Solis-García, Nancy; Flores-Muñiz, José Guadalupe; Kreinovich, Vladik; Kalashnykova, Nataliya; Kalashnikov, Viacheslav Consistent conjectural variations equilibrium for a financial model. (English) Zbl 07565449 J. Optim. Theory Appl. 194, No. 3, 966-987 (2022). MSC: 90C20 91A10 91B52 91G80 PDF BibTeX XML Cite \textit{N. Solis-García} et al., J. Optim. Theory Appl. 194, No. 3, 966--987 (2022; Zbl 07565449) Full Text: DOI OpenURL
Wang, Wensheng Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation. (English) Zbl 07563051 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 582-613 (2022). MSC: 35R60 60Jxx 60H40 45K05 35R11 60Gxx PDF BibTeX XML Cite \textit{W. Wang}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 582--613 (2022; Zbl 07563051) Full Text: DOI OpenURL
Al-Issa, Sh. M. A study on a coupled system of quadratic Volterra-Stieltjes integral equations. (English) Zbl 07559317 J. Fract. Calc. Appl. 13, No. 2, 223-236 (2022). MSC: 26A33 47H30 47G10 47H08 PDF BibTeX XML Cite \textit{Sh. M. Al-Issa}, J. Fract. Calc. Appl. 13, No. 2, 223--236 (2022; Zbl 07559317) Full Text: Link OpenURL
Palandri, Alessandro Rank-invariance conditions for the comparison of volatility forecasts. (English) Zbl 07546424 Econom. J. 25, No. 1, 155-175 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Palandri}, Econom. J. 25, No. 1, 155--175 (2022; Zbl 07546424) Full Text: DOI OpenURL
Cont, Rama; Das, Purba Quadratic variation along refining partitions: constructions and examples. (English) Zbl 07503689 J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022). MSC: 60G17 26A45 PDF BibTeX XML Cite \textit{R. Cont} and \textit{P. Das}, J. Math. Anal. Appl. 512, No. 2, Article ID 126173, 35 p. (2022; Zbl 07503689) Full Text: DOI OpenURL
Cialenco, Igor; Kim, Hyun-Jung Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise. (English) Zbl 1486.60075 Stochastic Processes Appl. 143, 1-30 (2022). Reviewer: Romeo Negrea (Timişoara) MSC: 60H15 60H07 62M99 PDF BibTeX XML Cite \textit{I. Cialenco} and \textit{H.-J. Kim}, Stochastic Processes Appl. 143, 1--30 (2022; Zbl 1486.60075) Full Text: DOI arXiv OpenURL
Dong, Gang; Wu, Boying A class of singular diffusion equations based on the convex-nonconvex variation model for noise removal. (English) Zbl 1486.94012 Bound. Value Probl. 2021, Paper No. 8, 39 p. (2021). MSC: 94A08 94A12 68U10 65K10 35K65 49J45 49N10 65D18 PDF BibTeX XML Cite \textit{G. Dong} and \textit{B. Wu}, Bound. Value Probl. 2021, Paper No. 8, 39 p. (2021; Zbl 1486.94012) Full Text: DOI OpenURL
Mahanthesh, B. Quadratic radiation and quadratic Boussinesq approximation on hybrid nanoliquid flow. (English) Zbl 1483.76062 Mahanthesh, B. (ed.), Mathematical fluid mechanics. Advances in convective instabilities and incompressible fluid flow. Berlin: De Gruyter. De Gruyter Ser. Appl. Math. Eng. Inf. Sci. 7, 13-53 (2021). MSC: 76T20 76M20 80A21 PDF BibTeX XML Cite \textit{B. Mahanthesh}, De Gruyter Ser. Appl. Math. Eng. Inf. Sci. 7, 13--53 (2021; Zbl 1483.76062) Full Text: DOI OpenURL
Wen, Jun; Sun, Saifei; Loh, Wei-Liem Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve. (English) Zbl 07471524 Electron. J. Stat. 15, No. 2, 6071-6150 (2021). MSC: 62M30 62F12 PDF BibTeX XML Cite \textit{J. Wen} et al., Electron. J. Stat. 15, No. 2, 6071--6150 (2021; Zbl 07471524) Full Text: DOI Link OpenURL
Loh, Wei-Liem; Sun, Saifei; Wen, Jun On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions. (English) Zbl 1486.62254 Ann. Stat. 49, No. 6, 3127-3152 (2021). MSC: 62M40 60G15 62F12 62M09 62M30 PDF BibTeX XML Cite \textit{W.-L. Loh} et al., Ann. Stat. 49, No. 6, 3127--3152 (2021; Zbl 1486.62254) Full Text: DOI OpenURL
Han, Xiyue A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion. (English) Zbl 1481.60080 Electron. Commun. Probab. 26, Paper No. 54, 12 p. (2021). Reviewer: Weiping Li (Guanghan) MSC: 60G22 60G15 60G17 PDF BibTeX XML Cite \textit{X. Han}, Electron. Commun. Probab. 26, Paper No. 54, 12 p. (2021; Zbl 1481.60080) Full Text: DOI arXiv OpenURL
Kunitomo, Naoto; Kurisu, Daisuke Detecting factors of quadratic variation in the presence of market microstructure noise. (English) Zbl 1477.62297 Jpn. J. Stat. Data Sci. 4, No. 1, 601-641 (2021). MSC: 62P05 62M07 62M10 PDF BibTeX XML Cite \textit{N. Kunitomo} and \textit{D. Kurisu}, Jpn. J. Stat. Data Sci. 4, No. 1, 601--641 (2021; Zbl 1477.62297) Full Text: DOI OpenURL
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models. (English) Zbl 1476.91166 Finance Stoch. 25, No. 4, 757-810 (2021). MSC: 91G15 93E20 60H10 60G99 PDF BibTeX XML Cite \textit{J. Ackermann} et al., Finance Stoch. 25, No. 4, 757--810 (2021; Zbl 1476.91166) Full Text: DOI arXiv OpenURL
Wang, Wen Sheng Asymptotic distributions for power variation of the solution to a stochastic heat equation. (English) Zbl 1486.60083 Acta Math. Sin., Engl. Ser. 37, No. 9, 1367-1383 (2021). Reviewer: Anhui Gu (Chongqing) MSC: 60H15 60F17 60H40 60J65 60G17 60E07 35K05 35R60 PDF BibTeX XML Cite \textit{W. S. Wang}, Acta Math. Sin., Engl. Ser. 37, No. 9, 1367--1383 (2021; Zbl 1486.60083) Full Text: DOI OpenURL
Dontchev, Asen L. Lectures on variational analysis. (English) Zbl 07384453 Applied Mathematical Sciences 205. Cham: Springer (ISBN 978-3-030-79910-6/hbk; 978-3-030-79911-3/ebook). xii, 219 p. (2021). Reviewer: Nicolae Cîndea (Aubière) MSC: 49-01 49J53 49N10 49N35 49J52 49J40 49N45 PDF BibTeX XML Cite \textit{A. L. Dontchev}, Lectures on variational analysis. Cham: Springer (2021; Zbl 07384453) Full Text: DOI OpenURL
Bayraktar, Erhan; Zhang, Xin; Zhou, Zhou Transport plans with domain constraints. (English) Zbl 1470.60117 Appl. Math. Optim. 84, No. 1, 1131-1158 (2021). MSC: 60G42 49N05 49Q22 60G44 60G65 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., Appl. Math. Optim. 84, No. 1, 1131--1158 (2021; Zbl 1470.60117) Full Text: DOI arXiv OpenURL
Hildebrandt, Florian; Trabs, Mathias Parameter estimation for SPDEs based on discrete observations in time and space. (English) Zbl 1471.62276 Electron. J. Stat. 15, No. 1, 2716-2776 (2021). MSC: 62F12 62M09 60H15 60F05 PDF BibTeX XML Cite \textit{F. Hildebrandt} and \textit{M. Trabs}, Electron. J. Stat. 15, No. 1, 2716--2776 (2021; Zbl 1471.62276) Full Text: DOI arXiv OpenURL
Kel’manov, A. V.; Pyatkin, A. V.; Khandeev, V. I. Quadratic Euclidean 1-mean and 1-median 2-clustering problem with constraints on the size of the clusters: complexity and approximability. (English. Russian original) Zbl 07377486 Proc. Steklov Inst. Math. 313, Suppl. 1, S117-S124 (2021); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 25, No. 4, 69-78 (2019). MSC: 68W25 PDF BibTeX XML Cite \textit{A. V. Kel'manov} et al., Proc. Steklov Inst. Math. 313, S117--S124 (2021; Zbl 07377486); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 25, No. 4, 69--78 (2019) Full Text: DOI OpenURL
Heiny, Johannes; Podolskij, Mark On estimation of quadratic variation for multivariate pure jump semimartingales. (English) Zbl 1469.60079 Stochastic Processes Appl. 138, 234-254 (2021). MSC: 60F05 60F17 62M15 62H25 PDF BibTeX XML Cite \textit{J. Heiny} and \textit{M. Podolskij}, Stochastic Processes Appl. 138, 234--254 (2021; Zbl 1469.60079) Full Text: DOI arXiv OpenURL
Araya, Héctor; Tudor, Ciprian A. Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise. (English) Zbl 1461.62139 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 1461.62139) Full Text: DOI OpenURL
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: 92Dxx 91Bxx 60Kxx 60-XX PDF BibTeX XML Cite \textit{Z. Zhang} et al., Math. Comput. Simul. 177, 192--210 (2020; Zbl 07318095) Full Text: DOI OpenURL
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 OpenURL
Yu, Qian; Bajja, Salwa Volatility estimation of general Gaussian Ornstein-Uhlenbeck process. (English) Zbl 1460.60023 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 1460.60023) Full Text: DOI arXiv OpenURL
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. Lect. Notes Comput. Sci. 11974, 400-405 (2020). MSC: 65-XX PDF BibTeX XML Cite \textit{V. Khandeev}, Lect. Notes Comput. Sci. 11974, 400--405 (2020; Zbl 07250774) Full Text: DOI OpenURL
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. Lect. Notes Comput. Sci. 11974, 386-393 (2020). MSC: 65-XX PDF BibTeX XML Cite \textit{A. Kel'manov} et al., Lect. Notes Comput. Sci. 11974, 386--393 (2020; Zbl 07250772) Full Text: DOI OpenURL
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 Link OpenURL
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 arXiv OpenURL
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 OpenURL
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1464.60032 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 1464.60032) Full Text: DOI arXiv OpenURL
Tayou, Salim On the equidistribution of some Hodge loci. (English) Zbl 1465.14017 J. Reine Angew. Math. 762, 167-194 (2020). Reviewer: G. K. Sankaran (Bath) MSC: 14D07 11E20 11F99 14C30 14J28 53C56 14J42 PDF BibTeX XML Cite \textit{S. Tayou}, J. Reine Angew. Math. 762, 167--194 (2020; Zbl 1465.14017) Full Text: DOI arXiv OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
Łochowski, Rafał Marcin Quadratic variation of a càdlàg semimartingale as a.s. Limit of the normalized truncated variations. (English) Zbl 07553378 Stochastics 91, No. 4, 629-642 (2019). MSC: 60G48 60H05 PDF BibTeX XML Cite \textit{R. M. Łochowski}, Stochastics 91, No. 4, 629--642 (2019; Zbl 07553378) Full Text: DOI OpenURL
Chen, Li; Wang, Jiandong Maximum principle for delayed stochastic mean-field control problem with state constraint. (English) Zbl 1485.93625 Adv. Difference Equ. 2019, Paper No. 348, 25 p. (2019). MSC: 93E20 60H10 49K45 49N10 PDF BibTeX XML Cite \textit{L. Chen} and \textit{J. Wang}, Adv. Difference Equ. 2019, Paper No. 348, 25 p. (2019; Zbl 1485.93625) Full Text: DOI OpenURL
Kel’manov, Alexander; Khandeev, Vladimir; Pyatkin, Artem NP-hardness of some max-min clustering problems. (English) Zbl 1468.90110 Evtushenko, Yury (ed.) et al., Optimization and applications. 9th international conference, OPTIMA 2018, Petrovac, Montenegro, October 1–5, 2018. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 974, 144-154 (2019). MSC: 90C27 90C60 PDF BibTeX XML Cite \textit{A. Kel'manov} et al., Commun. Comput. Inf. Sci. 974, 144--154 (2019; Zbl 1468.90110) Full Text: DOI OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 arXiv OpenURL
Banaś, Józef; Zając, Tomasz On a measure of noncompactness in the space of regulated functions and its applications. (English) Zbl 1461.26003 Adv. Nonlinear Anal. 8, 1099-1110 (2019). Reviewer: Sorin-Mihai Grad (Wien) MSC: 26A45 47H08 PDF BibTeX XML Cite \textit{J. Banaś} and \textit{T. Zając}, Adv. Nonlinear Anal. 8, 1099--1110 (2019; Zbl 1461.26003) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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) OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 arXiv Euclid OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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: arXiv OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
Sun, Xichao; Yan, Litan A central limit theorem associated with sub-fractional Brownian motion and an application. (Chinese. English summary) Zbl 07494578 Sci. Sin., Math. 47, No. 9, 1055-1076 (2017). MSC: 60F05 60G22 PDF BibTeX XML Cite \textit{X. Sun} and \textit{L. Yan}, Sci. Sin., Math. 47, No. 9, 1055--1076 (2017; Zbl 07494578) Full Text: DOI OpenURL
Zhou, Luoyu; Tang, Jiaxin Fraction-order total variation blind image restoration based on L1-norm. (English) Zbl 1480.94014 Appl. Math. Modelling 51, 469-476 (2017). MSC: 94A08 26A33 65K10 PDF BibTeX XML Cite \textit{L. Zhou} and \textit{J. Tang}, Appl. Math. Modelling 51, 469--476 (2017; Zbl 1480.94014) Full Text: DOI OpenURL
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 OpenURL
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) OpenURL
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 OpenURL
Liu, Nien-Lin; Ngo, Hoang-Long Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis. (English) Zbl 1483.62093 Japan J. Ind. Appl. Math. 34, No. 3, 747-761 (2017). MSC: 62H12 62H25 62P05 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 1483.62093) Full Text: DOI arXiv OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 arXiv Euclid OpenURL
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 arXiv OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 Link OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 arXiv OpenURL
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 arXiv Euclid OpenURL