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 35Qxx 60G46 60H05 × 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 07914802 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
Pappalettera, Umberto Global existence and non-uniqueness for the Cauchy problem associated to 3D Navier-Stokes equations perturbed by transport noise. (English) Zbl 07914049 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 3, 1769-1804 (2024). MSC: 35Q30 35Q35 76D05 76M35 60H15 35D35 35D30 35B20 35B65 35A01 35A02 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Modena, Stefano; Schenke, Andre Local nonuniqueness for stochastic transport equations with deterministic drift. (English) Zbl 07906775 SIAM J. Math. Anal. 56, No. 4, 5209-5261 (2024). MSC: 90B06 35R60 35Q49 35R25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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
Hudde, Anselm; Hutzenthaler, Martin; Jentzen, Arnulf; Mazzonetto, Sara On the Itô-Alekseev-Gröbner formula for stochastic differential equations. (English. French summary) Zbl 07904819 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 904-922 (2024). MSC: 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
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 91G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Chernov, Alexey; Lê, Tùng Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems and applications. (English) Zbl 07899521 SIAM J. Numer. Anal. 62, No. 4, 1874-1900 (2024). MSC: 65N25 65C05 65C30 65N30 65N50 65D30 65D32 35B65 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Thinh, Nguyen; Thang, Dang Hung; Son, Ta Cong On the regularity of generalized random spectral measures and their applications. (English) Zbl 07898741 Kyushu J. Math. 78, No. 1, 153-175 (2024). MSC: 60H25 46G10 60B11 45R05 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Gang Disaster relief supply chain network planning under uncertainty. (English) Zbl 07897724 Ann. Oper. Res. 338, No. 2-3, 1127-1156 (2024). MSC: 90B06 90C15 90B80 90C11 90C05 × Cite Format Result Cite Review PDF Full Text: DOI
Jaśkiewicz, Anna; Nowak, Andrzej S. On Markov perfect equilibria in discounted stochastic ARAT games. (English) Zbl 07885160 SIAM J. Control Optim. 62, No. 4, 2148-2175 (2024). MSC: 28B20 91A15 91A25 × Cite Format Result Cite Review PDF Full Text: DOI
Jing, Guangdong; Wang, Penghui; Wang, Shan Well-posedness of quantum stochastic differential equations driven by fermion Brownian motion in noncommutative \(L^p\)-space. (English) Zbl 07871696 Math. Methods Appl. Sci. 47, No. 8, 6990-7016 (2024). MSC: 46L51 47J25 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Taekyun; Kim, Dae San; Kim, Wonjoo; Kwon, Jongkyum A note on modified degenerate gamma random variables. (English) Zbl 07870351 Proc. Jangjeon Math. Soc. 27, No. 1, 91-95 (2024). MSC: 11S80 60G99 × Cite Format Result Cite Review PDF Full Text: DOI
Pellat, Rhoss Likibi; Menoukeu Pamen, Olivier Density analysis for coupled forward-backward SDEs with non-Lipschitz drifts and applications. (English) Zbl 1540.60124 Stochastic Processes Appl. 173, Article ID 104359, 37 p. (2024). MSC: 60H10 35K59 35K10 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Xing; Yang, Yumeng Strong convergence analysis of spectral fractional diffusion equation driven by Gaussian noise with Hurst parameter less than \(\frac{1}{2}\). (English) Zbl 07861487 Commun. Nonlinear Sci. Numer. Simul. 135, Article ID 108049, 13 p. (2024). MSC: 65-XX 35R11 65M60 65L20 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Chokri, Khalid; Bouzebda, Salim Uniform-in-bandwidth consistency results in the partially linear additive model components estimation. (English) Zbl 07859013 Commun. Stat., Theory Methods 53, No. 9, 3383-3424 (2024). MSC: 62G20 62G32 62J05 60G07 60F15 62G08 × Cite Format Result Cite Review PDF Full Text: DOI
Yamazaki, Kazuo Non-uniqueness in law of three-dimensional Navier-Stokes equations diffused via a fractional Laplacian with power less than one half. (English) Zbl 1541.35354 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 794-855 (2024). MSC: 35Q30 76D05 35A02 35B65 60J65 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Durand, Amaury; Roueff, François Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators. (English) Zbl 07851465 J. Stat. Plann. Inference 231, Article ID 106146, 38 p. (2024). MSC: 62M10 62M15 60F05 46G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Le, Tam Nonsmooth nonconvex stochastic heavy ball. (English) Zbl 07846599 J. Optim. Theory Appl. 201, No. 2, 699-719 (2024). MSC: 68Q25 68W27 49J52 28B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bayer, Christian; Ben Hammouda, Chiheb; Tempone, Raúl Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities. (English) Zbl 1541.65002 SIAM J. Sci. Comput. 46, No. 3, A1514-A1548 (2024). MSC: 65C05 65C30 60H10 65D30 65Y20 91G20 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Matsumoto, Tadashi; Sullivan, T. J. Images of Gaussian and other stochastic processes under closed, densely-defined, unbounded linear operators. (English) Zbl 1535.60060 Anal. Appl., Singap. 22, No. 3, 619-633 (2024). MSC: 60G15 46G10 47B01 60G12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jorgensen, Palle E. T.; Tian, James F. Polymorphisms, their associated operator theory, self-similar fractals, and harmonic analysis. (English) Zbl 07840357 Jha, Sangita (ed.) et al., Recent developments in fractal geometry and dynamical systems. AMS special session. Fractal geometry and dynamical systems, virtual, May 14–15, 2022. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 797, 37-59 (2024). MSC: 46N30 47N30 28A50 28A80 28D05 37A30 60G15 60G60 60H05 46N50 × Cite Format Result Cite Review PDF Full Text: DOI
Guth, Philipp A.; Kaarnioja, Vesa; Kuo, Frances Y.; Schillings, Claudia; Sloan, Ian H. Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration. (English) Zbl 1537.65017 Numer. Math. 156, No. 2, 565-608 (2024). MSC: 65D30 35K20 35R60 49M41 65C05 65D32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Guth, Philipp A.; Kaarnioja, Vesa Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond. (English) Zbl 07836940 SIAM J. Numer. Anal. 62, No. 2, 872-892 (2024). MSC: 65D30 65D32 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hensel, Sebastian; Laux, Tim \(\mathrm{BV}\) solutions for mean curvature flow with constant angle: Allen-Cahn approximation and weak-strong uniqueness. (English) Zbl 1539.53108 Indiana Univ. Math. J. 73, No. 1, 111-148 (2024). Reviewer: Alain Brillard (Riedisheim) MSC: 53E10 58J65 49Q15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nagar, Lorenzo; Fernández-Pendás, Mario; Sanz-Serna, Jesús María; Akhmatskaya, Elena Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo. (English) Zbl 07833809 J. Comput. Phys. 502, Article ID 112800, 23 p. (2024). MSC: 65Cxx 65Lxx 60Jxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Hanwen; Dang, Duy-Minh A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models. (English) Zbl 1540.91064 Math. Comput. Simul. 219, 112-140 (2024). MSC: 91G10 93E20 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Qianqian; Wang, Lijin Lie-Poisson numerical method for a class of stochastic Lie-Poisson systems. (English) Zbl 07832931 Int. J. Numer. Anal. Model. 21, No. 1, 104-119 (2024). MSC: 60H35 60H15 65C30 60H10 65D30 × Cite Format Result Cite Review PDF Full Text: DOI
Alpay, Daniel; Jorgensen, Palle Finitely additive functions in measure theory and applications. (English) Zbl 1539.47041 Opusc. Math. 44, No. 3, 323-339 (2024). MSC: 47B32 60G20 60G15 60H05 60J60 46E22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berman, Robert J. The spherical ensemble and quasi-Monte-Carlo designs. (English) Zbl 07829199 Constr. Approx. 59, No. 2, 457-483 (2024). MSC: 82-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Armstrong, John; Ionescu, Andrei Itô stochastic differentials. (English) Zbl 1539.60064 Stochastic Processes Appl. 171, Article ID 104317, 19 p. (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60H10 60G48 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Weiquan; Dong, Zhao; Zhu, Xiangchan Sharp nonuniqueness of solutions to stochastic Navier-Stokes equations. (English) Zbl 07825625 SIAM J. Math. Anal. 56, No. 2, 2248-2285 (2024). MSC: 35R60 35Q30 35Q31 35A02 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hofmanová, Martina; Lange, Theresa; Pappalettera, Umberto Global existence and non-uniqueness of 3D Euler equations perturbed by transport noise. (English) Zbl 1537.35273 Probab. Theory Relat. Fields 188, No. 3-4, 1183-1255 (2024). MSC: 35Q31 76N10 35B20 35D30 35D35 60J65 35A01 35A02 35R06 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Tyranowski, Tomasz M. Data-driven structure-preserving model reduction for stochastic Hamiltonian systems. (English) Zbl 1534.65025 J. Comput. Dyn. 11, No. 2, 220-255 (2024). MSC: 65C30 60H10 60H35 65P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hofmanová, Martina; Zhu, Rongchan; Zhu, Xiangchan Nonuniqueness in law of stochastic 3D Navier-Stokes equations. (English) Zbl 1534.35294 J. Eur. Math. Soc. (JEMS) 26, No. 1, 163-260 (2024). MSC: 35Q30 35Q31 76D05 76B03 35D30 35D35 60G55 60H40 35B65 35A02 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zheng, Yueyang; Hu, Yaozhong The global maximum principle for optimal control of partially observed stochastic systems driven by fractional Brownian motion. (English) Zbl 07806771 SIAM J. Control Optim. 62, No. 1, 509-538 (2024). MSC: 60G15 60H07 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Musiał, Kazimierz Splitting of conditional expectations and liftings in product spaces. (English) Zbl 07805349 Positivity 28, No. 1, Paper No. 11, 16 p. (2024). MSC: 28A50 28A35 60A10 28A51 60G05 × Cite Format Result Cite Review PDF Full Text: DOI
Centorrino, Samuele; Parmeter, Christopher F. Nonparametric estimation of stochastic frontier models with weak separability. (English) Zbl 07803975 J. Econom. 238, No. 2, Article ID 105641, 19 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Hakula, Harri; Harbrecht, Helmut; Kaarnioja, Vesa; Kuo, Frances Y.; Sloan, Ian H. Uncertainty quantification for random domains using periodic random variables. (English) Zbl 1532.65012 Numer. Math. 156, No. 1, 273-317 (2024). MSC: 65D30 65D32 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Vaughn, Ryan; Berry, Tyrus; Antil, Harbir Diffusion maps for embedded manifolds with boundary with applications to PDEs. (English) Zbl 07796943 Appl. Comput. Harmon. Anal. 68, Article ID 101593, 29 p. (2024). MSC: 65N12 65N99 65D30 65J15 58J65 62G07 68T05 68Q32 35C20 35B40 35B32 35K05 35R01 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Enciso, Alberto; Peralta-Salas, Daniel; Romaniega, Álvaro Non-integrability and chaos for natural Hamiltonian systems with a random potential. (English) Zbl 07794575 Adv. Math. 437, Article ID 109448, 30 p. (2024). Reviewer: Luen-Chau Li (University Park) MSC: 37J35 37J30 37J39 37H10 70H06 70L10 60H10 34F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Guth, Philipp A.; Kritzer, Peter; Kunisch, Karl Quasi-Monte Carlo integration for feedback control under uncertainty. arXiv:2409.15537 Preprint, arXiv:2409.15537 [math.OC] (2024). MSC: 35R60 49N10 65D30 65D32 93B52 × Cite Format Result Cite Full Text: arXiv OA License
Chapouto, Andreia; Li, Guopeng; Oh, Tadahiro Deep-water and shallow-water limits of statistical equilibria for the intermediate long wave equation. arXiv:2409.06905 Preprint, arXiv:2409.06905 [math.AP] (2024). MSC: 35Q35 35Q53 37K10 60H30 × Cite Format Result Cite Full Text: arXiv OA License
Wu, Hao; Xie, Song-Yan Hole probabilities of random zeros on compact Riemann surfaces. arXiv:2406.19114 Preprint, arXiv:2406.19114 [math.CV] (2024). MSC: 31A15 32C30 32L10 60B10 60D05 × Cite Format Result Cite Full Text: arXiv OA License
Jing, Guangdong; Wang, Penghui; Wang, Shan \(L^p\)-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients. arXiv:2403.15695 Preprint, arXiv:2403.15695 [math.PR] (2024). MSC: 46L51 47J25 60H10 81S25 × Cite Format Result Cite Full Text: DOI arXiv OA License
Carassus, Laurence; Ferhoune, Massinissa Nonconcave Robust Utility Maximization under Projective Determinacy. arXiv:2403.11824 Preprint, arXiv:2403.11824 [q-fin.MF] (2024). MSC: 91B16 91G80 54H05 28B20 60A10 93E20 × Cite Format Result Cite Full Text: arXiv OA License
Dinh, Tien-Cuong; Ghosh, Subhroshekhar; Wu, Hao Hole event for random holomorphic sections on compact Riemann surfaces. arXiv:2402.11672 Preprint, arXiv:2402.11672 [math.CV] (2024). MSC: 31A15 32C30 32L10 60B10 60D05 60F10 × Cite Format Result Cite Full Text: arXiv OA License
Nayar, Piotr; Rutkowski, Jacek A short direct proof of the Ivanisvili-Volberg inequality. (English) Zbl 07916424 Eldan, Ronen (ed.) et al., Geometric aspects of functional analysis. Israel seminar (GAFA) 2020–2022. Cham: Springer. Lect. Notes Math. 2327, 291-296 (2023). MSC: 42B37 35A23 46G12 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Gaeta, Giuseppe; Rodríguez, Miguel Angel Integrable Ito equations and properties of the associated Fokker-Planck equations. (English) Zbl 07888206 Open Commun. Nonlinear Math. Phys. 3, 67-90 (2023). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q84 35Q53 82C31 37K10 35B07 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Dolgopolov, Mikhail Vyacheslavovich; Zhuraev, Tursunboĭ Faĭzievich On Euclidean manifolds being a subspace of the space of probability measures with finite supports to a certain infinite compact set of dimension zero. (Russian. English summary) Zbl 07856639 Vestn. Samar. Univ., Estestvennonauchn. Ser. 29, No. 3, 31-36 (2023). MSC: 28-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI MNR
Zhang, Ning; Ma, Yumei; Pan, Zhenkuan; Huang, Baoxiang; Wang, Dongcheng Identification for the low-contrast image signal with regularized variational term and dynamical saturating nonlinearity. (English) Zbl 1535.94019 J. Syst. Sci. Complex. 36, No. 3, 1089-1102 (2023). MSC: 94A08 94A12 26B15 26B30 × Cite Format Result Cite Review PDF Full Text: DOI
Daletskii, Alexei; Kondratiev, Yuri; Pasurek, Tanja Sergio’s work in statistical mechanics: from quantum particles to geometric stochastic analysis. (English) Zbl 07819351 Hilbert, Astrid (ed.) et al., Quantum and stochastic mathematical physics. Sergio Albeverio, adventures of a mathematician, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 377, 217-246 (2023). MSC: 82B10 60J60 60G60 46G12 46T12 × Cite Format Result Cite Review PDF Full Text: DOI
Durand, Amaury; Roueff, François Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-Cramér representations and applications. (English) Zbl 1533.60036 ESAIM, Probab. Stat. 27, 776-809 (2023). MSC: 60G12 47A56 46G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Jiang, Guo; Ke, Ting; Deng, Meng-ting Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations. (English) Zbl 07803427 Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 591-603 (2023). MSC: 60H20 45D99 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Allan, Andrew L.; Cuchiero, Christa; Liu, Chong; Prömel, David J. Model-free portfolio theory: a rough path approach. (English) Zbl 1531.91211 Math. Finance 33, No. 3, 709-765 (2023). MSC: 91G10 60L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Nicoletti, Matthew; Petrov, Leonid Irreversible Markov dynamics and hydrodynamics for KPZ states in the stochastic six vertex model. (English) Zbl 1534.82010 Electron. J. Probab. 28, Paper No. 138, 55 p. (2023). MSC: 82C20 60J10 82D45 82C31 81T13 16T25 37K10 35Q82 35Q40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Uwano, Yoshio The phase space description of the geodesics on the statistical model on a finite set. Trajectory-confinement and integrability. (English) Zbl 1539.37066 Nielsen, Frank (ed.) et al., Geometric science of information. 6th international conference, GSI 2023, St. Malo, France, August 30 – September 1, 2023. Proceedings. Part II. Cham: Springer. Lect. Notes Comput. Sci. 14072, 444-453 (2023). MSC: 37J39 53B12 53D20 53C22 37J35 37D40 37H10 × Cite Format Result Cite Review PDF Full Text: DOI
Essaky, E. H.; Hassani, M.; Rhazlane, C. E. Backward stochastic evolution inclusions in UMD Banach spaces. (English) Zbl 1528.60058 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 4, Article ID 2350013, 40 p. (2023). MSC: 60H10 60H15 47D06 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ararat, Çağın; Ma, Jin; Wu, Wenqian Set-valued backward stochastic differential equations. (English) Zbl 1538.60091 Ann. Appl. Probab. 33, No. 5, 3418-3448 (2023). MSC: 60H10 60H05 28B20 60G44 47H04 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ben Bader, Seif; Harbrecht, Helmut; Krause, Rolf; Multerer, Michael D.; Quaglino, Alessio; Schmidlin, Marc Space-time multilevel quadrature methods and their application for cardiac electrophysiology. (English) Zbl 07787066 SIAM/ASA J. Uncertain. Quantif. 11, 1329-1356 (2023). MSC: 28-08 60H05 60H15 60H35 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Choi, Jae Gil; Shim, Sang Kil Conditional Fourier-Feynman transform and conditional convolution product associated with infinite dimensional conditioning function. (English) Zbl 1527.28015 Bull. Korean Math. Soc. 60, No. 5, 1221-1235 (2023). MSC: 28C20 46G12 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. Semi-uniform Feller stochastic kernels. (English) Zbl 07768805 J. Theor. Probab. 36, No. 4, 2262-2283 (2023). Reviewer: Carlo Sempi (Lecce) MSC: 60B10 60J05 90C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Chenxiao Monte Carlo variance reduction methods with applications in structural reliability analysis. (Abstract of thesis). (English) Zbl 07764683 Bull. Aust. Math. Soc. 108, No. 3, 518-521 (2023). MSC: 65C05 60F05 62L20 65C10 65D30 65Y20 93E35 × Cite Format Result Cite Review PDF Full Text: DOI
Planchon, Fabrice; Tzvetkov, Nikolay; Visciglia, Nicola Modified energies for the periodic generalized KdV equation and applications. (English) Zbl 1527.35360 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 40, No. 4, 863-917 (2023). MSC: 35Q53 35B65 35B45 35A01 35A02 37K10 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Congy, T.; El, G. A.; Roberti, G.; Tovbis, A. Dispersive hydrodynamics of soliton condensates for the Korteweg-de Vries equation. (English) Zbl 1527.35347 J. Nonlinear Sci. 33, No. 6, Paper No. 104, 45 p. (2023). MSC: 35Q53 35Q35 35C08 35R09 37K10 37K15 37K35 37K40 35L60 76L05 76P05 82C40 82D05 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Liu, Chong; Prömel, David J.; Teichmann, Josef Optimal extension to Sobolev rough paths. (English) Zbl 07749914 Potential Anal. 59, No. 3, 1399-1424 (2023). MSC: 60L20 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Bignamini, D. A. \(L^2\)-theory for transition semigroups associated to dissipative systems. (English) Zbl 07742933 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 988-1043 (2023). MSC: 28C10 28C20 35J15 46G12 60G15 60G40 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dhulipala, Somayajulu L. N.; Che, Yifeng; Shields, Michael D. Efficient Bayesian inference with latent Hamiltonian neural networks in no-U-turn sampling. (English) Zbl 07742910 J. Comput. Phys. 492, Article ID 112425, 19 p. (2023). MSC: 65Cxx 62Fxx 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Ruifang; Xu, Yong; Pei, Bin Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion. (English) Zbl 1535.60068 Stoch. Dyn. 23, No. 4, Article ID 2350026, 23 p. (2023). MSC: 60G22 60H10 34C29 37J35 × Cite Format Result Cite Review PDF Full Text: DOI
Lü, Huaxiang; Zhu, Xiangchan Global-in-time probabilistically strong solutions to stochastic power-law equations: existence and non-uniqueness. (English) Zbl 07738467 Stochastic Processes Appl. 164, 62-98 (2023). MSC: 76A05 76D06 76M35 35Q35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ko, Ae Young; Choi, Jae Gil Conditional Fourier-Feynman transform and conditional convolution product associated with vector-valued conditioning function. (English) Zbl 07738432 J. Korean Soc. Math. Educ., Ser. B, Pure Appl. Math. 30, No. 2, 155-167 (2023). Reviewer: Byoung Soo Kim (Seoul) MSC: 28C20 46G12 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Gupta, Reema; Saha Ray, S. A new effective coherent numerical technique based on shifted Vieta-Fibonacci polynomials for solving stochastic fractional integro-differential equation. (English) Zbl 1538.60116 Comput. Appl. Math. 42, No. 6, Paper No. 256, 25 p. (2023). MSC: 60H20 34A08 97N50 65D30 41A15 × Cite Format Result Cite Review PDF Full Text: DOI
Frid, Hermano; Li, Yachun; Marroquin, Daniel; Nariyoshi, João F. C.; Zeng, Zirong A boundary value problem for a class of anisotropic stochastic degenerate parabolic-hyperbolic equations. (English) Zbl 07729957 J. Funct. Anal. 285, No. 9, Article ID 110101, 82 p. (2023). MSC: 26B20 28C05 35L65 35B35 26B35 26B12 35L67 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Götze, Friedrich; Sambale, Holger Higher order concentration on Stiefel and Grassmann manifolds. (English) Zbl 1522.60033 Electron. J. Probab. 28, Paper No. 79, 30 p. (2023). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60E15 28C10 58C35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Xing Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\). (English) Zbl 1538.65372 J. Comput. Appl. Math. 432, Article ID 115285, 14 p. (2023). MSC: 65M60 26A33 65N30 65N35 65L20 65C30 35R60 65M12 60G22 35R11 65M15 35B65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhao, Zhao; Lu, Zhao-Hui; Zhao, Yan-Gang An efficient interval moment method for uncertainty propagation analysis with non-parameterized probability-box. (English) Zbl 1522.74108 Acta Mech. 234, No. 8, 3321-3336 (2023). MSC: 74S60 74K10 74S99 × Cite Format Result Cite Review PDF Full Text: DOI
Berkemeier, Stefanie Elisabeth On the 3D Navier-Stokes equations with a linear multiplicative noise and prescribed energy. (English) Zbl 1529.35328 J. Evol. Equ. 23, No. 2, Paper No. 43, 55 p. (2023). MSC: 35Q30 76D05 35R60 35D30 35D35 35B20 35B65 35A01 35A02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Chasapis, Giorgos; Gurushankar, Keerthana; Tkocz, Tomasz Sharp bounds on \(p\)-norms for sums of independent uniform random variables, \(0 < p < 1\). (English) Zbl 1519.60028 J. Anal. Math. 149, No. 2, 529-553 (2023). Reviewer: Weiping Li (Guanghan) MSC: 60E15 26D05 28A25 94A13 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Balvet, Guilhem; Minier, Jean-Pierre; Henry, Christophe; Roustan, Yelva; Ferrand, Martin A time-step-robust algorithm to compute particle trajectories in 3-D unstructured meshes for Lagrangian stochastic methods. (English) Zbl 1524.76325 Monte Carlo Methods Appl. 29, No. 2, 95-126 (2023). MSC: 76M35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Pentland, Kamran; Tamborrino, Massimiliano; Samaddar, Debasmita; Appel, Lynton C. Stochastic parareal: an application of probabilistic methods to time-parallelization. (English) Zbl 1515.65185 SIAM J. Sci. Comput. 45, No. 3, S82-S102 (2023). MSC: 65L05 65Y05 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Kasinathan, Ravikumar; Kasinathan, Ramkumar; Sandrasekaran, Varshini; Nieto, Juan J. Wellposedness and controllability results of stochastic integrodifferential equations with noninstantaneous impulses and Rosenblatt process. (English) Zbl 1541.60046 Fixed Point Theory Algorithms Sci. Eng. 2023, Paper No. 7, 23 p. (2023). MSC: 60H15 93B05 49J30 47J35 28B20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Jorgensen, Palle; Tian, James Harmonic analysis of network systems via kernels and their boundary realizations. (English) Zbl 1527.46050 Discrete Contin. Dyn. Syst., Ser. S 16, No. 2, 277-308 (2023). MSC: 46N30 46N50 42C15 46N20 31A15 81S25 × Cite Format Result Cite Review PDF Full Text: DOI
D’Ambrosio, Raffaele; Di Giovacchino, Stefano How do Monte Carlo estimates affect stochastic geometric numerical integration? (English) Zbl 1524.65028 Int. J. Comput. Math. 100, No. 1, 192-208 (2023). MSC: 65C30 60H10 60H35 65C05 65L06 65P10 × Cite Format Result Cite Review PDF Full Text: DOI
Bréhier, Charles-Edouard; Cohen, David Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations. (English) Zbl 07699030 Appl. Numer. Math. 186, 57-83 (2023). MSC: 65C30 60H15 35Q55 60H35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Anton, Cristina Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems. (English) Zbl 1524.65023 Appl. Numer. Math. 185, 18-37 (2023). MSC: 65C30 60H10 60H35 65L06 65P10 × Cite Format Result Cite Review PDF Full Text: DOI
Hofmanová, Martina; Zhu, Rongchan; Zhu, Xiangchan A class of supercritical/critical singular stochastic PDEs: existence, non-uniqueness, non-Gaussianity, non-unique ergodicity. (English) Zbl 1516.35418 J. Funct. Anal. 285, No. 5, Article ID 110011, 43 p. (2023). MSC: 35Q86 35Q35 76D05 76U60 76A05 60H40 35B65 35D30 35B25 35A01 35A02 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Greenman, Chris D. Reaction diffusion systems and extensions of quantum stochastic processes. (English) Zbl 1516.81144 J. Phys. A, Math. Theor. 56, No. 23, Article ID 235002, 29 p. (2023). MSC: 81S25 81S40 60J65 60G05 60J85 37J40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Bucur, Ileana A converse of Tchebyshev inequality. (English) Zbl 1515.60063 Mediterr. J. Math. 20, No. 4, Paper No. 202, 8 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 28A35 28C05 × Cite Format Result Cite Review PDF Full Text: DOI
Dokuchaev, Nikolai On the fractional stochastic integration for random non-smooth integrands. (English) Zbl 1516.60023 Stochastic Anal. Appl. 41, No. 3, 425-446 (2023). MSC: 60G22 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berger, Pierre Coexistence of chaotic and elliptic behaviors among analytic, symplectic diffeomorphisms of any surface. (Coexistence de comportements chaotiques et elliptiques parmi les symplectomorphismes analytiques de toute surface.) (English. French summary) Zbl 1521.37068 J. Éc. Polytech., Math. 10, 525-547 (2023). MSC: 37J70 37J46 37J35 37F80 37E30 37D45 37D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Maurelli, Mario; Modin, Klas; Schmeding, Alexander Incompressible Euler equations with stochastic forcing: a geometric approach. (English) Zbl 1517.35168 Stochastic Processes Appl. 159, 101-148 (2023). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q31 76B03 76M60 60H15 58D15 58B25 35B65 35D35 35A01 35A02 35R01 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Zhang, Han Genericity on submanifolds and application to universal hitting time statistics. (English) Zbl 1515.37004 Pure Appl. Math. Q. 19, No. 2, 529-573 (2023). MSC: 37A17 37A50 37C83 37J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cioica-Licht, Petru A.; Cox, Sonja G.; Veraar, Mark C. Stochastic integration in quasi-Banach spaces. (English) Zbl 1515.60168 Stud. Math. 269, No. 1, 1-64 (2023). MSC: 60H05 46A16 60B11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Flint, Ian; Torrisi, Giovanni Luca An integration by parts formula for functionals of the Dirichlet-Ferguson measure, and applications. (English) Zbl 1536.60044 Potential Anal. 58, No. 4, 703-730 (2023). MSC: 60G57 60H07 × Cite Format Result Cite Review PDF Full Text: DOI
Milman, Emanuel Reverse Hölder inequalities for log-Lipschitz functions. (English) Zbl 1519.46008 Pure Appl. Funct. Anal. 8, No. 1, 297-310 (2023). MSC: 46B09 46G12 26D20 60E15 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Li, Degui; Robinson, Peter M.; Shang, Han Lin Nonstationary fractionally integrated functional time series. (English) Zbl 07666828 Bernoulli 29, No. 2, 1505-1526 (2023). MSC: 62Mxx 62Gxx 62Hxx × Cite Format Result Cite Review PDF Full Text: DOI Link
Goldfriend, Tomer Effective stochastic model for chaos in the Fermi-Pasta-Ulam-Tsingou chain. (English) Zbl 1509.82008 J. Stat. Phys. 190, No. 4, Paper No. 70, 19 p. (2023). MSC: 82B05 37K10 37K40 37H15 81R12 60H40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cavagnari, Giulia; Savaré, Giuseppe; Sodini, Giacomo Enrico Dissipative probability vector fields and generation of evolution semigroups in Wasserstein spaces. (English) Zbl 1512.35696 Probab. Theory Relat. Fields 185, No. 3-4, 1087-1182 (2023). MSC: 35R60 28A50 34A06 35Q49 47J20 47J35 49J40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Bechtold, Florian; Hofmanová, Martina Weak solutions for singular multiplicative SDEs via regularization by noise. (English) Zbl 1515.60176 Stochastic Processes Appl. 157, 413-435 (2023). MSC: 60H10 60G22 60H50 60L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pyrhönen, Lauri; Jaiswal, Suraj; Garcia-Agundez, Alfonso; García Vallejo, Daniel; Mikkola, Aki Linearization-based state-transition model for the discrete extended Kalman filter applied to multibody simulations. (English) Zbl 1505.65012 Multibody Syst. Dyn. 57, No. 1, 55-72 (2023). MSC: 65C30 70E55 × Cite Format Result Cite Review PDF Full Text: DOI OA License