Hussain, Sultan; Arif, Hifsa; Noorullah, Muhammad; Pantelous, Athanasios A. Pricing American options under Azzalini Ito-McKean skew Brownian motions. (English) Zbl 07701113 Appl. Math. Comput. 451, Article ID 128040, 14 p. (2023). MSC: 91G20 91A80 60G40 60J60 91G15 PDF BibTeX XML Cite \textit{S. Hussain} et al., Appl. Math. Comput. 451, Article ID 128040, 14 p. (2023; Zbl 07701113) Full Text: DOI
Valentić, Ivana Skew-product decomposition of Brownian motion on an ellipsoid. (English) Zbl 1515.60272 Stat. Probab. Lett. 195, Article ID 109784, 5 p. (2023). MSC: 60J65 58J65 PDF BibTeX XML Cite \textit{I. Valentić}, Stat. Probab. Lett. 195, Article ID 109784, 5 p. (2023; Zbl 1515.60272) Full Text: DOI arXiv
Iksanov, Alexander; Pilipenko, Andrey On a skew stable Lévy process. (English) Zbl 1504.60055 Stochastic Processes Appl. 156, 44-68 (2023). MSC: 60F17 60G51 60J65 60J35 60J50 PDF BibTeX XML Cite \textit{A. Iksanov} and \textit{A. Pilipenko}, Stochastic Processes Appl. 156, 44--68 (2023; Zbl 1504.60055) Full Text: DOI arXiv
Lou, Shuwen On transition density functions of skew Brownian motions with two-valued drift. (English) Zbl 1503.60110 Stat. Probab. Lett. 193, Article ID 109712, 9 p. (2023). MSC: 60J35 60J45 60J65 60J60 91G20 PDF BibTeX XML Cite \textit{S. Lou}, Stat. Probab. Lett. 193, Article ID 109712, 9 p. (2023; Zbl 1503.60110) Full Text: DOI arXiv
Bogdanskii, Victor; Pavlyukevich, Ilya; Pilipenko, Andrey Limit behaviour of random walks on \(\mathbb{Z}^m\) with two-sided membrane. (English) Zbl 1520.60036 ESAIM, Probab. Stat. 26, 352-377 (2022). MSC: 60J10 60G42 60G50 60H10 60J55 60K37 60J65 60J60 PDF BibTeX XML Cite \textit{V. Bogdanskii} et al., ESAIM, Probab. Stat. 26, 352--377 (2022; Zbl 1520.60036) Full Text: DOI arXiv
Franceschi, Sandro; Raschel, Kilian A dual skew symmetry for transient reflected Brownian motion in an orthant. (English) Zbl 1501.60047 Queueing Syst. 102, No. 1-2, 123-141 (2022). MSC: 60J65 PDF BibTeX XML Cite \textit{S. Franceschi} and \textit{K. Raschel}, Queueing Syst. 102, No. 1--2, 123--141 (2022; Zbl 1501.60047) Full Text: DOI arXiv
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Tawn, Nicholas G. Skew Brownian motion and complexity of the ALPS algorithm. (English) Zbl 1497.60101 J. Appl. Probab. 59, No. 3, 777-796 (2022). MSC: 60J25 60J05 60J22 60J65 PDF BibTeX XML Cite \textit{G. O. Roberts} et al., J. Appl. Probab. 59, No. 3, 777--796 (2022; Zbl 1497.60101) Full Text: DOI arXiv
Gairat, Alexander; Shcherbakov, Vadim Skew Brownian motion with dry friction: joint density approach. (English) Zbl 1487.60147 Stat. Probab. Lett. 187, Article ID 109511, 4 p. (2022). MSC: 60J65 60J70 60J60 91G20 PDF BibTeX XML Cite \textit{A. Gairat} and \textit{V. Shcherbakov}, Stat. Probab. Lett. 187, Article ID 109511, 4 p. (2022; Zbl 1487.60147) Full Text: DOI arXiv
Bobrowski, Adam; Komorowski, Tomasz Diffusion approximation for a simple kinetic model with asymmetric interface. (English) Zbl 1500.60052 J. Evol. Equ. 22, No. 2, Paper No. 42, 26 p. (2022). MSC: 60J65 PDF BibTeX XML Cite \textit{A. Bobrowski} and \textit{T. Komorowski}, J. Evol. Equ. 22, No. 2, Paper No. 42, 26 p. (2022; Zbl 1500.60052) Full Text: DOI arXiv
Obiang, Fulgence Eyi; Moutsinga, Octave; Ouknine, Youssef An ideal class to construct solutions for skew Brownian motion equations. (English) Zbl 1502.60037 J. Theor. Probab. 35, No. 2, 894-916 (2022). MSC: 60G07 60G20 60G46 60G48 PDF BibTeX XML Cite \textit{F. E. Obiang} et al., J. Theor. Probab. 35, No. 2, 894--916 (2022; Zbl 1502.60037) Full Text: DOI arXiv
Mijatović, Aleksandar; Mramor, Veno; Uribe Bravo, Gerónimo An algorithm for simulating Brownian increments on a sphere. (English) Zbl 1519.60091 J. Phys. A, Math. Theor. 54, No. 11, Article ID 115205, 10 p. (2021). MSC: 60J65 60-08 60J60 PDF BibTeX XML Cite \textit{A. Mijatović} et al., J. Phys. A, Math. Theor. 54, No. 11, Article ID 115205, 10 p. (2021; Zbl 1519.60091) Full Text: DOI arXiv
Farshadmoghadam, Farnaz; Najafi, Ali Reza; Yaghouti, Mohammad Reza European option under a skew version of the GBM model with transaction costs by an RBF method. (English) Zbl 07497090 J. Stat. Comput. Simulation 91, No. 14, 2986-3004 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Farshadmoghadam} et al., J. Stat. Comput. Simulation 91, No. 14, 2986--3004 (2021; Zbl 07497090) Full Text: DOI
Zhang, Haoyan; Jiang, Pingping On some properties of sticky Brownian motion. (English) Zbl 1479.60161 Stoch. Dyn. 21, No. 6, Article ID 2150037, 17 p. (2021). MSC: 60J55 60J65 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{P. Jiang}, Stoch. Dyn. 21, No. 6, Article ID 2150037, 17 p. (2021; Zbl 1479.60161) Full Text: DOI
Dib-Baghdadli, Nabahats; Labbas, Rabah; Mahdjoub, Tewfik; Medeghri, Ahmed On some reaction-diffusion equations generated by non-domiciliated triatominae, vectors of Chagas disease. (English) Zbl 1479.35879 Discrete Contin. Dyn. Syst., Ser. B 26, No. 12, 6091-6115 (2021). MSC: 35Q92 35B65 60J65 35A01 35K57 47D06 92B05 92D25 12H20 PDF BibTeX XML Cite \textit{N. Dib-Baghdadli} et al., Discrete Contin. Dyn. Syst., Ser. B 26, No. 12, 6091--6115 (2021; Zbl 1479.35879) Full Text: DOI
Eyi Obiang, Fulgence Resolution of the skew Brownian motion equations with stochastic calculus for signed measures. (English) Zbl 1482.60059 Stochastic Anal. Appl. 39, No. 5, 775-803 (2021). MSC: 60G44 60J65 60H10 60J55 PDF BibTeX XML Cite \textit{F. Eyi Obiang}, Stochastic Anal. Appl. 39, No. 5, 775--803 (2021; Zbl 1482.60059) Full Text: DOI arXiv
Touhami, Wajdi On skew sticky Brownian motion. (English) Zbl 1476.60141 Stat. Probab. Lett. 173, Article ID 109086, 9 p. (2021). MSC: 60J60 60J65 60H10 PDF BibTeX XML Cite \textit{W. Touhami}, Stat. Probab. Lett. 173, Article ID 109086, 9 p. (2021; Zbl 1476.60141) Full Text: DOI
Bayer, Christian; Harang, Fabian A.; Pigato, Paolo Log-modulated rough stochastic volatility models. (English) Zbl 1476.91196 SIAM J. Financ. Math. 12, No. 3, 1257-1284 (2021). MSC: 91G30 60G22 91G80 PDF BibTeX XML Cite \textit{C. Bayer} et al., SIAM J. Financ. Math. 12, No. 3, 1257--1284 (2021; Zbl 1476.91196) Full Text: DOI arXiv
Garzón, Johanna; San Martín, Jaime; Torres, Soledad A CLT for a class of stochastic integrals with application in statistics. (English) Zbl 1477.60047 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1085-1102 (2021). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60F05 60K05 60J65 PDF BibTeX XML Cite \textit{J. Garzón} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1085--1102 (2021; Zbl 1477.60047) Full Text: Link
Khanfir, Robin Time and place of the maximum for one-dimensional diffusion bridges and meanders. (English) Zbl 1480.60238 Probab. Surv. 18, 1-43 (2021). MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{R. Khanfir}, Probab. Surv. 18, 1--43 (2021; Zbl 1480.60238) Full Text: DOI arXiv
Kondratiev, Yuri; Mishura, Yuliya; Schilling, René L. Asymptotic behaviour and functional limit theorems for a time changed Wiener process. (English) Zbl 1466.60167 Stat. Probab. Lett. 170, Article ID 108997, 9 p. (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J65 60J60 60J55 60F05 PDF BibTeX XML Cite \textit{Y. Kondratiev} et al., Stat. Probab. Lett. 170, Article ID 108997, 9 p. (2021; Zbl 1466.60167) Full Text: DOI arXiv
Glasserman, Paul; He, Pu Buy rough, sell smooth. (English) Zbl 1466.91336 Quant. Finance 20, No. 3, 363-378 (2020). MSC: 91G20 60G22 91G15 PDF BibTeX XML Cite \textit{P. Glasserman} and \textit{P. He}, Quant. Finance 20, No. 3, 363--378 (2020; Zbl 1466.91336) Full Text: DOI
Mijatović, Aleksandar; Mramor, Veno; Uribe Bravo, Gerónimo A note on the exact simulation of spherical Brownian motion. (English) Zbl 1450.60002 Stat. Probab. Lett. 165, Article ID 108836, 5 p. (2020). MSC: 60-08 60J65 PDF BibTeX XML Cite \textit{A. Mijatović} et al., Stat. Probab. Lett. 165, Article ID 108836, 5 p. (2020; Zbl 1450.60002) Full Text: DOI arXiv
Pavlyukevich, Ilya; Shevchenko, Georgiy Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited. (English) Zbl 1466.60120 Bernoulli 26, No. 2, 1381-1409 (2020). MSC: 60H10 60J60 60K50 PDF BibTeX XML Cite \textit{I. Pavlyukevich} and \textit{G. Shevchenko}, Bernoulli 26, No. 2, 1381--1409 (2020; Zbl 1466.60120) Full Text: DOI arXiv Euclid
Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad Two consistent estimators for the skew Brownian motion. (English) Zbl 1506.60057 ESAIM, Probab. Stat. 23, 567-583 (2019). MSC: 60H10 62F12 PDF BibTeX XML Cite \textit{A. Lejay} et al., ESAIM, Probab. Stat. 23, 567--583 (2019; Zbl 1506.60057) Full Text: DOI
Wang, Yongjin; Xu, Guangli; Song, Shiyu The analysis and property of two classes of skew Markov processes. (Chinese. English summary) Zbl 1499.60274 Sci. Sin., Math. 49, No. 3, 535-552 (2019). MSC: 60J60 60J55 60J65 60J80 PDF BibTeX XML Cite \textit{Y. Wang} et al., Sci. Sin., Math. 49, No. 3, 535--552 (2019; Zbl 1499.60274) Full Text: DOI
Ngo, Hoang-Long; Peigné, Marc Limit theorem for perturbed random walks. (English) Zbl 1449.60071 Theory Stoch. Process. 24, No. 2, 61-78 (2019). MSC: 60F17 60J65 PDF BibTeX XML Cite \textit{H.-L. Ngo} and \textit{M. Peigné}, Theory Stoch. Process. 24, No. 2, 61--78 (2019; Zbl 1449.60071) Full Text: arXiv Link
Zervos, Mihail; Rodosthenous, Neofytos; Lon, Pui Chan; Bernhardt, Thomas Discretionary stopping of stochastic differential equations with generalised drift. (English) Zbl 1427.60071 Electron. J. Probab. 24, Paper No. 140, 39 p. (2019). MSC: 60G40 60J55 60J60 91G80 PDF BibTeX XML Cite \textit{M. Zervos} et al., Electron. J. Probab. 24, Paper No. 140, 39 p. (2019; Zbl 1427.60071) Full Text: DOI arXiv Euclid
Kolb, Aaron M. Strategic real options. (English) Zbl 1422.91755 J. Econ. Theory 183, 344-383 (2019). MSC: 91G50 91A28 91A25 PDF BibTeX XML Cite \textit{A. M. Kolb}, J. Econ. Theory 183, 344--383 (2019; Zbl 1422.91755) Full Text: DOI
Jedidi, Wissem; Vakeroudis, Stavros Windings of planar processes, exponential functionals and Asian options. (English) Zbl 1444.60038 Adv. Appl. Probab. 50, No. 3, 726-742 (2018). MSC: 60G51 60E07 60J65 60F05 60G40 91G80 PDF BibTeX XML Cite \textit{W. Jedidi} and \textit{S. Vakeroudis}, Adv. Appl. Probab. 50, No. 3, 726--742 (2018; Zbl 1444.60038) Full Text: DOI arXiv
Étoré, Pierre; Martinez, Miguel Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators. (English) Zbl 1396.60066 Stochastic Processes Appl. 128, No. 8, 2642-2687 (2018). MSC: 60H10 60J55 60J60 PDF BibTeX XML Cite \textit{P. Étoré} and \textit{M. Martinez}, Stochastic Processes Appl. 128, No. 8, 2642--2687 (2018; Zbl 1396.60066) Full Text: DOI arXiv
Lejay, Antoine; Pigato, Paolo Statistical estimation of the oscillating Brownian motion. (English) Zbl 1415.62008 Bernoulli 24, No. 4B, 3568-3602 (2018). MSC: 62F12 60J65 60F05 PDF BibTeX XML Cite \textit{A. Lejay} and \textit{P. Pigato}, Bernoulli 24, No. 4B, 3568--3602 (2018; Zbl 1415.62008) Full Text: DOI arXiv Euclid
Gloter, Arnaud; Martinez, Miguel Bouncing skew Brownian motions. (English) Zbl 1390.60140 J. Theor. Probab. 31, No. 1, 319-363 (2018). MSC: 60G18 60J55 60J65 PDF BibTeX XML Cite \textit{A. Gloter} and \textit{M. Martinez}, J. Theor. Probab. 31, No. 1, 319--363 (2018; Zbl 1390.60140) Full Text: DOI HAL
Fukasawa, Masaaki Short-time at-the-money skew and rough fractional volatility. (English) Zbl 1402.91777 Quant. Finance 17, No. 2, 189-198 (2017). MSC: 91G20 60G22 PDF BibTeX XML Cite \textit{M. Fukasawa}, Quant. Finance 17, No. 2, 189--198 (2017; Zbl 1402.91777) Full Text: DOI arXiv
Capitanelli, Raffaela; D’Ovidio, Mirko Asymptotics for time-changed diffusions. (English) Zbl 1390.60295 Theory Probab. Math. Stat. 95, 41-58 (2017) and Teor. Jmovirn. Mat. Stat. 95, 37-54 (2016). MSC: 60J65 60J50 35J25 PDF BibTeX XML Cite \textit{R. Capitanelli} and \textit{M. D'Ovidio}, Theory Probab. Math. Stat. 95, 41--58 (2017; Zbl 1390.60295) Full Text: DOI arXiv
Krykun, Ivan Hryhorovych Convergence of skew Brownian motions with local times at several points that are contracted into a single one. (English. Ukrainian original) Zbl 1382.60101 J. Math. Sci., New York 221, No. 5, 671-678 (2017); translation from Ukr. Mat. Visn. 13, No. 2, 213-223 (2016). MSC: 60J55 60J65 PDF BibTeX XML Cite \textit{I. H. Krykun}, J. Math. Sci., New York 221, No. 5, 671--678 (2017; Zbl 1382.60101); translation from Ukr. Mat. Visn. 13, No. 2, 213--223 (2016) Full Text: DOI
Lépingle, D. A two-dimensional oblique extension of Bessel processes. (English) Zbl 1379.60060 Markov Process. Relat. Fields 23, No. 2, 233-266 (2017). MSC: 60H10 PDF BibTeX XML Cite \textit{D. Lépingle}, Markov Process. Relat. Fields 23, No. 2, 233--266 (2017; Zbl 1379.60060) Full Text: arXiv
Alvarez E., Luis H. R.; Salminen, Paavo Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. (English) Zbl 1386.60279 Math. Methods Oper. Res. 86, No. 2, 377-400 (2017). MSC: 60J65 60G40 62L15 PDF BibTeX XML Cite \textit{L. H. R. Alvarez E.} and \textit{P. Salminen}, Math. Methods Oper. Res. 86, No. 2, 377--400 (2017; Zbl 1386.60279) Full Text: DOI arXiv
Shin, Jiyong; Trutnau, Gerald On singular stochastic differential equations and Dirichlet forms. (English) Zbl 1399.31012 Rev. Roum. Math. Pures Appl. 62, No. 1, 217-258 (2017). Reviewer: Pavel Gapeev (London) MSC: 31C25 60J60 60J35 47D07 31C15 60H20 60J55 PDF BibTeX XML Cite \textit{J. Shin} and \textit{G. Trutnau}, Rev. Roum. Math. Pures Appl. 62, No. 1, 217--258 (2017; Zbl 1399.31012) Full Text: arXiv
Gairat, Alexander; Shcherbakov, Vadim Density of skew Brownian motion and its functionals with application in finance. (English) Zbl 1411.91555 Math. Finance 27, No. 4, 1069-1088 (2017). MSC: 91G20 60J70 60J65 PDF BibTeX XML Cite \textit{A. Gairat} and \textit{V. Shcherbakov}, Math. Finance 27, No. 4, 1069--1088 (2017; Zbl 1411.91555) Full Text: DOI arXiv
Chen, Ye; Yang, Xiang Qun; Li, Ying Qiu; Zhou, Xiao Wen A joint Laplace transform for pre-exit diffusion of occupation times. (English) Zbl 1370.60134 Acta Math. Sin., Engl. Ser. 33, No. 4, 509-525 (2017). MSC: 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{Y. Chen} et al., Acta Math. Sin., Engl. Ser. 33, No. 4, 509--525 (2017; Zbl 1370.60134) Full Text: DOI
Chen, Ye; Li, Yingqiu; Zhou, Xiaowen An occupation time related potential measure for diffusion processes. (English) Zbl 1370.60133 Front. Math. China 12, No. 3, 559-582 (2017). MSC: 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{Y. Chen} et al., Front. Math. China 12, No. 3, 559--582 (2017; Zbl 1370.60133) Full Text: DOI
Dereudre, David; Mazzonetto, Sara; Roelly, Sylvie Exact simulation of Brownian diffusions with drift admitting jumps. (English) Zbl 1370.60113 SIAM J. Sci. Comput. 39, No. 3, A711-A740 (2017). MSC: 60H35 60H10 60J60 60J65 65C30 65C05 68U20 PDF BibTeX XML Cite \textit{D. Dereudre} et al., SIAM J. Sci. Comput. 39, No. 3, A711--A740 (2017; Zbl 1370.60113) Full Text: DOI arXiv
Capitanelli, Raffaela; D’Ovidio, Mirko Skew Brownian diffusions across Koch interfaces. (English) Zbl 1367.60102 Potential Anal. 46, No. 3, 431-461 (2017). Reviewer: René L. Schilling (Dresden) MSC: 60J65 60J60 60J55 35J25 28A80 PDF BibTeX XML Cite \textit{R. Capitanelli} and \textit{M. D'Ovidio}, Potential Anal. 46, No. 3, 431--461 (2017; Zbl 1367.60102) Full Text: DOI arXiv Link
Song, Shiyu; Wang, Suxin; Wang, Yongjin On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media. (English) Zbl 1400.60129 Physica A 456, 90-105 (2016). MSC: 60K35 PDF BibTeX XML Cite \textit{S. Song} et al., Physica A 456, 90--105 (2016; Zbl 1400.60129) Full Text: DOI
Iksanov, A.; Pilipenko, A. A functional limit theorem for locally perturbed random walks. (English) Zbl 1357.60035 Probab. Math. Stat. 36, No. 2, 353-368 (2016). MSC: 60F17 60G50 60F05 60J65 PDF BibTeX XML Cite \textit{A. Iksanov} and \textit{A. Pilipenko}, Probab. Math. Stat. 36, No. 2, 353--368 (2016; Zbl 1357.60035) Full Text: arXiv Link
Ramirez, Jorge M.; Thomann, Enrique A.; Waymire, Edward C. Continuity of local time: an applied perspective. (English) Zbl 1354.60082 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). 191-207 (2016). MSC: 60J55 60J65 60J60 PDF BibTeX XML Cite \textit{J. M. Ramirez} et al., in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 191--207 (2016; Zbl 1354.60082) Full Text: DOI arXiv
Kohatsu-Higa, Arturo; Taguchi, Dai; Zhong, Jie The parametrix method for skew diffusions. (English) Zbl 1358.65009 Potential Anal. 45, No. 2, 299-329 (2016). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 65C05 60H15 60H35 65M80 35R60 60J65 PDF BibTeX XML Cite \textit{A. Kohatsu-Higa} et al., Potential Anal. 45, No. 2, 299--329 (2016; Zbl 1358.65009) Full Text: DOI
Movassagh, Ramis Eigenvalue attraction. (English) Zbl 1356.15016 J. Stat. Phys. 162, No. 3, 615-643 (2016). Reviewer: Tom Trogdon (New York) MSC: 15B52 15A18 60B20 15B57 60J65 PDF BibTeX XML Cite \textit{R. Movassagh}, J. Stat. Phys. 162, No. 3, 615--643 (2016; Zbl 1356.15016) Full Text: DOI arXiv
Dereudre, David; Mazzonetto, Sara; Roelly, Sylvie An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers. (English) Zbl 1335.60151 Monte Carlo Methods Appl. 22, No. 1, 1-23 (2016). MSC: 60J65 60J35 60H10 65C20 68U20 PDF BibTeX XML Cite \textit{D. Dereudre} et al., Monte Carlo Methods Appl. 22, No. 1, 1--23 (2016; Zbl 1335.60151) Full Text: DOI arXiv
Xu, Guangli; Song, Shiyu; Wang, Yongjin Some properties of doubly skewed CIR processes. (English) Zbl 1334.60169 J. Math. Anal. Appl. 434, No. 2, 1194-1210 (2016). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{G. Xu} et al., J. Math. Anal. Appl. 434, No. 2, 1194--1210 (2016; Zbl 1334.60169) Full Text: DOI
Pilipenko, A. Yu.; Prikhod’ko, Yu. E. On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point. (English. Russian original) Zbl 1350.60021 Ukr. Math. J. 67, No. 4, 564-583 (2015); translation from Ukr. Mat. Zh. 67, No. 4, 499-516 (2015). MSC: 60F05 60F17 60J25 60G50 60J65 PDF BibTeX XML Cite \textit{A. Yu. Pilipenko} and \textit{Yu. E. Prikhod'ko}, Ukr. Math. J. 67, No. 4, 564--583 (2015; Zbl 1350.60021); translation from Ukr. Mat. Zh. 67, No. 4, 499--516 (2015) Full Text: DOI arXiv
Pilipenko, Andrey; Sakhanenko, Lyudmila On a limit behaviour of a one-dimensional random walk with non-integrable impurity. (English) Zbl 1363.60098 Theory Stoch. Process. 20, No. 2, 97-104 (2015). MSC: 60J10 60F17 PDF BibTeX XML Cite \textit{A. Pilipenko} and \textit{L. Sakhanenko}, Theory Stoch. Process. 20, No. 2, 97--104 (2015; Zbl 1363.60098) Full Text: MNR
Vakeroudis, Stavros On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a stable process. (English) Zbl 1408.60071 Stochastics 87, No. 5, 766-793 (2015). MSC: 60J60 60H10 60J65 60G52 60F05 60H05 60G44 60G51 PDF BibTeX XML Cite \textit{S. Vakeroudis}, Stochastics 87, No. 5, 766--793 (2015; Zbl 1408.60071) Full Text: DOI arXiv
Tomisaki, Matsuyo Intrinsic ultracontractivity and semi-small perturbation for skew product diffusion operators. (English) Zbl 1342.60134 Chen, Zhen-Qing (ed.) et al., Festschrift Masatoshi Fukushima. In Honor of Masatoshi Fukushima’s Sanju. Hackensack, NJ: World Scientific (ISBN 978-981-4596-52-7/hbk; 978-981-4596-54-1/ebook). Interdisciplinary Mathematical Sciences 17, 577-605 (2015). MSC: 60J60 60J65 60J55 PDF BibTeX XML Cite \textit{M. Tomisaki}, Interdiscip. Math. Sci. 17, 577--605 (2015; Zbl 1342.60134) Full Text: DOI
Chiu, Henry Subordination of predictable compensators. (English) Zbl 1329.60132 Stochastic Anal. Appl. 33, No. 6, 1050-1055 (2015). MSC: 60G57 60J25 60J75 60J65 60G07 PDF BibTeX XML Cite \textit{H. Chiu}, Stochastic Anal. Appl. 33, No. 6, 1050--1055 (2015; Zbl 1329.60132) Full Text: DOI arXiv
Hajri, Hatem On flows associated to Tanaka’s SDE and related works. (English) Zbl 1327.60118 Electron. Commun. Probab. 20, Paper No. 16, 12 p. (2015). MSC: 60H10 60H25 60J60 60J65 PDF BibTeX XML Cite \textit{H. Hajri}, Electron. Commun. Probab. 20, Paper No. 16, 12 p. (2015; Zbl 1327.60118) Full Text: DOI arXiv
Chen, Zhen-Qing; Zili, Mounir One-dimensional heat equation with discontinuous conductance. (English) Zbl 1322.60129 Sci. China, Math. 58, No. 1, 97-108 (2015). MSC: 60H30 60H10 35K10 35K08 60J55 60G48 60J65 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{M. Zili}, Sci. China, Math. 58, No. 1, 97--108 (2015; Zbl 1322.60129) Full Text: DOI arXiv
Atar, Rami; Budhiraja, Amarjit On the multi-dimensional skew Brownian motion. (English) Zbl 1328.60133 Stochastic Processes Appl. 125, No. 5, 1911-1925 (2015). MSC: 60H10 60J65 60J60 60J55 93E15 PDF BibTeX XML Cite \textit{R. Atar} and \textit{A. Budhiraja}, Stochastic Processes Appl. 125, No. 5, 1911--1925 (2015; Zbl 1328.60133) Full Text: DOI arXiv
Brossard, Jean; Émery, Michel; Leuridan, Christophe Skew-product decomposition of planar Brownian motion and complementability. (English) Zbl 1390.60293 Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLVI. Cham: Springer (ISBN 978-3-319-11969-4/pbk; 978-3-319-11970-0/ebook). Lecture Notes in Mathematics 2123. Séminaire de Probabilités, 377-394 (2014). MSC: 60J65 60H20 PDF BibTeX XML Cite \textit{J. Brossard} et al., Lect. Notes Math. 2123, 377--394 (2014; Zbl 1390.60293) Full Text: DOI HAL
Shin, Jiyong; Trutnau, Gerald Pointwise weak existence of distorted skew Brownian motion with respect to discontinuous Muckenhoupt weights. (English) Zbl 1389.60099 Rev. Roum. Math. Pures Appl. 59, No. 1, 157-170 (2014). MSC: 60J60 60J55 31C25 31C15 35J25 PDF BibTeX XML Cite \textit{J. Shin} and \textit{G. Trutnau}, Rev. Roum. Math. Pures Appl. 59, No. 1, 157--170 (2014; Zbl 1389.60099) Full Text: arXiv
Abakirova, A. T. On some functional inequalities for skew Brownian motion. (English. Russian original) Zbl 1326.60117 Proc. Steklov Inst. Math. 287, 3-13 (2014); translation from Tr. Mat. Inst. Steklova 287, 9-20 (2014). MSC: 60J65 60J60 60J55 PDF BibTeX XML Cite \textit{A. T. Abakirova}, Proc. Steklov Inst. Math. 287, 3--13 (2014; Zbl 1326.60117); translation from Tr. Mat. Inst. Steklova 287, 9--20 (2014) Full Text: DOI
Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na Diffusion occupation time before exiting. (English) Zbl 1308.60093 Front. Math. China 9, No. 4, 843-861 (2014). MSC: 60J60 60J65 60G17 PDF BibTeX XML Cite \textit{Y. Li} et al., Front. Math. China 9, No. 4, 843--861 (2014; Zbl 1308.60093) Full Text: DOI
Étoré, Pierre; Martinez, Miguel Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. (English) Zbl 1315.65008 ESAIM, Probab. Stat. 18, 686-702 (2014). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 60H10 60H35 34F05 65L20 PDF BibTeX XML Cite \textit{P. Étoré} and \textit{M. Martinez}, ESAIM, Probab. Stat. 18, 686--702 (2014; Zbl 1315.65008) Full Text: DOI arXiv
Dai, J. G.; Miyazawa, Masakiyo; Wu, Jian A multi-dimensional SRBM: geometric views of its product form stationary distribution. (English) Zbl 1323.60111 Queueing Syst. 78, No. 4, 313-335 (2014). MSC: 60J65 60G48 60K25 60F10 60J60 90B22 90B15 PDF BibTeX XML Cite \textit{J. G. Dai} et al., Queueing Syst. 78, No. 4, 313--335 (2014; Zbl 1323.60111) Full Text: DOI arXiv
Bounebache, Said Karim; Zambotti, Lorenzo A skew stochastic heat equation. (English) Zbl 1310.60090 J. Theor. Probab. 27, No. 1, 168-201 (2014). MSC: 60H15 60H07 60J55 31C25 PDF BibTeX XML Cite \textit{S. K. Bounebache} and \textit{L. Zambotti}, J. Theor. Probab. 27, No. 1, 168--201 (2014; Zbl 1310.60090) Full Text: DOI arXiv
Appuhamillage, Thilanka A.; Bokil, Vrushali A.; Thomann, Enrique A.; Waymire, Edward C.; Wood, Brian D. Skew disperson and continuity of local time. (English) Zbl 1300.60099 J. Stat. Phys. 156, No. 2, 384-394 (2014). MSC: 60J70 35R05 47D07 86A05 PDF BibTeX XML Cite \textit{T. A. Appuhamillage} et al., J. Stat. Phys. 156, No. 2, 384--394 (2014; Zbl 1300.60099) Full Text: DOI arXiv
Kang, Weining; Ramanan, Kavita Characterization of stationary distributions of reflected diffusions. (English) Zbl 1306.60111 Ann. Appl. Probab. 24, No. 4, 1329-1374 (2014). Reviewer: Andrew Dale (Durban) MSC: 60J60 60J65 60H10 60K25 90B15 90B22 PDF BibTeX XML Cite \textit{W. Kang} and \textit{K. Ramanan}, Ann. Appl. Probab. 24, No. 4, 1329--1374 (2014; Zbl 1306.60111) Full Text: DOI arXiv Euclid
Urban, Roman An explicit formula for the heat kernel of a left invariant operator. (English) Zbl 1295.60091 ALEA, Lat. Am. J. Probab. Math. Stat. 11, No. 1, 299-306 (2014). MSC: 60J60 60J25 35R03 35K08 35A08 PDF BibTeX XML Cite \textit{R. Urban}, ALEA, Lat. Am. J. Probab. Math. Stat. 11, No. 1, 299--306 (2014; Zbl 1295.60091) Full Text: Link
Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad Is a Brownian motion skew? (English) Zbl 06298506 Scand. J. Stat. 41, No. 2, 346-364 (2014). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Lejay} et al., Scand. J. Stat. 41, No. 2, 346--364 (2014; Zbl 06298506) Full Text: DOI arXiv Link
Hajri, Hatem; Raimond, Olivier Stochastic flows on metric graphs. (English) Zbl 1288.60081 Electron. J. Probab. 19, Paper No. 12, 20 p. (2014). MSC: 60H25 60J60 PDF BibTeX XML Cite \textit{H. Hajri} and \textit{O. Raimond}, Electron. J. Probab. 19, Paper No. 12, 20 p. (2014; Zbl 1288.60081) Full Text: DOI arXiv
Ramirez, Jorge M.; Thomann, Enrique A.; Waymire, Edward C. Advection-dispersion across interfaces. (English) Zbl 1331.60003 Stat. Sci. 28, No. 4, 487-509 (2013). MSC: 60-02 60J70 60H30 60J55 60J65 76R50 PDF BibTeX XML Cite \textit{J. M. Ramirez} et al., Stat. Sci. 28, No. 4, 487--509 (2013; Zbl 1331.60003) Full Text: DOI arXiv Euclid
Krykun, I. H. Functional law of the iterated logarithm type for a skew Brownian motion. (English. Ukrainian original) Zbl 1309.60031 Theory Probab. Math. Stat. 87, 79-98 (2013); translation from Teor. Jmovirn. Mat. Stat. 87, 71-88 (2012). MSC: 60F17 60F15 60F10 60J65 PDF BibTeX XML Cite \textit{I. H. Krykun}, Theory Probab. Math. Stat. 87, 79--98 (2013; Zbl 1309.60031); translation from Teor. Jmovirn. Mat. Stat. 87, 71--88 (2012) Full Text: DOI
Fernholz, E. Robert; Ichiba, Tomoyuki; Karatzas, Ioannis Two Brownian particles with rank-based characteristics and skew-elastic collisions. (English) Zbl 1296.60148 Stochastic Processes Appl. 123, No. 8, 2999-3026 (2013). MSC: 60H10 60G44 60J55 60J60 PDF BibTeX XML Cite \textit{E. R. Fernholz} et al., Stochastic Processes Appl. 123, No. 8, 2999--3026 (2013; Zbl 1296.60148) Full Text: DOI arXiv
Lyulko, Ya A. On the distribution of maxima of a skew Brownian motion and a skew random walk on some random time intervals. (English. Russian original) Zbl 1295.60090 Russ. Math. Surv. 68, No. 6, 1131-1132 (2013); translation from Usp. Mat. Nauk 68, No. 6, 169-170 (2013). MSC: 60J60 60J65 PDF BibTeX XML Cite \textit{Y. A. Lyulko}, Russ. Math. Surv. 68, No. 6, 1131--1132 (2013; Zbl 1295.60090); translation from Usp. Mat. Nauk 68, No. 6, 169--170 (2013) Full Text: DOI
Bouhadou, S.; Ouknine, Y. On the time inhomogeneous skew Brownian motion. (English) Zbl 1283.60088 Bull. Sci. Math. 137, No. 7, 835-850 (2013). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{S. Bouhadou} and \textit{Y. Ouknine}, Bull. Sci. Math. 137, No. 7, 835--850 (2013; Zbl 1283.60088) Full Text: DOI arXiv
Doney, R. A.; Vakeroudis, S. Windings of planar stable processes. (English) Zbl 1290.60053 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLV. Cham: Springer (ISBN 978-3-319-00320-7/pbk; 978-3-319-00321-4/ebook). Lecture Notes in Mathematics 2078. Séminaire de Probabilités, 277-300 (2013). Reviewer: Jan Gairing (Berlin) MSC: 60G52 60F05 60G51 60J65 PDF BibTeX XML Cite \textit{R. A. Doney} and \textit{S. Vakeroudis}, Lect. Notes Math. 2078, 277--300 (2013; Zbl 1290.60053) Full Text: DOI arXiv
Gloter, Arnaud; Martinez, Miguel Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time. (English) Zbl 1296.60149 Ann. Probab. 41, No. 3A, 1628-1655 (2013). Reviewer: Pavel Gapeev (London) MSC: 60H10 60J55 60J65 PDF BibTeX XML Cite \textit{A. Gloter} and \textit{M. Martinez}, Ann. Probab. 41, No. 3A, 1628--1655 (2013; Zbl 1296.60149) Full Text: DOI arXiv Euclid
Fernholz, E. Robert; Ichiba, Tomoyuki; Karatzas, Ioannis; Prokaj, Vilmos Planar diffusions with rank-based characteristics and perturbed Tanaka equations. (English) Zbl 1274.60247 Probab. Theory Relat. Fields 156, No. 1-2, 343-374 (2013). Reviewer: Feng-Yu Wang (Swansea) MSC: 60J60 60H10 60G44 PDF BibTeX XML Cite \textit{E. R. Fernholz} et al., Probab. Theory Relat. Fields 156, No. 1--2, 343--374 (2013; Zbl 1274.60247) Full Text: DOI arXiv
Lejay, Antoine; Maire, Sylvain New Monte Carlo schemes for simulating diffusions in discontinuous media. (English) Zbl 1307.65004 J. Comput. Appl. Math. 245, 97-116 (2013). MSC: 65C05 76M20 60J60 65M75 65N75 PDF BibTeX XML Cite \textit{A. Lejay} and \textit{S. Maire}, J. Comput. Appl. Math. 245, 97--116 (2013; Zbl 1307.65004) Full Text: DOI
Étoré, Pierre; Martinez, Miguel Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process. (English) Zbl 1269.65007 Monte Carlo Methods Appl. 19, No. 1, 41-71 (2013). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 60H10 34F05 60H35 60J65 PDF BibTeX XML Cite \textit{P. Étoré} and \textit{M. Martinez}, Monte Carlo Methods Appl. 19, No. 1, 41--71 (2013; Zbl 1269.65007) Full Text: DOI arXiv
Vakeroudis, Stavros; Yor, Marc A scaling proof for Walsh’s Brownian motion extended arc-sine law. (English) Zbl 1323.60115 Electron. Commun. Probab. 17, Paper No. 63, 9 p. (2012). MSC: 60J65 60J60 60G52 60J70 PDF BibTeX XML Cite \textit{S. Vakeroudis} and \textit{M. Yor}, Electron. Commun. Probab. 17, Paper No. 63, 9 p. (2012; Zbl 1323.60115) Full Text: DOI arXiv
Lejay, Antoine; Pichot, Géraldine Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps. (English) Zbl 1284.65007 J. Comput. Phys. 231, No. 21, 7299-7314 (2012). MSC: 65C05 76R50 60J70 PDF BibTeX XML Cite \textit{A. Lejay} and \textit{G. Pichot}, J. Comput. Phys. 231, No. 21, 7299--7314 (2012; Zbl 1284.65007) Full Text: DOI Link
Pilipenko, A. Yu.; Pryhod’ko, Yu. E. Limit behavior of symmetric random walks with a membrane. (English. Ukrainian original) Zbl 1284.60071 Theory Probab. Math. Stat. 85, 93-105 (2012); translation from Teor. Jmovirn. Mat. Stat. 85, 84-94 (2011). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F17 60J10 PDF BibTeX XML Cite \textit{A. Yu. Pilipenko} and \textit{Yu. E. Pryhod'ko}, Theory Probab. Math. Stat. 85, 93--105 (2012; Zbl 1284.60071); translation from Teor. Jmovirn. Mat. Stat. 85, 84--94 (2011) Full Text: DOI
Lyul’ko, Ya. A. Exact inequalities for the maximum of a skew Brownian motion. (English. Russian original) Zbl 1282.60081 Mosc. Univ. Math. Bull. 67, No. 4, 164-169 (2012); translation from Vestn. Mosk. Univ., Ser. I 67, No. 4, 26-31 (2012). Reviewer: Eugen Paltanea (Braşov) MSC: 60J65 37L55 60G40 60E15 PDF BibTeX XML Cite \textit{Ya. A. Lyul'ko}, Mosc. Univ. Math. Bull. 67, No. 4, 164--169 (2012; Zbl 1282.60081); translation from Vestn. Mosk. Univ., Ser. I 67, No. 4, 26--31 (2012) Full Text: DOI
Appuhamillage, Thilanka; Sheldon, Daniel First passage time of skew Brownian motion. (English) Zbl 1266.60140 J. Appl. Probab. 49, No. 3, 685-696 (2012). Reviewer: Josef Steinebach (Köln) MSC: 60J65 60G99 60H99 PDF BibTeX XML Cite \textit{T. Appuhamillage} and \textit{D. Sheldon}, J. Appl. Probab. 49, No. 3, 685--696 (2012; Zbl 1266.60140) Full Text: DOI arXiv Euclid
Étoré, Pierre; Martinez, Miguel On the existence of a time inhomogeneous skew Brownian motion and some related laws. (English) Zbl 1245.60077 Electron. J. Probab. 17, Paper No. 19, 27 p. (2012). MSC: 60J65 60J55 60H10 PDF BibTeX XML Cite \textit{P. Étoré} and \textit{M. Martinez}, Electron. J. Probab. 17, Paper No. 19, 27 p. (2012; Zbl 1245.60077) Full Text: DOI arXiv
Lyulko, Ya. A. On the distribution of time spent by a Markov chain at different levels until achieving a fixed state. (English. Russian original) Zbl 1247.60108 Theory Probab. Appl. 56, No. 1, 140-149 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 167-176 (2011). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J10 60J55 60F05 PDF BibTeX XML Cite \textit{Ya. A. Lyulko}, Theory Probab. Appl. 56, No. 1, 140--149 (2012; Zbl 1247.60108); translation from Teor. Veroyatn. Primen. 56, No. 1, 167--176 (2011) Full Text: DOI
Rossello, Damiano Arbitrage in skew Brownian motion models. (English) Zbl 1235.91179 Insur. Math. Econ. 50, No. 1, 50-56 (2012). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{D. Rossello}, Insur. Math. Econ. 50, No. 1, 50--56 (2012; Zbl 1235.91179) Full Text: DOI
Lejay, Antoine Simulation of a stochastic process in a discontinuous layered medium. (English) Zbl 1243.60062 Electron. Commun. Probab. 16, 764-774 (2011). MSC: 60J60 65C05 PDF BibTeX XML Cite \textit{A. Lejay}, Electron. Commun. Probab. 16, 764--774 (2011; Zbl 1243.60062) Full Text: DOI
Karatzas, Ioannis; Shiryaev, Albert N.; Shkolnikov, Mykhaylo On the one-sided tanaka equation with drift. (English) Zbl 1243.60048 Electron. Commun. Probab. 16, 664-677 (2011). MSC: 60H10 60J60 60J65 PDF BibTeX XML Cite \textit{I. Karatzas} et al., Electron. Commun. Probab. 16, 664--677 (2011; Zbl 1243.60048) Full Text: DOI arXiv
Hajri, Hatem Stochastic flows related to Walsh Brownian motion. (English) Zbl 1245.60067 Electron. J. Probab. 16, Paper No. 58, 1563-1599 (2011). MSC: 60H25 60J60 PDF BibTeX XML Cite \textit{H. Hajri}, Electron. J. Probab. 16, Paper No. 58, 1563--1599 (2011; Zbl 1245.60067) Full Text: DOI arXiv
Appuhamillage, Thilanka; Bokil, Vrushali; Thomann, Enrique; Waymire, Edward; Wood, Brian Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface. (English) Zbl 1238.60117 Ann. Appl. Probab. 21, No. 5, 2050-2051 (2011). MSC: 60K40 60J70 60J55 35R60 PDF BibTeX XML Cite \textit{T. Appuhamillage} et al., Ann. Appl. Probab. 21, No. 5, 2050--2051 (2011; Zbl 1238.60117) Full Text: DOI arXiv
Ramirez, Jorge M. Multi-skewed Brownian motion and diffusion in layered media. (English) Zbl 1231.60084 Proc. Am. Math. Soc. 139, No. 10, 3739-3752 (2011). Reviewer: Ion C. Vladimirescu (Craiova) MSC: 60J60 60G17 PDF BibTeX XML Cite \textit{J. M. Ramirez}, Proc. Am. Math. Soc. 139, No. 10, 3739--3752 (2011; Zbl 1231.60084) Full Text: DOI
Kumar, Santosh; Pandey, Akhilesh Crossover ensembles of random matrices and skew-orthogonal polynomials. (English) Zbl 1274.60021 Ann. Phys. 326, No. 8, 1877-1915 (2011). MSC: 60B20 15B52 42C05 PDF BibTeX XML Cite \textit{S. Kumar} and \textit{A. Pandey}, Ann. Phys. 326, No. 8, 1877--1915 (2011; Zbl 1274.60021) Full Text: DOI
Takemura, Tomoko; Tomisaki, Matsuyo Feller property of skew product diffusion processes. (English) Zbl 1234.60078 Osaka J. Math. 48, No. 1, 269-290 (2011). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 60J35 60J55 60J75 PDF BibTeX XML Cite \textit{T. Takemura} and \textit{M. Tomisaki}, Osaka J. Math. 48, No. 1, 269--290 (2011; Zbl 1234.60078) Full Text: Euclid
Hairer, Martin; Manson, Charles Periodic homogenization with an interface: the multi-dimensional case. (English) Zbl 1217.60044 Ann. Probab. 39, No. 2, 648-682 (2011). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{M. Hairer} and \textit{C. Manson}, Ann. Probab. 39, No. 2, 648--682 (2011; Zbl 1217.60044) Full Text: DOI arXiv
Appuhamillage, Thilanka; Bokil, Vrushali; Thomann, Enrique; Waymire, Edward; Wood, Brian Occupation and local times for skew Brownian motion with applications to dispersion across an interface. (English) Zbl 1226.60113 Ann. Appl. Probab. 21, No. 1, 183-214 (2011). Reviewer: Bo Markussen (Kopenhagen) MSC: 60J70 60K40 60G44 60J55 35C15 35R05 47D07 PDF BibTeX XML Cite \textit{T. Appuhamillage} et al., Ann. Appl. Probab. 21, No. 1, 183--214 (2011; Zbl 1226.60113) Full Text: DOI arXiv
Bardou, Olivier; Martinez, Miguel Statistical estimation for reflected skew processes. (English) Zbl 1209.60046 Stat. Inference Stoch. Process. 13, No. 3, 231-248 (2010). MSC: 60J55 62M05 60B10 60J60 PDF BibTeX XML Cite \textit{O. Bardou} and \textit{M. Martinez}, Stat. Inference Stoch. Process. 13, No. 3, 231--248 (2010; Zbl 1209.60046) Full Text: DOI
Hairer, Martin; Manson, Charles Periodic homogenization with an interface: the one-dimensional case. (English) Zbl 1202.60129 Stochastic Processes Appl. 120, No. 8, 1589-1605 (2010). Reviewer: Vitalii Gasanenko (Kyiv) MSC: 60J60 60J50 60J65 PDF BibTeX XML Cite \textit{M. Hairer} and \textit{C. Manson}, Stochastic Processes Appl. 120, No. 8, 1589--1605 (2010; Zbl 1202.60129) Full Text: DOI arXiv
Erdös, László; Péché, Sandrine; Ramírez, José A.; Schlein, Benjamin; Yau, Horng-Tzer Bulk universality for Wigner matrices. (English) Zbl 1216.15025 Commun. Pure Appl. Math. 63, No. 7, 895-925 (2010). Reviewer: Paul-Olivier Dehaye (Zürich) MSC: 15B52 15B57 60B20 15A18 PDF BibTeX XML Cite \textit{L. Erdös} et al., Commun. Pure Appl. Math. 63, No. 7, 895--925 (2010; Zbl 1216.15025) Full Text: DOI arXiv