Jornet, Marc Two-dimensional probability distribution of the solution to the random Burgers-Riemann problem. (English) Zbl 07722800 Physica D 453, Article ID 133800, 8 p. (2023). Reviewer: Wasiur Rahman Khuda Bukhsh (Nottingham) MSC: 60E05 35Q53 65C30 76M22 PDFBibTeX XMLCite \textit{M. Jornet}, Physica D 453, Article ID 133800, 8 p. (2023; Zbl 07722800) Full Text: DOI
Zhu, Bin; Zorzi, Mattia A well-posed multidimensional rational covariance and generalized cepstral extension problem. (English) Zbl 1517.42005 SIAM J. Control Optim. 61, No. 3, 1532-1556 (2023). MSC: 42A70 30E05 47A57 60G12 62M15 93E10 PDFBibTeX XMLCite \textit{B. Zhu} and \textit{M. Zorzi}, SIAM J. Control Optim. 61, No. 3, 1532--1556 (2023; Zbl 1517.42005) Full Text: DOI arXiv
Hosseini, Bamdad; Johndrow, James E. Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors. (English) Zbl 1515.65012 Ann. Appl. Probab. 33, No. 3, 1827-1873 (2023). MSC: 65C05 60J05 62G99 62M40 PDFBibTeX XMLCite \textit{B. Hosseini} and \textit{J. E. Johndrow}, Ann. Appl. Probab. 33, No. 3, 1827--1873 (2023; Zbl 1515.65012) Full Text: DOI arXiv
Barbarino, Giovanni; Noferini, Vanni The limit empirical spectral distribution of Gaussian monic complex matrix polynomials. (English) Zbl 1518.15038 J. Theor. Probab. 36, No. 1, 99-133 (2023). MSC: 15B52 60B20 15A09 15A15 65F15 65F20 PDFBibTeX XMLCite \textit{G. Barbarino} and \textit{V. Noferini}, J. Theor. Probab. 36, No. 1, 99--133 (2023; Zbl 1518.15038) Full Text: DOI arXiv
Debarnot, Valentin; Weiss, Pierre Blind inverse problems with isolated spikes. (English) Zbl 1508.94005 Inf. Inference 12, No. 1, 26-71 (2023). MSC: 94A08 15A29 45Q05 78A46 62M15 60G15 62D05 44A12 PDFBibTeX XMLCite \textit{V. Debarnot} and \textit{P. Weiss}, Inf. Inference 12, No. 1, 26--71 (2023; Zbl 1508.94005) Full Text: DOI arXiv
Shabtai, Ood Pairs of spectral projections of spin operators. (English) Zbl 07819670 Dobrev, Vladimir (ed.), Lie theory and its applications in physics. Selected papers based on the presentations at the workshop, Sofia, Bulgaria, online, June 2021. Singapore: Springer. Springer Proc. Math. Stat. 396, 305-311 (2022). MSC: 47-XX 60-XX PDFBibTeX XMLCite \textit{O. Shabtai}, Springer Proc. Math. Stat. 396, 305--311 (2022; Zbl 07819670) Full Text: DOI
Boche, Holger; Pohl, Volker; Poor, H. Vincent Recent progress in computability for prediction and Wiener filter theory. (English) Zbl 07740726 Trans. A. Razmadze Math. Inst. 176, No. 3, 323-344 (2022). MSC: 60G25 60G35 68Q04 68Q25 PDFBibTeX XMLCite \textit{H. Boche} et al., Trans. A. Razmadze Math. Inst. 176, No. 3, 323--344 (2022; Zbl 07740726) Full Text: Link
Chen, Zhi-He; Wang, Jian Quenched asymptotics for symmetric Lévy processes interacting with Poissonian fields. (English) Zbl 1512.60027 Probab. Math. Stat. 42, No. 2, 319-356 (2022). Reviewer: Peter Kern (Düsseldorf) MSC: 60G51 60G52 60J25 60J55 60J35 PDFBibTeX XMLCite \textit{Z.-H. Chen} and \textit{J. Wang}, Probab. Math. Stat. 42, No. 2, 319--356 (2022; Zbl 1512.60027) Full Text: DOI arXiv
Moklyachuk, Mikhail (ed.) Stochastic processes. Fundamentals and emerging applications. (English) Zbl 1504.60003 Mathematics Research Developments. New York, NY: Nova Science Publishers (ISBN 978-1-68507-982-6/hbk; 979-8-88697-475-1/ebook). 530 p. (2022). MSC: 60-01 60Gxx 60Jxx 60H30 60Kxx 92D25 PDFBibTeX XMLCite \textit{M. Moklyachuk} (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers (2022; Zbl 1504.60003) Full Text: DOI
Pavliotis, Grigorios A.; Zanoni, Andrea Eigenfunction martingale estimators for interacting particle systems and their mean field limit. (English) Zbl 1505.35334 SIAM J. Appl. Dyn. Syst. 21, No. 4, 2338-2370 (2022). Reviewer: Eugene Postnikov (Kursk) MSC: 35Q83 60J60 62M15 65C30 35P15 35R60 PDFBibTeX XMLCite \textit{G. A. Pavliotis} and \textit{A. Zanoni}, SIAM J. Appl. Dyn. Syst. 21, No. 4, 2338--2370 (2022; Zbl 1505.35334) Full Text: DOI arXiv
Babayan, N.; Ginovyan, M. On asymptotic behavior of the prediction error for a class of deterministic stationary sequences. (English) Zbl 1513.60038 Acta Math. Hung. 167, No. 2, 501-528 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G10 60G25 62M20 62M15 PDFBibTeX XMLCite \textit{N. Babayan} and \textit{M. Ginovyan}, Acta Math. Hung. 167, No. 2, 501--528 (2022; Zbl 1513.60038) Full Text: DOI arXiv
Chen, Mu-Fa Hermitizable, isospectral matrices or differential operators. (English) Zbl 1501.15031 Chen, Zhen-Qing (ed.) et al., Dirichlet forms and related topics, in honor of Masatoshi Fukushima’s beiju, IWDFRT 2022, Osaka, Japan, August 22–26,2022. Singapore: Springer. Springer Proc. Math. Stat. 394, 45-55 (2022). MSC: 15B57 15A18 34L05 35P05 37A30 60J27 PDFBibTeX XMLCite \textit{M.-F. Chen}, Springer Proc. Math. Stat. 394, 45--55 (2022; Zbl 1501.15031) Full Text: DOI
Barbarino, Giovanni; Noferini, Vanni The limit empirical spectral distribution of complex matrix polynomials. (English) Zbl 1502.15025 Random Matrices Theory Appl. 11, No. 3, Article ID 2250023, 32 p. (2022). Reviewer: Zakhar Kabluchko (Münster) MSC: 15B52 15A18 60B20 PDFBibTeX XMLCite \textit{G. Barbarino} and \textit{V. Noferini}, Random Matrices Theory Appl. 11, No. 3, Article ID 2250023, 32 p. (2022; Zbl 1502.15025) Full Text: DOI arXiv
Krinik, Alan; von Bremen, Hubertus; Ventura, Ivan; Nguyen, Uyen Vietthanh; Lin, Jeremy J.; Lu, Thuy Vu Dieu; Luk, Chon In (Dave); Yeh, Jeffrey; Cervantes, Luis A.; Lyche, Samuel R.; Marian, Brittney A.; Aljashamy, Saif A.; Dela, Mark; Oudich, Ali; Ostadhassanpanjehali, Pedram; Phey, Lyheng; Perez, David; Kath, John Joseph; Demmin, Malachi C.; Dawit, Yoseph; Hoogendyk, Christine Carmen Marie; Kim, Aaron; McDonough, Matthew; Castillo, Adam Trevor; Beecher, David; Wong, Weizhong; Ayeda, Heba Explicit transient probabilities of various Markov models. (English) Zbl 1496.60089 Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 97-151 (2021). Reviewer: Liping Li (Beijing) MSC: 60J10 60J22 PDFBibTeX XMLCite \textit{A. Krinik} et al., Contemp. Math. 774, 97--151 (2021; Zbl 1496.60089) Full Text: DOI
Soize, C. Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum. (English) Zbl 1485.60051 Theory Probab. Math. Stat. 105, 113-136 (2021). Reviewer: Andriy Olenko (Melbourne) MSC: 60G60 35J25 74Q05 74A40 PDFBibTeX XMLCite \textit{C. Soize}, Theory Probab. Math. Stat. 105, 113--136 (2021; Zbl 1485.60051) Full Text: DOI arXiv
Zhu, Bin; Ferrante, Augusto; Karlsson, Johan; Zorzi, Mattia \(M^2\) spectral estimation: a flexible approach ensuring rational solutions. (English) Zbl 1471.42016 SIAM J. Control Optim. 59, No. 4, 2977-2996 (2021). MSC: 42A70 30E05 47A57 60G12 PDFBibTeX XMLCite \textit{B. Zhu} et al., SIAM J. Control Optim. 59, No. 4, 2977--2996 (2021; Zbl 1471.42016) Full Text: DOI arXiv
Duerinckx, Mitia; Shirley, Christopher A new spectral analysis of stationary random Schrödinger operators. (English) Zbl 1472.81092 J. Math. Phys. 62, No. 7, Article ID 072106, 50 p. (2021). Reviewer: Eric Stachura (Marietta) MSC: 81Q10 35R60 81V70 82B44 14D06 35B34 60H07 PDFBibTeX XMLCite \textit{M. Duerinckx} and \textit{C. Shirley}, J. Math. Phys. 62, No. 7, Article ID 072106, 50 p. (2021; Zbl 1472.81092) Full Text: DOI arXiv
Cantrell, Stephen; Sharp, Richard A central limit theorem for periodic orbits of hyperbolic flows. (English) Zbl 1510.37014 Dyn. Syst. 36, No. 1, 142-153 (2021). MSC: 37A50 37A30 37C30 37C10 37D20 60F05 PDFBibTeX XMLCite \textit{S. Cantrell} and \textit{R. Sharp}, Dyn. Syst. 36, No. 1, 142--153 (2021; Zbl 1510.37014) Full Text: DOI arXiv
Mundici, Daniele Rota’s Fubini lectures: the first problem. (English) Zbl 1475.60006 Adv. Appl. Math. 125, Article ID 102153, 30 p. (2021). MSC: 60A05 06D35 28A60 60A10 PDFBibTeX XMLCite \textit{D. Mundici}, Adv. Appl. Math. 125, Article ID 102153, 30 p. (2021; Zbl 1475.60006) Full Text: DOI
Harnad, John; Balogh, Ferenc Tau functions and their applications. (English) Zbl 1482.37001 Cambridge Monographs on Mathematical Physics. Cambridge: Cambridge University Press (ISBN 978-1-108-49268-3/hbk; 978-1-108-61090-2/ebook). xxvi, 521 p. (2021). Reviewer: Dimitar A. Kolev (Sofia) MSC: 37-02 37K10 37K15 37K20 37K25 37K30 37K35 37K40 35Q15 15B52 60B20 34M55 34M56 15A67 PDFBibTeX XMLCite \textit{J. Harnad} and \textit{F. Balogh}, Tau functions and their applications. Cambridge: Cambridge University Press (2021; Zbl 1482.37001) Full Text: DOI
Ghehsareh, Hadi Roohani; Zabetzadeh, Sayyed Mahmood A meshless computational approach for solving two-dimensional inverse time-fractional diffusion problem with non-local boundary condition. (English) Zbl 1475.65104 Inverse Probl. Sci. Eng. 28, No. 12, 1773-1795 (2020). MSC: 65M32 65M60 65M70 65N30 65D12 60K50 35R30 26A33 35R11 PDFBibTeX XMLCite \textit{H. R. Ghehsareh} and \textit{S. M. Zabetzadeh}, Inverse Probl. Sci. Eng. 28, No. 12, 1773--1795 (2020; Zbl 1475.65104) Full Text: DOI
Marin, Liviu MFS-fading regularization method for inverse BVPs in anisotropic heat conduction. (English) Zbl 1452.65212 Alves, Carlos (ed.) et al., Advances in Trefftz methods and their applications. Selected papers based on the presentations at the 9th conference on Trefftz methods and 5th conference on method of fundamental solutions, Lisbon, Portugal, July 29–31, 2019. Cham: Springer. SEMA SIMAI Springer Ser. 23, 121-138 (2020). MSC: 65M32 65M30 65M70 65M80 65M12 60H50 35K05 35Q79 PDFBibTeX XMLCite \textit{L. Marin}, SEMA SIMAI Springer Ser. 23, 121--138 (2020; Zbl 1452.65212) Full Text: DOI
Avanesyan, Levon; Shkolnikov, Mykhaylo; Sircar, Ronnie Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem. (English) Zbl 1454.35388 Finance Stoch. 24, No. 4, 981-1011 (2020). MSC: 35Q91 35K55 91G10 35J15 60H10 44A10 35R25 35P99 PDFBibTeX XMLCite \textit{L. Avanesyan} et al., Finance Stoch. 24, No. 4, 981--1011 (2020; Zbl 1454.35388) Full Text: DOI arXiv
Babayan, N. M.; Ginovyan, M. S. On hyperbolic decay of prediction error variance for deterministic stationary sequences. (English) Zbl 1456.60077 J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 2, 76-95 (2020) and Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 2, 9-34 (2020). MSC: 60G10 60G25 62M15 62M20 PDFBibTeX XMLCite \textit{N. M. Babayan} and \textit{M. S. Ginovyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 2, 76--95 (2020; Zbl 1456.60077) Full Text: DOI
Shirzadi, Mohammad; Dehghan, Mehdi; Foroush Bastani, Ali On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation. (English) Zbl 1463.91203 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105160, 18 p. (2020). MSC: 91G60 45K05 60G51 60H30 65M06 65M70 35R35 91G20 PDFBibTeX XMLCite \textit{M. Shirzadi} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105160, 18 p. (2020; Zbl 1463.91203) Full Text: DOI
Çetin, Umut Linear inverse problems for Markov processes and their regularisation. (English) Zbl 1444.62110 Stochastic Processes Appl. 130, No. 7, 4062-4080 (2020). MSC: 62M15 62M10 65J20 60J27 60J76 PDFBibTeX XMLCite \textit{U. Çetin}, Stochastic Processes Appl. 130, No. 7, 4062--4080 (2020; Zbl 1444.62110) Full Text: DOI arXiv Link
Hassannezhad, Asma; Miclo, Laurent Higher order Cheeger inequalities for Steklov eigenvalues. (English) Zbl 1456.58021 Ann. Sci. Éc. Norm. Supér. (4) 53, No. 1, 43-88 (2020). Reviewer: Mohammed El Aïdi (Bogotá) MSC: 58J50 35P15 58J65 60J25 60J27 60J60 PDFBibTeX XMLCite \textit{A. Hassannezhad} and \textit{L. Miclo}, Ann. Sci. Éc. Norm. Supér. (4) 53, No. 1, 43--88 (2020; Zbl 1456.58021) Full Text: DOI arXiv Link
Di Gesù, Giacomo; Lelièvre, Tony; Le Peutrec, Dorian; Nectoux, Boris The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. I. (English. French summary) Zbl 1445.60055 J. Math. Pures Appl. (9) 138, 242-306 (2020). MSC: 60J60 58J65 35Q82 58C40 81Q20 PDFBibTeX XMLCite \textit{G. Di Gesù} et al., J. Math. Pures Appl. (9) 138, 242--306 (2020; Zbl 1445.60055) Full Text: DOI arXiv
Lascu, D.; Sebe, G. I. A dependence with complete connections approach to generalized Rényi continued fractions. (English) Zbl 1440.11126 Acta Math. Hung. 160, No. 2, 292-313 (2020). Reviewer: Marcel G. de Bruin (Heemstede) MSC: 11J70 28D05 37A30 60A10 PDFBibTeX XMLCite \textit{D. Lascu} and \textit{G. I. Sebe}, Acta Math. Hung. 160, No. 2, 292--313 (2020; Zbl 1440.11126) Full Text: DOI arXiv
Chigansky, P.; Kleptsyna, M.; Marushkevych, D. Mixed fractional Brownian motion: a spectral take. (English) Zbl 1425.60038 J. Math. Anal. Appl. 482, No. 2, Article ID 123558, 23 p. (2020). MSC: 60G22 60J65 60G15 PDFBibTeX XMLCite \textit{P. Chigansky} et al., J. Math. Anal. Appl. 482, No. 2, Article ID 123558, 23 p. (2020; Zbl 1425.60038) Full Text: DOI arXiv
Pilavakis, Dimitrios; Paparoditis, Efstathios; Sapatinas, Theofanis Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem. (English) Zbl 1432.62311 Bernoulli 25, No. 4B, 3496-3526 (2019). Reviewer: Johannes W. R. Martini (Texcoco) MSC: 62M10 62G09 62G05 62H25 62M15 60B12 PDFBibTeX XMLCite \textit{D. Pilavakis} et al., Bernoulli 25, No. 4B, 3496--3526 (2019; Zbl 1432.62311) Full Text: DOI arXiv Euclid
Long, Andrew W.; Ferguson, Andrew L. Landmark diffusion maps (L-dMaps): accelerated manifold learning out-of-sample extension. (English) Zbl 1489.68228 Appl. Comput. Harmon. Anal. 47, No. 1, 190-211 (2019). MSC: 68T05 05C50 42B35 60J60 62R30 68Q25 92-10 PDFBibTeX XMLCite \textit{A. W. Long} and \textit{A. L. Ferguson}, Appl. Comput. Harmon. Anal. 47, No. 1, 190--211 (2019; Zbl 1489.68228) Full Text: DOI arXiv
Chakraborty, Anirvan; Panaretos, Victor M. Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces. (English) Zbl 1466.62275 Bernoulli 25, No. 3, 1939-1976 (2019). MSC: 62G05 60B11 62H25 62J07 PDFBibTeX XMLCite \textit{A. Chakraborty} and \textit{V. M. Panaretos}, Bernoulli 25, No. 3, 1939--1976 (2019; Zbl 1466.62275) Full Text: DOI Euclid
Ge, Liang; Sun, Tongjun A sparse grid stochastic collocation discontinuous Galerkin method for constrained optimal control problem governed by random convection dominated diffusion equations. (English) Zbl 1501.65118 Numer. Funct. Anal. Optim. 40, No. 7, 763-797 (2019). MSC: 65N30 65C30 65N35 49K20 60H15 35R60 PDFBibTeX XMLCite \textit{L. Ge} and \textit{T. Sun}, Numer. Funct. Anal. Optim. 40, No. 7, 763--797 (2019; Zbl 1501.65118) Full Text: DOI
Zhang, Aixia; Gu, Yan; Hua, Qingsong; Chen, Wen A regularized singular boundary method for inverse Cauchy problem in three-dimensional elastostatics. (English) Zbl 1488.65590 Adv. Appl. Math. Mech. 10, No. 6, 1459-1477 (2018). MSC: 65N21 65N80 74B10 65N35 65J20 60H50 PDFBibTeX XMLCite \textit{A. Zhang} et al., Adv. Appl. Math. Mech. 10, No. 6, 1459--1477 (2018; Zbl 1488.65590) Full Text: DOI
Nier, Francis Boundary conditions and subelliptic estimates for geometric Kramers-Fokker-Planck operators on manifolds with boundaries. (English) Zbl 1419.35001 Memoirs of the American Mathematical Society 1200. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-2802-0/print; 978-1-4704-4369-6/ebook). vi, 148 p. (2018). Reviewer: Luigi Rodino (Torino) MSC: 35-02 58-02 35S05 58J32 35H10 35Q84 35R01 58J50 58J65 60H10 60J65 PDFBibTeX XMLCite \textit{F. Nier}, Boundary conditions and subelliptic estimates for geometric Kramers-Fokker-Planck operators on manifolds with boundaries. Providence, RI: American Mathematical Society (AMS) (2018; Zbl 1419.35001) Full Text: DOI arXiv
Belomestny, Denis; Trabs, Mathias Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes. (English. French summary) Zbl 1404.62081 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 3, 1583-1621 (2018). MSC: 62M05 60G51 62H12 62M15 62G20 PDFBibTeX XMLCite \textit{D. Belomestny} and \textit{M. Trabs}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 3, 1583--1621 (2018; Zbl 1404.62081) Full Text: DOI arXiv Euclid
Sousa, Rúben; Yakubovich, Semyon The spectral expansion approach to index transforms and connections with the theory of diffusion processes. (English) Zbl 1395.44012 Commun. Pure Appl. Anal. 17, No. 6, 2351-2378 (2018). MSC: 44A15 34B24 34L10 60H30 PDFBibTeX XMLCite \textit{R. Sousa} and \textit{S. Yakubovich}, Commun. Pure Appl. Anal. 17, No. 6, 2351--2378 (2018; Zbl 1395.44012) Full Text: DOI arXiv
Rudolf, Daniel; Sprungk, Björn On a generalization of the preconditioned Crank-Nicolson metropolis algorithm. (English) Zbl 1391.60169 Found. Comput. Math. 18, No. 2, 309-343 (2018). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J05 62F15 65C40 PDFBibTeX XMLCite \textit{D. Rudolf} and \textit{B. Sprungk}, Found. Comput. Math. 18, No. 2, 309--343 (2018; Zbl 1391.60169) Full Text: DOI arXiv
Arov, Damir Z.; Dym, Harry Multivariate prediction, de Branges spaces, and related extension and inverse problems. (English) Zbl 1440.60004 Operator Theory: Advances and Applications 266. Cham: Birkhäuser (ISBN 978-3-319-70261-2/hbk; 978-3-319-70262-9/ebook). xiv, 405 p. (2018). Reviewer: Heinrich Hering (Rockenberg) MSC: 60-02 47-02 60G25 47B32 45Q05 34A55 PDFBibTeX XMLCite \textit{D. Z. Arov} and \textit{H. Dym}, Multivariate prediction, de Branges spaces, and related extension and inverse problems. Cham: Birkhäuser (2018; Zbl 1440.60004) Full Text: DOI
Gong, Benxue; Ge, Liang; Sun, Tongjun; Shen, Wanfang; Liu, W. B. Stochastic spline-collocation method for constrained optimal control problem governed by random elliptic PDE. (English) Zbl 1429.49034 Int. J. Numer. Anal. Model. 14, No. 4-5, 627-645 (2017). MSC: 49M25 65N35 65N75 60J35 65N15 PDFBibTeX XMLCite \textit{B. Gong} et al., Int. J. Numer. Anal. Model. 14, No. 4--5, 627--645 (2017; Zbl 1429.49034) Full Text: Link
Liu, Yan Robust parameter estimation for stationary processes by an exotic disparity from prediction problem. (English) Zbl 1457.62271 Stat. Probab. Lett. 129, 120-130 (2017). MSC: 62M10 62M20 62F12 62F35 62D10 60G10 PDFBibTeX XMLCite \textit{Y. Liu}, Stat. Probab. Lett. 129, 120--130 (2017; Zbl 1457.62271) Full Text: DOI
Ballani, Jonas; Kressner, Daniel; Peters, Michael D. Multilevel tensor approximation of PDEs with random data. (English) Zbl 1383.65006 Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 3, 400-427 (2017). Reviewer: Jichun Li (Las Vegas) MSC: 65C30 60H15 35R60 65N35 65N30 60H35 PDFBibTeX XMLCite \textit{J. Ballani} et al., Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 3, 400--427 (2017; Zbl 1383.65006) Full Text: DOI arXiv
Baudel, Manon; Berglund, Nils Spectral theory for random Poincaré maps. (English) Zbl 1374.60149 SIAM J. Math. Anal. 49, No. 6, 4319-4375 (2017). MSC: 60J60 60J35 34F05 45B05 PDFBibTeX XMLCite \textit{M. Baudel} and \textit{N. Berglund}, SIAM J. Math. Anal. 49, No. 6, 4319--4375 (2017; Zbl 1374.60149) Full Text: DOI arXiv
Deift, Percy Some open problems in random matrix theory and the theory of integrable systems. II. (English) Zbl 1375.37160 SIGMA, Symmetry Integrability Geom. Methods Appl. 13, Paper 016, 23 p. (2017). Reviewer: Jonathan Eckhardt (Wien) MSC: 37K15 15B52 34M55 35Q53 60F05 60K35 62H25 82B44 35Q15 PDFBibTeX XMLCite \textit{P. Deift}, SIGMA, Symmetry Integrability Geom. Methods Appl. 13, Paper 016, 23 p. (2017; Zbl 1375.37160) Full Text: DOI arXiv
Obata, Nobuaki Spectral analysis of growing graphs. A quantum probability point of view. (English) Zbl 1366.81005 SpringerBriefs in Mathematical Physics 20. Singapore: Springer (ISBN 978-981-10-3505-0/pbk; 978-981-10-3506-7/ebook). viii, 138 p. (2017). Reviewer: Uwe Franz (Besançon) MSC: 81-02 05-02 05C50 05C76 60F05 46L53 81S25 PDFBibTeX XMLCite \textit{N. Obata}, Spectral analysis of growing graphs. A quantum probability point of view. Singapore: Springer (2017; Zbl 1366.81005) Full Text: DOI
Golubev, G. K. On risk concentration for convex combinations of linear estimators. (English. Russian original) Zbl 1372.62014 Probl. Inf. Transm. 52, No. 4, 344-358 (2016); translation from Probl. Peredachi Inf. 52, No. 4, 31-48 (2016). MSC: 62J05 62F10 60G15 94A12 PDFBibTeX XMLCite \textit{G. K. Golubev}, Probl. Inf. Transm. 52, No. 4, 344--358 (2016; Zbl 1372.62014); translation from Probl. Peredachi Inf. 52, No. 4, 31--48 (2016) Full Text: DOI
Guo, Wei; Lin, Guang; Christlieb, Andrew J.; Qiu, Jingmei An adaptive WENO collocation method for differential equations with random coefficients. (English) Zbl 1360.65034 Mathematics 4, No. 2, Paper No. 29, 14 p. (2016). MSC: 65C30 60H15 35R60 65C05 60H35 65M70 35Q53 65M50 65M12 PDFBibTeX XMLCite \textit{W. Guo} et al., Mathematics 4, No. 2, Paper No. 29, 14 p. (2016; Zbl 1360.65034) Full Text: DOI
Zaitsev, A. Yu. A bound for the maximal probability in the Littlewood-Offord problem. (English. Russian original) Zbl 1376.60037 J. Math. Sci., New York 219, No. 5, 743-746 (2016); translation from Zap. Nauchn. Semin. POMI 441, 204-209 (2015). MSC: 60E05 60D05 60G50 PDFBibTeX XMLCite \textit{A. Yu. Zaitsev}, J. Math. Sci., New York 219, No. 5, 743--746 (2016; Zbl 1376.60037); translation from Zap. Nauchn. Semin. POMI 441, 204--209 (2015) Full Text: DOI arXiv
Berglund, Nils; Dutercq, Sébastien The Eyring-Kramers law for Markovian jump processes with symmetries. (English) Zbl 1365.60074 J. Theor. Probab. 29, No. 4, 1240-1279 (2016). Reviewer: Nikola Sandrić (Zagreb) MSC: 60J75 60J27 60K35 20C35 PDFBibTeX XMLCite \textit{N. Berglund} and \textit{S. Dutercq}, J. Theor. Probab. 29, No. 4, 1240--1279 (2016; Zbl 1365.60074) Full Text: DOI arXiv
Moklyachuk, M. P.; Sidei, M. I. Interpolation of functionals of stationary processes with missing observations. (English) Zbl 1363.60052 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 1, 24-30 (2016). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{M. I. Sidei}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 1, 24--30 (2016; Zbl 1363.60052) Full Text: arXiv
Moklyachuk, M. P.; Sidei, M. I. An extrapolation problem for functionals of stationary processes with missing observations. (English) Zbl 1363.60051 Bukovyn. Mat. Zh. 4, No. 1-2, 122-129 (2016). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{M. I. Sidei}, Bukovyn. Mat. Zh. 4, No. 1--2, 122--129 (2016; Zbl 1363.60051)
Coonjobeharry, Radha Krishn; Tangman, Désiré Yannick; Bhuruth, Muddun A two-factor jump-diffusion model for pricing convertible bonds with default risk. (English) Zbl 1396.91723 Int. J. Theor. Appl. Finance 19, No. 6, Article ID 1650046, 26 p. (2016). MSC: 91G20 60J75 PDFBibTeX XMLCite \textit{R. K. Coonjobeharry} et al., Int. J. Theor. Appl. Finance 19, No. 6, Article ID 1650046, 26 p. (2016; Zbl 1396.91723) Full Text: DOI
Sun, Tongjun; Shen, Wanfang; Gong, Benxue; Liu, Wenbin A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control. (English) Zbl 1342.65150 J. Sci. Comput. 67, No. 2, 405-431 (2016). Reviewer: Bülent Karasözen (Ankara) MSC: 65K10 49J20 49M25 60H15 PDFBibTeX XMLCite \textit{T. Sun} et al., J. Sci. Comput. 67, No. 2, 405--431 (2016; Zbl 1342.65150) Full Text: DOI
Berglund, Nils; Dutercq, Sébastien Interface dynamics of a metastable mass-conserving spatially extended diffusion. (English) Zbl 1335.60145 J. Stat. Phys. 162, No. 2, 334-370 (2016). MSC: 60J60 60H10 60K35 82C21 82C24 PDFBibTeX XMLCite \textit{N. Berglund} and \textit{S. Dutercq}, J. Stat. Phys. 162, No. 2, 334--370 (2016; Zbl 1335.60145) Full Text: DOI arXiv
Chen, Mufa Criteria for two spectral problems of 1D operators. (Chinese. English summary) Zbl 1485.47007 Sci. Sin., Math. 45, No. 5, 429-438 (2015). MSC: 47A10 34L05 60J60 60J80 PDFBibTeX XMLCite \textit{M. Chen}, Sci. Sin., Math. 45, No. 5, 429--438 (2015; Zbl 1485.47007) Full Text: DOI
Nielsen, Adam; Weber, Marcus Computing the nearest reversible Markov chain. (English) Zbl 1363.65010 Numer. Linear Algebra Appl. 22, No. 3, 483-499 (2015). MSC: 65C40 65K05 90C25 60J22 PDFBibTeX XMLCite \textit{A. Nielsen} and \textit{M. Weber}, Numer. Linear Algebra Appl. 22, No. 3, 483--499 (2015; Zbl 1363.65010) Full Text: DOI
Trabs, Mathias Quantile estimation for Lévy measures. (English) Zbl 1327.62228 Stochastic Processes Appl. 125, No. 9, 3484-3521 (2015). MSC: 62G05 60E07 62G20 62M05 62M15 PDFBibTeX XMLCite \textit{M. Trabs}, Stochastic Processes Appl. 125, No. 9, 3484--3521 (2015; Zbl 1327.62228) Full Text: DOI arXiv
Sakhnovich, Lev A. Integral equations with difference kernels on finite intervals. 2nd revised and extended edition. (English) Zbl 1334.45001 Operator Theory: Advances and Applications 84. Cham: Springer (ISBN 978-3-319-16488-5/hbk; 978-3-319-16489-2/ebook). xviii, 226 p. (2015). Reviewer: Alexander N. Tynda (Penza) MSC: 45-02 45H05 60G51 47G10 45B05 PDFBibTeX XMLCite \textit{L. A. Sakhnovich}, Integral equations with difference kernels on finite intervals. 2nd revised and extended edition. Cham: Springer (2015; Zbl 1334.45001) Full Text: DOI
Gloria, A.; Neukamm, S.; Otto, F. Quantification of ergodicity in stochastic homogenization: optimal bounds via spectral gap on Glauber dynamics. (English) Zbl 1314.39020 Invent. Math. 199, No. 2, 455-515 (2015). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 39A50 39A14 35B27 39A12 60H15 PDFBibTeX XMLCite \textit{A. Gloria} et al., Invent. Math. 199, No. 2, 455--515 (2015; Zbl 1314.39020) Full Text: DOI
Luz, M. M.; Moklyachuk, M. P. Minimax-robust filtering problem for stochastic sequences with stationary increments. (English) Zbl 1332.60059 Theory Probab. Math. Stat. 89, 127-142 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 115–129 (2013). MSC: 60G35 60G25 60G10 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 89, 127--142 (2014; Zbl 1332.60059); translation from Teor. Jmovirn. Mat. Stat. 89, 115--129 (2013) Full Text: DOI
Ernst, Oliver G.; Sprungk, Björn Stochastic collocation for elliptic PDEs with random data: the lognormal case. (English) Zbl 1316.65008 Garcke, Jochen (ed.) et al., Sparse grids and applications – Munich 2012. Proceedings of the 2nd workshop, SGA 2012, Munich, Germany, July 2–6, 2012. Cham: Springer (ISBN 978-3-319-04536-8/hbk; 978-3-319-04537-5/ebook). Lecture Notes in Computational Science and Engineering 97, 29-53 (2014). MSC: 65C30 60H15 60H35 35R60 65N35 PDFBibTeX XMLCite \textit{O. G. Ernst} and \textit{B. Sprungk}, Lect. Notes Comput. Sci. Eng. 97, 29--53 (2014; Zbl 1316.65008) Full Text: DOI
Chen, Peng; Quarteroni, Alfio; Rozza, Gianluigi Comparison between reduced basis and stochastic collocation methods for elliptic problems. (English) Zbl 1301.65007 J. Sci. Comput. 59, No. 1, 187-216 (2014). MSC: 65C30 60H15 60H35 35R60 35J25 65N35 65N12 PDFBibTeX XMLCite \textit{P. Chen} et al., J. Sci. Comput. 59, No. 1, 187--216 (2014; Zbl 1301.65007) Full Text: DOI Link
Oliveira, Saulo P.; Azevedo, Juarez S. Spectral element approximation of Fredholm integral eigenvalue problems. (English) Zbl 1294.65115 J. Comput. Appl. Math. 257, 46-56 (2014). MSC: 65R20 45C05 45B05 60H15 65C30 65N30 PDFBibTeX XMLCite \textit{S. P. Oliveira} and \textit{J. S. Azevedo}, J. Comput. Appl. Math. 257, 46--56 (2014; Zbl 1294.65115) Full Text: DOI
Vershynin, Roman Invertibility of symmetric random matrices. (English) Zbl 1291.15088 Random Struct. Algorithms 44, No. 2, 135-182 (2014). Reviewer: Francisco Marcellán (Leganes) MSC: 15B52 60B20 PDFBibTeX XMLCite \textit{R. Vershynin}, Random Struct. Algorithms 44, No. 2, 135--182 (2014; Zbl 1291.15088) Full Text: DOI arXiv Link
Prunaru, Bebe Asymptotic stability for a class of Markov semigroups. (English) Zbl 1389.47118 Math. Rep., Buchar. 15(65), No. 4, 489-495 (2013). MSC: 47D07 60J05 60J25 37A30 47A35 PDFBibTeX XMLCite \textit{B. Prunaru}, Math. Rep., Buchar. 15(65), No. 4, 489--495 (2013; Zbl 1389.47118) Full Text: arXiv
Butler, T.; Dawson, C.; Wildey, T. Propagation of uncertainties using improved surrogate models. (English) Zbl 1316.60103 SIAM/ASA J. Uncertain. Quantif. 1, 164-191 (2013). MSC: 60H15 60H35 65M32 65M15 62F15 35K57 PDFBibTeX XMLCite \textit{T. Butler} et al., SIAM/ASA J. Uncertain. Quantif. 1, 164--191 (2013; Zbl 1316.60103) Full Text: DOI
Mugler, Antje; Starkloff, Hans-Jörg On the convergence of the stochastic Galerkin method for random elliptic partial differential equations. (English) Zbl 1297.65010 ESAIM, Math. Model. Numer. Anal. 47, No. 5, 1237-1263 (2013). Reviewer: François Bolley (Paris) MSC: 65C30 35R60 65N12 65N30 60H15 60H35 PDFBibTeX XMLCite \textit{A. Mugler} and \textit{H.-J. Starkloff}, ESAIM, Math. Model. Numer. Anal. 47, No. 5, 1237--1263 (2013; Zbl 1297.65010) Full Text: DOI
Terauds, Venta The inverse problem of pure point diffraction – examples and open questions. (English) Zbl 1278.82017 J. Stat. Phys. 152, No. 5, 954-968 (2013). MSC: 82B20 60G55 37N20 PDFBibTeX XMLCite \textit{V. Terauds}, J. Stat. Phys. 152, No. 5, 954--968 (2013; Zbl 1278.82017) Full Text: DOI arXiv
Bayraktar, Erhan; Huang, Yu-Jui Robust maximization of asymptotic growth under covariance uncertainty. (English) Zbl 1287.60081 Ann. Appl. Probab. 23, No. 5, 1817-1840 (2013). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60H20 60G44 60H05 47J10 49K35 PDFBibTeX XMLCite \textit{E. Bayraktar} and \textit{Y.-J. Huang}, Ann. Appl. Probab. 23, No. 5, 1817--1840 (2013; Zbl 1287.60081) Full Text: DOI arXiv Euclid
Pavon, Michele; Ferrante, Augusto On the geometry of maximum entropy problems. (English) Zbl 1306.94011 SIAM Rev. 55, No. 3, 415-439 (2013). MSC: 94A17 49K27 60G10 62H12 62M15 90C46 PDFBibTeX XMLCite \textit{M. Pavon} and \textit{A. Ferrante}, SIAM Rev. 55, No. 3, 415--439 (2013; Zbl 1306.94011) Full Text: DOI arXiv
Ernst, Oliver G.; Mugler, Antje; Starkloff, Hans-Jörg; Ullmann, Elisabeth On the convergence of generalized polynomial chaos expansions. (English) Zbl 1273.65012 ESAIM, Math. Model. Numer. Anal. 46, No. 2, 317-339 (2012). MSC: 65C30 35R60 60H10 60H35 65N12 PDFBibTeX XMLCite \textit{O. G. Ernst} et al., ESAIM, Math. Model. Numer. Anal. 46, No. 2, 317--339 (2012; Zbl 1273.65012) Full Text: DOI
Berschneider, Georg; Sasvári, Zoltán On a theorem of Karhunen and related moment problems and quadrature formulae. (English) Zbl 1259.60037 Arendt, Wolfgang (ed.) et al., Spectral theory, mathematical system theory, evolution equations, differential and difference equations. Selected papers of 21st international workshop on operator theory and applications, IWOTA10, Berlin, Germany, July 12–16, 2010. Basel: Birkhäuser (ISBN 978-3-0348-0296-3/hbk; 978-3-0348-0297-0/ebook). Operator Theory: Advances and Applications 221, 173-187 (2012). MSC: 60G12 42A70 44A60 65D32 42A82 60G10 60G60 PDFBibTeX XMLCite \textit{G. Berschneider} and \textit{Z. Sasvári}, Oper. Theory: Adv. Appl. 221, 173--187 (2012; Zbl 1259.60037) Full Text: DOI
Chojecki, Tymoteusz On the central limit theorem for some birth and death processes. (English) Zbl 1247.60104 Ann. Univ. Mariae Curie-Skłodowska, Sect. A 65, No. 1, 21-31 (2011). Reviewer: Valentin Topchii (Omsk) MSC: 60J10 60F05 60J80 PDFBibTeX XMLCite \textit{T. Chojecki}, Ann. Univ. Mariae Curie-Skłodowska, Sect. A 65, No. 1, 21--31 (2011; Zbl 1247.60104) Full Text: DOI arXiv
Proskurnikov, A. V.; Yakubovich, V. A. Optimal model matching problem for stochastic signals with an unknown fast decreasing spectral density. (English. Russian original) Zbl 1261.93089 Dokl. Math. 83, No. 1, 126-130 (2011); translation from Dokl. Akad. Nauk 436, No. 1, 29-33 (2011). Reviewer: Jan Palczewski (Leeds) MSC: 93E20 49N10 49N30 60H10 PDFBibTeX XMLCite \textit{A. V. Proskurnikov} and \textit{V. A. Yakubovich}, Dokl. Math. 83, No. 1, 126--130 (2011; Zbl 1261.93089); translation from Dokl. Akad. Nauk 436, No. 1, 29--33 (2011) Full Text: DOI
Butler, T.; Dawson, C.; Wildey, T. A posteriori error analysis of stochastic differential equations using polynomial chaos expansions. (English) Zbl 1230.65007 SIAM J. Sci. Comput. 33, No. 3, 1267-1291 (2011). MSC: 65C30 60H15 60H35 35R60 35K57 65M15 65M60 PDFBibTeX XMLCite \textit{T. Butler} et al., SIAM J. Sci. Comput. 33, No. 3, 1267--1291 (2011; Zbl 1230.65007) Full Text: DOI Link
Ramasubramanian, S. Multidimensional insurance model with risk-reducing treaty. (English) Zbl 1237.91137 Stoch. Models 27, No. 3, 363-387 (2011). MSC: 91B30 60H30 60J35 PDFBibTeX XMLCite \textit{S. Ramasubramanian}, Stoch. Models 27, No. 3, 363--387 (2011; Zbl 1237.91137) Full Text: DOI
Boulton, Lyonell; Lord, Gabriel Approximation properties of the \(q\)-sine bases. (English) Zbl 1251.35058 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 467, No. 2133, 2690-2711 (2011). Reviewer: Yehuda Pinchover (Haifa) MSC: 35P30 35K92 60H15 35J92 PDFBibTeX XMLCite \textit{L. Boulton} and \textit{G. Lord}, Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 467, No. 2133, 2690--2711 (2011; Zbl 1251.35058) Full Text: DOI arXiv
Atkinson, Colin; Osseiran, Adel Rational solutions for the time-fractional diffusion equation. (English) Zbl 1222.26011 SIAM J. Appl. Math. 71, No. 1, 92-106 (2011). Reviewer: Stefan G. Samko (Faro) MSC: 26A33 33E12 35R11 41A20 60G22 65R10 PDFBibTeX XMLCite \textit{C. Atkinson} and \textit{A. Osseiran}, SIAM J. Appl. Math. 71, No. 1, 92--106 (2011; Zbl 1222.26011) Full Text: DOI
Au, Chi Yan; Fung, Eric S.; Ling, Leevan Numerical methods for backward Markov chain driven Black-Scholes option pricing. (English) Zbl 1209.91166 Front. Math. China 6, No. 1, 17-33 (2011). MSC: 91G60 65M70 60J22 PDFBibTeX XMLCite \textit{C. Y. Au} et al., Front. Math. China 6, No. 1, 17--33 (2011; Zbl 1209.91166) Full Text: DOI
Gordon, Andrew D.; Powell, Catherine E. Solving stochastic collocation systems with algebraic multigrid. (English) Zbl 1216.65007 Kreiss, Gunilla (ed.) et al., Numerical mathematics and advanced applications 2009. Proceedings of ENUMATH 2009, the 8th European conference on numerical mathematics and advanced applications, Uppsala, Sweden, June 29–July 3, 2009. Berlin: Springer (ISBN 978-3-642-11794-7/hbk; 978-3-642-11795-4/ebook). 377-385 (2010). MSC: 65C30 60H15 60H35 35R60 35J25 65N35 65F08 PDFBibTeX XMLCite \textit{A. D. Gordon} and \textit{C. E. Powell}, in: Numerical mathematics and advanced applications 2009. Proceedings of ENUMATH 2009, the 8th European conference on numerical mathematics and advanced applications, Uppsala, Sweden, June 29--July 3, 2009. Berlin: Springer. 377--385 (2010; Zbl 1216.65007) Full Text: DOI Link
Felmer, Patricio; Quaas, Alexander; Sirakov, Boyan Resonance phenomena for second-order stochastic control equations. (English) Zbl 1210.35273 SIAM J. Math. Anal. 42, No. 3, 997-1024 (2010). MSC: 35R10 35J25 35B34 35P30 35R60 60H15 PDFBibTeX XMLCite \textit{P. Felmer} et al., SIAM J. Math. Anal. 42, No. 3, 997--1024 (2010; Zbl 1210.35273) Full Text: DOI arXiv Link
Kharchenko, N. V. Inverse problem of spectral analysis of conflict dynamical systems. (Ukrainian, English) Zbl 1224.37004 Ukr. Mat. Zh. 62, No. 1, 112-122 (2010); translation in Ukr. Math. J. 62, No. 1, 123-135 (2010). MSC: 37A50 28A33 28A80 60B10 PDFBibTeX XMLCite \textit{N. V. Kharchenko}, Ukr. Mat. Zh. 62, No. 1, 112--122 (2010; Zbl 1224.37004); translation in Ukr. Math. J. 62, No. 1, 123--135 (2010) Full Text: DOI
Barthe, Franck; O’Connell, Neil Matchings and the variance of Lipschitz functions. (English) Zbl 1180.60022 ESAIM, Probab. Stat. 13, 400-408 (2009). MSC: 60F10 26D10 PDFBibTeX XMLCite \textit{F. Barthe} and \textit{N. O'Connell}, ESAIM, Probab. Stat. 13, 400--408 (2009; Zbl 1180.60022) Full Text: DOI EuDML
Roynette, Bernard; Vallois, Pierre; Yor, Marc Penalisations of multidimensional Brownian motion. VI. (English) Zbl 1189.60069 ESAIM, Probab. Stat. 13, 152-180 (2009). Reviewer: Pavel Gapeev (London) MSC: 60F17 60F99 60G44 60H20 60J60 PDFBibTeX XMLCite \textit{B. Roynette} et al., ESAIM, Probab. Stat. 13, 152--180 (2009; Zbl 1189.60069) Full Text: DOI EuDML
Tao, Terence; Vu, Van From the Littlewood-Offord problem to the circular law: universality of the spectral distribution of random matrices. (English) Zbl 1168.15018 Bull. Am. Math. Soc., New Ser. 46, No. 3, 377-396 (2009). MSC: 15B52 60G50 15-02 15A18 PDFBibTeX XMLCite \textit{T. Tao} and \textit{V. Vu}, Bull. Am. Math. Soc., New Ser. 46, No. 3, 377--396 (2009; Zbl 1168.15018) Full Text: DOI arXiv
Nouy, Anthony; Le Maître, Olivier P. Generalized spectral decomposition for stochastic nonlinear problems. (English) Zbl 1157.65009 J. Comput. Phys. 228, No. 1, 202-235 (2009). MSC: 65C30 60H15 60H35 65N35 65N15 65N12 35Q53 35J65 35R60 PDFBibTeX XMLCite \textit{A. Nouy} and \textit{O. P. Le Maître}, J. Comput. Phys. 228, No. 1, 202--235 (2009; Zbl 1157.65009) Full Text: DOI
Averina, N. A.; Rybakov, K. A. Two methods for analyzing stochastic multistructural systems with distributed structure changes. (Russian, English) Zbl 1212.93276 Sib. Zh. Vychisl. Mat. 11, No. 1, 1-18 (2008); translation in Numer. Analysis Appl. 1, No. 1, 1-16 (2008). MSC: 93E03 93E25 60H10 PDFBibTeX XMLCite \textit{N. A. Averina} and \textit{K. A. Rybakov}, Sib. Zh. Vychisl. Mat. 11, No. 1, 1--18 (2008; Zbl 1212.93276); translation in Numer. Analysis Appl. 1, No. 1, 1--16 (2008) Full Text: DOI
Foo, Jasmine; Wan, Xiaoliang; Karniadakis, George Em The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications. (English) Zbl 1153.65008 J. Comput. Phys. 227, No. 22, 9572-9595 (2008). MSC: 65C30 60H15 60H35 35R60 65N35 65N12 65N15 65C05 PDFBibTeX XMLCite \textit{J. Foo} et al., J. Comput. Phys. 227, No. 22, 9572--9595 (2008; Zbl 1153.65008) Full Text: DOI
Jin, Bangti; Zou, Jun Inversion of Robin coefficient by a spectral stochastic finite element approach. (English) Zbl 1141.65005 J. Comput. Phys. 227, No. 6, 3282-3306 (2008). Reviewer: Daniel Lesnic (Leeds) MSC: 65C30 60H15 60H35 35R60 65M60 65M70 35R30 65M32 PDFBibTeX XMLCite \textit{B. Jin} and \textit{J. Zou}, J. Comput. Phys. 227, No. 6, 3282--3306 (2008; Zbl 1141.65005) Full Text: DOI
Todor, Radu Alexandru; Schwab, Christoph Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients. (English) Zbl 1120.65004 IMA J. Numer. Anal. 27, No. 2, 232-261 (2007). Reviewer: Grigori N. Milstein (Ekaterinburg) MSC: 65C30 60H15 35R60 60H35 65N30 65N35 PDFBibTeX XMLCite \textit{R. A. Todor} and \textit{C. Schwab}, IMA J. Numer. Anal. 27, No. 2, 232--261 (2007; Zbl 1120.65004) Full Text: DOI Link
Popovici, Dan Dilatable solutions for some operator moment problems. (English) Zbl 1199.47077 Davidson, Kenneth R. (ed.) et al., Operator theory 20. Proceedings of the 20th international conference on operator theory, Timişoara, Romania, June 30–July 5, 2004. Bucharest: Theta (ISBN 978-973-85432-9-4; 973-85432-9-0). Theta Series in Advanced Mathematics 6, 181-195 (2006). MSC: 47A57 47A20 60G10 43A35 47A45 47B15 PDFBibTeX XMLCite \textit{D. Popovici}, Theta Ser. Adv. Math. 6, 181--195 (2006; Zbl 1199.47077)
Belomestny, Denis; Reiß, Markus Spectral calibration of exponential Lévy models. (English) Zbl 1126.91022 Finance Stoch. 10, No. 4, 449-474 (2006). Reviewer: Yuliya Mishura (Kyïv) MSC: 91B28 60G51 62G20 PDFBibTeX XMLCite \textit{D. Belomestny} and \textit{M. Reiß}, Finance Stoch. 10, No. 4, 449--474 (2006; Zbl 1126.91022) Full Text: DOI Link
Bañuelos, Rodrigo; Kulczycki, Tadeusz; Méndez-Hernández, Pedro J. On the shape of the ground state eigenfunction for stable processes. (English) Zbl 1105.31006 Potential Anal. 24, No. 3, 205-221 (2006). Reviewer: Rudolf Gorenflo (Berlin) MSC: 31C45 31B05 60G52 60J45 26A33 35P99 PDFBibTeX XMLCite \textit{R. Bañuelos} et al., Potential Anal. 24, No. 3, 205--221 (2006; Zbl 1105.31006) Full Text: DOI arXiv
Ramasubramanian, S. An insurance network: Nash equilibrium. (English) Zbl 1132.91348 Insur. Math. Econ. 38, No. 2, 374-390 (2006). MSC: 91A15 60H20 60H30 91A23 91B30 93E20 PDFBibTeX XMLCite \textit{S. Ramasubramanian}, Insur. Math. Econ. 38, No. 2, 374--390 (2006; Zbl 1132.91348) Full Text: DOI
Bañuelos, Rodrigo; Kulczycki, Tadeusz Eigenvalue gaps for the Cauchy process and a Poincaré inequality. (English) Zbl 1089.60029 J. Funct. Anal. 234, No. 1, 199-225 (2006). MSC: 60G52 60J45 PDFBibTeX XMLCite \textit{R. Bañuelos} and \textit{T. Kulczycki}, J. Funct. Anal. 234, No. 1, 199--225 (2006; Zbl 1089.60029) Full Text: DOI arXiv
Gidas, Basilis; Murua, Alejandro Optimal transformations for prediction in continuous-time stochastic processes: finite past and future. (English) Zbl 1067.60015 Probab. Theory Relat. Fields 131, No. 4, 479-492 (2005). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G25 PDFBibTeX XMLCite \textit{B. Gidas} and \textit{A. Murua}, Probab. Theory Relat. Fields 131, No. 4, 479--492 (2005; Zbl 1067.60015) Full Text: DOI
Nazarov, A. I.; Nikitin, Ya. Yu. Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems. (English) Zbl 1051.60041 Probab. Theory Relat. Fields 129, No. 4, 469-494 (2004). MSC: 60G15 PDFBibTeX XMLCite \textit{A. I. Nazarov} and \textit{Ya. Yu. Nikitin}, Probab. Theory Relat. Fields 129, No. 4, 469--494 (2004; Zbl 1051.60041) Full Text: DOI
Bañuelos, Rodrigo; Kulczycki, Tadeusz The Cauchy process and the Steklov problem. (English) Zbl 1055.60072 J. Funct. Anal. 211, No. 2, 355-423 (2004). Reviewer: Eckhard Giere (Clausthal-Zellerfeld) MSC: 60J45 60G52 PDFBibTeX XMLCite \textit{R. Bañuelos} and \textit{T. Kulczycki}, J. Funct. Anal. 211, No. 2, 355--423 (2004; Zbl 1055.60072) Full Text: DOI
Akar, Nail; Sohraby, Khosrow Infinite- and finite-buffer Markov fluid queues: A unified analysis. (English) Zbl 1046.60078 J. Appl. Probab. 41, No. 2, 557-569 (2004). MSC: 60K25 68M20 PDFBibTeX XMLCite \textit{N. Akar} and \textit{K. Sohraby}, J. Appl. Probab. 41, No. 2, 557--569 (2004; Zbl 1046.60078) Full Text: DOI Link