Han, Jinhui; Phillip Yam, Sheung Chi A probabilistic method for a class of non-Lipschitz BSDEs with application to fund management. (English) Zbl 1490.60162 SIAM J. Control Optim. 60, No. 3, 1193-1222 (2022). MSC: 60H10 91G10 93E20 60H30 PDFBibTeX XMLCite \textit{J. Han} and \textit{S. C. Phillip Yam}, SIAM J. Control Optim. 60, No. 3, 1193--1222 (2022; Zbl 1490.60162) Full Text: DOI
Dhoyer, R.; Tudor, C. A. Non-central limit theorem for the spatial average of the solution to the wave equation with Rosenblatt noise. (English) Zbl 1495.60056 Theory Probab. Math. Stat. 106, 105-119 (2022). Reviewer: Isamu Dôku (Saitama) MSC: 60H15 60H07 60G15 60F05 PDFBibTeX XMLCite \textit{R. Dhoyer} and \textit{C. A. Tudor}, Theory Probab. Math. Stat. 106, 105--119 (2022; Zbl 1495.60056) Full Text: DOI
Elizalde, Mauricio; Escudero, Carlos Short communication: Chances for the honest in honest versus insider trading. (English) Zbl 1491.91129 SIAM J. Financ. Math. 13, No. 2, SC39-SC52 (2022). MSC: 91G15 91G10 60H30 PDFBibTeX XMLCite \textit{M. Elizalde} and \textit{C. Escudero}, SIAM J. Financ. Math. 13, No. 2, SC39-SC52 (2022; Zbl 1491.91129) Full Text: DOI arXiv
Zhang, Jing; Wang, Caishi; Zhang, Lu; Zhang, Lixia Spectral integrals of Bernoulli generalized functionals. (English) Zbl 1495.60047 Stochastics 94, No. 4, 519-536 (2022). MSC: 60H07 60H40 46F05 46G12 PDFBibTeX XMLCite \textit{J. Zhang} et al., Stochastics 94, No. 4, 519--536 (2022; Zbl 1495.60047) Full Text: DOI arXiv
Fan, Xiliang; Yu, Rong Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises. (English) Zbl 1495.60049 Stochastics 94, No. 4, 493-518 (2022). MSC: 60H10 PDFBibTeX XMLCite \textit{X. Fan} and \textit{R. Yu}, Stochastics 94, No. 4, 493--518 (2022; Zbl 1495.60049) Full Text: DOI
Fong, Robert Simon; Tino, Peter Population-based optimization on Riemannian manifolds. (English) Zbl 1510.90290 Studies in Computational Intelligence 1046. Cham: Springer (ISBN 978-3-031-04292-8/hbk; 978-3-031-04293-5/ebook). xi, 168 p. (2022). Reviewer: Paulo Mbunga (Kiel) MSC: 90C48 90-02 49-02 PDFBibTeX XMLCite \textit{R. S. Fong} and \textit{P. Tino}, Population-based optimization on Riemannian manifolds. Cham: Springer (2022; Zbl 1510.90290) Full Text: DOI
Decreusefond, Laurent Selected topics in Malliavin calculus. Chaos, divergence and so much more. (English) Zbl 1514.60002 Bocconi & Springer Series 10. Cham: Springer (ISBN 978-3-031-01310-2/hbk; 978-3-031-01311-9/ebook). xi, 172 p. (2022). Reviewer: Jean Picard (Aubière) MSC: 60-01 60Hxx PDFBibTeX XMLCite \textit{L. Decreusefond}, Selected topics in Malliavin calculus. Chaos, divergence and so much more. Cham: Springer (2022; Zbl 1514.60002) Full Text: DOI
Rindler, H. Book review of: W. Urbina-Romero, Gaussian harmonic analysis. (English) Zbl 1491.00022 Monatsh. Math. 198, No. 2, 483-484 (2022). MSC: 00A17 42-02 42A50 42B15 42B20 42B25 42B30 42B35 42C10 42C99 47D06 26C99 42A99 47D07 60H07 PDFBibTeX XMLCite \textit{H. Rindler}, Monatsh. Math. 198, No. 2, 483--484 (2022; Zbl 1491.00022)
Mahmoudi, Fatemeh; Tahmasebi, Mahdieh The convergence of exponential Euler method for weighted fractional stochastic equations. (English) Zbl 1499.65018 Comput. Methods Differ. Equ. 10, No. 2, 538-548 (2022). MSC: 65C30 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{F. Mahmoudi} and \textit{M. Tahmasebi}, Comput. Methods Differ. Equ. 10, No. 2, 538--548 (2022; Zbl 1499.65018) Full Text: DOI
Pannier, Alexandre Pathwise large deviations for white noise chaos expansions. (English) Zbl 1494.60060 Bernoulli 28, No. 3, 1961-1985 (2022). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H07 60F10 60H40 PDFBibTeX XMLCite \textit{A. Pannier}, Bernoulli 28, No. 3, 1961--1985 (2022; Zbl 1494.60060) Full Text: DOI arXiv Link
Zhao, Yunpeng An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting. (English) Zbl 1489.60035 Bernoulli 28, No. 3, 1892-1911 (2022). MSC: 60E15 94A17 94A29 90C26 15A69 15B52 PDFBibTeX XMLCite \textit{Y. Zhao}, Bernoulli 28, No. 3, 1892--1911 (2022; Zbl 1489.60035) Full Text: DOI arXiv Link
Menzen, Clara; Kok, Manon; Batselier, Kim Alternating linear scheme in a Bayesian framework for low-rank tensor approximation. (English) Zbl 1489.15038 SIAM J. Sci. Comput. 44, No. 3, A1116-A1144 (2022). MSC: 15A69 93E24 15A23 90C06 62C10 PDFBibTeX XMLCite \textit{C. Menzen} et al., SIAM J. Sci. Comput. 44, No. 3, A1116--A1144 (2022; Zbl 1489.15038) Full Text: DOI arXiv
Peng, Xuhui; Yang, Juan; Zhai, Jianliang Well-posedness of stochastic 2D hydrodynamics type systems with multiplicative Lévy noises. (English) Zbl 1487.60127 Electron. J. Probab. 27, Paper No. 55, 31 p. (2022). MSC: 60H15 60H07 PDFBibTeX XMLCite \textit{X. Peng} et al., Electron. J. Probab. 27, Paper No. 55, 31 p. (2022; Zbl 1487.60127) Full Text: DOI arXiv
Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng Asymptotic analysis of higher-order scattering transform of Gaussian processes. (English) Zbl 1492.60142 Electron. J. Probab. 27, Paper No. 48, 27 p. (2022). MSC: 60G60 60G15 60H07 62M15 PDFBibTeX XMLCite \textit{G.-R. Liu} et al., Electron. J. Probab. 27, Paper No. 48, 27 p. (2022; Zbl 1492.60142) Full Text: DOI arXiv
Fan, Ruzong; Fang, Hong-Bin Stochastic functional linear models and Malliavin calculus. (English) Zbl 1505.62141 Comput. Stat. 37, No. 2, 591-611 (2022). MSC: 62-08 62G08 62J05 62G20 60H07 62R10 PDFBibTeX XMLCite \textit{R. Fan} and \textit{H.-B. Fang}, Comput. Stat. 37, No. 2, 591--611 (2022; Zbl 1505.62141) Full Text: DOI
Ogawa, Shigeyoshi Mean value theorems for the noncausal stochastic integral. (English) Zbl 1491.60077 Japan J. Ind. Appl. Math. 39, No. 2, 801-814 (2022); correction ibid. 40, No. 1, 755-756 (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60H05 60H99 60J65 26A33 PDFBibTeX XMLCite \textit{S. Ogawa}, Japan J. Ind. Appl. Math. 39, No. 2, 801--814 (2022; Zbl 1491.60077) Full Text: DOI
Im, Bokhee; Smith, Jonathan D. H. Homogeneous conditions for stochastic tensors. (English) Zbl 1489.15045 Commun. Korean Math. Soc. 37, No. 2, 371-384 (2022). MSC: 15B51 15A69 05B15 51F20 52B05 PDFBibTeX XMLCite \textit{B. Im} and \textit{J. D. H. Smith}, Commun. Korean Math. Soc. 37, No. 2, 371--384 (2022; Zbl 1489.15045) Full Text: DOI
Thach, Tran Ngoc; Tuan, Nguyen Huy Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion. (English) Zbl 1498.60144 Stochastic Anal. Appl. 40, No. 2, 328-351 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 60G22 60G52 60G57 PDFBibTeX XMLCite \textit{T. N. Thach} and \textit{N. H. Tuan}, Stochastic Anal. Appl. 40, No. 2, 328--351 (2022; Zbl 1498.60144) Full Text: DOI
Zhao, Guohuan SDEs with random and irregular coefficients. (English) Zbl 1507.60072 Rev. Mat. Iberoam. 38, No. 3, 947-980 (2022). Reviewer: Stefan Tappe (Freiburg) MSC: 60H07 60H10 60H15 PDFBibTeX XMLCite \textit{G. Zhao}, Rev. Mat. Iberoam. 38, No. 3, 947--980 (2022; Zbl 1507.60072) Full Text: DOI arXiv
Duerinckx, Mitia; Fischer, Julian; Gloria, Antoine Scaling limit of the homogenization commutator for Gaussian coefficient fields. (English) Zbl 1487.60006 Ann. Appl. Probab. 32, No. 2, 1179-1209 (2022). MSC: 60B12 35B27 60H07 60F05 60H25 PDFBibTeX XMLCite \textit{M. Duerinckx} et al., Ann. Appl. Probab. 32, No. 2, 1179--1209 (2022; Zbl 1487.60006) Full Text: DOI arXiv
Bhamidi, Shankar; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu Rare event asymptotics for exploration processes for random graphs. (English) Zbl 1487.05239 Ann. Appl. Probab. 32, No. 2, 1112-1178 (2022). MSC: 05C80 60F10 60C05 90B15 60J85 PDFBibTeX XMLCite \textit{S. Bhamidi} et al., Ann. Appl. Probab. 32, No. 2, 1112--1178 (2022; Zbl 1487.05239) Full Text: DOI arXiv
Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise. (English) Zbl 1502.60088 J. Theor. Probab. 35, No. 2, 714-771 (2022). MSC: 60H07 60H10 60H50 PDFBibTeX XMLCite \textit{D. Baños} et al., J. Theor. Probab. 35, No. 2, 714--771 (2022; Zbl 1502.60088) Full Text: DOI arXiv
Singh, Vikram; Chaudhary, Renu; Som, Lalit Kumar Approximate controllability of stochastic differential system with non-Lipschitz conditions. (English) Zbl 1497.34093 Stochastic Anal. Appl. 40, No. 3, 505-519 (2022). MSC: 34H05 34A08 34G20 93B05 47D06 47H10 PDFBibTeX XMLCite \textit{V. Singh} et al., Stochastic Anal. Appl. 40, No. 3, 505--519 (2022; Zbl 1497.34093) Full Text: DOI
Bouchard, Bruno; Loeper, Grégoire; Tan, Xiaolu A \(\mathbb{C}^{0, 1}\)-functional Itô’s formula and its applications in mathematical finance. (English) Zbl 1491.60074 Stochastic Processes Appl. 148, 299-323 (2022). MSC: 60H05 60H07 91G20 91G80 PDFBibTeX XMLCite \textit{B. Bouchard} et al., Stochastic Processes Appl. 148, 299--323 (2022; Zbl 1491.60074) Full Text: DOI arXiv
Naito, Riu; Yamada, Toshihiro A higher order weak approximation of McKean-Vlasov type SDEs. (English) Zbl 1487.35368 BIT 62, No. 2, 521-559 (2022). MSC: 35Q83 60H07 60H30 60H35 65C05 65C35 65M75 60J65 35R60 PDFBibTeX XMLCite \textit{R. Naito} and \textit{T. Yamada}, BIT 62, No. 2, 521--559 (2022; Zbl 1487.35368) Full Text: DOI
Geng, Xi; Ouyang, Cheng; Tindel, Samy Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case. (English) Zbl 1505.60063 Ann. Probab. 50, No. 2, 649-687 (2022). MSC: 60H10 60G22 60H07 60L20 PDFBibTeX XMLCite \textit{X. Geng} et al., Ann. Probab. 50, No. 2, 649--687 (2022; Zbl 1505.60063) Full Text: DOI arXiv Link
Nejad, A. Asghari; Askari, H. R. Entanglement between microwave photons through a spin ensemble. (English) Zbl 1490.81044 Int. J. Theor. Phys. 61, No. 4, Paper No. 107, 10 p. (2022). MSC: 81P45 60-02 81S25 81S30 81T70 PDFBibTeX XMLCite \textit{A. A. Nejad} and \textit{H. R. Askari}, Int. J. Theor. Phys. 61, No. 4, Paper No. 107, 10 p. (2022; Zbl 1490.81044) Full Text: DOI
Chen, Peng; Lu, Jianya; Xu, Lihu Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations. (English) Zbl 1500.60030 Appl. Math. Optim. 85, No. 2, Paper No. 15, 40 p. (2022). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60H10 60H30 90C59 PDFBibTeX XMLCite \textit{P. Chen} et al., Appl. Math. Optim. 85, No. 2, Paper No. 15, 40 p. (2022; Zbl 1500.60030) Full Text: DOI arXiv
Friz, Peter K.; Klose, Tom Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM. (English) Zbl 1512.60044 J. Funct. Anal. 283, No. 1, Article ID 109446, 86 p. (2022). Reviewer: Latifa Debbi (M’Sila) MSC: 60H17 60L30 60H15 60H07 PDFBibTeX XMLCite \textit{P. K. Friz} and \textit{T. Klose}, J. Funct. Anal. 283, No. 1, Article ID 109446, 86 p. (2022; Zbl 1512.60044) Full Text: DOI arXiv
Jager, Lisette Stochastic extensions of symbols in Wiener spaces and heat operator. (Extensions stochastiques de symboles et opérateur de la chaleur.) (English. French summary) Zbl 1486.35244 Ann. Math. Blaise Pascal 28, No. 2, 157-198 (2022). MSC: 35K08 35S05 47D06 28C20 PDFBibTeX XMLCite \textit{L. Jager}, Ann. Math. Blaise Pascal 28, No. 2, 157--198 (2022; Zbl 1486.35244) Full Text: DOI arXiv
Bedrossian, Jacob; Blumenthal, Alex; Punshon-Smith, Sam Lagrangian chaos and scalar advection in stochastic fluid mechanics. (English) Zbl 1496.76040 J. Eur. Math. Soc. (JEMS) 24, No. 6, 1893-1990 (2022). MSC: 76D06 76M35 76F55 35Q30 60H07 60H15 PDFBibTeX XMLCite \textit{J. Bedrossian} et al., J. Eur. Math. Soc. (JEMS) 24, No. 6, 1893--1990 (2022; Zbl 1496.76040) Full Text: DOI arXiv
Kim, Yoon Tae; Park, Hyun Suk Fourth moment bound and stationary Gaussian processes with positive correlation. (English) Zbl 1485.60026 J. Korean Stat. Soc. 51, No. 1, 172-197 (2022). MSC: 60F05 60G15 60H07 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 51, No. 1, 172--197 (2022; Zbl 1485.60026) Full Text: DOI
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri Quantitative normal approximations for the stochastic fractional heat equation. (English) Zbl 1497.60083 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 1, 223-254 (2022). Reviewer: Luigi Amedeo Bianchi (Povo) MSC: 60H15 60H07 60G15 60F05 35R11 35R60 PDFBibTeX XMLCite \textit{O. Assaad} et al., Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 1, 223--254 (2022; Zbl 1497.60083) Full Text: DOI arXiv
Muroi, Yoshifumi Computation of Greeks using the discrete Malliavin calculus and binomial tree. (English) Zbl 1503.91009 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-19-1072-2/pbk; 978-981-19-1073-9/ebook). viii, 106 p. (2022). Reviewer: Paweł Kliber (Poznan) MSC: 91-02 91G20 60H07 60G42 60H35 91G60 PDFBibTeX XMLCite \textit{Y. Muroi}, Computation of Greeks using the discrete Malliavin calculus and binomial tree. Singapore: Springer (2022; Zbl 1503.91009) Full Text: DOI
Deng, Weihua; Wang, Xudong; Nie, Daxin Functional distribution of anomalous and nonergodic diffusion. From stochastic processes to PDEs. (English) Zbl 1507.60002 Singapore: World Scientific (ISBN 978-981-12-5049-1/hbk; 978-981-12-5051-4/ebook). xi, 245 p. (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-02 60J60 60K50 60Gxx 60Hxx PDFBibTeX XMLCite \textit{W. Deng} et al., Functional distribution of anomalous and nonergodic diffusion. From stochastic processes to PDEs. Singapore: World Scientific (2022; Zbl 1507.60002) Full Text: DOI
Hong, Jialin; Liu, Zhihui; Sheng, Derui Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises. (English) Zbl 1491.60100 J. Math. Anal. Appl. 512, No. 1, Article ID 126125, 21 p. (2022). MSC: 60H15 60G17 60G22 60H07 PDFBibTeX XMLCite \textit{J. Hong} et al., J. Math. Anal. Appl. 512, No. 1, Article ID 126125, 21 p. (2022; Zbl 1491.60100) Full Text: DOI arXiv
Calatayud, Julia; Cortés, Juan Carlos; Jornet, Marc On the random wave equation within the mean square context. (English) Zbl 1485.35440 Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 409-425 (2022). MSC: 35R60 35C10 35L20 PDFBibTeX XMLCite \textit{J. Calatayud} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 2, 409--425 (2022; Zbl 1485.35440) Full Text: DOI
Azmoodeh, Ehsan; Eichelsbacher, Peter; Thäle, Christoph Optimal variance-Gamma approximation on the second Wiener chaos. (English) Zbl 1490.60051 J. Funct. Anal. 282, No. 11, Article ID 109450, 33 p. (2022). MSC: 60F05 60G50 60H07 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., J. Funct. Anal. 282, No. 11, Article ID 109450, 33 p. (2022; Zbl 1490.60051) Full Text: DOI arXiv
Tien Dung, Nguyen; Thu Hang, Nguyen; Phuong Thuy, Pham Thi Density estimates for the exponential functionals of fractional Brownian motion. (English) Zbl 1498.60154 C. R., Math., Acad. Sci. Paris 360, 151-159 (2022). MSC: 60G22 60H07 PDFBibTeX XMLCite \textit{N. Tien Dung} et al., C. R., Math., Acad. Sci. Paris 360, 151--159 (2022; Zbl 1498.60154) Full Text: DOI arXiv
Wang, Ce Higher-dimensional open quantum walk in environment of quantum Bernoulli noises. (English) Zbl 1487.81120 Stoch. Dyn. 22, No. 1, Article ID 2250001, 21 p. (2022). MSC: 81S25 81S22 60G50 82B41 81Q35 PDFBibTeX XMLCite \textit{C. Wang}, Stoch. Dyn. 22, No. 1, Article ID 2250001, 21 p. (2022; Zbl 1487.81120) Full Text: DOI
Nguwi, Jiang Yu; Privault, Nicolas Characterization of stochastic equilibrium controls by the Malliavin calculus. (English) Zbl 1492.60154 Stoch. Dyn. 22, No. 1, Article ID 2150054, 32 p. (2022). MSC: 60H07 93E20 91G80 91B70 PDFBibTeX XMLCite \textit{J. Y. Nguwi} and \textit{N. Privault}, Stoch. Dyn. 22, No. 1, Article ID 2150054, 32 p. (2022; Zbl 1492.60154) Full Text: DOI
Du, Shouqiang; Cui, Liyuan; Chen, Yuanyuan; Wei, Yimin Stochastic tensor complementarity problem with discrete distribution. (English) Zbl 1485.15033 J. Optim. Theory Appl. 192, No. 3, 912-929 (2022). MSC: 15A69 15B52 90C33 PDFBibTeX XMLCite \textit{S. Du} et al., J. Optim. Theory Appl. 192, No. 3, 912--929 (2022; Zbl 1485.15033) Full Text: DOI
Suen, Whei Yeap; Elliott, Thomas J.; Thompson, Jayne; Garner, Andrew J. P.; Mahoney, John R.; Vedral, Vlatko; Gu, Mile Surveying structural complexity in quantum many-body systems. (English) Zbl 1487.81119 J. Stat. Phys. 187, No. 1, Paper No. 4, 18 p. (2022). MSC: 81S25 82B20 68Q12 81V73 81P40 90C60 PDFBibTeX XMLCite \textit{W. Y. Suen} et al., J. Stat. Phys. 187, No. 1, Paper No. 4, 18 p. (2022; Zbl 1487.81119) Full Text: DOI arXiv
Azmoodeh, Ehsan; Mishura, Yuliya; Sabzikar, Farzad How does tempering affect the local and global properties of fractional Brownian motion? (English) Zbl 1484.60046 J. Theor. Probab. 35, No. 1, 484-527 (2022). MSC: 60G22 60G15 60F17 60H07 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., J. Theor. Probab. 35, No. 1, 484--527 (2022; Zbl 1484.60046) Full Text: DOI arXiv
Gehringer, Johann; Li, Xue-Mei Functional limit theorems for the fractional Ornstein-Uhlenbeck process. (English) Zbl 1486.60062 J. Theor. Probab. 35, No. 1, 426-456 (2022). MSC: 60F17 60G18 60G22 60H05 60H07 60H10 PDFBibTeX XMLCite \textit{J. Gehringer} and \textit{X.-M. Li}, J. Theor. Probab. 35, No. 1, 426--456 (2022; Zbl 1486.60062) Full Text: DOI arXiv
Singh, Vikram; Pandey, Dwijendra N. Multi-term time-fractional stochastic differential equations with non-Lipschitz coefficients. (English) Zbl 1493.34030 Differ. Equ. Dyn. Syst. 30, No. 1, 197-209 (2022). MSC: 34A08 34F05 34G20 26A33 34A12 47D06 47H10 PDFBibTeX XMLCite \textit{V. Singh} and \textit{D. N. Pandey}, Differ. Equ. Dyn. Syst. 30, No. 1, 197--209 (2022; Zbl 1493.34030) Full Text: DOI
Ayoul-Guilmard, Quentin; Nouy, Anthony; Binetruy, Christophe Tensor-based numerical method for stochastic homogenization. (English) Zbl 1492.65018 Multiscale Model. Simul. 20, No. 1, 36-71 (2022). MSC: 65C30 35B27 15A69 35B15 35R60 65C05 65N30 PDFBibTeX XMLCite \textit{Q. Ayoul-Guilmard} et al., Multiscale Model. Simul. 20, No. 1, 36--71 (2022; Zbl 1492.65018) Full Text: DOI arXiv
Lou, Xiaoping; Wang, Sheng; Ren, Shaoxuan; Zan, Huiru; Xu, Xuejiao Quantum identity authentication scheme based on quantum walks on graphs with IBM quantum cloud platform. (English) Zbl 1486.81080 Int. J. Theor. Phys. 61, No. 2, Paper No. 40, 15 p. (2022). MSC: 81P94 94A62 81P68 81P40 81S25 60G50 81P45 PDFBibTeX XMLCite \textit{X. Lou} et al., Int. J. Theor. Phys. 61, No. 2, Paper No. 40, 15 p. (2022; Zbl 1486.81080) Full Text: DOI
Freedman, Michael; Haah, Jeongwan; Hastings, Matthew B. The group structure of quantum cellular automata. (English) Zbl 1487.81041 Commun. Math. Phys. 389, No. 3, 1277-1302 (2022). MSC: 81P68 68Q80 81Q93 81S25 60G50 68Q60 81R12 PDFBibTeX XMLCite \textit{M. Freedman} et al., Commun. Math. Phys. 389, No. 3, 1277--1302 (2022; Zbl 1487.81041) Full Text: DOI arXiv
Ouyang, Cheng; Roberson-Vickery, William Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion. (English) Zbl 1492.60302 Electron. Commun. Probab. 27, Paper No. 15, 12 p. (2022). MSC: 60L20 60H10 60H07 PDFBibTeX XMLCite \textit{C. Ouyang} and \textit{W. Roberson-Vickery}, Electron. Commun. Probab. 27, Paper No. 15, 12 p. (2022; Zbl 1492.60302) Full Text: DOI
Pu, Fei Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions. (English) Zbl 1484.60070 Trans. Am. Math. Soc. 375, No. 4, 2481-2509 (2022). MSC: 60H15 60H07 60F05 60H40 PDFBibTeX XMLCite \textit{F. Pu}, Trans. Am. Math. Soc. 375, No. 4, 2481--2509 (2022; Zbl 1484.60070) Full Text: DOI arXiv
Bouchard, Bruno; Muhle-Karbe, Johannes Simple bounds for utility maximization with small transaction costs. (English) Zbl 1485.91218 Stochastic Processes Appl. 146, 98-113 (2022). MSC: 91G15 91B16 60H07 PDFBibTeX XMLCite \textit{B. Bouchard} and \textit{J. Muhle-Karbe}, Stochastic Processes Appl. 146, 98--113 (2022; Zbl 1485.91218) Full Text: DOI arXiv
Eisenberg, Julia; Krühner, Paul On Itô’s formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions. (English) Zbl 1489.60097 Stat. Probab. Lett. 184, Article ID 109369, 6 p. (2022). MSC: 60H07 PDFBibTeX XMLCite \textit{J. Eisenberg} and \textit{P. Krühner}, Stat. Probab. Lett. 184, Article ID 109369, 6 p. (2022; Zbl 1489.60097) Full Text: DOI
Kohatsu-Higa, Arturo; Nualart, Eulalia; Tran, Ngoc Khue Density estimates for jump diffusion processes. (English) Zbl 1510.60044 Appl. Math. Comput. 420, Article ID 126814, 10 p. (2022). MSC: 60H07 60J35 60H10 60J25 60J74 PDFBibTeX XMLCite \textit{A. Kohatsu-Higa} et al., Appl. Math. Comput. 420, Article ID 126814, 10 p. (2022; Zbl 1510.60044) Full Text: DOI arXiv
Nguyen, Nhu N. Exponential tightness of a family of Skorohod integrals. (English) Zbl 1494.60059 Electron. Commun. Probab. 27, Paper No. 1, 14 p. (2022). MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{N. N. Nguyen}, Electron. Commun. Probab. 27, Paper No. 1, 14 p. (2022; Zbl 1494.60059) Full Text: DOI arXiv
Hu, Yaozhong; Wang, Xiong Stochastic heat equation with general rough noise. (English) Zbl 1483.60094 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 379-423 (2022). MSC: 60H15 35K08 60G15 60G22 60H05 60H07 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{X. Wang}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 379--423 (2022; Zbl 1483.60094) Full Text: DOI
Hu, Yaozhong; Lê, Khoa Asymptotics of the density of parabolic Anderson random fields. (English) Zbl 1484.60068 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 105-133 (2022). Reviewer: Adrián Hinojosa-Calleja (Barcelona) MSC: 60H15 35K60 60G15 60G17 60H05 60H07 60H30 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{K. Lê}, Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 1, 105--133 (2022; Zbl 1484.60068) Full Text: DOI arXiv
Bogachev, V. I. Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables. (English. Russian original) Zbl 1492.60033 Theory Probab. Appl. 66, No. 4, 550-569 (2022); translation from Teor. Veroyatn. Primen. 66, No. 4, 693-717 (2021). MSC: 60E05 60F05 60H05 60B11 PDFBibTeX XMLCite \textit{V. I. Bogachev}, Theory Probab. Appl. 66, No. 4, 550--569 (2022; Zbl 1492.60033); translation from Teor. Veroyatn. Primen. 66, No. 4, 693--717 (2021) Full Text: DOI
Arguin, Louis-Pierre A first course in stochastic calculus. (English) Zbl 1504.60002 Pure and Applied Undergraduate Texts 53. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-6488-2/pbk; 978-1-4704-6778-4/ebook). xv, 270 p. (2022). Reviewer: Jordan M. Stoyanov (Sofia) MSC: 60-01 60G07 60H05 91G20 91G60 PDFBibTeX XMLCite \textit{L.-P. Arguin}, A first course in stochastic calculus. Providence, RI: American Mathematical Society (AMS) (2022; Zbl 1504.60002)
Alòs, Elisa; García-Lorite, David; Gonzalez, Aitor Muguruza On smile properties of volatility derivatives: understanding the VIX skew. (English) Zbl 1483.91227 SIAM J. Financ. Math. 13, No. 1, 32-69 (2022). MSC: 91G20 91G80 60H07 60G22 PDFBibTeX XMLCite \textit{E. Alòs} et al., SIAM J. Financ. Math. 13, No. 1, 32--69 (2022; Zbl 1483.91227) Full Text: DOI arXiv
Yamada, Toshihiro Short communication: A Gaussian Kusuoka approximation without solving random ODEs. (English) Zbl 1491.60116 SIAM J. Financ. Math. 13, No. 1, SC1-SC11 (2022). MSC: 60H35 60H07 65C05 65C30 91G60 PDFBibTeX XMLCite \textit{T. Yamada}, SIAM J. Financ. Math. 13, No. 1, SC1-SC11 (2022; Zbl 1491.60116) Full Text: DOI
Azmoodeh, Ehsan; Ljungdahl, Mathias Mørck; Thäle, Christoph Multi-dimensional normal approximation of heavy-tailed moving averages. (English) Zbl 1482.60032 Stochastic Processes Appl. 145, 308-334 (2022). MSC: 60F05 60G10 60G15 60G51 60G55 60H07 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., Stochastic Processes Appl. 145, 308--334 (2022; Zbl 1482.60032) Full Text: DOI arXiv
Pigato, Paolo Density estimates and short-time asymptotics for a hypoelliptic diffusion process. (English) Zbl 1480.60170 Stochastic Processes Appl. 145, 117-142 (2022). MSC: 60H10 60H30 60H07 60J60 60F05 91G20 PDFBibTeX XMLCite \textit{P. Pigato}, Stochastic Processes Appl. 145, 117--142 (2022; Zbl 1480.60170) Full Text: DOI arXiv
Delavarkhalafi, Ali; Fatemion Aghda, A. S.; Tahmasebi, Mahdieh Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory. (English) Zbl 1489.93133 Int. J. Control 95, No. 2, 535-543 (2022). Reviewer: Kurt Marti (München) MSC: 93E20 60H07 49N10 PDFBibTeX XMLCite \textit{A. Delavarkhalafi} et al., Int. J. Control 95, No. 2, 535--543 (2022; Zbl 1489.93133) Full Text: DOI
Dupuis, Paul; Mao, Yixiang Formulation and properties of a divergence used to compare probability measures without absolute continuity. (English) Zbl 1478.60008 ESAIM, Control Optim. Calc. Var. 28, Paper No. 9, 38 p. (2022). MSC: 60A10 62B10 93E15 94A17 PDFBibTeX XMLCite \textit{P. Dupuis} and \textit{Y. Mao}, ESAIM, Control Optim. Calc. Var. 28, Paper No. 9, 38 p. (2022; Zbl 1478.60008) Full Text: DOI arXiv
Burgos, C.; Cortés, J.-C.; Villafuerte, L.; Villanueva, R. J. Solving random fractional second-order linear equations via the mean square Laplace transform: theory and statistical computing. (English) Zbl 1510.34006 Appl. Math. Comput. 418, Article ID 126846, 17 p. (2022). MSC: 34A08 34A25 34F05 44A10 60H10 PDFBibTeX XMLCite \textit{C. Burgos} et al., Appl. Math. Comput. 418, Article ID 126846, 17 p. (2022; Zbl 1510.34006) Full Text: DOI
Breton, Jean-Christophe; Privault, Nicolas Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus. (English) Zbl 07464232 Potential Anal. 56, No. 1, 1-20 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60H10 60G57 60G44 60J60 60J74 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{N. Privault}, Potential Anal. 56, No. 1, 1--20 (2022; Zbl 07464232) Full Text: DOI
Nourdin, Ivan; Pu, Fei Gaussian fluctuation for Gaussian Wishart matrices of overall correlation. (English) Zbl 1481.60012 Stat. Probab. Lett. 181, Article ID 109269, 11 p. (2022). MSC: 60B20 60F05 60G22 60H07 PDFBibTeX XMLCite \textit{I. Nourdin} and \textit{F. Pu}, Stat. Probab. Lett. 181, Article ID 109269, 11 p. (2022; Zbl 1481.60012) Full Text: DOI arXiv
Łochowski, Rafał M.; Perkowski, Nicolas; Prömel, David J. One-dimensional game-theoretic differential equations. (English) Zbl 07460555 Int. J. Approx. Reasoning 141, 11-27 (2022). MSC: 68T37 PDFBibTeX XMLCite \textit{R. M. Łochowski} et al., Int. J. Approx. Reasoning 141, 11--27 (2022; Zbl 07460555) Full Text: DOI arXiv
Luo, Peng; Menoukeu-Pamen, Olivier; Tangpi, Ludovic Strong solutions of forward-backward stochastic differential equations with measurable coefficients. (English) Zbl 1494.60066 Stochastic Processes Appl. 144, 1-22 (2022). Reviewer: David Prömel (Mannheim) MSC: 60H10 34F05 60H07 35D40 PDFBibTeX XMLCite \textit{P. Luo} et al., Stochastic Processes Appl. 144, 1--22 (2022; Zbl 1494.60066) Full Text: DOI arXiv
Yakoub, Z.; Aoun, M.; Amairi, M.; Chetoui, M. Identification of continuous-time fractional models from noisy input and output signals. (English) Zbl 1480.93432 Naifar, Omar (ed.) et al., Fractional order systems – control theory and applications. Fundamentals and applications. Cham: Springer. Stud. Syst. Decis. Control 364, 181-216 (2022). MSC: 93E12 26A33 93E24 90C30 PDFBibTeX XMLCite \textit{Z. Yakoub} et al., Stud. Syst. Decis. Control 364, 181--216 (2022; Zbl 1480.93432) Full Text: DOI
Cialenco, Igor; Kim, Hyun-Jung Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise. (English) Zbl 1486.60075 Stochastic Processes Appl. 143, 1-30 (2022). Reviewer: Romeo Negrea (Timişoara) MSC: 60H15 60H07 62M99 PDFBibTeX XMLCite \textit{I. Cialenco} and \textit{H.-J. Kim}, Stochastic Processes Appl. 143, 1--30 (2022; Zbl 1486.60075) Full Text: DOI arXiv
Akiyama, Naho; Yamada, Toshihiro A weak approximation method for irregular functionals of hypoelliptic diffusions. (English) Zbl 1484.65009 Appl. Numer. Math. 172, 27-49 (2022). MSC: 65C30 60H07 60H30 PDFBibTeX XMLCite \textit{N. Akiyama} and \textit{T. Yamada}, Appl. Numer. Math. 172, 27--49 (2022; Zbl 1484.65009) Full Text: DOI
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition. (English) Zbl 1485.60058 J. Funct. Anal. 282, No. 2, Article ID 109290, 35 p. (2022). Reviewer: Stefan Tappe (Freiburg) MSC: 60H15 60H07 60F05 60F17 PDFBibTeX XMLCite \textit{L. Chen} et al., J. Funct. Anal. 282, No. 2, Article ID 109290, 35 p. (2022; Zbl 1485.60058) Full Text: DOI arXiv
Banihashemi, S.; Jafari, H.; Babaei, A. A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order. (English) Zbl 1493.65017 J. Comput. Appl. Math. 403, Article ID 113845, 12 p. (2022). MSC: 65C30 60H35 34K50 34K40 34K37 PDFBibTeX XMLCite \textit{S. Banihashemi} et al., J. Comput. Appl. Math. 403, Article ID 113845, 12 p. (2022; Zbl 1493.65017) Full Text: DOI
Calin, Ovidiu An informal introduction to stochastic calculus with applications. 2nd edition. (English) Zbl 1477.60001 Singapore: World Scientific (ISBN 978-981-12-4709-5/hbk; 978-981-12-4756-9/pbk; 978-981-12-4711-8/ebook). xvii, 491 p. (2022). MSC: 60-01 60H05 60H10 60J65 PDFBibTeX XMLCite \textit{O. Calin}, An informal introduction to stochastic calculus with applications. 2nd edition. Singapore: World Scientific (2022; Zbl 1477.60001) Full Text: DOI
Weiss, Ulrich Quantum dissipative systems. 5th edition. (English) Zbl 1519.81379 Singapore: World Scientific (ISBN 978-981-12-4313-4/hbk; 978-981-12-4149-9/pbk; 978-981-12-4151-2/ebook). xxii, 584 p. (2022). MSC: 81S40 81S25 81S22 82B10 82C10 46L57 82D03 81-02 PDFBibTeX XMLCite \textit{U. Weiss}, Quantum dissipative systems. 5th edition. Singapore: World Scientific (2022; Zbl 1519.81379) Full Text: DOI
Zwillinger, Daniel; Dobrushkin, Vladimir Handbook of differential equations. 4th edition. (English) Zbl 1485.34001 Advances in Applied Mathematics (Boca Raton). Boca Raton, FL: CRC Press (ISBN 978-0-367-25257-1/hbk; 978-0-429-28683-4/ebook). xix, 716 p. (2022). MSC: 34-00 65L05 35-00 34A25 65J99 34A30 34C20 34A34 34K05 34A45 60H10 PDFBibTeX XMLCite \textit{D. Zwillinger} and \textit{V. Dobrushkin}, Handbook of differential equations. 4th edition. Boca Raton, FL: CRC Press (2022; Zbl 1485.34001) Full Text: DOI
Gwinner, Joachim; Jadamba, Baasansuren; Khan, Akhtar A.; Raciti, Fabio Uncertainty quantification in variational inequalities. Theory, numerics, and applications. (English) Zbl 1479.49002 Boca Raton, FL: CRC Press (ISBN 978-1-138-62632-4/hbk; 978-1-032-14849-6/pbk; 978-1-315-22896-9/ebook). xviii, 386 p. (2022). Reviewer: Alfred Göpfert (Leipzig) MSC: 49-02 65-02 49J40 65C30 90C15 60-08 90B20 91B50 PDFBibTeX XMLCite \textit{J. Gwinner} et al., Uncertainty quantification in variational inequalities. Theory, numerics, and applications. Boca Raton, FL: CRC Press (2022; Zbl 1479.49002) Full Text: DOI
Bogso, Antoine-Marie; Dieye, Moustapha; Pamen, Olivier Menoukeu; Proske, Frank Smoothness of solutions of hyperbolic stochastic partial differential equations with \(L^{\infty}\)-vector fields. arXiv:2212.08466 Preprint, arXiv:2212.08466 [math.PR] (2022). MSC: 60H07 60H50 60H17 60H15 BibTeX Cite \textit{A.-M. Bogso} et al., ``Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields'', Preprint, arXiv:2212.08466 [math.PR] (2022) Full Text: arXiv OA License
Bruned, Yvain; Nadeem, Usama Diagram-free approach for convergence of tree-based models in Regularity Structures. arXiv:2211.11428 Preprint, arXiv:2211.11428 [math.PR] (2022). MSC: 60L30 60H17 60H07 BibTeX Cite \textit{Y. Bruned} and \textit{U. Nadeem}, ``Diagram-free approach for convergence of tree-based models in Regularity Structures'', Preprint, arXiv:2211.11428 [math.PR] (2022) Full Text: arXiv OA License
Löbus, Jörg-Uwe Elements of the Stochastic Calculus for a Class of Boltzmann type processes and Application to Regularity of Densities. arXiv:2210.10334 Preprint, arXiv:2210.10334 [math.PR] (2022). MSC: 76P05 60H07 BibTeX Cite \textit{J.-U. Löbus}, ``Elements of the Stochastic Calculus for a Class of Boltzmann type processes and Application to Regularity of Densities'', Preprint, arXiv:2210.10334 [math.PR] (2022) Full Text: arXiv OA License
Bayly, Henry; Khanna, Aditya; Lindsey, Kathryn Existence of maximum likelihood estimates in exponential random graph models. arXiv:2204.04757 Preprint, arXiv:2204.04757 [math.ST] (2022). MSC: 49-XX 60-XX BibTeX Cite \textit{H. Bayly} et al., ``Existence of maximum likelihood estimates in exponential random graph models'', Preprint, arXiv:2204.04757 [math.ST] (2022) Full Text: arXiv OA License
Trauthwein, Tara Quantitative CLTs on the Poisson space via Skorohod estimates and \(p\)-Poincaré inequalities. arXiv:2212.03782 Preprint, arXiv:2212.03782 [math.PR] (2022). MSC: 60F05 60H07 60G55 60D05 60G57 BibTeX Cite \textit{T. Trauthwein}, ``Quantitative CLTs on the Poisson space via Skorohod estimates and $p$-Poincar\'e inequalities'', Preprint, arXiv:2212.03782 [math.PR] (2022) Full Text: arXiv OA License
Lê, Khoa Maximal inequalities and weighted BMO processes. arXiv:2211.15550 Preprint, arXiv:2211.15550 [math.PR] (2022). MSC: 60H07 BibTeX Cite \textit{K. Lê}, ``Maximal inequalities and weighted BMO processes'', Preprint, arXiv:2211.15550 [math.PR] (2022) Full Text: arXiv OA License
Vladimirov, Igor G. Probabilistic bounds with quadratic-exponential moments for quantum stochastic systems. arXiv:2211.12161 Preprint, arXiv:2211.12161 [quant-ph] (2022). MSC: 81S25 81P16 81S05 81Q93 81R15 81S22 60G15 60E15 BibTeX Cite \textit{I. G. Vladimirov}, ``Probabilistic bounds with quadratic-exponential moments for quantum stochastic systems'', Preprint, arXiv:2211.12161 [quant-ph] (2022) Full Text: arXiv OA License
Vladimirov, Igor G.; Petersen, Ian R. Coherent quantum LQG controllers with Luenberger dynamics. arXiv:2211.07097 Preprint, arXiv:2211.07097 [quant-ph] (2022). MSC: 81S25 81Q93 49J50 93E20 47N70 BibTeX Cite \textit{I. G. Vladimirov} and \textit{I. R. Petersen}, ``Coherent quantum LQG controllers with Luenberger dynamics'', Preprint, arXiv:2211.07097 [quant-ph] (2022) Full Text: arXiv OA License
Last, Günter; Molchanov, Ilya; Schulte, Matthias Normal approximation of Kabanov-Skorohod integrals on Poisson spaces. arXiv:2211.02009 Preprint, arXiv:2211.02009 [math.PR] (2022). MSC: 60F05 60G55 60H05 60H07 BibTeX Cite \textit{G. Last} et al., ``Normal approximation of Kabanov-Skorohod integrals on Poisson spaces'', Preprint, arXiv:2211.02009 [math.PR] (2022) Full Text: DOI arXiv OA License
Vladimirov, Igor G.; Petersen, Ian R. Measuring decoherence by commutation relations decay for quasilinear quantum stochastic systems. arXiv:2210.06757 Preprint, arXiv:2210.06757 [quant-ph] (2022). MSC: 81S22 81S25 81S05 81P16 81R15 93B28 81Q10 93E15 37L40 81Q15 81P40 81Q93 37H15 BibTeX Cite \textit{I. G. Vladimirov} and \textit{I. R. Petersen}, ``Measuring decoherence by commutation relations decay for quasilinear quantum stochastic systems'', Preprint, arXiv:2210.06757 [quant-ph] (2022) Full Text: arXiv OA License
Imkeller, Peter; Pellat, Rhoss Likibi; Pamen, Olivier Menoukeu Differentiability of quadratic forward-backward SDEs with rough drift. arXiv:2210.05622 Preprint, arXiv:2210.05622 [math.PR] (2022). MSC: 60H10 35K59 35K10 60H07 60H30 BibTeX Cite \textit{P. Imkeller} et al., ``Differentiability of quadratic forward-backward SDEs with rough drift'', Preprint, arXiv:2210.05622 [math.PR] (2022) Full Text: arXiv OA License
Chen, Le; Eisenberg, Nicholas Invariant measures for the nonlinear stochastic heat equation with no drift term. arXiv:2209.04771 Preprint, arXiv:2209.04771 [math.PR] (2022). MSC: 60H15 60H07 60F05 BibTeX Cite \textit{L. Chen} and \textit{N. Eisenberg}, ``Invariant measures for the nonlinear stochastic heat equation with no drift term'', Preprint, arXiv:2209.04771 [math.PR] (2022) Full Text: arXiv OA License
Khabou, Mahmoud; Privault, Nicolas; Reveillac, Anthony Normal approximation of compound Hawkes functionals. arXiv:2209.03621 Preprint, arXiv:2209.03621 [math.PR] (2022). MSC: 60G55 60F05 60G57 60H07 60F05 60G57 60H07 BibTeX Cite \textit{M. Khabou} et al., ``Normal approximation of compound Hawkes functionals'', Preprint, arXiv:2209.03621 [math.PR] (2022) Full Text: arXiv OA License
Hillairet, Caroline; Reveillac, Anthony On the chaotic expansion for counting processes. arXiv:2209.01972 Preprint, arXiv:2209.01972 [math.PR] (2022). MSC: 60G55 60G57 60H07 BibTeX Cite \textit{C. Hillairet} and \textit{A. Reveillac}, ``On the chaotic expansion for counting processes'', Preprint, arXiv:2209.01972 [math.PR] (2022) Full Text: arXiv OA License
Sankar, S.; Mohan, Manil T.; Karthikeyan, S. Blow-up estimates for a system of semilinear SPDEs with fractional noise. arXiv:2207.12343 Preprint, arXiv:2207.12343 [math.PR] (2022). MSC: 35R60 60H15 74H35 60H07 BibTeX Cite \textit{S. Sankar} et al., ``Blow-up estimates for a system of semilinear SPDEs with fractional noise'', Preprint, arXiv:2207.12343 [math.PR] (2022) Full Text: arXiv OA License
Ferrucci, Emilio; Cass, Thomas On the Wiener Chaos Expansion of the Signature of a Gaussian Process. arXiv:2207.08422 Preprint, arXiv:2207.08422 [math.PR] (2022). MSC: 60L10 60H07 BibTeX Cite \textit{E. Ferrucci} and \textit{T. Cass}, ``On the Wiener Chaos Expansion of the Signature of a Gaussian Process'', Preprint, arXiv:2207.08422 [math.PR] (2022) Full Text: arXiv OA License
Ebina, Masahisa Central limit theorems for nonlinear stochastic wave equations in dimension three. arXiv:2206.12957 Preprint, arXiv:2206.12957 [math.PR] (2022). MSC: 60F05 60G15 60H07 60H15 BibTeX Cite \textit{M. Ebina}, ``Central limit theorems for nonlinear stochastic wave equations in dimension three'', Preprint, arXiv:2206.12957 [math.PR] (2022) Full Text: arXiv OA License
Nakamura, Shota; Shimizu, Yasutaka Estimating the finite-time ruin probability of a surplus with a long memory via Malliavin calculus. arXiv:2206.09441 Preprint, arXiv:2206.09441 [math.ST] (2022). MSC: 60G22 60H07 62P05 BibTeX Cite \textit{S. Nakamura} and \textit{Y. Shimizu}, ``Estimating the finite-time ruin probability of a surplus with a long memory via Malliavin calculus'', Preprint, arXiv:2206.09441 [math.ST] (2022) Full Text: arXiv OA License
Bürgisser, Peter; Kulkarni, Avinash; Lerario, Antonio Nonarchimedean integral geometry. arXiv:2206.03708 Preprint, arXiv:2206.03708 [math.AG] (2022). MSC: 11S05 14G20 14N15 32P05 53C65 60D05 BibTeX Cite \textit{P. Bürgisser} et al., ``Nonarchimedean integral geometry'', Preprint, arXiv:2206.03708 [math.AG] (2022) Full Text: arXiv OA License
Liu, Shuhui; Hu, Yaozhong; Wang, Xiong Necessary and sufficient conditions to solve parabolic Anderson model with rough noise. arXiv:2206.02641 Preprint, arXiv:2206.02641 [math.PR] (2022). MSC: 60H15 60H05 60H07 26D15 BibTeX Cite \textit{S. Liu} et al., ``Necessary and sufficient conditions to solve parabolic Anderson model with rough noise'', Preprint, arXiv:2206.02641 [math.PR] (2022) Full Text: arXiv OA License
Chen, Yong; Cheng, Yumin The Berry-Esséen Upper Bounds of Vasicek Model Estimators. arXiv:2205.14632 Preprint, arXiv:2205.14632 [math.ST] (2022). MSC: 60H07 60G15 60G22 BibTeX Cite \textit{Y. Chen} and \textit{Y. Cheng}, ``The Berry-Ess\'{e}en Upper Bounds of Vasicek Model Estimators'', Preprint, arXiv:2205.14632 [math.ST] (2022) Full Text: arXiv OA License