Souto Arias, Luis A.; Cirillo, Pasquale; Oosterlee, Cornelis W. The Heston-Queue-Hawkes process: a new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions. (English) Zbl 07901810 J. Comput. Appl. Math. 454, Article ID 116177, 21 p. (2025). MSC: 91G20 60G55 60J74 35Q91 × Cite Format Result Cite Review PDF Full Text: DOI
Dhillon, Manisha; Kataria, Kuldeep Kumar On martingale characterizations of generalized counting process and its time-changed variants. (English) Zbl 07920149 J. Math. Anal. Appl. 540, No. 2, Article ID 128749, 9 p. (2024). MSC: 60G55 60G22 60G51 60G44 × Cite Format Result Cite Review PDF Full Text: DOI
Athreya, Jayadev S. Counting problems for invariant point processes. (English) Zbl 07918557 Ohshika, Ken’ichi (ed.) et al., In the tradition of Thurston III. Geometry and dynamics. Cham: Springer. 339-363 (2024). MSC: 60G55 32G15 11H60 11P21 × Cite Format Result Cite Review PDF Full Text: DOI
Møller, Jesper; Rasmussen, Jakob G. Cox processes driven by transformed Gaussian processes on linear networks – a review and new contributions. (English) Zbl 07916042 Scand. J. Stat. 51, No. 3, 1288-1322 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Sarma, Utpal Jyoti Deba; Selvamuthu, Dharmaraja Study of discrete-time Hawkes process and its compensator. (English) Zbl 07913922 Stat. Probab. Lett. 214, Article ID 110192, 10 p. (2024). MSC: 60G55 60F05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Watson, G. L.; Reid, C. E.; Jerrett, M.; Telesca, D. Prediction and model evaluation for space-time data. (English) Zbl 07912619 J. Appl. Stat. 51, No. 10, 2007-2024 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dello Schiavo, Lorenzo; Herry, Ronan; Suzuki, Kohei Wasserstein geometry and Ricci curvature bounds for Poisson spaces. (Géométrie de Wasserstein et minoration de la courbure de Ricci pour les espaces de Poisson.) (English. French summary) Zbl 07912281 J. Éc. Polytech., Math. 11, 957-1010 (2024). Reviewer: Feng-Yu Wang (Tianjin) MSC: 53C23 58J65 60G55 49Q22 30L99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gharari, Fatemeh; Hematpour, Nafiseh; Bakouch, Hassan S.; Popović, Predrag M. Fractional duals of the Poisson process on time scales with applications in cryptography. (English) Zbl 07909834 Bull. Malays. Math. Sci. Soc. (2) 47, No. 5, Paper No. 145, 36 p. (2024). MSC: 60G55 05A30 94A60 × Cite Format Result Cite Review PDF Full Text: DOI
Banerjee, Amitabh; Sahu, Omprakash Convergence of Thakur iteration scheme for mean nonexpansive mappings in hyperbolic spaces. (English) Zbl 07906612 Electron. J. Math. Anal. Appl. 12, No. 2, Paper No. 1, 12 p. (2024). MSC: 47H09 47H10 47H20 × Cite Format Result Cite Review PDF Full Text: DOI
Blancas, Airam; Palau, Sandra Coalescent point process of branching trees in a varying environment. (English) Zbl 07905745 Electron. Commun. Probab. 29, Paper No. 28, 15 p. (2024). MSC: 92D25 60J85 60J95 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link OA License
Chougui, Nadhir; Yazid, Fares; Saadallah, Abdelkader; Djeradi, Fatima Siham A quasistatic electro-elastic contact problem with long memory and slip dependent coefficient of friction. (English) Zbl 07905381 Bol. Soc. Parana. Mat. (3) 42, Paper No. 102, 15 p. (2024). MSC: 74B20 74H10 74M15 74F25 49J40 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Gaoyu; Ling, Chengxiu; Tan, Zhongquan The limit theorems on extreme order statistics and partial sums of i.i.d. random variables. (English) Zbl 07903492 Open Math. 22, Article ID 20240047, 15 p. (2024). MSC: 60G70 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Chávez Casillas, Jonathan A. A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process. (English) Zbl 07900529 Commun. Nonlinear Sci. Numer. Simul. 136, Article ID 108100, 21 p. (2024). MSC: 92D30 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, Wei Stochastic Volterra equations for the local times of spectrally positive stable processes. (English) Zbl 07900398 Ann. Appl. Probab. 34, No. 3, 2733-2798 (2024). MSC: 60G52 60J55 60H20 60G22 60F17 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Xu, Wei Diffusion approximations for self-excited systems with applications to general branching processes. (English) Zbl 07900396 Ann. Appl. Probab. 34, No. 3, 2650-2713 (2024). MSC: 60F17 60G55 60J80 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hussain, Aftab Applications of the Fredholm integral equation by means of interpolative dynamic contractions. (English) Zbl 07900266 J. Nonlinear Convex Anal. 25, No. 7, 1599-1618 (2024). MSC: 47H09 47H10 54H25 × Cite Format Result Cite Review PDF Full Text: Link
Davydov, Michel Propagation of chaos and Poisson hypothesis for replica mean-field models of intensity-based neural networks. (English) Zbl 07899441 Ann. Appl. Probab. 34, No. 2, 2107-2135 (2024). MSC: 60K35 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bäuerle, Nicole; Höfer, Sebastian Continuous-time mean field Markov decision models. (English) Zbl 07898801 Appl. Math. Optim. 90, No. 1, Paper No. 12, 32 p. (2024). MSC: 90C40 60G55 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Liu, Qingwei; Privault, Nicolas Normal approximation of subgraph counts in the random-connection model. (English) Zbl 07898716 Bernoulli 30, No. 4, 3224-3250 (2024). MSC: 60Fxx 60G55 05Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Mosyagin, V. E. Poisson process with linear drift and related function series. (English. Russian original) Zbl 07898581 Theory Probab. Appl. 69, No. 2, 281-293 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 354-368 (2024). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI
Galganov, Oleksii; Ilienko, Andrii Short cycles of random permutations with cycle weights: point processes approach. (English) Zbl 07898553 Stat. Probab. Lett. 213, Article ID 110169, 7 p. (2024). MSC: 60C05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gangopadhyay, Ujan; Ghosh, Subhroshekhar; Tan, Kin Aun Approximate Gibbsian structure in strongly correlated point fields and generalized Gaussian zero ensembles. (English) Zbl 07896924 Commun. Pure Appl. Math. 77, No. 8, 3427-3519 (2024). MSC: 60G55 60K35 60G60 60B20 82B05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gu, Zihao; Lin, Yiqing; Xu, Kun Mean reflected BSDE driven by a marked point process and application in insurance risk management. (English) Zbl 07891423 ESAIM, Control Optim. Calc. Var. 30, Paper No. 51, 23 p. (2024). MSC: 60G55 60H10 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Flint, Ian; Wang, Yan; Xia, Aihua On the Conway-Maxwell-Poisson point process. (English) Zbl 07887783 Commun. Stat., Theory Methods 53, No. 16, 5687-5705 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Wei, Chao Least squares estimation for a class of uncertain Vasicek model and its application to interest rates. (English) Zbl 07887524 Stat. Pap. 65, No. 4, 2441-2459 (2024). MSC: 62M05 62F12 60H10 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Xi, Daiqing; Pang, Tianxiao Change point in variance of fractionally integrated noise. (English) Zbl 1541.62243 Stat. Pap. 65, No. 4, 2397-2439 (2024). MSC: 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Bufetov, Alexander The expectation of a multiplicative functional under the sine-process. (English. Russian original) Zbl 07885501 Funct. Anal. Appl. 58, No. 2, 120-128 (2024); translation from Funkts. Anal. Prilozh. 58, No. 2, 23-33 (2024). MSC: 47B99 47B35 60G55 60B20 × Cite Format Result Cite Review PDF Full Text: DOI
Baiz, Othman; Benkhira, El-Hassan; Fakhar, Rachid Existence and numerical approximation of a solution to frictional contact problem for electro-elastic materials. (English) Zbl 07884877 Appl. Math., Ser. B (Engl. Ed.) 39, No. 2, 201-219 (2024). MSC: 35J87 47J20 49J40 74F15 74G30 74M10 74M15 74S05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Shifan; Xu, Tianshi; Huang, Hua; Chow, Edmond; Xi, Yuanzhe An adaptive factorized Nyström preconditioner for regularized kernel matrices. (English) Zbl 07883836 SIAM J. Sci. Comput. 46, No. 4, A2351-A2376 (2024). MSC: 65F08 65F55 65F15 62G08 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pekalp, Mustafa Hilmi; Aydoğdu, Halil Parametric estimations of the mean value and variance functions in geometric process. (English) Zbl 1541.62208 J. Comput. Appl. Math. 449, Article ID 115969, 8 p. (2024). MSC: 62M09 60K05 62F10 62F12 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Choiruddin, Achmad; Yuni Susanto, Tabita; Husain, Ahmad; Mega Kartikasari, Yuniar kppmenet: combining the kppm and elastic net regularization for inhomogeneous Cox point process with correlated covariates. (English) Zbl 07880710 J. Appl. Stat. 51, No. 5, 993-1006 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Touail, Youssef Set-valued mappings: fixed point results with \(\beta \)-function and some applications. (English) Zbl 07879987 Izv. Inst. Mat. Inform., Udmurt. Gos. Univ. 63, 61-79 (2024). MSC: 47H09 47H10 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Joseph, Sobin; Jain, Shashi A neural network based model for multi-dimensional non-linear Hawkes processes. (English) Zbl 1540.60089 J. Comput. Appl. Math. 447, Article ID 115889, 23 p. (2024). MSC: 60G55 62G07 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Goyal, Dheeraj; Xie, Min On the compound Poisson phase-type process and its application in shock models. (English) Zbl 1540.60088 J. Comput. Appl. Math. 446, Article ID 115852, 15 p. (2024). MSC: 60G55 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Clément, Frédérique; Olayé, Jules A stochastic model for neural progenitor dynamics in the mouse cerebral cortex. (English) Zbl 07875662 Math. Biosci. 372, Article ID 109185, 23 p. (2024). MSC: 92B20 60G55 92C20 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Jingwen; Cui, Yifan; Wei, Pengfei; Rashki, Mohsen; Zhang, Weihong; Beer, Michael Directional filter combined with active learning for rare failure events. (English) Zbl 07875040 Comput. Methods Appl. Mech. Eng. 428, Article ID 117105, 19 p. (2024). MSC: 74S60 62G08 74R99 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Xin; Zhu, Yuanguo Optimal control and zero-sum game subject to differential equations with Liu processes and random matrices. (English) Zbl 07874717 Optim. Control Appl. Methods 45, No. 3, 1223-1250 (2024). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kim, J. K.; Dashputre, Samir; Padmavati; Verma, Rashmi Convergence theorems for generalized \(\alpha\)-nonexpansive mappings in uniformly hyperbolic spaces. (English) Zbl 07868027 Nonlinear Funct. Anal. Appl. 29, No. 1, 1-14 (2024). MSC: 65J15 54H25 54E40 × Cite Format Result Cite Review PDF Full Text: Link
Lopes, Tito; Tomazella, Vera L. D.; Leão, Jeremias; Ramos, Pedro L.; Louzada, Francisco Statistical inference for generalized power-law process in repairable systems. (English) Zbl 07866514 J. Comput. Appl. Math. 445, Article ID 115799, 20 p. (2024). MSC: 62Mxx 62Fxx 62Nxx × Cite Format Result Cite Review PDF Full Text: DOI
Kataria, K. K.; Khandakar, M. Fractional Skellam process of order \(k\). (English) Zbl 07865972 J. Theor. Probab. 37, No. 2, 1333-1356 (2024). MSC: 60G22 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Last, G.; Molchanov, I.; Schulte, M. Normal approximation of Kabanov-Skorohod integrals on Poisson spaces. (English) Zbl 07865966 J. Theor. Probab. 37, No. 2, 1124-1167 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G55 60H05 60H07 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Fendick, Kerry; Whitt, Ward On Gaussian Markov processes and polya processes. (English) Zbl 07865882 Oper. Res. Lett. 52, Article ID 107062, 5 p. (2024). MSC: 90-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mohebbi, Mahboubeh; Amiri, Amirhossein; Taheriyoun, Ali Reza Monitoring the structure of social networks based on exponential random graph model. (English) Zbl 07859030 Commun. Stat., Theory Methods 53, No. 10, 3742-3757 (2024). MSC: 91D30 62H12 62H15 × Cite Format Result Cite Review PDF Full Text: DOI
Berestycki, Julien; Kim, Yujin H.; Lubetzky, Eyal; Mallein, Bastien; Zeitouni, Ofer The extremal point process of branching Brownian motion in \(\mathbb{R}^d \). (English) Zbl 07856570 Ann. Probab. 52, No. 3, 955-982 (2024). MSC: 60J80 60G70 60J60 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ball, Frank; Neal, Peter Strong convergence of an epidemic model with mixing groups. (English) Zbl 1537.92106 Adv. Appl. Probab. 56, No. 2, 430-463 (2024). MSC: 92D30 60J85 60G50 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Kanel-Belov, A. Ya.; Golafshan, M.; Malev, S. G.; Yavich, R. P. Finding the area and perimeter distributions for flat Poisson processes of a straight line and Voronoi diagrams. (English) Zbl 1540.60024 Dokl. Math. 109, No. 1, 56-61 (2024). MSC: 60D05 60G55 52A22 × Cite Format Result Cite Review PDF Full Text: DOI
Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit A Hawkes model with CARMA(p,q) intensity. (English) Zbl 07852741 Insur. Math. Econ. 116, 1-26 (2024). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G55 62M05 62P05 91G99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ahmad, Fayyaz; Ullah, Kifayat; Ahmad, Junaid; Hammad, Hasanen A.; George, Reny A novel iterative process for numerical reckoning of fixed points via generalized nonlinear mappings with qualitative study. (English) Zbl 07852093 Demonstr. Math. 57, Article ID 20230151, 19 p. (2024). MSC: 47H05 47H09 47H10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Goyal, Dheeraj; Kamal Hazra, Nil; Finkelstein, Maxim On survival of coherent systems subject to random shocks. (English) Zbl 1539.60017 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 6, 29 p. (2024). MSC: 60E15 60K10 60G55 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Maleki Almani, Hamidreza; Shokrollahi, Foad; Sottinen, Tommi Prediction of Gaussian Volterra processes with compound Poisson jumps. (English) Zbl 1537.60041 Stat. Probab. Lett. 208, Article ID 110054, 8 p. (2024). MSC: 60G15 60G55 60G22 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Soni, Ritik; Pathak, Ashok Kumar Generalized fractional negative binomial process. (English) Zbl 1537.60046 Stat. Probab. Lett. 207, Article ID 110021, 11 p. (2024). MSC: 60G22 60G51 60G55 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Heiny, Johannes; Kleemann, Carolin Point process convergence for symmetric functions of high-dimensional random vectors. (English) Zbl 07846578 Extremes 27, No. 2, 185-217 (2024). MSC: 60G55 60G70 60B12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Njike Leunga, Charles Guy; Hainaut, Donatien Affine Heston model style with self-exciting jumps and long memory. (English) Zbl 1539.91134 Ann. Finance 20, No. 1, 1-43 (2024). MSC: 91G20 91B70 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Khandakar, M.; Kataria, K. K. On a time-changed variant of the generalized counting process. (English) Zbl 07845414 J. Appl. Probab. 61, No. 2, 716-738 (2024). MSC: 60G22 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Bo; Pang, Guodong Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes. (English) Zbl 07845401 J. Appl. Probab. 61, No. 2, 490-514 (2024). MSC: 60G55 60K25 60F17 90B22 60H10 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Hainaut, Donatien A mutually exciting rough jump-diffusion for financial modelling. (English) Zbl 1537.91323 Fract. Calc. Appl. Anal. 27, No. 1, 319-352 (2024). MSC: 91G20 60G55 60G22 60J74 × Cite Format Result Cite Review PDF Full Text: DOI
Pradeesh, J.; Vijayakumar, V. A new approach on the approximate controllability results for Hilfer fractional stochastic hemivariational inequalities of order \(1 < \mu < 2\). (English) Zbl 07840592 Qual. Theory Dyn. Syst. 23, No. 4, Paper No. 158, 37 p. (2024). MSC: 34A08 47H10 58E35 93B05 93E03 × Cite Format Result Cite Review PDF Full Text: DOI
Pradeesh, J.; Vijayakumar, V. On the asymptotic stability of Hilfer fractional neutral stochastic differential systems with infinite delay. (English) Zbl 07840587 Qual. Theory Dyn. Syst. 23, No. 4, Paper No. 153, 28 p. (2024). MSC: 34K30 34K37 34K40 34K50 34K20 47H10 × Cite Format Result Cite Review PDF Full Text: DOI
Picoche, Coralie; Young, William R.; Barraquand, Frédéric Local intraspecific aggregation in phytoplankton model communities: spatial scales of occurrence and implications for coexistence. (English) Zbl 1536.92167 J. Math. Biol. 88, No. 6, Paper No. 68, 27 p. (2024). MSC: 92D40 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Reitzner, Matthias; Römer, Tim; von Westenholz, Mandala Covariance matrices of length power functionals of random geometric graphs – an asymptotic analysis. (English) Zbl 1536.05415 Linear Algebra Appl. 691, 151-181 (2024). MSC: 05C80 05C50 05C10 60G55 60B20 15B52 60D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Curto, Raúl E.; Infusino, Maria The realizability problem as a special case of the infinite-dimensional truncated moment problem. (English) Zbl 07836135 Proc. Am. Math. Soc. 152, No. 5, 2145-2155 (2024). MSC: 44A60 47A57 60G55 28C05 46J05 28E99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sabatini, Silvia; Villa, Elena On a special class of Gibbs hard-core point processes modeling random patterns of non-overlapping grains. (English) Zbl 1535.60084 Stochastic Anal. Appl. 42, No. 2, 386-413 (2024). MSC: 60G55 60D05 × Cite Format Result Cite Review PDF Full Text: DOI
Diouf, Saliou; Kolani, Yentchabaré Extreme value theory for space-time with random coefficients. (English) Zbl 07833898 Commun. Stat., Theory Methods 53, No. 5, 1736-1744 (2024). MSC: 60G52 60G17 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Matsuoka, Tatsuya; Ohsaka, Naoto Computational complexity of normalizing constants for the product of determinantal point processes. (English) Zbl 1541.68157 Theor. Comput. Sci. 997, Article ID 114513, 37 p. (2024). MSC: 68Q25 60G55 68Q17 68Q27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jun, Mikyoung; Cook, Scott Flexible multivariate spatiotemporal Hawkes process models of terrorism. (English) Zbl 07832614 Ann. Appl. Stat. 18, No. 2, 1378-1403 (2024). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Marklof, Jens; Strömbergsson, Andreas Kinetic theory for the low-density Lorentz gas. (English) Zbl 07830342 Memoirs of the American Mathematical Society 1464. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-6869-9/pbk; 978-1-4704-7721-9/ebook). v, 136 p. (2024). MSC: 82-02 82C40 82C70 60G55 35Q20 35Q82 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Charlier, Christophe Large gap asymptotics on annuli in the random normal matrix model. (English) Zbl 1536.60006 Math. Ann. 388, No. 4, 3529-3587 (2024). MSC: 60B20 41A60 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Campbell, Andrew; O’Rourke, Sean Spectrum of Lévy-Khintchine random Laplacian matrices. (English) Zbl 1535.60014 J. Theor. Probab. 37, No. 1, 933-973 (2024). MSC: 60B20 60G55 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Khabou, Mahmoud; Privault, Nicolas; Réveillac, Anthony Normal approximation of compound Hawkes functionals. (English) Zbl 07826603 J. Theor. Probab. 37, No. 1, 549-581 (2024). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 60F05 60G57 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fallahi, Masoumeh; Pourtaheri, Reza; Eskandari, Farzad The multivariate generalized linear Hawkes process in high dimensions with applications in neuroscience. (English) Zbl 1533.60069 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 1, 25 p. (2024). MSC: 60G55 92C20 × Cite Format Result Cite Review PDF Full Text: DOI
Dauvergne, Duncan Non-uniqueness times for the maximizer of the KPZ fixed point. (English) Zbl 07826171 Adv. Math. 442, Article ID 109550, 41 p. (2024). MSC: 82Cxx 60Kxx 82Bxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fradon, Myriam; Kern, Julian; Rœlly, Sylvie; Zass, Alexander Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect. (English) Zbl 1534.60146 Stochastic Processes Appl. 171, Article ID 104319, 20 p. (2024). MSC: 60K35 60H10 60J55 82D99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gusakova, Anna; Kabluchko, Zakhar; Thäle, Christoph Sectional Voronoi tessellations: characterization and high-dimensional limits. (English) Zbl 1536.60014 Bernoulli 30, No. 2, 1482-1501 (2024). MSC: 60D05 52A22 60G55 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ayachi, Moez; Abbas, Syed P-mean \((\mu_1, \mu_2)\)-pseudo almost periodic processes and application to integro-differential stochastic evolution equations. (English) Zbl 1534.34078 Electron. J. Differ. Equ. 2024, Paper No. 24, 26 p. (2024). MSC: 34K50 34K14 34K20 × Cite Format Result Cite Review PDF Full Text: Link
Protter, Philip E.; Wu, Qianfan; Yang, Shihao Order book queue Hawkes Markovian modeling. (English) Zbl 07822811 SIAM J. Financ. Math. 15, No. 1, 1-25 (2024). MSC: 62P05 60G55 62J07 91G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kamenskii, Mikhail; Petrosyan, Garik On a controllability problem for a feedback control system governed by a semilinear differential equation and a sweeping process. (English) Zbl 07822366 Commun. Nonlinear Sci. Numer. Simul. 132, Article ID 107889, 11 p. (2024). MSC: 47N70 93B52 93B05 93C10 47D06 47H08 47H10 49J40 × Cite Format Result Cite Review PDF Full Text: DOI
van Lieshout, M. N. M. Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions. (English) Zbl 07819552 Ann. Inst. Stat. Math. 76, No. 2, 313-331 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Are, Elisha B.; Stockdale, Jessica; Colijn, Caroline Long-term dynamics of COVID-19 in a multi-strain model. (English) Zbl 1533.92192 David, Jummy (ed.) et al., Mathematics of public health. Mathematical modelling from the next generation. Cham: Springer. Fields Inst. Commun. 88, 295-317 (2024). MSC: 92D30 34A30 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Wei Lipschitzian norms and functional inequalities for birth-death processes. (English) Zbl 1536.60086 Discrete Contin. Dyn. Syst., Ser. B 29, No. 5, 2282-2297 (2024). Reviewer: Isamu Dôku (Saitama) MSC: 60J80 60E15 60J27 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Weichao; Micheas, Athanasios C. A new construction of covariance functions for Gaussian random fields. (English) Zbl 07812676 Sankhyā, Ser. A 86, No. 1, 530-574 (2024). MSC: 62-08 62E15 60E10 × Cite Format Result Cite Review PDF Full Text: DOI
Tolstonogov, Alexander BV sweeping process involving prox-regular sets and a composed perturbation. (English) Zbl 07812619 Set-Valued Var. Anal. 32, No. 1, Paper No. 2, 27 p. (2024). MSC: 28B20 34G25 47J35 34A60 47H10 49J52 49J53 × Cite Format Result Cite Review PDF Full Text: DOI
Grotta-Ragazzo, Clodoaldo Vortex on surfaces and Brownian motion in higher dimensions: special metrics. (English) Zbl 07812567 J. Nonlinear Sci. 34, No. 2, Paper No. 31, 32 p. (2024). MSC: 76B47 30F30 58J65 31C12 60J45 53C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Louvet, Apolline; Véber, Amandine Measure-valued growth processes in continuous space and growth properties starting from an infinite interface. (English) Zbl 07812490 Stochastic Processes Appl. 170, Article ID 104291, 31 p. (2024). MSC: 60G55 60G57 82C43 92D25 60J25 60G50 60K20 82C41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Cali, Elie; Hinsen, Alexander; Jahnel, Benedikt; Wary, Jean-Philippe Chase-escape in dynamic device-to-device networks. (English) Zbl 1532.60206 J. Appl. Probab. 61, No. 1, 311-339 (2024). MSC: 60K35 60K37 82B43 60D05 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baccelli, F.; Foss, S.; Shneer, S. Migration-contagion processes. (English) Zbl 07807057 Adv. Appl. Probab. 56, No. 1, 71-105 (2024). MSC: 60K35 60K25 60G55 92D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lyu, Yunhong; Nkurunziza, Sévérien Inference in generalized exponential O-U processes with change-point. (English) Zbl 07806012 Stat. Inference Stoch. Process. 27, No. 1, 63-102 (2024). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan; Sun, Jiajing; Wang, Shouyang Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach. (English) Zbl 07803959 J. Econom. 238, No. 2, Article ID 105603, 19 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Huang, Dongzhou The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion. (English) Zbl 1532.60166 Stat. Probab. Lett. 205, Article ID 109952, 7 p. (2024). MSC: 60J65 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Kimura, Taro; Zahabi, Ali Universal cusp scaling in random partitions. (English) Zbl 1535.60015 Lett. Math. Phys. 114, No. 1, Paper No. 27, 56 p. (2024). Reviewer: Weiping Li (Guanghan) MSC: 60B20 05E10 60G20 82B27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yao, Luming; Zhang, Lun On the gap probability of the tacnode process. (English) Zbl 1539.60059 Adv. Math. 438, Article ID 109474, 85 p. (2024). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G55 60K35 82B41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kındap, Yaman; Godsill, Simon Point process simulation of generalised hyperbolic Lévy processes. (English) Zbl 1529.62021 Stat. Comput. 34, No. 1, Paper No. 33, 28 p. (2024). MSC: 62-08 60G51 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Sukegawa, Noriyoshi; Suzuki, Shohei; Ikebe, Yoshiko; Hirata, Yoshito On computing medians of marked point process data under edit distance. (English) Zbl 1536.90124 J. Optim. Theory Appl. 200, No. 1, 178-193 (2024). MSC: 90C10 90C90 37M10 60G55 86A15 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Wiśniewolski, Maciej On the probabilistic representations of solutions of pantograph equations and triangle coefficients. (English) Zbl 1534.34064 J. Differ. Equations 379, 600-625 (2024). Reviewer: Ioannis P. Stavroulakis (Ioannina) MSC: 34K05 34K06 60G55 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Piunovskiy, Alexey; Zhang, Yi Extreme occupation measures in Markov decision processes with an absorbing state. (English) Zbl 1538.90187 SIAM J. Control Optim. 62, No. 1, 65-90 (2024). MSC: 90C40 90C25 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cha, Ji Hwan; Badía, F. G. Poisson generalized Lindley process and its properties. (English) Zbl 1528.60087 Metrika 87, No. 1, 61-74 (2024). MSC: 60K10 60G55 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Haimi, Antti; Romero, José Luis Normality of smooth statistics for planar determinantal point processes. (English) Zbl 07788899 Bernoulli 30, No. 1, 666-682 (2024). MSC: 60G55 15B52 60B20 46E22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Azimi-Abarghouyi, Seyed Mohammad; Dhillon, Harpreet S. Matérn cluster process with holes at the cluster centers. (English) Zbl 1525.60058 Stat. Probab. Lett. 204, Article ID 109931, 10 p. (2024). MSC: 60G55 60D05 92C42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Yan, Zuomao Approximate optimal control of fractional impulsive partial stochastic differential inclusions driven by Rosenblatt process. (English) Zbl 1528.49023 Appl. Math. Optim. 89, No. 1, Paper No. 3, 34 p. (2024). MSC: 49K27 49N25 60H15 34A60 26A33 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Czapla, Dawid; Horbacz, Katarzyna; Wojewódka-Ściążko, Hanna The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm. (English) Zbl 1540.60174 Qual. Theory Dyn. Syst. 23, No. 1, Paper No. 7, 46 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60J25 60F05 60G55 37A30 46E27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Rawat, Shivam; Dimri, R. C.; Bartwal, Ayush A new iterative scheme for approximation of fixed points of Suzuki’s generalized non-expansive mappings. (English) Zbl 07920937 Palest. J. Math. 12, No. 1, 512-525 (2023). MSC: 47H09 47H10 × Cite Format Result Cite Review PDF Full Text: Link