Randon-Furling, Julien; Salminen, Paavo; Vallois, Pierre On a first hit distribution of the running maximum of Brownian motion. (English) Zbl 07544419 Stochastic Processes Appl. 150, 1204-1221 (2022). MSC: 60J65 60G17 60G40 60G51 60G52 PDF BibTeX XML Cite \textit{J. Randon-Furling} et al., Stochastic Processes Appl. 150, 1204--1221 (2022; Zbl 07544419) Full Text: DOI OpenURL
Çağlar, M.; Kyprianou, A.; Vardar-Acar, C. An optimal stopping problem for spectrally negative Markov additive processes. (English) Zbl 07544415 Stochastic Processes Appl. 150, 1109-1138 (2022). MSC: 60G40 PDF BibTeX XML Cite \textit{M. Çağlar} et al., Stochastic Processes Appl. 150, 1109--1138 (2022; Zbl 07544415) Full Text: DOI OpenURL
Aïdékon, Elie; da Silva, William Growth-fragmentation process embedded in a planar Brownian excursion. (English) Zbl 07529627 Probab. Theory Relat. Fields 183, No. 1-2, 125-166 (2022). MSC: 60D05 PDF BibTeX XML Cite \textit{E. Aïdékon} and \textit{W. da Silva}, Probab. Theory Relat. Fields 183, No. 1--2, 125--166 (2022; Zbl 07529627) Full Text: DOI OpenURL
Pitman, Jim; Tang, Wenpin Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk. (English) Zbl 07527835 Ann. Probab. 50, No. 4, 1647-1673 (2022). MSC: 60G50 60G55 60J65 60J80 PDF BibTeX XML Cite \textit{J. Pitman} and \textit{W. Tang}, Ann. Probab. 50, No. 4, 1647--1673 (2022; Zbl 07527835) Full Text: DOI OpenURL
Parekh, Shalin Positive random walks and an identity for half-space SPDEs. (English) Zbl 07524203 Electron. J. Probab. 27, Paper No. 45, 47 p. (2022). MSC: 60H15 60G50 60H40 82C23 PDF BibTeX XML Cite \textit{S. Parekh}, Electron. J. Probab. 27, Paper No. 45, 47 p. (2022; Zbl 07524203) Full Text: DOI OpenURL
Lachieze-Rey, Raphael; Muirhead, Stephen Percolation of the excursion sets of planar symmetric shot noise fields. (English) Zbl 1483.60074 Stochastic Processes Appl. 147, 175-209 (2022). MSC: 60G60 60K35 PDF BibTeX XML Cite \textit{R. Lachieze-Rey} and \textit{S. Muirhead}, Stochastic Processes Appl. 147, 175--209 (2022; Zbl 1483.60074) Full Text: DOI OpenURL
Biermé, Hermine; Desolneux, Agnès The effect of discretization on the mean geometry of a 2D random field. (Effet de la discrétisation sur la géométrie moyenne des champs aléatoires 2D.) (English. French summary) Zbl 07480736 Ann. Henri Lebesgue 4, 1295-1345 (2021). MSC: 60D05 26B15 28A75 60G10 60G22 60G60 PDF BibTeX XML Cite \textit{H. Biermé} and \textit{A. Desolneux}, Ann. Henri Lebesgue 4, 1295--1345 (2021; Zbl 07480736) Full Text: DOI OpenURL
Abaach, Mariem; Biermé, Hermine; Di Bernardino, Elena Testing marginal symmetry of digital noise images through the perimeter of excursion sets. (English) Zbl 07471532 Electron. J. Stat. 15, No. 2, 6429-6460 (2021). MSC: 68U10 68Qxx 62G10 60G60 60G10 62F03 PDF BibTeX XML Cite \textit{M. Abaach} et al., Electron. J. Stat. 15, No. 2, 6429--6460 (2021; Zbl 07471532) Full Text: DOI Link OpenURL
Qian, Tianchen; Yoo, Hyesun; Klasnja, Predrag; Almirall, Daniel; Murphy, Susan A. Estimating time-varying causal excursion effects in mobile health with binary outcomes. (English) Zbl 1478.62338 Biometrika 108, No. 3, 507-527 (2021). MSC: 62P10 PDF BibTeX XML Cite \textit{T. Qian} et al., Biometrika 108, No. 3, 507--527 (2021; Zbl 1478.62338) Full Text: DOI arXiv OpenURL
Fossum, Trygve Olav; Travelletti, Cédric; Eidsvik, Jo; Ginsbourger, David; Rajan, Kanna Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling. (English) Zbl 1478.62354 Ann. Appl. Stat. 15, No. 2, 597-618 (2021). MSC: 62P12 62D05 62K05 60G15 86A05 PDF BibTeX XML Cite \textit{T. O. Fossum} et al., Ann. Appl. Stat. 15, No. 2, 597--618 (2021; Zbl 1478.62354) Full Text: DOI arXiv OpenURL
Chen, Man; Wu, Xianyuan; Zhou, Xiaowen A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process. (English) Zbl 1469.60144 Front. Math. China 16, No. 2, 325-343 (2021). MSC: 60G51 31C45 47A68 PDF BibTeX XML Cite \textit{M. Chen} et al., Front. Math. China 16, No. 2, 325--343 (2021; Zbl 1469.60144) Full Text: DOI OpenURL
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions. (English) Zbl 1486.60100 Ann. Probab. 49, No. 2, 793-831 (2021). MSC: 60J60 60J80 60G57 60J25 60J55 60J65 PDF BibTeX XML Cite \textit{N. Forman} et al., Ann. Probab. 49, No. 2, 793--831 (2021; Zbl 1486.60100) Full Text: DOI arXiv OpenURL
Chen, May-Ru; Yen, Ju-Yi On excursions inside an excursion. (English) Zbl 1469.60254 Stochastic Processes Appl. 138, 96-116 (2021). MSC: 60J65 60G55 60E05 PDF BibTeX XML Cite \textit{M.-R. Chen} and \textit{J.-Y. Yen}, Stochastic Processes Appl. 138, 96--116 (2021; Zbl 1469.60254) Full Text: DOI OpenURL
Randecker, Anja; Tiozzo, Giulio Cusp excursion in hyperbolic manifolds and singularity of harmonic measure. (English) Zbl 1468.37031 J. Mod. Dyn. 17, 183-211 (2021). MSC: 37D40 37A46 60J50 60G50 PDF BibTeX XML Cite \textit{A. Randecker} and \textit{G. Tiozzo}, J. Mod. Dyn. 17, 183--211 (2021; Zbl 1468.37031) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Zhang, Xin Embedding of Walsh Brownian motion. (English) Zbl 1469.60252 Stochastic Processes Appl. 134, 1-28 (2021). MSC: 60J65 60G40 60G44 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{X. Zhang}, Stochastic Processes Appl. 134, 1--28 (2021; Zbl 1469.60252) Full Text: DOI arXiv OpenURL
Qiao, Wanli Extremes of locally stationary Gaussian and chi fields on manifolds. (English) Zbl 1466.60106 Stochastic Processes Appl. 133, 166-192 (2021). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G15 60G60 PDF BibTeX XML Cite \textit{W. Qiao}, Stochastic Processes Appl. 133, 166--192 (2021; Zbl 1466.60106) Full Text: DOI arXiv OpenURL
Wang, Wenyuan; Zhou, Xiaowen A drawdown reflected spectrally negative Lévy process. (English) Zbl 1469.60151 J. Theor. Probab. 34, No. 1, 283-306 (2021). MSC: 60G51 60E10 60J35 PDF BibTeX XML Cite \textit{W. Wang} and \textit{X. Zhou}, J. Theor. Probab. 34, No. 1, 283--306 (2021; Zbl 1469.60151) Full Text: DOI arXiv OpenURL
Wang, Wenyuan; Zhou, Xiaowen Draw-down Parisian ruin for spectrally negative Lévy processes. (English) Zbl 1473.60079 Adv. Appl. Probab. 52, No. 4, 1164-1196 (2020). MSC: 60G51 60E10 60J35 PDF BibTeX XML Cite \textit{W. Wang} and \textit{X. Zhou}, Adv. Appl. Probab. 52, No. 4, 1164--1196 (2020; Zbl 1473.60079) Full Text: DOI arXiv OpenURL
Winkel, Matthias Diffusions on a space of interval partitions: construction from Bertoin’s \(\mathrm {BES}_0(d), d\in (0,1)\). (English) Zbl 1470.60213 Electron. Commun. Probab. 25, Paper No. 75, 13 p. (2020). MSC: 60J25 60J60 60J80 60G18 60G55 PDF BibTeX XML Cite \textit{M. Winkel}, Electron. Commun. Probab. 25, Paper No. 75, 13 p. (2020; Zbl 1470.60213) Full Text: DOI arXiv Euclid OpenURL
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias Diffusions on a space of interval partitions: construction from marked Lévy processes. (English) Zbl 1470.60210 Electron. J. Probab. 25, Paper No. 133, 46 p. (2020). MSC: 60J25 60J60 60J80 60G18 60G52 60G55 PDF BibTeX XML Cite \textit{N. Forman} et al., Electron. J. Probab. 25, Paper No. 133, 46 p. (2020; Zbl 1470.60210) Full Text: DOI arXiv Euclid 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
Zhang, Zhenhao; Liu, Minhan; Zhou, Mingliao; Chen, Jigong Dynamic reliability analysis of nonlinear structures using a Duffing-system-based equivalent nonlinear system method. (English) Zbl 07264284 Int. J. Approx. Reasoning 126, 84-97 (2020). MSC: 60K10 62N05 70L05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Int. J. Approx. Reasoning 126, 84--97 (2020; Zbl 07264284) Full Text: DOI OpenURL
Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach. (English) Zbl 1460.60024 Potential Anal. 53, No. 4, 1347-1375 (2020). MSC: 60G18 60G52 60G51 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., Potential Anal. 53, No. 4, 1347--1375 (2020; Zbl 1460.60024) Full Text: DOI OpenURL
Olenko, Andriy; Omari, Dareen Reduction principle for functionals of vector random fields. (English) Zbl 1460.60046 Methodol. Comput. Appl. Probab. 22, No. 2, 573-598 (2020). MSC: 60G60 60F99 60B99 PDF BibTeX XML Cite \textit{A. Olenko} and \textit{D. Omari}, Methodol. Comput. Appl. Probab. 22, No. 2, 573--598 (2020; Zbl 1460.60046) Full Text: DOI arXiv OpenURL
Ioffe, Dmitry; Ott, Sébastien; Velenik, Yvan; Wachtel, Vitali Invariance principle for a Potts interface along a wall. (English) Zbl 1450.60060 J. Stat. Phys. 180, No. 1-6, 832-861 (2020). MSC: 60K35 60F17 82B20 82B44 PDF BibTeX XML Cite \textit{D. Ioffe} et al., J. Stat. Phys. 180, No. 1--6, 832--861 (2020; Zbl 1450.60060) Full Text: DOI arXiv OpenURL
Noba, Kei Approximation and duality problems of refracted processes. (English) Zbl 1453.60134 Potential Anal. 53, No. 2, 591-612 (2020). MSC: 60J25 60G51 PDF BibTeX XML Cite \textit{K. Noba}, Potential Anal. 53, No. 2, 591--612 (2020; Zbl 1453.60134) Full Text: DOI arXiv OpenURL
Noba, Kei Generalized scale functions of standard processes with no positive jumps. (English) Zbl 1445.60065 Electron. Commun. Probab. 25, Paper No. 8, 12 p. (2020). MSC: 60J99 60J45 60G51 PDF BibTeX XML Cite \textit{K. Noba}, Electron. Commun. Probab. 25, Paper No. 8, 12 p. (2020; Zbl 1445.60065) Full Text: DOI arXiv Euclid OpenURL
Wiśniewolski, Maciej Integral functionals under the excursion measure. (English) Zbl 1434.60210 J. Appl. Probab. 57, No. 1, 137-155 (2020). MSC: 60J45 60J55 60J65 PDF BibTeX XML Cite \textit{M. Wiśniewolski}, J. Appl. Probab. 57, No. 1, 137--155 (2020; Zbl 1434.60210) Full Text: DOI OpenURL
Wang, Wenyuan; Chen, Ping; Li, Shuanming Generalized expected discounted penalty function at general drawdown for Lévy risk processes. (English) Zbl 1435.91162 Insur. Math. Econ. 91, 12-25 (2020). MSC: 91G05 60G51 60K10 PDF BibTeX XML Cite \textit{W. Wang} et al., Insur. Math. Econ. 91, 12--25 (2020; Zbl 1435.91162) Full Text: DOI arXiv OpenURL
Korshunov, Dmitry; Wang, Longmin Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \). (English) Zbl 1457.60077 Extremes 23, No. 1, 35-54 (2020). MSC: 60G70 60J65 60G15 PDF BibTeX XML Cite \textit{D. Korshunov} and \textit{L. Wang}, Extremes 23, No. 1, 35--54 (2020; Zbl 1457.60077) Full Text: DOI OpenURL
Gromoll, H. Christian; Terwilliger, Bryce; Zwart, Bert Heavy traffic limit for the workload plateau process in a tandem queue with identical service times. (English) Zbl 1451.60101 Stochastic Processes Appl. 130, No. 3, 1435-1460 (2020). Reviewer: Sergei V. Rogosin (Minsk) MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{H. C. Gromoll} et al., Stochastic Processes Appl. 130, No. 3, 1435--1460 (2020; Zbl 1451.60101) Full Text: DOI arXiv Link OpenURL
Bryc, Włodzimierz; Wang, Yizao Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries. (English. French summary) Zbl 1434.60066 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2169-2194 (2019). MSC: 60F05 60K35 PDF BibTeX XML Cite \textit{W. Bryc} and \textit{Y. Wang}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 2169--2194 (2019; Zbl 1434.60066) Full Text: DOI arXiv Euclid OpenURL
Patie, Pierre; Savov, Mladen; Zhao, Yixuan Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups. (English) Zbl 1451.60088 Ann. Probab. 47, No. 5, 3231-3277 (2019). MSC: 60J35 37A30 47D07 60G18 PDF BibTeX XML Cite \textit{P. Patie} et al., Ann. Probab. 47, No. 5, 3231--3277 (2019; Zbl 1451.60088) Full Text: DOI arXiv Euclid OpenURL
Fu, Ser-Wei Cusp excursions for the earthquake flow on the once-punctured torus. (English) Zbl 1448.37041 Conform. Geom. Dyn. 23, 251-261 (2019). Reviewer: Joan Porti (Bellaterra) MSC: 37D40 37F34 53A35 53E40 PDF BibTeX XML Cite \textit{S.-W. Fu}, Conform. Geom. Dyn. 23, 251--261 (2019; Zbl 1448.37041) Full Text: DOI arXiv OpenURL
Lindgren, Georg Gaussian integrals and Rice series in crossing distributions – to compute the distribution of maxima and other features of Gaussian processes. (English) Zbl 1420.62071 Stat. Sci. 34, No. 1, 100-128 (2019). MSC: 62E15 60G15 62G30 PDF BibTeX XML Cite \textit{G. Lindgren}, Stat. Sci. 34, No. 1, 100--128 (2019; Zbl 1420.62071) Full Text: DOI Euclid OpenURL
Cheng, Dan; Liu, Peng Extremes of spherical fractional Brownian motion. (English) Zbl 07101831 Extremes 22, No. 3, 433-457 (2019). MSC: 60G22 60G15 60G70 PDF BibTeX XML Cite \textit{D. Cheng} and \textit{P. Liu}, Extremes 22, No. 3, 433--457 (2019; Zbl 07101831) Full Text: DOI arXiv Link OpenURL
Kobelkov, Sergey G.; Piterbarg, Vladimir I. On maximum of Gaussian random field having unique maximum point of its variance. (English) Zbl 1473.60068 Extremes 22, No. 3, 413-432 (2019); correction ibid. 24, No. 1, 85-90 (2021). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{S. G. Kobelkov} and \textit{V. I. Piterbarg}, Extremes 22, No. 3, 413--432 (2019; Zbl 1473.60068) Full Text: DOI arXiv OpenURL
Sirovich, Roberta; Testa, Luisa On the first positive and negative excursion exceeding a given length. (English) Zbl 1454.60124 Stat. Probab. Lett. 150, 137-145 (2019). MSC: 60J60 60G17 91G20 PDF BibTeX XML Cite \textit{R. Sirovich} and \textit{L. Testa}, Stat. Probab. Lett. 150, 137--145 (2019; Zbl 1454.60124) Full Text: DOI Link OpenURL
Zheng, Cheng A shrinking target problem with target at infinity in rank one homogeneous spaces. (English) Zbl 1423.37007 Monatsh. Math. 189, No. 3, 549-592 (2019). Reviewer: George Stoica (Saint John) MSC: 37A17 11J83 11J04 43A85 14M17 PDF BibTeX XML Cite \textit{C. Zheng}, Monatsh. Math. 189, No. 3, 549--592 (2019; Zbl 1423.37007) Full Text: DOI arXiv OpenURL
Noba, Kei; Yano, Kouji Generalized refracted Lévy process and its application to exit problem. (English) Zbl 1422.60080 Stochastic Processes Appl. 129, No. 5, 1697-1725 (2019). MSC: 60G51 PDF BibTeX XML Cite \textit{K. Noba} and \textit{K. Yano}, Stochastic Processes Appl. 129, No. 5, 1697--1725 (2019; Zbl 1422.60080) Full Text: DOI arXiv OpenURL
Bryc, Włodzimierz; Wang, Yizao Fluctuations of random Motzkin paths. (English) Zbl 1422.60029 Adv. Appl. Math. 106, 96-116 (2019). MSC: 60F05 60K35 PDF BibTeX XML Cite \textit{W. Bryc} and \textit{Y. Wang}, Adv. Appl. Math. 106, 96--116 (2019; Zbl 1422.60029) Full Text: DOI arXiv OpenURL
Arous, Gérard Ben; Cabezas, Manuel; Fribergh, Alexander Scaling limit for the ant in high-dimensional labyrinths. (English) Zbl 1415.60111 Commun. Pure Appl. Math. 72, No. 4, 669-763 (2019). MSC: 60K35 60K37 82B43 PDF BibTeX XML Cite \textit{G. B. Arous} et al., Commun. Pure Appl. Math. 72, No. 4, 669--763 (2019; Zbl 1415.60111) Full Text: DOI arXiv OpenURL
Perfilev, Elena; Wachtel, Vitali Local asymptotics for the area under the random walk excursion. (English) Zbl 1456.60108 Adv. Appl. Probab. 50, No. 2, 600-620 (2018). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{E. Perfilev} and \textit{V. Wachtel}, Adv. Appl. Probab. 50, No. 2, 600--620 (2018; Zbl 1456.60108) Full Text: DOI arXiv OpenURL
Ilienko, A.; Molchanov, I. Limit theorems for multidimensional renewal sets. (English) Zbl 1438.60038 Acta Math. Hung. 156, No. 1, 56-81 (2018). MSC: 60F15 60F17 60K05 60G60 60D05 60G50 PDF BibTeX XML Cite \textit{A. Ilienko} and \textit{I. Molchanov}, Acta Math. Hung. 156, No. 1, 56--81 (2018; Zbl 1438.60038) Full Text: DOI arXiv OpenURL
Last, Günter; Tang, Wenpin; Thorisson, Hermann Transporting random measures on the line and embedding excursions into Brownian motion. (English. French summary) Zbl 1417.60038 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2286-2303 (2018). MSC: 60G57 60G55 60G60 PDF BibTeX XML Cite \textit{G. Last} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2286--2303 (2018; Zbl 1417.60038) Full Text: DOI arXiv Euclid OpenURL
Abraham, Céline; Le Gall, Jean-François Excursion theory for Brownian motion indexed by the Brownian tree. (English) Zbl 06991336 J. Eur. Math. Soc. (JEMS) 20, No. 12, 2951-3016 (2018). MSC: 60J68 60J80 60J65 PDF BibTeX XML Cite \textit{C. Abraham} and \textit{J.-F. Le Gall}, J. Eur. Math. Soc. (JEMS) 20, No. 12, 2951--3016 (2018; Zbl 06991336) Full Text: DOI arXiv OpenURL
Forman, Noah; Pal, Soumik; Rizzolo, Douglas; Winkel, Matthias Uniform control of local times of spectrally positive stable processes. (English) Zbl 1402.60056 Ann. Appl. Probab. 28, No. 4, 2592-2634 (2018). MSC: 60G52 60G51 60J55 60J80 PDF BibTeX XML Cite \textit{N. Forman} et al., Ann. Appl. Probab. 28, No. 4, 2592--2634 (2018; Zbl 1402.60056) Full Text: DOI arXiv Euclid OpenURL
Caravenna, Francesco On the maximum of conditioned random walks and tightness for pinning models. (English) Zbl 1400.82099 Electron. Commun. Probab. 23, Paper No. 69, 13 p. (2018). MSC: 82B41 60K35 60B10 82D60 PDF BibTeX XML Cite \textit{F. Caravenna}, Electron. Commun. Probab. 23, Paper No. 69, 13 p. (2018; Zbl 1400.82099) Full Text: DOI arXiv Euclid OpenURL
Dassios, Angelos; Lim, Jia Wei Recursive formula for the double-barrier Parisian stopping time. (English) Zbl 1398.91579 J. Appl. Probab. 55, No. 1, 282-301 (2018). MSC: 91G20 91G60 65C50 60J65 60G40 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{J. W. Lim}, J. Appl. Probab. 55, No. 1, 282--301 (2018; Zbl 1398.91579) Full Text: DOI Link OpenURL
Pitman, Jim; Tang, Wenpin The argmin process of random walks, Brownian motion and Lévy processes. (English) Zbl 1410.60046 Electron. J. Probab. 23, Paper No. 60, 35 p. (2018). MSC: 60G50 60G51 60J65 PDF BibTeX XML Cite \textit{J. Pitman} and \textit{W. Tang}, Electron. J. Probab. 23, Paper No. 60, 35 p. (2018; Zbl 1410.60046) Full Text: DOI arXiv Euclid OpenURL
Wang, Yizao Extremes of \(q\)-Ornstein-Uhlenbeck processes. (English) Zbl 1405.60072 Stochastic Processes Appl. 128, No. 9, 2979-3005 (2018). MSC: 60G70 60J25 PDF BibTeX XML Cite \textit{Y. Wang}, Stochastic Processes Appl. 128, No. 9, 2979--3005 (2018; Zbl 1405.60072) Full Text: DOI arXiv OpenURL
Pardo, J. C.; Pérez, J. L.; Rivero, V. M. The excursion measure away from zero for spectrally negative Lévy processes. (English. French summary) Zbl 1396.60052 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 75-99 (2018). MSC: 60G51 60G17 PDF BibTeX XML Cite \textit{J. C. Pardo} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 75--99 (2018; Zbl 1396.60052) Full Text: DOI arXiv OpenURL
Campese, Simon; Marinucci, Domenico; Rossi, Maurizia Approximate normality of high-energy hyperspherical eigenfunctions. (English) Zbl 06852022 J. Math. Anal. Appl. 461, No. 1, 500-522 (2018). MSC: 35-XX 81-XX PDF BibTeX XML Cite \textit{S. Campese} et al., J. Math. Anal. Appl. 461, No. 1, 500--522 (2018; Zbl 06852022) Full Text: DOI arXiv OpenURL
Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. (English) Zbl 1386.60168 Stochastic Processes Appl. 128, No. 1, 255-290 (2018). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{F. Avram} et al., Stochastic Processes Appl. 128, No. 1, 255--290 (2018; Zbl 1386.60168) Full Text: DOI arXiv OpenURL
Rozier, Olivier The \(3x+1\) problem: a lower bound hypothesis. (English) Zbl 1415.11026 Funct. Approximatio, Comment. Math. 56, No. 1, 7-23 (2017). MSC: 11B37 11B75 60G50 94A17 PDF BibTeX XML Cite \textit{O. Rozier}, Funct. Approximatio, Comment. Math. 56, No. 1, 7--23 (2017; Zbl 1415.11026) Full Text: DOI arXiv Euclid OpenURL
Kyprianou, Andreas E.; Pagett, Steven W.; Rogers, Tim; Schweinsberg, Jason A phase transition in excursions from infinity of the “fast” fragmentation-coalescence process. (English) Zbl 1412.60112 Ann. Probab. 45, No. 6A, 3829-3849 (2017). MSC: 60J25 60G09 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., Ann. Probab. 45, No. 6A, 3829--3849 (2017; Zbl 1412.60112) Full Text: DOI arXiv Euclid OpenURL
Koch, Erwan Spatial risk measures and applications to max-stable processes. (English) Zbl 1387.60086 Extremes 20, No. 3, 635-670 (2017). MSC: 60G70 91B30 PDF BibTeX XML Cite \textit{E. Koch}, Extremes 20, No. 3, 635--670 (2017; Zbl 1387.60086) Full Text: DOI arXiv OpenURL
Rao, Congjun; Zhao, Yong; Zheng, Junjun; Goh, Mark; Wang, Cheng Bidding behavior and equilibrium excursion of uniform price auction mechanism. (English) Zbl 1380.91085 Asia-Pac. J. Oper. Res. 34, No. 6, Article ID 1750028, 17 p. (2017). MSC: 91B26 91B50 91A10 PDF BibTeX XML Cite \textit{C. Rao} et al., Asia-Pac. J. Oper. Res. 34, No. 6, Article ID 1750028, 17 p. (2017; Zbl 1380.91085) Full Text: DOI OpenURL
Ernst, Philip A.; Rogers, L. C. G.; Zhou, Quan The value of foresight. (English) Zbl 1374.60075 Stochastic Processes Appl. 127, No. 12, 3913-3927 (2017). MSC: 60G40 60H30 PDF BibTeX XML Cite \textit{P. A. Ernst} et al., Stochastic Processes Appl. 127, No. 12, 3913--3927 (2017; Zbl 1374.60075) Full Text: DOI arXiv OpenURL
Cheng, Dan Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds. (English) Zbl 1375.60078 Extremes 20, No. 2, 475-487 (2017). MSC: 60G15 60G60 60G70 PDF BibTeX XML Cite \textit{D. Cheng}, Extremes 20, No. 2, 475--487 (2017; Zbl 1375.60078) Full Text: DOI arXiv OpenURL
Adler, Robert J.; Samorodnitsky, Gennady Climbing down Gaussian peaks. (English) Zbl 1396.60039 Ann. Probab. 45, No. 2, 1160-1189 (2017). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G15 60F10 60G60 60G70 60G17 PDF BibTeX XML Cite \textit{R. J. Adler} and \textit{G. Samorodnitsky}, Ann. Probab. 45, No. 2, 1160--1189 (2017; Zbl 1396.60039) Full Text: DOI arXiv Euclid OpenURL
Egami, Masahiko; Oryu, Tadao A direct solution method for pricing options involving the maximum process. (English) Zbl 1391.91155 Finance Stoch. 21, No. 4, 967-993 (2017). Reviewer: Pavel Stoynov (Sofia) MSC: 91G20 60G40 60J60 60H30 PDF BibTeX XML Cite \textit{M. Egami} and \textit{T. Oryu}, Finance Stoch. 21, No. 4, 967--993 (2017; Zbl 1391.91155) Full Text: DOI OpenURL
Pantí, Henry On Lévy processes conditioned to avoid zero. (English) Zbl 1375.60089 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 2, 657-690 (2017). MSC: 60G51 60G18 60J99 PDF BibTeX XML Cite \textit{H. Pantí}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 2, 657--690 (2017; Zbl 1375.60089) Full Text: arXiv Link OpenURL
Diaconis, Persi; Hicks, Angela Probabilizing parking functions. (English) Zbl 1373.60019 Adv. Appl. Math. 89, 125-155 (2017). Reviewer: N. G. Gamkrelidze (Moskva) MSC: 60B99 PDF BibTeX XML Cite \textit{P. Diaconis} and \textit{A. Hicks}, Adv. Appl. Math. 89, 125--155 (2017; Zbl 1373.60019) Full Text: DOI arXiv OpenURL
Yano, Yuko On the joint law of the occupation times for a diffusion process on multiray. (English) Zbl 1374.60155 J. Theor. Probab. 30, No. 2, 490-509 (2017). Reviewer: Sophia L. Kalpazidou (Thessaloniki) MSC: 60J60 60J55 60F05 PDF BibTeX XML Cite \textit{Y. Yano}, J. Theor. Probab. 30, No. 2, 490--509 (2017; Zbl 1374.60155) Full Text: DOI OpenURL
Ren, Yan-Xia; Song, Renming; Zhang, Rui Functional central limit theorems for supercritical superprocesses. (English) Zbl 1370.60059 Acta Appl. Math. 147, No. 1, 137-175 (2017). MSC: 60F17 60F05 60J68 60G57 60J45 PDF BibTeX XML Cite \textit{Y.-X. Ren} et al., Acta Appl. Math. 147, No. 1, 137--175 (2017; Zbl 1370.60059) Full Text: DOI arXiv OpenURL
Ge, Hao; Jia, Chen; Jiang, Da-Quan Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle. (English) Zbl 1367.60100 Stochastic Processes Appl. 127, No. 6, 1897-1925 (2017). MSC: 60J60 60J65 60F17 60F05 60F15 60F10 58J65 82C31 PDF BibTeX XML Cite \textit{H. Ge} et al., Stochastic Processes Appl. 127, No. 6, 1897--1925 (2017; Zbl 1367.60100) Full Text: DOI arXiv OpenURL
Zhou, Yuzhen; Xiao, Yimin Tail asymptotics for the extremes of bivariate Gaussian random fields. (English) Zbl 1392.60033 Bernoulli 23, No. 3, 1566-1598 (2017). MSC: 60G15 60G60 60G70 PDF BibTeX XML Cite \textit{Y. Zhou} and \textit{Y. Xiao}, Bernoulli 23, No. 3, 1566--1598 (2017; Zbl 1392.60033) Full Text: DOI arXiv OpenURL
Yano, Kouji; Yano, Yuko; Yen, Ju-Yi Weak convergence of \(h\)-transforms for one-dimensional diffusions. (English) Zbl 1416.60080 Stat. Probab. Lett. 122, 152-156 (2017). MSC: 60J60 60F05 PDF BibTeX XML Cite \textit{K. Yano} et al., Stat. Probab. Lett. 122, 152--156 (2017; Zbl 1416.60080) Full Text: DOI OpenURL
Basrak, Bojan; Špoljarić, Drago On randomly spaced observations and continuous-time random walks. (English) Zbl 1351.60066 J. Appl. Probab. 53, No. 3, 888-898 (2016). MSC: 60G70 60F17 60G55 60F05 PDF BibTeX XML Cite \textit{B. Basrak} and \textit{D. Špoljarić}, J. Appl. Probab. 53, No. 3, 888--898 (2016; Zbl 1351.60066) Full Text: DOI arXiv OpenURL
Bibinger, Markus; Jirak, Moritz; Reiss, Markus Volatility estimation under one-sided errors with applications to limit order books. (English) Zbl 1353.60044 Ann. Appl. Probab. 26, No. 5, 2754-2790 (2016). MSC: 60G48 60G55 62G05 62G20 60F99 60H30 PDF BibTeX XML Cite \textit{M. Bibinger} et al., Ann. Appl. Probab. 26, No. 5, 2754--2790 (2016; Zbl 1353.60044) Full Text: DOI arXiv OpenURL
Sirovich, Roberta; Testa, Luisa A new firing paradigm for integrate and fire stochastic neuronal models. (English) Zbl 1352.92037 Math. Biosci. Eng. 13, No. 3, 597-611 (2016). MSC: 92C20 60K35 PDF BibTeX XML Cite \textit{R. Sirovich} and \textit{L. Testa}, Math. Biosci. Eng. 13, No. 3, 597--611 (2016; Zbl 1352.92037) Full Text: DOI OpenURL
Baurdoux, Erik J.; Pardo, Juan Carlos; Pérez, José Luis; Renaud, Jean-François Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. (English) Zbl 1344.60046 J. Appl. Probab. 53, No. 2, 572-584 (2016). MSC: 60G51 60J99 91B30 PDF BibTeX XML Cite \textit{E. J. Baurdoux} et al., J. Appl. Probab. 53, No. 2, 572--584 (2016; Zbl 1344.60046) Full Text: DOI Euclid OpenURL
Cheng, Dan; Xiao, Yimin The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments. (English) Zbl 1339.60055 Ann. Appl. Probab. 26, No. 2, 722-759 (2016). MSC: 60G60 60G15 60G70 PDF BibTeX XML Cite \textit{D. Cheng} and \textit{Y. Xiao}, Ann. Appl. Probab. 26, No. 2, 722--759 (2016; Zbl 1339.60055) Full Text: DOI arXiv Euclid OpenURL
Engelke, Sebastian; Ivanovs, Jevgenijs A Lévy-derived process seen from its supremum and max-stable processes. (English) Zbl 1336.60093 Electron. J. Probab. 21, Paper No. 14, 19 p. (2016). MSC: 60G51 60G70 PDF BibTeX XML Cite \textit{S. Engelke} and \textit{J. Ivanovs}, Electron. J. Probab. 21, Paper No. 14, 19 p. (2016; Zbl 1336.60093) Full Text: DOI arXiv Euclid OpenURL
Cheng, Dan Excursion probability of certain non-centered smooth Gaussian random fields. (English) Zbl 1334.60086 Stochastic Processes Appl. 126, No. 3, 883-905 (2016). MSC: 60G60 60G15 60G70 PDF BibTeX XML Cite \textit{D. Cheng}, Stochastic Processes Appl. 126, No. 3, 883--905 (2016; Zbl 1334.60086) Full Text: DOI arXiv OpenURL
Jensen, H. A.; Mayorga, F.; Valdebenito, M. A. Reliability sensitivity estimation of nonlinear structural systems under stochastic excitation: a simulation-based approach. (English) Zbl 1423.90069 Comput. Methods Appl. Mech. Eng. 289, 1-23 (2015). MSC: 90B25 65C50 60K10 65K05 PDF BibTeX XML Cite \textit{H. A. Jensen} et al., Comput. Methods Appl. Mech. Eng. 289, 1--23 (2015; Zbl 1423.90069) Full Text: DOI OpenURL
Yano, Kouji Functional limit theorems for processes pieced together from excursions. (English) Zbl 1344.60035 J. Math. Soc. Japan 67, No. 4, 1859-1890 (2015). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60F05 60J25 60G18 60J60 60J65 60E07 60B10 60D05 PDF BibTeX XML Cite \textit{K. Yano}, J. Math. Soc. Japan 67, No. 4, 1859--1890 (2015; Zbl 1344.60035) Full Text: DOI arXiv Euclid OpenURL
Wong, Jeff T. Y.; Cheung, Eric C. K. On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. (English) Zbl 1348.91189 Insur. Math. Econ. 65, 280-290 (2015). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{J. T. Y. Wong} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 65, 280--290 (2015; Zbl 1348.91189) Full Text: DOI Link OpenURL
Assaf, Sami; Forman, Noah Mills; Pitman, Jim The quantile transform of simple walks and Brownian motion. (English) Zbl 1335.60067 Electron. J. Probab. 20, Paper No. 90, 39 p. (2015). MSC: 60G50 60J65 60J55 60C05 PDF BibTeX XML Cite \textit{S. Assaf} et al., Electron. J. Probab. 20, Paper No. 90, 39 p. (2015; Zbl 1335.60067) Full Text: DOI arXiv OpenURL
Egami, Masahiko; Oryu, Tadao An excursion-theoretic approach to regulator’s bank reorganization problem. (English) Zbl 1377.91171 Oper. Res. 63, No. 3, 527-539 (2015). MSC: 91G80 60G51 PDF BibTeX XML Cite \textit{M. Egami} and \textit{T. Oryu}, Oper. Res. 63, No. 3, 527--539 (2015; Zbl 1377.91171) Full Text: DOI arXiv OpenURL
Cheliotis, Dimitris Metastable states in Brownian energy landscape. (English. French summary) Zbl 1323.60133 Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 3, 917-934 (2015). MSC: 60K37 60J60 60J65 60G50 60G55 60K05 60G10 60F15 60F05 PDF BibTeX XML Cite \textit{D. Cheliotis}, Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 3, 917--934 (2015; Zbl 1323.60133) Full Text: DOI arXiv Euclid OpenURL
Duarte, Mauricio A. Spinning Brownian motion. (English) Zbl 1330.60097 Stochastic Processes Appl. 125, No. 11, 4178-4203 (2015). MSC: 60J60 60J65 60H10 PDF BibTeX XML Cite \textit{M. A. Duarte}, Stochastic Processes Appl. 125, No. 11, 4178--4203 (2015; Zbl 1330.60097) Full Text: DOI arXiv OpenURL
Franco, Tertuliano; Gonçalves, Patrícia; Neumann, Adriana Phase transition of a heat equation with Robin’s boundary conditions and exclusion process. (English) Zbl 1327.60189 Trans. Am. Math. Soc. 367, No. 9, 6131-6158 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60K35 35K05 60F17 PDF BibTeX XML Cite \textit{T. Franco} et al., Trans. Am. Math. Soc. 367, No. 9, 6131--6158 (2015; Zbl 1327.60189) Full Text: DOI arXiv OpenURL
Yen, Ju-Yi; Yor, Marc A variant of Pitman’s theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito’s measure \(\mathbf n_{(-)}\). (English) Zbl 1327.60160 J. Theor. Probab. 28, No. 1, 223-230 (2015). MSC: 60J60 60J55 60J65 PDF BibTeX XML Cite \textit{J.-Y. Yen} and \textit{M. Yor}, J. Theor. Probab. 28, No. 1, 223--230 (2015; Zbl 1327.60160) Full Text: DOI OpenURL
Chen, Zhen-Qing; Fukushima, Masatoshi One-point reflection. (English) Zbl 1327.60151 Stochastic Processes Appl. 125, No. 4, 1368-1393 (2015). MSC: 60J50 60J25 60J65 60J60 60J45 60J55 31C25 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{M. Fukushima}, Stochastic Processes Appl. 125, No. 4, 1368--1393 (2015; Zbl 1327.60151) Full Text: DOI OpenURL
Ren, Yan-Xia; Song, Renming; Zhang, Rui Central limit theorems for supercritical superprocesses. (English) Zbl 1325.60019 Stochastic Processes Appl. 125, No. 2, 428-457 (2015). MSC: 60F05 60J68 60J80 60G60 60G15 60G57 60J45 PDF BibTeX XML Cite \textit{Y.-X. Ren} et al., Stochastic Processes Appl. 125, No. 2, 428--457 (2015; Zbl 1325.60019) Full Text: DOI arXiv OpenURL
Peskir, Goran Quickest detection of a hidden target and extremal surfaces. (English) Zbl 1338.60115 Ann. Appl. Probab. 24, No. 6, 2340-2370 (2014). MSC: 60G35 60G40 60J60 60G70 34A34 35R35 PDF BibTeX XML Cite \textit{G. Peskir}, Ann. Appl. Probab. 24, No. 6, 2340--2370 (2014; Zbl 1338.60115) Full Text: DOI arXiv Euclid OpenURL
Canzani, Yaiza; Jakobson, Dmitry; Wigman, Igor Scalar curvature and \(Q\)-curvature of random metrics. (English) Zbl 1314.53070 J. Geom. Anal. 24, No. 4, 1982-2019 (2014). Reviewer: Renato G. Bettiol (Philadelphia) MSC: 53C21 53A30 58J50 58D17 58D20 60G60 PDF BibTeX XML Cite \textit{Y. Canzani} et al., J. Geom. Anal. 24, No. 4, 1982--2019 (2014; Zbl 1314.53070) Full Text: DOI OpenURL
Berestycki, J.; Döring, L.; Mytnik, L.; Zambotti, L. On exceptional times for generalized Fleming-Viot processes with mutations. (English) Zbl 1320.60141 Stoch. Partial Differ. Equ., Anal. Comput. 2, No. 1, 84-120 (2014). MSC: 60J80 60G18 60G55 60H10 PDF BibTeX XML Cite \textit{J. Berestycki} et al., Stoch. Partial Differ. Equ., Anal. Comput. 2, No. 1, 84--120 (2014; Zbl 1320.60141) Full Text: DOI arXiv OpenURL
Cheng, Dan Double extreme on joint sets for Gaussian random fields. (English) Zbl 1298.60055 Stat. Probab. Lett. 92, 79-82 (2014). MSC: 60G60 60G70 PDF BibTeX XML Cite \textit{D. Cheng}, Stat. Probab. Lett. 92, 79--82 (2014; Zbl 1298.60055) Full Text: DOI OpenURL
Lambert, Amaury; Simatos, Florian The weak convergence of regenerative processes using some excursion path decompositions. (English. French summary) Zbl 1291.60179 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 2, 492-511 (2014). MSC: 60K05 60F05 60G07 60G55 60J55 60K20 PDF BibTeX XML Cite \textit{A. Lambert} and \textit{F. Simatos}, Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 2, 492--511 (2014; Zbl 1291.60179) Full Text: DOI arXiv Euclid OpenURL
Adler, Robert J.; Moldavskaya, Elina; Samorodnitsky, Gennady On the existence of paths between points in high level excursion sets of Gaussian random fields. (English) Zbl 1301.60041 Ann. Probab. 42, No. 3, 1020-1053 (2014). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G15 60F10 60G60 60G70 60G17 PDF BibTeX XML Cite \textit{R. J. Adler} et al., Ann. Probab. 42, No. 3, 1020--1053 (2014; Zbl 1301.60041) Full Text: DOI arXiv Euclid OpenURL
Broutin, Nicolas; Marckert, Jean-François Asymptotics of trees with a prescribed degree sequence and applications. (English) Zbl 1290.05059 Random Struct. Algorithms 44, No. 3, 290-316 (2014). MSC: 05C05 05C07 05C80 05C10 PDF BibTeX XML Cite \textit{N. Broutin} and \textit{J.-F. Marckert}, Random Struct. Algorithms 44, No. 3, 290--316 (2014; Zbl 1290.05059) Full Text: DOI arXiv OpenURL
Kosygina, Elena; Zerner, Martin P. W. Excursions of excited random walks on integers. (English) Zbl 1291.60093 Electron. J. Probab. 19, Paper No. 25, 25 p. (2014). MSC: 60G50 60K37 60F17 60J70 60J80 60J85 PDF BibTeX XML Cite \textit{E. Kosygina} and \textit{M. P. W. Zerner}, Electron. J. Probab. 19, Paper No. 25, 25 p. (2014; Zbl 1291.60093) Full Text: DOI arXiv OpenURL
Schwerdtfeger, Uwe Linear functional equations with a catalytic variable and area limit laws for lattice paths and polygons. (English) Zbl 1284.05021 Eur. J. Comb. 36, 608-640 (2014). MSC: 05A15 05B50 68R10 68R05 PDF BibTeX XML Cite \textit{U. Schwerdtfeger}, Eur. J. Comb. 36, 608--640 (2014; Zbl 1284.05021) Full Text: DOI OpenURL
Vysotsky, Vladislav Positivity of integrated random walks. (English. French summary) Zbl 1293.60053 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 1, 195-213 (2014). Reviewer: Allan Gut (Uppsala) MSC: 60G50 60F99 PDF BibTeX XML Cite \textit{V. Vysotsky}, Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 1, 195--213 (2014; Zbl 1293.60053) Full Text: DOI arXiv Euclid OpenURL
Yano, Kouji On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes. (English) Zbl 1307.60059 J. Math-for-Ind. 5, No. A, 17-24 (2013). MSC: 60G51 PDF BibTeX XML Cite \textit{K. Yano}, J. Math-for-Ind. 5, No. A, 17--24 (2013; Zbl 1307.60059) Full Text: arXiv OpenURL
Yen, Ju-Yi; Yor, Marc Illustration of various methods for solving partly Skorokhod’s embedding problem. (English) Zbl 1326.60056 Electron. Commun. Probab. 18, Paper No. 48, 5 p. (2013). MSC: 60G40 60J65 60G46 60G48 PDF BibTeX XML Cite \textit{J.-Y. Yen} and \textit{M. Yor}, Electron. Commun. Probab. 18, Paper No. 48, 5 p. (2013; Zbl 1326.60056) Full Text: DOI OpenURL
Zhao, Xiaojing; Yan, Guojun Paths of birth-death processes. (Chinese. English summary) Zbl 1289.60140 Chin. J. Appl. Probab. Stat. 29, No. 1, 10-22 (2013). MSC: 60J80 PDF BibTeX XML Cite \textit{X. Zhao} and \textit{G. Yan}, Chin. J. Appl. Probab. Stat. 29, No. 1, 10--22 (2013; Zbl 1289.60140) OpenURL