Zhang, Dewei; Davanloo Tajbakhsh, Sam Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization. (English) Zbl 07644275 J. Optim. Theory Appl. 196, No. 1, 324-361 (2023). MSC: 90Cxx 49-XX PDF BibTeX XML Cite \textit{D. Zhang} and \textit{S. Davanloo Tajbakhsh}, J. Optim. Theory Appl. 196, No. 1, 324--361 (2023; Zbl 07644275) Full Text: DOI arXiv OpenURL
Abeille, Marc; Bouchard, Bruno; Croissant, Lorenzo Diffusive limit approximation of pure-jump optimal stochastic control problems. (English) Zbl 07644268 J. Optim. Theory Appl. 196, No. 1, 147-176 (2023). MSC: 90Cxx 49-XX PDF BibTeX XML Cite \textit{M. Abeille} et al., J. Optim. Theory Appl. 196, No. 1, 147--176 (2023; Zbl 07644268) Full Text: DOI arXiv OpenURL
Huang, Chuying; Wang, Xu Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises. (English) Zbl 07640054 Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023). MSC: 65C30 60H35 60G22 60H07 PDF BibTeX XML Cite \textit{C. Huang} and \textit{X. Wang}, Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023; Zbl 07640054) Full Text: DOI arXiv OpenURL
Kulik, Alexei M.; Peszat, Szymon; Priola, Enrico Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes. (English) Zbl 1499.60192 NoDEA, Nonlinear Differ. Equ. Appl. 30, No. 1, Paper No. 7, 27 p. (2023). MSC: 60H10 60H07 60G51 60J76 PDF BibTeX XML Cite \textit{A. M. Kulik} et al., NoDEA, Nonlinear Differ. Equ. Appl. 30, No. 1, Paper No. 7, 27 p. (2023; Zbl 1499.60192) Full Text: DOI arXiv OpenURL
Xu, Xiaoyan; Yu, Xianye The fractional smoothness of integral functionals driven by Brownian motion. (English) Zbl 1499.60173 Stat. Probab. Lett. 193, Article ID 109717, 11 p. (2023). MSC: 60H07 60G15 60J55 PDF BibTeX XML Cite \textit{X. Xu} and \textit{X. Yu}, Stat. Probab. Lett. 193, Article ID 109717, 11 p. (2023; Zbl 1499.60173) Full Text: DOI OpenURL
Nakatsu, Tomonori On density functions related to discrete time maximum of some one-dimensional diffusion processes. (English) Zbl 07627666 Appl. Math. Comput. 441, Article ID 127672, 16 p. (2023). MSC: 60J60 65C30 60H07 62G32 PDF BibTeX XML Cite \textit{T. Nakatsu}, Appl. Math. Comput. 441, Article ID 127672, 16 p. (2023; Zbl 07627666) Full Text: DOI OpenURL
Wang, Yu; Yan, Zhiguo Pareto-based Stackelberg differential game for stochastic systems with multi-followers. (English) Zbl 07589684 Appl. Math. Comput. 436, Article ID 127512, 13 p. (2023). MSC: 91Axx 93Exx 49Nxx PDF BibTeX XML Cite \textit{Y. Wang} and \textit{Z. Yan}, Appl. Math. Comput. 436, Article ID 127512, 13 p. (2023; Zbl 07589684) Full Text: DOI OpenURL
Dorogovtsev, Andrey Stochastic flows (to appear). (English) Zbl 07330845 Boca Raton, FL: CRC Press (ISBN 978-1-4665-8704-5/hbk). 300 p. (2023). MSC: 60-02 60H07 PDF BibTeX XML Cite \textit{A. Dorogovtsev}, Stochastic flows (to appear). Boca Raton, FL: CRC Press (2023; Zbl 07330845) OpenURL
Balan, Raluca; Chen, Le; Ma, Yiping Parabolic Anderson model with rough noise in space and rough initial conditions. (English) Zbl 07644375 Electron. Commun. Probab. 27, Paper No. 65, 12 p. (2022). MSC: 60H15 60H07 PDF BibTeX XML Cite \textit{R. Balan} et al., Electron. Commun. Probab. 27, Paper No. 65, 12 p. (2022; Zbl 07644375) Full Text: DOI arXiv OpenURL
Halconruy, Hélène Malliavin calculus for marked binomial processes and applications. (English) Zbl 07644241 Electron. J. Probab. 27, Paper No. 164, 39 p. (2022). MSC: 60H07 60J75 60G55 60F05 91G10 PDF BibTeX XML Cite \textit{H. Halconruy}, Electron. J. Probab. 27, Paper No. 164, 39 p. (2022; Zbl 07644241) Full Text: DOI OpenURL
Naganuma, Nobuaki Generalizations of the fourth moment theorem. (English) Zbl 07643888 Probab. Math. Stat. 42, No. 2, 177-194 (2022). MSC: 60F05 33C45 60H07 PDF BibTeX XML Cite \textit{N. Naganuma}, Probab. Math. Stat. 42, No. 2, 177--194 (2022; Zbl 07643888) Full Text: DOI OpenURL
Hillairet, Caroline; Huang, Lorick; Khabou, Mahmoud; Réveillac, Anthony The Malliavin-Stein method for Hawkes functionals. (English) Zbl 07639707 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1293-1328 (2022). MSC: 60G55 60H07 60F99 PDF BibTeX XML Cite \textit{C. Hillairet} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1293--1328 (2022; Zbl 07639707) Full Text: arXiv Link OpenURL
White, R. D.; Alexanderian, A.; Yousefian, O.; Karbalaeisadegh, Y.; Bekele-Maxwell, K.; Kasali, A.; Banks, H. T.; Talmant, M.; Grimal, Q.; Muller, M. Using ultrasonic attenuation in cortical bone to infer distributions on pore size. (English) Zbl 07635573 Appl. Math. Modelling 109, 819-832 (2022). MSC: 65Cxx 49Jxx 49Nxx PDF BibTeX XML Cite \textit{R. D. White} et al., Appl. Math. Modelling 109, 819--832 (2022; Zbl 07635573) Full Text: DOI OpenURL
Jafari, Hossein; Zhao, Yiqiang Q. Bounds for the expected supremum of some non-stationary Gaussian processes. (English) Zbl 07629427 Stochastics 94, No. 7, 1031-1053 (2022). MSC: 60G15 60H05 60G22 60H07 PDF BibTeX XML Cite \textit{H. Jafari} and \textit{Y. Q. Zhao}, Stochastics 94, No. 7, 1031--1053 (2022; Zbl 07629427) Full Text: DOI OpenURL
Li, Sheng; Qiu, Zhijian Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston’s SV model. (English) Zbl 07625862 Optimization 71, No. 14, 4019-4050 (2022). MSC: 90Cxx 49-XX PDF BibTeX XML Cite \textit{S. Li} and \textit{Z. Qiu}, Optimization 71, No. 14, 4019--4050 (2022; Zbl 07625862) Full Text: DOI OpenURL
Peng, Xingchun; Chen, Fenge Deterministic investment strategy in a DC pension plan with inflation risk under mean-variance criterion. (English) Zbl 07621874 Probab. Eng. Inf. Sci. 36, No. 1, 201-216 (2022). MSC: 91G05 60H07 PDF BibTeX XML Cite \textit{X. Peng} and \textit{F. Chen}, Probab. Eng. Inf. Sci. 36, No. 1, 201--216 (2022; Zbl 07621874) Full Text: DOI OpenURL
Balan, Raluca M. Stratonovich solution for the wave equation. (English) Zbl 07621024 J. Theor. Probab. 35, No. 4, 2643-2689 (2022). MSC: 60H15 60H07 35L05 35R60 PDF BibTeX XML Cite \textit{R. M. Balan}, J. Theor. Probab. 35, No. 4, 2643--2689 (2022; Zbl 07621024) Full Text: DOI arXiv OpenURL
Nishimura, Tsubasa; Yasutomi, Kenji; Yuasa, Tomooki Higher-order error estimates of the discrete-time Clark-Ocone formula. (English) Zbl 07621019 J. Theor. Probab. 35, No. 4, 2518-2539 (2022). MSC: 60H07 PDF BibTeX XML Cite \textit{T. Nishimura} et al., J. Theor. Probab. 35, No. 4, 2518--2539 (2022; Zbl 07621019) Full Text: DOI arXiv OpenURL
Nourdin, Ivan; Zheng, Guangqu Asymptotic behavior of large Gaussian correlated Wishart matrices. (English) Zbl 07621011 J. Theor. Probab. 35, No. 4, 2239-2268 (2022). MSC: 60B20 60F05 60G22 60H07 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{G. Zheng}, J. Theor. Probab. 35, No. 4, 2239--2268 (2022; Zbl 07621011) Full Text: DOI arXiv OpenURL
Aru, Juhan; Jego, Antoine; Junnila, Janne Density of imaginary multiplicative chaos via Malliavin calculus. (English) Zbl 07620664 Probab. Theory Relat. Fields 184, No. 3-4, 749-803 (2022). MSC: 60G15 60G20 60G57 60G60 60H07 82B21 PDF BibTeX XML Cite \textit{J. Aru} et al., Probab. Theory Relat. Fields 184, No. 3--4, 749--803 (2022; Zbl 07620664) Full Text: DOI arXiv OpenURL
Chouzenoux, Emilie; Fest, Jean-Baptiste SABRINA: a stochastic subspace majorization-minimization algorithm. (English) Zbl 07618997 J. Optim. Theory Appl. 195, No. 3, 919-952 (2022). MSC: 90Cxx 49-XX PDF BibTeX XML Cite \textit{E. Chouzenoux} and \textit{J.-B. Fest}, J. Optim. Theory Appl. 195, No. 3, 919--952 (2022; Zbl 07618997) Full Text: DOI OpenURL
Wang, Hanxiao; Yong, Jiongmin; Zhou, Chao Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators. (English) Zbl 07617811 Probab. Uncertain. Quant. Risk 7, No. 4, 301-332 (2022). MSC: 60H20 60H10 93E20 60H07 PDF BibTeX XML Cite \textit{H. Wang} et al., Probab. Uncertain. Quant. Risk 7, No. 4, 301--332 (2022; Zbl 07617811) Full Text: DOI arXiv OpenURL
Marx, Victor A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle. (English) Zbl 1499.60198 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 4, 1559-1618 (2022). MSC: 60H10 60H07 60H30 60K35 60J60 PDF BibTeX XML Cite \textit{V. Marx}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 4, 1559--1618 (2022; Zbl 1499.60198) Full Text: DOI arXiv OpenURL
Bally, Vlad; Qin, Yifeng Total variation distance between a jump-equation and its Gaussian approximation. (English) Zbl 1499.60144 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 3, 1211-1260 (2022). MSC: 60G51 60H10 60H07 60J76 PDF BibTeX XML Cite \textit{V. Bally} and \textit{Y. Qin}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 3, 1211--1260 (2022; Zbl 1499.60144) Full Text: DOI arXiv OpenURL
Balan, Raluca M.; Nualart, David; Quer-Sardanyons, Lluís; Zheng, Guangqu The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. (English) Zbl 07612990 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 3, 757-827 (2022). MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{R. M. Balan} et al., Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 3, 757--827 (2022; Zbl 07612990) Full Text: DOI arXiv OpenURL
Namgalauri, Ekaterine; Purtukhia, Omar; Zerakidze, Zurab Stochastic integral representation of past-dependent non-smooth Brownian functionals. (English) Zbl 1497.60071 Bull. TICMI 26, No. 1, 3-18 (2022). MSC: 60H05 60H07 PDF BibTeX XML Cite \textit{E. Namgalauri} et al., Bull. TICMI 26, No. 1, 3--18 (2022; Zbl 1497.60071) Full Text: Link OpenURL
Schulz, Volker H. Book review of: N. U. Ahmed and S. Wang, Optimal control of dynamic systems driven by vector measures. Theory and applications. (English) Zbl 07611925 SIAM Rev. 64, No. 4, 1094-1095 (2022). MSC: 00A17 49-02 93-02 93Exx 49J15 49J55 49J45 49N25 PDF BibTeX XML Cite \textit{V. H. Schulz}, SIAM Rev. 64, No. 4, 1094--1095 (2022; Zbl 07611925) Full Text: DOI OpenURL
Schulz, Volker H. Book review of: E. Alos and D. Garcia Lorite, Malliavin calculus in finance. Theory and practice. (English) Zbl 07611923 SIAM Rev. 64, No. 4, 1092 (2022). MSC: 00A17 91-02 91G20 60H07 60G22 PDF BibTeX XML Cite \textit{V. H. Schulz}, SIAM Rev. 64, No. 4, 1092 (2022; Zbl 07611923) Full Text: DOI OpenURL
Dhoyer, Rémi; Tudor, Ciprian A. Spatial average for the solution to the heat equation with Rosenblatt noise. (English) Zbl 1500.60037 Stochastic Anal. Appl. 40, No. 6, 951-966 (2022). Reviewer: Feng-Yu Wang (Tianjin) MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{R. Dhoyer} and \textit{C. A. Tudor}, Stochastic Anal. Appl. 40, No. 6, 951--966 (2022; Zbl 1500.60037) Full Text: DOI OpenURL
Del Moral, P.; Singh, S. S. Backward Itô-Ventzell and stochastic interpolation formulae. (English) Zbl 07608415 Stochastic Processes Appl. 154, 197-250 (2022). MSC: 47D07 93E15 60H07 PDF BibTeX XML Cite \textit{P. Del Moral} and \textit{S. S. Singh}, Stochastic Processes Appl. 154, 197--250 (2022; Zbl 07608415) Full Text: DOI arXiv OpenURL
Roubi, Abdallah; Mezerdi, Mohamed Amine Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon. (English) Zbl 1499.60203 Random Oper. Stoch. Equ. 30, No. 3, 183-195 (2022). MSC: 60H10 60H07 49N90 PDF BibTeX XML Cite \textit{A. Roubi} and \textit{M. A. Mezerdi}, Random Oper. Stoch. Equ. 30, No. 3, 183--195 (2022; Zbl 1499.60203) Full Text: DOI OpenURL
Pimentel, Leandro P. R. Integration by parts and the KPZ two-point function. (English) Zbl 1498.60135 Ann. Probab. 50, No. 5, 1755-1780 (2022). MSC: 60F99 60H07 60K35 82C22 82D60 60J65 PDF BibTeX XML Cite \textit{L. P. R. Pimentel}, Ann. Probab. 50, No. 5, 1755--1780 (2022; Zbl 1498.60135) Full Text: DOI arXiv OpenURL
Garino, Valentin; Nourdin, Ivan; Vallois, Pierre Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. (English) Zbl 07601329 Electron. J. Probab. 27, Paper No. 130, 43 p. (2022). Reviewer: Nicolas Privault (Singapore) MSC: 60H05 60F05 60G15 60H07 60G22 PDF BibTeX XML Cite \textit{V. Garino} et al., Electron. J. Probab. 27, Paper No. 130, 43 p. (2022; Zbl 07601329) Full Text: DOI arXiv OpenURL
Diaz, Mario; Jaramillo, Arturo; Pardo, Juan Carlos Fluctuations for matrix-valued Gaussian processes. (English. French summary) Zbl 1498.60030 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2216-2249 (2022). MSC: 60B20 60F05 60G15 60H05 60H07 PDF BibTeX XML Cite \textit{M. Diaz} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 4, 2216--2249 (2022; Zbl 1498.60030) Full Text: DOI arXiv Link OpenURL
Bakhtin, Yuri; Chen, Hong-Bin; Pajor-Gyulai, Zsolt Erratum to: “Malliavin calculus approach to long exit times from an unstable equilibrium”. (English) Zbl 07599000 Ann. Appl. Probab. 32, No. 4, 3199-3200 (2022). MSC: 60H07 60H10 60J60 PDF BibTeX XML Cite \textit{Y. Bakhtin} et al., Ann. Appl. Probab. 32, No. 4, 3199--3200 (2022; Zbl 07599000) Full Text: DOI OpenURL
Lachièze-Rey, Raphaël; Peccati, Giovanni; Yang, Xiaochuan Quantitative two-scale stabilization on the Poisson space. (English) Zbl 1498.60092 Ann. Appl. Probab. 32, No. 4, 3085-3145 (2022). MSC: 60F05 60H07 60G55 60D05 60G60 PDF BibTeX XML Cite \textit{R. Lachièze-Rey} et al., Ann. Appl. Probab. 32, No. 4, 3085--3145 (2022; Zbl 1498.60092) Full Text: DOI arXiv OpenURL
Elbarrimi, Oussama On the stability of mean-field stochastic differential equations with irregular expectation functional. (English) Zbl 07598398 Stoch. Dyn. 22, No. 6, Article ID 2250020, 15 p. (2022). MSC: 60H10 60H07 PDF BibTeX XML Cite \textit{O. Elbarrimi}, Stoch. Dyn. 22, No. 6, Article ID 2250020, 15 p. (2022; Zbl 07598398) Full Text: DOI OpenURL
di Nunno, Giulia On stochastic control for time changed Lévy dynamics. (English) Zbl 1498.49065 S\(\vec{\text{e}}\)MA J. 79, No. 3, 529-547 (2022). MSC: 49N70 91A30 93E20 60H07 60H20 60G60 PDF BibTeX XML Cite \textit{G. di Nunno}, S\(\vec{\text{e}}\)MA J. 79, No. 3, 529--547 (2022; Zbl 1498.49065) Full Text: DOI OpenURL
Nualart, David; Xia, Panqiu; Zheng, Guangqu Quantitative central limit theorems for the parabolic Anderson model driven by colored noises. (English) Zbl 1498.60094 Electron. J. Probab. 27, Paper No. 120, 43 p. (2022). MSC: 60F05 60H07 60H15 60G22 PDF BibTeX XML Cite \textit{D. Nualart} et al., Electron. J. Probab. 27, Paper No. 120, 43 p. (2022; Zbl 1498.60094) Full Text: DOI arXiv Link OpenURL
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan Multivariate normal approximation on the Wiener space: new bounds in the convex distance. (English) Zbl 1497.60027 J. Theor. Probab. 35, No. 3, 2020-2037 (2022). MSC: 60F05 60G15 60H07 PDF BibTeX XML Cite \textit{I. Nourdin} et al., J. Theor. Probab. 35, No. 3, 2020--2037 (2022; Zbl 1497.60027) Full Text: DOI arXiv OpenURL
Inahama, Yuzuru; Pei, Bin Positivity of the density for rough differential equations. (English) Zbl 07594401 J. Theor. Probab. 35, No. 3, 1863-1877 (2022). MSC: 60L20 60H07 60G15 PDF BibTeX XML Cite \textit{Y. Inahama} and \textit{B. Pei}, J. Theor. Probab. 35, No. 3, 1863--1877 (2022; Zbl 07594401) Full Text: DOI arXiv OpenURL
Sun, Xichao; Yan, Litan; Ge, Yong The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications. (English) Zbl 07594386 J. Theor. Probab. 35, No. 3, 1423-1478 (2022). MSC: 60G22 60H07 60F05 62M09 PDF BibTeX XML Cite \textit{X. Sun} et al., J. Theor. Probab. 35, No. 3, 1423--1478 (2022; Zbl 07594386) Full Text: DOI OpenURL
Gu, Yu; Komorowski, Tomasz Gaussian fluctuations of replica overlap in directed polymers. (English) Zbl 07592530 Electron. Commun. Probab. 27, Paper No. 33, 12 p. (2022). MSC: 60H07 60H15 82D60 PDF BibTeX XML Cite \textit{Y. Gu} and \textit{T. Komorowski}, Electron. Commun. Probab. 27, Paper No. 33, 12 p. (2022; Zbl 07592530) Full Text: DOI arXiv OpenURL
Udoye, Adaobi M.; Ekhaguere, Godwin O. S. Sensitivity analysis of a class of interest rate derivatives in a variance gamma Lévy market. (English) Zbl 07587162 Palest. J. Math. 11, No. 2, 159-176 (2022). MSC: 60H07 91G30 60G15 60H99 PDF BibTeX XML Cite \textit{A. M. Udoye} and \textit{G. O. S. Ekhaguere}, Palest. J. Math. 11, No. 2, 159--176 (2022; Zbl 07587162) Full Text: Link OpenURL
Kharrat, Mohamed; Bastin, Fabian Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing. (English) Zbl 1498.91446 Turk. J. Math. 46, No. 1, 71-86 (2022). MSC: 91G20 60G40 60H07 PDF BibTeX XML Cite \textit{M. Kharrat} and \textit{F. Bastin}, Turk. J. Math. 46, No. 1, 71--86 (2022; Zbl 1498.91446) Full Text: DOI OpenURL
Tran, Ngoc Khue; Ngo, Hoang-Long LAMN property for multivariate inhomogeneous diffusions with discrete observations. (English) Zbl 07578469 Electron. J. Stat. 16, No. 2, 4275-4331 (2022). MSC: 62M05 62F12 60H07 60J60 PDF BibTeX XML Cite \textit{N. K. Tran} and \textit{H.-L. Ngo}, Electron. J. Stat. 16, No. 2, 4275--4331 (2022; Zbl 07578469) Full Text: DOI Link OpenURL
Gao, Xiangyu; Wang, Jianqiao; Wang, Yanxia; Yang, Hongfu The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion. (English) Zbl 1498.60287 Stat. Probab. Lett. 189, Article ID 109573, 12 p. (2022). MSC: 60H35 60H07 60H10 65C30 PDF BibTeX XML Cite \textit{X. Gao} et al., Stat. Probab. Lett. 189, Article ID 109573, 12 p. (2022; Zbl 1498.60287) Full Text: DOI OpenURL
Balan, Raluca M.; Yuan, Wangjun Spatial integral of the solution to hyperbolic Anderson model with time-independent noise. (English) Zbl 1496.60069 Stochastic Processes Appl. 152, 177-207 (2022). MSC: 60H15 60H07 60G15 60F17 PDF BibTeX XML Cite \textit{R. M. Balan} and \textit{W. Yuan}, Stochastic Processes Appl. 152, 177--207 (2022; Zbl 1496.60069) Full Text: DOI arXiv OpenURL
Cui, Jianbo; Hong, Jialin; Sheng, Derui Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation. (English) Zbl 07574504 Math. Comput. 91, No. 337, 2283-2333 (2022). MSC: 60H10 60H07 65C30 PDF BibTeX XML Cite \textit{J. Cui} et al., Math. Comput. 91, No. 337, 2283--2333 (2022; Zbl 07574504) Full Text: DOI arXiv OpenURL
Chen, Junchao; Frikha, Noufel; Li, Houzhi Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift. (English) Zbl 1492.60200 ESAIM, Probab. Stat. 26, 304-351 (2022). MSC: 60H20 60H07 60H30 65C05 65C30 PDF BibTeX XML Cite \textit{J. Chen} et al., ESAIM, Probab. Stat. 26, 304--351 (2022; Zbl 1492.60200) Full Text: DOI arXiv OpenURL
Iguchi, Yuga; Yamada, Toshihiro Weak approximation of SDEs for tempered distributions and applications. (English) Zbl 1498.60189 Adv. Comput. Math. 48, No. 5, Paper No. 52, 43 p. (2022). MSC: 60H07 60H30 60H35 60J60 65C05 PDF BibTeX XML Cite \textit{Y. Iguchi} and \textit{T. Yamada}, Adv. Comput. Math. 48, No. 5, Paper No. 52, 43 p. (2022; Zbl 1498.60189) Full Text: DOI OpenURL
Son, Ta Cong; Dung, Nguyen Tien; Tan, Nguyen Van; Cuong, Tran Manh; Thao, Hoang Thi Phuong; Tung, Pham Dinh Weak convergence of delay SDEs with applications to Carathéodory approximation. (English) Zbl 1492.65027 Discrete Contin. Dyn. Syst., Ser. B 27, No. 9, 4725-4747 (2022). MSC: 65C30 34K50 60H10 60H07 PDF BibTeX XML Cite \textit{T. C. Son} et al., Discrete Contin. Dyn. Syst., Ser. B 27, No. 9, 4725--4747 (2022; Zbl 1492.65027) Full Text: DOI arXiv OpenURL
Coutin, Laure; Duboscq, Romain; Réveillac, Anthony The Itô-Tanaka trick: a non-semimartingale approach. (English) Zbl 1492.60153 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 881-924 (2022). MSC: 60H07 60H10 60G22 35A02 PDF BibTeX XML Cite \textit{L. Coutin} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 881--924 (2022; Zbl 1492.60153) Full Text: arXiv Link OpenURL
Kuzgun, Sefika; Nualart, David Convergence of densities of spatial averages of stochastic heat equation. (English) Zbl 1493.60097 Stochastic Processes Appl. 151, 68-100 (2022). MSC: 60H15 60H07 60H40 PDF BibTeX XML Cite \textit{S. Kuzgun} and \textit{D. Nualart}, Stochastic Processes Appl. 151, 68--100 (2022; Zbl 1493.60097) Full Text: DOI arXiv OpenURL
Penent, Guillaume; Privault, Nicolas Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians. (English) Zbl 1495.35104 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 446-474 (2022). MSC: 35K58 35B65 35R11 47G30 35S05 35S10 60J85 65R20 60G51 60G52 65C05 45D05 33C05 60H07 PDF BibTeX XML Cite \textit{G. Penent} and \textit{N. Privault}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 446--474 (2022; Zbl 1495.35104) Full Text: DOI arXiv OpenURL
Nualart, David; Zheng, Guangqu Central limit theorems for stochastic wave equations in dimensions one and two. (English) Zbl 1493.60100 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 392-418 (2022). MSC: 60H15 60H07 60G15 60F05 60F17 35L05 35R60 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{G. Zheng}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 392--418 (2022; Zbl 1493.60100) Full Text: DOI arXiv OpenURL
Balan, Raluca M.; Le, Chen; Chen, Xia Exact asymptotics of the stochastic wave equation with time-independent noise. (English) Zbl 07561795 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1590-1620 (2022). MSC: 37L55 35R60 60H07 60H15 PDF BibTeX XML Cite \textit{R. M. Balan} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1590--1620 (2022; Zbl 07561795) Full Text: DOI arXiv OpenURL
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei Central limit theorems for parabolic stochastic partial differential equations. (English. French summary) Zbl 1492.60076 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1052-1077 (2022). MSC: 60F17 60F05 60H07 60H15 PDF BibTeX XML Cite \textit{L. Chen} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 2, 1052--1077 (2022; Zbl 1492.60076) Full Text: DOI arXiv OpenURL
Addona, Davide; Muratori, Matteo; Rossi, Maurizia On the equivalence of Sobolev norms in Malliavin spaces. (English) Zbl 07557259 J. Funct. Anal. 283, No. 7, Article ID 109600, 41 p. (2022). MSC: 60H07 39B62 60G15 46E35 PDF BibTeX XML Cite \textit{D. Addona} et al., J. Funct. Anal. 283, No. 7, Article ID 109600, 41 p. (2022; Zbl 07557259) Full Text: DOI arXiv OpenURL
Privault, Nicolas; Serafin, Grzegorz Normal approximation for generalized \(U\)-statistics and weighted random graphs. (English) Zbl 07554292 Stochastics 94, No. 3, 432-458 (2022). Reviewer: Nikolaos Fountoulakis (Birmingham) MSC: 60C05 05C80 60F05 60H07 PDF BibTeX XML Cite \textit{N. Privault} and \textit{G. Serafin}, Stochastics 94, No. 3, 432--458 (2022; Zbl 07554292) Full Text: DOI arXiv OpenURL
Chen, Fenge; Li, Bing; Peng, Xingchun Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment. (English) Zbl 1492.91278 Methodol. Comput. Appl. Probab. 24, No. 2, 635-659 (2022). MSC: 91G05 91G10 93E20 60H07 60H30 PDF BibTeX XML Cite \textit{F. Chen} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 635--659 (2022; Zbl 1492.91278) Full Text: DOI OpenURL
Privault, Nicolas; Serafin, Grzegorz Berry-Esseen bounds for functionals of independent random variables. (English) Zbl 1492.60059 Electron. J. Probab. 27, Paper No. 71, 37 p. (2022). MSC: 60F05 60G57 60H07 62G99 PDF BibTeX XML Cite \textit{N. Privault} and \textit{G. Serafin}, Electron. J. Probab. 27, Paper No. 71, 37 p. (2022; Zbl 1492.60059) Full Text: DOI arXiv OpenURL
Marinelli, Carlo; Quer-Sardanyons, Lluís Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise. (English) Zbl 1489.60098 Potential Anal. 57, No. 2, 243-261 (2022). MSC: 60H07 60H15 PDF BibTeX XML Cite \textit{C. Marinelli} and \textit{L. Quer-Sardanyons}, Potential Anal. 57, No. 2, 243--261 (2022; Zbl 1489.60098) Full Text: DOI arXiv OpenURL
Benth, Fred Espen; Galimberti, Luca Stochastic integrals and Gelfand integration in Fréchet spaces. (English) Zbl 1494.60057 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 2, Article ID 2250007, 35 p. (2022). MSC: 60H05 60H15 46F25 60H07 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{L. Galimberti}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 2, Article ID 2250007, 35 p. (2022; Zbl 1494.60057) Full Text: DOI arXiv OpenURL
Čoupek, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bozenna A stochastic calculus for Rosenblatt processes. (English) Zbl 1494.60058 Stochastic Processes Appl. 150, 853-885 (2022). MSC: 60H05 60H07 60G22 PDF BibTeX XML Cite \textit{P. Čoupek} et al., Stochastic Processes Appl. 150, 853--885 (2022; Zbl 1494.60058) Full Text: DOI arXiv OpenURL
Bayraktar, Erhan; Keller, Christian Path-dependent Hamilton-Jacobi equations with super-quadratic growth in the gradient and the vanishing viscosity method. (English) Zbl 1492.60183 SIAM J. Control Optim. 60, No. 3, 1690-1711 (2022). MSC: 60H15 49L25 35F21 35K10 60F10 60H30 49J52 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{C. Keller}, SIAM J. Control Optim. 60, No. 3, 1690--1711 (2022; Zbl 1492.60183) Full Text: DOI arXiv OpenURL
Bally, Vlad; Caramellino, Lucia; Kohatsu-Higa, Arturo Using moment approximations to study the density of jump driven SDEs. (English) Zbl 1492.60127 Electron. J. Probab. 27, Paper No. 61, 21 p. (2022). MSC: 60G51 60H07 60H20 44A60 PDF BibTeX XML Cite \textit{V. Bally} et al., Electron. J. Probab. 27, Paper No. 61, 21 p. (2022; Zbl 1492.60127) Full Text: DOI OpenURL
Huang, Xing; Wang, Feng-Yu Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise. (English) Zbl 1487.60108 J. Math. Anal. Appl. 514, No. 1, Article ID 126301, 21 p. (2022). MSC: 60H10 60H07 60J10 PDF BibTeX XML Cite \textit{X. Huang} and \textit{F.-Y. Wang}, J. Math. Anal. Appl. 514, No. 1, Article ID 126301, 21 p. (2022; Zbl 1487.60108) Full Text: DOI arXiv OpenURL
Liu, Shuhui; Hu, Yaozhong; Wang, Xiong Nonlinear stochastic wave equation driven by rough noise. (English) Zbl 1489.60116 J. Differ. Equations 331, 99-161 (2022). MSC: 60H15 60H07 60G15 60G22 PDF BibTeX XML Cite \textit{S. Liu} et al., J. Differ. Equations 331, 99--161 (2022; Zbl 1489.60116) Full Text: DOI arXiv OpenURL
Akiyama, Naho; Yamada, Toshihiro A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting. (English) Zbl 1491.60078 Monte Carlo Methods Appl. 28, No. 2, 97-110 (2022). MSC: 60H07 60H35 65C05 65C30 91G60 PDF BibTeX XML Cite \textit{N. Akiyama} and \textit{T. Yamada}, Monte Carlo Methods Appl. 28, No. 2, 97--110 (2022; Zbl 1491.60078) Full Text: DOI OpenURL
Liu, Q. H. Asynchronous finite differences in most probable distribution with finite numbers of particles. (English) Zbl 1497.81132 Ann. Phys. 441, Article ID 168884, 9 p. (2022). MSC: 81V70 81V72 65M06 60H07 PDF BibTeX XML Cite \textit{Q. H. Liu}, Ann. Phys. 441, Article ID 168884, 9 p. (2022; Zbl 1497.81132) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{R. Dhoyer} and \textit{C. A. Tudor}, Theory Probab. Math. Stat. 106, 105--119 (2022; Zbl 1495.60056) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. Zhang} et al., Stochastics 94, No. 4, 519--536 (2022; Zbl 1495.60047) Full Text: DOI arXiv OpenURL
Jang, Geunsoo; Cho, Giphil Optimal harvest strategy based on a discrete age-structured model with monthly fishing effort for chub mackerel, Scomber japonicus, in South Korea. (English) Zbl 07529360 Appl. Math. Comput. 425, Article ID 127059, 17 p. (2022). MSC: 92Dxx 49Nxx 60Hxx PDF BibTeX XML Cite \textit{G. Jang} and \textit{G. Cho}, Appl. Math. Comput. 425, Article ID 127059, 17 p. (2022; Zbl 07529360) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{H. Rindler}, Monatsh. Math. 198, No. 2, 483--484 (2022; Zbl 1491.00022) OpenURL
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 PDF BibTeX XML Cite \textit{F. Mahmoudi} and \textit{M. Tahmasebi}, Comput. Methods Differ. Equ. 10, No. 2, 538--548 (2022; Zbl 1499.65018) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. Pannier}, Bernoulli 28, No. 3, 1961--1985 (2022; Zbl 1494.60060) Full Text: DOI arXiv Link OpenURL
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 PDF BibTeX XML Cite \textit{X. Peng} et al., Electron. J. Probab. 27, Paper No. 55, 31 p. (2022; Zbl 1487.60127) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{G.-R. Liu} et al., Electron. J. Probab. 27, Paper No. 48, 27 p. (2022; Zbl 1492.60142) Full Text: DOI arXiv OpenURL
Zhao, Guohuan SDEs with random and irregular coefficients. (English) Zbl 07523074 Rev. Mat. Iberoam. 38, No. 3, 947-980 (2022). Reviewer: Stefan Tappe (Freiburg) MSC: 60H07 60H10 60H15 PDF BibTeX XML Cite \textit{G. Zhao}, Rev. Mat. Iberoam. 38, No. 3, 947--980 (2022; Zbl 07523074) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{M. Duerinckx} et al., Ann. Appl. Probab. 32, No. 2, 1179--1209 (2022; Zbl 1487.60006) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{S. Bhamidi} et al., Ann. Appl. Probab. 32, No. 2, 1112--1178 (2022; Zbl 1487.05239) Full Text: DOI arXiv OpenURL
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 07517659 J. Theor. Probab. 35, No. 2, 714-771 (2022). MSC: 60H07 60H10 60H50 PDF BibTeX XML Cite \textit{D. Baños} et al., J. Theor. Probab. 35, No. 2, 714--771 (2022; Zbl 07517659) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{B. Bouchard} et al., Stochastic Processes Appl. 148, 299--323 (2022; Zbl 1491.60074) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{R. Naito} and \textit{T. Yamada}, BIT 62, No. 2, 521--559 (2022; Zbl 1487.35368) Full Text: DOI OpenURL
Geng, Xi; Ouyang, Cheng; Tindel, Samy Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case. (English) Zbl 07512873 Ann. Probab. 50, No. 2, 649-687 (2022). MSC: 60H10 60G22 60H07 60L20 PDF BibTeX XML Cite \textit{X. Geng} et al., Ann. Probab. 50, No. 2, 649--687 (2022; Zbl 07512873) Full Text: DOI arXiv Link OpenURL
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 PDF BibTeX XML Cite \textit{P. Chen} et al., Appl. Math. Optim. 85, No. 2, Paper No. 15, 40 p. (2022; Zbl 1500.60030) Full Text: DOI arXiv OpenURL
Friz, Peter K.; Klose, Tom Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM. (English) Zbl 07510671 J. Funct. Anal. 283, No. 1, Article ID 109446, 86 p. (2022). MSC: 60H17 60L30 60H15 60H07 PDF BibTeX XML Cite \textit{P. K. Friz} and \textit{T. Klose}, J. Funct. Anal. 283, No. 1, Article ID 109446, 86 p. (2022; Zbl 07510671) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{J. Bedrossian} et al., J. Eur. Math. Soc. (JEMS) 24, No. 6, 1893--1990 (2022; Zbl 1496.76040) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
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 PDF BibTeX XML Cite \textit{O. Assaad} et al., Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 1, 223--254 (2022; Zbl 1497.60083) Full Text: DOI arXiv OpenURL
Muroi, Yoshifumi Computation of Greeks using the discrete Malliavin calculus and binomial tree. (English) Zbl 07504336 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 PDF BibTeX XML Cite \textit{Y. Muroi}, Computation of Greeks using the discrete Malliavin calculus and binomial tree. Singapore: Springer (2022; Zbl 07504336) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
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 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., J. Funct. Anal. 282, No. 11, Article ID 109450, 33 p. (2022; Zbl 1490.60051) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{N. Tien Dung} et al., C. R., Math., Acad. Sci. Paris 360, 151--159 (2022; Zbl 1498.60154) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \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 OpenURL
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 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., J. Theor. Probab. 35, No. 1, 484--527 (2022; Zbl 1484.60046) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{J. Gehringer} and \textit{X.-M. Li}, J. Theor. Probab. 35, No. 1, 426--456 (2022; Zbl 1486.60062) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{C. Ouyang} and \textit{W. Roberson-Vickery}, Electron. Commun. Probab. 27, Paper No. 15, 12 p. (2022; Zbl 1492.60302) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{F. Pu}, Trans. Am. Math. Soc. 375, No. 4, 2481--2509 (2022; Zbl 1484.60070) Full Text: DOI arXiv OpenURL