Jaśkiewicz, Anna; Nowak, Andrzej S. Constrained discounted stochastic games. (English) Zbl 07511777 Appl. Math. Optim. 85, No. 2, Paper No. 6, 31 p. (2022). MSC: 91A15 91A10 90C40 PDF BibTeX XML Cite \textit{A. Jaśkiewicz} and \textit{A. S. Nowak}, Appl. Math. Optim. 85, No. 2, Paper No. 6, 31 p. (2022; Zbl 07511777) Full Text: DOI OpenURL
Dhifaoui, Zouhaier; Bardet, Jean-Marc Local correlation dimension of multidimensional stochastic process. (English) Zbl 1478.60116 Stat. Probab. Lett. 181, Article ID 109262, 7 p. (2022). MSC: 60G17 60G60 60J65 60G15 PDF BibTeX XML Cite \textit{Z. Dhifaoui} and \textit{J.-M. Bardet}, Stat. Probab. Lett. 181, Article ID 109262, 7 p. (2022; Zbl 1478.60116) Full Text: DOI OpenURL
Piunovskiy, Alexey Duality in optimal impulse control. (English) Zbl 07461198 J. Math. Anal. Appl. 509, No. 1, Article ID 125942, 39 p. (2022). Reviewer: Christian Clason (Graz) MSC: 49N15 49N25 90C05 90C46 93C27 PDF BibTeX XML Cite \textit{A. Piunovskiy}, J. Math. Anal. Appl. 509, No. 1, Article ID 125942, 39 p. (2022; Zbl 07461198) Full Text: DOI OpenURL
Jacod, Jean; Li, Jia; Liao, Zhipeng Volatility coupling. (English) Zbl 1478.60106 Ann. Stat. 49, No. 4, 1982-1998 (2021). MSC: 60F15 60G44 62G20 PDF BibTeX XML Cite \textit{J. Jacod} et al., Ann. Stat. 49, No. 4, 1982--1998 (2021; Zbl 1478.60106) Full Text: DOI Link OpenURL
Ozawa, Toshihisa Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk. (English) Zbl 1477.60113 Queueing Syst. 97, No. 1-2, 125-161 (2021). MSC: 60J10 60K25 60G50 PDF BibTeX XML Cite \textit{T. Ozawa}, Queueing Syst. 97, No. 1--2, 125--161 (2021; Zbl 1477.60113) Full Text: DOI arXiv OpenURL
Li, Jia; Zhang, Congshan; Liu, Yunxiao Glivenko-Cantelli theorems for integrated functionals of stochastic processes. (English) Zbl 1476.60069 Ann. Appl. Probab. 31, No. 4, 1914-1943 (2021). MSC: 60F17 60G44 60G57 62G05 PDF BibTeX XML Cite \textit{J. Li} et al., Ann. Appl. Probab. 31, No. 4, 1914--1943 (2021; Zbl 1476.60069) Full Text: DOI Link OpenURL
Jansen, H. M. Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain. (English) Zbl 1470.60105 J. Appl. Probab. 58, No. 2, 372-393 (2021). MSC: 60F17 60H05 PDF BibTeX XML Cite \textit{H. M. Jansen}, J. Appl. Probab. 58, No. 2, 372--393 (2021; Zbl 1470.60105) Full Text: DOI arXiv OpenURL
Wang, Ran; Xiong, Jie; Xu, Lihu Large deviation principle of occupation measures for non-linear monotone SPDEs. (English) Zbl 1462.60091 Sci. China, Math. 64, No. 4, 799-822 (2021). MSC: 60H15 60F10 PDF BibTeX XML Cite \textit{R. Wang} et al., Sci. China, Math. 64, No. 4, 799--822 (2021; Zbl 1462.60091) Full Text: DOI arXiv OpenURL
Le Gall, Jean-François; Riera, Armand Some explicit distributions for Brownian motion indexed by the Brownian tree. (English) Zbl 1468.60101 Markov Process. Relat. Fields 26, No. 4, 659-686 (2020). MSC: 60J65 60J68 PDF BibTeX XML Cite \textit{J.-F. Le Gall} and \textit{A. Riera}, Markov Process. Relat. Fields 26, No. 4, 659--686 (2020; Zbl 1468.60101) Full Text: arXiv Link OpenURL
Dufour, François; Genadot, Alexandre A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion. (English) Zbl 1452.90316 SIAM J. Control Optim. 58, No. 4, 2535-2566 (2020). MSC: 90C40 90C25 60J10 PDF BibTeX XML Cite \textit{F. Dufour} and \textit{A. Genadot}, SIAM J. Control Optim. 58, No. 4, 2535--2566 (2020; Zbl 1452.90316) Full Text: DOI arXiv OpenURL
Liang, Longyue; Shi, Haihua The exact Hausdorff measure for the range of a symmetric Cauchy process in \(\mathbb{R}\). (Chinese. English summary) Zbl 1463.28009 Chin. J. Appl. Probab. Stat. 36, No. 1, 11-25 (2020). MSC: 28A78 PDF BibTeX XML Cite \textit{L. Liang} and \textit{H. Shi}, Chin. J. Appl. Probab. Stat. 36, No. 1, 11--25 (2020; Zbl 1463.28009) Full Text: DOI OpenURL
Ang, Morris; Park, Minjae; Wang, Yilin Large deviations of radial \(SLE_{\infty}\). (English) Zbl 1459.60174 Electron. J. Probab. 25, Paper No. 102, 13 p. (2020). MSC: 60J67 60F10 PDF BibTeX XML Cite \textit{M. Ang} et al., Electron. J. Probab. 25, Paper No. 102, 13 p. (2020; Zbl 1459.60174) Full Text: DOI arXiv Euclid OpenURL
Li, Bo; Zhou, Xiaowen Local times for spectrally negative Lévy processes. (English) Zbl 1434.60211 Potential Anal. 52, No. 4, 689-711 (2020). MSC: 60J55 60J45 60G51 PDF BibTeX XML Cite \textit{B. Li} and \textit{X. Zhou}, Potential Anal. 52, No. 4, 689--711 (2020; Zbl 1434.60211) Full Text: DOI arXiv OpenURL
Kern, Peter; Sönmez, Ercan On the carrying dimension of occupation measures for self-affine random fields. (English) Zbl 1447.60068 Probab. Math. Stat. 39, No. 2, 459-479 (2019). MSC: 60G18 60G60 60G57 28A78 28A80 PDF BibTeX XML Cite \textit{P. Kern} and \textit{E. Sönmez}, Probab. Math. Stat. 39, No. 2, 459--479 (2019; Zbl 1447.60068) Full Text: DOI arXiv OpenURL
Kuntz, Juan; Thomas, Philipp; Stan, Guy-Bart; Barahona, Mauricio The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains. (English) Zbl 1409.60113 SIAM J. Sci. Comput. 41, No. 2, A748-A769 (2019). MSC: 60J27 60J28 65C40 65G20 PDF BibTeX XML Cite \textit{J. Kuntz} et al., SIAM J. Sci. Comput. 41, No. 2, A748--A769 (2019; Zbl 1409.60113) Full Text: DOI arXiv OpenURL
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria. (English) Zbl 1431.90170 Adv. Appl. Probab. 50, No. 3, 783-804 (2018). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{Y. Huang} et al., Adv. Appl. Probab. 50, No. 3, 783--804 (2018; Zbl 1431.90170) Full Text: DOI OpenURL
Zhang, Wenzhao Continuous-time constrained stochastic games under the discounted cost criteria. (English) Zbl 1391.90635 Appl. Math. Optim. 77, No. 2, 275-296 (2018). MSC: 90C40 91A15 PDF BibTeX XML Cite \textit{W. Zhang}, Appl. Math. Optim. 77, No. 2, 275--296 (2018; Zbl 1391.90635) Full Text: DOI OpenURL
Wang, Ran; Xu, Lihu Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion. (English) Zbl 1390.60114 Stochastic Processes Appl. 128, No. 5, 1772-1796 (2018). MSC: 60F10 60H15 60J75 PDF BibTeX XML Cite \textit{R. Wang} and \textit{L. Xu}, Stochastic Processes Appl. 128, No. 5, 1772--1796 (2018; Zbl 1390.60114) Full Text: DOI arXiv OpenURL
Chen, Zhen-Qing Time fractional equations and probabilistic representation. (English) Zbl 1374.60122 Chaos Solitons Fractals 102, 168-174 (2017). MSC: 60H30 34K37 26A33 PDF BibTeX XML Cite \textit{Z.-Q. Chen}, Chaos Solitons Fractals 102, 168--174 (2017; Zbl 1374.60122) Full Text: DOI arXiv OpenURL
Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter Asymptotic lower bounds for optimal tracking: a linear programming approach. (English) Zbl 1373.93376 Ann. Appl. Probab. 27, No. 4, 2455-2514 (2017). MSC: 93E20 PDF BibTeX XML Cite \textit{J. Cai} et al., Ann. Appl. Probab. 27, No. 4, 2455--2514 (2017; Zbl 1373.93376) Full Text: DOI arXiv Euclid OpenURL
Guo, Xianping; Huang, Yonghui; Zhang, Yi Constrained continuous-time Markov decision processes on the finite horizon. (English) Zbl 1370.90285 Appl. Math. Optim. 75, No. 2, 317-341 (2017). MSC: 90C40 60J27 PDF BibTeX XML Cite \textit{X. Guo} et al., Appl. Math. Optim. 75, No. 2, 317--341 (2017; Zbl 1370.90285) Full Text: DOI OpenURL
Chen, Ye; Li, Yingqiu; Zhou, Xiaowen An occupation time related potential measure for diffusion processes. (English) Zbl 1370.60133 Front. Math. China 12, No. 3, 559-582 (2017). MSC: 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{Y. Chen} et al., Front. Math. China 12, No. 3, 559--582 (2017; Zbl 1370.60133) Full Text: DOI OpenURL
Seuret, Stéphane; Yang, Xiaochuan Multifractal analysis for the occupation measure of stable-like processes. (English) Zbl 1364.60075 Electron. J. Probab. 22, Paper No. 47, 36 p. (2017). MSC: 60H10 60J25 60J75 28A80 28A78 PDF BibTeX XML Cite \textit{S. Seuret} and \textit{X. Yang}, Electron. J. Probab. 22, Paper No. 47, 36 p. (2017; Zbl 1364.60075) Full Text: DOI arXiv Euclid OpenURL
Duhalde, Xan; Duquesne, Thomas Exact packing measure of the range of \(\psi\)-super Brownian motions. (English) Zbl 1362.60070 Probab. Theory Relat. Fields 167, No. 1-2, 201-252 (2017). Reviewer: Martynas Manstavičius (Vilnius) MSC: 60J68 60J65 60G57 60J80 28A78 PDF BibTeX XML Cite \textit{X. Duhalde} and \textit{T. Duquesne}, Probab. Theory Relat. Fields 167, No. 1--2, 201--252 (2017; Zbl 1362.60070) Full Text: DOI arXiv OpenURL
Li, Jia; Todorov, Viktor; Tauchen, George Inference theory for volatility functional dependencies. (English) Zbl 1420.62494 J. Econom. 193, No. 1, 17-34 (2016). MSC: 62P20 62M05 91B84 62P05 PDF BibTeX XML Cite \textit{J. Li} et al., J. Econom. 193, No. 1, 17--34 (2016; Zbl 1420.62494) Full Text: DOI OpenURL
Huang, Gang; Mandjes, Michel; Spreij, Peter Large deviations for Markov-modulated diffusion processes with rapid switching. (English) Zbl 1336.60054 Stochastic Processes Appl. 126, No. 6, 1785-1818 (2016). MSC: 60F10 60J60 PDF BibTeX XML Cite \textit{G. Huang} et al., Stochastic Processes Appl. 126, No. 6, 1785--1818 (2016; Zbl 1336.60054) Full Text: DOI OpenURL
Balka, Richárd; Darji, Udayan B.; Elekes, Márton Hausdorff and packing dimension of fibers and graphs of prevalent continuous maps. (English) Zbl 1345.28009 Adv. Math. 293, 221-274 (2016). Reviewer: Anna Savvopoulou (South Bend) MSC: 28A78 28C10 46E15 60B05 54E52 PDF BibTeX XML Cite \textit{R. Balka} et al., Adv. Math. 293, 221--274 (2016; Zbl 1345.28009) Full Text: DOI arXiv OpenURL
Wei, Qingda; Guo, Xianping Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces. (English) Zbl 1337.90079 Optimization 64, No. 7, 1593-1623 (2015). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{Q. Wei} and \textit{X. Guo}, Optimization 64, No. 7, 1593--1623 (2015; Zbl 1337.90079) Full Text: DOI OpenURL
Kong, Lingtao Thick points of two independent stable subordinators. (English) Zbl 1331.60081 Lith. Math. J. 55, No. 4, 543-554 (2015). MSC: 60G52 60G17 28A80 28A78 PDF BibTeX XML Cite \textit{L. Kong}, Lith. Math. J. 55, No. 4, 543--554 (2015; Zbl 1331.60081) Full Text: DOI OpenURL
Piunovskiy, Alexey Randomized and relaxed strategies in continuous-time Markov decision processes. (English) Zbl 1336.90101 SIAM J. Control Optim. 53, No. 6, 3503-3533 (2015). MSC: 90C40 60J25 60J75 PDF BibTeX XML Cite \textit{A. Piunovskiy}, SIAM J. Control Optim. 53, No. 6, 3503--3533 (2015; Zbl 1336.90101) Full Text: DOI OpenURL
Serrano, Rafael On the LP formulation in measure spaces of optimal control problems for jump-diffusions. (English) Zbl 1322.93106 Syst. Control Lett. 85, 33-36 (2015). MSC: 93E20 90C05 49L25 PDF BibTeX XML Cite \textit{R. Serrano}, Syst. Control Lett. 85, 33--36 (2015; Zbl 1322.93106) Full Text: DOI arXiv OpenURL
Singh, Vikas Vikram; Hemachandra, N. A characterization of stationary Nash equilibria of single controller constrained stochastic games. (English) Zbl 1312.91014 Int. Game Theory Rev. 17, No. 2, Article ID 1540018, 22 p. (2015). MSC: 91A15 91A05 90C26 90C20 90C40 PDF BibTeX XML Cite \textit{V. V. Singh} and \textit{N. Hemachandra}, Int. Game Theory Rev. 17, No. 2, Article ID 1540018, 22 p. (2015; Zbl 1312.91014) Full Text: DOI arXiv OpenURL
Singh, Vikas Vikram; Hemachandra, N. A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes. (English) Zbl 1408.91026 Oper. Res. Lett. 42, No. 1, 48-52 (2014). MSC: 91A15 91A60 91A35 90C40 PDF BibTeX XML Cite \textit{V. V. Singh} and \textit{N. Hemachandra}, Oper. Res. Lett. 42, No. 1, 48--52 (2014; Zbl 1408.91026) Full Text: DOI OpenURL
Zhang, Wenzhao; Huang, Yonghui; Guo, Xianping Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs. (English) Zbl 1336.91018 Top 22, No. 3, 1074-1102 (2014). MSC: 91A15 91A06 91A50 90C40 90B22 PDF BibTeX XML Cite \textit{W. Zhang} et al., Top 22, No. 3, 1074--1102 (2014; Zbl 1336.91018) Full Text: DOI OpenURL
Romanowska, Julia Measure and Hausdorff dimension of randomized Weierstrass-type functions. (English) Zbl 1296.28012 Nonlinearity 27, No. 4, 787-801 (2014). Reviewer: Krzysztof Leśniak (Torún) MSC: 28A80 28A78 37A45 PDF BibTeX XML Cite \textit{J. Romanowska}, Nonlinearity 27, No. 4, 787--801 (2014; Zbl 1296.28012) Full Text: DOI arXiv OpenURL
Dufour, François; Piunovskiy, A. B. The expected total cost criterion for Markov decision processes under constraints. (English) Zbl 1298.90126 Adv. Appl. Probab. 45, No. 3, 837-859 (2013). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 60J10 90C90 PDF BibTeX XML Cite \textit{F. Dufour} and \textit{A. B. Piunovskiy}, Adv. Appl. Probab. 45, No. 3, 837--859 (2013; Zbl 1298.90126) Full Text: DOI Euclid OpenURL
Chaumont, L. On the law of the supremum of Lévy processes. (English) Zbl 1277.60081 Ann. Probab. 41, No. 3A, 1191-1217 (2013). MSC: 60G51 60G70 PDF BibTeX XML Cite \textit{L. Chaumont}, Ann. Probab. 41, No. 3A, 1191--1217 (2013; Zbl 1277.60081) Full Text: DOI arXiv Euclid OpenURL
Zhang, Yi Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors. (English) Zbl 1273.90235 Top 21, No. 2, 378-408 (2013). MSC: 90C40 60J05 PDF BibTeX XML Cite \textit{Y. Zhang}, Top 21, No. 2, 378--408 (2013; Zbl 1273.90235) Full Text: DOI OpenURL
Osogami, Takayuki; Raymond, Rudy Analysis of transient queues with semidefinite optimization. (English) Zbl 1278.60140 Queueing Syst. 73, No. 2, 195-234 (2013); erratum ibid. 80, No. 4, 387-388 (2015). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{T. Osogami} and \textit{R. Raymond}, Queueing Syst. 73, No. 2, 195--234 (2013; Zbl 1278.60140) Full Text: DOI OpenURL
Miyazawa, Masakiyo; Zwart, Bert Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes. (English) Zbl 1296.60249 Stoch. Syst. 2, No. 1, 67-114 (2012). MSC: 60K25 60J05 90B22 PDF BibTeX XML Cite \textit{M. Miyazawa} and \textit{B. Zwart}, Stoch. Syst. 2, No. 1, 67--114 (2012; Zbl 1296.60249) Full Text: DOI OpenURL
Liu, Qiuli; Tan, Hangsheng; Guo, Xianping Denumerable continuous-time Markov decision processes with multiconstraints on average costs. (English) Zbl 1258.93125 Int. J. Syst. Sci. 43, No. 3, 576-585 (2012). MSC: 93E20 60J05 90C05 PDF BibTeX XML Cite \textit{Q. Liu} et al., Int. J. Syst. Sci. 43, No. 3, 576--585 (2012; Zbl 1258.93125) Full Text: DOI OpenURL
Dufour, François; Horiguchi, M.; Piunovskiy, A. B. The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach. (English) Zbl 1286.90161 Adv. Appl. Probab. 44, No. 3, 774-793 (2012). Reviewer: Eugene A. Feinberg (Stony Brook) MSC: 90C40 60J10 90C90 PDF BibTeX XML Cite \textit{F. Dufour} et al., Adv. Appl. Probab. 44, No. 3, 774--793 (2012; Zbl 1286.90161) Full Text: DOI Euclid OpenURL
Liu, Rong Li Regularity of the density for the total weighted occupation measure of super-Brownain motion. (English) Zbl 1309.60049 Acta Math. Sin., Engl. Ser. 27, No. 8, 1557-1572 (2011). MSC: 60G57 60J68 60J65 60G55 60J80 60G17 PDF BibTeX XML Cite \textit{R. L. Liu}, Acta Math. Sin., Engl. Ser. 27, No. 8, 1557--1572 (2011; Zbl 1309.60049) Full Text: DOI OpenURL
Guo, Xianping; Song, Xinyuan Discounted continuous-time constrained Markov decision processes in Polish spaces. (English) Zbl 1258.90104 Ann. Appl. Probab. 21, No. 5, 2016-2049 (2011). MSC: 90C40 60J27 PDF BibTeX XML Cite \textit{X. Guo} and \textit{X. Song}, Ann. Appl. Probab. 21, No. 5, 2016--2049 (2011; Zbl 1258.90104) Full Text: DOI arXiv OpenURL
Lin, Huonan; Wang, Jian Asymptotic limit properties of the occupation measure for a transient Brownian sheet. (English) Zbl 1227.60046 Stat. Probab. Lett. 81, No. 12, 1978-1985 (2011). MSC: 60G15 26D10 28A78 PDF BibTeX XML Cite \textit{H. Lin} and \textit{J. Wang}, Stat. Probab. Lett. 81, No. 12, 1978--1985 (2011; Zbl 1227.60046) Full Text: DOI OpenURL
Zheng, Jing; Lin, Zhengyan; Tong, Changqing The packing indices for some Lévy processes. (English) Zbl 1227.60062 Stat. Probab. Lett. 81, No. 11, 1683-1689 (2011). MSC: 60G51 60F15 60G17 PDF BibTeX XML Cite \textit{J. Zheng} et al., Stat. Probab. Lett. 81, No. 11, 1683--1689 (2011; Zbl 1227.60062) Full Text: DOI OpenURL
Guo, Xianping; Piunovskiy, Alexei Discounted continuous-time Markov decision processes with constraints: unbounded transition and loss rates. (English) Zbl 1218.90209 Math. Oper. Res. 36, No. 1, 105-132 (2011). MSC: 90C40 60J27 PDF BibTeX XML Cite \textit{X. Guo} and \textit{A. Piunovskiy}, Math. Oper. Res. 36, No. 1, 105--132 (2011; Zbl 1218.90209) Full Text: DOI OpenURL
Shen, Dan; Hu, Xiaoyu The multifractal structure of the product of two stable occupation measures. (English) Zbl 1217.28008 Stat. Probab. Lett. 81, No. 4, 478-488 (2011). MSC: 28A78 28A80 PDF BibTeX XML Cite \textit{D. Shen} and \textit{X. Hu}, Stat. Probab. Lett. 81, No. 4, 478--488 (2011; Zbl 1217.28008) Full Text: DOI OpenURL
Flandoli, Franco Random perturbation of PDEs and fluid dynamic models. École d’Été de Probabilités de Saint-Flour XL – 2010. (English) Zbl 1221.35004 Lecture Notes in Mathematics 2015. Berlin: Springer (ISBN 978-3-642-18230-3/pbk; 978-3-642-18231-0/ebook). ix, 176 p. (2011). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35-02 35R60 35Q35 35Q31 35Q30 PDF BibTeX XML Cite \textit{F. Flandoli}, Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010. Berlin: Springer (2011; Zbl 1221.35004) Full Text: DOI OpenURL
Fekete, Eric Branching random walks on binary search trees: convergence of the occupation measure. (English) Zbl 1213.60044 ESAIM, Probab. Stat. 14, 286-298 (2010). MSC: 60F05 60G50 68W40 60J80 05C05 PDF BibTeX XML Cite \textit{E. Fekete}, ESAIM, Probab. Stat. 14, 286--298 (2010; Zbl 1213.60044) Full Text: DOI EuDML OpenURL
Guo, Xianping; Ye, Liuer New discount and average optimality conditions for continuous-time Markov decision processes. (English) Zbl 1225.90152 Adv. Appl. Probab. 42, No. 4, 953-985 (2010). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 60J27 PDF BibTeX XML Cite \textit{X. Guo} and \textit{L. Ye}, Adv. Appl. Probab. 42, No. 4, 953--985 (2010; Zbl 1225.90152) Full Text: DOI OpenURL
Cohen, Serge; Wschebor, Mario On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion. (English) Zbl 1205.60043 J. Theor. Probab. 23, No. 4, 1204-1226 (2010). MSC: 60F05 60G22 PDF BibTeX XML Cite \textit{S. Cohen} and \textit{M. Wschebor}, J. Theor. Probab. 23, No. 4, 1204--1226 (2010; Zbl 1205.60043) Full Text: DOI OpenURL
Kobayashi, Masahiro; Miyazawa, Masakiyo; Zhao, Yiqiang Q. Tail asymptotics of the occupation measure for a Markov additive process with an \(M/G/1\)-type background process. (English) Zbl 1221.60132 Stoch. Models 26, No. 3, 463-486 (2010). Reviewer: Marina Gorunescu (Craiova) MSC: 60K25 90B22 60K15 90B15 PDF BibTeX XML Cite \textit{M. Kobayashi} et al., Stoch. Models 26, No. 3, 463--486 (2010; Zbl 1221.60132) Full Text: DOI OpenURL
Zhang, Rong Mao; Lin, Zheng Yan A functional LIL for integrated \(\alpha \) stable process. (English) Zbl 1196.60052 Acta Math. Sin., Engl. Ser. 26, No. 2, 393-404 (2010). MSC: 60F15 60G15 60G17 PDF BibTeX XML Cite \textit{R. M. Zhang} and \textit{Z. Y. Lin}, Acta Math. Sin., Engl. Ser. 26, No. 2, 393--404 (2010; Zbl 1196.60052) Full Text: DOI OpenURL
Koroliuk, V. S.; Kutoviy, O.; Limnios, N. Occupation measure functionals in merging phase space. (English) Zbl 1200.60075 Stochastics 82, No. 1-3, 149-163 (2010). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60K15 60K37 60J55 PDF BibTeX XML Cite \textit{V. S. Koroliuk} et al., Stochastics 82, No. 1--3, 149--163 (2010; Zbl 1200.60075) Full Text: DOI OpenURL
Fatalov, V. R. Exact asymptotics of Laplace-type Wiener integrals for \( L^p\)-functionals. (English. Russian original) Zbl 1188.60026 Izv. Math. 74, No. 1, 189-216 (2010); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 74, No. 1, 197-224 (2010). MSC: 60H05 28C20 60F10 60J65 PDF BibTeX XML Cite \textit{V. R. Fatalov}, Izv. Math. 74, No. 1, 189--216 (2010; Zbl 1188.60026); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 74, No. 1, 197--224 (2010) Full Text: DOI OpenURL
Cortes, F.; León, J. A.; Villa, J. The local time of the classical risk process. (English) Zbl 1190.60072 Int. Math. Forum 4, No. 37-40, 1891-1906 (2009). MSC: 60J55 91B30 PDF BibTeX XML Cite \textit{F. Cortes} et al., Int. Math. Forum 4, No. 37--40, 1891--1906 (2009; Zbl 1190.60072) Full Text: arXiv Link OpenURL
Miłoś, Piotr Occupation time fluctuation limits of infinite variance equilibrium branching systems. (English) Zbl 1221.60121 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 12, No. 4, 593-612 (2009). Reviewer: Peter Kern (Düsseldorf) MSC: 60J80 60F17 60G18 60G52 PDF BibTeX XML Cite \textit{P. Miłoś}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 12, No. 4, 593--612 (2009; Zbl 1221.60121) Full Text: DOI arXiv OpenURL
Lewis, Thomas M. A probabilistic property of Katsuura’s continuous nowhere differentiable function. (English) Zbl 1167.26002 J. Math. Anal. Appl. 353, No. 1, 224-231 (2009). Reviewer: Mehdi Hassani (Zanjan) MSC: 26A27 26A46 PDF BibTeX XML Cite \textit{T. M. Lewis}, J. Math. Anal. Appl. 353, No. 1, 224--231 (2009; Zbl 1167.26002) Full Text: DOI OpenURL
Buczolich, Z. Irregular \(1\)-sets on the graphs of continuous functions. (English) Zbl 1199.28010 Acta Math. Hung. 121, No. 4, 371-393 (2008). Reviewer: Nicolae-Adrian Secelean (Sibiu) MSC: 28A75 28A78 26A27 26A24 28A80 PDF BibTeX XML Cite \textit{Z. Buczolich}, Acta Math. Hung. 121, No. 4, 371--393 (2008; Zbl 1199.28010) Full Text: DOI OpenURL
Zheng, Jing Some answers to an open problem about Lévy process. (Chinese. English summary) Zbl 1174.60367 Appl. Math., Ser. A (Chin. Ed.) 23, No. 2, 188-192 (2008). MSC: 60G17 60G51 PDF BibTeX XML Cite \textit{J. Zheng}, Appl. Math., Ser. A (Chin. Ed.) 23, No. 2, 188--192 (2008; Zbl 1174.60367) OpenURL
Adams, Stefan; König, Wolfgang Large deviations for many Brownian bridges with symmetrised initial-terminal condition. (English) Zbl 1156.60017 Probab. Theory Relat. Fields 142, No. 1-2, 79-124 (2008). Reviewer: Josef Steinebach (Köln) MSC: 60F10 60J65 82B10 81S40 PDF BibTeX XML Cite \textit{S. Adams} and \textit{W. König}, Probab. Theory Relat. Fields 142, No. 1--2, 79--124 (2008; Zbl 1156.60017) Full Text: DOI arXiv OpenURL
Yin, George; Zhang, Hanqin Singularly perturbed Markov chains: limit results and applications. (English) Zbl 1138.60331 Ann. Appl. Probab. 17, No. 1, 207-229 (2007). MSC: 60J27 34E05 60F17 60J60 60K25 PDF BibTeX XML Cite \textit{G. Yin} and \textit{H. Zhang}, Ann. Appl. Probab. 17, No. 1, 207--229 (2007; Zbl 1138.60331) Full Text: DOI arXiv OpenURL
Gourcy, Mathieu Large deviation principle of occupation measure for stochastic Burgers equation. (English) Zbl 1123.60016 Ann. Inst. Henri Poincaré, Probab. Stat. 43, No. 4, 441-459 (2007). MSC: 60F10 60J35 35Q53 PDF BibTeX XML Cite \textit{M. Gourcy}, Ann. Inst. Henri Poincaré, Probab. Stat. 43, No. 4, 441--459 (2007; Zbl 1123.60016) Full Text: DOI Numdam Numdam EuDML OpenURL
Gourcy, Mathieu A large deviation principle for 2D stochastic Navier-Stokes equation. (English) Zbl 1117.60027 Stochastic Processes Appl. 117, No. 7, 904-927 (2007). MSC: 60F10 60J35 35Q30 76D06 PDF BibTeX XML Cite \textit{M. Gourcy}, Stochastic Processes Appl. 117, No. 7, 904--927 (2007; Zbl 1117.60027) Full Text: DOI OpenURL
Adams, Stefan; Bru, Jean-Bernard; König, Wolfgang Large deviations for trapped interacting Brownian particles and paths. (English) Zbl 1105.60021 Ann. Probab. 34, No. 4, 1370-1422 (2006). Reviewer: Farruh Mukhamedov (Aveiro) MSC: 60F10 60J65 82B10 82B26 60K35 PDF BibTeX XML Cite \textit{S. Adams} et al., Ann. Probab. 34, No. 4, 1370--1422 (2006; Zbl 1105.60021) Full Text: DOI arXiv OpenURL
Zhang, Rongmao; Lin, Zhengyan A functional LIL for \(m\)-fold integrated Brownian motion. (English) Zbl 1104.60311 Chin. Ann. Math., Ser. B 27, No. 4, 459-472 (2006). MSC: 60F15 60G15 60G17 PDF BibTeX XML Cite \textit{R. Zhang} and \textit{Z. Lin}, Chin. Ann. Math., Ser. B 27, No. 4, 459--472 (2006; Zbl 1104.60311) Full Text: DOI OpenURL
Merle, Mathieu Local behaviour of local times of super-Brownian motion. (English) Zbl 1099.60058 Ann. Inst. Henri Poincaré, Probab. Stat. 42, No. 4, 491-520 (2006). MSC: 60J80 60J55 PDF BibTeX XML Cite \textit{M. Merle}, Ann. Inst. Henri Poincaré, Probab. Stat. 42, No. 4, 491--520 (2006; Zbl 1099.60058) Full Text: DOI Numdam Numdam EuDML OpenURL
Aaronson, Jon; Thaler, Maximilian; Zweimüller, Roland Occupation times of sets of infinite measure for ergodic transformations. (English) Zbl 1098.37007 Ergodic Theory Dyn. Syst. 25, No. 4, 959-976 (2005). MSC: 37A40 28D05 37E05 PDF BibTeX XML Cite \textit{J. Aaronson} et al., Ergodic Theory Dyn. Syst. 25, No. 4, 959--976 (2005; Zbl 1098.37007) Full Text: DOI arXiv OpenURL
Csáki, Endre; Földes, Antónia; Révész, Pál; Rosen, Jay; Shi, Zhan Frequently visited sets for random walks. (English) Zbl 1074.60052 Stochastic Processes Appl. 115, No. 9, 1503-1517 (2005). MSC: 60G50 60F15 60J55 PDF BibTeX XML Cite \textit{E. Csáki} et al., Stochastic Processes Appl. 115, No. 9, 1503--1517 (2005; Zbl 1074.60052) Full Text: DOI arXiv OpenURL
Kuelbs, James; Li, Wenbo A functional LIL for stochastic integrals and the Lévy area process. (English) Zbl 1075.60022 J. Theor. Probab. 18, No. 2, 261-290 (2005). Reviewer: Barbara Gentz (Berlin) MSC: 60F17 60H05 PDF BibTeX XML Cite \textit{J. Kuelbs} and \textit{W. Li}, J. Theor. Probab. 18, No. 2, 261--290 (2005; Zbl 1075.60022) Full Text: DOI OpenURL
Yin, G.; Zhang, Hanqin Two-time-scale Markov chains and applications to quasi-birth-death queues. (English) Zbl 1073.60072 SIAM J. Appl. Math. 65, No. 2, 567-586 (2005). MSC: 60J27 34E05 60F05 PDF BibTeX XML Cite \textit{G. Yin} and \textit{H. Zhang}, SIAM J. Appl. Math. 65, No. 2, 567--586 (2005; Zbl 1073.60072) Full Text: DOI OpenURL
Chang, Chih-Chung; Landim, Claudio; Lee, Tzong-Yow Occupation time large deviations of two-dimensional symmetric simple exclusion process. (English) Zbl 1061.60103 Ann. Probab. 32, No. 1B, 661-691 (2004). Reviewer: Stefan Adams (Leipzig) MSC: 60K35 60F10 60J55 82C22 PDF BibTeX XML Cite \textit{C.-C. Chang} et al., Ann. Probab. 32, No. 1B, 661--691 (2004; Zbl 1061.60103) Full Text: DOI OpenURL
Bellanger, Lise; Perera, Gonzalo Compound Poisson limit theorems for high-level exceedances of some non-stationary processes. (English) Zbl 1049.60043 Bernoulli 9, No. 3, 497-515 (2003). Reviewer: Evgueni Spodarev (Ulm) MSC: 60G55 60F99 PDF BibTeX XML Cite \textit{L. Bellanger} and \textit{G. Perera}, Bernoulli 9, No. 3, 497--515 (2003; Zbl 1049.60043) Full Text: DOI OpenURL
Yin, G.; Zhang, Q.; Badowski, G. Discrete-time singularly perturbed Markov chains: Aggregation, occupation measures, and switching diffusion limit. (English) Zbl 1048.60058 Adv. Appl. Probab. 35, No. 2, 449-476 (2003). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60J10 60F17 PDF BibTeX XML Cite \textit{G. Yin} et al., Adv. Appl. Probab. 35, No. 2, 449--476 (2003; Zbl 1048.60058) Full Text: DOI OpenURL
Bardet, Jean-Marc Bivariate occupation measure dimension of multidimensional processes. (English) Zbl 1059.60051 Stochastic Processes Appl. 99, No. 2, 323-348 (2002). MSC: 60G17 60G15 60G18 60G52 60J55 PDF BibTeX XML Cite \textit{J.-M. Bardet}, Stochastic Processes Appl. 99, No. 2, 323--348 (2002; Zbl 1059.60051) Full Text: DOI OpenURL
Yin, G.; Zhang, Hanqin Countable-state-space Markov chains with two time scales and applications to queueing systems. (English) Zbl 1020.60065 Adv. Appl. Probab. 34, No. 3, 662-688 (2002); correction ibid. 36, No. 1, 324 (2004). Reviewer: E.A.van Doorn (Enschede) MSC: 60J27 34E05 PDF BibTeX XML Cite \textit{G. Yin} and \textit{H. Zhang}, Adv. Appl. Probab. 34, No. 3, 662--688 (2002; Zbl 1020.60065) Full Text: DOI OpenURL
Kuelbs, J.; Li, W. V. A functional LIL and some weighted occupation measure results for fractional Brownian motion. (English) Zbl 1012.60036 J. Theor. Probab. 15, No. 4, 1007-1030 (2002). Reviewer: K.-i.Yoshihara (Tokyo) MSC: 60F17 PDF BibTeX XML Cite \textit{J. Kuelbs} and \textit{W. V. Li}, J. Theor. Probab. 15, No. 4, 1007--1030 (2002; Zbl 1012.60036) Full Text: DOI OpenURL
Benaïm, Michel; Ledoux, Michel; Raimond, Olivier Self-interacting diffusions. (English) Zbl 1042.60060 Probab. Theory Relat. Fields 122, No. 1, 1-41 (2002). Reviewer: Martin Janžura (Praha) MSC: 60K35 58J65 60J60 PDF BibTeX XML Cite \textit{M. Benaïm} et al., Probab. Theory Relat. Fields 122, No. 1, 1--41 (2002; Zbl 1042.60060) Full Text: DOI OpenURL
Benaim, Michel; Raimond, Olivier On self attracting/repelling diffusions. (English) Zbl 1030.60075 C. R., Math., Acad. Sci. Paris 335, No. 6, 541-544 (2002). Reviewer: Shizan Fang (Dijon) MSC: 60J60 60F15 PDF BibTeX XML Cite \textit{M. Benaim} and \textit{O. Raimond}, C. R., Math., Acad. Sci. Paris 335, No. 6, 541--544 (2002; Zbl 1030.60075) Full Text: DOI arXiv OpenURL
Chassaing, Philippe; Janson, Svante A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0. (English) Zbl 1032.60076 Ann. Probab. 29, No. 4, 1755-1779 (2001). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60J65 60J55 PDF BibTeX XML Cite \textit{P. Chassaing} and \textit{S. Janson}, Ann. Probab. 29, No. 4, 1755--1779 (2001; Zbl 1032.60076) Full Text: DOI OpenURL
Basak, Gopal K. Stabilization of dynamical systems by adding a colored noise. (English) Zbl 1005.93047 IEEE Trans. Autom. Control 46, No. 7, 1107-1111 (2001). Reviewer: Vigirdas Mackevičius (Vilnius) MSC: 93E15 93D15 60H10 PDF BibTeX XML Cite \textit{G. K. Basak}, IEEE Trans. Autom. Control 46, No. 7, 1107--1111 (2001; Zbl 1005.93047) Full Text: DOI OpenURL
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk. (English) Zbl 1008.60063 Acta Math. 186, No. 2, 239-270 (2001). Reviewer: A.D.Barbour (Zürich) MSC: 60G50 60J65 60F15 PDF BibTeX XML Cite \textit{A. Dembo} et al., Acta Math. 186, No. 2, 239--270 (2001; Zbl 1008.60063) Full Text: DOI Link OpenURL
Pemantle, Robin; Peres, Yuval; Pitman, Jim; Yor, Marc Where did the Brownian particle go? (English) Zbl 0977.60071 Electron. J. Probab. 6, Paper No. 10, 22 p. (2001). MSC: 60J65 PDF BibTeX XML Cite \textit{R. Pemantle} et al., Electron. J. Probab. 6, Paper No. 10, 22 p. (2001; Zbl 0977.60071) Full Text: DOI arXiv EuDML EMIS OpenURL
Mörters, Peter The average density of super-Brownian motion. (English) Zbl 0978.60046 Ann. Inst. Henri Poincaré, Probab. Stat. 37, No. 1, 71-100 (2001). Reviewer: Isamu Dôku (Urawa) MSC: 60G57 60G17 28A80 PDF BibTeX XML Cite \textit{P. Mörters}, Ann. Inst. Henri Poincaré, Probab. Stat. 37, No. 1, 71--100 (2001; Zbl 0978.60046) Full Text: DOI Numdam EuDML OpenURL
Yin, G.; Zhang, Q.; Badowski, G. Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. (English) Zbl 1054.60078 Ann. Appl. Probab. 10, No. 2, 549-572 (2000). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J27 60B10 60F17 PDF BibTeX XML Cite \textit{G. Yin} et al., Ann. Appl. Probab. 10, No. 2, 549--572 (2000; Zbl 1054.60078) Full Text: DOI OpenURL
Hu, Xiaoyu The multifractal analysis of the occupation measure of a Lévy process. (English) Zbl 0982.60044 Wuhan Univ. J. Nat. Sci. 5, No. 3, 253-256 (2000). Reviewer: Peter Mörters (Kaiserslautern) MSC: 60G51 28A78 60J55 60F99 60G52 PDF BibTeX XML Cite \textit{X. Hu}, Wuhan Univ. J. Nat. Sci. 5, No. 3, 253--256 (2000; Zbl 0982.60044) Full Text: DOI OpenURL
Dembo, Amir; Peres, Yuval; Rosen, Jay; Zeitouni, Ofer Thin points for Brownian motion. (English) Zbl 0977.60073 Ann. Inst. Henri Poincaré, Probab. Stat. 36, No. 6, 749-774 (2000). Reviewer: René L.Schilling (Brighton) MSC: 60J65 60G17 28A78 60D05 28A80 PDF BibTeX XML Cite \textit{A. Dembo} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 36, No. 6, 749--774 (2000; Zbl 0977.60073) Full Text: DOI Numdam EuDML OpenURL
Hosaka, Masanori Occupation measures in average cost Markov decision processes. (English) Zbl 0948.91050 J. Inf. Optim. Sci. 21, No. 1, 97-112 (2000). Reviewer: Salvatore Modica (Palermo) MSC: 91B70 90C40 90C39 PDF BibTeX XML Cite \textit{M. Hosaka}, J. Inf. Optim. Sci. 21, No. 1, 97--112 (2000; Zbl 0948.91050) Full Text: DOI OpenURL
Hu, Xiaoyu Multifractal analysis of the occupation measures of a kind of stochastic processes. (English) Zbl 0962.60028 Stochastic Processes Appl. 80, No. 2, 249-269 (1999). Reviewer: Jan Rataj (Praha) MSC: 60G55 28A80 PDF BibTeX XML Cite \textit{X. Hu}, Stochastic Processes Appl. 80, No. 2, 249--269 (1999; Zbl 0962.60028) Full Text: DOI OpenURL
Kallenberg, Olav Ballot theorems and sojourn laws for stationary processes. (English) Zbl 0961.60045 Ann. Probab. 27, No. 4, 2011-2019 (1999). Reviewer: Andrew Olenko (Kyïv) MSC: 60G10 PDF BibTeX XML Cite \textit{O. Kallenberg}, Ann. Probab. 27, No. 4, 2011--2019 (1999; Zbl 0961.60045) Full Text: DOI OpenURL
Benaïm, Michel Dynamics of stochastic approximation algorithms. (English) Zbl 0955.62085 Azéma, Jacques (ed.) et al., Séminaire de probabilités XXXIII. Berlin: Springer. Lect. Notes Math. 1709, 1-68 (1999). Reviewer: A.Grorud (Marseille) MSC: 62L20 37L30 PDF BibTeX XML Cite \textit{M. Benaïm}, Lect. Notes Math. 1709, 1--68 (1999; Zbl 0955.62085) Full Text: Numdam OpenURL
Le Gall, Jean-François The Hausdorff measure of the range of super-Brownian motion. (English) Zbl 0945.60039 Bramson, Maury (ed.) et al., Perplexing problems in probability. Festschrift in honor of Harry Kesten. Boston: Birkhäuser. Prog. Probab. 44, 285-314 (1999). MSC: 60G57 60J80 PDF BibTeX XML Cite \textit{J.-F. Le Gall}, Prog. Probab. 44, 285--314 (1999; Zbl 0945.60039) OpenURL
Guillotin, N. Edge occupation measure for a reversible Markov chain. (English) Zbl 0939.60085 Electron. Commun. Probab. 4, 87-90 (1999). Reviewer: S.L.Kalpazidou (Thessaloniki) MSC: 60J10 60F10 PDF BibTeX XML Cite \textit{N. Guillotin}, Electron. Commun. Probab. 4, 87--90 (1999; Zbl 0939.60085) Full Text: DOI EuDML EMIS OpenURL
Li, Bingzhang; Yu, Jinghu On the weighted occupation time and support of super-Brownian motion conditioned on non-extinction. (English) Zbl 0938.60043 Acta Math. Sci. (Engl. Ed.) 19, No. 3, 272-278 (1999). MSC: 60G57 60J60 PDF BibTeX XML Cite \textit{B. Li} and \textit{J. Yu}, Acta Math. Sci. (Engl. Ed.) 19, No. 3, 272--278 (1999; Zbl 0938.60043) OpenURL
Aspandiiarov, Sanjar; Iasnogorodski, Roudolf Asymptotic behaviour of stationary distributions for countable Markov chains, with some applications. (English) Zbl 0948.60068 Bernoulli 5, No. 3, 535-569 (1999). Reviewer: Liu Wen (Tianjin) MSC: 60J10 PDF BibTeX XML Cite \textit{S. Aspandiiarov} and \textit{R. Iasnogorodski}, Bernoulli 5, No. 3, 535--569 (1999; Zbl 0948.60068) Full Text: DOI OpenURL
Dembo, Amir; Rosen, Jay; Peres, Yuval; Zeitouni, Ofer Thick points for transient symmetric stable processes. (English) Zbl 0927.60077 Electron. J. Probab. 4, Paper No. 10, 13 p. (1999). Reviewer: J.Bertoin (Paris) MSC: 60J55 PDF BibTeX XML Cite \textit{A. Dembo} et al., Electron. J. Probab. 4, Paper No. 10, 13 p. (1999; Zbl 0927.60077) Full Text: DOI EuDML EMIS OpenURL
Liang, Changqing; Li, Zhanbing Absolute continuity of interacting measure-valued branching processes and its occupation-time processes. (English) Zbl 0990.60086 Chin. Sci. Bull. 43, No. 3, 197-200 (1998). Reviewer: G.G.Vrănceanu (Bucureşti) MSC: 60J80 60G57 PDF BibTeX XML Cite \textit{C. Liang} and \textit{Z. Li}, Chin. Sci. Bull. 43, No. 3, 197--200 (1998; Zbl 0990.60086) Full Text: DOI OpenURL
Mörters, Peter The average density of the path of planar Brownian motion. (English) Zbl 0937.60031 Stochastic Processes Appl. 74, No. 1, 133-149 (1998). MSC: 60G17 28A75 60J65 PDF BibTeX XML Cite \textit{P. Mörters}, Stochastic Processes Appl. 74, No. 1, 133--149 (1998; Zbl 0937.60031) Full Text: DOI OpenURL
Perera, Gonzalo; Wschebor, Mario Crossings and occupation measures for a class of semimartingales. (English) Zbl 0943.60019 Ann. Probab. 26, No. 1, 253-266 (1998). MSC: 60F05 60G44 60J55 PDF BibTeX XML Cite \textit{G. Perera} and \textit{M. Wschebor}, Ann. Probab. 26, No. 1, 253--266 (1998; Zbl 0943.60019) Full Text: DOI OpenURL