Ji, Lina; Xiong, Jie Superprocesses for the population of rabbits on grassland. (English. Russian original) Zbl 07517607 Proc. Steklov Inst. Math. 316, No. 1, 195-208 (2022); translation from Tr. Mat. Inst. Steklova 316, 207-221 (2022). MSC: 35Q92 60-XX PDF BibTeX XML Cite \textit{L. Ji} and \textit{J. Xiong}, Proc. Steklov Inst. Math. 316, No. 1, 195--208 (2022; Zbl 07517607); translation from Tr. Mat. Inst. Steklova 316, 207--221 (2022) Full Text: DOI OpenURL
Abdulle, Assyr; Pavliotis, Grigorios A.; Zanoni, Andrea Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions. (English) Zbl 07511146 Stat. Comput. 32, No. 2, Paper No. 34, 33 p. (2022). MSC: 62-08 62M05 60H10 60J60 62M10 65C30 PDF BibTeX XML Cite \textit{A. Abdulle} et al., Stat. Comput. 32, No. 2, Paper No. 34, 33 p. (2022; Zbl 07511146) Full Text: DOI OpenURL
Ling, Chengcheng; Zhao, Guohuan Nonlocal elliptic equation in Hölder space and the martingale problem. (English) Zbl 07471762 J. Differ. Equations 314, 653-699 (2022). MSC: 60H10 35R09 60G51 PDF BibTeX XML Cite \textit{C. Ling} and \textit{G. Zhao}, J. Differ. Equations 314, 653--699 (2022; Zbl 07471762) Full Text: DOI arXiv OpenURL
De Raynal, Paul-Éric Chaudru; Menozzi, Stéphane Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result. (English) Zbl 07453311 Trans. Am. Math. Soc. 375, No. 1, 1-45 (2022). MSC: 60H10 34F05 60H30 PDF BibTeX XML Cite \textit{P.-É. C. De Raynal} and \textit{S. Menozzi}, Trans. Am. Math. Soc. 375, No. 1, 1--45 (2022; Zbl 07453311) Full Text: DOI arXiv OpenURL
Fei, Chen; Fei, Weiyin; Zhang, Fanhong; Yang, Xiaoguang Agent’s optimal compensation under inflation risk by using dynamic contract model. (English) Zbl 07502190 J. Syst. Sci. Complex. 34, No. 6, 2291-2309 (2021). MSC: 91B43 91B41 PDF BibTeX XML Cite \textit{C. Fei} et al., J. Syst. Sci. Complex. 34, No. 6, 2291--2309 (2021; Zbl 07502190) Full Text: DOI OpenURL
Chen, Xin; Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Quenched invariance principle for long range random walks in balanced random environments. (English) Zbl 07481285 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2243-2267 (2021). MSC: 60K37 60G50 35K10 35R09 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2243--2267 (2021; Zbl 07481285) Full Text: DOI arXiv OpenURL
Campi, Luciano; Ghio, Maddalena; Livieri, Giulia \(N\)-player games and mean-field games with smooth dependence on past absorptions. (English) Zbl 1481.91022 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1901-1939 (2021). MSC: 91A16 91A06 93E20 60K35 PDF BibTeX XML Cite \textit{L. Campi} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1901--1939 (2021; Zbl 1481.91022) Full Text: DOI arXiv OpenURL
Dumitrescu, Roxana; Leutscher, Marcos; Tankov, Peter Control and optimal stopping mean field games: a linear programming approach. (English) Zbl 1483.91032 Electron. J. Probab. 26, Paper No. 157, 49 p. (2021). MSC: 91A16 91A55 60G40 90C05 PDF BibTeX XML Cite \textit{R. Dumitrescu} et al., Electron. J. Probab. 26, Paper No. 157, 49 p. (2021; Zbl 1483.91032) Full Text: DOI arXiv OpenURL
Jaber, Eduardo Abi; Cuchiero, Christa; Larsson, Martin; Pulido, Sergio A weak solution theory for stochastic Volterra equations of convolution type. (English) Zbl 07473107 Ann. Appl. Probab. 31, No. 6, 2924-2952 (2021). MSC: 60H20 60H05 60G22 60G17 PDF BibTeX XML Cite \textit{E. A. Jaber} et al., Ann. Appl. Probab. 31, No. 6, 2924--2952 (2021; Zbl 07473107) Full Text: DOI arXiv OpenURL
Krylov, N. V. On strong solutions of Itô’s equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\). (English) Zbl 07467492 Ann. Probab. 49, No. 6, 3142-3167 (2021). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{N. V. Krylov}, Ann. Probab. 49, No. 6, 3142--3167 (2021; Zbl 07467492) Full Text: DOI arXiv OpenURL
Chen, Xin; Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Periodic homogenization of nonsymmetric Lévy-type processes. (English) Zbl 07467486 Ann. Probab. 49, No. 6, 2874-2921 (2021). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G51 60J25 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Probab. 49, No. 6, 2874--2921 (2021; Zbl 07467486) Full Text: DOI arXiv OpenURL
Criens, David A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations. (English) Zbl 07453009 Electron. Commun. Probab. 26, Paper No. 18, 10 p. (2021). MSC: 60G51 60H05 60H10 PDF BibTeX XML Cite \textit{D. Criens}, Electron. Commun. Probab. 26, Paper No. 18, 10 p. (2021; Zbl 07453009) Full Text: DOI arXiv OpenURL
Barrasso, Adrien; Russo, Francesco Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples. (English) Zbl 07374930 J. Theor. Probab. 34, No. 3, 1110-1148 (2021). MSC: 60H10 60H30 35S05 60J35 60J60 PDF BibTeX XML Cite \textit{A. Barrasso} and \textit{F. Russo}, J. Theor. Probab. 34, No. 3, 1110--1148 (2021; Zbl 07374930) Full Text: DOI arXiv OpenURL
Erny, Xavier; Löcherbach, Eva; Loukianova, Dasha Conditional propagation of chaos for mean field systems of interacting neurons. (English) Zbl 1480.60081 Electron. J. Probab. 26, Paper No. 20, 25 p. (2021). MSC: 60G09 60G55 60J76 60K35 PDF BibTeX XML Cite \textit{X. Erny} et al., Electron. J. Probab. 26, Paper No. 20, 25 p. (2021; Zbl 1480.60081) Full Text: DOI arXiv OpenURL
Fayvisovich, Roman; Žitković, Gordan A framework for the dynamic programming principle and martingale-generated control correspondences. (English) Zbl 1467.93327 Appl. Math. Optim. 83, No. 3, 1311-1352 (2021). MSC: 93E20 90C39 60G44 PDF BibTeX XML Cite \textit{R. Fayvisovich} and \textit{G. Žitković}, Appl. Math. Optim. 83, No. 3, 1311--1352 (2021; Zbl 1467.93327) Full Text: DOI arXiv OpenURL
Ghoussoub, Nassif; Kim, Young-Heon; Palmer, Aaron Zeff A solution to the Monge transport problem for Brownian martingales. (English) Zbl 1475.49056 Ann. Probab. 49, No. 2, 877-907 (2021). Reviewer: Wojciech Górny (Warszawa) MSC: 49Q22 60J65 49N15 PDF BibTeX XML Cite \textit{N. Ghoussoub} et al., Ann. Probab. 49, No. 2, 877--907 (2021; Zbl 1475.49056) Full Text: DOI arXiv OpenURL
Jeon, Junkee Finite horizon portfolio selection problems with stochastic borrowing constraints. (English) Zbl 1474.91177 J. Ind. Manag. Optim. 17, No. 2, 733-763 (2021). MSC: 91G10 60G44 60G40 PDF BibTeX XML Cite \textit{J. Jeon}, J. Ind. Manag. Optim. 17, No. 2, 733--763 (2021; Zbl 1474.91177) Full Text: DOI OpenURL
Jin, Peng Uniqueness in law for stable-like processes of variable order. (English) Zbl 1483.60121 J. Theor. Probab. 34, No. 2, 522-552 (2021). MSC: 60J76 60G52 PDF BibTeX XML Cite \textit{P. Jin}, J. Theor. Probab. 34, No. 2, 522--552 (2021; Zbl 1483.60121) Full Text: DOI arXiv OpenURL
Bogachev, Vladimir I.; Röckner, Michael; Shaposhnikov, Stanislav V. On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations. (English) Zbl 1474.60185 J. Dyn. Differ. Equations 33, No. 2, 715-739 (2021). MSC: 60J60 35Q84 PDF BibTeX XML Cite \textit{V. I. Bogachev} et al., J. Dyn. Differ. Equations 33, No. 2, 715--739 (2021; Zbl 1474.60185) Full Text: DOI arXiv OpenURL
Wang, Jie Ming Heat kernel estimates for non-symmetric finite range jump processes. (English) Zbl 1480.60222 Acta Math. Sin., Engl. Ser. 37, No. 2, 229-248 (2021). MSC: 60J35 47G20 60J76 47D07 PDF BibTeX XML Cite \textit{J. M. Wang}, Acta Math. Sin., Engl. Ser. 37, No. 2, 229--248 (2021; Zbl 1480.60222) Full Text: DOI OpenURL
Jeon, Junkee; Kang, Myungjoo; Shin, Yong Hyun Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints. (English) Zbl 1461.91275 Japan J. Ind. Appl. Math. 38, No. 1, 353-377 (2021). MSC: 91G10 91G80 35Q91 PDF BibTeX XML Cite \textit{J. Jeon} et al., Japan J. Ind. Appl. Math. 38, No. 1, 353--377 (2021; Zbl 1461.91275) Full Text: DOI OpenURL
Rehmeier, Marco Existence of flows for linear Fokker-Planck-Kolmogorov equations and its connection to well-posedness. (English) Zbl 1470.60224 J. Evol. Equ. 21, No. 1, 17-31 (2021). MSC: 60J60 35Q84 PDF BibTeX XML Cite \textit{M. Rehmeier}, J. Evol. Equ. 21, No. 1, 17--31 (2021; Zbl 1470.60224) Full Text: DOI arXiv OpenURL
Xi, Fubao; Zhu, Chao; Wu, Fuke On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching. (English) Zbl 1476.60142 J. Differ. Equations 286, 856-891 (2021). MSC: 60J60 60J27 37A25 37A50 37H10 60F10 PDF BibTeX XML Cite \textit{F. Xi} et al., J. Differ. Equations 286, 856--891 (2021; Zbl 1476.60142) Full Text: DOI arXiv OpenURL
Frikha, Noufel; Konakov, Valentin; Menozzi, Stéphane Well-posedness of some non-linear stable driven SDEs. (English) Zbl 1477.60086 Discrete Contin. Dyn. Syst. 41, No. 2, 849-898 (2021). MSC: 60H10 60G46 60H30 35R09 PDF BibTeX XML Cite \textit{N. Frikha} et al., Discrete Contin. Dyn. Syst. 41, No. 2, 849--898 (2021; Zbl 1477.60086) Full Text: DOI arXiv OpenURL
Barrasso, Adrien; Russo, Francesco Martingale driven BSDEs, PDEs and other related deterministic problems. (English) Zbl 1469.60217 Stochastic Processes Appl. 133, 193-228 (2021). MSC: 60H30 60H10 35S05 60J35 60J60 PDF BibTeX XML Cite \textit{A. Barrasso} and \textit{F. Russo}, Stochastic Processes Appl. 133, 193--228 (2021; Zbl 1469.60217) Full Text: DOI arXiv HAL OpenURL
Gradinaru, Mihai; Haugomat, Tristan Locally Feller processes and martingale local problems. (English) Zbl 1466.60148 Stochastic Processes Appl. 133, 129-165 (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J25 60G44 60J35 60B10 47D07 PDF BibTeX XML Cite \textit{M. Gradinaru} and \textit{T. Haugomat}, Stochastic Processes Appl. 133, 129--165 (2021; Zbl 1466.60148) Full Text: DOI arXiv OpenURL
Gushchin, A. A. The joint law of a max-continuous local submartingale and its maximum. (English. Russian original) Zbl 1469.60128 Theory Probab. Appl. 65, No. 4, 545-557 (2021); translation from Teor. Veroyatn. Primen. 65, No. 4, 693-709 (2020). MSC: 60G44 60G70 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Theory Probab. Appl. 65, No. 4, 545--557 (2021; Zbl 1469.60128); translation from Teor. Veroyatn. Primen. 65, No. 4, 693--709 (2020) Full Text: DOI OpenURL
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. (English) Zbl 1456.35198 J. Theor. Probab. 34, No. 1, 173-205 (2021). MSC: 35Q84 60J76 60J25 35A01 35A02 PDF BibTeX XML Cite \textit{L. Döring} et al., J. Theor. Probab. 34, No. 1, 173--205 (2021; Zbl 1456.35198) Full Text: DOI arXiv OpenURL
Li, Chunhong; Liu, Sanxing Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients. (English) Zbl 07513067 AIMS Math. 5, No. 4, 3612-3633 (2020). MSC: 60J27 PDF BibTeX XML Cite \textit{C. Li} and \textit{S. Liu}, AIMS Math. 5, No. 4, 3612--3633 (2020; Zbl 07513067) Full Text: DOI OpenURL
Larsson, Martin; Svaluto-Ferro, Sara Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces. (English) Zbl 1470.60135 Electron. J. Probab. 25, Paper No. 159, 25 p. (2020). MSC: 60G57 60J60 60J76 PDF BibTeX XML Cite \textit{M. Larsson} and \textit{S. Svaluto-Ferro}, Electron. J. Probab. 25, Paper No. 159, 25 p. (2020; Zbl 1470.60135) Full Text: DOI arXiv OpenURL
Beznea, Lucian; Cîmpean, Iulian; Röckner, Michael A natural extension of Markov processes and applications to singular SDEs. (English. French summary) Zbl 1465.60056 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 4, 2480-2506 (2020). MSC: 60H15 60H10 60J45 60J35 60J40 60J57 31C25 47D07 35R60 60J25 PDF BibTeX XML Cite \textit{L. Beznea} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 4, 2480--2506 (2020; Zbl 1465.60056) Full Text: DOI arXiv Euclid OpenURL
Benazzoli, Chiara; Campi, Luciano; Di Persio, Luca Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model. (English) Zbl 1458.91029 Stochastic Processes Appl. 130, No. 11, 6927-6964 (2020). MSC: 91A16 91A80 91G45 PDF BibTeX XML Cite \textit{C. Benazzoli} et al., Stochastic Processes Appl. 130, No. 11, 6927--6964 (2020; Zbl 1458.91029) Full Text: DOI arXiv OpenURL
Dalessandro, Antonio; Peters, Gareth W. Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas. (English) Zbl 07297550 Methodol. Comput. Appl. Probab. 22, No. 3, 1089-1124 (2020). MSC: 47N30 60B15 46N30 62G32 62H86 PDF BibTeX XML Cite \textit{A. Dalessandro} and \textit{G. W. Peters}, Methodol. Comput. Appl. Probab. 22, No. 3, 1089--1124 (2020; Zbl 07297550) Full Text: DOI OpenURL
Komorowski, Tomasz; Bobrowski, Adam A quantitative Hopf-type maximum principle for subsolutions of elliptic PDEs. (English) Zbl 1455.35033 Discrete Contin. Dyn. Syst., Ser. S 13, No. 12, 3495-3502 (2020). MSC: 35B50 35A23 35A09 35J25 PDF BibTeX XML Cite \textit{T. Komorowski} and \textit{A. Bobrowski}, Discrete Contin. Dyn. Syst., Ser. S 13, No. 12, 3495--3502 (2020; Zbl 1455.35033) Full Text: DOI OpenURL
Löhr, Wolfgang; Mytnik, Leonid; Winter, Anita The Aldous chain on cladograms in the diffusion limit. (English) Zbl 1452.60045 Ann. Probab. 48, No. 5, 2565-2590 (2020). MSC: 60J25 60J80 60J60 PDF BibTeX XML Cite \textit{W. Löhr} et al., Ann. Probab. 48, No. 5, 2565--2590 (2020; Zbl 1452.60045) Full Text: DOI arXiv Euclid OpenURL
Li, Zenghu Continuous-state branching processes with immigration. (English) Zbl 1453.60145 Jiao, Ying (ed.), From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 – June 9, 2017. Singapore: Springer. Math. Lect. Peking Univ., 1-69 (2020). MSC: 60J80 60J85 60H10 60H20 PDF BibTeX XML Cite \textit{Z. Li}, in: From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 -- June 9, 2017. Singapore: Springer. 1--69 (2020; Zbl 1453.60145) Full Text: DOI arXiv OpenURL
Bandini, Elena; Russo, Francesco The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures. (English) Zbl 1456.60224 Stoch. Dyn. 20, No. 6, Article ID 2040011, 27 p. (2020). MSC: 60J76 60G57 60H30 PDF BibTeX XML Cite \textit{E. Bandini} and \textit{F. Russo}, Stoch. Dyn. 20, No. 6, Article ID 2040011, 27 p. (2020; Zbl 1456.60224) Full Text: DOI arXiv OpenURL
Gubinelli, M.; Turra, M. Hyperviscous stochastic Navier-Stokes equations with white noise invariant measure. (English) Zbl 1448.60138 Stoch. Dyn. 20, No. 6, Article ID 2040005, 39 p. (2020). Reviewer: Piotr Biler (Wrocław) MSC: 60H15 35Q30 60H40 35R60 PDF BibTeX XML Cite \textit{M. Gubinelli} and \textit{M. Turra}, Stoch. Dyn. 20, No. 6, Article ID 2040005, 39 p. (2020; Zbl 1448.60138) Full Text: DOI arXiv OpenURL
Chaudru de Raynal, Paul-Éric; Menozzi, Stéphane; Priola, Enrico Weak well-posedness of multidimensional stable driven SDEs in the critical case. (English) Zbl 1456.60143 Stoch. Dyn. 20, No. 6, Article ID 2040004, 20 p. (2020). MSC: 60H10 60H30 35B30 PDF BibTeX XML Cite \textit{P.-É. Chaudru de Raynal} et al., Stoch. Dyn. 20, No. 6, Article ID 2040004, 20 p. (2020; Zbl 1456.60143) Full Text: DOI arXiv OpenURL
Röckner, Michael; Xie, Longjie; Zhang, Xicheng Superposition principle for non-local Fokker-Planck-Kolmogorov operators. (English) Zbl 1469.60196 Probab. Theory Relat. Fields 178, No. 3-4, 699-733 (2020). MSC: 60H10 60J76 35Q84 PDF BibTeX XML Cite \textit{M. Röckner} et al., Probab. Theory Relat. Fields 178, No. 3--4, 699--733 (2020; Zbl 1469.60196) Full Text: DOI arXiv OpenURL
Kallsen, Jan; Krühner, Paul On uniqueness of solutions to martingale problems – counterexamples and sufficient criteria. (English) Zbl 07252727 Electron. J. Probab. 25, Paper No. 95, 33 p. (2020). MSC: 47G30 60J35 60J75 PDF BibTeX XML Cite \textit{J. Kallsen} and \textit{P. Krühner}, Electron. J. Probab. 25, Paper No. 95, 33 p. (2020; Zbl 07252727) Full Text: DOI arXiv Euclid OpenURL
Cabezas-Rivas, Esther; Haslhofer, Robert Brownian motion on Perelman’s almost Ricci-flat manifold. (English) Zbl 07225386 J. Reine Angew. Math. 764, 217-239 (2020). MSC: 53E20 35K55 58J65 PDF BibTeX XML Cite \textit{E. Cabezas-Rivas} and \textit{R. Haslhofer}, J. Reine Angew. Math. 764, 217--239 (2020; Zbl 07225386) Full Text: DOI arXiv OpenURL
Barrasso, Adrien; Russo, Francesco Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales. (English) Zbl 1453.60114 Potential Anal. 53, No. 2, 449-481 (2020). MSC: 60H15 60G44 60H10 PDF BibTeX XML Cite \textit{A. Barrasso} and \textit{F. Russo}, Potential Anal. 53, No. 2, 449--481 (2020; Zbl 1453.60114) Full Text: DOI arXiv OpenURL
Kühn, Franziska Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators. (English) Zbl 1448.60162 Electron. J. Probab. 25, Paper No. 16, 26 p. (2020). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J35 60J25 60H10 60J76 45K05 35S05 60G51 PDF BibTeX XML Cite \textit{F. Kühn}, Electron. J. Probab. 25, Paper No. 16, 26 p. (2020; Zbl 1448.60162) Full Text: DOI arXiv Euclid OpenURL
Criens, David Limit theorems for cylindrical martingale problems associated with Lévy generators. (English) Zbl 1434.60193 J. Theor. Probab. 33, No. 2, 866-905 (2020). MSC: 60J25 60F05 60H15 PDF BibTeX XML Cite \textit{D. Criens}, J. Theor. Probab. 33, No. 2, 866--905 (2020; Zbl 1434.60193) Full Text: DOI arXiv OpenURL
Burzoni, Matteo; Šikić, Mario Robust martingale selection problem and its connections to the no-arbitrage theory. (English) Zbl 07200957 Math. Finance 30, No. 1, 260-286 (2020). MSC: 91Gxx PDF BibTeX XML Cite \textit{M. Burzoni} and \textit{M. Šikić}, Math. Finance 30, No. 1, 260--286 (2020; Zbl 07200957) Full Text: DOI arXiv OpenURL
Frikha, Noufel; Li, Libo Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals. (English. French summary) Zbl 1451.35073 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1002-1040 (2020). Reviewer: Vincenzo Vespri (Firenze) MSC: 35K65 60H10 60G46 60H30 PDF BibTeX XML Cite \textit{N. Frikha} and \textit{L. Li}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1002--1040 (2020; Zbl 1451.35073) Full Text: DOI arXiv Euclid OpenURL
Criens, David Lyapunov criteria for the Feller-Dynkin property of martingale problems. (English) Zbl 1434.60192 Stochastic Processes Appl. 130, No. 5, 2693-2736 (2020). MSC: 60J25 60G44 60H10 PDF BibTeX XML Cite \textit{D. Criens}, Stochastic Processes Appl. 130, No. 5, 2693--2736 (2020; Zbl 1434.60192) Full Text: DOI arXiv OpenURL
Chen, Xian; Jia, Chen Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks. (English) Zbl 1431.60083 J. Math. Biol. 80, No. 4, 959-994 (2020). MSC: 60J25 60J27 60J28 60G44 92C40 92C42 92C45 92B05 PDF BibTeX XML Cite \textit{X. Chen} and \textit{C. Jia}, J. Math. Biol. 80, No. 4, 959--994 (2020; Zbl 1431.60083) Full Text: DOI arXiv OpenURL
Chaker, Jamil The martingale problem for a class of nonlocal operators of diagonal type. (English) Zbl 1444.60049 Math. Nachr. 292, No. 11, 2316-2337 (2019). MSC: 60H10 47G20 60G46 60G52 60J74 PDF BibTeX XML Cite \textit{J. Chaker}, Math. Nachr. 292, No. 11, 2316--2337 (2019; Zbl 1444.60049) Full Text: DOI arXiv OpenURL
Beltrán, J.; Chavez, E.; Landim, C. From coalescing random walks on a torus to Kingman’s coalescent. (English) Zbl 1427.82022 J. Stat. Phys. 177, No. 6, 1172-1206 (2019). MSC: 82C22 60K35 60J27 PDF BibTeX XML Cite \textit{J. Beltrán} et al., J. Stat. Phys. 177, No. 6, 1172--1206 (2019; Zbl 1427.82022) Full Text: DOI arXiv OpenURL
Choi, Won On the representation of probability vector with special diffusion operator using the mutation and gene conversion rate. (English) Zbl 1428.92078 Korean J. Math. 27, No. 1, 1-8 (2019). MSC: 92D10 60H30 60G44 PDF BibTeX XML Cite \textit{W. Choi}, Korean J. Math. 27, No. 1, 1--8 (2019; Zbl 1428.92078) Full Text: DOI Link OpenURL
Kareev, I. A.; Zaikin, A. A. Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model. (English) Zbl 1442.62182 Lobachevskii J. Math. 40, No. 8, 1178-1185 (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L10 62F07 62F15 60G44 PDF BibTeX XML Cite \textit{I. A. Kareev} and \textit{A. A. Zaikin}, Lobachevskii J. Math. 40, No. 8, 1178--1185 (2019; Zbl 1442.62182) Full Text: DOI OpenURL
Jeon, Junkee; Koo, Hyeng Keun; Shin, Yong Hyun Ratcheting with a bliss level of consumption. (English) Zbl 1432.91105 Optim. Lett. 13, No. 7, 1535-1556 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91G20 60G40 60G44 PDF BibTeX XML Cite \textit{J. Jeon} et al., Optim. Lett. 13, No. 7, 1535--1556 (2019; Zbl 1432.91105) Full Text: DOI OpenURL
Huesmann, Martin; Trevisan, Dario A Benamou-Brenier formulation of martingale optimal transport. (English) Zbl 1428.62526 Bernoulli 25, No. 4A, 2729-2757 (2019). MSC: 60G44 49Q22 82C31 PDF BibTeX XML Cite \textit{M. Huesmann} and \textit{D. Trevisan}, Bernoulli 25, No. 4A, 2729--2757 (2019; Zbl 1428.62526) Full Text: DOI arXiv Euclid OpenURL
Liang, Mingjie; Wang, Jian Spatial regularity of semigroups generated by Lévy type operators. (English) Zbl 1427.60161 Math. Nachr. 292, No. 7, 1551-1566 (2019). MSC: 60J25 60J76 47D07 PDF BibTeX XML Cite \textit{M. Liang} and \textit{J. Wang}, Math. Nachr. 292, No. 7, 1551--1566 (2019; Zbl 1427.60161) Full Text: DOI arXiv OpenURL
Criens, David Cylindrical martingale problems associated with Lévy generators. (English) Zbl 07081637 J. Theor. Probab. 32, No. 3, 1306-1359 (2019); erratum ibid. 33, No. 3, 1791-1800 (2020). Reviewer: Martin Ondreját (Praha) MSC: 60J25 60H15 60G48 PDF BibTeX XML Cite \textit{D. Criens}, J. Theor. Probab. 32, No. 3, 1306--1359 (2019; Zbl 07081637) Full Text: DOI arXiv OpenURL
Bezborodov, Viktor; Kondratiev, Yuri; Kutoviy, Oleksandr Lattice birth-and-death processes. (English) Zbl 1415.60112 Mosc. Math. J. 19, No. 1, 7-36 (2019). MSC: 60K35 82C22 PDF BibTeX XML Cite \textit{V. Bezborodov} et al., Mosc. Math. J. 19, No. 1, 7--36 (2019; Zbl 1415.60112) Full Text: arXiv Link OpenURL
Belomestny, Denis; Hildebrand, Roland; Schoenmakers, John Optimal stopping via pathwise dual empirical maximisation. (English) Zbl 07068067 Appl. Math. Optim. 79, No. 3, 715-741 (2019). MSC: 60G40 60G17 PDF BibTeX XML Cite \textit{D. Belomestny} et al., Appl. Math. Optim. 79, No. 3, 715--741 (2019; Zbl 07068067) Full Text: DOI OpenURL
Pennanen, Teemu; Perkkiö, Ari-Pekka Convex duality in nonlinear optimal transport. (English) Zbl 1423.46104 J. Funct. Anal. 277, No. 4, 1029-1060 (2019). Reviewer: Stefan Cobzaş (Cluj-Napoca) MSC: 46N10 46N30 49N15 PDF BibTeX XML Cite \textit{T. Pennanen} and \textit{A.-P. Perkkiö}, J. Funct. Anal. 277, No. 4, 1029--1060 (2019; Zbl 1423.46104) Full Text: DOI arXiv OpenURL
Cuchiero, Christa; Larsson, Martin; Svaluto-Ferro, Sara Probability measure-valued polynomial diffusions. (English) Zbl 1467.60062 Electron. J. Probab. 24, Paper No. 30, 32 p. (2019). MSC: 60J68 60G57 PDF BibTeX XML Cite \textit{C. Cuchiero} et al., Electron. J. Probab. 24, Paper No. 30, 32 p. (2019; Zbl 1467.60062) Full Text: DOI arXiv Euclid OpenURL
Cox, Alexander M. G.; Obłój, Jan; Touzi, Nizar The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach. (English) Zbl 1478.60133 Probab. Theory Relat. Fields 173, No. 1-2, 211-259 (2019). MSC: 60G40 60G44 PDF BibTeX XML Cite \textit{A. M. G. Cox} et al., Probab. Theory Relat. Fields 173, No. 1--2, 211--259 (2019; Zbl 1478.60133) Full Text: DOI arXiv OpenURL
Grillmeier, Hubertus; Grün, Günther Nonnegativity preserving convergent schemes for stochastic porous-medium equations. (English) Zbl 1448.65159 Math. Comput. 88, No. 317, 1021-1059 (2019). MSC: 65M60 65M06 65N30 35B09 35K65 35R35 37L55 37M05 60H15 65C30 76S05 35Q35 PDF BibTeX XML Cite \textit{H. Grillmeier} and \textit{G. Grün}, Math. Comput. 88, No. 317, 1021--1059 (2019; Zbl 1448.65159) Full Text: DOI OpenURL
Kulik, Alexei M. On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise. (English) Zbl 1405.60117 Stochastic Processes Appl. 129, No. 2, 473-506 (2019). MSC: 60J35 60J75 35S05 35S10 47G30 60H10 PDF BibTeX XML Cite \textit{A. M. Kulik}, Stochastic Processes Appl. 129, No. 2, 473--506 (2019; Zbl 1405.60117) Full Text: DOI arXiv OpenURL
Zhao, Guohuan Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts. (English) Zbl 1451.60049 Proc. Am. Math. Soc. 147, No. 2, 849-860 (2019). MSC: 60G52 60H10 60G51 PDF BibTeX XML Cite \textit{G. Zhao}, Proc. Am. Math. Soc. 147, No. 2, 849--860 (2019; Zbl 1451.60049) Full Text: DOI arXiv OpenURL
Petrović, Ljiljana; Valjarević, Dragana Statistical causality and local uniqueness for solutions of the martingale problem. (English) Zbl 07466938 Filomat 32, No. 8, 2851-2860 (2018). MSC: 60G44 60H10 62P20 60H07 PDF BibTeX XML Cite \textit{L. Petrović} and \textit{D. Valjarević}, Filomat 32, No. 8, 2851--2860 (2018; Zbl 07466938) Full Text: DOI OpenURL
Vovchanskii, M. B. Convergence of solutions of SDEs to Harris flows. (English) Zbl 1438.60083 Theory Stoch. Process. 23, No. 2, 80-91 (2018). MSC: 60H10 60G44 60G60 60G57 PDF BibTeX XML Cite \textit{M. B. Vovchanskii}, Theory Stoch. Process. 23, No. 2, 80--91 (2018; Zbl 1438.60083) Full Text: arXiv Link OpenURL
Borisov, A. V.; Miller, G. B.; Stefanovich, A. I. Controllable Markov jump processes. I: Optimum filtering based on complex observations. (English. Russian original) Zbl 1420.93033 J. Comput. Syst. Sci. Int. 57, No. 6, 890-906 (2018); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2018, No. 6, 64-83 (2018). MSC: 93E11 93C15 60G44 PDF BibTeX XML Cite \textit{A. V. Borisov} et al., J. Comput. Syst. Sci. Int. 57, No. 6, 890--906 (2018; Zbl 1420.93033); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2018, No. 6, 64--83 (2018) Full Text: DOI OpenURL
Wang, Haiyang; Zhang, Jianfeng Forward backward SDEs in weak formulation. (English) Zbl 1419.60041 Math. Control Relat. Fields 8, No. 3-4, 1021-1049 (2018). MSC: 60H07 60H30 35R60 34F05 PDF BibTeX XML Cite \textit{H. Wang} and \textit{J. Zhang}, Math. Control Relat. Fields 8, No. 3--4, 1021--1049 (2018; Zbl 1419.60041) Full Text: DOI arXiv OpenURL
Criens, David; Glau, Kathrin Absolute continuity of semimartingales. (English) Zbl 1406.60062 Electron. J. Probab. 23, Paper No. 125, 28 p (2018). MSC: 60G44 60G48 PDF BibTeX XML Cite \textit{D. Criens} and \textit{K. Glau}, Electron. J. Probab. 23, Paper No. 125, 28 p (2018; Zbl 1406.60062) Full Text: DOI arXiv Euclid OpenURL
Ginovyan, Mamikon; Keryan, Karen Reconstruction of martingales and applications to multiple Haar series. (English) Zbl 1424.60059 Stud. Sci. Math. Hung. 55, No. 4, 542-558 (2018). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G42 42C25 26A39 PDF BibTeX XML Cite \textit{M. Ginovyan} and \textit{K. Keryan}, Stud. Sci. Math. Hung. 55, No. 4, 542--558 (2018; Zbl 1424.60059) Full Text: DOI OpenURL
Gubinelli, Massimiliano; Perkowski, Nicolas Probabilistic approach to the stochastic Burgers equation. (English) Zbl 1405.35262 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 515-527 (2018). MSC: 35R60 35Q53 PDF BibTeX XML Cite \textit{M. Gubinelli} and \textit{N. Perkowski}, Springer Proc. Math. Stat. 229, 515--527 (2018; Zbl 1405.35262) Full Text: DOI arXiv OpenURL
Xi, Fubao; Zhu, Chao On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators. (English) Zbl 1417.60069 Stochastic Processes Appl. 128, No. 12, 4277-4308 (2018). MSC: 60J25 60J27 60J60 60J75 PDF BibTeX XML Cite \textit{F. Xi} and \textit{C. Zhu}, Stochastic Processes Appl. 128, No. 12, 4277--4308 (2018; Zbl 1417.60069) Full Text: DOI arXiv OpenURL
Campi, Luciano; Fischer, Markus \(N\)-player games and mean-field games with absorption. (English) Zbl 1420.91020 Ann. Appl. Probab. 28, No. 4, 2188-2242 (2018). MSC: 91A23 91A06 91A15 49N70 60K35 60B10 PDF BibTeX XML Cite \textit{L. Campi} and \textit{M. Fischer}, Ann. Appl. Probab. 28, No. 4, 2188--2242 (2018; Zbl 1420.91020) Full Text: DOI arXiv Euclid OpenURL
Bo, Lijun; Capponi, Agostino Portfolio choice with market – credit-risk dependencies. (English) Zbl 1415.91254 SIAM J. Control Optim. 56, No. 4, 3050-3091 (2018). MSC: 91G10 91G40 60G44 35Q91 PDF BibTeX XML Cite \textit{L. Bo} and \textit{A. Capponi}, SIAM J. Control Optim. 56, No. 4, 3050--3091 (2018; Zbl 1415.91254) Full Text: DOI arXiv OpenURL
Chaudru De Raynal, Paul-Eric Weak regularization by stochastic drift: result and counter example. (English) Zbl 1409.60089 Discrete Contin. Dyn. Syst. 38, No. 3, 1269-1291 (2018). MSC: 60H10 35R60 60H15 PDF BibTeX XML Cite \textit{P.-E. Chaudru De Raynal}, Discrete Contin. Dyn. Syst. 38, No. 3, 1269--1291 (2018; Zbl 1409.60089) Full Text: DOI OpenURL
Chen, Zhen-Qing; Wang, Jie-Ming Perturbation by non-local operators. (English. French summary) Zbl 1391.60190 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 606-639 (2018); erratum ibid. 54, No. 2, 606–639 (2018). MSC: 60J35 47G20 60J76 47D07 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{J.-M. Wang}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 606--639 (2018; Zbl 1391.60190) Full Text: DOI arXiv Euclid OpenURL
Leppänen, Juho Intermittent quasistatic dynamical systems: weak convergence of fluctuations. (English) Zbl 1388.37029 Nonauton. Dyn. Syst. 5, 8-34 (2018). MSC: 37C60 37D25 37A10 60G44 60H10 37A50 PDF BibTeX XML Cite \textit{J. Leppänen}, Nonauton. Dyn. Syst. 5, 8--34 (2018; Zbl 1388.37029) Full Text: DOI arXiv OpenURL
Knopova, Victoria; Kulik, Alexei Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise. (English. French summary) Zbl 1391.60191 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 100-140 (2018). MSC: 60J35 60J75 35S05 35S10 47G30 PDF BibTeX XML Cite \textit{V. Knopova} and \textit{A. Kulik}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 100--140 (2018; Zbl 1391.60191) Full Text: DOI arXiv OpenURL
Kühn, Franziska On martingale problems and Feller processes. (English) Zbl 1390.60278 Electron. J. Probab. 23, Paper No. 13, 18 p. (2018). MSC: 60J25 60G44 60J75 60H10 60G51 PDF BibTeX XML Cite \textit{F. Kühn}, Electron. J. Probab. 23, Paper No. 13, 18 p. (2018; Zbl 1390.60278) Full Text: DOI arXiv Euclid OpenURL
Guo, Xin; Pan, Chen Itô’s calculus under sublinear expectations via regularity of PDEs and rough paths. (English) Zbl 1390.60160 Stochastic Processes Appl. 128, No. 5, 1711-1749 (2018). MSC: 60G44 60H05 35K61 93E20 PDF BibTeX XML Cite \textit{X. Guo} and \textit{C. Pan}, Stochastic Processes Appl. 128, No. 5, 1711--1749 (2018; Zbl 1390.60160) Full Text: DOI OpenURL
Guo, Xin; Pan, Chen; Peng, Shige Martingale problem under nonlinear expectations. (English) Zbl 1391.60094 Math. Financ. Econ. 12, No. 2, 135-164 (2018). MSC: 60G44 60G40 60H30 49J10 93E20 60H15 PDF BibTeX XML Cite \textit{X. Guo} et al., Math. Financ. Econ. 12, No. 2, 135--164 (2018; Zbl 1391.60094) Full Text: DOI arXiv OpenURL
Criens, David Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets. (English) Zbl 1395.91531 Int. J. Theor. Appl. Finance 21, No. 1, Article ID 1850002, 41 p. (2018). MSC: 91G99 91B24 60H10 60G44 PDF BibTeX XML Cite \textit{D. Criens}, Int. J. Theor. Appl. Finance 21, No. 1, Article ID 1850002, 41 p. (2018; Zbl 1395.91531) Full Text: DOI arXiv OpenURL
Menozzi, Stéphane Martingale problems for some degenerate Kolmogorov equations. (English) Zbl 1390.60219 Stochastic Processes Appl. 128, No. 3, 756-802 (2018). MSC: 60H10 60G46 60H30 35K65 PDF BibTeX XML Cite \textit{S. Menozzi}, Stochastic Processes Appl. 128, No. 3, 756--802 (2018; Zbl 1390.60219) Full Text: DOI arXiv OpenURL
Jin, Peng On weak solutions of SDEs with singular time-dependent drift and driven by stable processes. (English) Zbl 1386.60202 Stoch. Dyn. 18, No. 2, Article ID 1850013, 23 p. (2018). MSC: 60H10 60J75 60J35 PDF BibTeX XML Cite \textit{P. Jin}, Stoch. Dyn. 18, No. 2, Article ID 1850013, 23 p. (2018; Zbl 1386.60202) Full Text: DOI arXiv OpenURL
Ding, Shaojie; He, Guolong; Zhang, Xuejuan Construction of sampling trajectories of coupled diffusion processes and its simulation algorithm. (Chinese. English summary) Zbl 07494518 Sci. Sin., Math. 47, No. 12, 1809-1830 (2017). MSC: 60G20 60H35 65C30 PDF BibTeX XML Cite \textit{S. Ding} et al., Sci. Sin., Math. 47, No. 12, 1809--1830 (2017; Zbl 07494518) Full Text: DOI OpenURL
Eyi-Obiang, Fulgence; Ouknine, Youssef; Moutsinga, Octave; Trutnau, Gerald Some contributions to the study of stochastic processes of the classes \(\Sigma (H)\) and \((\Sigma)\). (English) Zbl 1394.60056 Stochastics 89, No. 8, 1253-1269 (2017). MSC: 60H05 60G40 60G44 60J55 PDF BibTeX XML Cite \textit{F. Eyi-Obiang} et al., Stochastics 89, No. 8, 1253--1269 (2017; Zbl 1394.60056) Full Text: DOI arXiv OpenURL
Gapeev, Pavel V.; Stoev, Yavor I. On the sequential testing and quickest change-point detection problems for Gaussian processes. (English) Zbl 1394.60030 Stochastics 89, No. 8, 1143-1165 (2017). MSC: 60G15 60G40 60J60 34K10 62M20 62C10 62L15 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{Y. I. Stoev}, Stochastics 89, No. 8, 1143--1165 (2017; Zbl 1394.60030) Full Text: DOI Link OpenURL
Lysenko, Nikolay Maximization of functionals depending on the terminal value and the running maximum of a martingale: a mass transport approach. (English) Zbl 1399.60073 Theory Stoch. Process. 22, No. 1, 30-40 (2017). MSC: 60G44 PDF BibTeX XML Cite \textit{N. Lysenko}, Theory Stoch. Process. 22, No. 1, 30--40 (2017; Zbl 1399.60073) Full Text: arXiv Link OpenURL
Kusuoka, Shigeo On supermartingale problems. (English) Zbl 1407.91291 Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol. 21. Singapore: Springer. Adv. Math. Econ. 21, 75-97 (2017). MSC: 91G80 60G48 60H10 PDF BibTeX XML Cite \textit{S. Kusuoka}, Adv. Math. Econ. 21, 75--97 (2017; Zbl 1407.91291) Full Text: DOI OpenURL
Jin, Peng Brownian motion with singular time-dependent drift. (English) Zbl 1412.60082 J. Theor. Probab. 30, No. 4, 1499-1538 (2017). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{P. Jin}, J. Theor. Probab. 30, No. 4, 1499--1538 (2017; Zbl 1412.60082) Full Text: DOI arXiv OpenURL
Beltrán, J.; Jara, M.; Landim, C. A martingale problem for an absorbed diffusion: the nucleation phase of condensing zero range processes. (English) Zbl 1379.60090 Probab. Theory Relat. Fields 169, No. 3-4, 1169-1220 (2017). Reviewer: Piotr Garbaczewski (Opole) MSC: 60J60 60K35 82C22 PDF BibTeX XML Cite \textit{J. Beltrán} et al., Probab. Theory Relat. Fields 169, No. 3--4, 1169--1220 (2017; Zbl 1379.60090) Full Text: DOI arXiv OpenURL
Obłój, Jan; Spoida, Peter An iterated Azéma-Yor type embedding for finitely many marginals. (English) Zbl 1380.60048 Ann. Probab. 45, No. 4, 2210-2247 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G40 60G44 PDF BibTeX XML Cite \textit{J. Obłój} and \textit{P. Spoida}, Ann. Probab. 45, No. 4, 2210--2247 (2017; Zbl 1380.60048) Full Text: DOI arXiv Euclid OpenURL
Fischer, Markus On the connection between symmetric \(N\)-player games and mean field games. (English) Zbl 1375.91009 Ann. Appl. Probab. 27, No. 2, 757-810 (2017). MSC: 91A06 91A07 91A23 60K35 60H10 60B10 93E20 PDF BibTeX XML Cite \textit{M. Fischer}, Ann. Appl. Probab. 27, No. 2, 757--810 (2017; Zbl 1375.91009) Full Text: DOI arXiv Euclid OpenURL
Källblad, Sigrid; Tan, Xiaolu; Touzi, Nizar Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks. (English) Zbl 1370.60075 Ann. Appl. Probab. 27, No. 2, 686-719 (2017). MSC: 60G40 60G44 PDF BibTeX XML Cite \textit{S. Källblad} et al., Ann. Appl. Probab. 27, No. 2, 686--719 (2017; Zbl 1370.60075) Full Text: DOI arXiv Euclid OpenURL
Russo, Francesco; Wurzer, Lukas Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time. (English) Zbl 1367.60086 Stoch. Dyn. 17, No. 4, Article ID 1750030, 36 p. (2017). MSC: 60H30 60H10 35J61 PDF BibTeX XML Cite \textit{F. Russo} and \textit{L. Wurzer}, Stoch. Dyn. 17, No. 4, Article ID 1750030, 36 p. (2017; Zbl 1367.60086) Full Text: DOI arXiv OpenURL
Li, Juan; Min, Hui Weak solutions of mean-field stochastic differential equations. (English) Zbl 1408.60046 Stochastic Anal. Appl. 35, No. 3, 542-568 (2017). MSC: 60H10 65C30 PDF BibTeX XML Cite \textit{J. Li} and \textit{H. Min}, Stochastic Anal. Appl. 35, No. 3, 542--568 (2017; Zbl 1408.60046) Full Text: DOI OpenURL
Kang, Weining; Ramanan, Kavita On the submartingale problem for reflected diffusions in domains with piecewise smooth boundaries. (English) Zbl 1459.60162 Ann. Probab. 45, No. 1, 404-468 (2017). MSC: 60J60 60H10 60J65 90B15 90B22 PDF BibTeX XML Cite \textit{W. Kang} and \textit{K. Ramanan}, Ann. Probab. 45, No. 1, 404--468 (2017; Zbl 1459.60162) Full Text: DOI arXiv Euclid OpenURL
Wang, Li; Yang, Xu; Zhou, Xiaowen A distribution-function-valued SPDE and its applications. (English) Zbl 1358.60074 J. Differ. Equations 262, No. 2, 1085-1118 (2017). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60F15 60J80 60K35 60J68 60J65 PDF BibTeX XML Cite \textit{L. Wang} et al., J. Differ. Equations 262, No. 2, 1085--1118 (2017; Zbl 1358.60074) Full Text: DOI arXiv OpenURL
Ma, Rugang Branching particle system with competition and related limit theorems. (Chinese. English summary) Zbl 07494443 Sci. Sin., Math. 46, No. 8, 1149-1160 (2016). MSC: 60J80 60H20 60F99 PDF BibTeX XML Cite \textit{R. Ma}, Sci. Sin., Math. 46, No. 8, 1149--1160 (2016; Zbl 07494443) Full Text: DOI OpenURL