Han, Yuecai; Zhang, Dingwen Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers. (English) Zbl 07983463 Stochastics 97, No. 1, 1-20 (2025). MSC: 62F12 62M09 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Dhayal, Rajesh; Malik, Muslim Stability analysis of damped fractional stochastic differential systems with Poisson jumps: an successive approximation approach. (English) Zbl 07982103 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 56, No. 1, 170-182 (2025). MSC: 93-XX 37L55 26A33 39A30 60G05 × Cite Format Result Cite Review PDF Full Text: DOI
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
Xia, Weixuan Set-valued stochastic integrals for convoluted Lévy processes. (English) Zbl 07975113 J. Math. Anal. Appl. 545, No. 1, Article ID 129076, 28 p. (2025). MSC: 60H05 60G51 60G57 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sathiyaraj, T.; Balasubramaniam, P.; Ratnavelu, K. Controllability of non-instantaneous impulsive large-scale neutral fractional stochastic systems with Poisson jumps. (English) Zbl 07971745 Rend. Circ. Mat. Palermo (2) 74, No. 1, Paper No. 37, 29 p. (2025). MSC: 93B05 26A33 93E03 31A30 × Cite Format Result Cite Review PDF Full Text: DOI
Nie, Daxin; Sun, Jing; Deng, Weihua Numerical approximation for stochastic nonlinear fractional diffusion equation driven by rough noise. (English) Zbl 07971372 ESAIM, Math. Model. Numer. Anal. 59, No. 1, 389-418 (2025). MSC: 65M60 65M06 65N30 65D32 65C30 65M12 65M15 60G22 35B65 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ilolov, Mamadsho; Kuchakshoev, Kholiknazar Stability of solutions of time fractional stochastic differential equations. (English) Zbl 07971203 J. Math. Sci., New York 287, No. 1, 1-14 (2025). MSC: 60H10 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Tudor, Ciprian A. Multidimensional Stein method and quantitative asymptotic independence. (English) Zbl 07968216 Trans. Am. Math. Soc. 378, No. 2, 1127-1165 (2025). MSC: 60F05 60G15 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bentaleb, Abdellatif; Hafidi, Ali Integral inequalities related to the uniform measure on \([0,1]\). (English) Zbl 07965335 Rend. Circ. Mat. Palermo (2) 74, No. 1, Paper No. 8, 5 p. (2025). MSC: 35A23 35J20 35K10 46E35 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Mostovyi, Oleksii; Siorpaes, Pietro Pricing of contingent claims in large markets. (English) Zbl 07963954 Finance Stoch. 29, No. 1, 177-217 (2025). MSC: 91Gxx 93E20 91G10 91G15 60H30 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Dung, Nguyen Tien Some new concentration inequalities for the Itô stochastic integral. (English) Zbl 07938585 Bernoulli 31, No. 1, 692-708 (2025). MSC: 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ji, Un Cig; Obata, Nobuaki Transforms in quantum white noise (to appear). (English) Zbl 07662194 Singapore: World Scientific (ISBN 978-981-4635-54-7/hbk). (2025). MSC: 60-02 81-02 60H40 60H05 81S25 81V70 81S25 × Cite Format Result Cite Review PDF Full Text: DOI
Elmansouri, Badr; Otmani, Mohamed El \(\mathbb{L}^p\)-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients. arXiv:2501.15600 Preprint, arXiv:2501.15600 [math.PR] (2025). MSC: 60H05 60H10 34F05 35R60 60H30 × Cite Format Result Cite Full Text: arXiv
Andrade, Mauricio Daros; Bhattacharya, Bhaswar B. Monochromatic Subgraphs in Randomly Colored Dense Multiplex Networks. arXiv:2501.07821 Preprint, arXiv:2501.07821 [math.PR] (2025). MSC: 05C15 60C05 60F05 60H05 05C80 × Cite Format Result Cite Full Text: arXiv
Simpson, Alex Stochastic Calculus via Stopping Derivatives. arXiv:2501.02862 Preprint, arXiv:2501.02862 [math.PR] (2025). MSC: 60H99 60G07 60G48 60H05 × Cite Format Result Cite Full Text: arXiv
Guo, Changhong; Fang, Shaomei; He, Yong; Zhang, Yong Stochastic calculus for fractional \(G\)-Brownian motion and its application to mathematical finance. (English) Zbl 07982976 Markov Process. Relat. Fields 30, No. 4, 477-524 (2024). MSC: 60G22 60G65 60H05 91G80 × Cite Format Result Cite Review PDF Full Text: Link
Seleši, Dora Virus diffusion modeling via fractional stochastic differential equations. (English) Zbl 07980652 Chatzakou, Marianna (ed.) et al., Women in analysis and PDE. Contributions given by female speakers during many scientific events of GAPC since 2019. Cham: Birkhäuser. Trends Math., Res. Perspect. Ghent Anal. PDE Cent. 5, 333-342 (2024). MSC: 26A33 60H10 60H15 60J70 92D30 × Cite Format Result Cite Review PDF Full Text: DOI
Paikaray, Prit Pritam; Parida, Nigam Chandra; Beuria, Sanghamitra; Nikan, Omid Numerical approximation of nonlinear stochastic Volterra integral equation based on Walsh function. (English) Zbl 07980271 S\(\vec{\text{e}}\)MA J. 81, No. 4, 665-678 (2024). MSC: 65C30 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Han, Xiyue; Schied, Alexander A criterion for absolute continuity relative to the law of fractional Brownian motion. (English) Zbl 07977952 Electron. Commun. Probab. 29, Paper No. 80, 10 p. (2024). MSC: 60G22 60H20 26A33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ayache, Antoine Harmonizable fractional stable motion: asymptotically normal estimators for both parameters. (English) Zbl 07977749 Electron. J. Stat. 18, No. 2, 4459-4498 (2024). MSC: 60G22 60F15 60H05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Akahori, Jirô; Namba, Ryuya; Watanabe, Atsuhito The SIML method without microstructure noise. (English) Zbl 07973753 Jpn. J. Stat. Data Sci. 7, No. 2, 677-700 (2024). MSC: 62P05 62G20 60F05 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Duan, Yubo; Jiang, Yiming; Wei, Yawei; Xu, Mengjiao Stochastic wave equation with Marchaud fractional derivative. (English) Zbl 07966555 Ann. Math. Sci. Appl. 9, No. 3, 531-557 (2024). MSC: 60H15 35R60 35L05 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Chevyrev, Ilya; Korepanov, Alexey; Melbourne, Ian Superdiffusive limits beyond the Marcus regime for deterministic fast-slow systems. (English) Zbl 07965286 Commun. Am. Math. Soc. 4, 746-786 (2024). MSC: 60H10 60G51 37A50 37C83 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Wei; Ni, Jinbo Some new results on Itô-Doob Hadamard fractional stochastic pantograph equations in \(L^p\) spaces. (English) Zbl 07965212 Qual. Theory Dyn. Syst. 23, Suppl. 1, Paper No. 302, 27 p. (2024). MSC: 60H10 34A08 34K50 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Samadyar, Nasrin; Ordokhani, Yadollah Approximate solution of stochastic Allen-Cahn equation of fractional order using finite difference and RBF-based meshfree method. (English) Zbl 07964492 Lith. Math. J. 64, No. 4, 514-529 (2024). MSC: 60H35 60H15 35R60 65C30 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Privault, Nicolas Asymptotic analysis of \(k\)-hop connectivity in the 1D unit disk random graph model. (English) Zbl 07962636 Methodol. Comput. Appl. Probab. 26, No. 4, Paper No. 47, 26 p. (2024). MSC: 05C80 60G55 60F05 60B10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ando, Masayuki; Fukasawa, Masaaki When to efficiently rebalance a portfolio. (English) Zbl 07962488 Quant. Finance 24, No. 9, 1235-1245 (2024). MSC: 91Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Moussaten, Soufiane On the cross-variation of a class of stochastic processes. (English) Zbl 07962222 Results Appl. Math. 24, Article ID 100509, 13 p. (2024). MSC: 60G15 60G18 60H05 60G22 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Badawi, Haneen; Abu Arqub, Omar; Shawagfeh, Nabil Existence, uniqueness, and collocation solutions using the shifted Legendre spectral method for the Hilfer fractional stochastic integro-differential equations regarding stochastic Brownian motion. (English) Zbl 07962217 Results Appl. Math. 24, Article ID 100504, 17 p. (2024). MSC: 65R20 65C30 60H20 45R05 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Niezgoda, Marek Further results on positively homogeneous subadditive functions by using Csiszár f-divergence. (English) Zbl 07962145 Aequationes Math. 98, No. 6, 1579-1597 (2024). MSC: 26D15 26A51 26B25 15B51 15A48 94A17 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Lei; Liu, Bin Random perturbations for the chemotaxis-fluid model with fractional dissipation: global pathwise weak solutions. (English) Zbl 07959999 Electron. J. Probab. 29, Paper No. 165, 56 p. (2024). MSC: 35Q92 35Q30 92C17 76D05 35M31 35B20 35D30 42B25 35A01 35A02 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Schulte, Matthias; Thäle, Christoph Moderate deviations on Poisson chaos. (English) Zbl 07959980 Electron. J. Probab. 29, Paper No. 146, 27 p. (2024). MSC: 60G55 60F10 60D05 60G51 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Miller, Jared; Smith, Roy S. Peak estimation of rational systems using convex optimization. (English) Zbl 07957358 Eur. J. Control 80, Article ID 101088, 9 p. (2024). MSC: 93E10 90C23 28A35 93C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gamain, Julie; Tudor, Ciprian A. Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries. (English) Zbl 07956236 Random Matrices Theory Appl. 13, No. 4, Article ID 2450020, 27 p. (2024). MSC: 60B20 60F05 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Pei, B.; Schmalfuss, B.; Xu, Y. Almost sure averaging for evolution equations driven by fractional Brownian motions. (English) Zbl 07955181 SIAM J. Appl. Dyn. Syst. 23, No. 4, 2807-2852 (2024). MSC: 60H10 60G22 60H05 34C29 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Orlov, Yu. N.; Sakbaev, V. Z. Feynman-Kac formulas for difference-differential equations of retarded type. (English) Zbl 07954445 Lobachevskii J. Math. 45, No. 6, 2567-2576 (2024). MSC: 46T12 47Dxx 60Hxx 81Qxx × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zhang; Yang, Li Well-posedness for anticipated backward stochastic Schrödinger equations. (English) Zbl 07953402 Stochastics 96, No. 4, 1307-1327 (2024). Reviewer: Tullio Zolezzi (Genova) MSC: 49K40 49K45 35Q55 60H15 60H05 60G99 × Cite Format Result Cite Review PDF Full Text: DOI
Gupta, Reema; Chakraverty, Snehashish Pseudo-spectral Galerkin method using shifted Vieta-Fibonacci polynomials for stochastic models: existence, stability, and numerical validation. (English) Zbl 07949661 Methodol. Comput. Appl. Probab. 26, No. 4, Paper No. 44, 20 p. (2024). MSC: 60H35 60H20 60H05 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Alvarado-Solano, Anddy Stochastic integration respect a cylindrical martingale-Lévy process with second moments. (English) Zbl 07949493 Random Oper. Stoch. Equ. 32, No. 4, 415-425 (2024). MSC: 60B11 60G20 60G51 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Sane, Ibrahima; Aidara, Sadibou; Diallo, Amadou Saikou; Manga, Clement Generalized delay BSDE driven by fractional Brownian motion. (English) Zbl 07949492 Random Oper. Stoch. Equ. 32, No. 4, 407-414 (2024). MSC: 60H10 60G22 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Arioui, Fatima Zahra Existence results for a coupled system of fractional stochastic differential equations involving Hilfer derivative. (English) Zbl 07949485 Random Oper. Stoch. Equ. 32, No. 4, 313-327 (2024). MSC: 60H10 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Zhuang; Angstmann, Christopher N.; Han, Daniel; Henry, Bruce I.; Burney, Stuart-James M.; Jacobs, Byron A. An exact stochastic simulation method for fractional order compartment models. (English) Zbl 07947634 SIAM J. Appl. Math. 84, No. 5, 2132-2151 (2024). MSC: 60G22 60K40 92C45 92D30 26A33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yuecaia, Han; Dingwen, Zhang Least squares estimators for reflected Ornstein-Uhlenbeck processes. (English) Zbl 07947308 Commun. Stat., Theory Methods 53, No. 21, 7746-7759 (2024). MSC: 62F12 62M09 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Nazari, Somayeh; Samei, Mohammad Esmael An existence of the solution for generalized system of fractional \(q\)-differential inclusions involving \(p\)-Laplacian operator and sequential derivatives. (English) Zbl 07946132 Bound. Value Probl. 2024, Paper No. 117, 28 p. (2024). MSC: 34A08 34Axx 60-XX 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Araya, Héctor; Torres, Soledad; Tudor, Ciprian A. Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise. (English) Zbl 07946056 Stat. Pap. 65, No. 7, 4745-4766 (2024). MSC: 60H15 60H07 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Young-Ho Derivation of the existence theorem of the solution of the stochastic functional differential equation using conditions given partial weights. (English) Zbl 07944617 Aust. J. Math. Anal. Appl. 21, No. 2, Paper No. 11, 11 p. (2024). MSC: 60H05 60H10 60H20 × Cite Format Result Cite Review PDF Full Text: Link
Fonseca-Mora, C. A. Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces. (English) Zbl 07942923 Stochastic Anal. Appl. 42, No. 4, 797-827 (2024). MSC: 60B11 60G48 60H05 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Di Girolami, Cristina Notion of quadratic variation in Banach spaces. (English) Zbl 07942918 Stochastic Anal. Appl. 42, No. 4, 674-701 (2024). MSC: 60G07 60G48 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Gi-Ren Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos. (English) Zbl 07941422 Stochastic Processes Appl. 178, Article ID 104477, 24 p. (2024). MSC: 60F17 60F05 60G15 60G60 60H07 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Travelletti, Cédric; Ginsbourger, David Disintegration of Gaussian measures for sequential assimilation of linear operator data. (English) Zbl 07941327 Electron. J. Stat. 18, No. 2, 3825-3857 (2024). MSC: 60G15 93E35 28C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Tudor, Ciprian A.; Zurcher, Jérémy Multidimensional Stein’s method for gamma approximation. (English) Zbl 07940625 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 2, 1709-1726 (2024). MSC: 60F05 60G15 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mattner, Lutz A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal. (English) Zbl 07939839 Theory Probab. Math. Stat. 111, 45-122 (2024). MSC: 60F05 60E15 42A85 26D15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Grazieschi, P.; Matetski, K.; Weber, H. Martingale-driven integrals and singular SPDEs. (English) Zbl 07938780 Probab. Theory Relat. Fields 190, No. 3-4, 1063-1120 (2024). MSC: 60H05 60G44 60H17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xiao, Ke; Chen, Yiju; Shen, Jun Asymptotic behavior of non-autonomous fractional stochastic lattice FitzHugh-Nagumo system driven by linear mixed white noise. (English) Zbl 07938762 J. Math. Phys. 65, No. 10, Article ID 102708, 21 p. (2024). MSC: 37L60 37L55 60H15 35R60 35R11 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Brockwell, A. E. Fractional growth portfolio investment. (English) Zbl 1548.91105 Wood, David R. (ed.) et al., 2021–2022 MATRIX annals. Cham: Springer. MATRIX Book Ser. 5, 449-466 (2024). MSC: 91G10 60H10 26A33 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bignamini, Davide A.; De Fazio, Paolo Log-Sobolev inequalities and hypercontractivity for Ornstein-Uhlenbeck evolution operators in infinite dimension. (English) Zbl 07932465 J. Evol. Equ. 24, No. 4, Paper No. 78, 54 p. (2024). MSC: 47D07 35K90 35R60 60H15 28C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jiang, Yiming; Ren, Jingchuang; Wei, Yawei; Xue, Jie Approximate controllability for semilinear fractional stochastic evolution equations. (English) Zbl 07931959 Qual. Theory Dyn. Syst. 23, Suppl. 1, Paper No. 276, 22 p. (2024). MSC: 93B05 34K35 47D60 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Manikin, Boris; Radchenko, Vadym Sample path properties of multidimensional integral with respect to stochastic measure. (English) Zbl 07931649 Mod. Stoch., Theory Appl. 11, No. 4, 421-437 (2024). MSC: 60G17 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Belton, Alexander C. R.; Wills, Stephen J. Feynman-Kac perturbation of \(C^*\) quantum stochastic flows. (English) Zbl 07931636 Indian J. Pure Appl. Math. 55, No. 3, 1062-1083 (2024). Reviewer: Franco Fagnola (Milano) MSC: 46L53 81S25 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Strunjak, Snježana Lubura Stable convergence in law in approximation of stochastic integrals with respect to diffusions. (English) Zbl 07929239 Math. Commun. 29, No. 2, 287-305 (2024). MSC: 60H05 60F99 × Cite Format Result Cite Review PDF Full Text: Link
Boonpogkrong, Varayu; Chew, Tuan Seng; Toh, Tin Lam The non-uniform Riemann approach to stochastic integration. (English) Zbl 07927722 Series in Real Analysis 16. Singapore: World Scientific (ISBN 978-981-98-0122-0/hbk; 978-981-98-0124-4/ebook). xi, 169 p. (2024). MSC: 60-02 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Shuhui; Hu, Yaozhong; Wang, Xiong In search of necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises. (English) Zbl 1548.60085 Electron. J. Probab. 29, Paper No. 140, 48 p. (2024). MSC: 60H15 60H05 60H07 26D15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Altman, Henri Elad Taylor estimates for the laws of pinned Bessel bridges, and integration by parts. (English) Zbl 07927520 Electron. J. Probab. 29, Paper No. 133, 35 p. (2024). MSC: 60H10 60H05 60H17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Campese, Simon; Lengert, Nicolas; Podolskij, Mark Limit theorems for general functionals of Brownian local times. (English) Zbl 1548.60054 Electron. J. Probab. 29, Paper No. 128, 18 p. (2024). MSC: 60F05 60G44 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nguyen Tran Thuan Approximation of stochastic integrals with jumps via weighted BMO approach. (English) Zbl 07927497 Ann. Appl. Probab. 34, No. 5, 4595-4634 (2024). MSC: 60H05 60G48 60H07 60G51 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cavallazzi, Thomas Itô-Krylov’s formula for a flow of measures. (English) Zbl 1547.60053 ESAIM, Probab. Stat. 28, 161-194 (2024). MSC: 60H05 60H50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kuo, Hui-Hsiung; Shrestha, Pujan; Sinha, Sudip; Sundar, Padmanabhan On near-martingales and a class of anticipating linear stochastic differential equations. (English) Zbl 07923760 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 3, Article ID 2350029, 26 p. (2024). MSC: 60H10 60G48 60F10 60G40 60H05 60H07 60H20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Golmankhaneh, Alireza Khalili; Welch, Kerri; Serpa, Cristina; Stamova, Ivanka Stochastic processes and mean square calculus on fractal curves. (English) Zbl 07922084 Random Oper. Stoch. Equ. 32, No. 3, 211-222 (2024). MSC: 28A80 60G12 60G18 60G20 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dhayal, Rajesh; Zhao, Yuxiao; Zhu, Quanxin; Wang, Zengyun; Karimi, Mohammad Approximate controllability of Atangana-Baleanu fractional stochastic differential systems with non-Gaussian process and impulses. (English) Zbl 07920717 Discrete Contin. Dyn. Syst., Ser. S 17, No. 9, 2706-2731 (2024). MSC: 93B05 26A33 93E03 93C27 60G12 × Cite Format Result Cite Review PDF Full Text: DOI
Chasapis, Giorgos; Singh, Salil; Tkocz, Tomasz Haagerup’s phase transition at polydisc slicing. (English) Zbl 1548.60050 Anal. PDE 17, No. 7, 2509-2539 (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 33C10 52A20 26D15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jiao, Yong; Wu, Lian; Zeng, Dan Stochastic Burgers equations in variable Lebesgue spaces. (English) Zbl 07916602 Adv. Math. 452, Article ID 109814, 42 p. (2024). MSC: 35R60 35K15 35K58 60G46 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Aidara, Sadibou; Sylla, Lamine BSDEs driven by fractional Brownian motion with time-delayed generators. (English) Zbl 1546.60101 Appl. Anal. 103, No. 4, 724-733 (2024). MSC: 60H05 60H10 60G22 60G44 × Cite Format Result Cite Review PDF Full Text: DOI
Doumic, Marie; Escobedo, Miguel; Tournus, Magali An inverse problem: recovering the fragmentation kernel from the short-time behaviour of the fragmentation equation. (Un problème inverse: estimer le noyau de fragmentation à partir du comportement en temps court de la solution de l’équation de fragmentation.) (English. French summary) Zbl 1547.35695 Ann. Henri Lebesgue 7, 621-671 (2024). MSC: 35Q92 92C40 35R30 35R06 35R09 45Q05 46F12 30D05 35C05 35C20 28C05 35A01 35A02 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Han, Yi A support theorem for parabolic stochastic PDEs with nondegenerate Hölder diffusion coefficients. (English) Zbl 1545.60077 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 3, 1492-1506 (2024). MSC: 60H15 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bai, Shuyang; Chen, Jiemiao Empirical limit theorems for Wiener chaos. (English) Zbl 1545.60027 Stat. Probab. Lett. 215, Article ID 110222, 10 p. (2024). MSC: 60F05 60F17 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Kailing; Bonnin, Michele; Traversa, Fabio L.; Bonani, Fabrizio A stochastic averaging mathematical framework for design and optimization of nonlinear energy harvesters with several electrical DOFs. (English) Zbl 1545.60073 Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108306, 15 p. (2024). MSC: 60H10 33E05 93C30 × Cite Format Result Cite Review PDF Full Text: DOI
Dorogovtsev, A. A.; Salhi, Naoufel Refinements of asymptotics at zero of Brownian self-intersection local times. (English) Zbl 1545.60040 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350018, 24 p. (2024). MSC: 60G15 60H05 60H40 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khanh, Tra Quoc; Khieu, Tran Thi Reconstructing the historical distribution of diffusion equation with poly-fractional operator in multi-dimensional space. (English) Zbl 1546.65098 Commun. Pure Appl. Anal. 23, No. 8, 1064-1086 (2024). MSC: 65N20 65N06 65T50 65N15 35R25 60G50 60G51 60J60 60J22 35B65 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Kyriakou, Ioannis; Brignone, Riccardo; Fusai, Gianluca Unified moment-based modeling of integrated stochastic processes. (English) Zbl 07907218 Oper. Res. 72, No. 4, 1630-1653 (2024). MSC: 60H99 60H05 60H35 × Cite Format Result Cite Review PDF Full Text: DOI Link
Aidara, Sadibou; Ndiaye, Bidji; Sow, Ahmadou Bamba Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients. (English) Zbl 07906598 Electron. J. Math. Anal. Appl. 12, No. 1, Paper No. 7, 12 p. (2024). MSC: 60H05 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Qian, Zhongmin; Xu, Xingcheng Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory. (English) Zbl 07906336 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 5, 1609-1638 (2024). MSC: 60H05 62F12 62M09 91G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Yixin; Han, Renjie; Zhang, Pengfei Stochastic response of chain-like hysteretic MDOF systems endowed with fractional derivative elements and subjected to combined stochastic and periodic excitation. (English) Zbl 07906114 Acta Mech. 235, No. 8, 5019-5039 (2024). MSC: 70L05 70-08 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Hwang, Gyeongha Probabilistic radial Strichartz estimates and its application. (English) Zbl 1547.35628 Funkc. Ekvacioj, Ser. Int. 67, No. 2, 199-216 (2024). MSC: 35Q55 35Q41 35J10 42B37 35B65 35A01 35A02 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Yuecai; Zhang, Dingwen Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07904962 Stoch. Models 40, No. 3, 502-517 (2024). MSC: 62F12 62M09 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Albritton, Dallas; Armstrong, Scott; Mourrat, Jean-Christophe; Novack, Matthew Variational methods for the kinetic Fokker-Planck equation. (English) Zbl 1547.35680 Anal. PDE 17, No. 6, 1953-2010 (2024). Reviewer: Changxing Miao (Beijing) MSC: 35Q84 82C31 35H10 35B65 35D30 35K70 35A23 35A01 35A02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yamagishi, Hayate; Yoshida, Nakahiro Asymptotic expansion of the quadratic variation of fractional stochastic differential equation. (English) Zbl 07904801 Stochastic Processes Appl. 175, Article ID 104389, 37 p. (2024). MSC: 60H10 60G22 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, Sen; Ding, Jie; Xiao, Min A hybrid fractional order LMS algorithm for power system harmonic estimation. (English) Zbl 1544.93797 Appl. Math. Lett. 158, Article ID 109238, 6 p. (2024). MSC: 93E10 94A12 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zhen-Qing Time fractional equations and anomalous sub-diffusions – in memory of Professor Shisong Mao. (English) Zbl 07901049 Chin. J. Appl. Probab. Stat. 40, No. 2, 323-342 (2024). MSC: 26A33 60H30 34K37 01A70 × Cite Format Result Cite Review PDF Full Text: DOI
Robert, Tristan Invariant Gibbs measure for a Schrödinger equation with exponential nonlinearity. (English) Zbl 1546.35177 J. Funct. Anal. 287, No. 9, Article ID 110592, 78 p. (2024). MSC: 35Q41 35Q55 53C25 35B65 35A15 60F10 35A01 35A02 35R06 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kardaras, Constantinos Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance. (English) Zbl 07900394 Ann. Appl. Probab. 34, No. 3, 2566-2599 (2024). MSC: 60H05 60G48 91G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Li, Zhi; Wang, Yue; Ning, Jing; Xu, Liping Doubly perturbed uncertain differential equations. (English) Zbl 1543.34093 Commun. Nonlinear Sci. Numer. Simul. 138, Article ID 108228, 15 p. (2024). MSC: 34K50 37C75 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Raguní, Giuseppe Consequences of a two-time relativistic Bohmian model. (English) Zbl 1544.81010 Commun. Theor. Phys. 76, No. 7, Article ID 075106, 11 p. (2024). MSC: 81P05 81P20 81Q30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bouchard, Bruno; Tan, Xiaolu; Wang, Jixin A \(C^1\)-Itô’s formula for flows of semimartingale distributions. (English) Zbl 1545.60060 Appl. Math. Optim. 90, No. 1, Paper No. 26, 31 p. (2024). MSC: 60H05 60G05 49N60 35D40 35F21 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kachanovsky, N. A. Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis. (English) Zbl 1543.60083 Carpathian Math. Publ. 16, No. 1, 61-83 (2024). MSC: 60H40 46F05 46F25 60G51 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. A remark on the Itô formula. (English. Russian original) Zbl 07898578 Theory Probab. Appl. 69, No. 2, 227-242 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 285-304 (2024). MSC: 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Nie, Daxin; Sun, Jing; Deng, Weihua Numerical methods for forward fractional Feynman-Kac equation. (English) Zbl 1545.65374 Adv. Comput. Math. 50, No. 3, Paper No. 58, 40 p. (2024). MSC: 65M60 65M06 65N30 65D32 65M12 65M15 26A33 35R11 35B65 82C31 35Q84 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Ezzine, Faten Practical stability analysis of stochastic perturbed linear time-varying systems via integral inequality. (English) Zbl 07895564 Stoch. Dyn. 24, No. 2, Article ID 2450013, 20 p. (2024). MSC: 37H30 60H10 34F05 26D15 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Chadad, Monir; Erraoui, Mohamed Reflected stochastic differential equations driven by standard and fractional Brownian motion. (English) Zbl 1546.60074 Stoch. Dyn. 24, No. 2, Article ID 2450011, 34 p. (2024). MSC: 60G22 60H05 60H20 × Cite Format Result Cite Review PDF Full Text: DOI
Dinvay, Evgueni; Selberg, Sigmund A conservative stochastic Dirac-Klein-Gordon system. (English) Zbl 1545.35157 J. Funct. Anal. 287, No. 8, Article ID 110565, 83 p. (2024). MSC: 35Q53 35Q41 60H15 60H05 60J65 60G55 35B65 35A01 35A02 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Gui-Qiang G.; Glimm, James; Said, Hamid A principle of maximum entropy for the Navier-Stokes equations. (English) Zbl 07893203 Physica D 467, Article ID 134274, 6 p. (2024). MSC: 28D20 76F02 28C20 76D05 49S05 35A15 70G10 35Q30 37A50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv