Banerjee, Sayan; Budhiraja, Amarjit Domains of attraction of invariant distributions of the infinite atlas model. (English) Zbl 07527834 Ann. Probab. 50, No. 4, 1610-1646 (2022). MSC: 60J55 60J60 60K35 82C22 60J65 PDF BibTeX XML Cite \textit{S. Banerjee} and \textit{A. Budhiraja}, Ann. Probab. 50, No. 4, 1610--1646 (2022; Zbl 07527834) Full Text: DOI OpenURL
Carfagnini, Marco; Földes, Juraj; Herzog, David P. A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero. (English) Zbl 07527295 Stochastic Processes Appl. 149, 188-223 (2022). MSC: 60H30 60F15 35H10 PDF BibTeX XML Cite \textit{M. Carfagnini} et al., Stochastic Processes Appl. 149, 188--223 (2022; Zbl 07527295) Full Text: DOI OpenURL
Hao, Yu-Cai; Zhang, Guo-Bao The dynamics of traveling wavefronts for a nonlocal delay competition system with local vs. nonlocal diffusions. (English) Zbl 07526707 Commun. Nonlinear Sci. Numer. Simul. 110, Article ID 106381, 18 p. (2022). MSC: 35C07 35K40 35K57 92D25 PDF BibTeX XML Cite \textit{Y.-C. Hao} and \textit{G.-B. Zhang}, Commun. Nonlinear Sci. Numer. Simul. 110, Article ID 106381, 18 p. (2022; Zbl 07526707) Full Text: DOI OpenURL
Kremp, Helena; Perkowski, Nicolas Multidimensional SDE with distributional drift and Lévy noise. (English) Zbl 07526605 Bernoulli 28, No. 3, 1757-1783 (2022). MSC: 60Hxx 60Jxx 60Gxx PDF BibTeX XML Cite \textit{H. Kremp} and \textit{N. Perkowski}, Bernoulli 28, No. 3, 1757--1783 (2022; Zbl 07526605) Full Text: DOI Link OpenURL
Coghi, Michele; Dreyer, Wolfgang; Friz, Peter K.; Gajewski, Paul; Guhlke, Clemens; Maurelli, Mario A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries. (English) Zbl 07510656 SIAM J. Math. Anal. 54, No. 2, 2251-2294 (2022). MSC: 60H10 60K35 60F99 PDF BibTeX XML Cite \textit{M. Coghi} et al., SIAM J. Math. Anal. 54, No. 2, 2251--2294 (2022; Zbl 07510656) Full Text: DOI OpenURL
Koralov, L.; Vainberg, B. Global limit theorem for parabolic equations with a potential. (English) Zbl 07510650 SIAM J. Math. Anal. 54, No. 2, 2097-2113 (2022). MSC: 35B40 35A08 35C20 35K15 60J80 60F10 PDF BibTeX XML Cite \textit{L. Koralov} and \textit{B. Vainberg}, SIAM J. Math. Anal. 54, No. 2, 2097--2113 (2022; Zbl 07510650) Full Text: DOI OpenURL
Moon, Jun Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems. (English) Zbl 1484.91095 Math. Control Relat. Fields 12, No. 2, 371-404 (2022). MSC: 91A65 49N10 91A16 49N80 60J74 PDF BibTeX XML Cite \textit{J. Moon}, Math. Control Relat. Fields 12, No. 2, 371--404 (2022; Zbl 1484.91095) Full Text: DOI OpenURL
Zhang, Heting; Li, Lei; Wang, Mingxin The dynamics of partially degenerate nonlocal diffusion systems with free boundaries. (English) Zbl 1485.35436 J. Math. Anal. Appl. 512, No. 1, Article ID 126134, 25 p. (2022). MSC: 35R35 35B40 35K20 35K58 35R09 92D25 PDF BibTeX XML Cite \textit{H. Zhang} et al., J. Math. Anal. Appl. 512, No. 1, Article ID 126134, 25 p. (2022; Zbl 1485.35436) Full Text: DOI OpenURL
Budhiraja, Amarjit; Conroy, Michael Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions. (English) Zbl 1484.60028 J. Theor. Probab. 35, No. 1, 295-349 (2022). MSC: 60F10 60K35 60B10 60H10 93E20 PDF BibTeX XML Cite \textit{A. Budhiraja} and \textit{M. Conroy}, J. Theor. Probab. 35, No. 1, 295--349 (2022; Zbl 1484.60028) Full Text: DOI arXiv OpenURL
Adams, Daniel; dos Reis, Gonçalo; Ravaille, Romain; Salkeld, William; Tugaut, Julian Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts. (English) Zbl 1484.60027 Stochastic Processes Appl. 146, 264-310 (2022). MSC: 60F10 60G07 PDF BibTeX XML Cite \textit{D. Adams} et al., Stochastic Processes Appl. 146, 264--310 (2022; Zbl 1484.60027) Full Text: DOI arXiv OpenURL
Constantinescu, C.; Loeffen, R.; Patie, P. First passage times over stochastic boundaries for subdiffusive processes. (English) Zbl 07479579 Trans. Am. Math. Soc. 375, No. 3, 1629-1652 (2022). MSC: 60K15 60G40 60G51 60G52 60G18 PDF BibTeX XML Cite \textit{C. Constantinescu} et al., Trans. Am. Math. Soc. 375, No. 3, 1629--1652 (2022; Zbl 07479579) Full Text: DOI arXiv OpenURL
De Angelis, Tiziano Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon. (English) Zbl 07478702 Electron. J. Probab. 27, Paper No. 10, 41 p. (2022). MSC: 60G40 35R35 60J60 PDF BibTeX XML Cite \textit{T. De Angelis}, Electron. J. Probab. 27, Paper No. 10, 41 p. (2022; Zbl 07478702) Full Text: DOI arXiv OpenURL
Tomisaki, Matsuyo; Uemura, Toshihiro Homogenization of symmetric Dirichlet forms. (English) Zbl 1483.31037 J. Math. Soc. Japan 74, No. 1, 247-283 (2022). MSC: 31C25 60J25 60J46 PDF BibTeX XML Cite \textit{M. Tomisaki} and \textit{T. Uemura}, J. Math. Soc. Japan 74, No. 1, 247--283 (2022; Zbl 1483.31037) Full Text: DOI OpenURL
Dong, Xiu; Wang, Jianping; Wang, Mingxin Free boundary problems with local-nonlocal diffusions and different free boundaries. II: Spreading-vanishing and long-time behavior. (English) Zbl 1482.35279 Nonlinear Anal., Real World Appl. 64, Article ID 103445, 23 p. (2022). MSC: 35R35 35K51 35K57 35B40 35R09 PDF BibTeX XML Cite \textit{X. Dong} et al., Nonlinear Anal., Real World Appl. 64, Article ID 103445, 23 p. (2022; Zbl 1482.35279) Full Text: DOI OpenURL
Akiyama, Naho; Yamada, Toshihiro A weak approximation method for irregular functionals of hypoelliptic diffusions. (English) Zbl 1484.65009 Appl. Numer. Math. 172, 27-49 (2022). MSC: 65C30 60H07 60H30 PDF BibTeX XML Cite \textit{N. Akiyama} and \textit{T. Yamada}, Appl. Numer. Math. 172, 27--49 (2022; Zbl 1484.65009) Full Text: DOI OpenURL
Li, Kexuan; Polunchenko, Aleksey S.; Pepelyshev, Andrey Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval. (English) Zbl 07545690 Commun. Stat., Simulation Comput. 50, No. 9, 2705-2720 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Li} et al., Commun. Stat., Simulation Comput. 50, No. 9, 2705--2720 (2021; Zbl 07545690) Full Text: DOI OpenURL
Ma, Yuanbin; Li, Zhi Perturbed uncertain differential equations and perturbed reflected canonical process. (English) Zbl 07536298 AIMS Math. 6, No. 9, 9647-9659 (2021). MSC: 26A33 60G15 60H15 PDF BibTeX XML Cite \textit{Y. Ma} and \textit{Z. Li}, AIMS Math. 6, No. 9, 9647--9659 (2021; Zbl 07536298) Full Text: DOI OpenURL
Shao, Jinghai; Zhao, Kun The existence of optimal control for continuous-time Markov decision processes in random environments. (English) Zbl 1485.90148 Chin. J. Appl. Probab. Stat. 37, No. 4, 421-440 (2021). MSC: 90C40 93E20 60J27 60K37 PDF BibTeX XML Cite \textit{J. Shao} and \textit{K. Zhao}, Chin. J. Appl. Probab. Stat. 37, No. 4, 421--440 (2021; Zbl 1485.90148) Full Text: Link OpenURL
Escobedo-Trujillo, Beatris A.; Higuera-Chan, Carmen G.; López-Barrientos, José Daniel Controlled switching diffusions under ambiguity: the average criterion. (English) Zbl 07514355 Int. Game Theory Rev. 23, No. 4, Article ID 2150017, 26 p. (2021). MSC: 60J60 93E20 91A80 PDF BibTeX XML Cite \textit{B. A. Escobedo-Trujillo} et al., Int. Game Theory Rev. 23, No. 4, Article ID 2150017, 26 p. (2021; Zbl 07514355) Full Text: DOI OpenURL
Huang, Ting; Hou, Zhibo; Han, Yongjie Global existence and boundedness in a two-species chemotaxis system with nonlinear diffusion. (English) Zbl 07485660 Open Math. 19, 949-962 (2021). Reviewer: Piotr Biler (Wrocław) MSC: 92C17 35Q92 35K55 35B40 PDF BibTeX XML Cite \textit{T. Huang} et al., Open Math. 19, 949--962 (2021; Zbl 07485660) Full Text: DOI OpenURL
Aeckerle-Willems, Cathrine; Strauch, Claudia Concentration of scalar ergodic diffusions and some statistical implications. (English) Zbl 1483.60111 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1857-1887 (2021). MSC: 60J55 60J60 62G07 62M05 PDF BibTeX XML Cite \textit{C. Aeckerle-Willems} and \textit{C. Strauch}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1857--1887 (2021; Zbl 1483.60111) Full Text: DOI arXiv OpenURL
Jourdain, Benjamin; Tse, Alvin Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions. (English) Zbl 07478668 Electron. J. Probab. 26, Paper No. 154, 34 p. (2021). MSC: 60H30 60H35 65C30 65C35 35R06 PDF BibTeX XML Cite \textit{B. Jourdain} and \textit{A. Tse}, Electron. J. Probab. 26, Paper No. 154, 34 p. (2021; Zbl 07478668) Full Text: DOI arXiv OpenURL
Coulibaly-Pasquier, Koléhè; Miclo, Laurent On the evolution by duality of domains on manifolds. (English. French summary) Zbl 1482.58019 Mém. Soc. Math. Fr., Nouv. Sér. 171, 1-110 (2021). Reviewer: Feng-Yu Wang (Swansea) MSC: 58J65 53C21 60J35 35K59 60J60 PDF BibTeX XML Cite \textit{K. Coulibaly-Pasquier} and \textit{L. Miclo}, Mém. Soc. Math. Fr., Nouv. Sér. 171, 1--110 (2021; Zbl 1482.58019) Full Text: DOI OpenURL
Meier, Christian; Li, Lingfei; Zhang, Gongqiu Markov chain approximation of one-dimensional sticky diffusions. (English) Zbl 1480.65027 Adv. Appl. Probab. 53, No. 2, 335-369 (2021). MSC: 65C40 60J60 65C05 34L10 34L16 PDF BibTeX XML Cite \textit{C. Meier} et al., Adv. Appl. Probab. 53, No. 2, 335--369 (2021; Zbl 1480.65027) Full Text: DOI arXiv OpenURL
Nüsken, Nikolas; Richter, Lorenz Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space. (English) Zbl 1480.35101 SN Partial Differ. Equ. Appl. 2, No. 4, Paper No. 48, 48 p. (2021). MSC: 35F21 35R06 PDF BibTeX XML Cite \textit{N. Nüsken} and \textit{L. Richter}, SN Partial Differ. Equ. Appl. 2, No. 4, Paper No. 48, 48 p. (2021; Zbl 1480.35101) Full Text: DOI arXiv OpenURL
García-Pareja, Celia; Hult, Henrik; Koski, Timo Exact simulation of coupled Wright-Fisher diffusions. (English) Zbl 1478.60219 Adv. Appl. Probab. 53, No. 4, 923-950 (2021). MSC: 60J60 65C30 60H35 65C05 PDF BibTeX XML Cite \textit{C. García-Pareja} et al., Adv. Appl. Probab. 53, No. 4, 923--950 (2021; Zbl 1478.60219) Full Text: DOI arXiv OpenURL
Kim, Jihyun; Park, Joon Y.; Wang, Bin Estimation of volatility functions in jump diffusions using truncated bipower increments. (English) Zbl 1479.62066 Econom. Theory 37, No. 5, 926-958 (2021). MSC: 62M05 62G07 60J60 62P05 PDF BibTeX XML Cite \textit{J. Kim} et al., Econom. Theory 37, No. 5, 926--958 (2021; Zbl 1479.62066) Full Text: DOI OpenURL
Tran, Ky Quan Exponential contraction of switching jump diffusions with a hidden Markov chain. (English) Zbl 1474.60187 Stat. Probab. Lett. 178, Article ID 109191, 7 p. (2021). MSC: 60J60 60J74 PDF BibTeX XML Cite \textit{K. Q. Tran}, Stat. Probab. Lett. 178, Article ID 109191, 7 p. (2021; Zbl 1474.60187) Full Text: DOI OpenURL
Chazottes, J.-R.; Collet, P.; Redig, F. Evolution of Gaussian concentration bounds under diffusions. (English) Zbl 1476.60138 Markov Process. Relat. Fields 27, No. 5, 707-754 (2021). MSC: 60J60 47D07 PDF BibTeX XML Cite \textit{J. R. Chazottes} et al., Markov Process. Relat. Fields 27, No. 5, 707--754 (2021; Zbl 1476.60138) Full Text: arXiv OpenURL
Liang, Song A mechanical model of Brownian motion for one massive particle including low energy light particles in dimension \(d \geq 3\). (English) Zbl 1476.70062 Random Oper. Stoch. Equ. 29, No. 3, 203-235 (2021). MSC: 70F45 34F05 60B10 60J60 PDF BibTeX XML Cite \textit{S. Liang}, Random Oper. Stoch. Equ. 29, No. 3, 203--235 (2021; Zbl 1476.70062) Full Text: DOI OpenURL
Jourdain, Benjamin; Lelièvre, Tony; Zitt, Pierre-André Convergence of metadynamics: discussion of the adiabatic hypothesis. (English) Zbl 1477.60116 Ann. Appl. Probab. 31, No. 5, 2441-2477 (2021). Reviewer: Weiping Li (Guanghan) MSC: 60J22 65C40 82C26 60H35 PDF BibTeX XML Cite \textit{B. Jourdain} et al., Ann. Appl. Probab. 31, No. 5, 2441--2477 (2021; Zbl 1477.60116) Full Text: DOI arXiv Link OpenURL
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes. (English) Zbl 1475.60051 Proc. Am. Math. Soc. 149, No. 12, 5367-5384 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60H10 60J60 60K35 PDF BibTeX XML Cite \textit{L. Chen} et al., Proc. Am. Math. Soc. 149, No. 12, 5367--5384 (2021; Zbl 1475.60051) Full Text: DOI arXiv OpenURL
de Oliveira Gomes, André; Högele, Michael A. The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps. (English) Zbl 1474.60146 Stoch. Dyn. 21, No. 4, Article ID 2150019, 44 p. (2021). MSC: 60H10 60F10 60J76 60J05 60E07 PDF BibTeX XML Cite \textit{A. de Oliveira Gomes} and \textit{M. A. Högele}, Stoch. Dyn. 21, No. 4, Article ID 2150019, 44 p. (2021; Zbl 1474.60146) Full Text: DOI arXiv OpenURL
Arapostathis, Ari; Pang, Guodong; Zheng, Yi Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment. (English) Zbl 1473.90055 Appl. Math. Optim. 84, No. 2, 1857-1901 (2021). MSC: 90B22 90B36 60K37 60K25 60J74 60F17 PDF BibTeX XML Cite \textit{A. Arapostathis} et al., Appl. Math. Optim. 84, No. 2, 1857--1901 (2021; Zbl 1473.90055) Full Text: DOI arXiv OpenURL
Flandoli, Franco; Huang, Ruojun The KPP equation as a scaling limit of locally interacting Brownian particles. (English) Zbl 1471.60149 J. Differ. Equations 303, 608-644 (2021). MSC: 60K35 60J60 82C22 82B05 35K55 PDF BibTeX XML Cite \textit{F. Flandoli} and \textit{R. Huang}, J. Differ. Equations 303, 608--644 (2021; Zbl 1471.60149) Full Text: DOI arXiv OpenURL
Lacker, Daniel; Ramanan, Kavita; Wu, Ruoyu Locally interacting diffusions as Markov random fields on path space. (English) Zbl 1475.60105 Stochastic Processes Appl. 140, 81-114 (2021). MSC: 60H10 60G60 82C20 PDF BibTeX XML Cite \textit{D. Lacker} et al., Stochastic Processes Appl. 140, 81--114 (2021; Zbl 1475.60105) Full Text: DOI arXiv OpenURL
Cao, Shiping; Haßler, Malte S.; Qiu, Hua; Sandine, Ely; Strichartz, Robert S. Existence and uniqueness of diffusions on the Julia sets of Misiurewicz-Sierpinski maps. (English) Zbl 1477.28006 Adv. Math. 389, Article ID 107922, 41 p. (2021). Reviewer: Wen-hui Ai (Changsha) MSC: 28A80 PDF BibTeX XML Cite \textit{S. Cao} et al., Adv. Math. 389, Article ID 107922, 41 p. (2021; Zbl 1477.28006) Full Text: DOI arXiv OpenURL
Grillo, Gabriele; Meglioli, Giulia; Punzo, Fabio Global existence of solutions and smoothing effects for classes of reaction-diffusion equations on manifolds. (English) Zbl 1470.35193 J. Evol. Equ. 21, No. 2, 2339-2375 (2021). MSC: 35K57 35B44 58J35 35K65 35R01 PDF BibTeX XML Cite \textit{G. Grillo} et al., J. Evol. Equ. 21, No. 2, 2339--2375 (2021; Zbl 1470.35193) Full Text: DOI arXiv OpenURL
Kurima, Shunsuke A parabolic-elliptic chemotaxis system with nonlinear diffusion approached from a Cahn-Hilliard-type system. (English) Zbl 1470.35030 J. Evol. Equ. 21, No. 2, 1755-1778 (2021). MSC: 35B25 35A35 35D30 35G31 92C17 PDF BibTeX XML Cite \textit{S. Kurima}, J. Evol. Equ. 21, No. 2, 1755--1778 (2021; Zbl 1470.35030) Full Text: DOI OpenURL
Höpfner, Reinhard Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems. (English) Zbl 1469.62325 Stat. Inference Stoch. Process. 24, No. 1, 35-59 (2021). MSC: 62M05 60J60 62F12 PDF BibTeX XML Cite \textit{R. Höpfner}, Stat. Inference Stoch. Process. 24, No. 1, 35--59 (2021; Zbl 1469.62325) Full Text: DOI arXiv OpenURL
Grillo, Gabriele; Meglioli, Giulia; Punzo, Fabio Smoothing effects and infinite time blowup for reaction-diffusion equations: an approach via Sobolev and Poincaré inequalities. (English. French summary) Zbl 1467.35204 J. Math. Pures Appl. (9) 151, 99-131 (2021). MSC: 35K57 35K15 35K65 35B44 58J35 35R01 PDF BibTeX XML Cite \textit{G. Grillo} et al., J. Math. Pures Appl. (9) 151, 99--131 (2021; Zbl 1467.35204) Full Text: DOI arXiv OpenURL
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Time-non-local Pearson diffusions. (English) Zbl 1467.35332 J. Stat. Phys. 183, No. 3, Paper No. 48, 42 p. (2021). MSC: 35R11 60K15 60J60 PDF BibTeX XML Cite \textit{G. Ascione} et al., J. Stat. Phys. 183, No. 3, Paper No. 48, 42 p. (2021; Zbl 1467.35332) Full Text: DOI arXiv OpenURL
Dawson, D. A.; Vaillancourt, J.; Wang, H. Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions. (English) Zbl 1469.60259 Stochastic Processes Appl. 138, 212-233 (2021). MSC: 60J68 60J80 60H15 60K35 60K37 PDF BibTeX XML Cite \textit{D. A. Dawson} et al., Stochastic Processes Appl. 138, 212--233 (2021; Zbl 1469.60259) Full Text: DOI arXiv OpenURL
Guay, François; Schwenkler, Gustavo Efficient estimation and filtering for multivariate jump-diffusions. (English) Zbl 1471.62448 J. Econom. 223, No. 1, 251-275 (2021). MSC: 62M05 60H10 60J60 62F12 62M20 62P05 PDF BibTeX XML Cite \textit{F. Guay} and \textit{G. Schwenkler}, J. Econom. 223, No. 1, 251--275 (2021; Zbl 1471.62448) Full Text: DOI OpenURL
Desmettre, Sascha; Leobacher, Gunther; Rogers, L. C. G. Change of drift in one-dimensional diffusions. (English) Zbl 1461.91365 Finance Stoch. 25, No. 2, 359-381 (2021). MSC: 91G70 60G44 91B70 PDF BibTeX XML Cite \textit{S. Desmettre} et al., Finance Stoch. 25, No. 2, 359--381 (2021; Zbl 1461.91365) Full Text: DOI arXiv OpenURL
Moon, Jun Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems. (English) Zbl 1460.91028 SIAM J. Control Optim. 59, No. 2, 954-976 (2021). Reviewer: George Stoica (Saint John) MSC: 91A15 91A65 93E20 49N10 PDF BibTeX XML Cite \textit{J. Moon}, SIAM J. Control Optim. 59, No. 2, 954--976 (2021; Zbl 1460.91028) Full Text: DOI arXiv OpenURL
Khan, M. Ijaz; Alzahrani, Faris Nonlinear dissipative slip flow of Jeffrey nanomaterial towards a curved surface with entropy generation and activation energy. (English) Zbl 07331046 Math. Comput. Simul. 185, 47-61 (2021). MSC: 76-XX 80-XX PDF BibTeX XML Cite \textit{M. I. Khan} and \textit{F. Alzahrani}, Math. Comput. Simul. 185, 47--61 (2021; Zbl 07331046) Full Text: DOI OpenURL
Huang, He; Chen, Yahong; Ma, Yefeng Modeling the competitive diffusions of rumor and knowledge and the impacts on epidemic spreading. (English) Zbl 07329283 Appl. Math. Comput. 388, Article ID 125536, 14 p. (2021). MSC: 92-XX 91-XX PDF BibTeX XML Cite \textit{H. Huang} et al., Appl. Math. Comput. 388, Article ID 125536, 14 p. (2021; Zbl 07329283) Full Text: DOI OpenURL
Ganguly, Arnab; Sundar, P. Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics. (English) Zbl 1469.60075 Stochastic Processes Appl. 133, 74-110 (2021). MSC: 60F05 60F10 60H10 60H35 65C30 PDF BibTeX XML Cite \textit{A. Ganguly} and \textit{P. Sundar}, Stochastic Processes Appl. 133, 74--110 (2021; Zbl 1469.60075) Full Text: DOI arXiv OpenURL
Miclo, Laurent; Patie, Pierre On interweaving relations. (English) Zbl 07285374 J. Funct. Anal. 280, No. 3, Article ID 108816, 54 p. (2021). MSC: 47D07 60J25 60J27 46E30 37A25 60G18 33C45 PDF BibTeX XML Cite \textit{L. Miclo} and \textit{P. Patie}, J. Funct. Anal. 280, No. 3, Article ID 108816, 54 p. (2021; Zbl 07285374) Full Text: DOI arXiv OpenURL
Bladt, Mogens; Mider, Marcin; Sørensen, Michael Corrigendum to: “Simple simulation of diffusion bridges with application to likelihood inference for diffusions”. (English) Zbl 1473.60115 Bernoulli 27, No. 1, 218-220 (2021). MSC: 60J60 60H35 62M05 PDF BibTeX XML Cite \textit{M. Bladt} et al., Bernoulli 27, No. 1, 218--220 (2021; Zbl 1473.60115) Full Text: DOI Euclid OpenURL
Ledrappier, François; Shu, Lin Entropies for negatively curved manifolds. (English) Zbl 1485.37034 Anantharaman, Nalini (ed.) et al., Frontiers in analysis and probability. In the spirit of the Strasbourg-Zürich meetings. Cham: Springer. 243-274 (2020). MSC: 37D40 37A35 58J65 PDF BibTeX XML Cite \textit{F. Ledrappier} and \textit{L. Shu}, in: Frontiers in analysis and probability. In the spirit of the Strasbourg-Zürich meetings. Cham: Springer. 243--274 (2020; Zbl 1485.37034) Full Text: DOI arXiv OpenURL
Zhou, Hui; Song, Jin; Li, Wenxue Razumikhin method to stability of delay coupled systems with hybrid switching diffusions. (English) Zbl 1478.93570 Nonlinear Anal., Hybrid Syst. 38, Article ID 100934, 22 p. (2020). MSC: 93D23 93C30 93C43 PDF BibTeX XML Cite \textit{H. Zhou} et al., Nonlinear Anal., Hybrid Syst. 38, Article ID 100934, 22 p. (2020; Zbl 1478.93570) Full Text: DOI OpenURL
Arnaudon, M.; Del Moral, P. A second order analysis of McKean-Vlasov semigroups. (English) Zbl 07420067 Ann. Appl. Probab. 30, No. 6, 2613-2664 (2020). MSC: 60J60 47H20 58J65 65C35 82C80 PDF BibTeX XML Cite \textit{M. Arnaudon} and \textit{P. Del Moral}, Ann. Appl. Probab. 30, No. 6, 2613--2664 (2020; Zbl 07420067) Full Text: DOI arXiv Link OpenURL
Mengütürk, Levent Ali; Mengütürk, Murat Cahit Captive diffusions and their applications to order-preserving dynamics. (English) Zbl 1472.82027 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2241, Article ID 20200294, 18 p. (2020). MSC: 82C31 60J60 PDF BibTeX XML Cite \textit{L. A. Mengütürk} and \textit{M. C. Mengütürk}, Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2241, Article ID 20200294, 18 p. (2020; Zbl 1472.82027) Full Text: DOI OpenURL
Duarte, Mauricio Reflected (degenerate) diffusions and stationary measures. (English) Zbl 1473.60117 López, Sergio I. (ed.) et al., XIII symposium on probability and stochastic processes. Contributions and lecture notes, Universidad Nacional Autónoma de México, UNAM, México City, Mexico, December 4–8, 2017. Cham: Birkhäuser. Prog. Probab. 75, 3-35 (2020). MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{M. Duarte}, Prog. Probab. 75, 3--35 (2020; Zbl 1473.60117) Full Text: DOI OpenURL
Detemple, Jerome; Rindisbacher, Marcel; Robertson, Scott Dynamic noisy rational expectations equilibrium with insider information. (English) Zbl 1466.91179 Econometrica 88, No. 6, 2697-2737 (2020). MSC: 91B52 91B44 91G10 PDF BibTeX XML Cite \textit{J. Detemple} et al., Econometrica 88, No. 6, 2697--2737 (2020; Zbl 1466.91179) Full Text: DOI OpenURL
Dion, Charlotte; Lemler, Sarah; Löcherbach, Eva Exponential ergodicity for diffusions with jumps driven by a Hawkes process. (English) Zbl 1477.60075 Theory Probab. Math. Stat. 102, 97-115 (2020). MSC: 60G55 60J25 60J60 60F05 PDF BibTeX XML Cite \textit{C. Dion} et al., Theory Probab. Math. Stat. 102, 97--115 (2020; Zbl 1477.60075) Full Text: DOI arXiv OpenURL
Arapostathis, Ari; Borkar, Vivek S. A variational characterization of the optimal exit rate for controlled diffusions. (English) Zbl 1470.60221 Theory Probab. Math. Stat. 102, 5-19 (2020). MSC: 60J60 93E20 35P15 60F10 PDF BibTeX XML Cite \textit{A. Arapostathis} and \textit{V. S. Borkar}, Theory Probab. Math. Stat. 102, 5--19 (2020; Zbl 1470.60221) Full Text: DOI arXiv OpenURL
Wang, Jianping; Wang, Mingxin Free boundary problems with nonlocal and local diffusions. II: Spreading-vanishing and long-time behavior. (English) Zbl 1465.35421 Discrete Contin. Dyn. Syst., Ser. B 25, No. 12, 4721-4736 (2020). MSC: 35R35 35B40 35K57 35R09 35R20 92D25 PDF BibTeX XML Cite \textit{J. Wang} and \textit{M. Wang}, Discrete Contin. Dyn. Syst., Ser. B 25, No. 12, 4721--4736 (2020; Zbl 1465.35421) Full Text: DOI arXiv OpenURL
Hebbar, Pratima; Koralov, Leonid; Nolen, James Asymptotic behavior of branching diffusion processes in periodic media. (English) Zbl 1469.60273 Electron. J. Probab. 25, Paper No. 126, 40 p. (2020). MSC: 60J80 60J60 35K10 PDF BibTeX XML Cite \textit{P. Hebbar} et al., Electron. J. Probab. 25, Paper No. 126, 40 p. (2020; Zbl 1469.60273) Full Text: DOI arXiv Euclid OpenURL
Melnykova, Anna Parametric inference for hypoelliptic ergodic diffusions with full observations. (English) Zbl 1465.62047 Stat. Inference Stoch. Process. 23, No. 3, 595-635 (2020). MSC: 62F03 62M05 60J60 62P10 PDF BibTeX XML Cite \textit{A. Melnykova}, Stat. Inference Stoch. Process. 23, No. 3, 595--635 (2020; Zbl 1465.62047) Full Text: DOI arXiv HAL OpenURL
Ghosh, Mrinal K.; Suresh Kumar, K.; Pal, Chandan; Pradhan, Somnath Nonzero-sum risk-sensitive stochastic differential games with discounted costs. (English) Zbl 1461.91030 Stochastic Anal. Appl. 39, No. 2, 306-326 (2020). Reviewer: George Stoica (Saint John) MSC: 91A15 35Q91 PDF BibTeX XML Cite \textit{M. K. Ghosh} et al., Stochastic Anal. Appl. 39, No. 2, 306--326 (2020; Zbl 1461.91030) Full Text: DOI OpenURL
Duraj, Jetlir On expected utility in optimal stopping of diffusions. (English) Zbl 07331210 Oper. Res. Lett. 48, No. 6, 811-815 (2020). MSC: 90-XX PDF BibTeX XML Cite \textit{J. Duraj}, Oper. Res. Lett. 48, No. 6, 811--815 (2020; Zbl 07331210) Full Text: DOI OpenURL
Hutzenthaler, Martin; Pieper, Daniel Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime. (English) Zbl 1457.60144 Ann. Appl. Probab. 30, No. 5, 2311-2354 (2020). MSC: 60K35 60J70 PDF BibTeX XML Cite \textit{M. Hutzenthaler} and \textit{D. Pieper}, Ann. Appl. Probab. 30, No. 5, 2311--2354 (2020; Zbl 1457.60144) Full Text: DOI arXiv Euclid OpenURL
Barnes, Clayton L. Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier. (English) Zbl 1464.60080 Ann. Appl. Probab. 30, No. 4, 1582-1613 (2020). MSC: 60K35 60H10 60J55 PDF BibTeX XML Cite \textit{C. L. Barnes}, Ann. Appl. Probab. 30, No. 4, 1582--1613 (2020; Zbl 1464.60080) Full Text: DOI arXiv Euclid OpenURL
Luçon, Eric Quenched asymptotics for interacting diffusions on inhomogeneous random graphs. (English) Zbl 1454.60046 Stochastic Processes Appl. 130, No. 11, 6783-6842 (2020). MSC: 60F15 05C80 82C20 35Q84 PDF BibTeX XML Cite \textit{E. Luçon}, Stochastic Processes Appl. 130, No. 11, 6783--6842 (2020; Zbl 1454.60046) Full Text: DOI arXiv OpenURL
Arapostathis, Ari; Pang, Guodong; Zheng, Yi Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis. (English) Zbl 1458.93264 Stochastic Processes Appl. 130, No. 11, 6733-6756 (2020). MSC: 93E20 60J74 60J60 93C20 35F21 93E15 PDF BibTeX XML Cite \textit{A. Arapostathis} et al., Stochastic Processes Appl. 130, No. 11, 6733--6756 (2020; Zbl 1458.93264) Full Text: DOI arXiv OpenURL
Seo, Insuk Analysis of metastable behavior via solutions of Poisson equations. (English) Zbl 1460.60092 RIMS Kôkyûroku Bessatsu B79, 1-17 (2020). MSC: 60J60 60F99 PDF BibTeX XML Cite \textit{I. Seo}, RIMS Kôkyûroku Bessatsu B79, 1--17 (2020; Zbl 1460.60092) Full Text: arXiv Link OpenURL
Jacquier, Antoine; Torricelli, Lorenzo Anomalous diffusions in option prices: connecting trade duration and the volatility term structure. (English) Zbl 1455.91258 SIAM J. Financ. Math. 11, No. 4, 1137-1167 (2020). MSC: 91G20 91G30 60G51 PDF BibTeX XML Cite \textit{A. Jacquier} and \textit{L. Torricelli}, SIAM J. Financ. Math. 11, No. 4, 1137--1167 (2020; Zbl 1455.91258) Full Text: DOI arXiv OpenURL
Carrillo, José Antonio; Peng, Yingping; Wróblewska-Kamińska, Aneta Relative entropy method for the relaxation limit of hydrodynamic models. (English) Zbl 1455.35181 Netw. Heterog. Media 15, No. 3, 369-387 (2020). MSC: 35Q31 76N06 35B25 35D30 35D35 PDF BibTeX XML Cite \textit{J. A. Carrillo} et al., Netw. Heterog. Media 15, No. 3, 369--387 (2020; Zbl 1455.35181) Full Text: DOI arXiv OpenURL
Nachid, Halima; Gozo, Yoro Asymptotic behaviour of the blow-up time for nonlocal diffusion problem with some parameters. (English) Zbl 1454.35034 J. Ramanujan Soc. Math. Math. Sci. 7, No. 2, 119-136 (2020). MSC: 35B40 35B44 35R09 35K20 PDF BibTeX XML Cite \textit{H. Nachid} and \textit{Y. Gozo}, J. Ramanujan Soc. Math. Math. Sci. 7, No. 2, 119--136 (2020; Zbl 1454.35034) Full Text: Link OpenURL
Albeverio, Sergio; De Vecchi, Francesco C.; Romano, Andrea; Ugolini, Stefania Strong Kac’s chaos in the mean-field Bose-Einstein condensation. (English) Zbl 1456.60197 Stoch. Dyn. 20, No. 5, Article ID 2050031, 21 p. (2020). MSC: 60J60 60K35 81S20 94A17 PDF BibTeX XML Cite \textit{S. Albeverio} et al., Stoch. Dyn. 20, No. 5, Article ID 2050031, 21 p. (2020; Zbl 1456.60197) Full Text: DOI arXiv OpenURL
Kleisinger-Yu, Xi; Komaric, Vlatka; Larsson, Martin; Regez, Markus A multifactor polynomial framework for long-term electricity forwards with delivery period. (English) Zbl 1452.91310 SIAM J. Financ. Math. 11, No. 3, 928-957 (2020). MSC: 91G20 91G70 PDF BibTeX XML Cite \textit{X. Kleisinger-Yu} et al., SIAM J. Financ. Math. 11, No. 3, 928--957 (2020; Zbl 1452.91310) Full Text: DOI arXiv OpenURL
Löcherbach, E. Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity. (English) Zbl 1469.60263 J. Theor. Probab. 33, No. 4, 2280-2314 (2020). MSC: 60J76 60J60 60J35 PDF BibTeX XML Cite \textit{E. Löcherbach}, J. Theor. Probab. 33, No. 4, 2280--2314 (2020; Zbl 1469.60263) Full Text: DOI arXiv OpenURL
Ditlevsen, Susanne; Cencerrado Rubio, Alejandro; Lansky, Petr Transient dynamics of Pearson diffusions facilitates estimation of rate parameters. (English) Zbl 1453.60137 Commun. Nonlinear Sci. Numer. Simul. 82, Article ID 105034, 15 p. (2020). MSC: 60J60 60J70 62F10 PDF BibTeX XML Cite \textit{S. Ditlevsen} et al., Commun. Nonlinear Sci. Numer. Simul. 82, Article ID 105034, 15 p. (2020; Zbl 1453.60137) Full Text: DOI OpenURL
Borodin, A. N. Distributions of functionals of switching diffusions with jumps. (English. Russian original) Zbl 1460.60088 J. Math. Sci., New York 251, No. 1, 15-26 (2020); translation from Zap. Nauchn. Semin. POMI 474, 28-45 (2018). MSC: 60J60 60J27 60J76 35R60 PDF BibTeX XML Cite \textit{A. N. Borodin}, J. Math. Sci., New York 251, No. 1, 15--26 (2020; Zbl 1460.60088); translation from Zap. Nauchn. Semin. POMI 474, 28--45 (2018) Full Text: DOI OpenURL
Benaïm, Michel; Bréhier, Charles-Edouard; Monmarché, Pierre Analysis of an adaptive biasing force method based on self-interacting dynamics. (English) Zbl 1459.60157 Electron. J. Probab. 25, Paper No. 88, 28 p. (2020). MSC: 60J60 65C20 PDF BibTeX XML Cite \textit{M. Benaïm} et al., Electron. J. Probab. 25, Paper No. 88, 28 p. (2020; Zbl 1459.60157) Full Text: DOI arXiv Euclid OpenURL
Bañuelos, Rodrigo; Baudoin, Fabrice; Chen, Li Gundy-Varopoulos martingale transforms and their projection operators on manifolds and vector bundles. (English) Zbl 1462.58018 Math. Ann. 378, No. 1-2, 359-388 (2020). Reviewer: Yana Kinderknecht (Saarbrücken) MSC: 58J65 60G46 60H30 60J60 PDF BibTeX XML Cite \textit{R. Bañuelos} et al., Math. Ann. 378, No. 1--2, 359--388 (2020; Zbl 1462.58018) Full Text: DOI arXiv OpenURL
Borodin, A. N. Joint distributions of functionals of the telegraph process and switching diffusions. (English. Russian original) Zbl 1459.60158 J. Math. Sci., New York 244, No. 5, 723-732 (2020); translation from Zap. Nauchn. Semin. POMI 466, 38-53 (2017). MSC: 60J60 60J55 PDF BibTeX XML Cite \textit{A. N. Borodin}, J. Math. Sci., New York 244, No. 5, 723--732 (2020; Zbl 1459.60158); translation from Zap. Nauchn. Semin. POMI 466, 38--53 (2017) Full Text: DOI OpenURL
Hartmann, Carsten; Neureither, Lara; Sharma, Upanshu Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging. (English) Zbl 1447.35028 SIAM J. Math. Anal. 52, No. 3, 2689-2733 (2020). MSC: 35B25 35R60 35B40 35K10 60J60 60H10 82C31 PDF BibTeX XML Cite \textit{C. Hartmann} et al., SIAM J. Math. Anal. 52, No. 3, 2689--2733 (2020; Zbl 1447.35028) Full Text: DOI arXiv OpenURL
Filipović, Damir; Larsson, Martin Polynomial jump-diffusion models. (English) Zbl 1450.60038 Stoch. Syst. 10, No. 1, 71-97 (2020). MSC: 60J25 60J60 91G20 60H30 PDF BibTeX XML Cite \textit{D. Filipović} and \textit{M. Larsson}, Stoch. Syst. 10, No. 1, 71--97 (2020; Zbl 1450.60038) Full Text: DOI arXiv OpenURL
Salem, Samir A gradient flow approach of propagation of chaos. (English) Zbl 1454.60145 Discrete Contin. Dyn. Syst. 40, No. 10, 5729-5754 (2020). MSC: 60K35 60J60 60H10 35B40 PDF BibTeX XML Cite \textit{S. Salem}, Discrete Contin. Dyn. Syst. 40, No. 10, 5729--5754 (2020; Zbl 1454.60145) Full Text: DOI OpenURL
Li, Liping; Sun, Wenjie; Ying, Jiangang Effective intervals and regular Dirichlet subspaces. (English) Zbl 1446.31012 Stochastic Processes Appl. 130, No. 10, 6064-6093 (2020). MSC: 31C25 60J60 PDF BibTeX XML Cite \textit{L. Li} et al., Stochastic Processes Appl. 130, No. 10, 6064--6093 (2020; Zbl 1446.31012) Full Text: DOI arXiv OpenURL
Ottobre, Michela; Pillai, Natesh S.; Spiliopoulos, Konstantinos Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets. (English) Zbl 1447.62094 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 311-361 (2020). MSC: 62L20 60J60 60G15 PDF BibTeX XML Cite \textit{M. Ottobre} et al., Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 311--361 (2020; Zbl 1447.62094) Full Text: DOI arXiv OpenURL
Burzoni, Matteo; Ignazio, Vincenzo; Reppen, A. Max; Soner, H. M. Viscosity solutions for controlled McKean-Vlasov jump-diffusions. (English) Zbl 1472.49054 SIAM J. Control Optim. 58, No. 3, 1676-1699 (2020). Reviewer: Akram Ben Aissa (Monastir) MSC: 49K45 35Q91 45K05 35D40 60B05 60J76 60J60 PDF BibTeX XML Cite \textit{M. Burzoni} et al., SIAM J. Control Optim. 58, No. 3, 1676--1699 (2020; Zbl 1472.49054) Full Text: DOI arXiv OpenURL
Wang, Jianping; Wang, Mingxin Free boundary problems with nonlocal and local diffusions. I: Global solution. (English) Zbl 1439.35581 J. Math. Anal. Appl. 490, No. 2, Article ID 123974, 23 p. (2020). MSC: 35R35 35Q92 92D40 PDF BibTeX XML Cite \textit{J. Wang} and \textit{M. Wang}, J. Math. Anal. Appl. 490, No. 2, Article ID 123974, 23 p. (2020; Zbl 1439.35581) Full Text: DOI arXiv OpenURL
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. (English) Zbl 1451.60037 J. Math. Anal. Appl. 486, No. 2, Article ID 123934, 21 p. (2020). MSC: 60F17 60J60 60K50 PDF BibTeX XML Cite \textit{N. N. Leonenko} et al., J. Math. Anal. Appl. 486, No. 2, Article ID 123934, 21 p. (2020; Zbl 1451.60037) Full Text: DOI OpenURL
Gheryani, Soumaya; Hiroshima, Fumio; Lőrinczi, József; Majid, Achref; Ouerdiane, Habib Functional central limit theorems and \(P(\phi )_1\)-processes for the relativistic and non-relativistic Nelson models. (English) Zbl 07212440 Math. Phys. Anal. Geom. 23, No. 2, Paper No. 18, 30 p. (2020). Reviewer: Aurelian Gheondea (Bucureşti) MSC: 47D07 47D08 81Q10 PDF BibTeX XML Cite \textit{S. Gheryani} et al., Math. Phys. Anal. Geom. 23, No. 2, Paper No. 18, 30 p. (2020; Zbl 07212440) Full Text: DOI arXiv OpenURL
Miclo, Laurent On the construction of measure-valued dual processes. (English) Zbl 1437.60048 Electron. J. Probab. 25, Paper No. 6, 64 p. (2020). MSC: 60J60 60H10 60J25 60J10 60J65 05C81 PDF BibTeX XML Cite \textit{L. Miclo}, Electron. J. Probab. 25, Paper No. 6, 64 p. (2020; Zbl 1437.60048) Full Text: DOI Euclid OpenURL
Capitanelli, Raffaela; D’Ovidio, Mirko Delayed and rushed motions through time change. (English) Zbl 1446.60032 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 183-204 (2020). MSC: 60G22 35R11 60H15 PDF BibTeX XML Cite \textit{R. Capitanelli} and \textit{M. D'Ovidio}, ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 183--204 (2020; Zbl 1446.60032) Full Text: arXiv Link OpenURL
Jourdain, Benjamin; Zhou, Alexandre Existence of a calibrated regime switching local volatility model. (English) Zbl 07200943 Math. Finance 30, No. 2, 501-546 (2020). MSC: 91Gxx PDF BibTeX XML Cite \textit{B. Jourdain} and \textit{A. Zhou}, Math. Finance 30, No. 2, 501--546 (2020; Zbl 07200943) Full Text: DOI arXiv OpenURL
Assiotis, Theodoros Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra. (English. French summary) Zbl 1434.60212 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1251-1283 (2020). MSC: 60J60 PDF BibTeX XML Cite \textit{T. Assiotis}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1251--1283 (2020; Zbl 1434.60212) Full Text: DOI arXiv Euclid OpenURL
Bégin, Jean-François; Gauthier, Geneviève Price bias and common practice in option pricing. (English. French summary) Zbl 07194126 Can. J. Stat. 48, No. 1, 8-35 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{J.-F. Bégin} and \textit{G. Gauthier}, Can. J. Stat. 48, No. 1, 8--35 (2020; Zbl 07194126) Full Text: DOI OpenURL
Coppini, Fabio; Dietert, Helge; Giacomin, Giambattista A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs. (English) Zbl 1434.60279 Stoch. Dyn. 20, No. 2, Article ID 2050010, 19 p. (2020). MSC: 60K35 82C20 PDF BibTeX XML Cite \textit{F. Coppini} et al., Stoch. Dyn. 20, No. 2, Article ID 2050010, 19 p. (2020; Zbl 1434.60279) Full Text: DOI arXiv OpenURL
Criens, David Lyapunov criteria for the Feller-Dynkin property of martingale problems. (English) Zbl 1434.60192 Stochastic Processes Appl. 130, No. 5, 2693-2736 (2020). MSC: 60J25 60G44 60H10 PDF BibTeX XML Cite \textit{D. Criens}, Stochastic Processes Appl. 130, No. 5, 2693--2736 (2020; Zbl 1434.60192) Full Text: DOI arXiv OpenURL
Baldi, Paolo; Caramellino, Lucia; Rossi, Maurizia Large deviations of conditioned diffusions and applications. (English) Zbl 1471.60034 Stochastic Processes Appl. 130, No. 3, 1289-1308 (2020). MSC: 60F10 60J60 PDF BibTeX XML Cite \textit{P. Baldi} et al., Stochastic Processes Appl. 130, No. 3, 1289--1308 (2020; Zbl 1471.60034) Full Text: DOI OpenURL
Li, Lei; Sheng, Weijie; Wang, Mingxin Systems with nonlocal vs. local diffusions and free boundaries. (English) Zbl 1429.35213 J. Math. Anal. Appl. 483, No. 2, Article ID 123646, 27 p. (2020). MSC: 35R35 35B40 35R09 92D40 PDF BibTeX XML Cite \textit{L. Li} et al., J. Math. Anal. Appl. 483, No. 2, Article ID 123646, 27 p. (2020; Zbl 1429.35213) Full Text: DOI OpenURL
De Angelis, Tiziano Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. (English) Zbl 1430.91127 Finance Stoch. 24, No. 1, 71-123 (2020). Reviewer: George Stoica (Saint John) MSC: 91G50 60J70 60G40 93E20 PDF BibTeX XML Cite \textit{T. De Angelis}, Finance Stoch. 24, No. 1, 71--123 (2020; Zbl 1430.91127) Full Text: DOI arXiv OpenURL
Zhang, Shao-Qin Regime-switching diffusion processes: strong solutions and strong Feller property. (English) Zbl 1427.60147 Stochastic Anal. Appl. 38, No. 1, 97-123 (2020). MSC: 60J05 60J60 PDF BibTeX XML Cite \textit{S.-Q. Zhang}, Stochastic Anal. Appl. 38, No. 1, 97--123 (2020; Zbl 1427.60147) Full Text: DOI arXiv OpenURL