Cinque, Fabrizio; Orsingher, Enzo Higher-order fractional equations and related time-changed pseudo-processes. (English) Zbl 07980355 J. Math. Anal. Appl. 543, No. 2, Part 3, Article ID 129026, 20 p. (2025). MSC: 60H30 26A33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kataria, K. K.; Vishwakarma, P. On time-changed linear birth-death-immigration process. (English) Zbl 07964594 J. Theor. Probab. 38, No. 1, Paper No. 21, 24 p. (2025). MSC: 60J80 60J27 34A08 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Pérez-Cendejas, Ulises; Pérez-Suárez, Gerardo A Lévy-Itô decomposition on a class of topological monoids. (English) Zbl 07973976 ESAIM, Probab. Stat. 28, 366-378 (2024). MSC: 60B05 60G55 60G51 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Soni, Ritik; Pathak, Ashok Kumar Generalized fractional risk process. (English) Zbl 07949659 Methodol. Comput. Appl. Probab. 26, No. 4, Paper No. 42, 17 p. (2024). MSC: 60G22 60G55 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Angelani, Luca; De Gregorio, Alessandro; Garra, Roberto; Iafrate, Francesco Anomalous random flights and time-fractional run-and-tumble equations. (English) Zbl 07937710 J. Stat. Phys. 191, No. 10, Paper No. 129, 25 p. (2024). MSC: 60K50 26A33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bai, Shuyang; Tang, He Joint sum-and-max limit for a class of long-range dependent processes with heavy tails. (English) Zbl 1546.60060 J. Theor. Probab. 37, No. 3, 1958-1987 (2024). MSC: 60F17 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mönch, Christian Self-similar co-ascent processes and Palm calculus. (English) Zbl 07879392 Stochastic Processes Appl. 174, Article ID 104378, 10 p. (2024). MSC: 60G18 60G57 60G51 60G52 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khandakar, M.; Kataria, K. K. On a time-changed variant of the generalized counting process. (English) Zbl 07845414 J. Appl. Probab. 61, No. 2, 716-738 (2024). MSC: 60G22 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Jeonghwa; Macci, Claudio Noncentral moderate deviations for fractional Skellam processes. (English) Zbl 1537.60032 Mod. Stoch., Theory Appl. 11, No. 1, 43-61 (2024). MSC: 60F10 60F05 60G22 33E12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cinque, Fabrizio; Orsingher, Enzo Analysis of fractional Cauchy problems with some probabilistic applications. (English) Zbl 1533.60065 J. Math. Anal. Appl. 536, No. 1, Article ID 128188, 23 p. (2024). MSC: 60G52 26A33 33E12 60E07 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Lijuan; Wang, Yejuan Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential. (English) Zbl 1532.60228 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1670-1694 (2024). MSC: 60K50 35R11 60H30 60G51 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Sengar, Ayushi S.; Upadhye, Neelesh S. Convoluted fractional Poisson process of order \(k\). (English) Zbl 1524.60078 Stochastics 95, No. 7, 1170-1191 (2023). MSC: 60G22 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Simon, Thomas A note on the \(\alpha\)-sun distribution. (English) Zbl 1519.60026 Electron. Commun. Probab. 28, Paper No. 19, 13 p. (2023). MSC: 60E07 45J05 60G51 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ma, Chunsheng Multivariate exponential power Lévy processes and random fields. (English) Zbl 1515.60132 Stat. Probab. Lett. 197, Article ID 109806, 10 p. (2023). MSC: 60G51 60G60 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Gajda, Janusz; Grzesiek, Aleksandra; Wyłomańska, Agnieszka Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination. (English) Zbl 1515.62097 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 9, 17 p. (2023). MSC: 62P05 91G20 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Kadankova, Tetyana; Ng, Wing Chun Vincent Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis. (English) Zbl 1515.60099 Random Oper. Stoch. Equ. 31, No. 1, 47-63 (2023). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Gerhold, Stefan; Simon, Thomas A converse to the neo-classical inequality with an application to the Mittag-Leffler function. (English) Zbl 1526.33004 Monatsh. Math. 200, No. 3, 627-645 (2023). MSC: 33E12 26D15 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ma, Chunsheng Power-law Lévy processes, power-law vector random fields, and some extensions. (English) Zbl 1521.60023 Proc. Am. Math. Soc. 151, No. 3, 1311-1323 (2023). Reviewer: Pavel Gapeev (London) MSC: 60G51 60G60 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Kondratiev, Yuri From time to times. (English) Zbl 1503.35266 Fract. Calc. Appl. Anal. 25, No. 1, 1-14 (2022). MSC: 35R11 26A33 60G20 60G52 × Cite Format Result Cite Review PDF Full Text: DOI
Yoshioka, Hidekazu; Tsujimura, Motoh Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics. (English) Zbl 1500.35093 Optimization 71, No. 11, 3383-3417 (2022). MSC: 35D40 37N35 49L20 60H15 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Kobayashi, Kei; Park, Hyunchul Large-time and small-time behaviors of the spectral heat content for time-changed stable processes. (English) Zbl 1507.60064 Electron. Commun. Probab. 27, Paper No. 39, 11 p. (2022). MSC: 60G51 60G52 60K50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deng, Chang-Song; Schilling, René L.; Xu, Lihu Singular integrals of subordinators with applications to structural properties of SPDEs. (English) Zbl 1501.60030 Trans. Am. Math. Soc. 375, No. 9, 6043-6073 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60G51 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Randon-Furling, Julien; Salminen, Paavo; Vallois, Pierre On a first hit distribution of the running maximum of Brownian motion. (English) Zbl 1491.60145 Stochastic Processes Appl. 150, 1204-1221 (2022). MSC: 60J65 60G17 60G40 60G51 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gupta, Neha; Kumar, Arun Inverse tempered stable subordinators and related processes with Mellin transform. (English) Zbl 1487.60083 Stat. Probab. Lett. 186, Article ID 109465, 10 p. (2022). MSC: 60G22 60E07 60G52 60G50 44A20 44A30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kataria, Kuldeep Kumar; Khandakar, Mostafizar Time-changed space-time fractional Poisson process. (English) Zbl 1494.60038 Stochastic Anal. Appl. 40, No. 2, 246-267 (2022). MSC: 60G22 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Constantinescu, C.; Loeffen, R.; Patie, P. First passage times over stochastic boundaries for subdiffusive processes. (English) Zbl 1490.60286 Trans. Am. Math. Soc. 375, No. 3, 1629-1652 (2022). MSC: 60K50 60G40 60G51 60G52 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Marchal, Philippe First passage times of subordinators and urns. (English) Zbl 1496.60009 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 343-355 (2021). MSC: 60C05 60G40 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Grzesiek, Aleksandra; Połoczański, Rafał; Kumar, Arun; Wyłomańska, Agnieszka Moment-based estimation for parameters of general inverse subordinator. (English) Zbl 1528.62014 Physica A 575, Article ID 126042, 11 p. (2021). MSC: 62F10 60G50 60G52 × Cite Format Result Cite Review PDF Full Text: DOI
Beghin, Luisa; Macci, Claudio; Martinucci, Barbara Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates. (English) Zbl 1476.60057 Mod. Stoch., Theory Appl. 8, No. 1, 63-91 (2021). MSC: 60F10 60J27 60G22 60G52 82B41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Du, Qiang; Toniazzi, Lorenzo; Xu, Zirui Censored stable subordinators and fractional derivatives. (English) Zbl 1498.26009 Fract. Calc. Appl. Anal. 24, No. 4, 1035-1068 (2021). MSC: 26A33 60K50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai Stochastic models with mixtures of tempered stable subordinators. (English) Zbl 1501.60027 Math. Commun. 26, No. 1, 77-99 (2021). MSC: 60G10 60G51 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao Exact simulation of Ornstein-Uhlenbeck tempered stable processes. (English) Zbl 07364090 J. Appl. Probab. 58, No. 2, 347-371 (2021). MSC: 65C05 62E15 60G51 60E07 68U20 60H35 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Fractional immigration-death processes. (English) Zbl 1469.60277 J. Math. Anal. Appl. 495, No. 2, Article ID 124768, 27 p. (2021). MSC: 60J85 35Q92 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Leonenko, Nikolai N.; Papić, Ivan Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator. (English) Zbl 07529944 Commun. Stat., Theory Methods 49, No. 20, 5091-5113 (2020). MSC: 37M10 62M10 60G51 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Torricelli, Lorenzo Trade duration risk in subdiffusive financial models. (English) Zbl 07527075 Physica A 541, Article ID 123694, 9 p. (2020). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Boudabsa, Lotfi; Simon, Thomas; Vallois, Pierre Fractional extreme distributions. (English) Zbl 1472.60021 Electron. J. Probab. 25, Paper No. 115, 20 p. (2020). MSC: 60E05 33B15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai Tempered fractional Poisson processes and fractional equations with \(Z\)-transform. (English) Zbl 1472.60070 Stochastic Anal. Appl. 38, No. 5, 939-957 (2020). MSC: 60G22 60G55 60E07 60G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Mai, Jan-Frederik The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay. (English) Zbl 1457.62163 Depend. Model. 8, 210-220 (2020). MSC: 62H10 62H05 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Ipsen, Yuguang; Maller, Ross; Shemehsavar, Soudabeh Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes. (English) Zbl 1469.60148 J. Theor. Probab. 33, No. 4, 1974-2000 (2020). MSC: 60G51 60G52 60G55 60G57 × Cite Format Result Cite Review PDF Full Text: DOI
Kerger, Phillip; Kobayashi, Kei Parameter estimation for one-sided heavy-tailed distributions. (English) Zbl 1450.62045 Stat. Probab. Lett. 164, Article ID 108808, 10 p. (2020). MSC: 62G32 60G52 62F10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berger, Quentin; Salvi, Michele Scaling limit of sub-ballistic 1D random walk among biased conductances: a story of wells and walls. (English) Zbl 1441.60090 Electron. J. Probab. 25, Paper No. 30, 43 p. (2020). MSC: 60K37 60F17 60G52 82D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Cho, Soobin; Kim, Panki Estimates on the tail probabilities of subordinators and applications to general time fractional equations. (English) Zbl 1456.60118 Stochastic Processes Appl. 130, No. 7, 4392-4443 (2020). MSC: 60G52 60J25 60J55 60J35 60J76 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Fractional Erlang queues. (English) Zbl 1437.60063 Stochastic Processes Appl. 130, No. 6, 3249-3276 (2020). MSC: 60K25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ipsen, Yuguang; Maller, Ross; Resnick, Sidney Trimmed Lévy processes and their extremal components. (English) Zbl 1452.60030 Stochastic Processes Appl. 130, No. 4, 2228-2249 (2020). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G51 60G70 60G52 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao Efficient simulation of Lévy-driven point processes. (English) Zbl 1427.60090 Adv. Appl. Probab. 51, No. 4, 927-966 (2019). MSC: 60G55 62E15 65C05 60E07 60G51 60J74 × Cite Format Result Cite Review PDF Full Text: DOI Link
Maller, Ross; Schindler, Tanja Small time convergence of subordinators with regularly or slowly varying canonical measure. (English) Zbl 1422.60088 Stochastic Processes Appl. 129, No. 10, 4144-4162 (2019). MSC: 60G70 60F17 60G52 60G55 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Caravenna, Francesco; Sun, Rongfeng; Zygouras, Nikos The Dickman subordinator, renewal theorems, and disordered systems. (English) Zbl 1466.60182 Electron. J. Probab. 24, Paper No. 101, 40 p. (2019). MSC: 60K05 82B44 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Gajda, J.; Kumar, A.; Wyłomańska, A. Stable Lévy process delayed by tempered stable subordinator. (English) Zbl 1406.60069 Stat. Probab. Lett. 145, 284-292 (2019). MSC: 60G51 60G52 × Cite Format Result Cite Review PDF Full Text: DOI
Dassios, Angelos; Qu, Yan; Zhao, Hongbiao Exact simulation for a class of tempered stable and related distributions. (English) Zbl 1542.60035 ACM Trans. Model. Comput. Simul. 28, No. 3, Article No. 20, 21 p. (2018). MSC: 60G51 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hernández-Hernández, M. E.; Kolokoltsov, V. N. Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann-Liouville type. (English) Zbl 1498.60284 Stochastics 90, No. 2, 224-255 (2018). MSC: 60H30 60G22 26A33 34A08 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chen, Yao; Wang, Xudong; Deng, Weihua Tempered fractional Langevin-Brownian motion with inverse \(\beta\)-stable subordinator. (English) Zbl 1411.82031 J. Phys. A, Math. Theor. 51, No. 49, Article ID 495001, 18 p. (2018). MSC: 82C35 82C31 60G22 60J60 60J70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ipsen, Y. F.; Kevei, P.; Maller, R. A. Convergence to stable limits for ratios of trimmed Lévy processes and their jumps. (English) Zbl 1406.60070 Markov Process. Relat. Fields 24, No. 4, 539-562 (2018). MSC: 60G51 60G52 60G70 × Cite Format Result Cite Review PDF Full Text: arXiv
Chen, Zhen-Qing; Kim, Panki; Kumagai, Takashi; Wang, Jian Heat kernel estimates for time fractional equations. (English) Zbl 1401.60088 Forum Math. 30, No. 5, 1163-1192 (2018). MSC: 60G52 60J25 60J55 60J35 60J75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Beghin, Luisa; Vellaisamy, P. Space-fractional versions of the negative binomial and Polya-type processes. (English) Zbl 1394.60034 Methodol. Comput. Appl. Probab. 20, No. 2, 463-485 (2018). MSC: 60G22 60G51 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mselmi, Farouk Characterization of the inverse stable subordinator. (English) Zbl 1391.60109 Stat. Probab. Lett. 140, 37-43 (2018). MSC: 60G52 44A10 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Lihu Singular integrals of stable subordinator. (English) Zbl 1392.60045 Stat. Probab. Lett. 139, 115-118 (2018). MSC: 60G51 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely Fractional Poisson fields and martingales. (English) Zbl 1391.60110 J. Stat. Phys. 170, No. 4, 700-730 (2018). MSC: 60G55 60G60 60G44 60G22 62E10 60E07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kume, Alfred; Leisen, Fabrizio; Lijoiï, Antonio Limiting behaviour of the stationary search cost distribution driven by a generalized gamma process. (English) Zbl 1390.60181 Electron. Commun. Probab. 23, Paper No. 11, 10 p. (2018). MSC: 60G57 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kataria, K. K.; Vellaisamy, P. On densities of the product, quotient and power of independent subordinators. (English) Zbl 1430.60043 J. Math. Anal. Appl. 462, No. 2, 1627-1643 (2018). MSC: 60G51 60E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Umarov, Sabir; Hahn, Marjorie; Kobayashi, Kei Beyond the triangle. Brownian motion, Ito calculus, and Fokker-Planck equation: fractional generalizations. (English) Zbl 1403.60001 Hackensack, NJ: World Scientific (ISBN 978-981-3230-91-0/hbk; 978-981-3230-99-6/ebook). xiii, 177 p. (2018). Reviewer: René L. Schilling (Dresden) MSC: 60-02 35Q84 35R11 60J35 60H10 60G15 60G22 60G51 60G52 60J65 60K15 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Weigang; Chen, Zhenlong Large deviations for subordinated fractional Brownian motion and applications. (English) Zbl 1388.60071 J. Math. Anal. Appl. 458, No. 2, 1678-1692 (2018). MSC: 60F10 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Alrawashdeh, Mahmoud S.; Kelly, James F.; Meerschaert, Mark M.; Scheffler, Hans-Peter Applications of inverse tempered stable subordinators. (English) Zbl 1409.60058 Comput. Math. Appl. 73, No. 6, 892-905 (2017). MSC: 60G22 60G55 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Ipsen, Yuguang F.; Maller, Ross A. Negative binomial construction of random discrete distributions on the infinite simplex. (English) Zbl 1413.60039 Theory Stoch. Process. 22, No. 2, 34-46 (2017). MSC: 60G51 60G52 60G55 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Kern, Peter; Wedrich, Lina On exact Hausdorff measure functions of operator semistable Lévy processes. (English) Zbl 1387.60080 Stochastic Anal. Appl. 35, No. 6, 980-1006 (2017). MSC: 60G51 28A78 28A80 60G17 60G18 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hernández-Hernández, M. E.; Kolokoltsov, V. N.; Toniazzi, L. Generalised fractional evolution equations of Caputo type. (English) Zbl 1374.34009 Chaos Solitons Fractals 102, 184-196 (2017). MSC: 34A08 34A12 60H30 34A05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Zhang, Xicheng Fundamental solutions of nonlocal Hörmander’s operators. II. (English) Zbl 1372.60098 Ann. Probab. 45, No. 3, 1799-1841 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H30 47G20 60H07 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy Fractionally integrated inverse stable subordinators. (English) Zbl 1353.60032 Stochastic Processes Appl. 127, No. 1, 80-106 (2017). MSC: 60F17 60F15 60G52 60K05 60G17 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hernández-Hernández, M. E.; Kolokoltsov, V. N. On the probabilistic approach to the solution of generalized fractional differential equations of Caputo and Riemann-Liouville type. (English) Zbl 1488.34038 J. Fract. Calc. Appl. 7, No. 1, 147-175 (2016). MSC: 34A08 60H30 34A30 33E12 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Ye, Lu Saddlepoint approximations for subordinator processes. (English) Zbl 1510.60015 J. Stat. Comput. Simulation 86, No. 11, 2053-2072 (2016). MSC: 60E07 60E10 60G51 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
Alipour, Mohsen; Baleanu, Dumitru On the Kolmogorov forward equations within Caputo and Riemann-Liouville fractions derivatives. (English) Zbl 1389.60068 An. Științ. Univ. “Ovidius” Constanța, Ser. Mat. 24, No. 3, 5-20 (2016). MSC: 60H10 34A08 33E12 × Cite Format Result Cite Review PDF Full Text: DOI
Marynych, O. V. On the number of active random processes in a system with immigration. (Ukrainian. English summary) Zbl 1374.60085 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 2, 108-113 (2016). MSC: 60G50 60F05 × Cite Format Result Cite Review PDF
Kim, Kyoung-Kuk; Kim, Sojung Simulation of tempered stable Lévy bridges and its applications. (English) Zbl 1347.60055 Oper. Res. 64, No. 2, 495-509 (2016). MSC: 60G51 65C20 × Cite Format Result Cite Review PDF Full Text: DOI Link
D’Ovidio, Mirko; Nane, Erkan Fractional Cauchy problems on compact manifolds. (English) Zbl 1341.60068 Stochastic Anal. Appl. 34, No. 2, 232-257 (2016). MSC: 60H30 35R11 60J60 60J65 60G22 60G60 58J65 26A33 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chi, Zhiyi On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation. (English) Zbl 1333.60093 Stochastic Processes Appl. 126, No. 4, 1124-1144 (2016). MSC: 60G51 60E07 62D05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gorenflo, Rudolf; Mainardi, Francesco On the fractional Poisson process and the discretized stable subordinator. (English) Zbl 1415.60051 Axioms 4, No. 3, 321-344 (2015). MSC: 60G55 60G22 60K05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Beghin, Luisa On fractional tempered stable processes and their governing differential equations. (English) Zbl 1349.60062 J. Comput. Phys. 293, 29-39 (2015). MSC: 60G22 26A33 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Qiuxi Maximum principle for controlled fractional Fokker-Planck equations. (English) Zbl 1346.35221 Adv. Difference Equ. 2015, Paper No. 45, 13 p. (2015). MSC: 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Barreto-Souza, W.; Fontes, L. R. G. Long-range trap models on \(\mathbb Z\) and quasistable processes. (English) Zbl 1331.60181 J. Theor. Probab. 28, No. 4, 1500-1519 (2015). MSC: 60K35 60K37 60G50 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Umarov, Sabir Corrigendum to the “FCAA” paper: “Continuous time random walk models associated with distributed order diffusion equations”. (English) Zbl 1337.60087 Fract. Calc. Appl. Anal. 18, No. 5, 1327 (2015). MSC: 60G50 60J60 35R11 60G51 60G52 35S10 × Cite Format Result Cite Review PDF Full Text: DOI
Beghin, Luisa Fractional gamma and gamma-subordinated processes. (English) Zbl 1326.60047 Stochastic Anal. Appl. 33, No. 5, 903-926 (2015). MSC: 60G22 60G52 34A08 26A33 33E12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alipour, Mohsen; Beghin, Luisa; Rostamy, Davood Generalized fractional nonlinear birth processes. (English) Zbl 1325.60050 Methodol. Comput. Appl. Probab. 17, No. 3, 525-540 (2015). MSC: 60G22 60J80 26A33 × Cite Format Result Cite Review PDF Full Text: DOI Link
D’Ovidio, Mirko Wright functions governed by fractional directional derivatives and fractional advection diffusion equations. (English) Zbl 1346.60100 Methods Appl. Anal. 22, No. 1, 1-36 (2015). MSC: 60H30 35R11 60J60 60J35 60J70 26A33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Umarov, Sabir Continuous time random walk models associated with distributed order diffusion equations. (English) Zbl 1319.60096 Fract. Calc. Appl. Anal. 18, No. 3, 821-837 (2015); corrigendum ibid. 18, No. 5, 1327 (2015). MSC: 60G50 60J60 35R11 60G51 60G52 35S10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Molchanov, Ilya; Ralchenko, Kostiantyn Multifractional Poisson process, multistable subordinator and related limit theorems. (English) Zbl 1326.60049 Stat. Probab. Lett. 96, 95-101 (2015). MSC: 60G22 60G55 60G52 60G50 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Stodtmann, Sven Stochastic model and intermediate asymptotics for charge transport in organic semiconductors. (English) Zbl 1353.60003 Heidelberg: Univ. Heidelberg, Naturwissenschaftlich-Mathematische Gesamtfakultät (Diss.). xiv, 146 p. (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60-02 60K37 60K35 82C44 82D30 82D37 × Cite Format Result Cite Review PDF Full Text: Link Link
Owada, Takashi; Samorodnitsky, Gennady Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows. (English) Zbl 1320.60090 Ann. Probab. 43, No. 1, 240-285 (2015). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60F05 60G18 60G52 60G10 60E07 37A40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Zhang, Yutian; Chen, Feng Stochastic stability of fractional Fokker-Planck equation. (English) Zbl 1395.60067 Physica A 410, 35-42 (2014). MSC: 60H10 60G52 35Q84 35R11 93E15 × Cite Format Result Cite Review PDF Full Text: DOI
D’Ovidio, Mirko; Polito, Federico Discussion on the paper “On simulation and properties of the stable law” by L. Devroye and L. James. (English) Zbl 1332.65008 Stat. Methods Appl. 23, No. 3, 359-363 (2014). MSC: 65C10 65C05 60E05 60E07 60E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Umarov, Sabir; Daum, Frederick; Nelson, Kenric Fractional generalizations of filtering problems and their associated fractional Zakai equations. (English) Zbl 1306.60081 Fract. Calc. Appl. Anal. 17, No. 3, 745-764 (2014). MSC: 60H10 60G51 60H05 35S10 26A33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Beghin, Luisa Geometric stable processes and related fractional differential equations. (English) Zbl 1321.60101 Electron. Commun. Probab. 19, Paper No. 13, 14 p. (2014). MSC: 60G52 34A08 26A33 33E12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Panki; Mimica, Ante Green function estimates for subordinate Brownian motions: stable and beyond. (English) Zbl 1327.60165 Trans. Am. Math. Soc. 366, No. 8, 4383-4422 (2014). Reviewer: Mohamed Hmissi (Riyadh) MSC: 60J65 60J45 60G51 60G52 60J75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Iksanov, Alexander; Marynych, Alexander; Meiners, Matthias Limit theorems for renewal shot noise processes with eventually decreasing response functions. (English) Zbl 1335.60023 Stochastic Processes Appl. 124, No. 6, 2132-2170 (2014). MSC: 60F05 60K05 60G51 60G22 60G52 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
D’Ovidio, Mirko; Nane, Erkan Time dependent random fields on spherical non-homogeneous surfaces. (English) Zbl 1310.60060 Stochastic Processes Appl. 124, No. 6, 2098-2131 (2014). MSC: 60G60 60J60 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pérez-Abreu, Victor; Stelzer, Robert Infinitely divisible multivariate and matrix gamma distributions. (English) Zbl 1294.60026 J. Multivariate Anal. 130, 155-175 (2014). MSC: 60E07 60G51 60B20 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gajda, Janusz; Magdziarz, Marcin Large deviations for subordinated Brownian motion and applications. (English) Zbl 1298.60036 Stat. Probab. Lett. 88, 149-156 (2014). MSC: 60F10 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Mimica, Ante On harmonic functions of symmetric Lévy processes. (English. French summary) Zbl 1298.60054 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 1, 214-235 (2014). Reviewer: Mohamed Hmissi (Tunis) MSC: 60G51 60J45 60J75 60J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Scalas, Enrico; Viles, Noèlia A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process. (English) Zbl 1301.60034 Stochastic Processes Appl. 124, No. 1, 385-410 (2014). MSC: 60F17 60H05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dominguez-Molina, J. Armando; Pérez-Abreu, Víctor; Rocha-Arteaga, Alfonso Covariation representations for Hermitian Lévy process ensembles of free infinitely divisible distributions. (English) Zbl 1308.60056 Electron. Commun. Probab. 18, Paper No. 6, 14 p. (2013). MSC: 60G51 60B20 60E07 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Iksanov, Alexander On the number of empty boxes in the Bernoulli sieve. I. (English) Zbl 1295.60029 Stochastics 85, No. 6, 946-959 (2013). Reviewer: Erich Häusler (Gießen) MSC: 60F05 60K05 60C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bertoin, Jean; Yor, Marc Retrieving information from subordination. (English) Zbl 1284.60084 Shiryaev, Albert N. (ed.) et al., Prokhorov and contemporary probability theory. In honor of Yuri V. Prokhorov on the occasion of his 80th birthday. Berlin: Springer (ISBN 978-3-642-33548-8/hbk; 978-3-642-33549-5/ebook). Springer Proceedings in Mathematics & Statistics 33, 97-106 (2013). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G35 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL