## Found 17,336 Documents (Results 1–100)

100
MathJax

Full Text:

### The maximum and its position in diffusively rescaled symmetric condensing zero-range processes. (English)Zbl 07571702

MSC:  60K35 82C22 35K65
Full Text:

### Equivariant discretizations of diffusions and harmonic functions of bounded growth. (English)Zbl 07571683

MSC:  53C43 58J65 20F38
Full Text:

### Stability of sampling proposals for reducible diffusions over large time intervals. (English)Zbl 07571121

MSC:  60J60 62M05 65C05
Full Text:

Full Text:

### Emergence of stochastic resonance in a two-compartment hippocampal pyramidal neuron model. (English)Zbl 07570525

MSC:  92B20 60J60
Full Text:

### Diffusive spreading in nature, technology and society (to appear). 2nd edition. (English)Zbl 07569170

Cham: Springer (ISBN 978-3-031-05945-2/hbk). (2022).

Full Text:

Full Text:

Full Text:

MSC:  82-XX
Full Text:

Full Text:

### Reflected BSDEs in non-convex domains. (English)Zbl 07565240

MSC:  60D05 60G65 60J60
Full Text:

Full Text:

Full Text:

### Heavy traffic limits for queues with non-stationary path-dependent arrival processes. (English)Zbl 07563056

MSC:  60K25 60F17 90B22
Full Text:

Full Text:

### Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients. (English)Zbl 07562698

MSC:  60H10 60J60
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Stochastic criterion for $$k$$-motion of a regular surface of nonzero mean and sign-constant Gaussian curvatures in three-dimensional Euclidean space. (English. Russian original)Zbl 07557124

J. Math. Sci., New York 263, No. 3, 359-364 (2022); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 169, 11-16 (2019).
MSC:  31A10 60J60
Full Text:

### On the nonparametric inference of coefficients of self-exciting jump-diffusion. (English)Zbl 07556931

MSC:  62G05 60G55
Full Text:

Full Text:

### Benjamini-Schramm convergence and spectra of random hyperbolic surfaces of high genus. (English)Zbl 07554577

MSC:  58J50 32G15 58J65
Full Text:

### Asymptotic behaviour of sampling and transition probabilities in coalescent models under selection and parent dependent mutations. (English)Zbl 07554548

MSC:  60J70 60J90 92D15
Full Text:

### Rule-based Bayesian regression. (English)Zbl 07554533

MSC:  62-08 62F15
Full Text:

### Asymptotic bismut formulae for stochastic functional differential equations with infinite delay. (English)Zbl 07554410

MSC:  60H07 60J60 34K50
Full Text:

### Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing. (English)Zbl 07554104

MSC:  60J60 60J65 60G40
Full Text:

Full Text:

### Statistical arbitrage in jump-diffusion models with compound Poisson processes. (English)Zbl 07553156

MSC:  91G30 60J74 60G55
Full Text:

### Maintenance effort management based on double jump diffusion model for OSS project. (English)Zbl 07550820

MSC:  68M15 68M11 91G20 60J60 60J75
Full Text:

### The decoherence-free subalgebra of Gaussian quantum Markov semigroups. (English)Zbl 07550236

MSC:  47D07 81Rxx
Full Text:

### Brownian motion in a Euclidean space with a membrane located on a given hyperplane. (Ukrainian. English summary)Zbl 07549648

MSC:  60J65 60J60
Full Text:

### Correction to: “Mean exit time for the overdamped Langevin process: the case with critical points on the boundary”. (English)Zbl 07548842

MSC:  31C15 60J60 35P15
Full Text:

### A stochastic approach to counting problems. (English. French summary)Zbl 07548730

MSC:  57M60 22E40 60J60
Full Text:

### First passage times for some classes of fractional time-changed diffusions. (English)Zbl 07548160

MSC:  60J60 60G15 60G22
Full Text:

Full Text:

### Modeling high frequency stock market data by using stochastic models. (English)Zbl 07548153

MSC:  91G80 60J70
Full Text:

Full Text:

### Brownian snails with removal: epidemics in diffusing populations. (English)Zbl 07548088

MSC:  60K35 92D30 82C22
Full Text:

### Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces. (English)Zbl 07547834

MSC:  60H10 60J60
Full Text:

### On the transition density function of the diffusion process generated by the Grushin operator. (English)Zbl 07545413

MSC:  60J60 58J65
Full Text:

Full Text:

### Minimising the expected commute time. (English)Zbl 07544397

MSC:  60J22 60J85
Full Text:

### Stationarity and uniform in time convergence for the graphon particle system. (English)Zbl 07544389

MSC:  60K35 60J60 05C80
Full Text:

### Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations. (English)Zbl 07544388

MSC:  60J80 60J70 92D25
Full Text:

### Averaging of semigroups associated to diffusion processes on a simplex. (English)Zbl 07544383

MSC:  60J60 60J35 60J76
Full Text:

### Well-posedness and propagation of chaos for McKean-Vlasov equations with jumps and locally Lipschitz coefficients. (English)Zbl 07544379

MSC:  60J60 60K35
Full Text:

### The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients. (English)Zbl 07544376

MSC:  60H10 60J60 60F25
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits. (English)Zbl 07538985

MSC:  58F15 58F17 53C35
Full Text:

### A noncommutative Sierpinski gasket. (English)Zbl 07538301

MSC:  28A80 47D07 46Lxx
Full Text:

### Comparative analysis of gradient methods for source identification in a diffusion-logistic model. (English. Russian original)Zbl 07538086

Comput. Math. Math. Phys. 62, No. 4, 674-684 (2022); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 4, 694-704 (2022).
MSC:  91D30
Full Text:

### Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps. (English)Zbl 07537600

MSC:  60Gxx 60Jxx 91Gxx
Full Text:

Full Text:

### Variance swaps under multiscale stochastic volatility of volatility. (English)Zbl 07536577

MSC:  91G20 60J60 35Q91
Full Text:

Full Text:

Full Text:

### First-passage problems for diffusion processes with state-dependent jumps. (English)Zbl 07535570

MSC:  60J75 60J60
Full Text:

MSC:  62Mxx
Full Text:

### Martingale estimation functions for Bessel processes. (English)Zbl 07535465

MSC:  62M15 60J60
Full Text:

MSC:  62Mxx
Full Text:

Full Text:

### Variance reduction approach for the volatility over a finite-time horizon. (English)Zbl 07533645

MSC:  62G20 62M05 60J75 62P20 62-XX
Full Text:

Full Text:

### Smooth ambiguity preferences and asset prices with a jump-diffusion process. (English)Zbl 07532618

MSC:  91G30 91G20 60J74
Full Text:

### Logarithmic gradient transformation and chaos expansion of Itô processes. (English)Zbl 07531920

MSC:  60H10 35Q84 60J60
Full Text:

### Flow selections for (nonlinear) Fokker-Planck-Kolmogorov equations. (English)Zbl 07528985

MSC:  60J60 35Q84 35K55
Full Text:

### Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation. (English)Zbl 07527953

MSC:  58J65 65M06
Full Text:

Full Text:

### Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality. (English)Zbl 07527289

MSC:  34K50 34K25 60J60
Full Text:

MSC:  62Mxx
Full Text:

### On the asymptotic behavior of solutions of the Cauchy problem for parabolic equations with time periodic coefficients. (English)Zbl 07527228

MSC:  35B40 35K15 60J60
Full Text:

### Analysis of a stochastic population model with mean-reverting Ornstein-Uhlenbeck process and Allee effects. (English)Zbl 07526850

MSC:  92D25 35Q84 60J60
Full Text:

### Multidimensional SDE with distributional drift and Lévy noise. (English)Zbl 07526605

MSC:  60Hxx 60Jxx 60Gxx
Full Text:

### Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise. (English)Zbl 07526601

MSC:  60H15 60J60 35B27
Full Text:

Full Text:

### Reflecting Lévy processes and associated families of linear operators. II. (English. Russian original)Zbl 07523556

Theory Probab. Appl. 67, No. 1, 17-27 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 23-36 (2022).
Full Text:

### Order preservation and positive correlation for nonlinear Fokker-Planck equation. (English)Zbl 07523288

MSC:  60J60 60H30
Full Text:

### Critical prewetting in the 2d Ising model. (English)Zbl 07523055

MSC:  60K35 82B20 82B24
Full Text:

Full Text:

Full Text:

### Banach contraction principle, $$q$$-scale function and ultimate ruin probability under a Markov-modulated classical risk model. (English)Zbl 07518395

MSC:  91G05 60K37 60J70
Full Text:

### The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking. (English)Zbl 07518281

MSC:  92D40 60J60
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### A Wong-Zakai theorem for SDEs with singular drift. (English)Zbl 07517628

MSC:  60H10 60F15 60J60
Full Text:

Full Text:

all top 5

all top 5

all top 5

all top 3

all top 3