Chen, Huyuan; Wei, Yuanhong Liouville theorems for elliptic equations involving regional fractional Laplacian with order in \((0,1/2]\). (English) Zbl 07953698 Differ. Integral Equ. 38, No. 1-2, 1-22 (2025). MSC: 35R11 35D40 35A01 60J75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Souto Arias, Luis A.; Cirillo, Pasquale; Oosterlee, Cornelis W. The Heston-Queue-Hawkes process: a new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions. (English) Zbl 1542.91405 J. Comput. Appl. Math. 454, Article ID 116177, 21 p. (2025). MSC: 91G20 60G55 60J74 35Q91 × Cite Format Result Cite Review PDF Full Text: DOI
Qiu, Qinjing; Kawai, Reiichiro A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes. (English) Zbl 07953399 Stochastics 96, No. 3, 1200-1240 (2024). MSC: 91B30 60G51 65M15 65N15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Mengxin; Peng, Dan Asynchronous sliding-mode control for two-dimensional nonlinear Markov jump systems with time-varying delays. (English) Zbl 07952640 Int. J. Robust Nonlinear Control 34, No. 18, 12312-12328 (2024). MSC: 93B12 93C10 93E03 93C43 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhen, Yuhang; Xi, Fubao Numerical solutions of regime-switching functional diffusions with infinite delay. (English) Zbl 07951880 Stoch. Models 40, No. 4, 617-633 (2024). MSC: 60J60 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Zuk, Josef; Kirszenblat, David Explicit results for the distributions of queue lengths for a non-preemptive two-level priority queue. (English) Zbl 07950231 Ann. Oper. Res. 341, No. 2-3, 1223-1246 (2024). MSC: 90B22 60K25 60J74 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ben Ameur, Hachmi; Ftiti, Zied; Louhichi, Waël Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition. (English) Zbl 07950215 Ann. Oper. Res. 341, No. 2-3, 757-779 (2024). MSC: 62Pxx 91Gxx 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI
Lefebvre, Mario Exact solutions to first-passage problems for jump-diffusion processes. (English) Zbl 07949757 Bull. Pol. Acad. Sci., Math. 72, No. 1, 81-95 (2024). MSC: 60J65 60G55 60H10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Zhen, Yuhang; Ji, Huijie Approximations of the Euler-Maruyama method of conditional McKean-Vlasov SDEs with Markovian switching. (English) Zbl 07949334 Markov Process. Relat. Fields 30, No. 3, 427-439 (2024). MSC: 60J60 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Frydman, Halina; Surya, Budhi Arta Estimation in a general mixture of Markov jump processes. (English. French summary) Zbl 07948555 Can. J. Stat. 52, No. 4, Article ID e11814, 23 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bondi, Alessandro; Pulido, Sergio; Scotti, Simone The rough Hawkes Heston stochastic volatility model. (English) Zbl 07947061 Math. Finance 34, No. 4, 1197-1241 (2024). MSC: 91Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Yuping; Zhu, Min; Qiu, Jiawei Asymptotic normality of bias reduction estimation for jump intensity function in financial markets. (English) Zbl 07947024 J. Time Ser. Anal. 45, No. 4, 558-583 (2024). MSC: 62Mxx 62G05 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Limnios, Nikolaos; Wu, Bei A unified approach for hitting time of jump Markov type processes. (English) Zbl 07927848 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 30, 10 p. (2024). MSC: 60J76 60J05 60J25 60K15 × Cite Format Result Cite Review PDF Full Text: DOI
Jacod, Jean; Lin, Huidi; Todorov, Viktor Systematic jump risk. (English) Zbl 07927490 Ann. Appl. Probab. 34, No. 5, 4342-4386 (2024). MSC: 60F05 60J76 62G20 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Wenqian; Jia, Guolong; Wang, Yun; Su, Lei; Shen, Hao Reinforcement learning-based composite suboptimal control for Markov jump singularly perturbed systems with unknown dynamics. (English) Zbl 07926843 Math. Methods Appl. Sci. 47, No. 14, 11551-11564 (2024). MSC: 60J10 60J25 68W10 93B52 93C70 × Cite Format Result Cite Review PDF Full Text: DOI
Su, Xiaofeng; Yan, Dongxue; Fu, Xianlong Existence of solutions and approximate controllability of second-order stochastic differential systems with Poisson jumps and finite delay. (English) Zbl 07925112 J. Fixed Point Theory Appl. 26, No. 4, Paper No. 38, 33 p. (2024). MSC: 34K30 34K35 34K50 60J76 93B05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Tiansi; Qiu, Lihong; Zhao, Dianli; Yuan, Sanling Oscillation and survival analysis of generalized stochastic logistic models with piecewise constant argument. (English) Zbl 07924013 J. Appl. Anal. Comput. 14, No. 3, 1522-1542 (2024). MSC: 60H10 60J75 60J28 × Cite Format Result Cite Review PDF Full Text: DOI
Konarovskyi, Vitalii; Limic, Vlada On moments of multiplicative coalescents. (English. French summary) Zbl 07923687 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 3, 2025-2045 (2024). Reviewer: Heshan Aravinda (Huntsville) MSC: 60J90 05C80 60J74 60G51 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Li, Liping Ray-Knight compactification of birth and death processes. (English) Zbl 07923231 Stochastic Processes Appl. 177, Article ID 104456, 19 p. (2024). MSC: 60J27 60J40 60J46 60J50 60J74 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bally, Vlad; Qin, Yifeng Approximation for the invariant measure with applications for jump processes (convergence in total variation distance). (English) Zbl 07923183 Stochastic Processes Appl. 176, Article ID 104416, 29 p. (2024). MSC: 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wei, Yongchang; Zhan, Jinxiang; Guo, Jinhai Asymptotic behaviors of a heroin epidemic model with nonlinear incidence rate influenced by stochastic perturbations. (English) Zbl 07923032 J. Appl. Anal. Comput. 14, No. 2, 1060-1077 (2024). MSC: 60H10 60J75 34E10 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Xiaodan; Zheng, Yushu Inverting Ray-Knight identities on trees. (English) Zbl 07922282 Electron. J. Probab. 29, Paper No. 114, 44 p. (2024). MSC: 60J55 60J25 60G55 05Cxx 60J27 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Guanhua Heat kernel estimates on local and non-local Dirichlet spaces satisfying a weak chain condition. (English) Zbl 07922109 J. Math. Anal. Appl. 539, No. 1, Part 1, Article ID 128477, 33 p. (2024). MSC: 60J60 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rozanova, Olga S.; Krutov, Nikolai A. The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process. (English) Zbl 1545.60072 Math. Nachr. 297, No. 8, 3052-3063 (2024). MSC: 60H10 82C31 60J76 35R11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Fengshan; Zou, Yongkui; Chai, Shimin; Cao, Yanzhao Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations. (English) Zbl 07909962 Adv. Comput. Math. 50, No. 4, Paper No. 73, 32 p. (2024). MSC: 60G35 60G51 60J76 39A50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yus’kovych, V. K. On transience of solutions of stochastic differential equations with jumps. (Ukrainian. English summary) Zbl 07909398 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 44, No. 1, 51-57 (2024). MSC: 60H10 60J76 × Cite Format Result Cite Review PDF Full Text: DOI
Rudnicki, Ryszard With Andrzej Lasota there and back again. The XVII annual lecture dedicated to the memory of Professor Andrzej Lasota. (English) Zbl 07904701 Ann. Math. Sil. 38, No. 2, 134-154 (2024). MSC: 35-02 35-03 01A07 35F25 37A05 37L40 47D06 60J76 92D25 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Zheng; Qian, Xiaosong; Yao, Jing; Dong, Yinghui Pricing airbag option via first passage time approach. (English) Zbl 1542.91399 Quant. Finance 24, No. 7, 955-974 (2024). MSC: 91G20 91G45 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Rickelhoff, Sebastian; Schnurr, Alexander The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities. (English) Zbl 07900856 J. Theor. Probab. 37, No. 3, 2508-2533 (2024). MSC: 60J76 60J35 60J25 60G17 47G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhong, Wei; Zhang, Zhimin; Cui, Zhenyu Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk. (English) Zbl 1542.91353 Commun. Nonlinear Sci. Numer. Simul. 138, Article ID 108246, 25 p. (2024). MSC: 91G05 60J28 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Mosyagin, V. E. Poisson process with linear drift and related function series. (English. Russian original) Zbl 07898581 Theory Probab. Appl. 69, No. 2, 281-293 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 354-368 (2024). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI
Alia, Ishak; Alia, Mohamed Sofiane Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model. (English) Zbl 1542.93410 Math. Control Relat. Fields 14, No. 3, 918-971 (2024). MSC: 93E20 49N10 60H30 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Harshavarthini, S.; Lee, S. M. Truncated predictive tracking control design for semi-Markovian jump systems with time-varying input delays. (English) Zbl 1545.93595 Appl. Math. Comput. 474, Article ID 128686, 14 p. (2024). MSC: 93E03 60K15 93E15 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xinying; Zhou, Ke Pricing vulnerable lookback options using Laplace transforms. (English) Zbl 07890866 J. Comput. Appl. Math. 451, Article ID 116014, 15 p. (2024). MSC: 91G20 60J74 44A10 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Qian; Wang, Li Option pricing under jump diffusion model. (English) Zbl 07888218 Stat. Probab. Lett. 211, Article ID 110137, 10 p. (2024). Reviewer: Claudio Fontana (Paris) MSC: 91G20 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Czapla, Dawid On the existence and uniqueness of stationary distributions for some piecewise deterministic Markov processes with state-dependent jump intensity. (English) Zbl 1544.60078 Result. Math. 79, No. 5, Paper No. 177, 32 p. (2024). MSC: 60J25 60J05 60J35 37A30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zuk, Josef; Kirszenblat, David Analytic approach to the non-pre-emptive Markovian priority queue. (English) Zbl 1544.90063 Queueing Syst. 107, No. 1-2, 159-198 (2024). MSC: 90B22 60K25 60J74 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pirjol, Dan; Zhu, Lingjiong Asymptotics for short maturity Asian options in jump-diffusion models with local volatility. (English) Zbl 07885177 Quant. Finance 24, No. 3-4, 433-449 (2024). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G20 60G51 60J60 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Liwei; Guo, Hailong; Yang, Xu; Zhu, Yi Temporal difference learning for high-dimensional PIDEs with jumps. (English) Zbl 1545.65044 SIAM J. Sci. Comput. 46, No. 4, C349-C368 (2024). MSC: 65C30 60H20 60H35 60J76 45K05 65R20 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, Jingtong; Chen, Xu; Yang, Yuying Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model. (English) Zbl 1542.91351 J. Comput. Appl. Math. 446, Article ID 115800, 13 p. (2024). MSC: 91G05 91D20 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Kexin; Wong, Hoi Ying Duality in optimal consumption-investment problems with alternative data. (English) Zbl 1545.91291 Finance Stoch. 28, No. 3, 709-758 (2024). MSC: 91G15 49N15 60G35 60J74 49L12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Duan, Pingtao; Liu, Yuting; Ma, Zhiming Pricing discrete barrier options under the jump-diffusion model with stochastic volatility and stochastic intensity. (English) Zbl 1544.91357 Commun. Math. Stat. 12, No. 2, 239-263 (2024). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65T50 91G20 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Faggionato, Alessandra; Silvestri, Vittoria A martingale approach to time-dependent and time-periodic linear response in Markov jump processes. (English) Zbl 1542.60051 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 2, 863-906 (2024). MSC: 60J76 60J25 82C05 82C31 60G50 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Chalishajar, Dimplekumar; Ravikumar, K.; Ramkumar, K.; Anguraj, A. Null controllability of Hilfer fractional stochastic differential equations with nonlocal conditions. (English) Zbl 07868842 Numer. Algebra Control Optim. 14, No. 2, 322-338 (2024). MSC: 60H10 60G22 60H15 34A08 93B05 × Cite Format Result Cite Review PDF Full Text: DOI
Kobayashi, Tetsuya J.; Loutchko, Dimitri; Kamimura, Atsushi; Horiguchi, Shuhei A.; Sughiyama, Yuki Information geometry of dynamics on graphs and hypergraphs. (English) Zbl 1543.53015 Inf. Geom. 7, No. 1, 97-166 (2024). MSC: 53B12 05C65 37E25 82C70 82C41 60J76 62B11 94A17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lu, Yaowen; Dang, Duy-Minh A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate. (English) Zbl 1544.91271 Numer. Methods Partial Differ. Equations 40, No. 3, Article ID e23075, 50 p. (2024). MSC: 91G05 60J74 91G30 49L25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Peng; Jin, Xinghu; Shen, Tian; Su, Zhonggen Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes. (English) Zbl 1541.60050 J. Theor. Probab. 37, No. 2, 1597-1626 (2024). MSC: 60H35 60H10 60J60 65C30 60J27 60J76 × Cite Format Result Cite Review PDF Full Text: DOI
Krawiec, Michał; Palmowski, Zbigniew Multivariate Lévy-type drift change detection and mortality modeling. (English) Zbl 1537.91258 Eur. Actuar. J. 14, No. 1, 175-203 (2024). MSC: 91G05 60G51 60J74 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bogdan, Krzysztof; Komorowski, Tomasz; Marino, Lorenzo Anomalous diffusion limit for a kinetic equation with a thermostatted interface. (English) Zbl 1541.35500 Probab. Theory Relat. Fields 189, No. 1-2, 721-769 (2024). MSC: 35Q79 60J76 60J10 45A05 35B40 26A33 35R11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Davis, Mark; Lleo, Sébastien Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data. (English) Zbl 1537.91297 Ann. Oper. Res. 336, No. 1-2, 661-689 (2024). MSC: 91G15 93E20 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Brignone, Riccardo; Gonzato, Luca; Sgarra, Carlo Commodity Asian option pricing and simulation in a 4-factor model with jump clusters. (English) Zbl 1537.91314 Ann. Oper. Res. 336, No. 1-2, 275-306 (2024). MSC: 91G20 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Tsai, Henghsiu; Nikitin, A. V. Threshold models for Lévy processes and approximate maximum likelihood estimation. (English. Ukrainian original) Zbl 07856654 Cybern. Syst. Anal. 60, No. 2, 261-267 (2024); translation from Kibern. Sist. Anal. 60, No. 2, 111-118 (2024). MSC: 60G51 60J76 60H10 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Chuang; Hansen, Mads Christian; Wiuf, Carsten The asymptotic tails of limit distributions of continuous-time Markov chains. (English) Zbl 1540.60180 Adv. Appl. Probab. 56, No. 2, 693-734 (2024). MSC: 60J27 60J28 60J74 92E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Panki; Song, Renming; Vondraček, Zoran Sharp two-sided Green function estimates for Dirichlet forms degenerate at the boundary. (English) Zbl 07855545 J. Eur. Math. Soc. (JEMS) 26, No. 6, 2249-2300 (2024). MSC: 60J45 60J46 60J50 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barczy, Mátyás; Palau, Sandra Distributional properties of jumps of multi-type CBI processes. (English) Zbl 1540.60188 Electron. J. Probab. 29, Paper No. 70, 39 p. (2024). MSC: 60J80 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yi, Haoran; Shan, Yuanchuang; Shu, Huisheng; Zhang, Xuekang Optimal portfolio strategy of wealth process: a Lévy process model-based method. (English) Zbl 1537.91290 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 55, No. 6, 1089-1103 (2024). MSC: 91G10 60G51 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Bally, V.; Caramellino, L.; Kohatsu-Higa, A. Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps. (English) Zbl 1539.60065 J. Math. Anal. Appl. 531, No. 2, Part 2, Article ID 127817, 30 p. (2024). MSC: 60H07 60H10 60J76 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Qian; Yan, Huaicheng; Tian, Yongxiao; Qi, Ping Asynchronous dissipative control of time-delay singular Markovian jump systems with actuator saturation. (English) Zbl 1539.93171 J. Franklin Inst. 361, No. 7, Article ID 106759, 13 p. (2024). MSC: 93E03 93C43 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Bao, Jianhai; Sun, Xiaobin; Wang, Jian; Xie, Yingchao Quantitative estimates for Lévy driven SDEs with different drifts and applications. (English) Zbl 07849977 J. Differ. Equations 398, 182-217 (2024). MSC: 60H10 60G51 60J76 37A25 × Cite Format Result Cite Review PDF Full Text: DOI
Bo, Lijun; Wang, Shihua; Yu, Xiang Mean field game of optimal relative investment with jump risk. (English) Zbl 1539.91142 Sci. China, Math. 67, No. 5, 1159-1188 (2024). MSC: 91G80 91A16 91A80 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Martínez, Servet; Nagel, Werner Tessellation-valued processes that are generated by cell division. (English) Zbl 1537.60018 J. Appl. Probab. 61, No. 2, 697-715 (2024). MSC: 60D05 60J25 60J76 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cortez, Roberto SIR model with social gatherings. (English) Zbl 1539.92141 J. Appl. Probab. 61, No. 2, 667-684 (2024). MSC: 92D30 60J28 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Huaiqian; Wu, Bingyao Wasserstein convergence for conditional empirical measures of subordinated Dirichlet diffusions on Riemannian manifolds. (English) Zbl 1540.60183 Commun. Pure Appl. Anal. 23, No. 4, 546-576 (2024). Reviewer: Michael Voit (Dortmund) MSC: 60J60 60D05 60G51 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bao, Jianhai; Fang, Rongjuan; Wang, Jian Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials. (English) Zbl 07842657 Stochastic Processes Appl. 172, Article ID 104341, 19 p. (2024). MSC: 60K35 60G51 37A25 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Breton, Jean-Christophe; Privault, Nicolas Wasserstein distance estimates for jump-diffusion processes. (English) Zbl 1544.60063 Stochastic Processes Appl. 172, Article ID 104334, 16 p. (2024). Reviewer: Monique Pontier (Toulouse) MSC: 60H05 60H10 60G57 60G44 60J60 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khodabandehlou, Faezeh; Maes, Christian; Netočný, Karel On the Poisson equation for nonreversible Markov jump processes. (English) Zbl 1537.60076 J. Math. Phys. 65, No. 4, Article ID 043301, 14 p. (2024). MSC: 60H15 60J74 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hainaut, Donatien A mutually exciting rough jump-diffusion for financial modelling. (English) Zbl 1537.91323 Fract. Calc. Appl. Anal. 27, No. 1, 319-352 (2024). MSC: 91G20 60G55 60G22 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Feng, Li-Xiang; Yang, Guang-Hong Fuzzy asynchronous fault detection for Markov jump systems with quantization and partially unknown transition probabilities. (English) Zbl 1536.93498 J. Franklin Inst. 361, No. 6, Article ID 106697, 14 p. (2024). MSC: 93C42 93C55 93E03 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Ying; Chen, Bei Hybrid-scheduling-based sliding mode control for Markovian jump systems under transmission constraints. (English) Zbl 1536.93143 J. Franklin Inst. 361, No. 5, Article ID 106681, 13 p. (2024). MSC: 93B12 93C65 93C55 93E03 60J20 × Cite Format Result Cite Review PDF Full Text: DOI
Kräss, Sebastian; Weber, Frederic; Zacher, Rico Li-Yau and Harnack inequalities via curvature-dimension conditions for discrete long-range jump operators including the fractional discrete Laplacian. (English) Zbl 1537.60100 Discrete Contin. Dyn. Syst. 44, No. 7, 1982-2028 (2024). MSC: 60J27 60J74 47D07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Watanabe, Itsuki Markov chain approximation for Hamilton-Jacobi-Bellman equation with absorbing boundary. (English) Zbl 1539.35033 SIAM J. Control Optim. 62, No. 2, 1152-1164 (2024). Reviewer: Rodica Luca (Iaşi) MSC: 35F21 35D40 65N12 60J10 60J76 × Cite Format Result Cite Review PDF Full Text: DOI
Gao, Yue; Jiang, Xiaomeng; Li, Yong Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions. (English) Zbl 07835192 Discrete Contin. Dyn. Syst., Ser. B 29, No. 6, 2679-2709 (2024). MSC: 60H10 60J74 60J60 34C25 34C27 37B20 × Cite Format Result Cite Review PDF Full Text: DOI
Poudevigne-Auboiron, Rémy Monotonicity and phase transition for the VRJP and the ERRW. (English) Zbl 1545.60119 J. Eur. Math. Soc. (JEMS) 26, No. 3, 789-816 (2024). Reviewer: Janosch Ortmann (Montréal) MSC: 60K35 60K37 82B44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Guoliang; Zhu, Zhikang; Zhang, Yande Stabilization of continuous-time Markovian jump systems: a mode separation but optimization method. (English) Zbl 1545.93687 Appl. Math. Comput. 472, Article ID 128644, 22 p. (2024). MSC: 93E15 60J27 93D15 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Lanxin; Long, Yue; Li, Tieshan; Yang, Hanqing; Philip Chen, C. L. Asynchronous attack tolerant control for Markov jump cyber-physical systems under hybrid cyber-attacks. (English) Zbl 1545.93688 Appl. Math. Comput. 470, Article ID 128583, 15 p. (2024). MSC: 93E15 39A60 60J10 93B36 93C73 × Cite Format Result Cite Review PDF Full Text: DOI
Fang, Jiankang; Ren, Chengcheng; Wang, Hai; Stojanovic, Vladimir; He, Shuping Finite-region asynchronous \(H_\infty\) filtering for 2-D Markov jump systems in Roesser model. (English) Zbl 1545.93637 Appl. Math. Comput. 470, Article ID 128573, 17 p. (2024). MSC: 93E11 62M05 93B36 93C35 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Zhihao; Yang, Ben-Zhang; He, Xin-Jiang; Yue, Jia Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (English) Zbl 1540.91070 Math. Comput. Simul. 219, 212-230 (2024). MSC: 91G20 60J60 91G30 × Cite Format Result Cite Review PDF Full Text: DOI
Mao, Yong-Hua; Shao, Jinghai Averaging principle for two time-scale regime-switching processes. (English) Zbl 07829926 Electron. J. Probab. 29, Paper No. 14, 21 p. (2024). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 60H10 34K33 37A30 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sun, Wen Pathwise large deviations for the pure jump \(k\)-nary interacting particle systems. (English) Zbl 1536.60031 Ann. Appl. Probab. 34, No. 1A, 743-794 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60F10 60K35 60J76 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Glynn, Peter W.; Infanger, Alex Solution representations for Poisson’s equation, martingale structure, and the Markov chain central limit theorem. (English) Zbl 1534.60114 Stoch. Syst. 14, No. 1, 47-68 (2024). MSC: 60J76 60G44 60J10 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Peyhardi, Jean; Laroche, Fabien; Mortier, Frédéric Pólya-splitting distributions as stationary solutions of multivariate birth-death processes under extended neutral theory. (English) Zbl 1533.92254 J. Theor. Biol. 582, Article ID 111755, 12 p. (2024). MSC: 92D40 62H05 60J85 × Cite Format Result Cite Review PDF Full Text: DOI
Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; Sgarra, Carlo Optimal reinsurance via BSDEs in a partially observable model with jump clusters. (English) Zbl 1533.91419 Finance Stoch. 28, No. 2, 453-495 (2024). MSC: 91G05 60H30 60G55 60J74 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liao, Zhong-Wei; Shao, Jinghai Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process. (English) Zbl 1533.91323 J. Math. Econ. 111, Article ID 102942, 8 p. (2024). MSC: 91B62 91B70 60J60 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Jiahui; Hua, Mingang; Deng, Feiqi; Chen, Hua; Fei, Juntao Quantized fault detection filtering for discrete-time periodic MJSs with repeated scalar nonlinearities via double periodic HMMs. (English) Zbl 1533.93807 J. Franklin Inst. 361, No. 4, Article ID 106619, 14 p. (2024). MSC: 93E11 93C55 93E03 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Bansaye, Vincent Spine for interacting populations and sampling. (English) Zbl 1533.92164 Bernoulli 30, No. 2, 1555-1585 (2024). MSC: 92D25 60J20 60J74 60J85 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Yang, Hao; Wang, Jian; Zhai, Jianliang Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications. (English) Zbl 1535.60118 Appl. Math. Optim. 89, No. 2, Paper No. 47, 21 p. (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60G51 37A25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Guanqi; Li, Feng; Xia, Jianwei; Shen, Hao; Wang, Jing Hidden Markov model-based \(\mathcal{H}_\infty\) control for singular Markov jump systems under denial of service attacks. (English) Zbl 1533.93166 Int. J. Robust Nonlinear Control 34, No. 6, 4310-4324 (2024). MSC: 93B36 93C55 93E03 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Halconruy, Hélène; Marie, Nicolas On a projection least squares estimator for jump diffusion processes. (English) Zbl 07819548 Ann. Inst. Stat. Math. 76, No. 2, 209-234 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Kusuda, Koji Implementing Arrow-Debreu equilibria in approximately complete security markets. (English) Zbl 1533.91464 J. Oper. Res. Soc. Japan 67, No. 1, 18-36 (2024). MSC: 91G20 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Kai, Hirotaka Long time behavior of jump-diffusion processes on Riemannian manifolds. (English) Zbl 07818445 Osaka J. Math. 61, No. 1, 25-52 (2024). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 60H10 60H30 60J25 60J76 58J65 60G51 × Cite Format Result Cite Review PDF Full Text: Link
Agram, Nacira; Pucci, Giulia; Øksendal, Bernt Impulse control of conditional McKean-Vlasov jump diffusions. (English) Zbl 1534.49024 J. Optim. Theory Appl. 200, No. 3, 1100-1130 (2024). MSC: 49N25 49K99 60J99 49J40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Taira, Kazuaki Correction to: “Singular integrals and Feller semigroups with jump phenomena”. (English) Zbl 07812650 Rend. Circ. Mat. Palermo (2) 73, No. 2, 775 (2024). MSC: 60J76 35J25 47D07 47G20 42B20 60J35 46E35 60J60 47G10 × Cite Format Result Cite Review PDF Full Text: DOI
Costantini, Cristina; Kurtz, Thomas G. Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains. (English) Zbl 1534.60103 Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024). MSC: 60J60 60H10 60J55 60G17 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bandini, Elena; Russo, Francesco Weak Dirichlet processes and generalized martingale problems. (English) Zbl 07812482 Stochastic Processes Appl. 170, Article ID 104261, 37 p. (2024). MSC: 60G48 60H10 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Feng; Ni, Zhenghao; Su, Lei; Xia, Jianwei; Shen, Hao Passivity-based finite-region control of 2-D hidden Markov jump Roesser systems with partial statistical information. (English) Zbl 1533.93757 Nonlinear Anal., Hybrid Syst. 51, Article ID 101433, 15 p. (2024). MSC: 93E03 62P30 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Esaki, Syota; Tanemura, Hideki Stochastic differential equations for infinite particle systems of jump type with long range interactions. (English) Zbl 07810916 J. Math. Soc. Japan 76, No. 1, 283-336 (2024). MSC: 60H10 60K35 60G51 60J76 60J46 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Wang, Jian; Yang, Hao; Zhai, Jianliang; Zhang, Tusheng Accessibility of SPDEs driven by pure jump noise and its applications. (English) Zbl 1533.60115 Proc. Am. Math. Soc. 152, No. 4, 1755-1767 (2024). MSC: 60H15 60G51 37A25 60H17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
D’Onofrio, Giuseppe; Patie, Pierre; Sacerdote, Laura Jacobi processes with jumps as neuronal models: a first passage time analysis. (English) Zbl 1537.60113 SIAM J. Appl. Math. 84, No. 1, 189-214 (2024). MSC: 60J76 60J70 47D06 47G20 92C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Boutsikas, M. V.; Economides, D.-J.; Vaggelatou, E. On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model. (English) Zbl 1534.91110 Scand. Actuar. J. 2024, No. 1, 64-88 (2024). MSC: 91G05 91B05 60J74 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Shao, Jinghai; Tian, Taoran; Wang, Shen Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle. (English) Zbl 1534.60116 J. Math. Anal. Appl. 534, No. 2, Article ID 128080, 17 p. (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J76 65C99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv