Bai, Shuyang; Chen, Jiemiao Empirical limit theorems for Wiener chaos. (English) Zbl 07913947 Stat. Probab. Lett. 215, Article ID 110222, 10 p. (2024). MSC: 60F05 60F17 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space. (English) Zbl 1541.60035 Differ. Uravn. Protsessy Upr. 2024, No. 2, 73-180 (2024). MSC: 60H05 60H10 65C30 60H35 × Cite Format Result Cite Review PDF Full Text: Link
Dhoyer, Rémy; Tudor, Ciprian A. Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos. (English) Zbl 1541.60006 J. Theor. Probab. 37, No. 2, 1445-1468 (2024). MSC: 60B20 60F05 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Jiang, Hui; Li, Shi Min; Wang, Wei Gang Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean. (English) Zbl 07850965 Acta Math. Sin., Engl. Ser. 40, No. 5, 1308-1324 (2024). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Tudor, Ciprian A.; Zurcher, Jérémy The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems. (English) Zbl 1539.60021 Stochastic Processes Appl. 172, Article ID 104333, 22 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60H40 60H15 60H07 60G35 35L05 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Ayache, Antoine; Tudor, Ciprian A. Asymptotic normality for a modified quadratic variation of the Hermite process. (English) Zbl 07824098 Bernoulli 30, No. 2, 1154-1176 (2024). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kuznetsov, Dmitriy Feliksovich A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials. (English) Zbl 1533.60078 Differ. Uravn. Protsessy Upr. 2023, No. 4, 67-124 (2023). MSC: 60H05 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Kuznetsov, Dmitriy Feliksovich Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. 3rd edition. (English) Zbl 1528.60002 Differ. Uravn. Protsessy Upr. 2023, No. 1, 947 p. (2023). MSC: 60-02 65-02 35Q62 60H05 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: Link
Rybakov, Konstantin Aleksandrovich Features of the expansion of multiple stochastic Stratonovich integrals using Walsh and Haar functions. (Russian. English summary) Zbl 1531.60034 Differ. Uravn. Protsessy Upr. 2023, No. 1, 137-150 (2023). MSC: 60H05 42C10 × Cite Format Result Cite Review PDF Full Text: Link
Nikitopoulos, Evangelos Alexander Erratum to: “Itô’s formula for noncommutative \(C^2\) functions of free Itô processes”. (English) Zbl 1541.46046 Doc. Math. 28, No. 5, 1275-1277 (2023). MSC: 46L54 47A60 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Hyun-Jung; Scorolli, Ramiro A Feynman-Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise. (English) Zbl 1522.60051 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 3, Article ID 2350001, 35 p. (2023). MSC: 60H10 60H30 60H40 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tudor, Ciprian A. The overdamped generalized Langevin equation with Hermite noise. (English) Zbl 1522.60059 Fract. Calc. Appl. Anal. 26, No. 3, 1082-1103 (2023). MSC: 60H15 60H07 65C30 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Major, Péter The theory of Wiener-Itô integrals in vector-valued Gaussian stationary random fields. II. (English) Zbl 07743691 Mosc. Math. J. 23, No. 3, 331-367 (2023). MSC: 60G10 60G15 60F99 × Cite Format Result Cite Review PDF Full Text: Link
Gamain, Julie; Mollinedo, David A. C.; Tudor, Ciprian A. High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation. (English) Zbl 1528.60012 Braz. J. Probab. Stat. 37, No. 2, 412-430 (2023). Reviewer: Zakhar Kabluchko (Münster) MSC: 60B20 60H15 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Diez, Charles-Philippe; Tudor, Ciprian A. Berry-Essén theorem for random determinants. (English) Zbl 1518.60009 Stat. Probab. Lett. 197, Article ID 109804, 11 p. (2023). Reviewer: Roksana Słowik (Gliwice) MSC: 60B20 60F05 60H07 60G22 15B52 × Cite Format Result Cite Review PDF Full Text: DOI
Assaad, Obayda; Diez, Charles-Phillipe; Tudor, Ciprian A. Generalized Wiener-Hermite integrals and rough non-Gaussian Ornstein-Uhlenbeck process. (English) Zbl 1528.60031 Stochastics 95, No. 2, 191-210 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G18 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Alkhazzan, Abdulwasea; Wang, Jungang; Tunç, Cemil; Ding, Xiaoli; Yuan, Zhanbin; Nie, Yufeng On existence and continuity results of solution for multi-time scale fractional stochastic differential equation. (English) Zbl 1515.34009 Qual. Theory Dyn. Syst. 22, No. 2, Paper No. 49, 23 p. (2023). MSC: 34A08 34F05 60H10 34D10 26A33 47N20 34E13 × Cite Format Result Cite Review PDF Full Text: DOI
Tudor, Ciprian A. Fractional stochastic heat equation with Hermite noise. (English) Zbl 1515.60170 Grad. J. Math. 7, No. 2, 1-18 (2022). MSC: 60H05 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: Link
Das, Anirban; Denker, Manfred; Levina, Anna; Tabacu, Lucia A Monte Carlo algorithm for multiple stochastic integrals of stable processes. (English) Zbl 1509.60005 Stoch. Dyn. 22, No. 8, Article ID 2240039, 10 p. (2022). MSC: 60-08 60H05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Kuznetsov, Dmitriy Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity with respect to components of the multidimensional Wiener process. II. (English) Zbl 1503.60063 Differ. Uravn. Protsessy Upr. 2022, No. 4, 135-194 (2022). MSC: 60H05 42B05 42C10 × Cite Format Result Cite Review PDF Full Text: Link
Kuznetsov, Dmitriĭ Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity with respect to components of the multidimensional Wiener process. (Russian. English summary) Zbl 1502.60087 Differ. Uravn. Protsessy Upr. 2022, No. 2, 83-186 (2022). MSC: 60H05 42B05 42C10 × Cite Format Result Cite Review PDF Full Text: Link
Dhoyer, Rémi; Tudor, Ciprian A. Spatial average for the solution to the heat equation with Rosenblatt noise. (English) Zbl 1500.60037 Stochastic Anal. Appl. 40, No. 6, 951-966 (2022). Reviewer: Feng-Yu Wang (Tianjin) MSC: 60H15 60H07 60G15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Arthi, Ganesan; Suganya, Kalaiselvan; Nieto, Juan J. Controllability of nonlinear higher-order fractional damped stochastic systems involving multiple delays. (English) Zbl 1498.93036 Nonlinear Anal., Model. Control 27, No. 5, 879-903 (2022). MSC: 93B05 93E03 26A33 93C10 93C43 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Nikitopoulos, Evangelos Alexander Itô’s formula for noncommutative \(C^2\) functions of free Itô processes. (English) Zbl 1505.46055 Doc. Math. 27, 1447-1507 (2022); erratum ibid. 28, No. 5, 1275-1277 (2023). MSC: 46L54 47A60 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Olofsson, Marcus; Önskog, Thomas; Lundström, Niklas L. P. Management strategies for run-of-river hydropower plants: an optimal switching approach. (English) Zbl 1504.35596 Optim. Eng. 23, No. 3, 1707-1731 (2022). MSC: 35Q93 93E20 35K45 35A23 49N90 49L20 90B50 60H30 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Pan, Yajuan; Jiang, Hui Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications. (English) Zbl 1492.60068 Stochastic Anal. Appl. 40, No. 4, 691-713 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F10 60G22 60H05 60J60 62F12 62N02 × Cite Format Result Cite Review PDF Full Text: DOI
Dhoyer, R.; Tudor, C. A. Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise. (English) Zbl 1495.60056 Theory Probab. Math. Stat. 106, 105-119 (2022). Reviewer: Isamu Dôku (Saitama) MSC: 60H15 60H07 60G15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Pannier, Alexandre Pathwise large deviations for white noise chaos expansions. (English) Zbl 1494.60060 Bernoulli 28, No. 3, 1961-1985 (2022). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H07 60F10 60H40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bai, Shuyang Limit theorems for conservative flows on multiple stochastic integrals. (English) Zbl 1487.60068 J. Theor. Probab. 35, No. 2, 917-948 (2022). MSC: 60F17 60H05 37A50 60J65 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Yoon Tae; Park, Hyun Suk Fourth moment bound and stationary Gaussian processes with positive correlation. (English) Zbl 1485.60026 J. Korean Stat. Soc. 51, No. 1, 172-197 (2022). MSC: 60F05 60G15 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Komorowski, Tomasz; Talarczyk, Anna Non-Gaussian limit of a tracer motion in an incompressible flow. (English) Zbl 1498.60278 Stud. Math. 264, No. 1, 27-69 (2022). MSC: 60H25 60F17 60G18 76F25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. (English) Zbl 1492.60004 Differ. Uravn. Protsessy Upr. 2021, No. 4, 788 p. (2021). MSC: 60-02 65-02 35Q62 60H05 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: Link Link
Rybakov, Konstantin Aleksandrovich Orthogonal expansion of multiple Stratonovich stochastic integrals. (Russian. English summary) Zbl 1492.60150 Differ. Uravn. Protsessy Upr. 2021, No. 4, 81-115 (2021). MSC: 60H05 41A60 × Cite Format Result Cite Review PDF Full Text: Link
Tudor, Ciprian Chaos expansion of uniformly distributed random variables and application to number theory. (English) Zbl 1481.60062 Mod. Stoch., Theory Appl. 8, No. 2, 275-289 (2021). MSC: 60F05 11M06 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Azmoodeh, Ehsan; Peccati, Giovanni; Yang, Xiaochuan Malliavin-Stein method: a survey of some recent developments. (English) Zbl 1476.60044 Mod. Stoch., Theory Appl. 8, No. 2, 141-177 (2021). MSC: 60F05 60B10 28C20 60H07 47D07 34L10 47A10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rybakov, Konstantin Aleksandrovich Orthogonal expansion of multiple Ito stochastic integrals. (Russian. English summary) Zbl 1471.60078 Differ. Uravn. Protsessy Upr. 2021, No. 3, 109-140 (2021). MSC: 60H05 60H10 93E03 × Cite Format Result Cite Review PDF Full Text: Link
Garino, Valentin; Nourdin, Ivan; Nualart, David; Salamat, Majid Limit theorems for integral functionals of Hermite-driven processes. (English) Zbl 1491.60048 Bernoulli 27, No. 3, 1764-1788 (2021). Reviewer: Julien Poisat (Paris) MSC: 60F17 60G18 60G22 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bourguin, Solesne; Diez, Charles-Philippe; Tudor, Ciprian A. Limiting behavior of large correlated Wishart matrices with chaotic entries. (English) Zbl 1480.60008 Bernoulli 27, No. 2, 1077-1102 (2021). MSC: 60B20 60F05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Assaad, Obayda; Tudor, Ciprian A. Pathwise analysis and parameter estimation for the stochastic Burgers equation. (English) Zbl 1479.60119 Bull. Sci. Math. 170, Article ID 102995, 26 p. (2021). Reviewer: Manil T. Mohan (Roorkee) MSC: 60H15 60H07 60G35 60H40 35R60 35K05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Xinyue; Wang, Yantao; Zhang, Xian Improved stochastic integral inequalities to stability analysis of stochastic genetic regulatory networks with mixed time-varying delays. (English) Zbl 07916942 IET Control Theory Appl. 14, No. 16, 2439-2448 (2020). MSC: 92C42 92C40 93E15 93D20 93C43 26D10 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Major, Péter The theory of Wiener-Itô integrals in vector valued Gaussian stationary random fields. I. (English) Zbl 1471.60046 Mosc. Math. J. 20, No. 4, 749-812 (2020). MSC: 60G10 60G15 60G60 60H05 × Cite Format Result Cite Review PDF Full Text: Link
Adamczak, Radosław On almost sure convergence of random variables with finite chaos decomposition. (English) Zbl 1470.60107 Electron. J. Probab. 25, Paper No. 144, 28 p. (2020). MSC: 60F99 60G55 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich Strong approximation of iterated Ito and Stratonovich stochastic integrals based on generalized multiple Fourier series. Application to numerical solution of Ito SDEs and semilinear SPDEs. (English) Zbl 1456.65001 Differ. Uravn. Protsessy Upr. 2020, No. 4, 606 p. (2020). MSC: 65-02 60H05 60H10 65C30 65M75 × Cite Format Result Cite Review PDF Full Text: arXiv Link Link
Varghese, Vini Anna; Saha, Nilanjan Investigation of stochastic nonlinear dynamics of ocean engineering systems through path integration. (English) Zbl 1453.65024 Physica D 402, Article ID 132227, 12 p. (2020). MSC: 65C30 65C05 70K70 65Z05 × Cite Format Result Cite Review PDF Full Text: DOI
Bai, Shuyang; Owada, Takashi; Wang, Yizao A functional non-central limit theorem for multiple-stable processes with long-range dependence. (English) Zbl 1455.60050 Stochastic Processes Appl. 130, No. 9, 5768-5801 (2020). MSC: 60F17 60G18 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Assaad, Obayda; Tudor, Ciprian A. Parameter identification for the Hermite Ornstein-Uhlenbeck process. (English) Zbl 1448.60118 Stat. Inference Stoch. Process. 23, No. 2, 251-270 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60H07 62F12 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Saffarzadeh, Masoud; Heydari, Mohammad; Loghmani, Ghasem Barid Convergence analysis of an iterative algorithm to solve system of nonlinear stochastic Itô-Volterra integral equations. (English) Zbl 1448.60129 Math. Methods Appl. Sci. 43, No. 8, 5212-5233 (2020). MSC: 60H10 60H05 60H20 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Kuznetsov, Dmitriĭ Feliksovich The proof of convergence with probability 1 in the method of expansion of iterated Ito stochastic integrals based on generalized multiple Fourier series. (English) Zbl 1457.60082 Differ. Uravn. Protsessy Upr. 2020, No. 2, 89-117 (2020). MSC: 60H05 60H10 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Balde, Maoudo Faramba; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind. (English) Zbl 1441.60042 Appl. Math. Optim. 81, No. 3, 785-814 (2020). MSC: 60H15 60H07 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Shevchenko, Radomyra; Tudor, Ciprian A. Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean. (English) Zbl 1434.60167 Stat. Inference Stoch. Process. 23, No. 1, 227-247 (2020). MSC: 60H15 60H07 60G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hoshino, Kiyoiki; Kazumi, Tetsuya On the Ogawa integrability of noncausal Wiener functionals. (English) Zbl 1492.60149 Stochastics 91, No. 5, 773-796 (2019). MSC: 60H05 60H07 46A35 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Yong; Liu, Yong Complex Wiener-Itô chaos decomposition revisited. (English) Zbl 1499.60171 Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 3, 797-818 (2019). MSC: 60H07 60F25 62M09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kuznetsov, Dmitriĭ Feliksovich Expansion of iterated Stratonovich stochastic integrals based on generalized multiple Fourier series. (Russian. English summary) Zbl 1463.60076 Ufim. Mat. Zh. 11, No. 4, 50-78 (2019); translation in Ufa Math. J. 11, No. 4, 49-77 (2019). MSC: 60H05 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Slaoui, Meryem; Tudor, C. A. The linear stochastic heat equation with Hermite noise. (English) Zbl 1436.60054 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 22, No. 3, Article ID 1950022, 23 p. (2019). MSC: 60H05 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Kuznetsov, Dmitriĭ Feliksovich Application of the method of approximation of iterated stochastic Itô integrals based on generalized multiple Fourier series to the high-order strong numerical methods for non-commutative semilinear stochastic partial differential equations. (English) Zbl 1433.60077 Differ. Uravn. Protsessy Upr. 2019, No. 3, 19-62 (2019). MSC: 60H35 60H05 65C30 60H15 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Hoshino, Kiyoiki; Kazumi, Tetsuya On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients. (English) Zbl 1436.60053 J. Theor. Probab. 32, No. 4, 1973-1989 (2019). MSC: 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Privault, N.; Yam, S. C. P.; Zhang, Z. Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates. (English) Zbl 1479.60108 Stochastic Processes Appl. 129, No. 9, 3376-3405 (2019). MSC: 60H07 60F05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Slaoui, Meryem; Tudor, Ciprian A. Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs. (English) Zbl 1479.60105 J. Math. Anal. Appl. 479, No. 1, 350-383 (2019). MSC: 60H05 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Araya, Héctor; Tudor, Ciprian A. Behavior of the Hermite sheet with respect to the Hurst index. (English) Zbl 1451.60052 Stochastic Processes Appl. 129, No. 7, 2582-2605 (2019). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Azmoodeh, Ehsan; Nourdin, Ivan Almost sure limit theorems on Wiener chaos: the non-central case. (English) Zbl 1412.60041 Electron. Commun. Probab. 24, Paper No. 9, 12 p. (2019). MSC: 60F05 60G22 60G15 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kang, Yuan Bao Martingale representation theorem for \(G\)-Brownian motion. (English) Zbl 1488.60145 Stochastic Anal. Appl. 37, No. 1, 19-35 (2019). MSC: 60H10 60H05 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Krein, Christian Weak convergence on Wiener space: targeting the first two chaoses. (English) Zbl 1405.60032 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 85-139 (2019). MSC: 60F05 60G15 60H07 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Baji, Tatjana On relation between one multiple and a corresponding one-dimensional integral with applications. (English) Zbl 1460.60047 Yugosl. J. Oper. Res. 28, No. 1, 79-92 (2018). MSC: 60H05 65D32 × Cite Format Result Cite Review PDF Full Text: DOI
Döbler, Christian; Peccati, Giovanni Fourth moment theorems on the Poisson space: analytic statements via product formulae. (English) Zbl 1406.60037 Electron. Commun. Probab. 23, Paper No. 91, 12 p. (2018). MSC: 60F05 60H07 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 6th revised and expanded edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1404.60002 Differ. Uravn. Protsessy Upr. 2018, No. 4, 1073 p., open access (2018). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 × Cite Format Result Cite Review PDF Full Text: Link
Kuznetsov, D. F. Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations. (English. Russian original) Zbl 1483.65016 Comput. Math. Math. Phys. 58, No. 7, 1058-1070 (2018); translation from Zh. Vychisl. Mat. Mat. Fiz. 58, No. 7 (2018). MSC: 65C30 60H05 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tudor, Ciprian; Tudor, Maria Regularity of local times of Gaussian self-similar quasi-helices. (English) Zbl 1413.60077 Math. Rep., Buchar. 20(70), No. 2, 107-122 (2018). MSC: 60J55 60H05 91G70 60G18 × Cite Format Result Cite Review PDF
Diu Tran, T. T. Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes. (English) Zbl 1397.60060 Stoch. Dyn. 18, No. 4, Article ID 1850028, 18 p. (2018). MSC: 60F05 60G22 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Döbler, Christian; Peccati, Giovanni The fourth moment theorem on the Poisson space. (English) Zbl 1431.60022 Ann. Probab. 46, No. 4, 1878-1916 (2018). MSC: 60F05 60H07 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kuznetsov, Dmitriĭ Feliksovich Expansion of multiple Stratonovich stochastic integrals of second multiplicity, based on double Fourier-Legendre series summarized by Prinsheim method. (Russian. English summary) Zbl 1391.60124 Differ. Uravn. Protsessy Upr. 2018, No. 1, 1-34 (2018). MSC: 60H05 60H10 × Cite Format Result Cite Review PDF Full Text: Link
Bäsel, Uwe; Bonanzinga, Vittoria; Duma, Andrei The chord length distribution function of a non-convex hexagon. (English) Zbl 1391.60025 Commun. Appl. Ind. Math. 9, No. 1, Article ID 1413441, 15 p. (2018). MSC: 60D05 52A22 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Döbler, Christian; Peccati, Giovanni The Gamma Stein equation and noncentral de Jong theorems. (English) Zbl 1407.60034 Bernoulli 24, No. 4B, 3384-3421 (2018). MSC: 60F05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Döbler, Christian; Vidotto, Anna; Zheng, Guangqu Fourth moment theorems on the Poisson space in any dimension. (English) Zbl 1387.60045 Electron. J. Probab. 23, Paper No. 36, 27 p. (2018). MSC: 60F05 60H07 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kusuoka, Seiichiro; Tudor, Ciprian A. Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions. (English) Zbl 1429.60007 Bernoulli 24, No. 2, 1463-1496 (2018). MSC: 60B10 60F05 60H07 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Egorov, A. D. Approximate formulas for evaluation of one class of functionals of the Poisson process. (Russian. English summary) Zbl 07886162 Vestsi Nats. Akad. Navuk Belarusi, Ser. Fiz.-Mat. Navuk 2017, No. 1, 7-13 (2017). MSC: 60H30 × Cite Format Result Cite Review PDF Full Text: Link
Liu, G.-R.; Shieh, N.-R. Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data. (English) Zbl 1382.60076 Theory Probab. Math. Stat. 95, 109-130 (2017) and Teor. Jmovirn. Mat. Stat. 95, 101-118 (2016). MSC: 60G60 60H05 62M15 35K15 × Cite Format Result Cite Review PDF Full Text: DOI
Bell, Denis; Nualart, David Noncentral limit theorem for the generalized Hermite process. (English) Zbl 1386.60190 Electron. Commun. Probab. 22, Paper No. 66, 13 p. (2017). MSC: 60H05 60H07 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
El Karoui, Nicole; Jeanblanc, Monique; Jiao, Ying Dynamics of multivariate default system in random environment. (English) Zbl 1415.91300 Stochastic Processes Appl. 127, No. 12, 3943-3965 (2017). MSC: 91G40 60G20 60G44 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Budhiraja, Amarjit; Kira, Elisabeti; Saha, Subhamay Central limit results for jump diffusions with mean field interaction and a common factor. (English) Zbl 1373.60051 Stochastic Anal. Appl. 35, No. 5, 767-802 (2017). MSC: 60F05 60K35 60H30 60J70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sun, Xichao; Yan, Litan Weak convergence to a class of multiple stochastic integrals. (English) Zbl 1378.60014 Commun. Stat., Theory Methods 46, No. 17, 8355-8368 (2017). MSC: 60B10 60H05 60G18 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Leonenko, Nikolai; Ruiz-Medina, M. Dolores; Taqqu, Murad S. Non-central limit theorems for random fields subordinated to gamma-correlated random fields. (English) Zbl 1407.60074 Bernoulli 23, No. 4B, 3469-3507 (2017). MSC: 60G60 60F05 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Jiang, Hui; Li, Shimin; Wang, Shaochen Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation. (English) Zbl 1374.60034 Stochastic Anal. Appl. 35, No. 4, 615-632 (2017). MSC: 60F10 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 5th edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1368.60004 Differ. Uravn. Protsessy Upr. 2017, No. 2, 1000 p., open access (2017). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 × Cite Format Result Cite Review PDF Full Text: Link
Kim, Yoon Tae; Park, Hyun Suk Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process. (English) Zbl 1370.60045 J. Korean Stat. Soc. 46, No. 3, 413-425 (2017). MSC: 60F05 60J60 60H10 60J65 62F12 60H05 60H07 60F25 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Junfeng; Tang, Donglei; Cang, Yuquan Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus. (English) Zbl 1369.60023 Commun. Stat., Theory Methods 46, No. 7, 3276-3289 (2017). MSC: 60G22 60F05 60H05 60H07 60G18 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Kallenberg, Olav Tangential existence and comparison, with applications to single and multiple integration. (English) Zbl 1367.60045 Probab. Math. Stat. 37, No. 1, 21-52 (2017). MSC: 60G48 60G44 60G55 60G57 60G51 60H05 × Cite Format Result Cite Review PDF Full Text: Link
Fissler, Tobias; Thähle, Christoph Erratum to: “A four moments theorem for gamma limits on a Poisson chaos”. (English) Zbl 1361.60016 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 245-247 (2017). MSC: 60F05 60H05 60G57 60G55 62E20 × Cite Format Result Cite Review PDF Full Text: Link
Chen, Yong; Liu, Yong On the fourth moment theorem for complex multiple Wiener-Itô integrals. (English) Zbl 1361.60015 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 20, No. 1, Article ID 1750005, 24 p. (2017). MSC: 60F05 60H05 60H07 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nualart, David; Tudor, Ciprian A. The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals. (English) Zbl 1364.60071 Ann. Probab. 45, No. 1, 518-534 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H07 60H05 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Leonenko, N. N.; Ruiz-Medina, M. D.; Taqqu, M. S. Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence. (English) Zbl 1359.60066 Stochastic Anal. Appl. 35, No. 1, 144-177 (2017). MSC: 60G60 60G15 60F99 60E07 60E10 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kim, Yoon Tae; Park, Hyun Suk Optimal Berry-Esseen bound for statistical estimations and its application to SPDE. (English) Zbl 1358.60042 J. Multivariate Anal. 155, 284-304 (2017). MSC: 60F05 60H15 60H07 60H05 60F25 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Kallenberg, Olav Random measures, theory and applications. (English) Zbl 1376.60003 Probability Theory and Stochastic Modelling 77. Cham: Springer (ISBN 978-3-319-41596-3/hbk; 978-3-319-41598-7/ebook). xiii, 694 p. (2017). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60-02 60G57 60G07 60G10 60G55 60B05 60G60 60E05 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Yaozhong Analysis on Gaussian spaces. (English) Zbl 1386.60005 Hackensack, NJ: World Scientific (ISBN 978-981-3142-17-6/hbk; 978-981-3142-19-0/ebook). xi, 470 p. (2017). Reviewer: René L. Schilling (Dresden) MSC: 60-02 28C20 46E35 46N30 60G15 60H07 60H10 60H35 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Nualart, David; Liu, Yanghui; Hu, Yaozhong Taylor schemes for rough differential equations and fractional diffusions. (English) Zbl 1353.60064 Discrete Contin. Dyn. Syst., Ser. B 21, No. 9, 3115-3162 (2016). MSC: 60H35 60H10 60F15 60F25 60G22 60H05 60H07 65C30 65L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Yoon Tae; Park, Hyun Suk Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application. (English) Zbl 1351.60069 J. Korean Stat. Soc. 45, No. 4, 544-556 (2016). MSC: 60H07 60F05 60F25 60H15 62F12 60J65 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Dorogovtsev, Andrey A.; Riabov, Georgii Transformations of Wiener measure and orthogonal expansions. (English) Zbl 1350.60048 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 19, No. 3, Article ID 1650018, 18 p. (2016). MSC: 60H07 60H05 60H30 60K35 28C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kozachenko, Yu. V.; Mlavets, Yu. Yu. An application of the theory of spaces \(\mathbf{F}_\psi(\Omega)\) for evaluating multiple integrals by using the Monte Carlo method. (English. Ukrainian original) Zbl 1355.65007 Theory Probab. Math. Stat. 92, 59-69 (2016); translation from Teor. Jmovirn. Mat. Stat. 92, 61-70 (2015). MSC: 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Budhiraja, Amarjit; Wu, Ruoyu Some fluctuation results for weakly interacting multi-type particle systems. (English) Zbl 1338.60228 Stochastic Processes Appl. 126, No. 8, 2253-2296 (2016). MSC: 60K35 60F05 60F15 60J60 60H10 60H30 60G09 60J70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Azmoodeh, Ehsan; Malicet, Dominique; Mijoule, Guillaume; Poly, Guillaume Generalization of the Nualart-Peccati criterion. (English) Zbl 1342.60026 Ann. Probab. 44, No. 2, 924-954 (2016). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60H05 60H07 47D07 33C45 34L05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Fissler, Tobias; Thäle, Christoph A four moments theorem for gamma limits on a Poisson chaos. (English) Zbl 1342.60028 ALEA, Lat. Am. J. Probab. Math. Stat. 13, No. 1, 163-192 (2016); erratum ibid. 14, No. 1, 245-247 (2017). MSC: 60F05 60H05 60G57 60G55 62E20 × Cite Format Result Cite Review PDF Full Text: arXiv Link