Osipenko, K. Yu. Optimal recovery of linear operators from information of random functions. (English) Zbl 07955058 J. Complexity 86, Article ID 101903, 15 p. (2025). MSC: 41A65 41A46 49N30 60G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Zilong; Zhu, Quanxin Stabilization of nonhomogenous semi-Markov jump linear systems with synchronous switching delays via aperiodically intermittent control. (English) Zbl 07954675 Commun. Nonlinear Sci. Numer. Simul. 140, Part 1, Article ID 108357, 15 p. (2025). MSC: 93Exx 93Cxx 60Jxx × Cite Format Result Cite Review PDF Full Text: DOI
Yan, Shuang; Gu, Changgui; Yang, Huijie Graph-let based approach to evolutionary behaviors in chaotic time series. (English) Zbl 07954664 Commun. Nonlinear Sci. Numer. Simul. 140, Part 1, Article ID 108344, 19 p. (2025). MSC: 37Mxx 62Mxx 37Dxx × Cite Format Result Cite Review PDF Full Text: DOI
Bone, Viv; van der Heide, Chris; Mackle, Kieran; Jahn, Ingo; Dower, Peter M.; Manzie, Chris Gradient-enhanced deep Gaussian processes for multifidelity modeling. (English) Zbl 07953967 J. Comput. Phys. 520, Article ID 113474, 19 p. (2025). MSC: 60Gxx 62-XX 68Txx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Duan, Yu; Eaton, Matthew; Bluck, Michael A Kronecker product accelerated efficient sparse Gaussian process (E-SGP) for flow emulation. (English) Zbl 07953960 J. Comput. Phys. 520, Article ID 113460, 14 p. (2025). MSC: 68Txx 62Mxx 60Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yu, Tao; Yang, Yang; Tang, Chunming; Yang, Meng Constructions of optimal Z-periodic complementary sequence sets with large zero correlation zone. (English) Zbl 07952454 Adv. Math. Commun. 19, No. 1, 202-218 (2025). MSC: 94A05 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Xiaoyu; Xu, Yong; Pei, Bin Precise Laplace approximation for mixed rough differential equation. (English) Zbl 07950073 J. Differ. Equations 415, 1-51 (2025). MSC: 60F10 60G22 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hongler, Max-Olivier; Rivier, Renaud An exact bandit model for the risk-volatility tradeoff. (English) Zbl 07949242 J. Dyn. Games 12, No. 1, 48-63 (2025). MSC: 60G40 93E20 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Daehong; Tagawa, Takara Quasi-ergodic limits for moments of jumps under absorbing stable processes. (English) Zbl 07948985 J. Theor. Probab. 38, No. 1, Paper No. 10, 19 p. (2025). MSC: 37A30 60J45 60G52 47D06 60J46 × Cite Format Result Cite Review PDF Full Text: DOI
Melnikov, Vasily Relative weak compactness in infinite-dimensional Fefferman-Meyer duality. (English) Zbl 07946896 J. Math. Anal. Appl. 543, No. 1, Article ID 128969, 16 p. (2025). MSC: 60Gxx 46Exx 60Hxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Keller, Matthias; Münch, Florentin; Wojciechowski, Radosław K. Neumann semigroup, subgraph convergence, form uniqueness, stochastic completeness and the Feller property. (English) Zbl 07945562 J. Geom. Anal. 35, No. 1, Paper No. 14, 23 p. (2025). MSC: 47D07 47D06 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Varzaneh, M. Ghani; Riedel, S. An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability. (English) Zbl 07945281 J. Funct. Anal. 288, No. 1, Article ID 110676, 77 p. (2025). MSC: 60H15 60L50 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tsai, Li-Cheng High moments of the SHE in the clustering regimes. (English) Zbl 07945280 J. Funct. Anal. 288, No. 1, Article ID 110675, 59 p. (2025). MSC: 60H15 60Jxx 82Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kapustyan, Oleksiy; Martynyuk, Olha; Misiats, Oleksandr; Stanzhytskyi, Oleksandr Thin film equations with nonlinear deterministic and stochastic perturbations. (English) Zbl 07943126 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 250, Article ID 113646, 24 p. (2025). MSC: 60-XX 76-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Porcu, Emilio; Emery, Xavier; Ferreira, Vinicius; Zubelli, Jorge Rudin’s extension theorems and exponential convexity for matrix- and function-valued positive semidefinite functions. (English) Zbl 07942386 Comput. Appl. Math. 44, No. 1, Paper No. 12, 16 p. (2025). MSC: 60G10 26E40 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Lei; Liu, Bin On the Keller-Segel models interacting with a stochastically forced incompressible viscous flow in \(\mathbb{R}^2\). (English) Zbl 07941666 J. Differ. Equations 414, 487-554 (2025). MSC: 35R60 35K45 35K59 35Q35 92C17 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kim, Bara; Kim, Jeongsim; Kim, Jerim Three-dimensional Gaussian product inequality with positive integer order moments. (English) Zbl 07940998 J. Math. Anal. Appl. 542, No. 2, Article ID 128804, 21 p. (2025). MSC: 60E15 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Suh, Changho Probability for information technology. (English) Zbl 07940707 Singapore: Springer (ISBN 978-981-974031-4/hbk; 978-981-974034-5/pbk; 978-981-974032-1/ebook). xii, 353 p. (2025). MSC: 60-01 60Cxx 60G50 60G05 × Cite Format Result Cite Review PDF Full Text: DOI
Cichomski, Stanisław; Osȩkowski, Adam On the existence of extreme coherent distributions with no atoms. (English) Zbl 07939475 J. Theor. Probab. 38, No. 1, Paper No. 7, 15 p. (2025). MSC: 37A50 60E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Passeggeri, Riccardo A denseness property of stochastic processes. (English) Zbl 07939474 J. Theor. Probab. 38, No. 1, Paper No. 6, 18 p. (2025). MSC: 60B10 60G07 60G05 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Visonà, Tommaso Intersections of randomly translated sets. (English) Zbl 07939471 J. Theor. Probab. 38, No. 1, Paper No. 3, 17 p. (2025). MSC: 60D05 60G55 52A22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Curry, Charles Simulating elliptic diffusions and orthogonal invariance. (English) Zbl 07938687 J. Comput. Dyn. 12, No. 1, 83-91 (2025). MSC: 65C30 65M75 58J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, Jie; Zheng, Qiao; Mu, Jianyong Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations. (English) Zbl 07938589 Bernoulli 31, No. 1, 783-815 (2025). MSC: 60H10 62M09 × Cite Format Result Cite Review PDF Full Text: DOI Link
Li, Yue; Shang, Shijie; Zhang, Tusheng Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line. (English) Zbl 07938588 Bernoulli 31, No. 1, 759-782 (2025). MSC: 60Hxx 60Exx 60Jxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Gruber, H.; Jirak, M. Irregular nonparametric autoregression. (English) Zbl 07938587 Bernoulli 31, No. 1, 731-758 (2025). MSC: 62Mxx 62Gxx 60Gxx × Cite Format Result Cite Review PDF Full Text: DOI Link
Leucht, Anne; Neumann, Michael H. A log-linear model for non-stationary time series of counts. (English) Zbl 07938586 Bernoulli 31, No. 1, 709-730 (2025). MSC: 62Mxx 60Gxx 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Dung, Nguyen Tien Some new concentration inequalities for the Itô stochastic integral. (English) Zbl 07938585 Bernoulli 31, No. 1, 692-708 (2025). MSC: 60Hxx 60Gxx 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hou, Haojie; Jiang, Yiyang; Ren, Yan-Xia; Song, Renming Tail probability of maximal displacement in critical branching Lévy process with stable branching. (English) Zbl 07938582 Bernoulli 31, No. 1, 630-648 (2025). MSC: 60Gxx 60Jxx 92Dxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
van Schaik, Kees; Watson, Alexander R.; Xu, Xin Optimal stopping of the stable process with state-dependent killing. (English) Zbl 07938581 Bernoulli 31, No. 1, 609-629 (2025). MSC: 60Gxx 60Jxx 91Bxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Wu, Weichi; Olhede, Sofia; Wolfe, Patrick Tractably modelling dependence in networks beyond exchangeability. (English) Zbl 07938580 Bernoulli 31, No. 1, 584-608 (2025). MSC: 62Gxx 62Hxx 05Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Heiny, Johannes; Kleemann, Carolin Maximum interpoint distance of high-dimensional random vectors. (English) Zbl 07938578 Bernoulli 31, No. 1, 537-560 (2025). MSC: 60Fxx 60Gxx 62Hxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
McKimm, Hector; Wang, Andi; Pollock, Murray; Robert, Christian; Roberts, Gareth Sampling using adaptive regenerative processes. (English) Zbl 07938577 Bernoulli 31, No. 1, 509-536 (2025). MSC: 60Jxx 65Cxx 62Fxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bayraktar, Elise; Clément, Emmanuelle Estimation of a pure-jump stable Cox-Ingersoll-Ross process. (English) Zbl 07938576 Bernoulli 31, No. 1, 484-508 (2025). MSC: 60Gxx 60Jxx 60Hxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Ernst, Philip A.; Rogers, L. C. G.; Zhou, Quan Yule’s “Nonsense correlation”: moments and density. (English) Zbl 07938573 Bernoulli 31, No. 1, 412-431 (2025). MSC: 60Jxx 60Gxx 60F05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Pein, Florian; Shah, Rajen D. Cross-validation for change-point regression: pitfalls and solutions. (English) Zbl 07938572 Bernoulli 31, No. 1, 388-411 (2025). MSC: 62Gxx 62Mxx 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Last, Günter; Molchanov, Ilya Poisson hulls. (English) Zbl 07938571 Bernoulli 31, No. 1, 359-387 (2025). MSC: 60Gxx 60Dxx 62Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kurisu, Daisuke; Fukami, Riku; Koike, Yuta Adaptive deep learning for nonlinear time series models. (English) Zbl 07938566 Bernoulli 31, No. 1, 240-270 (2025). MSC: 62Gxx 62Mxx 68Txx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hoang, Ly Viet; Spodarev, Evgeny Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes. (English) Zbl 07938563 Bernoulli 31, No. 1, 162-186 (2025). MSC: 60G52 60G10 62M09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Xu, Hao; Yang, Haoran; Zeng, Qiang On the expected number of critical points of locally isotropic Gaussian random fields. (English) Zbl 07938560 Bernoulli 31, No. 1, 81-105 (2025). MSC: 60Gxx 15Bxx 82Bxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Wang, Min The intermediate disorder regime for stable directed polymer in Poisson environment. (English) Zbl 07933924 J. Math. Anal. Appl. 542, No. 1, Article ID 128844, 17 p. (2025). MSC: 60K35 60H15 82D60 60K37 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Zhesheng; Zervos, Mihail The solution to an impulse control problem motivated by optimal harvesting. (English) Zbl 07933914 J. Math. Anal. Appl. 542, No. 1, Article ID 128809, 33 p. (2025). MSC: 93Exx 60Jxx 49Nxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vidmar, Matija Fock structure of complete Boolean algebras of type I factors and of unital factorizations. (English) Zbl 07933907 J. Math. Anal. Appl. 542, No. 1, Article ID 128780, 35 p. (2025). MSC: 60Gxx 46Lxx 60Hxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Elmusrati, Mohammed Modelling stochastic uncertainties. From Monte Carlo simulations to game theory. (English) Zbl 07929352 De Gruyter Graduate. Berlin: De Gruyter (ISBN 978-3-11-158470-6/pbk; 978-3-11-158505-5/ebook). x, 340 p. (2025). MSC: 60-01 62-01 65-01 65C05 62M20 60G35 93E10 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Yan; Zhu, Hexin Directed search process driven by Lévy motion with stochastic resetting. (English) Zbl 07925044 J. Appl. Anal. Comput. 15, No. 1, 137-159 (2025). MSC: 82C31 35Q84 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Muhammad, Mubarak; Schindler, Tanja I. Doubly intermittent maps with critical points, unbounded derivatives and regularly varying tail. (English) Zbl 07906831 Discrete Contin. Dyn. Syst. 45, No. 1, 309-333 (2025). MSC: 37E05 37A25 37A05 37A50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Tongqi; Xu, Yong; Feng, Lifang; Pei, Bin Averaging principle for McKean-Vlasov SDEs driven by FBMs. (English) Zbl 1545.60044 Qual. Theory Dyn. Syst. 24, No. 1, Paper No. 2, 26 p. (2025). MSC: 60G22 60H10 34C29 × Cite Format Result Cite Review PDF Full Text: DOI
Knill, Oliver Probability theory and stochastic processes with applications (to appear). 2nd edition. (English) Zbl 07291786 Singapore: World Scientific (ISBN 978-981-310-948-3/hbk; 978-981-310-949-0/pbk). 500 p. (2025). MSC: 60-01 60A05 60G05 × Cite Format Result Cite Review PDF Full Text: DOI
Kabantsova, L. Yu. Mathematical expectation of the solution of a stochastic multiplicatively perturbed system of differential equations. (English. Russian original) Zbl 07955509 J. Math. Sci., New York 285, No. 3, 339-351 (2024); translation from Sovrem. Mat., Fundam. Napravl. 69, No. 2, 250-262 (2023). MSC: 60-XX 34-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yegorov, I.; Kobrin, E.; Parygina, D.; Vishnyakov, A.; Fedotov, A. Python fuzzing for trustworthy machine learning frameworks. (English) Zbl 07955497 J. Math. Sci., New York 285, No. 2, 180-188 (2024) and Zap. Nauchn. Semin. POMI 530, 38-50 (2023). MSC: 62Gxx 60Gxx 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rosenthal, Ron Simplicial branching random walks. (English) Zbl 07955463 J. Appl. Comput. Topol. 8, No. 6, 1751-1791 (2024). MSC: 60-XX 05-XX × Cite Format Result Cite Review PDF Full Text: DOI
Hua, Dongming Merrick; Manin, Fedor; Queer, Tahda; Wang, Tianyi Local behavior of the Eden model on graphs and tessellations of manifolds. (English) Zbl 07955459 J. Appl. Comput. Topol. 8, No. 6, 1607-1647 (2024). MSC: 60K35 82B43 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shur, Disha; Huang, Yufan; Gleich, David F. A flexible PageRank-based graph embedding framework closely related to spectral eigenvector embeddings. (English) Zbl 07955452 J. Appl. Comput. Topol. 8, No. 5, 1417-1444 (2024). MSC: 62M15 05C65 05C82 05C81 05C50 65F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fei, Yicheng; Pitkow, Xaq Generalization of graph network inferences in higher-order graphical models. (English) Zbl 07955447 J. Appl. Comput. Topol. 8, No. 5, 1231-1256 (2024). MSC: 60-XX 62-XX 65-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Contreras-Reyes, Javier E. Jensen-autocorrelation function for weakly stationary processes and applications. (English) Zbl 07955380 Physica D 470, Part A, Article ID 134424, 10 p. (2024). MSC: 60-XX 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Jiangwei; Huang, Jianhua Convergence rates and central limit theorem for 3-D stochastic fractional Boussinesq equations with transport noise. (English) Zbl 07955365 Physica D 470, Part A, Article ID 134406, 18 p. (2024). MSC: 60-XX 35-XX × 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: 60G22 60H05 60H15 34C29 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Huang, Qiao; Wei, Wei; Duan, Jinqiao Rolling with random slipping and twisting: a large deviation point of view. (English) Zbl 07955171 Stoch. Dyn. 24, No. 5, Article ID 2450031, 42 p. (2024). MSC: 60H10 60F10 58J65 60G44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Huang, Lu-Jing; Wang, Jian Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise. (English) Zbl 07955159 Sci. China, Math. 67, No. 12, 2823-2842 (2024). MSC: 60J75 60G52 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Collet, Pierre; Martínez, Servet Maxentropy completion and properties of some partially defined stationary Markov chains. (English) Zbl 07955006 J. Stat. Phys. 191, No. 12, Paper No. 151, 18 p. (2024). MSC: 60Jxx 60Kxx 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
de Masi, Anna; Ferrari, Pablo A.; Gabrielli, Davide Hidden temperature in the KMP model. (English) Zbl 07955005 J. Stat. Phys. 191, No. 11, Paper No. 150, 28 p. (2024). MSC: 60K35 82C22 82C23 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Branquinho, Amílcar; Foulquié-Moreno, Ana; Mañas, Manuel Banded matrices and their orthogonality. (English) Zbl 07954880 Filipuk, Galina (ed.), Recent progress in special functions. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 807, 1-17 (2024). MSC: 42C05 33C45 47B39 33C47 60J10 60Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhou, Shouming; Zhou, Luhang; Chen, Rong On the Cauchy problem for a two-component higher order Camassa-Holm system. (English) Zbl 07954353 Math. Nachr. 297, No. 10, 3797-3834 (2024). MSC: 35-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI
Logunov, Alexander; Priya M. E., Lakshmi; Sartori, Andrea Almost sharp lower bound for the nodal volume of harmonic functions. (English) Zbl 07954340 Commun. Pure Appl. Math. 77, No. 12, 4328-4389 (2024). MSC: 60-XX 35-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Trong, Dang Duc; Hung, Thai Phuc Deconvolution of \(\mathbb{P} (X_t < Y_t)\) for stationary processes with supersmooth error distributions. (English) Zbl 07954315 Statistics 58, No. 6, 1463-1487 (2024). MSC: 60G10 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Deme, El Hadji; Slaoui, Yousri; Kebe, Modou; Manou-Abi, Solym Robust estimator of the ruin probability in infinite time for heavy-tailed distributions. (English) Zbl 07954312 Statistics 58, No. 6, 1401-1422 (2024). MSC: 62H12 62H05 60G70 × Cite Format Result Cite Review PDF Full Text: DOI
Dustin, Dean; Clarke, Bertrand Post-model-selection prediction intervals for generalized linear models. (English) Zbl 07954288 Sankhyā, Ser. A 86, Suppl. 1, 301-326 (2024). MSC: 62J12 62M20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kern, Peter; Pleschberger, Leonard Parabolic fractal geometry of stable Lévy processes with drift. (English) Zbl 07954199 J. Fractal Geom. 11, No. 3-4, 343-371 (2024). MSC: 60G51 28A78 28A80 60G17 60G18 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rozora, Iryna; Sheptukha, Yevhenii Simulation of the fractional Brownian process with given accuracy and reliability. (English) Zbl 07954171 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 78, No. 1, 147-153 (2024). Reviewer: Oleksandr Mokliachuk (Princeton) MSC: 60G22 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
Ianevych, Tetiana; Vasylyk, Olga; Doshchuk, Julia On modeling Gaussian stationary Ornstein-Uhlenbeck processes with given reliability and accuracy in \(L_p\)-spaces. (English) Zbl 07954153 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 78, No. 1, 51-56 (2024). Reviewer: Oleksandr Mokliachuk (Princeton) MSC: 60G15 60G10 62M15 91G30 × Cite Format Result Cite Review PDF Full Text: DOI
Kyrychenko, Oksana; Kyrychenko, Yevhen Asymptotic properties of random matrices. (Ukrainian. English summary) Zbl 07954151 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 78, No. 1, 41-44 (2024). MSC: 60J10 15B51 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Pradhan, Somnath; Yüksel, Serdar Near optimality of Lipschitz and smooth policies in controlled diffusions. (English) Zbl 07954054 Syst. Control Lett. 193, Article ID 105943, 6 p. (2024). MSC: 93-XX 60J60 93E20 35Q93 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mokrousov, A. S.; Kolomeets, N. A. Additive differentials for ARX mappings with probability exceeding \(1/4\). (Russian. English summary) Zbl 07953953 Diskretn. Anal. Issled. Oper. 31, No. 2, 108-135 (2024); translation in J. Appl. Ind. Math. 18, No. 2, 294-311 (2024). MSC: 60-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI MNR
Mishura, Yuliya; Ottaviano, Stefania; Vargiolu, Tiziano Gaussian Volterra processes as models of electricity markets. (English) Zbl 07953930 SIAM J. Financ. Math. 15, No. 4, 989-1019 (2024). MSC: 60H30 60G15 60H10 60G22 91B16 91G15 91G20 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dieye, Moustapha; Diop, Amadou; Mbaye, Mamadou Moustapha; McKibben, Mark A. On weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equations. (English) Zbl 07953406 Stochastics 96, No. 4, 1388-1427 (2024). MSC: 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Qiao, Huijie; Zhu, Shengqing Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. (English) Zbl 07953405 Stochastics 96, No. 4, 1369-1387 (2024). MSC: 60G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Zhang; Yang, Li Well-posedness for anticipated backward stochastic Schrödinger equations. (English) Zbl 07953402 Stochastics 96, No. 4, 1307-1327 (2024). MSC: 49K40 60H15 60H05 60G99 × Cite Format Result Cite Review PDF Full Text: DOI
Perninge, M. Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes. (English) Zbl 07953400 Stochastics 96, No. 3, 1241-1281 (2024). MSC: 60H10 60G51 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pei, Bin; Xu, Yong; Han, Min Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions. (English) Zbl 07953398 Stochastics 96, No. 3, 1169-1199 (2024). MSC: 60G22 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Fkirine, Mohamed; Hadd, Said Solving stochastic equations with unbounded nonlinear perturbations. (English) Zbl 07953397 Stochastics 96, No. 3, 1143-1168 (2024). MSC: 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Szabłowski, Paweł J. Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths. (English) Zbl 07953391 Stochastics 96, No. 2, 1007-1027 (2024). MSC: 60G10 60G17 60J35 60G44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Main, James C. A.; Randour, Mickael Different strokes in randomised strategies: revisiting Kuhn’s theorem under finite-memory assumptions. (English) Zbl 07953368 Inf. Comput. 301, Article ID 105229, 31 p. (2024). MSC: 68Qxx × Cite Format Result Cite Review PDF Full Text: DOI
Mvondo-She, Yannick Fragmented perspective of self-organized criticality and disorder in log gravity. (English) Zbl 07953125 J. High Energy Phys. 2024, No. 10, Paper No. 196, 19 p. (2024). MSC: 82Dxx 83Cxx 81Txx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Mengxin; Peng, Dan Asynchronous sliding-mode control for two-dimensional nonlinear Markov jump systems with time-varying delays. (English) Zbl 07952640 Int. J. Robust Nonlinear Control 34, No. 18, 12312-12328 (2024). MSC: 93B12 93C10 93E03 93C43 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Min; Chen, Guanggan The approximation and portray of stochastic Poincaré maps for stochastic slow-fast systems in Hilbert spaces. (English) Zbl 07952558 Banach J. Math. Anal. 18, No. 4, Paper No. 69, 41 p. (2024). MSC: 37L55 37D10 37C27 58J65 × Cite Format Result Cite Review PDF Full Text: DOI
Zhen, Yuhang; Xi, Fubao Numerical solutions of regime-switching functional diffusions with infinite delay. (English) Zbl 07951880 Stoch. Models 40, No. 4, 617-633 (2024). MSC: 60J60 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Ghosh, Indranil; Sunoj, S. M. Copula-based mutual information measures and mutual entropy: a brief survey. (English) Zbl 07951878 Math. Methods Stat. 33, No. 3, 297-309 (2024). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI
Azizi, S. Pourmohammad; Neisy, Abdolsadeh Inverse problems to estimate market price of risk in catastrophe bonds. (English) Zbl 07951876 Math. Methods Stat. 33, No. 3, 259-268 (2024). MSC: 91-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kovchegov, Yevgeniy; Negrón, Alex; Pertel, Clarice; Wang, Christopher Extensions of true skewness for unimodal distributions. (English) Zbl 07951875 Math. Methods Stat. 33, No. 3, 239-258 (2024). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Rahim, K. H.; Thiagarajan, M. M/M(a, b)/2/K controlled arrival rates and interdependent queueing model. (English) Zbl 07951311 Balasubramaniam, P. (ed.) et al., Discrete mathematics and mathematical modelling in the digital era, ICDM3DE-2023. Proceedings of the 9th international conference, Gandhigram, India, March 23–25, 2023. Singapore: Springer. Springer Proc. Math. Stat. 458, 57-70 (2024). MSC: 60K25 60J25 60G20 90B22 × Cite Format Result Cite Review PDF Full Text: DOI
Banerjee, Sayan; Budhiraja, Amarjit Long-time behavior of finite and infinite dimensional reflected Brownian motions. (English) Zbl 07951268 Athreya, Siva (ed.) et al., Probability and stochastic processes. A volume in honour of Rajeeva L. Karandikar. Singpore: Springer. Indian Stat. Inst. Ser., 69-108 (2024). MSC: 60Hxx 60J60 60H10 60K35 60J55 60K25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Christensen, Sören; Thomsen, Asbjørn Holk; Trottner, Lukas Data-driven rules for multidimensional reflection problems. (English) Zbl 07950873 SIAM/ASA J. Uncertain. Quantif. 12, 1240-1272 (2024). MSC: 93E35 68T05 49Q10 60J60 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Goldys, Ben; Nendel, Max; Röckner, Michael Operator semigroups in the mixed topology and the infinitesimal description of Markov processes. (English) Zbl 07950691 J. Differ. Equations 412, 23-86 (2024). MSC: 47D06 47H20 60H10 60H15 60J25 60J35 35D40 47J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shao, Yuanfu; Zhao, Jinxing Dynamics of a stochastic delayed predator-prey system with regime switching and jumps. (English) Zbl 07950683 Res. Math. Sci. 11, No. 4, Paper No. 66, 22 p. (2024). MSC: 60H10 60H30 60G51 60H35 92D25 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Young Shin; Fabozzi, Frank J. Portfolio optimization with relative tail risk. (English) Zbl 07950223 Ann. Oper. Res. 341, No. 2-3, 1023-1055 (2024). MSC: 91Gxx 62Pxx 60Gxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gabih, Abdelali; Kondakji, Hakam; Wunderlich, Ralf Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift. (English) Zbl 07950219 Ann. Oper. Res. 341, No. 2-3, 897-936 (2024). MSC: 91G10 93E20 93E11 60G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ben Ameur, Hachmi; Ftiti, Zied; Louhichi, Waël Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition. (English) Zbl 07950215 Ann. Oper. Res. 341, No. 2-3, 757-779 (2024). MSC: 62Pxx 91Gxx 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI
Chemetov, Nikolai; Cipriano, Fernanda A boundary control problem for stochastic 2D-Navier-Stokes equations. (English) Zbl 07950133 J. Optim. Theory Appl. 203, No. 2, 1847-1879 (2024). MSC: 76B75 60G15 60H15 76D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Friz, Peter K.; Lyons, Terry; Seigal, Anna Rectifiable paths with polynomial log-signature are straight lines. (English) Zbl 07950047 Bull. Lond. Math. Soc. 56, No. 9, 2922-2934 (2024). MSC: 60L10 60L70 60G10 17B01 15A69 13P15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gorodetsky, Ofir; Lichtman, Jared Duker; Wong, Mo Dick On Erdős sums of almost primes. (Sur les sommes d’Erdős de presque premiers.) (English. French summary) Zbl 07949973 C. R., Math., Acad. Sci. Paris 362, 1571-1596 (2024). MSC: 11N25 11Y60 11A05 60G18 60H25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lefebvre, Mario Exact solutions to first-passage problems for jump-diffusion processes. (English) Zbl 07949757 Bull. Pol. Acad. Sci., Math. 72, No. 1, 81-95 (2024). MSC: 60J65 60G55 60H10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI