Arnaudon, Marc; Coulibaly-Pasquier, Koléhè; Miclo, Laurent On the separation cut-off phenomenon for Brownian motions on high dimensional spheres. (English) Zbl 07824093 Bernoulli 30, No. 2, 1007-1028 (2024). MSC: 82-XX 60-XX PDFBibTeX XMLCite \textit{M. Arnaudon} et al., Bernoulli 30, No. 2, 1007--1028 (2024; Zbl 07824093) Full Text: DOI arXiv Link
Çetiṅ, Umut Minimal subharmonic functions and related integral representations. (English) Zbl 07798915 Electron. J. Probab. 29, Paper No. 3, 35 p. (2024). MSC: 60J60 60J55 60G40 PDFBibTeX XMLCite \textit{U. Çetiṅ}, Electron. J. Probab. 29, Paper No. 3, 35 p. (2024; Zbl 07798915) Full Text: DOI arXiv
Budhiraja, Amarjit; Zoubouloglou, Pavlos Large deviations for small noise diffusions over long time. (English) Zbl 07792054 Trans. Am. Math. Soc., Ser. B 11, 1-63 (2024). MSC: 60F10 60J60 60J25 60H10 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Zoubouloglou}, Trans. Am. Math. Soc., Ser. B 11, 1--63 (2024; Zbl 07792054) Full Text: DOI arXiv
Ernst, Philip; Mei, Hongwei Exact optimal stopping for multidimensional linear switching diffusions. (English) Zbl 07809871 Math. Oper. Res. 48, No. 3, 1589-1606 (2023). MSC: 60G40 93C30 PDFBibTeX XMLCite \textit{P. Ernst} and \textit{H. Mei}, Math. Oper. Res. 48, No. 3, 1589--1606 (2023; Zbl 07809871) Full Text: DOI arXiv
Liu, Guanhua; Murugan, Mathav On the comparison between jump processes and subordinated diffusions. (English) Zbl 07799689 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1271-1281 (2023). MSC: 31E05 31C25 47D07 60J25 PDFBibTeX XMLCite \textit{G. Liu} and \textit{M. Murugan}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1271--1281 (2023; Zbl 07799689) Full Text: arXiv Link
Backhoff-Veraguas, Julio; Unterberger, Clara On the specific relative entropy between martingale diffusions on the line. (English) Zbl 07790350 Electron. Commun. Probab. 28, Paper No. 37, 12 p. (2023). MSC: 60G44 60H10 60F10 94A17 PDFBibTeX XMLCite \textit{J. Backhoff-Veraguas} and \textit{C. Unterberger}, Electron. Commun. Probab. 28, Paper No. 37, 12 p. (2023; Zbl 07790350) Full Text: DOI arXiv
Coppini, Fabio; Luçon, Eric; Poquet, Christophe Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs. (English) Zbl 07790322 Electron. J. Probab. 28, Paper No. 147, 63 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 05C80 60H15 60K37 82C20 PDFBibTeX XMLCite \textit{F. Coppini} et al., Electron. J. Probab. 28, Paper No. 147, 63 p. (2023; Zbl 07790322) Full Text: DOI arXiv
Cohen, Samuel N.; Reisinger, Christoph; Wang, Sheng Arbitrage-free neural-SDE market models. (English) Zbl 07769890 Appl. Math. Finance 30, No. 1, 1-46 (2023). MSC: 91G20 60H30 PDFBibTeX XMLCite \textit{S. N. Cohen} et al., Appl. Math. Finance 30, No. 1, 1--46 (2023; Zbl 07769890) Full Text: DOI arXiv
Criens, David On the relation of one-dimensional diffusions on natural scale and their speed measures. (English) Zbl 07768808 J. Theor. Probab. 36, No. 4, 2339-2358 (2023). MSC: 60J60 60G07 60F17 PDFBibTeX XMLCite \textit{D. Criens}, J. Theor. Probab. 36, No. 4, 2339--2358 (2023; Zbl 07768808) Full Text: DOI arXiv OA License
Lacker, Daniel; Ramanan, Kavita; Wu, Ruoyu Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees. (English) Zbl 07768340 Probab. Theory Relat. Fields 187, No. 3-4, 817-884 (2023). MSC: 60K35 60J60 60J80 60F17 82C22 PDFBibTeX XMLCite \textit{D. Lacker} et al., Probab. Theory Relat. Fields 187, No. 3--4, 817--884 (2023; Zbl 07768340) Full Text: DOI arXiv
Yang, Hyun Jong; Moon, Jun A sufficient condition for optimal control problem of fully coupled forward-backward stochastic systems with jumps: a state-constrained control approach. (English) Zbl 07754265 Optim. Control Appl. Methods 44, No. 4, 1936-1971 (2023). MSC: 93E20 60H30 45K05 49L12 49L25 PDFBibTeX XMLCite \textit{H. J. Yang} and \textit{J. Moon}, Optim. Control Appl. Methods 44, No. 4, 1936--1971 (2023; Zbl 07754265) Full Text: DOI
Taylor, Peter A. Off-diagonal heat kernel estimates for symmetric diffusions in a degenerate ergodic environment. (English) Zbl 1528.60085 Potential Anal. 59, No. 3, 1425-1448 (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J60 60J45 60K37 60J35 31B05 PDFBibTeX XMLCite \textit{P. A. Taylor}, Potential Anal. 59, No. 3, 1425--1448 (2023; Zbl 1528.60085) Full Text: DOI arXiv OA License
Greven, Andreas; den Hollander, Frank Spatial populations with seed-bank: finite-systems scheme. (English) Zbl 1524.60266 Electron. J. Probab. 28, Paper No. 84, 66 p. (2023). MSC: 60K35 60G50 PDFBibTeX XMLCite \textit{A. Greven} and \textit{F. den Hollander}, Electron. J. Probab. 28, Paper No. 84, 66 p. (2023; Zbl 1524.60266) Full Text: DOI arXiv
Corstanje, Marc; van der Meulen, Frank; Schauer, Moritz Conditioning continuous-time Markov processes by guiding. (English) Zbl 1527.60055 Stochastics 95, No. 6, 963-996 (2023). MSC: 60J25 60J60 60J74 65C30 PDFBibTeX XMLCite \textit{M. Corstanje} et al., Stochastics 95, No. 6, 963--996 (2023; Zbl 1527.60055) Full Text: DOI arXiv
Bansaye, Vincent; Caballero, Maria-Emilia; Méléard, Sylvie; San Martín, Jaime Scaling limits of bisexual Galton-Watson processes. (English) Zbl 1518.60077 Stochastics 95, No. 5, 749-784 (2023). MSC: 60J80 60J27 60J74 60F15 60F05 60F10 92D25 PDFBibTeX XMLCite \textit{V. Bansaye} et al., Stochastics 95, No. 5, 749--784 (2023; Zbl 1518.60077) Full Text: DOI arXiv
Gulisashvili, Archil Large deviation principles for stochastic volatility models with reflection. (English) Zbl 1517.91150 Appl. Math. Optim. 88, No. 2, Paper No. 44, 32 p. (2023). MSC: 91B70 60F10 60J60 91G20 PDFBibTeX XMLCite \textit{A. Gulisashvili}, Appl. Math. Optim. 88, No. 2, Paper No. 44, 32 p. (2023; Zbl 1517.91150) Full Text: DOI
Hudde, Anselm; Rüschendorf, Ludger European and Asian Greeks for exponential Lévy processes. (English) Zbl 1520.91402 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 39, 24 p. (2023). MSC: 91G20 60J70 60H07 60G51 91G60 PDFBibTeX XMLCite \textit{A. Hudde} and \textit{L. Rüschendorf}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 39, 24 p. (2023; Zbl 1520.91402) Full Text: DOI arXiv
Wang, Yiwei; Yang, Nian Asymptotics for the survival probability of time-inhomogeneous diffusion processes. (English) Zbl 1525.60100 Oper. Res. Lett. 51, No. 3, 308-311 (2023). MSC: 60J60 91G20 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{N. Yang}, Oper. Res. Lett. 51, No. 3, 308--311 (2023; Zbl 1525.60100) Full Text: DOI
Cai, Cheng; De Angelis, Tiziano; Palczewski, Jan On the continuity of optimal stopping surfaces for jump-diffusions. (English) Zbl 1515.60109 SIAM J. Control Optim. 61, No. 3, 1513-1531 (2023). MSC: 60G40 35R35 60J60 60J76 PDFBibTeX XMLCite \textit{C. Cai} et al., SIAM J. Control Optim. 61, No. 3, 1513--1531 (2023; Zbl 1515.60109) Full Text: DOI arXiv
Monmarché, Pierre Almost sure contraction for diffusions on \(\mathbb{R}^d\). Application to generalized Langevin diffusions. (English) Zbl 1523.60131 Stochastic Processes Appl. 161, 316-349 (2023). Reviewer: Pavel Gapeev (London) MSC: 60J60 65C05 PDFBibTeX XMLCite \textit{P. Monmarché}, Stochastic Processes Appl. 161, 316--349 (2023; Zbl 1523.60131) Full Text: DOI arXiv
Lacker, Daniel; Ramanan, Kavita; Wu, Ruoyu Local weak convergence for sparse networks of interacting processes. (English) Zbl 1525.60114 Ann. Appl. Probab. 33, No. 2, 843-888 (2023). MSC: 60K35 60J05 60J60 60J80 60F17 60B10 82C22 PDFBibTeX XMLCite \textit{D. Lacker} et al., Ann. Appl. Probab. 33, No. 2, 843--888 (2023; Zbl 1525.60114) Full Text: DOI arXiv
Landon, Benjamin; Noack, Christian; Sosoe, Philippe KPZ-type fluctuation exponents for interacting diffusions in equilibrium. (English) Zbl 1517.82047 Ann. Probab. 51, No. 3, 1139-1191 (2023). MSC: 82D60 82C31 60H10 60H15 35Q82 PDFBibTeX XMLCite \textit{B. Landon} et al., Ann. Probab. 51, No. 3, 1139--1191 (2023; Zbl 1517.82047) Full Text: DOI arXiv
Mengütürk, Levent Ali Time-convergent random matrices from mean-field pinned interacting eigenvalues. (English) Zbl 1516.60003 J. Appl. Probab. 60, No. 2, 394-417 (2023). MSC: 60B20 60J65 15B52 60J60 81P15 PDFBibTeX XMLCite \textit{L. A. Mengütürk}, J. Appl. Probab. 60, No. 2, 394--417 (2023; Zbl 1516.60003) Full Text: DOI
Duncan, A. B.; Duong, M. H.; Pavliotis, G. A. Brownian motion in an \(N\)-scale periodic potential. (English) Zbl 1512.35039 J. Stat. Phys. 190, No. 4, Paper No. 82, 34 p. (2023). MSC: 35B27 35R60 35Q82 60H30 PDFBibTeX XMLCite \textit{A. B. Duncan} et al., J. Stat. Phys. 190, No. 4, Paper No. 82, 34 p. (2023; Zbl 1512.35039) Full Text: DOI arXiv
Eliazar, Iddo Hazard-selfsimilarity of diffusions’ first passage times. (English) Zbl 07677547 J. Phys. A, Math. Theor. 56, No. 17, Article ID 175003, 26 p. (2023). MSC: 82-XX 60-XX PDFBibTeX XMLCite \textit{I. Eliazar}, J. Phys. A, Math. Theor. 56, No. 17, Article ID 175003, 26 p. (2023; Zbl 07677547) Full Text: DOI
Anugu, Sumith Reddy; Borkar, Vivek S. A selection procedure for extracting the unique Feller weak solution of degenerate diffusions. (English) Zbl 1523.60096 Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023). MSC: 60H10 60J25 34F05 35K65 35D40 49L25 PDFBibTeX XMLCite \textit{S. R. Anugu} and \textit{V. S. Borkar}, Appl. Math. Optim. 87, No. 3, Paper No. 46, 27 p. (2023; Zbl 1523.60096) Full Text: DOI arXiv
Assiotis, Theodoros On the singular values of complex matrix Brownian motion with a matrix drift. (English) Zbl 1510.60072 Bernoulli 29, No. 2, 1686-1713 (2023). MSC: 60J25 60J35 60J65 60J60 PDFBibTeX XMLCite \textit{T. Assiotis}, Bernoulli 29, No. 2, 1686--1713 (2023; Zbl 1510.60072) Full Text: DOI arXiv Link
Jordan, Serres Stability of the Poincaré constant. (English) Zbl 1527.60059 Bernoulli 29, No. 2, 1297-1320 (2023). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 58J65 60E15 PDFBibTeX XMLCite \textit{S. Jordan}, Bernoulli 29, No. 2, 1297--1320 (2023; Zbl 1527.60059) Full Text: DOI Link
Etoré, Pierre; Martinez, Miguel Stochastic processes associated to multidimensional parabolic transmission problems in divergence form. (English) Zbl 1515.60077 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 291-311 (2023). MSC: 60G07 60G12 35K67 PDFBibTeX XMLCite \textit{P. Etoré} and \textit{M. Martinez}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 291--311 (2023; Zbl 1515.60077) Full Text: arXiv Link
Guillin, Arnaud; Nectoux, Boris; Wu, Liming Quasi-stationary distribution for Hamiltonian dynamics with singular potentials. (English) Zbl 07661871 Probab. Theory Relat. Fields 185, No. 3-4, 921-959 (2023). Reviewer: Sebastien Boyabal (Chatou) MSC: 37A60 60B10 60F99 60J60 37A30 82C22 PDFBibTeX XMLCite \textit{A. Guillin} et al., Probab. Theory Relat. Fields 185, No. 3--4, 921--959 (2023; Zbl 07661871) Full Text: DOI
Lacker, Daniel; Zhang, Jiacheng Stationary solutions and local equations for interacting diffusions on regular trees. (English) Zbl 1503.60152 Electron. J. Probab. 28, Paper No. 4, 37 p. (2023). MSC: 60K35 60G10 PDFBibTeX XMLCite \textit{D. Lacker} and \textit{J. Zhang}, Electron. J. Probab. 28, Paper No. 4, 37 p. (2023; Zbl 1503.60152) Full Text: DOI arXiv
Leonenko, G.; Phillips, T. N. Transient numerical approximation of hyperbolic diffusions and beyond. (English) Zbl 1503.65263 J. Comput. Appl. Math. 422, Article ID 114893, 13 p. (2023). MSC: 65M70 65M06 65N35 65F20 60J20 60J65 60H35 35Q84 35R60 PDFBibTeX XMLCite \textit{G. Leonenko} and \textit{T. N. Phillips}, J. Comput. Appl. Math. 422, Article ID 114893, 13 p. (2023; Zbl 1503.65263) Full Text: DOI
Nakagawa, Takuya; Taguchi, Dai; Yuasa, Tomooki Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball. (English) Zbl 1518.65014 J. Math. Anal. Appl. 519, No. 2, Article ID 126829, 18 p. (2023). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{T. Nakagawa} et al., J. Math. Anal. Appl. 519, No. 2, Article ID 126829, 18 p. (2023; Zbl 1518.65014) Full Text: DOI arXiv
Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas Unbiased estimation using a class of diffusion processes. (English) Zbl 07620351 J. Comput. Phys. 472, Article ID 111643, 21 p. (2023). MSC: 65Cxx 60Hxx 65Lxx PDFBibTeX XMLCite \textit{H. Ruzayqat} et al., J. Comput. Phys. 472, Article ID 111643, 21 p. (2023; Zbl 07620351) Full Text: DOI arXiv
Mengütürk, Levent Ali; Mengütürk, Murat Cahit Piecewise-tunneled captive processes and corridored random particle systems. (English) Zbl 1508.60082 J. Stat. Phys. 190, No. 1, Paper No. 12, 27 p. (2023). MSC: 60J60 60K35 PDFBibTeX XMLCite \textit{L. A. Mengütürk} and \textit{M. C. Mengütürk}, J. Stat. Phys. 190, No. 1, Paper No. 12, 27 p. (2023; Zbl 1508.60082) Full Text: DOI
Hutzenthaler, Martin; Jordan, Felix; Metzler, Dirk Costly defense traits in structured populations. (English) Zbl 1502.60155 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1697-1752 (2022). MSC: 60K35 92D25 PDFBibTeX XMLCite \textit{M. Hutzenthaler} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1697--1752 (2022; Zbl 1502.60155) Full Text: arXiv Link
Crocce, Fabián; Mordecki, Ernesto An algorithm to solve optimal stopping problems for one-dimensional diffusions. (English) Zbl 1502.60054 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1353-1375 (2022). MSC: 60G40 60J40 PDFBibTeX XMLCite \textit{F. Crocce} and \textit{E. Mordecki}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1353--1375 (2022; Zbl 1502.60054) Full Text: arXiv Link
Flandoli, Franco; Huang, Ruojun Coagulation dynamics under environmental noise: scaling limit to SPDE. (English) Zbl 1502.60149 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1241-1292 (2022). MSC: 60K35 82C21 60H15 86A08 PDFBibTeX XMLCite \textit{F. Flandoli} and \textit{R. Huang}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1241--1292 (2022; Zbl 1502.60149) Full Text: arXiv Link
Jasra, Ajay; Law, Kody J. H.; Yu, Fangyuan Unbiased filtering of a class of partially observed diffusions. (English) Zbl 1518.65006 Adv. Appl. Probab. 54, No. 3, 661-687 (2022). MSC: 65C05 60J25 PDFBibTeX XMLCite \textit{A. Jasra} et al., Adv. Appl. Probab. 54, No. 3, 661--687 (2022; Zbl 1518.65006) Full Text: DOI arXiv
Tran, Ky Quan; Tien, Phan Trong Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise. (English) Zbl 1505.93214 Int. J. Control 95, No. 12, 3298-3308 (2022). MSC: 93D23 93E15 60G51 PDFBibTeX XMLCite \textit{K. Q. Tran} and \textit{P. T. Tien}, Int. J. Control 95, No. 12, 3298--3308 (2022; Zbl 1505.93214) Full Text: DOI
Fontbona, Joaquín; Muñoz-Hernández, Felipe Quantitative mean-field limit for interacting branching diffusions. (English) Zbl 1505.92153 Electron. J. Probab. 27, Paper No. 150, 32 p. (2022). MSC: 92D25 60J85 60H30 35Q92 PDFBibTeX XMLCite \textit{J. Fontbona} and \textit{F. Muñoz-Hernández}, Electron. J. Probab. 27, Paper No. 150, 32 p. (2022; Zbl 1505.92153) Full Text: DOI arXiv
Mazzolo, Alain; Monthus, Cécile Conditioning two diffusion processes with respect to their first-encounter properties. (English) Zbl 1507.60103 J. Phys. A, Math. Theor. 55, No. 30, Article ID 305002, 54 p. (2022). MSC: 60J60 60J70 60J65 PDFBibTeX XMLCite \textit{A. Mazzolo} and \textit{C. Monthus}, J. Phys. A, Math. Theor. 55, No. 30, Article ID 305002, 54 p. (2022; Zbl 1507.60103) Full Text: DOI arXiv
Ma, Jingtang; Cui, Zhenyu; Li, Wenyuan Laplace bounds approximation for American options. (English) Zbl 1505.91386 Probab. Eng. Inf. Sci. 36, No. 2, 514-547 (2022). MSC: 91G20 60G40 44A10 PDFBibTeX XMLCite \textit{J. Ma} et al., Probab. Eng. Inf. Sci. 36, No. 2, 514--547 (2022; Zbl 1505.91386) Full Text: DOI
Cruzeiro, Ana Bela; Oliveira, Carlos; Zambrini, Jean-Claude Time-symmetric optimal stochastic control problems in space-time domains. (English) Zbl 1514.93061 Optimization 71, No. 11, 3241-3275 (2022). MSC: 93E20 35R35 60G99 60H30 PDFBibTeX XMLCite \textit{A. B. Cruzeiro} et al., Optimization 71, No. 11, 3241--3275 (2022; Zbl 1514.93061) Full Text: DOI arXiv
Butelmann, Ian; Flores, Gregorio R. Moreno Scaling limit of stationary coupled Sasamoto-Spohn models. (English) Zbl 1507.60147 Electron. J. Probab. 27, Paper No. 96, 25 p. (2022). MSC: 60L50 60H15 PDFBibTeX XMLCite \textit{I. Butelmann} and \textit{G. R. M. Flores}, Electron. J. Probab. 27, Paper No. 96, 25 p. (2022; Zbl 1507.60147) Full Text: DOI arXiv Link
Gloaguen, Pierre; Le Corff, Sylvain; Olsson, Jimmy A pseudo-marginal sequential Monte Carlo online smoothing algorithm. (English) Zbl 07594072 Bernoulli 28, No. 4, 2606-2633 (2022). MSC: 62Mxx 65Cxx 60Jxx PDFBibTeX XMLCite \textit{P. Gloaguen} et al., Bernoulli 28, No. 4, 2606--2633 (2022; Zbl 07594072) Full Text: DOI arXiv Link
Zhang, Gongqiu; Li, Lingfei Analysis of Markov chain approximation for diffusion models with nonsmooth coefficients. (English) Zbl 1498.91467 SIAM J. Financ. Math. 13, No. 3, 1144-1190 (2022). MSC: 91G20 91G60 60J28 60J60 PDFBibTeX XMLCite \textit{G. Zhang} and \textit{L. Li}, SIAM J. Financ. Math. 13, No. 3, 1144--1190 (2022; Zbl 1498.91467) Full Text: DOI
Yin, Wensheng; Cao, Jinde; Ren, Yong Inverse optimal control of regime-switching jump diffusions. (English) Zbl 1508.93333 Math. Control Relat. Fields 12, No. 3, 567-579 (2022). MSC: 93E20 93E15 49N45 60H10 60J74 PDFBibTeX XMLCite \textit{W. Yin} et al., Math. Control Relat. Fields 12, No. 3, 567--579 (2022; Zbl 1508.93333) Full Text: DOI
Shi, Banban; Wang, Ya; Wu, Fuke Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization. (English) Zbl 1497.60114 SIAM J. Control Optim. 60, No. 5, 2658-2683 (2022). MSC: 60J60 93E20 34K50 90C15 PDFBibTeX XMLCite \textit{B. Shi} et al., SIAM J. Control Optim. 60, No. 5, 2658--2683 (2022; Zbl 1497.60114) Full Text: DOI
Bhamidi, Shankar; Budhiraja, Amarjit; Dewaskar, Miheer Near equilibrium fluctuations for supermarket models with growing choices. (English) Zbl 1496.90022 Ann. Appl. Probab. 32, No. 3, 2083-2138 (2022). MSC: 90B22 90B15 60F17 PDFBibTeX XMLCite \textit{S. Bhamidi} et al., Ann. Appl. Probab. 32, No. 3, 2083--2138 (2022; Zbl 1496.90022) Full Text: DOI arXiv
Diaconis, Persi; Pal, Soumik Shuffling cards by spatial motion. (English) Zbl 1496.60088 Stochastic Processes Appl. 152, 149-176 (2022). MSC: 60J10 60J60 62G30 60J65 PDFBibTeX XMLCite \textit{P. Diaconis} and \textit{S. Pal}, Stochastic Processes Appl. 152, 149--176 (2022; Zbl 1496.60088) Full Text: DOI arXiv
Zhou, Hui; Chen, Yuting; Chu, Dianhui; Li, Wenxue Stabilization of stochastic coupled systems with Lévy noise and regime switching diffusions via intermittent control with a time delay. (English) Zbl 1497.93238 Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106680, 17 p. (2022). MSC: 93E15 93D23 60G51 93B52 93C43 PDFBibTeX XMLCite \textit{H. Zhou} et al., Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106680, 17 p. (2022; Zbl 1497.93238) Full Text: DOI
Banerjee, Sayan; Budhiraja, Amarjit Domains of attraction of invariant distributions of the infinite atlas model. (English) Zbl 1489.60131 Ann. Probab. 50, No. 4, 1610-1646 (2022). MSC: 60J55 60J60 60K35 82C22 60J65 PDFBibTeX XMLCite \textit{S. Banerjee} and \textit{A. Budhiraja}, Ann. Probab. 50, No. 4, 1610--1646 (2022; Zbl 1489.60131) Full Text: DOI arXiv
Carfagnini, Marco; Földes, Juraj; Herzog, David P. A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero. (English) Zbl 1490.60201 Stochastic Processes Appl. 149, 188-223 (2022). MSC: 60H30 60F15 35H10 PDFBibTeX XMLCite \textit{M. Carfagnini} et al., Stochastic Processes Appl. 149, 188--223 (2022; Zbl 1490.60201) Full Text: DOI arXiv
Kremp, Helena; Perkowski, Nicolas Multidimensional SDE with distributional drift and Lévy noise. (English) Zbl 07526605 Bernoulli 28, No. 3, 1757-1783 (2022). Reviewer: Andrej Srakar (Ljubljana) MSC: 60H10 60L40 60J60 PDFBibTeX XMLCite \textit{H. Kremp} and \textit{N. Perkowski}, Bernoulli 28, No. 3, 1757--1783 (2022; Zbl 07526605) Full Text: DOI arXiv Link
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 1490.60149 SIAM J. Math. Anal. 54, No. 2, 2251-2294 (2022). MSC: 60H10 60F99 60K35 PDFBibTeX XMLCite \textit{M. Coghi} et al., SIAM J. Math. Anal. 54, No. 2, 2251--2294 (2022; Zbl 1490.60149) Full Text: DOI arXiv
Koralov, L.; Vainberg, B. Global limit theorem for parabolic equations with a potential. (English) Zbl 1486.35055 SIAM J. Math. Anal. 54, No. 2, 2097-2113 (2022). MSC: 35B40 35A08 35C20 35K15 60J80 60F10 PDFBibTeX XMLCite \textit{L. Koralov} and \textit{B. Vainberg}, SIAM J. Math. Anal. 54, No. 2, 2097--2113 (2022; Zbl 1486.35055) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{J. Moon}, Math. Control Relat. Fields 12, No. 2, 371--404 (2022; Zbl 1484.91095) Full Text: DOI
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 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{M. Conroy}, J. Theor. Probab. 35, No. 1, 295--349 (2022; Zbl 1484.60028) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{D. Adams} et al., Stochastic Processes Appl. 146, 264--310 (2022; Zbl 1484.60027) Full Text: DOI arXiv
Constantinescu, C.; Loeffen, R.; Patie, P. First passage times over stochastic boundaries for subdiffusive processes. (English) Zbl 1490.60286 Trans. Am. Math. Soc. 375, No. 3, 1629-1652 (2022). MSC: 60K50 60G40 60G51 60G52 60G18 PDFBibTeX XMLCite \textit{C. Constantinescu} et al., Trans. Am. Math. Soc. 375, No. 3, 1629--1652 (2022; Zbl 1490.60286) Full Text: DOI arXiv
De Angelis, Tiziano Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon. (English) Zbl 1496.60037 Electron. J. Probab. 27, Paper No. 10, 41 p. (2022). MSC: 60G40 35R35 60J60 PDFBibTeX XMLCite \textit{T. De Angelis}, Electron. J. Probab. 27, Paper No. 10, 41 p. (2022; Zbl 1496.60037) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{M. Tomisaki} and \textit{T. Uemura}, J. Math. Soc. Japan 74, No. 1, 247--283 (2022; Zbl 1483.31037) Full Text: DOI
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 PDFBibTeX XMLCite \textit{N. Akiyama} and \textit{T. Yamada}, Appl. Numer. Math. 172, 27--49 (2022; Zbl 1484.65009) Full Text: DOI
Eliazar, Iddo Selfsimilar diffusions. (English) Zbl 1505.60073 J. Phys. A, Math. Theor. 54, No. 35, Article ID 35LT01, 18 p. (2021). MSC: 60J60 60G18 82B41 PDFBibTeX XMLCite \textit{I. Eliazar}, J. Phys. A, Math. Theor. 54, No. 35, Article ID 35LT01, 18 p. (2021; Zbl 1505.60073) Full Text: DOI
Mallmin, E.; du Buisson, J.; Touchette, H. Large deviations of currents in diffusions with reflective boundaries. (English) Zbl 1519.60082 J. Phys. A, Math. Theor. 54, No. 29, Article ID 295001, 23 p. (2021). MSC: 60J60 60F10 PDFBibTeX XMLCite \textit{E. Mallmin} et al., J. Phys. A, Math. Theor. 54, No. 29, Article ID 295001, 23 p. (2021; Zbl 1519.60082) Full Text: DOI arXiv
Cruzeiro, Ana Bela; Zambrini, Jean-Claude Stochastic geodesics. (English) Zbl 1499.58024 Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 59-69 (2021). MSC: 58J65 60H07 60J60 PDFBibTeX XMLCite \textit{A. B. Cruzeiro} and \textit{J.-C. Zambrini}, Springer Proc. Math. Stat. 378, 59--69 (2021; Zbl 1499.58024) Full Text: DOI arXiv
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 1497.60112 Commun. Stat., Simulation Comput. 50, No. 9, 2705-2720 (2021). MSC: 60J60 60J65 62L10 PDFBibTeX XMLCite \textit{K. Li} et al., Commun. Stat., Simulation Comput. 50, No. 9, 2705--2720 (2021; Zbl 1497.60112) Full Text: DOI arXiv Link
Ma, Yuanbin; Li, Zhi Perturbed uncertain differential equations and perturbed reflected canonical process. (English) Zbl 1525.60075 AIMS Math. 6, No. 9, 9647-9659 (2021). MSC: 60H10 60J65 60J60 60J99 34A07 PDFBibTeX XMLCite \textit{Y. Ma} and \textit{Z. Li}, AIMS Math. 6, No. 9, 9647--9659 (2021; Zbl 1525.60075) Full Text: DOI
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 PDFBibTeX XMLCite \textit{J. Shao} and \textit{K. Zhao}, Chin. J. Appl. Probab. Stat. 37, No. 4, 421--440 (2021; Zbl 1485.90148) Full Text: arXiv Link
Escobedo-Trujillo, Beatris A.; Higuera-Chan, Carmen G.; López-Barrientos, José Daniel Controlled switching diffusions under ambiguity: the average criterion. (English) Zbl 1489.60133 Int. Game Theory Rev. 23, No. 4, Article ID 2150017, 26 p. (2021). MSC: 60J60 93E20 91A80 PDFBibTeX XMLCite \textit{B. A. Escobedo-Trujillo} et al., Int. Game Theory Rev. 23, No. 4, Article ID 2150017, 26 p. (2021; Zbl 1489.60133) Full Text: DOI
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 PDFBibTeX XMLCite \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
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 1491.60113 Electron. J. Probab. 26, Paper No. 154, 34 p. (2021). MSC: 60H30 60H35 65C30 65C35 35R06 PDFBibTeX XMLCite \textit{B. Jourdain} and \textit{A. Tse}, Electron. J. Probab. 26, Paper No. 154, 34 p. (2021; Zbl 1491.60113) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{K. Coulibaly-Pasquier} and \textit{L. Miclo}, Mém. Soc. Math. Fr., Nouv. Sér. 171, 1--110 (2021; Zbl 1482.58019)
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 PDFBibTeX XMLCite \textit{C. Meier} et al., Adv. Appl. Probab. 53, No. 2, 335--369 (2021; Zbl 1480.65027) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{C. García-Pareja} et al., Adv. Appl. Probab. 53, No. 4, 923--950 (2021; Zbl 1478.60219) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{J. Kim} et al., Econom. Theory 37, No. 5, 926--958 (2021; Zbl 1479.62066) Full Text: DOI
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 PDFBibTeX XMLCite \textit{K. Q. Tran}, Stat. Probab. Lett. 178, Article ID 109191, 7 p. (2021; Zbl 1474.60187) Full Text: DOI
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 PDFBibTeX XMLCite \textit{J. R. Chazottes} et al., Markov Process. Relat. Fields 27, No. 5, 707--754 (2021; Zbl 1476.60138) Full Text: arXiv
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 PDFBibTeX XMLCite \textit{S. Liang}, Random Oper. Stoch. Equ. 29, No. 3, 203--235 (2021; Zbl 1476.70062) Full Text: DOI
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 PDFBibTeX XMLCite \textit{B. Jourdain} et al., Ann. Appl. Probab. 31, No. 5, 2441--2477 (2021; Zbl 1477.60116) Full Text: DOI arXiv Link
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 PDFBibTeX XMLCite \textit{L. Chen} et al., Proc. Am. Math. Soc. 149, No. 12, 5367--5384 (2021; Zbl 1475.60051) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \textit{A. Arapostathis} et al., Appl. Math. Optim. 84, No. 2, 1857--1901 (2021; Zbl 1473.90055) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{F. Flandoli} and \textit{R. Huang}, J. Differ. Equations 303, 608--644 (2021; Zbl 1471.60149) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{D. Lacker} et al., Stochastic Processes Appl. 140, 81--114 (2021; Zbl 1475.60105) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{R. Höpfner}, Stat. Inference Stoch. Process. 24, No. 1, 35--59 (2021; Zbl 1469.62325) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{G. Ascione} et al., J. Stat. Phys. 183, No. 3, Paper No. 48, 42 p. (2021; Zbl 1467.35332) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{D. A. Dawson} et al., Stochastic Processes Appl. 138, 212--233 (2021; Zbl 1469.60259) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{F. Guay} and \textit{G. Schwenkler}, J. Econom. 223, No. 1, 251--275 (2021; Zbl 1471.62448) Full Text: DOI
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 PDFBibTeX XMLCite \textit{S. Desmettre} et al., Finance Stoch. 25, No. 2, 359--381 (2021; Zbl 1461.91365) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{A. Ganguly} and \textit{P. Sundar}, Stochastic Processes Appl. 133, 74--110 (2021; Zbl 1469.60075) Full Text: DOI arXiv
Miclo, Laurent; Patie, Pierre On interweaving relations. (English) Zbl 1509.47069 J. Funct. Anal. 280, No. 3, Article ID 108816, 54 p. (2021). MSC: 47D07 60J25 60J27 46E30 37A25 60G18 33C45 PDFBibTeX XMLCite \textit{L. Miclo} and \textit{P. Patie}, J. Funct. Anal. 280, No. 3, Article ID 108816, 54 p. (2021; Zbl 1509.47069) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{M. Bladt} et al., Bernoulli 27, No. 1, 218--220 (2021; Zbl 1473.60115) Full Text: DOI Euclid
Arnaudon, M.; Del Moral, P. A second order analysis of McKean-Vlasov semigroups. (English) Zbl 1504.60136 Ann. Appl. Probab. 30, No. 6, 2613-2664 (2020). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J60 60H07 60H30 PDFBibTeX XMLCite \textit{M. Arnaudon} and \textit{P. Del Moral}, Ann. Appl. Probab. 30, No. 6, 2613--2664 (2020; Zbl 1504.60136) Full Text: DOI arXiv Link
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \textit{M. Duarte}, Prog. Probab. 75, 3--35 (2020; Zbl 1473.60117) Full Text: DOI
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 PDFBibTeX XMLCite \textit{C. Dion} et al., Theory Probab. Math. Stat. 102, 97--115 (2020; Zbl 1477.60075) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{A. Arapostathis} and \textit{V. S. Borkar}, Theory Probab. Math. Stat. 102, 5--19 (2020; Zbl 1470.60221) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{P. Hebbar} et al., Electron. J. Probab. 25, Paper No. 126, 40 p. (2020; Zbl 1469.60273) Full Text: DOI arXiv Euclid