D’Onofrio, Giuseppe; Patie, Pierre; Sacerdote, Laura Jacobi processes with jumps as neuronal models: a first passage time analysis. (English) Zbl 07809918 SIAM J. Appl. Math. 84, No. 1, 189-214 (2024). MSC: 37A30 47D06 47G20 60J75 60J70 PDFBibTeX XMLCite \textit{G. D'Onofrio} et al., SIAM J. Appl. Math. 84, No. 1, 189--214 (2024; Zbl 07809918) Full Text: DOI arXiv
Casas-Sánchez, O. F.; Chacón-Cortés, L. F.; Galeano-Peñaloza, J. Semi-linear Cauchy problem and Markov process associated with a \(p\)-adic non-local ultradiffusion operator. (English) Zbl 1497.47060 J. Pseudo-Differ. Oper. Appl. 11, No. 3, 1085-1110 (2020). MSC: 47D07 35S05 11F85 PDFBibTeX XMLCite \textit{O. F. Casas-Sánchez} et al., J. Pseudo-Differ. Oper. Appl. 11, No. 3, 1085--1110 (2020; Zbl 1497.47060) Full Text: DOI
Ye, Felix X.-F.; Stinis, Panos; Qian, Hong Dynamic looping of a free-draining polymer. (English) Zbl 1386.82079 SIAM J. Appl. Math. 78, No. 1, 104-123 (2018). MSC: 82D60 60G20 60J70 35P15 47A55 PDFBibTeX XMLCite \textit{F. X. F. Ye} et al., SIAM J. Appl. Math. 78, No. 1, 104--123 (2018; Zbl 1386.82079) Full Text: DOI arXiv
Kudryavtsev, Oleg Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models. (English) Zbl 1351.60058 Bol. Soc. Mat. Mex., III. Ser. 22, No. 2, 711-731 (2016). MSC: 60G51 60J75 62P05 65C20 91G20 91G60 47A68 42A85 PDFBibTeX XMLCite \textit{O. Kudryavtsev}, Bol. Soc. Mat. Mex., III. Ser. 22, No. 2, 711--731 (2016; Zbl 1351.60058) Full Text: DOI
Appuhamillage, Thilanka A.; Bokil, Vrushali A.; Thomann, Enrique A.; Waymire, Edward C.; Wood, Brian D. Skew disperson and continuity of local time. (English) Zbl 1300.60099 J. Stat. Phys. 156, No. 2, 384-394 (2014). MSC: 60J70 35R05 47D07 86A05 PDFBibTeX XMLCite \textit{T. A. Appuhamillage} et al., J. Stat. Phys. 156, No. 2, 384--394 (2014; Zbl 1300.60099) Full Text: DOI arXiv
Kwaśnicki, Mateusz Spectral analysis of subordinate Brownian motions on the half-line. (English) Zbl 1241.60023 Stud. Math. 206, No. 3, 211-271 (2011). Reviewer: René L. Schilling (Dresden) MSC: 60G51 47G30 60G52 60J35 60J45 PDFBibTeX XMLCite \textit{M. Kwaśnicki}, Stud. Math. 206, No. 3, 211--271 (2011; Zbl 1241.60023) Full Text: DOI arXiv
Appuhamillage, Thilanka; Bokil, Vrushali; Thomann, Enrique; Waymire, Edward; Wood, Brian Occupation and local times for skew Brownian motion with applications to dispersion across an interface. (English) Zbl 1226.60113 Ann. Appl. Probab. 21, No. 1, 183-214 (2011). Reviewer: Bo Markussen (Kopenhagen) MSC: 60J70 60K40 60G44 60J55 35C15 35R05 47D07 PDFBibTeX XMLCite \textit{T. Appuhamillage} et al., Ann. Appl. Probab. 21, No. 1, 183--214 (2011; Zbl 1226.60113) Full Text: DOI arXiv
Björklund, Michael The asymptotic shape theorem for generalized first passage percolation. (English) Zbl 1194.47013 Ann. Probab. 38, No. 2, 632-660 (2010). Reviewer: Franco Fagnola (Milano) MSC: 47A35 82B43 PDFBibTeX XMLCite \textit{M. Björklund}, Ann. Probab. 38, No. 2, 632--660 (2010; Zbl 1194.47013) Full Text: DOI arXiv
Hulley, Hardy; Platen, Eckhard Laplace transform identities for diffusions, with applications to rebates and barrier options. (English) Zbl 1153.60381 Stettner, Łukasz (ed.), Advances in mathematics of finance. Contributed papers of the 2nd general AMaMeF (advanced mathematical methods of finance) conference and Banach Center conference on advances in mathematics of finance, Bȩdlewo, Poland, April 30–May 5, 2007. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Center Publications 83, 139-157 (2008). MSC: 60J60 91G20 44A10 47D07 60J70 PDFBibTeX XMLCite \textit{H. Hulley} and \textit{E. Platen}, Banach Cent. Publ. 83, 139--157 (2008; Zbl 1153.60381)
Schuss, Z.; Spivak, A. The exit distribution on the stochastic separatrix in Kramers’ exit problem. (English) Zbl 1007.60056 SIAM J. Appl. Math. 62, No. 5, 1698-1711 (2002). Reviewer: Stanisław Wedrychowicz (Rzeszów) MSC: 60H10 82C31 46N55 47N55 PDFBibTeX XMLCite \textit{Z. Schuss} and \textit{A. Spivak}, SIAM J. Appl. Math. 62, No. 5, 1698--1711 (2002; Zbl 1007.60056) Full Text: DOI