Araya, Héctor; Tudor, Ciprian A. Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise. (English) Zbl 07318771 Stoch. Dyn. 21, No. 2, Article ID 2150010, 23 p. (2021). MSC: 62L12 60F05 60H15 60H40 35K05 PDF BibTeX XML Cite \textit{H. Araya} and \textit{C. A. Tudor}, Stoch. Dyn. 21, No. 2, Article ID 2150010, 23 p. (2021; Zbl 07318771) Full Text: DOI
Zhang, Zhenzhong; Zhou, Tiandao; Jin, Xinghu; Tong, Jinying Convergence of the Euler-Maruyama method for CIR model with Markovian switching. (English) Zbl 07318095 Math. Comput. Simul. 177, 192-210 (2020). MSC: 92D 91B 60K 60 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Math. Comput. Simul. 177, 192--210 (2020; Zbl 07318095) Full Text: DOI
Stefanova, Maria; Minevich, Olga; Baklanov, Stanislav; Petukhova, Margarita; Lupuleac, Sergey; Grigor’ev, Boris; Kokkolaras, Michael Convex optimization techniques in compliant assembly simulation. (English) Zbl 1455.74072 Optim. Eng. 21, No. 4, 1665-1690 (2020). MSC: 74P05 74M15 74S99 65K10 90C20 PDF BibTeX XML Cite \textit{M. Stefanova} et al., Optim. Eng. 21, No. 4, 1665--1690 (2020; Zbl 1455.74072) Full Text: DOI
Yu, Qian; Bajja, Salwa Volatility estimation of general Gaussian Ornstein-Uhlenbeck process. (English) Zbl 07259038 Stat. Probab. Lett. 163, Article ID 108796, 10 p. (2020). MSC: 60G15 91G80 PDF BibTeX XML Cite \textit{Q. Yu} and \textit{S. Bajja}, Stat. Probab. Lett. 163, Article ID 108796, 10 p. (2020; Zbl 07259038) Full Text: DOI
Khandeev, Vladimir Polynomial-time approximation scheme for a problem of searching for the largest subset with the constraint on quadratic variation. (English) Zbl 07250774 Sergeyev, Yaroslav D. (ed.) et al., Numerical computations: theory and algorithms. Third international conference, NUMTA 2019, Crotone, Italy, June 15–21, 2019. Revised selected papers. Part II. Cham: Springer (ISBN 978-3-030-40615-8/pbk; 978-3-030-40616-5/ebook). Lecture Notes in Computer Science 11974, 400-405 (2020). MSC: 65 PDF BibTeX XML Cite \textit{V. Khandeev}, Lect. Notes Comput. Sci. 11974, 400--405 (2020; Zbl 07250774) Full Text: DOI
Kel’manov, Alexander; Khamidullin, Sergey; Panasenko, Anna 2-approximation polynomial-time algorithm for a cardinality-weighted 2-partitioning problem of a sequence. (English) Zbl 07250772 Sergeyev, Yaroslav D. (ed.) et al., Numerical computations: theory and algorithms. Third international conference, NUMTA 2019, Crotone, Italy, June 15–21, 2019. Revised selected papers. Part II. Cham: Springer (ISBN 978-3-030-40615-8/pbk; 978-3-030-40616-5/ebook). Lecture Notes in Computer Science 11974, 386-393 (2020). MSC: 65 PDF BibTeX XML Cite \textit{A. Kel'manov} et al., Lect. Notes Comput. Sci. 11974, 386--393 (2020; Zbl 07250772) Full Text: DOI
Corradi, Valentina; Distaso, Walter; Fernandes, Marcelo Testing for jump spillovers without testing for jumps. (English) Zbl 1441.62262 J. Am. Stat. Assoc. 115, No. 531, 1214-1226 (2020). MSC: 62P05 62G10 91G70 PDF BibTeX XML Cite \textit{V. Corradi} et al., J. Am. Stat. Assoc. 115, No. 531, 1214--1226 (2020; Zbl 1441.62262) Full Text: DOI
Kubilius, K. CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index. (English) Zbl 1450.60017 Stat. Probab. Lett. 165, Article ID 108845, 9 p. (2020). MSC: 60F05 60G15 PDF BibTeX XML Cite \textit{K. Kubilius}, Stat. Probab. Lett. 165, Article ID 108845, 9 p. (2020; Zbl 1450.60017) Full Text: DOI
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion. (English) Zbl 1450.62042 Stat. Inference Stoch. Process. 23, No. 2, 435-463 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62G20 62M10 60G22 PDF BibTeX XML Cite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stat. Inference Stoch. Process. 23, No. 2, 435--463 (2020; Zbl 1450.62042) Full Text: DOI
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07229219 J. Theor. Probab. 33, No. 3, 1691-1714 (2020). MSC: 60G15 60H05 60G18 PDF BibTeX XML Cite \textit{J. Gairing} et al., J. Theor. Probab. 33, No. 3, 1691--1714 (2020; Zbl 07229219) Full Text: DOI
Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri Volatility estimation in fractional Ornstein-Uhlenbeck models. (English) Zbl 1437.60023 Stoch. Models 36, No. 1, 94-111 (2020). MSC: 60G22 62M05 PDF BibTeX XML Cite \textit{S. Bajja} et al., Stoch. Models 36, No. 1, 94--111 (2020; Zbl 1437.60023) Full Text: DOI
Kel’manov, Alexander; Khamidullin, Sergey; Khandeev, Vladimir; Pyatkin, Artem Exact algorithms for two integer-valued problems of searching for the largest subset and longest subsequence. (English) Zbl 1431.90132 Ann. Math. Artif. Intell. 88, No. 1-3, 157-168 (2020). MSC: 90C27 68Q25 68T05 PDF BibTeX XML Cite \textit{A. Kel'manov} et al., Ann. Math. Artif. Intell. 88, No. 1--3, 157--168 (2020; Zbl 1431.90132) Full Text: DOI
Hsu, Yu-Sheng; Wu, Cheng-Hsun Extended Black and Scholes model under bankruptcy risk. (English) Zbl 1427.91275 J. Math. Anal. Appl. 482, No. 2, Article ID 123564, 22 p. (2020). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{Y.-S. Hsu} and \textit{C.-H. Wu}, J. Math. Anal. Appl. 482, No. 2, Article ID 123564, 22 p. (2020; Zbl 1427.91275) Full Text: DOI
Veraar, Mark; Yaroslavtsev, Ivan Pointwise properties of martingales with values in Banach function spaces. (English) Zbl 1443.60043 Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 321-340 (2019). MSC: 60G44 60B11 60H05 60G48 PDF BibTeX XML Cite \textit{M. Veraar} and \textit{I. Yaroslavtsev}, Prog. Probab. 74, 321--340 (2019; Zbl 1443.60043) Full Text: DOI
Panasenko, Anna A PTAS for one Cardinality-Weighted 2-Clustering problem. (English) Zbl 1444.90102 Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 18th international conference, MOTOR 2019, Ekaterinburg, Russia, July 8–12, 2019. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11548, 581-592 (2019). MSC: 90C27 90C59 90C60 PDF BibTeX XML Cite \textit{A. Panasenko}, Lect. Notes Comput. Sci. 11548, 581--592 (2019; Zbl 1444.90102) Full Text: DOI
Khalil, Z. Mahdi; Tudor, C. A. On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian. (English) Zbl 1447.60065 Probab. Math. Stat. 39, No. 2, 315-335 (2019). MSC: 60G15 60H05 60G18 PDF BibTeX XML Cite \textit{Z. M. Khalil} and \textit{C. A. Tudor}, Probab. Math. Stat. 39, No. 2, 315--335 (2019; Zbl 1447.60065) Full Text: DOI
van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A. Mean-quadratic variation portfolio optimization: a desirable alternative to time-consistent mean-variance optimization? (English) Zbl 1427.91262 SIAM J. Financ. Math. 10, No. 3, 815-856 (2019). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{P. M. van Staden} et al., SIAM J. Financ. Math. 10, No. 3, 815--856 (2019; Zbl 1427.91262) Full Text: DOI Link
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. (English) Zbl 1429.60054 Stochastic Processes Appl. 129, No. 9, 3499-3526 (2019). MSC: 60H07 60F05 60G22 PDF BibTeX XML Cite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stochastic Processes Appl. 129, No. 9, 3499--3526 (2019; Zbl 1429.60054) Full Text: DOI
Manikas, Theodoros; Papavasiliou, Anastasia Diffusion parameter estimation for the homogenized equation. (English) Zbl 1428.62376 Multiscale Model. Simul. 17, No. 2, 675-695 (2019). MSC: 62M05 60H10 74Q99 PDF BibTeX XML Cite \textit{T. Manikas} and \textit{A. Papavasiliou}, Multiscale Model. Simul. 17, No. 2, 675--695 (2019; Zbl 1428.62376) Full Text: DOI arXiv
Sheng, Weimin; Wang, Lisheng Variational properties of quadratic curvature functionals. (English) Zbl 1427.58006 Sci. China, Math. 62, No. 9, 1765-1778 (2019). Reviewer: Yong Wei (Act) MSC: 58E11 53C24 58D17 PDF BibTeX XML Cite \textit{W. Sheng} and \textit{L. Wang}, Sci. China, Math. 62, No. 9, 1765--1778 (2019; Zbl 1427.58006) Full Text: DOI
Xie, Guangheng; Jiao, Yong; Yang, Dachun Martingale Musielak-Orlicz Hardy spaces. (English) Zbl 1422.42035 Sci. China, Math. 62, No. 8, 1567-1584 (2019). MSC: 42B35 46E30 42B30 42B25 60G42 60G46 PDF BibTeX XML Cite \textit{G. Xie} et al., Sci. China, Math. 62, No. 8, 1567--1584 (2019; Zbl 1422.42035) Full Text: DOI
Lin, Jimin; Lorig, Matthew On Carr and Lee’s correlation immunization strategy. (English) Zbl 1410.91458 Appl. Math. Finance 26, No. 2, 131-152 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{J. Lin} and \textit{M. Lorig}, Appl. Math. Finance 26, No. 2, 131--152 (2019; Zbl 1410.91458) Full Text: DOI
Banaś, Józef; Zając, Tomasz On a measure of noncompactness in the space of regulated functions and its applications. (English) Zbl 07064768 Adv. Nonlinear Anal. 8, 1099-1110 (2019). MSC: 26A45 47H08 PDF BibTeX XML Cite \textit{J. Banaś} and \textit{T. Zając}, Adv. Nonlinear Anal. 8, 1099--1110 (2019; Zbl 07064768) Full Text: DOI
Xie, Guangheng; Weisz, Ferenc; Yang, Dachun; Jiao, Yong New martingale inequalities and applications to Fourier analysis. (English) Zbl 1411.60062 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 182, 143-192 (2019). MSC: 60G42 60G46 42B25 42B35 46E30 PDF BibTeX XML Cite \textit{G. Xie} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 182, 143--192 (2019; Zbl 1411.60062) Full Text: DOI arXiv
Ho, Kwok-Pun Exponential integrability of martingales. (English) Zbl 1411.60061 Quaest. Math. 42, No. 2, 201-206 (2019). MSC: 60G42 60G46 46E30 42B35 PDF BibTeX XML Cite \textit{K.-P. Ho}, Quaest. Math. 42, No. 2, 201--206 (2019; Zbl 1411.60061) Full Text: DOI
Gao, Yiming; Liu, Fang; Yang, Xiaoping Total generalized variation restoration with non-quadratic fidelity. (English) Zbl 1448.94013 Multidimensional Syst. Signal Process. 29, No. 4, 1459-1484 (2018). MSC: 94A08 PDF BibTeX XML Cite \textit{Y. Gao} et al., Multidimensional Syst. Signal Process. 29, No. 4, 1459--1484 (2018; Zbl 1448.94013) Full Text: DOI
Cichoń, Kinga; Cichoń, Mieczysław; Metwali, Mohamed M. A. On some parameters in the space of regulated functions and their applications. (English) Zbl 1449.26003 Carpathian J. Math. 34, No. 1, 17-30 (2018). MSC: 26A15 26A45 45G10 47H08 PDF BibTeX XML Cite \textit{K. Cichoń} et al., Carpathian J. Math. 34, No. 1, 17--30 (2018; Zbl 1449.26003)
Peng, Qidi; Zhao, Ran A general class of multifractional processes and stock price informativeness. (English) Zbl 1416.62473 Chaos Solitons Fractals 115, 248-267 (2018). MSC: 62M09 62F12 62P05 PDF BibTeX XML Cite \textit{Q. Peng} and \textit{R. Zhao}, Chaos Solitons Fractals 115, 248--267 (2018; Zbl 1416.62473) Full Text: DOI
Newton, Nigel J. Nonlinear filtering and information geometry: a Hilbert manifold approach. (English) Zbl 1414.62032 Ay, Nihat (ed.) et al., Information geometry and its applications. On the occasion of Shun-ichi Amari’s 80th birthday, IGAIA IV, Liblice, Czech Republic, June 12–17, 2016. Proceedings of the 4th international conference. Cham: Springer. Springer Proc. Math. Stat. 252, 189-208 (2018). MSC: 62B10 62M20 58B25 PDF BibTeX XML Cite \textit{N. J. Newton}, Springer Proc. Math. Stat. 252, 189--208 (2018; Zbl 1414.62032) Full Text: DOI
Wang, Tianxiao Linear quadratic control problems of stochastic Volterra integral equations. (English) Zbl 1415.93296 ESAIM, Control Optim. Calc. Var. 24, No. 4, 1849-1879 (2018). MSC: 93E20 93C15 49N10 45D05 60H10 60H20 49K45 PDF BibTeX XML Cite \textit{T. Wang}, ESAIM, Control Optim. Calc. Var. 24, No. 4, 1849--1879 (2018; Zbl 1415.93296) Full Text: DOI
Chiu, Henry; Cont, Rama On pathwise quadratic variation for càdlàg functions. (English) Zbl 1406.60082 Electron. Commun. Probab. 23, Paper No. 85, 12 p. (2018). MSC: 60H05 26B35 PDF BibTeX XML Cite \textit{H. Chiu} and \textit{R. Cont}, Electron. Commun. Probab. 23, Paper No. 85, 12 p. (2018; Zbl 1406.60082) Full Text: DOI Euclid arXiv
Pratelli, Luca; Rigo, Pietro Convergence in total variation to a mixture of Gaussian laws. (English) Zbl 1404.60008 Mathematics 6, No. 6, Paper No. 99, 14 p. (2018). MSC: 60B10 60F05 PDF BibTeX XML Cite \textit{L. Pratelli} and \textit{P. Rigo}, Mathematics 6, No. 6, Paper No. 99, 14 p. (2018; Zbl 1404.60008) Full Text: DOI
Łochowski, Rafał M.; Perkowski, Nicolas; Prömel, David J. A superhedging approach to stochastic integration. (English) Zbl 1417.60045 Stochastic Processes Appl. 128, No. 12, 4078-4103 (2018). MSC: 60H05 91G80 PDF BibTeX XML Cite \textit{R. M. Łochowski} et al., Stochastic Processes Appl. 128, No. 12, 4078--4103 (2018; Zbl 1417.60045) Full Text: DOI arXiv
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole A global stochastic maximum principle for fully coupled forward-backward stochastic systems. (English) Zbl 1403.93197 SIAM J. Control Optim. 56, No. 6, 4309-4335 (2018). MSC: 93E20 49K45 60H10 93C15 49N10 PDF BibTeX XML Cite \textit{M. Hu} et al., SIAM J. Control Optim. 56, No. 6, 4309--4335 (2018; Zbl 1403.93197) Full Text: DOI arXiv
Khalil, Marwa; Tudor, Ciprian A. Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise. (English) Zbl 1402.60043 Electron. J. Stat. 12, No. 2, 3639-3672 (2018). MSC: 60G15 60H05 60G18 PDF BibTeX XML Cite \textit{M. Khalil} and \textit{C. A. Tudor}, Electron. J. Stat. 12, No. 2, 3639--3672 (2018; Zbl 1402.60043) Full Text: DOI Euclid
Djellout, Hacène; Jiang, Hui Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps. (English) Zbl 1404.60038 J. Theor. Probab. 31, No. 3, 1606-1624 (2018). MSC: 60F10 62J05 60J05 PDF BibTeX XML Cite \textit{H. Djellout} and \textit{H. Jiang}, J. Theor. Probab. 31, No. 3, 1606--1624 (2018; Zbl 1404.60038) Full Text: DOI arXiv
Galane, Lesiba Charles; Łochowski, Rafał Marcin; Mhlanga, Farai Julius On the quadratic variation of the model-free price paths with jumps. (English) Zbl 1414.60039 Lith. Math. J. 58, No. 2, 141-156 (2018). MSC: 60H05 60G40 91G80 PDF BibTeX XML Cite \textit{L. C. Galane} et al., Lith. Math. J. 58, No. 2, 141--156 (2018; Zbl 1414.60039) Full Text: DOI
Nicolau, Artur Divided differences, square functions, and a law of the iterated logarithm. (English) Zbl 1408.26004 Real Anal. Exch. 43, No. 1, 155-186 (2018). Reviewer: Piotr Sworowski (Bydgoszcz) MSC: 26A24 26A27 60G46 PDF BibTeX XML Cite \textit{A. Nicolau}, Real Anal. Exch. 43, No. 1, 155--186 (2018; Zbl 1408.26004) Full Text: DOI arXiv
Maller, Ross A.; Mason, David M. Matrix normalised stochastic compactness for a Lévy process at zero. (English) Zbl 1395.60053 Electron. J. Probab. 23, Paper No. 69, 37 p. (2018). MSC: 60G51 60F05 PDF BibTeX XML Cite \textit{R. A. Maller} and \textit{D. M. Mason}, Electron. J. Probab. 23, Paper No. 69, 37 p. (2018; Zbl 1395.60053) Full Text: DOI Euclid
Benoist, Olivier Sums of three squares and Noether-Lefschetz loci. (English) Zbl 1403.11033 Compos. Math. 154, No. 5, 1048-1065 (2018). Reviewer: Anton Shutov (Vladimir) MSC: 11E25 14P99 14D07 14M12 PDF BibTeX XML Cite \textit{O. Benoist}, Compos. Math. 154, No. 5, 1048--1065 (2018; Zbl 1403.11033) Full Text: DOI arXiv
Yaroslavtsev, Ivan Brownian representations of cylindrical continuous local martingales. (English) Zbl 1391.60127 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 21, No. 2, Article ID 1850013, 25 p. (2018). MSC: 60H05 60G44 47A56 46E27 PDF BibTeX XML Cite \textit{I. Yaroslavtsev}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 21, No. 2, Article ID 1850013, 25 p. (2018; Zbl 1391.60127) Full Text: DOI
Jacod, Jean; Todorov, Viktor Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation. (English) Zbl 1391.60044 Ann. Appl. Probab. 28, No. 1, 511-576 (2018). MSC: 60F05 60F17 60G51 60G07 PDF BibTeX XML Cite \textit{J. Jacod} and \textit{V. Todorov}, Ann. Appl. Probab. 28, No. 1, 511--576 (2018; Zbl 1391.60044) Full Text: DOI
Candy, Timothy; Herr, Sebastian Transference of bilinear restriction estimates to quadratic variation norms and the Dirac-Klein-Gordon system. (English) Zbl 1390.42034 Anal. PDE 11, No. 5, 1171-1240 (2018). MSC: 42B37 35Q41 42B20 42B10 81Q05 PDF BibTeX XML Cite \textit{T. Candy} and \textit{S. Herr}, Anal. PDE 11, No. 5, 1171--1240 (2018; Zbl 1390.42034) Full Text: DOI
Zibetti, Marcelo V. W.; Lin, Chuan; Herman, Gabor T. Total variation superiorized conjugate gradient method for image reconstruction. (English) Zbl 1430.94040 Inverse Probl. 34, No. 3, Article ID 034001, 26 p. (2018); erratum ibid. 36, No. 8, Article ID 089601, 2 p. (2020). MSC: 94A08 65J20 68U10 90C20 90C52 PDF BibTeX XML Cite \textit{M. V. W. Zibetti} et al., Inverse Probl. 34, No. 3, Article ID 034001, 26 p. (2018; Zbl 1430.94040) Full Text: DOI
Wagner, Marcus An application of quadratic measure filters to the segmentation of chorio-retinal OCT data. (English) Zbl 1384.94010 J. Math. Imaging Vis. 60, No. 2, 216-231 (2018). MSC: 94A08 92C55 PDF BibTeX XML Cite \textit{M. Wagner}, J. Math. Imaging Vis. 60, No. 2, 216--231 (2018; Zbl 1384.94010) Full Text: DOI
Le Anh Tuan; Nguyen Thanh Dieu; Nguyen Huu Du On the stability of stochastic dynamic equations on time scales. (English) Zbl 1382.60082 Acta Math. Vietnam. 43, No. 1, 111-124 (2018). MSC: 60H10 60J60 34A40 34D20 PDF BibTeX XML Cite \textit{Le Anh Tuan} et al., Acta Math. Vietnam. 43, No. 1, 111--124 (2018; Zbl 1382.60082) Full Text: DOI
Sun, Xichao; Yan, Litan Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. (English) Zbl 1374.60066 J. Stat. Plann. Inference 192, 45-64 (2018). MSC: 60G15 60J55 60H05 PDF BibTeX XML Cite \textit{X. Sun} and \textit{L. Yan}, J. Stat. Plann. Inference 192, 45--64 (2018; Zbl 1374.60066) Full Text: DOI
Zhou, Luoyu; Tang, Jiaxin Fraction-order total variation blind image restoration based on L1-norm. (English) Zbl 07166272 Appl. Math. Modelling 51, 469-476 (2017). MSC: 94 68 PDF BibTeX XML Cite \textit{L. Zhou} and \textit{J. Tang}, Appl. Math. Modelling 51, 469--476 (2017; Zbl 07166272) Full Text: DOI
Sghir, A.; Seghir, D.; Hadiri, S. Mixed bifractional Brownian motion: definition and preliminary results. (English) Zbl 1438.60053 J. Numer. Math. Stoch. 9, No. 1, 61-79 (2017). MSC: 60G22 60G15 PDF BibTeX XML Cite \textit{A. Sghir} et al., J. Numer. Math. Stoch. 9, No. 1, 61--79 (2017; Zbl 1438.60053) Full Text: Link
Zeidan, Vera Constrained linear-quadratic control problems over time scales and weak normality. (English) Zbl 1388.49038 Dyn. Syst. Appl. 26, No. 3-4, 627-662 (2017). MSC: 49N10 49K15 39A12 34K35 49N25 93B05 PDF BibTeX XML Cite \textit{V. Zeidan}, Dyn. Syst. Appl. 26, No. 3--4, 627--662 (2017; Zbl 1388.49038)
Katzarkov, Ludmil; Noll, Alexander; Pandit, Pranav; Simpson, Carlos Constructing buildings and harmonic maps. (English) Zbl 1391.32017 Auroux, Denis (ed.) et al., Algebra, geometry, and physics in the 21st century. Kontsevich Festschrift. Basel: Birkhäuser/Springer (ISBN 978-3-319-59938-0/hbk; 978-3-319-59939-7/ebook). Progress in Mathematics 324, 203-260 (2017). MSC: 32G20 14D07 30F15 30F30 PDF BibTeX XML Cite \textit{L. Katzarkov} et al., Prog. Math. 324, 203--260 (2017; Zbl 1391.32017) Full Text: DOI arXiv
Liu, Nien-Lin; Ngo, Hoang-Long Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis. (English) Zbl 06817584 Japan J. Ind. Appl. Math. 34, No. 3, 747-761 (2017). MSC: 62H12 62P05 62H25 42B05 PDF BibTeX XML Cite \textit{N.-L. Liu} and \textit{H.-L. Ngo}, Japan J. Ind. Appl. Math. 34, No. 3, 747--761 (2017; Zbl 06817584) Full Text: DOI
Tangsgaard Varneskov, Rasmus Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized kernels. (English) Zbl 1396.62248 Econom. Theory 33, No. 6, 1457-1501 (2017). MSC: 62P05 62M15 62G07 PDF BibTeX XML Cite \textit{R. Tangsgaard Varneskov}, Econom. Theory 33, No. 6, 1457--1501 (2017; Zbl 1396.62248) Full Text: DOI
Kolasiński, Sławomir; Menne, Ulrich Decay rates for the quadratic and super-quadratic tilt-excess of integral varifolds. (English) Zbl 1377.49049 NoDEA, Nonlinear Differ. Equ. Appl. 24, No. 2, Paper No. 17, 56 p. (2017). MSC: 49Q15 28A15 35J47 35J60 PDF BibTeX XML Cite \textit{S. Kolasiński} and \textit{U. Menne}, NoDEA, Nonlinear Differ. Equ. Appl. 24, No. 2, Paper No. 17, 56 p. (2017; Zbl 1377.49049) Full Text: DOI
Cordoni, Francesco; Di Persio, Luca; Oliva, Immacolata A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps. (English) Zbl 1376.34066 NoDEA, Nonlinear Differ. Equ. Appl. 24, No. 2, Paper No. 16, 35 p. (2017). MSC: 34K50 60H07 60H10 60H30 60G51 34K30 PDF BibTeX XML Cite \textit{F. Cordoni} et al., NoDEA, Nonlinear Differ. Equ. Appl. 24, No. 2, Paper No. 16, 35 p. (2017; Zbl 1376.34066) Full Text: DOI arXiv
Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro Edgeworth expansion for the pre-averaging estimator. (English) Zbl 1381.60071 Stochastic Processes Appl. 127, No. 11, 3558-3595 (2017). MSC: 60F05 60J60 60H07 62F12 62M05 PDF BibTeX XML Cite \textit{M. Podolskij} et al., Stochastic Processes Appl. 127, No. 11, 3558--3595 (2017; Zbl 1381.60071) Full Text: DOI arXiv
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 PDF BibTeX XML Cite \textit{J. Liu} et al., Commun. Stat., Theory Methods 46, No. 7, 3276--3289 (2017; Zbl 1369.60023) Full Text: DOI
Bourni, T.; Tinaglia, G. Minimal surfaces and the Bernstein theorem. (English) Zbl 1371.53007 Bullett, Shaun (ed.) et al., Geometry in advanced pure mathematics. Hackensack, NJ: World Scientific (ISBN 978-1-78634-106-8/hbk; 978-1-78634-109-9/ebook). LTCC Advanced Mathematics Series 4, 167-191 (2017). MSC: 53A10 53-02 PDF BibTeX XML Cite \textit{T. Bourni} and \textit{G. Tinaglia}, LTCC Adv. Math. Ser. 4, 167--191 (2017; Zbl 1371.53007) Full Text: DOI
Ananova, Anna; Cont, Rama Pathwise integration with respect to paths of finite quadratic variation. (Intégration trajectorielle par rapport à des trajectoires de variation quadratique finie.) (English. French summary) Zbl 1365.60056 J. Math. Pures Appl. (9) 107, No. 6, 737-757 (2017). MSC: 60H05 26B15 26A42 PDF BibTeX XML Cite \textit{A. Ananova} and \textit{R. Cont}, J. Math. Pures Appl. (9) 107, No. 6, 737--757 (2017; Zbl 1365.60056) Full Text: DOI
Zakharova, Anastasia Total variation reconstruction from quadratic measurements. (English) Zbl 1375.65039 Numer. Algorithms 75, No. 1, 81-92 (2017). Reviewer: Sonia Pérez Díaz (Madrid) MSC: 65D18 65K05 94A08 PDF BibTeX XML Cite \textit{A. Zakharova}, Numer. Algorithms 75, No. 1, 81--92 (2017; Zbl 1375.65039) Full Text: DOI
Vetter, Mathias; Zwingmann, Tobias A note on central limit theorems for quadratic variation in case of endogenous observation times. (English) Zbl 1361.60019 Electron. J. Stat. 11, No. 1, 963-980 (2017). MSC: 60F05 60G51 62M09 PDF BibTeX XML Cite \textit{M. Vetter} and \textit{T. Zwingmann}, Electron. J. Stat. 11, No. 1, 963--980 (2017; Zbl 1361.60019) Full Text: DOI Euclid arXiv
Milivojević, Milica; Pavlović, Ljiljana The variation of the Randić index with regard to minimum and maximum degree. (English) Zbl 1358.05071 Discrete Appl. Math. 217, Part 2, 286-293 (2017). MSC: 05C07 05C35 90C20 90C27 PDF BibTeX XML Cite \textit{M. Milivojević} and \textit{L. Pavlović}, Discrete Appl. Math. 217, Part 2, 286--293 (2017; Zbl 1358.05071) Full Text: DOI
Grobler, Jacobus J.; Labuschagne, Coenraad C. A. The quadratic variation of continuous time stochastic processes in vector lattices. (English) Zbl 1376.60058 J. Math. Anal. Appl. 450, No. 1, 314-329 (2017). MSC: 60G17 60G44 60G40 PDF BibTeX XML Cite \textit{J. J. Grobler} and \textit{C. C. A. Labuschagne}, J. Math. Anal. Appl. 450, No. 1, 314--329 (2017; Zbl 1376.60058) Full Text: DOI
Fabbri, Giorgio; Russo, Francesco Infinite dimensional weak Dirichlet processes and convolution type processes. (English) Zbl 1353.60062 Stochastic Processes Appl. 127, No. 1, 325-357 (2017). MSC: 60H30 60H05 60H15 35R60 60G48 PDF BibTeX XML Cite \textit{G. Fabbri} and \textit{F. Russo}, Stochastic Processes Appl. 127, No. 1, 325--357 (2017; Zbl 1353.60062) Full Text: DOI
Khazen, Ellida M. Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes. (English) Zbl 1426.60045 Cogent Math. 3, Article ID 1134031, 24 p. (2016). MSC: 60G35 60J22 60J60 62M05 65C05 PDF BibTeX XML Cite \textit{E. M. Khazen}, Cogent Math. 3, Article ID 1134031, 24 p. (2016; Zbl 1426.60045) Full Text: DOI
Zhang, Xuekang; Zhang, Zhenzhong; Tong, Jinying; Dong, Mei Ergodicity of stochastic smoking model and parameter estimation. (English) Zbl 1419.37006 Adv. Difference Equ. 2016, Paper No. 274, 20 p. (2016). MSC: 37A25 37H10 PDF BibTeX XML Cite \textit{X. Zhang} et al., Adv. Difference Equ. 2016, Paper No. 274, 20 p. (2016; Zbl 1419.37006) Full Text: DOI
Vovk, V. Purely pathwise probability-free Itô integral. (English) Zbl 1373.60095 Mat. Stud. 46, No. 1, 96-110 (2016). MSC: 60H05 60G17 PDF BibTeX XML Cite \textit{V. Vovk}, Mat. Stud. 46, No. 1, 96--110 (2016; Zbl 1373.60095) Full Text: DOI
Han, Xinfang; Ma, Li On generalized Feynman-Kac transformation for Markov processes associated with semi-Dirichlet forms. (English) Zbl 1374.60147 Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 6, 1683-1698 (2016). MSC: 60J55 60J35 PDF BibTeX XML Cite \textit{X. Han} and \textit{L. Ma}, Acta Math. Sci., Ser. B, Engl. Ed. 36, No. 6, 1683--1698 (2016; Zbl 1374.60147) Full Text: DOI
Wu, Yu Mao; Teng, Si Jia Frequency-independent approach to calculate physical optics radiations with the quadratic concave phase variations. (English) Zbl 1360.78008 J. Comput. Phys. 324, 44-61 (2016). MSC: 78A10 78M25 PDF BibTeX XML Cite \textit{Y. M. Wu} and \textit{S. J. Teng}, J. Comput. Phys. 324, 44--61 (2016; Zbl 1360.78008) Full Text: DOI
Hansen, Peter Reinhard; Horel, Guillaume; Lunde, Asger; Archakov, Ilya A Markov chain estimator of multivariate volatility from high frequency data. (English) Zbl 1359.62344 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 361-394 (2016). MSC: 62M05 60J22 62P05 PDF BibTeX XML Cite \textit{P. R. Hansen} et al., in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 361--394 (2016; Zbl 1359.62344) Full Text: DOI
Jacod, Jean; Todorov, Viktor Efficient estimation of integrated volatility in presence of infinite variation jumps with multiple activity indices. (English) Zbl 1354.60019 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 317-341 (2016). MSC: 60F05 60F17 60G51 60G07 PDF BibTeX XML Cite \textit{J. Jacod} and \textit{V. Todorov}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 317--341 (2016; Zbl 1354.60019) Full Text: DOI
Aazizi, Soufiane A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion. (English. French summary) Zbl 1376.60059 Ann. Math. Blaise Pascal 23, No. 2, 141-150 (2016). MSC: 60G22 60H07 PDF BibTeX XML Cite \textit{S. Aazizi}, Ann. Math. Blaise Pascal 23, No. 2, 141--150 (2016; Zbl 1376.60059) Full Text: DOI arXiv
Karlsson, John; Löbus, Jörg-Uwe Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion – approximation, quadratic variation, and Itô formula. (English) Zbl 1355.60105 Math. Nachr. 289, No. 17-18, 2192-2222 (2016). MSC: 60J60 60H05 60F05 60G15 PDF BibTeX XML Cite \textit{J. Karlsson} and \textit{J.-U. Löbus}, Math. Nachr. 289, No. 17--18, 2192--2222 (2016; Zbl 1355.60105) Full Text: DOI
Villamor, Enrique; Olivares, Pablo A new version of the central limit theorem. (English) Zbl 1354.60023 Afr. Diaspora J. Math. 19, No. 1, 12-20 (2016). MSC: 60F05 60J65 60H05 60G44 PDF BibTeX XML Cite \textit{E. Villamor} and \textit{P. Olivares}, Afr. Diaspora J. Math. 19, No. 1, 12--20 (2016; Zbl 1354.60023) Full Text: Euclid
Clarke, Jorge; Olivera, Christian; Tudor, Ciprian The transport equation and zero quadratic variation processes. (English) Zbl 1353.60058 Discrete Contin. Dyn. Syst., Ser. B 21, No. 9, 2991-3002 (2016). MSC: 60H15 60H07 60H05 60G22 PDF BibTeX XML Cite \textit{J. Clarke} et al., Discrete Contin. Dyn. Syst., Ser. B 21, No. 9, 2991--3002 (2016; Zbl 1353.60058) Full Text: DOI
Veraar, Mark; Yaroslavtsev, Ivan Cylindrical continuous martingales and stochastic integration in infinite dimensions. (English) Zbl 1348.60081 Electron. J. Probab. 21, Paper No. 59, 53 p. (2016). MSC: 60H05 60B11 60G44 47D06 PDF BibTeX XML Cite \textit{M. Veraar} and \textit{I. Yaroslavtsev}, Electron. J. Probab. 21, Paper No. 59, 53 p. (2016; Zbl 1348.60081) Full Text: DOI Euclid arXiv
Granelli, Andrea; Veraart, Almut E. D. Modeling the variance risk premium of equity indices: the role of dependence and contagion. (English) Zbl 1395.91510 SIAM J. Financ. Math. 7, 382-417 (2016). Reviewer: Frank Oertel (London) MSC: 91G70 60G51 60G55 60H30 62P05 91B70 91G20 PDF BibTeX XML Cite \textit{A. Granelli} and \textit{A. E. D. Veraart}, SIAM J. Financ. Math. 7, 382--417 (2016; Zbl 1395.91510) Full Text: DOI
Liu, Shiang-Tai A mathematical programming approach to sample coefficient of variation with interval-valued observations. (English) Zbl 1338.90292 Top 24, No. 1, 1-18 (2016). MSC: 90C20 90C26 90B50 PDF BibTeX XML Cite \textit{S.-T. Liu}, Top 24, No. 1, 1--18 (2016; Zbl 1338.90292) Full Text: DOI
Mishura, Yuliya; Schied, Alexander Constructing functions with prescribed pathwise quadratic variation. (English) Zbl 1343.60066 J. Math. Anal. Appl. 442, No. 1, 117-137 (2016). MSC: 60H05 60H10 60J60 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{A. Schied}, J. Math. Anal. Appl. 442, No. 1, 117--137 (2016; Zbl 1343.60066) Full Text: DOI arXiv
Aazizi, Soufiane; Es-Sebaiy, Khalifa Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. (English) Zbl 1335.60017 Random Oper. Stoch. Equ. 24, No. 1, 1-13 (2016). MSC: 60F05 60F15 60G22 60G15 60H05 60H07 PDF BibTeX XML Cite \textit{S. Aazizi} and \textit{K. Es-Sebaiy}, Random Oper. Stoch. Equ. 24, No. 1, 1--13 (2016; Zbl 1335.60017) Full Text: DOI arXiv
Wang, Bin; Iserles, Arieh; Wu, Xinyuan Arbitrary-order trigonometric Fourier collocation methods for multi-frequency oscillatory systems. (English) Zbl 1341.65029 Found. Comput. Math. 16, No. 1, 151-181 (2016). Reviewer: Kai Diethelm (Braunschweig) MSC: 65L60 65L05 65L20 65P10 37M15 34C10 34A34 65L06 PDF BibTeX XML Cite \textit{B. Wang} et al., Found. Comput. Math. 16, No. 1, 151--181 (2016; Zbl 1341.65029) Full Text: DOI
Schied, Alexander On a class of generalized Takagi functions with linear pathwise quadratic variation. (English) Zbl 1325.26020 J. Math. Anal. Appl. 433, No. 2, 974-990 (2016). MSC: 26A27 PDF BibTeX XML Cite \textit{A. Schied}, J. Math. Anal. Appl. 433, No. 2, 974--990 (2016; Zbl 1325.26020) Full Text: DOI arXiv
Xiao, Weilin; Zhang, Weiguo; Zhang, Xili Parameter identification for the discretely observed geometric fractional Brownian motion. (English) Zbl 07183067 J. Stat. Comput. Simulation 85, No. 2, 269-283 (2015). MSC: 62M09 60G18 60H07 60H10 PDF BibTeX XML Cite \textit{W. Xiao} et al., J. Stat. Comput. Simulation 85, No. 2, 269--283 (2015; Zbl 07183067) Full Text: DOI
Barunik, Jozef; Vacha, Lukas Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (English) Zbl 1406.91432 Quant. Finance 15, No. 8, 1347-1364 (2015). MSC: 91G20 62P05 42C40 PDF BibTeX XML Cite \textit{J. Barunik} and \textit{L. Vacha}, Quant. Finance 15, No. 8, 1347--1364 (2015; Zbl 1406.91432) Full Text: DOI
Wang, Fangfang Spectral analysis of quadratic variation in the presence of market microstructure noise. (English) Zbl 1388.62310 Stat. Interface 8, No. 3, 305-319 (2015). MSC: 62P05 60J60 60J75 91G50 PDF BibTeX XML Cite \textit{F. Wang}, Stat. Interface 8, No. 3, 305--319 (2015; Zbl 1388.62310) Full Text: DOI
Kumari, Pato; Sharma, V. K.; Modi, Chitra Propagation of torsional waves in an inhomogeneous layer sandwiched between inhomogeneous semi-infinite strata. (English) Zbl 1374.74052 J. Eng. Math. 90, 1-11 (2015). MSC: 74J15 74H05 86A15 PDF BibTeX XML Cite \textit{P. Kumari} et al., J. Eng. Math. 90, 1--11 (2015; Zbl 1374.74052) Full Text: DOI
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model. (English) Zbl 1352.60031 Mod. Stoch., Theory Appl. 2, No. 1, 29-49 (2015). MSC: 60F05 62F12 60G22 60J65 60H07 60G15 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Mod. Stoch., Theory Appl. 2, No. 1, 29--49 (2015; Zbl 1352.60031) Full Text: DOI arXiv
Mohammadi, Reza; Alavi, Ameneh Sadat Quadratic spline solution of calculus of variation problems. (English) Zbl 1355.65083 TWMS J. Appl. Eng. Math. 5, No. 2, 276-285 (2015). MSC: 65K10 49J15 65L10 65L12 34B15 PDF BibTeX XML Cite \textit{R. Mohammadi} and \textit{A. S. Alavi}, TWMS J. Appl. Eng. Math. 5, No. 2, 276--285 (2015; Zbl 1355.65083)
Tsai, Yun-Cheng; Lyuu, Yuh-Dauh Faster convergence to the estimation of quadratic variation with microstructure noise. (English) Zbl 1342.62166 Commun. Stat., Theory Methods 44, No. 13, 2827-2841 (2015). MSC: 62P05 62M09 60H30 91G70 PDF BibTeX XML Cite \textit{Y.-C. Tsai} and \textit{Y.-D. Lyuu}, Commun. Stat., Theory Methods 44, No. 13, 2827--2841 (2015; Zbl 1342.62166) Full Text: DOI
Bian, Wei; Chen, Xiaojun Linearly constrained non-Lipschitz optimization for image restoration. (English) Zbl 1327.90299 SIAM J. Imaging Sci. 8, No. 4, 2294-2322 (2015). MSC: 90C30 90C26 65K05 49M37 PDF BibTeX XML Cite \textit{W. Bian} and \textit{X. Chen}, SIAM J. Imaging Sci. 8, No. 4, 2294--2322 (2015; Zbl 1327.90299) Full Text: DOI
Loh, Wei-Liem Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations. (English) Zbl 1327.62482 Ann. Stat. 43, No. 6, 2766-2794 (2015). MSC: 62M30 62M40 PDF BibTeX XML Cite \textit{W.-L. Loh}, Ann. Stat. 43, No. 6, 2766--2794 (2015; Zbl 1327.62482) Full Text: DOI Euclid arXiv
Vovk, Vladimir Itô calculus without probability in idealized financial markets. (English) Zbl 1328.60097 Lith. Math. J. 55, No. 2, 270-290 (2015). MSC: 60G17 60H05 60G44 91G80 PDF BibTeX XML Cite \textit{V. Vovk}, Lith. Math. J. 55, No. 2, 270--290 (2015; Zbl 1328.60097) Full Text: DOI arXiv
Atici, Ferhan M.; Biles, Daniel C. Further developement of stochastic calculus on time scales. (English) Zbl 1326.60102 Panam. Math. J. 25, No. 2, 13-24 (2015). MSC: 60H99 60H05 60J65 26E70 PDF BibTeX XML Cite \textit{F. M. Atici} and \textit{D. C. Biles}, Panam. Math. J. 25, No. 2, 13--24 (2015; Zbl 1326.60102)
Newton, Nigel J. Information geometric nonlinear filtering. (English) Zbl 1317.93253 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 2, Article ID 1550014, 24 p. (2015). MSC: 93E11 94A17 62F15 60J25 60J60 60G35 82C31 PDF BibTeX XML Cite \textit{N. J. Newton}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 2, Article ID 1550014, 24 p. (2015; Zbl 1317.93253) Full Text: DOI arXiv
Maller, Ross A.; Mason, David M. Matrix normalized convergence of a Lévy process to normality at zero. (English) Zbl 1316.60068 Stochastic Processes Appl. 125, No. 6, 2353-2382 (2015). MSC: 60G51 PDF BibTeX XML Cite \textit{R. A. Maller} and \textit{D. M. Mason}, Stochastic Processes Appl. 125, No. 6, 2353--2382 (2015; Zbl 1316.60068) Full Text: DOI
Buchmann, Boris; Maller, Ross A.; Mason, David M. Laws of the iterated logarithm for self-normalised Lévy processes at zero. (English) Zbl 1309.60024 Trans. Am. Math. Soc. 367, No. 3, 1737-1770 (2015). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F15 60G51 60F10 60G44 PDF BibTeX XML Cite \textit{B. Buchmann} et al., Trans. Am. Math. Soc. 367, No. 3, 1737--1770 (2015; Zbl 1309.60024) Full Text: DOI
Wang, Fangfang Optimal design of Fourier estimator in the presence of microstructure noise. (English) Zbl 06984004 Comput. Stat. Data Anal. 76, 708-722 (2014). MSC: 62 PDF BibTeX XML Cite \textit{F. Wang}, Comput. Stat. Data Anal. 76, 708--722 (2014; Zbl 06984004) Full Text: DOI
Fitzsimmons, Patrick J. Gross’ Brownian motion fails to satisfy the polarity principle. (English) Zbl 1389.60094 Rev. Roum. Math. Pures Appl. 59, No. 1, 87-91 (2014). MSC: 60J45 60G51 31C45 60J65 PDF BibTeX XML Cite \textit{P. J. Fitzsimmons}, Rev. Roum. Math. Pures Appl. 59, No. 1, 87--91 (2014; Zbl 1389.60094)
Grobler, Jacobus J.; Labuschagne, Coenraad C. A.; Marraffa, Valeria Quadratic variation of martingales in Riesz spaces. (English) Zbl 1307.60047 J. Math. Anal. Appl. 410, No. 1, 418-426 (2014). MSC: 60G48 60G42 46A40 PDF BibTeX XML Cite \textit{J. J. Grobler} et al., J. Math. Anal. Appl. 410, No. 1, 418--426 (2014; Zbl 1307.60047) Full Text: DOI
Dahmer, Iulia; Knobloch, Robert; Wakolbinger, Anton The Kingman tree length process has infinite quadratic variation. (English) Zbl 1327.60184 Electron. Commun. Probab. 19, Paper No. 87, 12 p. (2014). MSC: 60K35 60J80 60G17 92D25 PDF BibTeX XML Cite \textit{I. Dahmer} et al., Electron. Commun. Probab. 19, Paper No. 87, 12 p. (2014; Zbl 1327.60184) Full Text: DOI arXiv