022). MSC: 60H15 35R60 PDF BibTeX XML Cite \textit{T. Sandev} et al., Chaos Solitons Fractals 165, Part 2, Article ID 112878, 11 p. (2022; Zbl 07646351) Full Text: DOI arXiv OpenURL
Katori, Makoto; Shirai, Tomoyuki Local universality of determinantal point processes on Riemannian manifolds. (English) Zbl 07644440 Proc. Japan Acad., Ser. A 98, No. 10, 95-100 (2022). Reviewer: Feng-Yu Wang (Tianjin) MSC: 60G55 58J65 PDF BibTeX XML Cite \textit{M. Katori} and \textit{T. Shirai}, Proc. Japan Acad., Ser. A 98, No. 10, 95--100 (2022; Zbl 07644440) Full Text: DOI arXiv OpenURL
Körner, Jacob; Borzì, Alfio Second-order analysis of Fokker-Planck ensemble optimal control problems. (English) Zbl 1505.35336 ESAIM, Control Optim. Calc. Var. 28, Paper No. 77, 30 p. (2022). MSC: 35Q84 35Q93 49J20 49K20 49M41 93C20 35B65 35A01 35A02 35R60 PDF BibTeX XML Cite \textit{J. Körner} and \textit{A. Borzì}, ESAIM, Control Optim. Calc. Var. 28, Paper No. 77, 30 p. (2022; Zbl 1505.35336) Full Text: DOI OpenURL
Bhattacharya, Rabi; Majumdar, Mukul Extinct or endangered: possible or inevitable? (English) Zbl 1505.91273 Pure Appl. Funct. Anal. 7, No. 6, 2065-2078 (2022). MSC: 91B76 PDF BibTeX XML Cite \textit{R. Bhattacharya} and \textit{M. Majumdar}, Pure Appl. Funct. Anal. 7, No. 6, 2065--2078 (2022; Zbl 1505.91273) Full Text: Link OpenURL
Kifer, Yuri Strong diffusion approximation in averaging with dynamical systems fast motions. (English) Zbl 1504.60057 Isr. J. Math. 251, No. 2, 595-634 (2022). MSC: 60G10 60J70 PDF BibTeX XML Cite \textit{Y. Kifer}, Isr. J. Math. 251, No. 2, 595--634 (2022; Zbl 1504.60057) Full Text: DOI arXiv OpenURL
Pappalettera, Umberto Quantitative mixing and dissipation enhancement property of Ornstein-Uhlenbeck flow. (English) Zbl 1505.35376 Commun. Partial Differ. Equations 47, No. 12, 2309-2340 (2022). MSC: 35R60 35B45 35K20 35K57 PDF BibTeX XML Cite \textit{U. Pappalettera}, Commun. Partial Differ. Equations 47, No. 12, 2309--2340 (2022; Zbl 1505.35376) Full Text: DOI arXiv OpenURL
Pacheco-Pozo, Adrian; Sokolov, Igor M. Universal fluctuations and ergodicity of generalized diffusivity on critical percolation clusters. (English) Zbl 07637973 J. Phys. A, Math. Theor. 55, No. 34, Article ID 345001, 14 p. (2022). MSC: 82-XX 60-XX PDF BibTeX XML Cite \textit{A. Pacheco-Pozo} and \textit{I. M. Sokolov}, J. Phys. A, Math. Theor. 55, No. 34, Article ID 345001, 14 p. (2022; Zbl 07637973) Full Text: DOI arXiv OpenURL
Abou-Bakre, Abdellah; Boufis, Zakaria; El Maroufy, Hamid; Kernane, Tewfik Bayesian inference of a stochastic diffusion process for the dynamic of HIV in closed heterosexual population with simulations and application to Morocco case. (English) Zbl 1503.92060 Appl. Math. Modelling 106, 448-462 (2022). MSC: 92D30 60J70 PDF BibTeX XML Cite \textit{A. Abou-Bakre} et al., Appl. Math. Modelling 106, 448--462 (2022; Zbl 1503.92060) Full Text: DOI OpenURL
Di Persio, Luca; Kondratiev, Yuri; Vardanyan, Viktorya Diffusion approximation for transport equations with dissipative drifts. (English) Zbl 07633643 Methods Funct. Anal. Topol. 28, No. 1, 1-11 (2022). MSC: 60H10 60H30 PDF BibTeX XML Cite \textit{L. Di Persio} et al., Methods Funct. Anal. Topol. 28, No. 1, 1--11 (2022; Zbl 07633643) Full Text: DOI arXiv OpenURL
Harlamov, B. P.; Rasova, S. S. Time distribution from zero up to beginning: of the final stop of semi-Markov diffusion process on interval with unattainable boundaries. (English. Russian original) Zbl 1503.60112 Vestn. St. Petersbg. Univ., Math. 55, No. 3, 329-335 (2022); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 9(67), No. 3, 519-528 (2022). MSC: 60J60 PDF BibTeX XML Cite \textit{B. P. Harlamov} and \textit{S. S. Rasova}, Vestn. St. Petersbg. Univ., Math. 55, No. 3, 329--335 (2022; Zbl 1503.60112); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 9(67), No. 3, 519--528 (2022) Full Text: DOI OpenURL
Tran, Ky Q.; Nguyen, Dang H.; Yin, George Stability in distribution and stabilization of switching jump diffusions. (English) Zbl 07629530 ESAIM, Control Optim. Calc. Var. 28, Paper No. 72, 26 p. (2022). MSC: 60H10 60H20 60J60 93D15 PDF BibTeX XML Cite \textit{K. Q. Tran} et al., ESAIM, Control Optim. Calc. Var. 28, Paper No. 72, 26 p. (2022; Zbl 07629530) Full Text: DOI OpenURL
Cucurull, Bartomeu; Pradas, Marc; Wilkinson, Michael Lacunarity transition in a chaotic dynamical system. (English) Zbl 07625569 J. Phys. A, Math. Theor. 55, No. 33, Article ID 335001, 17 p. (2022). MSC: 82-XX 60-XX PDF BibTeX XML Cite \textit{B. Cucurull} et al., J. Phys. A, Math. Theor. 55, No. 33, Article ID 335001, 17 p. (2022; Zbl 07625569) Full Text: DOI OpenURL
AL-hada, Eman A.; Tang, Xiangong; Deng, Weihua Classification of stochastic processes by convolutional neural networks. (English) Zbl 07624499 J. Phys. A, Math. Theor. 55, No. 27, Article ID 274006, 33 p. (2022). MSC: 68T05 60G07 60K50 PDF BibTeX XML Cite \textit{E. A. AL-hada} et al., J. Phys. A, Math. Theor. 55, No. 27, Article ID 274006, 33 p. (2022; Zbl 07624499) Full Text: DOI OpenURL
Meyer, Philipp G.; Aghion, Erez; Kantz, Holger Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths. (English) Zbl 1507.62296 J. Phys. A, Math. Theor. 55, No. 27, Article ID 274001, 22 p. (2022). MSC: 62M15 62M10 62D20 60K50 PDF BibTeX XML Cite \textit{P. G. Meyer} et al., J. Phys. A, Math. Theor. 55, No. 27, Article ID 274001, 22 p. (2022; Zbl 1507.62296) Full Text: DOI OpenURL
Fendick, Kerry Brownian motion minus the independent increments: representation and queuing application. (English) Zbl 1498.60360 Probab. Eng. Inf. Sci. 36, No. 1, 144-168 (2022). MSC: 60K25 60J70 90B22 PDF BibTeX XML Cite \textit{K. Fendick}, Probab. Eng. Inf. Sci. 36, No. 1, 144--168 (2022; Zbl 1498.60360) Full Text: DOI OpenURL
Mao, Yong-Hua; Wang, Tao Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates. (English) Zbl 1502.60114 J. Theor. Probab. 35, No. 4, 2690-2711 (2022). MSC: 60J25 47A75 PDF BibTeX XML Cite \textit{Y.-H. Mao} and \textit{T. Wang}, J. Theor. Probab. 35, No. 4, 2690--2711 (2022; Zbl 1502.60114) Full Text: DOI arXiv OpenURL
Belyaev, K. P.; Tuchkova, N. P. Approximation of the heat fluxes dynamics in the North Atlantic by stochastic diffusion process. (English) Zbl 07617026 Lobachevskii J. Math. 43, No. 7, 1805-1812 (2022). MSC: 62-XX 76Fxx 35Qxx PDF BibTeX XML Cite \textit{K. P. Belyaev} and \textit{N. P. Tuchkova}, Lobachevskii J. Math. 43, No. 7, 1805--1812 (2022; Zbl 07617026) Full Text: DOI OpenURL
Ji, Min; Qi, Weiwei; Shen, Zhongwei; Yi, Yingfei Transient dynamics of absorbed singular diffusions. (English) Zbl 1501.60043 J. Dyn. Differ. Equations 34, No. 4, 3089-3129 (2022). MSC: 60J60 60J70 34F05 92D25 60H10 PDF BibTeX XML Cite \textit{M. Ji} et al., J. Dyn. Differ. Equations 34, No. 4, 3089--3129 (2022; Zbl 1501.60043) Full Text: DOI OpenURL
Pang, Guodong; Sarantsev, Andrey; Suhov, Yuri Birth and death processes in interactive random environments. (English) Zbl 07613933 Queueing Syst. 102, No. 1-2, 269-307 (2022). MSC: 60H10 60J60 60K25 90B22 PDF BibTeX XML Cite \textit{G. Pang} et al., Queueing Syst. 102, No. 1--2, 269--307 (2022; Zbl 07613933) Full Text: DOI arXiv OpenURL
Kurniawaty, Mila Conservativeness criteria of Girsanov transformation for non-symmetric jump-diffusion. (English) Zbl 07612953 Aust. J. Math. Anal. Appl. 19, No. 1, Article No. 10, 9 p. (2022). MSC: 60J60 60J76 PDF BibTeX XML Cite \textit{M. Kurniawaty}, Aust. J. Math. Anal. Appl. 19, No. 1, Article No. 10, 9 p. (2022; Zbl 07612953) Full Text: Link OpenURL
Zhang, Sheng-qiang; Meng, Xin-zhu Asymptotic analysis of a nonlinear stochastic eco-epidemiological system with feedback control. (English) Zbl 07608497 Appl. Math., Ser. B (Engl. Ed.) 37, No. 3, 317-339 (2022). MSC: 34C60 34F05 60J70 92D30 92D40 93B25 34D05 PDF BibTeX XML Cite \textit{S.-q. Zhang} and \textit{X.-z. Meng}, Appl. Math., Ser. B (Engl. Ed.) 37, No. 3, 317--339 (2022; Zbl 07608497) Full Text: DOI OpenURL
Zhu, Xiangming; Zhong, Chengkui Uniform attractors for nonautonomous reaction-diffusion equations with the nonlinearity in a larger symbol space. (English) Zbl 1500.35056 Discrete Contin. Dyn. Syst., Ser. B 27, No. 7, 3933-3945 (2022). MSC: 35B41 35K20 35K57 PDF BibTeX XML Cite \textit{X. Zhu} and \textit{C. Zhong}, Discrete Contin. Dyn. Syst., Ser. B 27, No. 7, 3933--3945 (2022; Zbl 1500.35056) Full Text: DOI OpenURL
Saarinen, Harto; Lempa, Jukka A note on asymptotics between singular and constrained control problems of one-dimensional diffusions. (English) Zbl 1501.93150 Acta Appl. Math. 181, Paper No. 13, 17 p. (2022). MSC: 93E03 93C15 60J60 PDF BibTeX XML Cite \textit{H. Saarinen} and \textit{J. Lempa}, Acta Appl. Math. 181, Paper No. 13, 17 p. (2022; Zbl 1501.93150) Full Text: DOI arXiv OpenURL
Osada, Hirofumi; Tsuboi, Ryosuke Dyson’s model in infinite dimensions is irreducible. (English) Zbl 1497.60008 Chen, Zhen-Qing (ed.) et al., Dirichlet forms and related topics, in honor of Masatoshi Fukushima’s beiju, IWDFRT 2022, Osaka, Japan, August 22–26,2022. Singapore: Springer. Springer Proc. Math. Stat. 394, 401-419 (2022). MSC: 60B20 60H10 60J40 60J60 60K35 PDF BibTeX XML Cite \textit{H. Osada} and \textit{R. Tsuboi}, Springer Proc. Math. Stat. 394, 401--419 (2022; Zbl 1497.60008) Full Text: DOI arXiv OpenURL
Chen, Zhen-Qing; Kim, Panki; Kumagai, Takashi; Wang, Jian Two-sided heat kernel estimates for symmetric diffusion processes with jumps: recent results. (English) Zbl 1497.60110 Chen, Zhen-Qing (ed.) et al., Dirichlet forms and related topics, in honor of Masatoshi Fukushima’s beiju, IWDFRT 2022, Osaka, Japan, August 22–26,2022. Singapore: Springer. Springer Proc. Math. Stat. 394, 63-83 (2022). MSC: 60J60 60J35 60J76 31C25 60J45 PDF BibTeX XML Cite \textit{Z.-Q. Chen} et al., Springer Proc. Math. Stat. 394, 63--83 (2022; Zbl 1497.60110) Full Text: DOI OpenURL
Tunc, H.; Sari, M.; Mussa, S. H. A Padé-Legendre reconstruction approach in capturing shock behavior. (English) Zbl 07603490 Azerb. J. Math. 12, No. 2, 45-60 (2022). MSC: 65L05 34K06 34K28 PDF BibTeX XML Cite \textit{H. Tunc} et al., Azerb. J. Math. 12, No. 2, 45--60 (2022; Zbl 07603490) Full Text: Link OpenURL
Lazić, Petra; Sandrić, Nikola On subgeometric ergodicity of regime-switching diffusion processes. (English) Zbl 1498.60327 Nonlinear Anal., Hybrid Syst. 46, Article ID 101262, 24 p. (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J60 60J25 60J27 60J74 PDF BibTeX XML Cite \textit{P. Lazić} and \textit{N. Sandrić}, Nonlinear Anal., Hybrid Syst. 46, Article ID 101262, 24 p. (2022; Zbl 1498.60327) Full Text: DOI arXiv OpenURL
Malik, Avinash Efficient simulation of general stochastic hybrid systems. (English) Zbl 1500.93132 Nonlinear Anal., Hybrid Syst. 46, Article ID 101234, 18 p. (2022). MSC: 93E03 93C30 93-08 PDF BibTeX XML Cite \textit{A. Malik}, Nonlinear Anal., Hybrid Syst. 46, Article ID 101234, 18 p. (2022; Zbl 1500.93132) Full Text: DOI OpenURL
Alaminos-Quesada, J.; Coenen, W.; Gutiérrez-Montes, C.; Sánchez, A. L. Buoyancy-modulated Lagrangian drift in wavy-walled vertical channels as a model problem to understand drug dispersion in the spinal canal. (English) Zbl 1498.76119 J. Fluid Mech. 949, Paper No. A48, 24 p. (2022); erratum ibid. 950, Paper No. E1, 1 p. (2022). MSC: 76Z05 76R99 76M45 92C35 PDF BibTeX XML Cite \textit{J. Alaminos-Quesada} et al., J. Fluid Mech. 949, Paper No. A48, 24 p. (2022; Zbl 1498.76119) Full Text: DOI OpenURL
Jiang, Hui; Pan, Yajuan Deviation properties for linear self-attracting diffusion process and applications. (English) Zbl 1503.60033 Stoch. Dyn. 22, No. 6, Article ID 2250028, 22 p. (2022). Reviewer: Ludwig Paditz (Dresden) MSC: 60F10 60G22 62N02 60J60 PDF BibTeX XML Cite \textit{H. Jiang} and \textit{Y. Pan}, Stoch. Dyn. 22, No. 6, Article ID 2250028, 22 p. (2022; Zbl 1503.60033) Full Text: DOI OpenURL
Liu, Naiqi; Song, Kunyang; Song, Yuping; Wang, Xiaochen Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models. (English) Zbl 07596334 Commun. Stat., Theory Methods 51, No. 21, 7354-7389 (2022). MSC: 62G20 62M05 60J75 62P20 PDF BibTeX XML Cite \textit{N. Liu} et al., Commun. Stat., Theory Methods 51, No. 21, 7354--7389 (2022; Zbl 07596334) Full Text: DOI OpenURL
Dai, Guowei; Luo, Hua Uniqueness for branching diffusion process with absorbing boundary. (English) Zbl 1497.60117 Appl. Anal. 101, No. 17, 6297-6302 (2022). MSC: 60J80 60J60 45N05 45C05 PDF BibTeX XML Cite \textit{G. Dai} and \textit{H. Luo}, Appl. Anal. 101, No. 17, 6297--6302 (2022; Zbl 1497.60117) Full Text: DOI OpenURL
Lefebvre, M. On the inverse LQG homing problem. (English) Zbl 1498.93782 J. Contemp. Math. Anal., Armen. Acad. Sci. 57, No. 2, 122-130 (2022) and Izv. Nats. Akad. Nauk Armen., Mat. 57, No. 2, 44-55 (2022). MSC: 93E20 49L20 60J76 PDF BibTeX XML Cite \textit{M. Lefebvre}, J. Contemp. Math. Anal., Armen. Acad. Sci. 57, No. 2, 122--130 (2022; Zbl 1498.93782) Full Text: DOI OpenURL
Díaz, Gregorio; Díaz, Jesús Ildefonso Stochastic energy balance climate models with Legendre weighted diffusion and an additive cylindrical Wiener process forcing. (English) Zbl 1497.60088 Discrete Contin. Dyn. Syst., Ser. S 15, No. 10, 2837-2870 (2022). MSC: 60H15 60H30 35R60 86A08 37A50 PDF BibTeX XML Cite \textit{G. Díaz} and \textit{J. I. Díaz}, Discrete Contin. Dyn. Syst., Ser. S 15, No. 10, 2837--2870 (2022; Zbl 1497.60088) Full Text: DOI arXiv OpenURL
Kobayashi, Kei; Park, Hyunchul Large-time and small-time behaviors of the spectral heat content for time-changed stable processes. (English) Zbl 1507.60064 Electron. Commun. Probab. 27, Paper No. 39, 11 p. (2022). MSC: 60G51 60G52 60K50 PDF BibTeX XML Cite \textit{K. Kobayashi} and \textit{H. Park}, Electron. Commun. Probab. 27, Paper No. 39, 11 p. (2022; Zbl 1507.60064) Full Text: DOI arXiv OpenURL
Nyassoke Titi, Gaston Clément; Sadefo Kamdem, Jules; Fono, Louis Aimé Dynamic optimal hedge ratio design when price and production are stochastic with jump. (English) Zbl 1496.91090 Ann. Finance 18, No. 3, 419-428 (2022). MSC: 91G20 60J74 PDF BibTeX XML Cite \textit{G. C. Nyassoke Titi} et al., Ann. Finance 18, No. 3, 419--428 (2022; Zbl 1496.91090) Full Text: DOI OpenURL
Solís, Soveny; Vergara, Vicente A non-linear stable non-Gaussian process in fractional time. (English) Zbl 07585064 Topol. Methods Nonlinear Anal. 59, No. 2B, 987-1028 (2022). MSC: 47G10 47D07 47G30 60G52 PDF BibTeX XML Cite \textit{S. Solís} and \textit{V. Vergara}, Topol. Methods Nonlinear Anal. 59, No. 2B, 987--1028 (2022; Zbl 07585064) Full Text: DOI arXiv OpenURL
Sandrić, Nikola; Arapostathis, Ari; Pang, Guodong Subexponential upper and lower bounds in Wasserstein distance for Markov processes. (English) Zbl 1497.60097 Appl. Math. Optim. 85, No. 3, Paper No. 37, 45 p. (2022). MSC: 60J05 60J25 60H10 60J76 60J60 PDF BibTeX XML Cite \textit{N. Sandrić} et al., Appl. Math. Optim. 85, No. 3, Paper No. 37, 45 p. (2022; Zbl 1497.60097) Full Text: DOI arXiv OpenURL
Sabelfeld, Karl K.; Sapozhnikov, Viacheslav Simulation of transient and spatial structure of the radiative flux produced by multiple recombinations of excitons. (English) Zbl 1497.65010 Monte Carlo Methods Appl. 28, No. 3, 255-268 (2022). MSC: 65C05 65C20 65Z05 82D37 PDF BibTeX XML Cite \textit{K. K. Sabelfeld} and \textit{V. Sapozhnikov}, Monte Carlo Methods Appl. 28, No. 3, 255--268 (2022; Zbl 1497.65010) Full Text: DOI OpenURL
Abundo, Mario Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process. (English) Zbl 1496.60102 Control Cybern. 51, No. 1, 31-42 (2022). MSC: 60J76 60J60 PDF BibTeX XML Cite \textit{M. Abundo}, Control Cybern. 51, No. 1, 31--42 (2022; Zbl 1496.60102) Full Text: DOI arXiv OpenURL