Rivero, Víctor; Contreras, Jesús Ray Knight theorems for spectrally negative Lévy processes. (English) Zbl 07922277 Electron. J. Probab. 29, Paper No. 109, 39 p. (2024). MSC: 60G51 60J55 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Louriki, Mohammed Information-based approach: pricing of a credit risky asset in the presence of default time. (English) Zbl 07920277 Probab. Uncertain. Quant. Risk 9, No. 3, 405-430 (2024). MSC: 60G40 60G46 60J25 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Zhenlong; Xu, Peng Higher-order derivative of local times for space-time anisotropic Gaussian random fields. (English) Zbl 07913926 Stat. Probab. Lett. 214, Article ID 110197, 10 p. (2024). MSC: 60G60 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Dorogovtsev, A. A.; Salhi, Naoufel Refinements of asymptotics at zero of Brownian self-intersection local times. (English) Zbl 07909541 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350018, 24 p. (2024). MSC: 60G15 60H05 60H40 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mathieu, Pierre; Tokushige, Yuki Besov spaces and random walks on a hyperbolic group: boundary traces and reflecting extensions of Dirichlet forms. (Espaces de Besov, forme de Dirichlet réfléchie et trace au bord pour une marche aléatoire sur un groupe hyperbolique.) (English. French summary) Zbl 07893727 Ann. Henri Lebesgue 7, 161-206 (2024). Reviewer: Egle Bettio (Venezia) MSC: 20F67 60B15 60J46 60J50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ernst, P. A.; Mei, H.; Peskir, G. Quickest real-time detection of multiple Brownian drifts. (English) Zbl 1541.60028 SIAM J. Control Optim. 62, No. 3, 1832-1856 (2024). MSC: 60G40 60J65 60H30 35H10 45G10 62C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hu, Zejun; Lu, Xiaoge On real hypersurfaces in \(\mathbb{S}^2\times\mathbb{S}^2\) and \(\mathbb{H}^2\times\mathbb{H}^2\) with parallel normal Jacobi operator. (English) Zbl 1541.53022 Mediterr. J. Math. 21, No. 4, Paper No. 133, 16 p. (2024). MSC: 53B25 53B35 53C42 53C40 × Cite Format Result Cite Review PDF Full Text: DOI
Aryasova, Olga; Pavlyukevich, Ilya; Pilipenko, Andrey Homogenization of a multivariate diffusion with semipermeable interfaces. (English) Zbl 07865985 J. Theor. Probab. 37, No. 2, 1787-1823 (2024). MSC: 60H10 60F05 60H17 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Bobrowski, Adam New semigroups from old: an approach to Feller boundary conditions. (English) Zbl 07862947 Discrete Contin. Dyn. Syst., Ser. S 17, No. 5-6, 2108-2140 (2024). MSC: 47Dxx 35B06 47D07 47D09 60J35 60J65 60J55 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Marêché, Laure Fluctuations of the local times of the self-repelling random walk with directed edges. (English) Zbl 1540.60081 Adv. Appl. Probab. 56, No. 2, 545-586 (2024). MSC: 60G50 60K35 60F05 82C41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Arnaudon, Marc; Coulibaly-Pasquier, Koléhè; Miclo, Laurent Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds. (Couplage des mouvements Browniens avec des processus duaux à valeurs ensembles sur des variétés Riemanniennes.) (English. French summary) Zbl 1534.60100 J. Éc. Polytech., Math. 11, 473-522 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J60 60J65 60H10 58J65 53E10 60J55 35K93 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Çetiṅ, Umut Minimal subharmonic functions and related integral representations. (English) Zbl 1531.60051 Electron. J. Probab. 29, Paper No. 3, 35 p. (2024). MSC: 60J60 60J55 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aïdékon, Elie; Hu, Yueyun; Shi, Zhan An infinite-dimensional representation of the Ray-Knight theorems. (English) Zbl 1530.60071 Sci. China, Math. 67, No. 1, 149-162 (2024). MSC: 60J65 60J55 60G40 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Mijatovic, Aleksandar; Vysotsky, Vladislav Stationary entrance chains and applications to random walks. arXiv:2403.00619 Preprint, arXiv:2403.00619 [math.PR] (2024). MSC: 60J10 60G50 37A50 60J55 60G10 60G40 60F05 28D05 × Cite Format Result Cite Full Text: arXiv OA License
Bovo, Andrea; De Angelis, Tiziano On the saddle point of a zero-sum stopper vs. singular-controller game. arXiv:2401.17719 Preprint, arXiv:2401.17719 [math.OC] (2024). MSC: 91A05 91A15 60G40 93E20 49J40 35R35 60J60 60J55 × Cite Format Result Cite Full Text: arXiv OA License
Asselah, Amine; Schapira, Bruno Extracting subsets maximizing capacity and folding of random walks. (Sous-ensembles de capacité maximale et marches aléatoires.) (English. French summary) Zbl 1539.60018 Ann. Sci. Éc. Norm. Supér. (4) 56, No. 5, 1565-1582 (2023). Reviewer: Hernando Burgos-Soto (Toronto) MSC: 60F05 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Contreras, Jesús; Rivero, Víctor Generalized scale functions for spectrally negative Lévy processes. (English) Zbl 1532.60093 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 645-663 (2023). MSC: 60G51 60J55 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Chen, Xia Exponential asymptotics for Brownian self-intersection local times under Dalang’s condition. (English) Zbl 1537.60039 Electron. J. Probab. 28, Paper No. 119, 17 p. (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 60G15 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Béthencourt, Loïc Stable limit theorems for additive functionals of one-dimensional diffusion processes. (English) Zbl 1530.60068 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 4, 1882-1906 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J60 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sznitman, Alain-Sol On bulk deviations for the local behavior of random interlacements. (Sur les déviations massives du comportement local des entrelacs aléatoires.) (English. French summary) Zbl 1531.60028 Ann. Sci. Éc. Norm. Supér. (4) 56, No. 3, 801-858 (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60K35 60J55 82B43 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zaeim, A.; Jafari, M.; Kafimoosavi, R. On some curvature functionals over homogeneous Siklos space-times. (English) Zbl 07780066 J. Linear Topol. Algebra 12, No. 2, 105-112 (2023). MSC: 58E11 53B30 53C30 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Zhuoshu Optimal stopping problems with a random time horizon. (Abstract of thesis). (English) Zbl 1523.60072 Bull. Aust. Math. Soc. 108, No. 2, 345-346 (2023). MSC: 60G40 35R35 45G10 60J65 60G51 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Fouché, Willem L.; Mukeru, Safari On local times of Martin-Löf random Brownian motion. (English) Zbl 07755518 Theor. Comput. Sci. 979, Article ID 114199, 15 p. (2023). MSC: 68Qxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Boufoussi, Brahim; Nachit, Yassine On Besov regularity and local time of the solution to the stochastic heat equation. (English) Zbl 1525.60043 Stochastics 95, No. 6, 1120-1145 (2023). MSC: 60G15 60G17 60H05 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Criens, David; Pfaffelhuber, Peter; Schmidt, Thorsten The martingale problem method revisited. (English) Zbl 1534.60069 Electron. J. Probab. 28, Paper No. 19, 46 p. (2023). MSC: 60H10 60G44 60B10 60J60 60J25 60H20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Yu, Qian; Chang, Qiangqiang; Shen, Guangjun Smoothness of higher order derivative of self-intersection local time for fractional Brownian motion. (English) Zbl 07706254 Commun. Stat., Theory Methods 52, No. 10, 3541-3556 (2023). MSC: 60G22 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Jaramillo, Arturo; Nourdin, Ivan; Nualart, David; Peccati, Giovanni Limit theorems for additive functionals of the fractional Brownian motion. (English) Zbl 07690056 Ann. Probab. 51, No. 3, 1066-1111 (2023). MSC: 62E17 60F05 60G22 60J55 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hambly, Ben; Koepernik, Peter Dimension results and local times for superdiffusions on fractals. (English) Zbl 1509.60147 Stochastic Processes Appl. 158, 377-417 (2023). MSC: 60J68 60J60 60J55 28A78 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Ding, Yujia; Peng, Qidi; Xiao, Yimin Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times. (English) Zbl 1516.60022 Bernoulli 29, No. 1, 785-814 (2023). MSC: 60G17 60G15 60G60 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Lu, Xiaoge; Wang, Peng; Wang, Xiaozhen On the geometry of hypersurfaces in \({\mathbb{S}}^2 \times{\mathbb{S}}^2 \). (English) Zbl 1505.53076 Result. Math. 78, No. 1, Paper No. 10, 18 p. (2023). MSC: 53C42 53B25 × Cite Format Result Cite Review PDF Full Text: DOI
Tissot-Daguette, Valentin Occupied Processes: Going with the Flow. arXiv:2311.07936 Preprint, arXiv:2311.07936 [math.PR] (2023). MSC: 60J55 60J25 60H30 60G40 91G20 × Cite Format Result Cite Full Text: arXiv OA License
Bhamidi, Shankar [Aldous, D. J.] A conversation with David J. Aldous. (English) Zbl 07612075 Stat. Sci. 37, No. 4, 607-624 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Carvalho, André On the dynamics of extensions of free-abelian times free groups endomorphisms to the completion. (English) Zbl 1512.20098 Proc. Edinb. Math. Soc., II. Ser. 65, No. 3, 705-735 (2022). MSC: 20E36 37C25 20K25 20E05 37B25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ernst, Philip A.; Peskir, Goran Quickest real-time detection of a Brownian coordinate drift. (English) Zbl 1499.60129 Ann. Appl. Probab. 32, No. 4, 2652-2670 (2022). MSC: 60G40 60J65 60H30 35J15 45G10 62C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berger, D.; Kühn, F.; Schilling, R. L. Lévy processes, generalized moments and uniform integrability. (English) Zbl 1520.60027 Probab. Math. Stat. 42, No. 1, 109-131 (2022). Reviewer: Jean-Jil Duchamps (Besançon) MSC: 60G51 60G44 60G40 26A12 26B35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gilat, David; Meilijson, Isaac; Sacerdote, Laura A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales. (English) Zbl 1507.60054 J. Theor. Probab. 35, No. 3, 1952-1955 (2022). MSC: 60G44 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Geng; Krupa, Sam G.; Vasseur, Alexis F. Uniqueness and weak-BV stability for \(2\times 2\) conservation laws. (English) Zbl 1505.35265 Arch. Ration. Mech. Anal. 246, No. 1, 299-332 (2022). Reviewer: Evgeniy Panov (Veliky Novgorod) MSC: 35L65 35A02 35B35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Gapeev, Pavel V.; Al Motairi, Hessah Discounted optimal stopping problems in first-passage time models with random thresholds. (English) Zbl 1517.60046 J. Appl. Probab. 59, No. 3, 714-733 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 60J65 60J60 35R35 91G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gapeev, Pavel V.; Li, Libo Perpetual American standard and lookback options with event risk and asymmetric information. (English) Zbl 1508.91559 SIAM J. Financ. Math. 13, No. 3, 773-801 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 91G20 60G40 35R35 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Gapeev, Pavel V. Discounted optimal stopping problems in continuous hidden Markov models. (English) Zbl 1503.60049 Stochastics 94, No. 3, 335-364 (2022). Reviewer: Yana Kinderknecht (Saarbrücken) MSC: 60G40 91G20 60J22 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.; Thijssen, Jacco J. J. Optimal double stopping problems for maxima and minima of geometric Brownian motions. (English) Zbl 1490.60097 Methodol. Comput. Appl. Probab. 24, No. 2, 789-813 (2022). MSC: 60G40 91G20 60J70 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gapeev, Pavel V. Perpetual American double lookback options on drawdowns and drawups with floating strikes. (English) Zbl 1489.91259 Methodol. Comput. Appl. Probab. 24, No. 2, 749-788 (2022). MSC: 91G20 60J60 91B70 60G40 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Hinz, Michael; Tölle, Jonas M.; Viitasaari, Lauri Sobolev regularity of occupation measures and paths, variability and compositions. (English) Zbl 1502.60049 Electron. J. Probab. 27, Paper No. 73, 29 p. (2022). MSC: 60G17 60G22 60G51 42B20 42B35 46E35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fachini, Ramon Faganello; Armentano, Vinícius Amaral; Toledo, Franklina Maria Bragion A granular local search matheuristic for a heterogeneous fleet vehicle routing problem with stochastic travel times. (English) Zbl 1514.90060 Netw. Spat. Econ. 22, No. 1, 33-64 (2022). MSC: 90B20 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Glover, Kristoffer Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach. (English) Zbl 1494.60042 Stochastic Processes Appl. 150, 919-937 (2022). MSC: 60G40 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tselishchev, A. Absence of local unconditional structure in spaces of smooth functions on two-dimensional torus. (English. Russian original) Zbl 1496.46017 J. Math. Sci., New York 261, No. 6, 832-843 (2022); translation from Zap. Nauchn. Semin. POMI 491, 153-172 (2020). Reviewer: Daniele Puglisi (Catania) MSC: 46E15 46B07 46B25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baadi, Brahim Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration. (English) Zbl 1492.60156 Random Oper. Stoch. Equ. 30, No. 2, 97-111 (2022). MSC: 60H10 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gapeev, Pavel V.; Li, Libo Optimal stopping problems for maxima and minima in models with asymmetric information. (English) Zbl 1497.60060 Stochastics 94, No. 4, 602-628 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 × Cite Format Result Cite Review PDF Full Text: DOI Link OA License
Yao, Zeke; Zhang, Xi; Hu, Zejun Hypersurfaces of the homogeneous nearly Kähler \(\mathbf{S}^3 \times \mathbf{S}^3\) with \(P\)-invariant holomorphic distributions. (English) Zbl 1493.53026 J. Geom. Anal. 32, No. 7, Paper No. 209, 16 p. (2022). MSC: 53B25 53B35 53C30 53C42 × Cite Format Result Cite Review PDF Full Text: DOI
Ichiba, Tomoyuki; Karatzas, Ioannis Degenerate competing three-particle systems. (English) Zbl 1489.60058 Bernoulli 28, No. 3, 2067-2094 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G20 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Liu, Yonghui; Mao, Chaoxuan; Leiva, Víctor; Liu, Shuangzhe; Silva Neto, Waldemiro A. Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic. (English) Zbl 07522685 J. Appl. Stat. 49, No. 5, 1323-1347 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Tajmouati, A.; Barki, F.; Baba, M. A. O. M. Local spectral theory for \(\alpha\)-times integrated semigroups. (English) Zbl 07501021 Rend. Circ. Mat. Palermo (2) 71, No. 1, 21-37 (2022). MSC: 47A11 47D62 47D06 × Cite Format Result Cite Review PDF Full Text: DOI
De Angelis, Tiziano Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon. (English) Zbl 1496.60037 Electron. J. Probab. 27, Paper No. 10, 41 p. (2022). MSC: 60G40 35R35 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Calmels, Dorothea An iterated local search procedure for the job sequencing and tool switching problem with non-identical parallel machines. (English) Zbl 1487.90276 Eur. J. Oper. Res. 297, No. 1, 66-85 (2022). MSC: 90B35 90B30 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Sakhanenko, Alexander; Foss, Sergey On representations and simulation of conditioned random walks on integer lattices. (English) Zbl 1493.60079 Sib. Èlektron. Mat. Izv. 18, No. 2, 1556-1571 (2021). MSC: 60G50 60K37 × Cite Format Result Cite Review PDF Full Text: DOI
Kassel, Adrien; Lévy, Thierry Covariant Symanzik identities. (English) Zbl 1483.60112 Probab. Math. Phys. 2, No. 3, 419-475 (2021). MSC: 60J55 60J57 81T25 82B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
An, Il Ju; Ko, Eungil; Lee, Ji Eun On local spectral properties of operator matrices. (English) Zbl 1495.47009 J. Inequal. Appl. 2021, Paper No. 164, 13 p. (2021). MSC: 47A08 47A11 47A15 47A53 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N. Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. (English) Zbl 1497.60059 Adv. Appl. Probab. 53, No. 1, 189-219 (2021). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 60J65 60J27 35R35 × Cite Format Result Cite Review PDF Full Text: DOI Link
Eisenbaum, Nathalie Some percolations involving the Gaussian free fields. (English) Zbl 1478.60260 Electron. Commun. Probab. 26, Paper No. 11, 8 p. (2021). MSC: 60K35 82B43 60J55 60G15 60J10 × Cite Format Result Cite Review PDF Full Text: DOI
Gapeev, Pavel V.; Rodosthenous, Neofytos Optimal stopping games in models with various information flows. (English) Zbl 1490.60098 Stochastic Anal. Appl. 39, No. 6, 1050-1094 (2021). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 34K10 60J60 60J27 62M20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ma, Jingtang; Yang, Wensheng; Cui, Zhenyu CTMC integral equation method for American options under stochastic local volatility models. (English) Zbl 1475.91401 J. Econ. Dyn. Control 128, Article ID 104145, 21 p. (2021). MSC: 91G60 65R20 91G20 60G40 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Djorić, Miloš Hypersurfaces of the homogeneous nearly Kähler \(\mathbb{S}^3\times \mathbb{S}^3\) whose normal vector field is \(\mathcal{P}\)-principal. (English) Zbl 1481.53024 Mediterr. J. Math. 18, No. 6, Paper No. 251, 20 p. (2021). MSC: 53B25 53C15 × Cite Format Result Cite Review PDF Full Text: DOI
Treszczotko, Łukasz Self-similar stochastic processes with stationary increments as limits of particle systems. (English) Zbl 1471.60050 Stochastic Anal. Appl. 39, No. 4, 728-771 (2021). MSC: 60G18 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Foss, Sergey; Sakhanenko, Alexander Structural properties of conditioned random walks on integer lattices with random local constraints. (English) Zbl 1469.60359 Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 407-438 (2021). MSC: 60K37 60K15 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Altman, Henri Elad Bessel SPDEs with general Dirichlet boundary conditions. (English) Zbl 1473.60091 Electron. J. Probab. 26, Paper No. 76, 36 p. (2021). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60H17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Peretz, Tal Moderate deviations for the self-normalized random walk in random scenery. (English) Zbl 1478.60101 Electron. J. Probab. 26, Paper No. 42, 16 p. (2021). MSC: 60F10 60G50 60K37 05C81 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chaubey, Sudhakar K.; De, Uday Chand; Siddiqi, M. Danish Characterization of Lorentzian manifolds with a semi-symmetric linear connection. (English) Zbl 1468.53017 J. Geom. Phys. 166, Article ID 104269, 11 p. (2021). MSC: 53B30 53B50 53C15 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Zejun; Moruz, Marilena; Vrancken, Luc; Yao, Zeke On the nonexistence and rigidity for hypersurfaces of the homogeneous nearly Kähler \(\mathbb{S}^3\times\mathbb{S}^3\). (English) Zbl 1466.53021 Differ. Geom. Appl. 75, Article ID 101717, 22 p. (2021). MSC: 53B25 53B35 53C24 53C42 × Cite Format Result Cite Review PDF Full Text: DOI
Shashiashvili, Malkhaz; Dochviri, Besarion; Lominashvili, Giorgi A note on the nonlinear Volterra integral equation for the early exercise boundary. (English) Zbl 1473.91024 Georgian Math. J. 28, No. 2, 305-311 (2021). MSC: 91G20 45D05 60G40 91G80 × Cite Format Result Cite Review PDF Full Text: DOI
Feng, Xinwei; Shao, Qi-Man; Zeitouni, Ofer Self-normalized moderate deviations for random walk in random scenery. (English) Zbl 1469.60086 J. Theor. Probab. 34, No. 1, 103-124 (2021). MSC: 60F10 60G50 60K37 × Cite Format Result Cite Review PDF Full Text: DOI
Djurdjević, Nataša Some classes of CR submanifolds with an umbilical section of the nearly Kähler \(\mathbb{S}^3\times\mathbb{S}^3\). (English) Zbl 1456.53019 J. Geom. Phys. 160, Article ID 104002, 14 p. (2021). MSC: 53B35 53C15 32V30 53C42 × Cite Format Result Cite Review PDF Full Text: DOI
Djorić, Miloš; Djorić, Mirjana; Moruz, Marilena Real hypersurfaces of the homogeneous nearly Kähler \(\mathbb{S}^3\times\mathbb{S}^3\) with \(\mathcal{P}\)-isotropic normal. (English) Zbl 1456.53015 J. Geom. Phys. 160, Article ID 103945, 14 p. (2021). MSC: 53B25 53C15 × Cite Format Result Cite Review PDF Full Text: DOI
Daw, Lara A uniform result for the dimension of fractional Brownian motion level sets. (English) Zbl 1455.60061 Stat. Probab. Lett. 169, Article ID 108984, 10 p. (2021). MSC: 60G22 28A80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ayache, Antoine; Shieh, Narn-Rueih; Xiao, Yimin Wavelet series representation and geometric properties of harmonizable fractional stable sheets. (English) Zbl 1490.60126 Stochastics 92, No. 1, 1-23 (2020). MSC: 60G60 60G17 60G15 60G18 42C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ni, Wenqing; Chen, Zhenlong Local nondeterminism and joint continuity of the local times for operator-scaling stable random fields. (Chinese. English summary) Zbl 1499.60268 Sci. Sin., Math. 50, No. 2, 301-316 (2020). MSC: 60J55 60G52 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Ernst, P. A.; Peskir, Goran; Zhou, Q. Optimal real-time detection of a drifting Brownian coordinate. (English) Zbl 1476.60078 Ann. Appl. Probab. 30, No. 3, 1032-1065 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60J65 60H30 35J15 45G10 62C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Gapeev, Pavel V. Optimal stopping problems for running minima with positive discounting rates. (English) Zbl 1464.60036 Stat. Probab. Lett. 167, Article ID 108899, 12 p. (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 60J65 91G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Fournier, Nicolas; Tardif, Camille Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations. (English) Zbl 1456.60276 Ann. Probab. 48, No. 5, 2359-2403 (2020). MSC: 60K50 60J60 35Q84 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Guo, Jia-Hau; Chang, Lung-Fu A generalization of option pricing to price-limit markets. (English) Zbl 1451.91197 Rev. Deriv. Res. 23, No. 2, 145-161 (2020). MSC: 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Gapeev, Pavel V. On the problems of sequential statistical inference for Wiener processes with delayed observations. (English) Zbl 1452.62597 Stat. Pap. 61, No. 4, 1529-1544 (2020). MSC: 62L10 62L15 62G10 60G40 60J60 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Asymont, Inna M.; Korshunov, Dmitry Strong law of large numbers for a function of the local times of a transient random walk in \({\mathbb{Z}}^d\). (English) Zbl 1469.60133 J. Theor. Probab. 33, No. 4, 2315-2336 (2020). MSC: 60G50 60J55 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Park, Hyunchul; Xiao, Yimin; Yang, Xiaochuan Uniform dimension results for the inverse images of symmetric Lévy processes. (English) Zbl 1459.60180 J. Theor. Probab. 33, No. 4, 2213-2232 (2020). MSC: 60J74 60J55 60G52 60G17 28A80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Szirmai, Jenö Interior angle sums of geodesic triangles in \(\mathbf S^2\times \mathbf R\) and \(\mathbf H^2 \times \mathbf R\) geometries. (English) Zbl 1451.53024 Bul. Acad. Ştiinţe Repub. Mold., Mat. 2020, No. 2(93), 44-61 (2020). MSC: 53A20 53A35 52C35 53B20 57K35 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Gutierrez-Pavón, Jonathan; Pacheco, Carlos G. A density for the local time of the Brox diffusion. (English) Zbl 1460.60089 Stat. Probab. Lett. 163, Article ID 108791, 4 p. (2020). MSC: 60J60 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Haydn, N.; Yang, Fan Local escape rates for \(\phi\)-mixing dynamical systems. (English) Zbl 1453.37004 Ergodic Theory Dyn. Syst. 40, No. 10, 2854-2880 (2020). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 37A25 37A05 37C25 37B02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Belarbi, Lakehal Ricci solitons of the \(\mathbb{H}^2 \times \mathbb{R}\) Lie group. (English) Zbl 1447.53042 Electron. Res. Arch. 28, No. 1, 157-163 (2020). MSC: 53C25 53C50 53B30 53C30 × Cite Format Result Cite Review PDF Full Text: DOI
Jego, Antoine Planar Brownian motion and Gaussian multiplicative chaos. (English) Zbl 1508.60089 Ann. Probab. 48, No. 4, 1597-1643 (2020). MSC: 60J65 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Nunes, João Pedro Vidal; Dias, José Carlos; Ruas, João Pedro The early exercise boundary under the jump to default extended CEV model. (English) Zbl 1439.35510 Appl. Math. Optim. 82, No. 1, 151-181 (2020). MSC: 35R09 60G40 60J55 60J60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bock, Wolfgang; da Silva, Jose Luis; Suryawan, Herry Pribawanto Self-intersection local times for multifractional Brownian motion in higher dimensions: a white noise approach. (English) Zbl 1461.60061 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 1, Article ID 2050007, 18 p. (2020). MSC: 60H40 60G22 60G18 × Cite Format Result Cite Review PDF Full Text: DOI
Gobet, Emmanuel; Stazhynski, Uladzislau Parametric inference for diffusions observed at stopping times. (English) Zbl 1441.62235 Electron. J. Stat. 14, No. 1, 2098-2122 (2020). MSC: 62M10 62L15 62F03 60F05 60J60 60G40 62F12 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Nilssen, Torstein Rough linear PDE’s with discontinuous coefficients – existence of solutions via regularization by fractional Brownian motion. (English) Zbl 1441.60048 Electron. J. Probab. 25, Paper No. 34, 33 p. (2020). MSC: 60H15 60H10 60G22 60H05 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Hu, Zejun; Yao, Zeke On Hopf hypersurfaces of the homogeneous nearly Kähler \(S^3 \times S^3\). (English) Zbl 1459.53029 Ann. Mat. Pura Appl. (4) 199, No. 3, 1147-1170 (2020). Reviewer: Gabriel Teodor Pripoae (Bucureşti) MSC: 53B25 53B35 53C30 53C42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Erhard, D.; Franco, T.; Gonçalves, P.; Neumann, A.; Tavares, M. Non-equilibrium fluctuations for the SSEP with a slow bond. (English. French summary) Zbl 1434.60286 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1099-1128 (2020). MSC: 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
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 × Cite Format Result Cite Review PDF Full Text: DOI Link
Shen, Guang-jun; Yu, Qian; Li, Yun-meng Local times of linear multifractional stable sheets. (English) Zbl 1449.60090 Appl. Math., Ser. B (Engl. Ed.) 35, No. 1, 1-15 (2020). MSC: 60G52 60G17 60G18 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Domingo, Dario; d’Onofrio, Alberto; Flandoli, Franco Properties of bounded stochastic processes employed in biophysics. (English) Zbl 1457.60107 Stochastic Anal. Appl. 38, No. 2, 277-306 (2020). MSC: 60H30 92C05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kalbasi, Kamran; Mountford, Thomas On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments. (English) Zbl 1466.60103 Bernoulli 26, No. 2, 1504-1534 (2020). MSC: 60G60 60G15 60G18 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Ibáñez, Alfredo; Velasco, Carlos Recursive lower and dual upper bounds for Bermudan-style options. (English) Zbl 1431.91397 Eur. J. Oper. Res. 280, No. 2, 730-740 (2020). MSC: 91G20 60G40 × Cite Format Result Cite Review PDF Full Text: DOI Link
Tylyshchak, O. A.; Tsimbolynets’, R. F. Irreducibility of the one \(8\times 8\)-matrix over local rings of greater than 2 length. (Ukrainian. English summary) Zbl 07909314 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 35, No. 2, 82-96 (2019). MSC: 15A21 15B33 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Wensheng Continuity moduli and non-differentiability moduli for bifractional Brownian motion. (Chinese. English summary) Zbl 1499.60124 Sci. Sin., Math. 49, No. 9, 1209-1224 (2019). MSC: 60G22 60G15 60G18 × Cite Format Result Cite Review PDF Full Text: DOI