Di Nardo, Elvira; D’Onofrio, Giuseppe A cumulant approach for the first-passage-time problem of the Feller square-root process. (English) Zbl 07330468 Appl. Math. Comput. 391, Article ID 125707, 14 p. (2021). MSC: 91 68 PDF BibTeX XML Cite \textit{E. Di Nardo} and \textit{G. D'Onofrio}, Appl. Math. Comput. 391, Article ID 125707, 14 p. (2021; Zbl 07330468) Full Text: DOI
Ryznar, M.; Serafin, G.; Żak, T. Hyperbolic Green function estimates. (English) Zbl 07329003 Potential Anal. 54, No. 3, 535-559 (2021). MSC: 60J45 60J60 PDF BibTeX XML Cite \textit{M. Ryznar} et al., Potential Anal. 54, No. 3, 535--559 (2021; Zbl 07329003) Full Text: DOI
Xu, Leiye; Zheng, Junren Weak horseshoe with bounded-gap-hitting times. (English) Zbl 07329675 Commun. Math. Stat. 8, No. 4, 463-472 (2020). MSC: 37B02 37B40 PDF BibTeX XML Cite \textit{L. Xu} and \textit{J. Zheng}, Commun. Math. Stat. 8, No. 4, 463--472 (2020; Zbl 07329675) Full Text: DOI
Lo, Gane Samb; Sangaré, Harouna; Traoré, Cherif Mamadou Moctar; Ahsanullah, Mohammad Finiteness of record values and alternative asymptotic theory of records with atom endpoints. (English. French summary) Zbl 1457.62144 Afr. Stat. 15, No. 3, 2371-2385 (2020). MSC: 62G30 62G15 60F05 PDF BibTeX XML Cite \textit{G. S. Lo} et al., Afr. Stat. 15, No. 3, 2371--2385 (2020; Zbl 1457.62144) Full Text: DOI Euclid
Hermon, Jonathan; Sousi, Perla A comparison principle for random walk on dynamical percolation. (English) Zbl 1456.60256 Ann. Probab. 48, No. 6, 2952-2987 (2020). MSC: 60K35 60F05 60G50 PDF BibTeX XML Cite \textit{J. Hermon} and \textit{P. Sousi}, Ann. Probab. 48, No. 6, 2952--2987 (2020; Zbl 1456.60256) Full Text: DOI Euclid
Hermon, Jonathan A spectral characterization for concentration of the cover time. (English) Zbl 07268526 J. Theor. Probab. 33, No. 4, 2167-2184 (2020). MSC: 60J10 60J27 PDF BibTeX XML Cite \textit{J. Hermon}, J. Theor. Probab. 33, No. 4, 2167--2184 (2020; Zbl 07268526) Full Text: DOI
Shapira, Assaf Kinetically constrained models with random constraints. (English) Zbl 1446.82057 Ann. Appl. Probab. 30, No. 2, 987-1006 (2020). MSC: 82C22 82C43 60K37 60K35 PDF BibTeX XML Cite \textit{A. Shapira}, Ann. Appl. Probab. 30, No. 2, 987--1006 (2020; Zbl 1446.82057) Full Text: DOI Euclid
Lipton, Alexander Old problems, classical methods, new solutions. (English) Zbl 1447.91178 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020). MSC: 91G20 60G40 35Q91 PDF BibTeX XML Cite \textit{A. Lipton}, Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020; Zbl 1447.91178) Full Text: DOI
Nadtochiy, Sergey; Shkolnikov, Mykhaylo Mean field systems on networks, with singular interaction through hitting times. (English) Zbl 1448.82032 Ann. Probab. 48, No. 3, 1520-1556 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 82C22 05C57 54H25 92C20 PDF BibTeX XML Cite \textit{S. Nadtochiy} and \textit{M. Shkolnikov}, Ann. Probab. 48, No. 3, 1520--1556 (2020; Zbl 1448.82032) Full Text: DOI Euclid
Yoon, Hyungkuk; Kim, Bara; Kim, Jeongsim Lower bounds on partial sums of expected hitting times. (English) Zbl 1439.05208 Stat. Probab. Lett. 160, Article ID 108715, 7 p. (2020). MSC: 05C81 05C20 PDF BibTeX XML Cite \textit{H. Yoon} et al., Stat. Probab. Lett. 160, Article ID 108715, 7 p. (2020; Zbl 1439.05208) Full Text: DOI
Craddock, Mark; Grasselli, Martino Lie symmetry methods for local volatility models. (English) Zbl 1444.60063 Stochastic Processes Appl. 130, No. 6, 3802-3841 (2020). MSC: 60H15 91G20 35B06 35A30 PDF BibTeX XML Cite \textit{M. Craddock} and \textit{M. Grasselli}, Stochastic Processes Appl. 130, No. 6, 3802--3841 (2020; Zbl 1444.60063) Full Text: DOI
Moreira Freitas, Ana Cristina; Milhazes Freitas, Jorge; Magalhães, Mário Complete convergence and records for dynamically generated stochastic processes. (English) Zbl 1432.37011 Trans. Am. Math. Soc. 373, No. 1, 435-478 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 60G70 60G55 37B20 37A25 PDF BibTeX XML Cite \textit{A. C. Moreira Freitas} et al., Trans. Am. Math. Soc. 373, No. 1, 435--478 (2020; Zbl 1432.37011) Full Text: DOI
Caby, Théophile; Faranda, Davide; Mantica, Giorgio; Vaienti, Sandro; Yiou, Pascal Generalized dimensions, large deviations and the distribution of rare events. (English) Zbl 1453.37008 Physica D 400, Article ID 132143, 15 p. (2019). MSC: 37A50 37A30 37N10 86A08 60G70 PDF BibTeX XML Cite \textit{T. Caby} et al., Physica D 400, Article ID 132143, 15 p. (2019; Zbl 1453.37008) Full Text: DOI
Gapeev, Pavel V. Perpetual dual American barrier options for short sellers. (English) Zbl 1434.62221 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 85-99 (2019). MSC: 62P05 60G40 60J65 91G30 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Springer Proc. Math. Stat. 294, 85--99 (2019; Zbl 1434.62221) Full Text: DOI
Hong, Wenming; Yang, Hui Cutoff phenomenon for nearest Lamperti’s random walk. (English) Zbl 1437.60055 Methodol. Comput. Appl. Probab. 21, No. 4, 1215-1228 (2019). MSC: 60J80 60G50 60F15 PDF BibTeX XML Cite \textit{W. Hong} and \textit{H. Yang}, Methodol. Comput. Appl. Probab. 21, No. 4, 1215--1228 (2019; Zbl 1437.60055) Full Text: DOI
Tibi, Danielle Martingales and buffer overflow for the symmetric shortest queue model. (English) Zbl 1430.90204 Queueing Syst. 93, No. 1-2, 153-190 (2019). MSC: 90B22 60J27 60K25 PDF BibTeX XML Cite \textit{D. Tibi}, Queueing Syst. 93, No. 1--2, 153--190 (2019; Zbl 1430.90204) Full Text: DOI
Monter, Sergio A. Almada; Shkolnikov, Mykhaylo; Zhang, Jiacheng Dynamics of observables in rank-based models and performance of functionally generated portfolios. (English) Zbl 1443.91268 Ann. Appl. Probab. 29, No. 5, 2849-2883 (2019). MSC: 91G10 60G15 60H10 PDF BibTeX XML Cite \textit{S. A. A. Monter} et al., Ann. Appl. Probab. 29, No. 5, 2849--2883 (2019; Zbl 1443.91268) Full Text: DOI arXiv
Beliayeu, Mikhail; Chmel, Petr; Narayanan, Bhargav; Petr, Jan Slowdown for the geodesic-biased random walk. (English) Zbl 1448.60096 Electron. Commun. Probab. 24, Paper No. 73, 8 p. (2019). Reviewer: Bastien Mallein (Villetaneuse) MSC: 60G50 60J10 60C05 PDF BibTeX XML Cite \textit{M. Beliayeu} et al., Electron. Commun. Probab. 24, Paper No. 73, 8 p. (2019; Zbl 1448.60096) Full Text: DOI Euclid arXiv
Nardi, Francesca R.; Zocca, Alessandro Tunneling behavior of Ising and Potts models in the low-temperature regime. (English) Zbl 1448.60189 Stochastic Processes Appl. 129, No. 11, 4556-4575 (2019). MSC: 60K35 82B20 82C20 PDF BibTeX XML Cite \textit{F. R. Nardi} and \textit{A. Zocca}, Stochastic Processes Appl. 129, No. 11, 4556--4575 (2019; Zbl 1448.60189) Full Text: DOI arXiv
Jabir, Jean-François; Profeta, Christophe A stable Langevin model with diffusive-reflective boundary conditions. (English) Zbl 1448.60104 Stochastic Processes Appl. 129, No. 11, 4269-4293 (2019). MSC: 60G52 60F99 60J50 PDF BibTeX XML Cite \textit{J.-F. Jabir} and \textit{C. Profeta}, Stochastic Processes Appl. 129, No. 11, 4269--4293 (2019; Zbl 1448.60104) Full Text: DOI
Kötzing, Timo; Krejca, Martin S. First-hitting times under drift. (English) Zbl 1435.68218 Theor. Comput. Sci. 796, 51-69 (2019). MSC: 68Q87 60G40 68T20 68W20 PDF BibTeX XML Cite \textit{T. Kötzing} and \textit{M. S. Krejca}, Theor. Comput. Sci. 796, 51--69 (2019; Zbl 1435.68218) Full Text: DOI
Bansaye, Vincent; Collet, Pierre; Martinez, Servet; Méléard, Sylvie; San Martin, Jaime Diffusions from infinity. (English) Zbl 1447.60131 Trans. Am. Math. Soc. 372, No. 8, 5781-5823 (2019). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J60 60F05 PDF BibTeX XML Cite \textit{V. Bansaye} et al., Trans. Am. Math. Soc. 372, No. 8, 5781--5823 (2019; Zbl 1447.60131) Full Text: DOI
Hamana, Yuji Hitting times to spheres of Brownian motions with drifts starting from the origin. (English) Zbl 07121252 Proc. Japan Acad., Ser. A 95, No. 4, 37-39 (2019). MSC: 60J65 60G40 PDF BibTeX XML Cite \textit{Y. Hamana}, Proc. Japan Acad., Ser. A 95, No. 4, 37--39 (2019; Zbl 07121252) Full Text: DOI Euclid
Zocca, Alessandro Temporal starvation in multi-channel CSMA networks: an analytical framework. (English) Zbl 07119164 Queueing Syst. 91, No. 3-4, 241-263 (2019). MSC: 60J27 60K35 68M10 68M20 90B15 90B18 PDF BibTeX XML Cite \textit{A. Zocca}, Queueing Syst. 91, No. 3--4, 241--263 (2019; Zbl 07119164) Full Text: DOI arXiv
Gzyl, Henryk Hitting spheres with Brownian motion revisited. (English) Zbl 1422.60138 Stat. Probab. Lett. 155, Article ID 108565, 6 p. (2019). MSC: 60J65 PDF BibTeX XML Cite \textit{H. Gzyl}, Stat. Probab. Lett. 155, Article ID 108565, 6 p. (2019; Zbl 1422.60138) Full Text: DOI
Rosengren, Sebastian; Trapman, Pieter A dynamic Erdős-Rényi graph model. (English) Zbl 1422.05094 Markov Process. Relat. Fields 25, No. 2, 275-300 (2019). MSC: 05C80 60G99 60J10 PDF BibTeX XML Cite \textit{S. Rosengren} and \textit{P. Trapman}, Markov Process. Relat. Fields 25, No. 2, 275--300 (2019; Zbl 1422.05094)
Boissard, Emmnuel; Cattiaux, Patrick; Guillin, Arnaud; Miclo, Laurent Ornstein-Uhlenbeck pinball and the Poincaré inequality in a punctured domain. (English) Zbl 1452.60018 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLIX. Cham: Springer. Lect. Notes Math. 2215, 1-55 (2018). MSC: 60E15 60G10 47D07 60J60 PDF BibTeX XML Cite \textit{E. Boissard} et al., Lect. Notes Math. 2215, 1--55 (2018; Zbl 1452.60018) Full Text: DOI
Hamana, Yuji; Matsumoto, Hiroyuki Precise asymptotic formulae for the first hitting times of Bessel processes. (English) Zbl 1419.60037 Tokyo J. Math. 41, No. 2, 603-615 (2018). MSC: 60G40 60J60 PDF BibTeX XML Cite \textit{Y. Hamana} and \textit{H. Matsumoto}, Tokyo J. Math. 41, No. 2, 603--615 (2018; Zbl 1419.60037) Full Text: DOI
Bielecki, Tomasz R.; Jeanblanc, Monique; Sezer, Ali Devin Joint densities of hitting times for finite state Markov processes. (English) Zbl 1424.60088 Turk. J. Math. 42, No. 2, 586-608 (2018). MSC: 60J27 60G40 91G40 PDF BibTeX XML Cite \textit{T. R. Bielecki} et al., Turk. J. Math. 42, No. 2, 586--608 (2018; Zbl 1424.60088) Full Text: DOI
Peres, Y.; Sousi, P.; Steif, J. E. Quenched exit times for random walk on dynamical percolation. (English) Zbl 1411.60148 Markov Process. Relat. Fields 24, No. 5, 715-731 (2018). MSC: 60K35 60K37 PDF BibTeX XML Cite \textit{Y. Peres} et al., Markov Process. Relat. Fields 24, No. 5, 715--731 (2018; Zbl 1411.60148)
Zhang, Yuhui Criteria on ergodicity and strong ergodicity of single death processes. (English) Zbl 1402.60099 Front. Math. China 13, No. 5, 1215-1243 (2018). MSC: 60J60 60J80 PDF BibTeX XML Cite \textit{Y. Zhang}, Front. Math. China 13, No. 5, 1215--1243 (2018; Zbl 1402.60099) Full Text: DOI
Gobet, Emmanuel; Stazhynski, Uladzislau Optimal discretization of stochastic integrals driven by general Brownian semimartingale. (English. French summary) Zbl 1404.60055 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 3, 1556-1582 (2018). MSC: 60G40 60F15 60H05 PDF BibTeX XML Cite \textit{E. Gobet} and \textit{U. Stazhynski}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 3, 1556--1582 (2018; Zbl 1404.60055) Full Text: DOI Euclid
Avena, L.; Gaudillière, A. Two applications of random spanning forests. (English) Zbl 1397.05161 J. Theor. Probab. 31, No. 4, 1975-2004 (2018). MSC: 05C80 60J20 15A15 15A18 05C85 PDF BibTeX XML Cite \textit{L. Avena} and \textit{A. Gaudillière}, J. Theor. Probab. 31, No. 4, 1975--2004 (2018; Zbl 1397.05161) Full Text: DOI
Jakubowski, Jacek; Wiśniewolski, Maciej Invariance formulas for stopping times of squared Bessel process. (English) Zbl 1401.60143 Stochastic Anal. Appl. 36, No. 4, 671-699 (2018). MSC: 60J25 60H30 60G40 PDF BibTeX XML Cite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Stochastic Anal. Appl. 36, No. 4, 671--699 (2018; Zbl 1401.60143) Full Text: DOI
Kataria, Kuldeep Kumar; Vellaisamy, Palaniappan On martingale characterizations for some generalized space fractional Poisson processes. (English) Zbl 1401.60063 Stochastic Anal. Appl. 36, No. 4, 665-670 (2018). MSC: 60G22 60G44 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{P. Vellaisamy}, Stochastic Anal. Appl. 36, No. 4, 665--670 (2018; Zbl 1401.60063) Full Text: DOI
Adam, Etienne Slow recurrent regimes for a class of one-dimensional stochastic growth models. (English) Zbl 1405.60111 Stochastic Processes Appl. 128, No. 9, 2905-2922 (2018). MSC: 60J10 60J80 PDF BibTeX XML Cite \textit{E. Adam}, Stochastic Processes Appl. 128, No. 9, 2905--2922 (2018; Zbl 1405.60111) Full Text: DOI arXiv
Privault, Nicolas Understanding Markov chains. Examples and applications. 2nd edition. (English) Zbl 1458.60002 Springer Undergraduate Mathematics Series. Singapore: Springer (ISBN 978-981-13-0658-7/pbk; 978-981-13-0659-4/ebook). xvii, 372 p. (2018). MSC: 60-01 60J10 60G50 60J80 PDF BibTeX XML Cite \textit{N. Privault}, Understanding Markov chains. Examples and applications. 2nd edition. Singapore: Springer (2018; Zbl 1458.60002) Full Text: DOI
Buchak, Khrystyna; Sakhno, Lyudmyla Properties of Poisson processes directed by compound Poisson-gamma subordinators. (English) Zbl 1391.60097 Mod. Stoch., Theory Appl. 5, No. 2, 167-189 (2018). MSC: 60G50 60G51 60G55 PDF BibTeX XML Cite \textit{K. Buchak} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 5, No. 2, 167--189 (2018; Zbl 1391.60097) Full Text: DOI arXiv
Hermon, Jonathan On sensitivity of uniform mixing times. (English. French summary) Zbl 1396.60085 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 234-248 (2018). MSC: 60J10 PDF BibTeX XML Cite \textit{J. Hermon}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 234--248 (2018; Zbl 1396.60085) Full Text: DOI arXiv
Heydenreich, Markus; Hirsch, Christian; Valesin, Daniel Uniformity of hitting times of the contact process. (English) Zbl 1390.60352 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 1, 233-245 (2018). MSC: 60K35 82C22 PDF BibTeX XML Cite \textit{M. Heydenreich} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 1, 233--245 (2018; Zbl 1390.60352) Full Text: Link arXiv
Hermon, Jonathan; Peres, Yuval A characterization of \(L_{2}\) mixing and hypercontractivity via hitting times and maximal inequalities. (English) Zbl 1403.60067 Probab. Theory Relat. Fields 170, No. 3-4, 769-800 (2018). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J27 60J10 05C81 PDF BibTeX XML Cite \textit{J. Hermon} and \textit{Y. Peres}, Probab. Theory Relat. Fields 170, No. 3--4, 769--800 (2018; Zbl 1403.60067) Full Text: DOI arXiv
Hermon, Jonathan A technical report on hitting times, mixing and cutoff. (English) Zbl 1388.60137 ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 1, 101-120 (2018). MSC: 60J27 60J10 PDF BibTeX XML Cite \textit{J. Hermon}, ALEA, Lat. Am. J. Probab. Math. Stat. 15, No. 1, 101--120 (2018; Zbl 1388.60137) Full Text: Link arXiv
Heino, Joonas Uniform measure density condition and game regularity for tug-of-war games. (English) Zbl 1407.91038 Bernoulli 24, No. 1, 408-432 (2018). MSC: 91A15 62G07 60G40 PDF BibTeX XML Cite \textit{J. Heino}, Bernoulli 24, No. 1, 408--432 (2018; Zbl 1407.91038) Full Text: DOI Euclid arXiv
Demni, N. Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process. (English) Zbl 1388.60085 Markov Process. Relat. Fields 23, No. 4, 661-678 (2017). MSC: 60G18 60G40 PDF BibTeX XML Cite \textit{N. Demni}, Markov Process. Relat. Fields 23, No. 4, 661--678 (2017; Zbl 1388.60085)
Jacq, Thomas S.; Lardizabal, Carlos F. Open quantum random walks on the half-line: the Karlin-McGregor formula, path counting and Foster’s theorem. (English) Zbl 1382.82020 J. Stat. Phys. 169, No. 3, 547-594 (2017). MSC: 82B41 82B20 60J05 PDF BibTeX XML Cite \textit{T. S. Jacq} and \textit{C. F. Lardizabal}, J. Stat. Phys. 169, No. 3, 547--594 (2017; Zbl 1382.82020) Full Text: DOI
Udayabaskaran, S.; Karthikeyan, T.; Krishnan, A. E. A stochastic differential equation model of a neuronal activity driven by Poisson inputs. (English) Zbl 1374.60078 Far East J. Math. Sci. (FJMS) 101, No. 10, 2121-2132 (2017). MSC: 60G40 92C20 PDF BibTeX XML Cite \textit{S. Udayabaskaran} et al., Far East J. Math. Sci. (FJMS) 101, No. 10, 2121--2132 (2017; Zbl 1374.60078) Full Text: DOI Link
Deaconu, Madalina; Herrmann, Samuel Simulation of hitting times for Bessel processes with non-integer dimension. (English) Zbl 1407.60110 Bernoulli 23, No. 4B, 3744-3771 (2017). MSC: 60J60 60G40 PDF BibTeX XML Cite \textit{M. Deaconu} and \textit{S. Herrmann}, Bernoulli 23, No. 4B, 3744--3771 (2017; Zbl 1407.60110) Full Text: DOI Euclid arXiv
Basu, Riddhipratim; Hermon, Jonathan; Peres, Yuval Characterization of cutoff for reversible Markov chains. (English) Zbl 1374.60129 Ann. Probab. 45, No. 3, 1448-1487 (2017). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J10 PDF BibTeX XML Cite \textit{R. Basu} et al., Ann. Probab. 45, No. 3, 1448--1487 (2017; Zbl 1374.60129) Full Text: DOI
Silvestrov, Dmitrii; Silvestrov, Sergei Nonlinearly perturbed semi-Markov processes. (English) Zbl 1404.60003 SpringerBriefs in Probability and Mathematical Statistics. Cham: Springer (ISBN 978-3-319-60987-4/pbk; 978-3-319-60988-1/ebook). xiv, 143 p. (2017). Reviewer: Hans Daduna (Hamburg) MSC: 60-02 60K15 60J22 65C40 60K20 PDF BibTeX XML Cite \textit{D. Silvestrov} and \textit{S. Silvestrov}, Nonlinearly perturbed semi-Markov processes. Cham: Springer (2017; Zbl 1404.60003) Full Text: DOI
Georgakopoulos, Agelos; Wagner, Stephan Hitting times, cover cost, and the Wiener index of a tree. (English) Zbl 1359.05113 J. Graph Theory 84, No. 3, 311-326 (2017). MSC: 05C81 05C12 PDF BibTeX XML Cite \textit{A. Georgakopoulos} and \textit{S. Wagner}, J. Graph Theory 84, No. 3, 311--326 (2017; Zbl 1359.05113) Full Text: DOI arXiv
Cattiaux, Patrick; Guillin, Arnaud Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity. (English) Zbl 1359.39015 J. Funct. Anal. 272, No. 6, 2361-2391 (2017). MSC: 39B62 47D07 60G10 60J60 PDF BibTeX XML Cite \textit{P. Cattiaux} and \textit{A. Guillin}, J. Funct. Anal. 272, No. 6, 2361--2391 (2017; Zbl 1359.39015) Full Text: DOI
Huillet, Thierry E. Random walk Green kernels in the neutral Moran model conditioned on survivors at a random time to origin. (English) Zbl 1409.92197 Math. Popul. Stud. 23, No. 3, 164-200 (2016). MSC: 92D25 60J20 60J85 60G50 PDF BibTeX XML Cite \textit{T. E. Huillet}, Math. Popul. Stud. 23, No. 3, 164--200 (2016; Zbl 1409.92197) Full Text: DOI
De Santis, Emilio; Spizzichino, Fabio Usual and stochastic tail orders between hitting times for two Markov chains. (English) Zbl 1406.60103 Appl. Stoch. Models Bus. Ind. 32, No. 4, 526-538 (2016). MSC: 60J10 60E15 PDF BibTeX XML Cite \textit{E. De Santis} and \textit{F. Spizzichino}, Appl. Stoch. Models Bus. Ind. 32, No. 4, 526--538 (2016; Zbl 1406.60103) Full Text: DOI
Ghoddusi, Hamed; Fahim, Arash Volatility can be detrimental to option values! (English) Zbl 1398.91591 Econ. Lett. 149, 5-9 (2016). MSC: 91G20 60G40 60G44 PDF BibTeX XML Cite \textit{H. Ghoddusi} and \textit{A. Fahim}, Econ. Lett. 149, 5--9 (2016; Zbl 1398.91591) Full Text: DOI
Cheng, Huihui; Xiao, Hongde Weak Poincaré inequalities and hitting times for jump processes. (English) Zbl 1371.60146 J. Inequal. Appl. 2016, Paper No. 192, 9 p. (2016). MSC: 60J75 PDF BibTeX XML Cite \textit{H. Cheng} and \textit{H. Xiao}, J. Inequal. Appl. 2016, Paper No. 192, 9 p. (2016; Zbl 1371.60146) Full Text: DOI
Bansaye, Vincent; Méléard, Sylvie; Richard, Mathieu Speed of coming down from infinity for birth-and-death processes. (English) Zbl 1358.60087 Adv. Appl. Probab. 48, No. 4, 1183-1210 (2016). MSC: 60J80 60J27 60J75 60F05 60F15 60J85 92D25 PDF BibTeX XML Cite \textit{V. Bansaye} et al., Adv. Appl. Probab. 48, No. 4, 1183--1210 (2016; Zbl 1358.60087) Full Text: DOI Euclid arXiv
Cirillo, E. N. M.; Nardi, F. R.; Sohier, J. A comparison between different cycle decompositions for metropolis dynamics. (English) Zbl 1356.60110 Markov Process. Relat. Fields 22, No. 3, 443-466 (2016). MSC: 60J05 60K35 82C80 60J10 PDF BibTeX XML Cite \textit{E. N. M. Cirillo} et al., Markov Process. Relat. Fields 22, No. 3, 443--466 (2016; Zbl 1356.60110)
Gulisashvili, Archil; Horvath, Blanka; Jacquier, Antoine On the probability of hitting the boundary for Brownian motions on the SABR plane. (English) Zbl 1384.60090 Electron. Commun. Probab. 21, Paper No. 75, 13 p. (2016). MSC: 60J65 58J65 60J60 60D05 PDF BibTeX XML Cite \textit{A. Gulisashvili} et al., Electron. Commun. Probab. 21, Paper No. 75, 13 p. (2016; Zbl 1384.60090) Full Text: DOI Euclid arXiv
Brown, Mark; de la Peña, Victor H.; Klass, Michael J.; Sit, Tony On an approach to boundary crossing by stochastic processes. (English) Zbl 1375.60082 Stochastic Processes Appl. 126, No. 12, 3843-3853 (2016). MSC: 60G40 60E15 60K05 62L99 PDF BibTeX XML Cite \textit{M. Brown} et al., Stochastic Processes Appl. 126, No. 12, 3843--3853 (2016; Zbl 1375.60082) Full Text: DOI
Tamborrino, Massimiliano Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity. (English) Zbl 1351.60111 Math. Biosci. Eng. 13, No. 3, 613-629 (2016). MSC: 60J65 60G40 60J70 62F10 92C20 PDF BibTeX XML Cite \textit{M. Tamborrino}, Math. Biosci. Eng. 13, No. 3, 613--629 (2016; Zbl 1351.60111) Full Text: DOI arXiv
Song, Yan-Hong Algebraic ergodicity for SDEs driven by Lévy processes. (English) Zbl 1350.60052 Stat. Probab. Lett. 119, 108-115 (2016). MSC: 60H10 60G51 60J75 37A25 PDF BibTeX XML Cite \textit{Y.-H. Song}, Stat. Probab. Lett. 119, 108--115 (2016; Zbl 1350.60052) Full Text: DOI
Palacios, José Luis Some more interplay of the three Kirchhoffian indices. (English) Zbl 1350.05155 Linear Algebra Appl. 511, 421-429 (2016). MSC: 05C81 05C40 15A18 60J10 PDF BibTeX XML Cite \textit{J. L. Palacios}, Linear Algebra Appl. 511, 421--429 (2016; Zbl 1350.05155) Full Text: DOI
Kasahara, Yuji Tails of the first hitting times of linear diffusions. (English) Zbl 1350.60078 Tsukuba J. Math. 40, No. 1, 55-79 (2016). MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{Y. Kasahara}, Tsukuba J. Math. 40, No. 1, 55--79 (2016; Zbl 1350.60078) Full Text: DOI
Hamana, Yuji; Matsumoto, Hiroyuki Hitting times to spheres of Brownian motions with and without drifts. (English) Zbl 1361.60072 Proc. Am. Math. Soc. 144, No. 12, 5385-5396 (2016). Reviewer: Elisa Alòs (Barcelona) MSC: 60J65 60J60 60G40 PDF BibTeX XML Cite \textit{Y. Hamana} and \textit{H. Matsumoto}, Proc. Am. Math. Soc. 144, No. 12, 5385--5396 (2016; Zbl 1361.60072) Full Text: DOI arXiv
Addario-Berry, Louigi; Oliveira, Roberto I.; Peres, Yuval; Sousi, Perla Random walks colliding before getting trapped. (English) Zbl 1345.60084 Electron. J. Probab. 21, Paper No. 42, 19 p. (2016). MSC: 60J27 60G50 60J10 PDF BibTeX XML Cite \textit{L. Addario-Berry} et al., Electron. J. Probab. 21, Paper No. 42, 19 p. (2016; Zbl 1345.60084) Full Text: DOI Euclid arXiv
Zweimüller, Roland The general asymptotic return-time process. (English) Zbl 1360.37023 Isr. J. Math. 212, No. 1, 1-36 (2016). MSC: 37A50 60G10 60F17 60G55 PDF BibTeX XML Cite \textit{R. Zweimüller}, Isr. J. Math. 212, No. 1, 1--36 (2016; Zbl 1360.37023) Full Text: DOI
Fernandez, R.; Manzo, F.; Nardi, F. R.; Scoppola, E.; Sohier, J. Conditioned, quasi-stationary, restricted measures and escape from metastable states. (English) Zbl 1339.60110 Ann. Appl. Probab. 26, No. 2, 760-793 (2016). MSC: 60J27 60J28 82C05 PDF BibTeX XML Cite \textit{R. Fernandez} et al., Ann. Appl. Probab. 26, No. 2, 760--793 (2016; Zbl 1339.60110) Full Text: DOI Euclid
Palacios, José Luis; Quiroz, Daniel Birth and death chains on finite trees: computing their stationary distribution and hitting times. (English) Zbl 1339.60124 Methodol. Comput. Appl. Probab. 18, No. 2, 487-498 (2016). MSC: 60J80 60J10 60G50 60J22 60C05 65C40 PDF BibTeX XML Cite \textit{J. L. Palacios} and \textit{D. Quiroz}, Methodol. Comput. Appl. Probab. 18, No. 2, 487--498 (2016; Zbl 1339.60124) Full Text: DOI
Beghin, Luisa; Orsingher, Enzo Population processes sampled at random times. (English) Zbl 1338.60131 J. Stat. Phys. 163, No. 1, 1-21 (2016). MSC: 60G55 60J80 PDF BibTeX XML Cite \textit{L. Beghin} and \textit{E. Orsingher}, J. Stat. Phys. 163, No. 1, 1--21 (2016; Zbl 1338.60131) Full Text: DOI arXiv
Song, Shiyu; Xu, Guangli; Wang, Yongjin On first hitting times for skew CIR processes. (English) Zbl 1337.60132 Methodol. Comput. Appl. Probab. 18, No. 1, 169-180 (2016). MSC: 60H10 60H35 65C30 PDF BibTeX XML Cite \textit{S. Song} et al., Methodol. Comput. Appl. Probab. 18, No. 1, 169--180 (2016; Zbl 1337.60132) Full Text: DOI
Nardi, F. R.; Zocca, A.; Borst, S. C. Hitting time asymptotics for hard-core interactions on grids. (English) Zbl 1335.82026 J. Stat. Phys. 162, No. 2, 522-576 (2016). MSC: 82C80 76M28 PDF BibTeX XML Cite \textit{F. R. Nardi} et al., J. Stat. Phys. 162, No. 2, 522--576 (2016; Zbl 1335.82026) Full Text: DOI arXiv
Pollock, Murray; Johansen, Adam M.; Roberts, Gareth O. On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions. (English) Zbl 1343.60099 Bernoulli 22, No. 2, 794-856 (2016). MSC: 60H35 60H10 60J60 60J75 60G17 65C30 PDF BibTeX XML Cite \textit{M. Pollock} et al., Bernoulli 22, No. 2, 794--856 (2016; Zbl 1343.60099) Full Text: DOI Euclid arXiv
Varandas, Paulo A version of Kac’s lemma on first return times for suspension flows. (English) Zbl 1354.37026 Stoch. Dyn. 16, No. 2, Article ID 1660002, 12 p. (2016). MSC: 37B20 28D10 37C10 37A35 PDF BibTeX XML Cite \textit{P. Varandas}, Stoch. Dyn. 16, No. 2, Article ID 1660002, 12 p. (2016; Zbl 1354.37026) Full Text: DOI arXiv
Cai, Jiatu; Fukasawa, Masaaki; Rosenbaum, Mathieu; Tankov, Peter Optimal discretization of hedging strategies with directional views. (English) Zbl 1348.60098 SIAM J. Financ. Math. 7, 34-69 (2016). MSC: 60H30 60H10 49J55 49N10 60F17 91G80 93E20 PDF BibTeX XML Cite \textit{J. Cai} et al., SIAM J. Financ. Math. 7, 34--69 (2016; Zbl 1348.60098) Full Text: DOI
Udayabaskaran, S.; Karthikeyan, T.; Krishnan, A. E. Spatio-temporal dynamics of a cylindrical neuron subject to a stochastic noise. (English) Zbl 1334.60125 Far East J. Math. Sci. (FJMS) 99, No. 2, 187-204 (2016). MSC: 60H30 60H10 60G40 92C20 PDF BibTeX XML Cite \textit{S. Udayabaskaran} et al., Far East J. Math. Sci. (FJMS) 99, No. 2, 187--204 (2016; Zbl 1334.60125) Full Text: DOI Link
Sacerdote, Laura; Tamborrino, Massimiliano; Zucca, Cristina First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes. (English) Zbl 1333.60176 J. Comput. Appl. Math. 296, 275-292 (2016). MSC: 60J60 60G40 60J65 60J70 45D05 45B05 65R20 PDF BibTeX XML Cite \textit{L. Sacerdote} et al., J. Comput. Appl. Math. 296, 275--292 (2016; Zbl 1333.60176) Full Text: DOI arXiv
Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption. (English) Zbl 1335.91016 J. Math. Anal. Appl. 433, No. 2, 1110-1141 (2016). MSC: 91A15 60G40 91A05 91A50 91A60 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena} and \textit{D. Hernández-Hernández}, J. Math. Anal. Appl. 433, No. 2, 1110--1141 (2016; Zbl 1335.91016) Full Text: DOI
Shevchenko, Georgiy Convergence of hitting times for jump-diffusion processes. (English) Zbl 1352.60052 Mod. Stoch., Theory Appl. 2, No. 3, 203-218 (2015). MSC: 60F17 60H10 60J60 60J75 60G40 60G44 PDF BibTeX XML Cite \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 2, No. 3, 203--218 (2015; Zbl 1352.60052) Full Text: DOI arXiv
Giet, Jean-Sébastien; Vallois, Pierre; Wantz-Mézières, Sophie The logistic S. D. E. (English) Zbl 1363.60074 Theory Stoch. Process. 20, No. 1, 28-62 (2015). MSC: 60H10 60J60 60G40 60J27 92C50 PDF BibTeX XML Cite \textit{J.-S. Giet} et al., Theory Stoch. Process. 20, No. 1, 28--62 (2015; Zbl 1363.60074) Full Text: MNR
Naouara, Noureddine Jilani Ben; Trabelsi, Faouzi Generalization on optimal multiple stopping with application to swing options with random exercise rights number. (English) Zbl 1332.93380 Math. Control Relat. Fields 5, No. 4, 807-826 (2015). MSC: 93E20 49J55 49K45 49L20 60G40 60G50 60J70 PDF BibTeX XML Cite \textit{N. J. B. Naouara} and \textit{F. Trabelsi}, Math. Control Relat. Fields 5, No. 4, 807--826 (2015; Zbl 1332.93380) Full Text: DOI
Rosenbaum, Mathieu; Yor, Marc Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling. (English) Zbl 1333.60181 ESAIM, Probab. Stat. 19, 578-589 (2015). MSC: 60J65 60J60 60G40 60J55 PDF BibTeX XML Cite \textit{M. Rosenbaum} and \textit{M. Yor}, ESAIM, Probab. Stat. 19, 578--589 (2015; Zbl 1333.60181) Full Text: DOI
Skiadas, Christos H.; Skiadas, Charilaos Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function. (English) Zbl 1348.60103 Methodol. Comput. Appl. Probab. 17, No. 4, 973-982 (2015). MSC: 60H35 60H10 65C30 60G40 62L20 PDF BibTeX XML Cite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Methodol. Comput. Appl. Probab. 17, No. 4, 973--982 (2015; Zbl 1348.60103) Full Text: DOI
Rosenbaum, Mathieu; Yor, Marc Random scaling and sampling of Brownian motion. (English) Zbl 1335.60157 J. Math. Soc. Japan 67, No. 4, 1771-1784 (2015). MSC: 60J65 60G40 60J55 60G17 PDF BibTeX XML Cite \textit{M. Rosenbaum} and \textit{M. Yor}, J. Math. Soc. Japan 67, No. 4, 1771--1784 (2015; Zbl 1335.60157) Full Text: DOI Euclid
Bulinskaya, E. Vl. Complete classification of catalytic branching processes. (English. Russian original) Zbl 1376.60074 Theory Probab. Appl. 59, No. 4, 545-566 (2015); translation from Teor. Veroyatn. Primen. 59, No. 4, 639-666 (2014). MSC: 60J80 60J10 60K35 PDF BibTeX XML Cite \textit{E. Vl. Bulinskaya}, Theory Probab. Appl. 59, No. 4, 545--566 (2015; Zbl 1376.60074); translation from Teor. Veroyatn. Primen. 59, No. 4, 639--666 (2014) Full Text: DOI arXiv
Fernandez, Roberto; Manzo, Francesco; Nardi, Francesca Romana; Scoppola, Elisabetta Asymptotically exponential hitting times and metastability: a pathwise approach without reversibility. (English) Zbl 1329.60269 Electron. J. Probab. 20, Paper No. 122, 37 p. (2015). MSC: 60J27 60J28 82C05 PDF BibTeX XML Cite \textit{R. Fernandez} et al., Electron. J. Probab. 20, Paper No. 122, 37 p. (2015; Zbl 1329.60269) Full Text: DOI
Cirillo, Emilio N. M.; Nardi, Francesca R.; Sohier, Julien Metastability for general dynamics with rare transitions: escape time and critical configurations. (English) Zbl 1327.82058 J. Stat. Phys. 161, No. 2, 365-403 (2015). MSC: 82C26 60K35 PDF BibTeX XML Cite \textit{E. N. M. Cirillo} et al., J. Stat. Phys. 161, No. 2, 365--403 (2015; Zbl 1327.82058) Full Text: DOI arXiv
Hariya, Y. Some asymptotic formulae for Bessel process. (English) Zbl 1327.60154 Markov Process. Relat. Fields 21, No. 2, 293-316 (2015). MSC: 60J60 60F10 60F05 60G70 60B10 PDF BibTeX XML Cite \textit{Y. Hariya}, Markov Process. Relat. Fields 21, No. 2, 293--316 (2015; Zbl 1327.60154) Full Text: arXiv
Marchal, O. Matrix models, Toeplitz determinants and recurrence times for powers of random unitary matrices. (English) Zbl 1362.15026 Random Matrices Theory Appl. 4, No. 3, Article ID 1550011, 60 p. (2015). MSC: 15B52 60B20 15B05 15B10 15A18 15A45 81P15 PDF BibTeX XML Cite \textit{O. Marchal}, Random Matrices Theory Appl. 4, No. 3, Article ID 1550011, 60 p. (2015; Zbl 1362.15026) Full Text: DOI
Jedidi, Wissem; Simon, Thomas Diffusion hitting times and the bell-shape. (English) Zbl 1333.60172 Stat. Probab. Lett. 102, 38-41 (2015). MSC: 60J60 60E05 PDF BibTeX XML Cite \textit{W. Jedidi} and \textit{T. Simon}, Stat. Probab. Lett. 102, 38--41 (2015; Zbl 1333.60172) Full Text: DOI
Rousseau, Jérôme; Todd, Mike Hitting times and periodicity in random dynamics. (English) Zbl 1327.82048 J. Stat. Phys. 161, No. 1, 131-150 (2015). MSC: 82C05 PDF BibTeX XML Cite \textit{J. Rousseau} and \textit{M. Todd}, J. Stat. Phys. 161, No. 1, 131--150 (2015; Zbl 1327.82048) Full Text: DOI arXiv
Le Gall, Jean-François; Lin, Shen The range of tree-indexed random walk in low dimensions. (English) Zbl 1335.60070 Ann. Probab. 43, No. 5, 2701-2728 (2015). MSC: 60G50 60J80 60F05 60J68 60J65 60J55 60G57 PDF BibTeX XML Cite \textit{J.-F. Le Gall} and \textit{S. Lin}, Ann. Probab. 43, No. 5, 2701--2728 (2015; Zbl 1335.60070) Full Text: DOI Euclid arXiv
Abadi, Miguel; Cardeño, Liliam; Gallo, Sandro Potential well spectrum and hitting time in renewal processes. (English) Zbl 1329.82015 J. Stat. Phys. 159, No. 5, 1087-1106 (2015). MSC: 82B20 60G10 37A05 PDF BibTeX XML Cite \textit{M. Abadi} et al., J. Stat. Phys. 159, No. 5, 1087--1106 (2015; Zbl 1329.82015) Full Text: DOI
Zocca, A.; Borst, S. C.; van Leeuwaarden, J. S. H. Slow transitions and starvation in dense random-access networks. (English) Zbl 1325.60151 Stoch. Models 31, No. 3, 361-402 (2015). MSC: 60K30 60K35 90B15 90B18 68M20 PDF BibTeX XML Cite \textit{A. Zocca} et al., Stoch. Models 31, No. 3, 361--402 (2015; Zbl 1325.60151) Full Text: DOI
Hénard, Olivier The fixation line in the \(\Lambda\)-coalescent. (English) Zbl 1325.60124 Ann. Appl. Probab. 25, No. 5, 3007-3032 (2015). MSC: 60J25 60J80 60G55 92D25 PDF BibTeX XML Cite \textit{O. Hénard}, Ann. Appl. Probab. 25, No. 5, 3007--3032 (2015; Zbl 1325.60124) Full Text: DOI Euclid arXiv
Peres, Yuval; Sousi, Perla Mixing times are hitting times of large sets. (English) Zbl 1323.60094 J. Theor. Probab. 28, No. 2, 488-519 (2015). MSC: 60J10 60G40 PDF BibTeX XML Cite \textit{Y. Peres} and \textit{P. Sousi}, J. Theor. Probab. 28, No. 2, 488--519 (2015; Zbl 1323.60094) Full Text: DOI arXiv
Peres, Yuval; Stauffer, Alexandre; Steif, Jeffrey E. Random walks on dynamical percolation: mixing times, mean squared displacement and hitting times. (English) Zbl 1326.60140 Probab. Theory Relat. Fields 162, No. 3-4, 487-530 (2015). Reviewer: Boris Granovsky (Haifa) MSC: 60K35 60K37 60G50 05C80 05C81 PDF BibTeX XML Cite \textit{Y. Peres} et al., Probab. Theory Relat. Fields 162, No. 3--4, 487--530 (2015; Zbl 1326.60140) Full Text: DOI arXiv
Aytaç, Hale; Freitas, Jorge Milhazes; Vaienti, Sandro Laws of rare events for deterministic and random dynamical systems. (English) Zbl 1353.37012 Trans. Am. Math. Soc. 367, No. 11, 8229-8278 (2015). MSC: 37A50 60G70 37B20 60G10 37A25 37H99 PDF BibTeX XML Cite \textit{H. Aytaç} et al., Trans. Am. Math. Soc. 367, No. 11, 8229--8278 (2015; Zbl 1353.37012) Full Text: DOI arXiv
Juszczyszyn, Tomasz; Kwaśnicki, Mateusz Hitting times of points for symmetric Lévy processes with completely monotone jumps. (English) Zbl 1321.60094 Electron. J. Probab. 20, Paper No. 48, 24 p. (2015). MSC: 60G51 60J45 PDF BibTeX XML Cite \textit{T. Juszczyszyn} and \textit{M. Kwaśnicki}, Electron. J. Probab. 20, Paper No. 48, 24 p. (2015; Zbl 1321.60094) Full Text: DOI arXiv
Chang, Liu; Chen, Shouting; Zhu, Ailin Properties of the Cox-Ingersoll-Ross interest rate processes with two-sided reflections. (English) Zbl 1337.60149 Commun. Stat., Theory Methods 44, No. 4, 657-670 (2015). MSC: 60H30 60H10 60J60 60J55 60J35 91G30 91G80 91B02 44A10 PDF BibTeX XML Cite \textit{L. Chang} et al., Commun. Stat., Theory Methods 44, No. 4, 657--670 (2015; Zbl 1337.60149) Full Text: DOI
Bruss, F. Thomas; Yor, Marc A new proof of Williams’ decomposition of the Bessel process of dimension three with a look at last-hitting times. (English) Zbl 1329.60275 Bull. Belg. Math. Soc. - Simon Stevin 22, No. 2, 319-330 (2015). MSC: 60J60 60G40 60J65 60H30 PDF BibTeX XML Cite \textit{F. T. Bruss} and \textit{M. Yor}, Bull. Belg. Math. Soc. - Simon Stevin 22, No. 2, 319--330 (2015; Zbl 1329.60275) Full Text: Euclid