Ravishanker, Nalini; Raman, Balaji; Soyer, Refik Dynamic time series models using R-INLA. An applied perspective (to appear). (English) Zbl 07569209 Boca Raton, FL: CRC Press (ISBN 978-0-367-65427-6/hbk; 978-1-003-13403-9/ebook). (2023). MSC: 62-01 62Mxx 00A06 PDF BibTeX XML Full Text: DOI OpenURL
Wu, Xiao; Kong, Yinying; Guo, Zhenbin Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces. (English) Zbl 07572910 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 594-604 (2022). MSC: 60J10 90C40 93E20 PDF BibTeX XML Cite \textit{X. Wu} et al., Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 594--604 (2022; Zbl 07572910) Full Text: Link OpenURL
Iguchi, Yuga; Yamada, Toshihiro Weak approximation of SDEs for tempered distributions and applications. (English) Zbl 07572767 Adv. Comput. Math. 48, No. 5, Paper No. 52, 43 p. (2022). MSC: 58J35 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 07572767) Full Text: DOI OpenURL
Danilenko, Alexandre I.; Kosloff, Zemer; Roy, Emmanuel Nonsingular Poisson suspensions. (English) Zbl 07572402 J. Anal. Math. 146, No. 2, 741-790 (2022). MSC: 37Axx 22Dxx 60Gxx PDF BibTeX XML Cite \textit{A. I. Danilenko} et al., J. Anal. Math. 146, No. 2, 741--790 (2022; Zbl 07572402) Full Text: DOI OpenURL
Baudoin, Fabrice; Lacaux, Céline Fractional Gaussian fields on the Sierpiński gasket and related fractals. (English) Zbl 07572401 J. Anal. Math. 146, No. 2, 719-739 (2022). MSC: 60Gxx 31Cxx 60-XX PDF BibTeX XML Cite \textit{F. Baudoin} and \textit{C. Lacaux}, J. Anal. Math. 146, No. 2, 719--739 (2022; Zbl 07572401) Full Text: DOI OpenURL
Berger, David; Schilling, René L. On the Liouville and strong Liouville properties for a class of non-local operators. (English) Zbl 07572348 Math. Scand. 128, No. 2, 365-388 (2022). MSC: 47-XX 60-XX PDF BibTeX XML Cite \textit{D. Berger} and \textit{R. L. Schilling}, Math. Scand. 128, No. 2, 365--388 (2022; Zbl 07572348) Full Text: DOI OpenURL
Zhao, Mingming; Li, Yongfeng; Wen, Zaiwen A stochastic trust-region framework for policy optimization. (English) Zbl 07571710 J. Comput. Math. 40, No. 6, 1006-1032 (2022). MSC: 49L20 90C15 90C26 90C40 93E20 PDF BibTeX XML Cite \textit{M. Zhao} et al., J. Comput. Math. 40, No. 6, 1006--1032 (2022; Zbl 07571710) Full Text: DOI OpenURL
Spinka, Yinon Finitary isomorphisms of renewal point processes and continuous-time regenerative processes. (English) Zbl 07571698 Isr. J. Math. 249, No. 2, 857-897 (2022). MSC: 37Axx 28Dxx 60Gxx PDF BibTeX XML Cite \textit{Y. Spinka}, Isr. J. Math. 249, No. 2, 857--897 (2022; Zbl 07571698) Full Text: DOI OpenURL
Ballmann, Werner; Polymerakis, Panagiotis Equivariant discretizations of diffusions and harmonic functions of bounded growth. (English) Zbl 07571683 Isr. J. Math. 249, No. 1, 227-258 (2022). MSC: 53C43 58J65 20F38 PDF BibTeX XML Cite \textit{W. Ballmann} and \textit{P. Polymerakis}, Isr. J. Math. 249, No. 1, 227--258 (2022; Zbl 07571683) Full Text: DOI OpenURL
Bottazzi, Giulio; Dindo, Pietro Drift criteria for persistence of discrete stochastic processes on the line. (English) Zbl 07571537 J. Math. Econ. 101, Article ID 102696, 9 p. (2022). MSC: 91Bxx PDF BibTeX XML Cite \textit{G. Bottazzi} and \textit{P. Dindo}, J. Math. Econ. 101, Article ID 102696, 9 p. (2022; Zbl 07571537) Full Text: DOI OpenURL
Guadagni, Gianluca; Thomas, Lawrence E. Perturbation theory for a non-equilibrium stationary state of a one-dimensional stochastic wave equation. (English) Zbl 07571343 Frank, Rupert L. (ed.) et al., The physics and mathematics of Elliott Lieb. The 90th anniversary. Volume I. Berlin: European Mathematical Society (EMS). 451-471 (2022). MSC: 81-XX 60-XX PDF BibTeX XML Cite \textit{G. Guadagni} and \textit{L. E. Thomas}, in: The physics and mathematics of Elliott Lieb. The 90th anniversary. Volume I. Berlin: European Mathematical Society (EMS). 451--471 (2022; Zbl 07571343) Full Text: Link OpenURL
Kim, Donggyu; Oh, Minseog; Wang, Yazhen Conditional quantile analysis for realized GARCH models. (English) Zbl 07570758 J. Time Ser. Anal. 43, No. 4, 640-665 (2022). MSC: 62Mxx 62M10 62P05 62F10 PDF BibTeX XML Cite \textit{D. Kim} et al., J. Time Ser. Anal. 43, No. 4, 640--665 (2022; Zbl 07570758) Full Text: DOI OpenURL
Wu, Yanfeng; Hu, Jianqiang; Yang, Xiangyu Moment estimators for parameters of Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 07570757 J. Time Ser. Anal. 43, No. 4, 610-639 (2022). MSC: 62Mxx 62F12 62M05 60J25 PDF BibTeX XML Cite \textit{Y. Wu} et al., J. Time Ser. Anal. 43, No. 4, 610--639 (2022; Zbl 07570757) Full Text: DOI OpenURL
Karmakar, Sayar; Chudý, Marek; Wu, Wei Biao Long-term prediction intervals with many covariates. (English) Zbl 07570756 J. Time Ser. Anal. 43, No. 4, 587-609 (2022). MSC: 62Mxx 62G08 62M10 62J05 91B84 PDF BibTeX XML Cite \textit{S. Karmakar} et al., J. Time Ser. Anal. 43, No. 4, 587--609 (2022; Zbl 07570756) Full Text: DOI OpenURL
Bravo, Francesco Misspecified semiparametric model selection with weakly dependent observations. (English) Zbl 07570755 J. Time Ser. Anal. 43, No. 4, 558-586 (2022). MSC: 62Mxx 62E20 62M10 PDF BibTeX XML Cite \textit{F. Bravo}, J. Time Ser. Anal. 43, No. 4, 558--586 (2022; Zbl 07570755) Full Text: DOI OpenURL
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations. (English) Zbl 07570754 J. Time Ser. Anal. 43, No. 4, 532-557 (2022). MSC: 62Mxx 62M10 PDF BibTeX XML Cite \textit{R. P. Masini} et al., J. Time Ser. Anal. 43, No. 4, 532--557 (2022; Zbl 07570754) Full Text: DOI OpenURL
Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo Simultaneous variable selection and structural identification for time-varying coefficient models. (English) Zbl 07570753 J. Time Ser. Anal. 43, No. 4, 511-531 (2022). MSC: 62Mxx 62M10 PDF BibTeX XML Cite \textit{N. H. Chan} et al., J. Time Ser. Anal. 43, No. 4, 511--531 (2022; Zbl 07570753) Full Text: DOI OpenURL
Eisenhuth, Benedikt; Grothaus, Martin Essential m-dissipativity for possibly degenerate generators of infinite-dimensional diffusion processes. (English) Zbl 07570543 Integral Equations Oper. Theory 94, No. 3, Paper No. 28, 29 p. (2022). MSC: 35R15 35B65 35R60 37L50 47B44 60H15 PDF BibTeX XML Cite \textit{B. Eisenhuth} and \textit{M. Grothaus}, Integral Equations Oper. Theory 94, No. 3, Paper No. 28, 29 p. (2022; Zbl 07570543) Full Text: DOI OpenURL
Ghori, Muhammad Bilal; Kang, Yanmei; Chen, Yaqian Emergence of stochastic resonance in a two-compartment hippocampal pyramidal neuron model. (English) Zbl 07570525 J. Comput. Neurosci. 50, No. 2, 217-240 (2022). MSC: 92B20 60J60 PDF BibTeX XML Cite \textit{M. B. Ghori} et al., J. Comput. Neurosci. 50, No. 2, 217--240 (2022; Zbl 07570525) Full Text: DOI OpenURL
Chouliara, Despina; Gong, Yishu; He, Siming; Kiselev, Alexander; Lim, James; Melikechi, Omar; Powers, Keenan Hitting time of Brownian motion subject to shear flow. (English) Zbl 07570418 Involve 15, No. 1, 131-140 (2022). MSC: 35K10 60G07 92B05 PDF BibTeX XML Cite \textit{D. Chouliara} et al., Involve 15, No. 1, 131--140 (2022; Zbl 07570418) Full Text: DOI OpenURL
Yang, Shuzhen Stochastic maximum principle for optimal control problem with a stopping time cost functional. (English) Zbl 07569667 Int. J. Control 95, No. 7, 1777-1788 (2022). MSC: 93E03 93E20 60G99 PDF BibTeX XML Cite \textit{S. Yang}, Int. J. Control 95, No. 7, 1777--1788 (2022; Zbl 07569667) Full Text: DOI OpenURL
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed Existence, stability and controllability results of stochastic differential equations with non-instantaneous impulses. (English) Zbl 07569662 Int. J. Control 95, No. 7, 1719-1730 (2022). MSC: 93B05 60H10 34G20 34A37 60G22 PDF BibTeX XML Cite \textit{R. Dhayal} et al., Int. J. Control 95, No. 7, 1719--1730 (2022; Zbl 07569662) Full Text: DOI OpenURL
Yeo, Kyongmin; Li, Zan; Gifford, Wesley Generative adversarial network for probabilistic forecast of random dynamical systems. (English) Zbl 07569631 SIAM J. Sci. Comput. 44, No. 4, A2150-A2175 (2022). MSC: 37M10 62M10 62M20 62M45 68T07 PDF BibTeX XML Cite \textit{K. Yeo} et al., SIAM J. Sci. Comput. 44, No. 4, A2150--A2175 (2022; Zbl 07569631) Full Text: DOI OpenURL
Westerlund, Joakim; Norkutė, Milda; Stauskas, Ovidijus The factor analytical approach in trending near unit root panels. (English) Zbl 07569205 J. Time Ser. Anal. 43, No. 3, 501-508 (2022). MSC: 62Mxx 62M10 62P20 PDF BibTeX XML Cite \textit{J. Westerlund} et al., J. Time Ser. Anal. 43, No. 3, 501--508 (2022; Zbl 07569205) Full Text: DOI OpenURL
Xu, Yue; Zhu, Fukang A new GJR-GARCH model for \(\mathbb{Z}\)-valued time series. (English) Zbl 07569204 J. Time Ser. Anal. 43, No. 3, 490-500 (2022). MSC: 62Mxx 62M10 62M05 PDF BibTeX XML Cite \textit{Y. Xu} and \textit{F. Zhu}, J. Time Ser. Anal. 43, No. 3, 490--500 (2022; Zbl 07569204) Full Text: DOI OpenURL
Sakarya, Neslihan; De Jong, Robert M. The spectral analysis of the hodrick-prescott filter. (English) Zbl 07569203 J. Time Ser. Anal. 43, No. 3, 479-489 (2022). MSC: 62Mxx 42A16 60G35 62M20 62P20 PDF BibTeX XML Cite \textit{N. Sakarya} and \textit{R. M. De Jong}, J. Time Ser. Anal. 43, No. 3, 479--489 (2022; Zbl 07569203) Full Text: DOI OpenURL
Liu, Mengya; Zhu, Fukang; Zhu, Ke Modeling normalcy-dominant ordinal time series: an application to air quality level. (English) Zbl 07569202 J. Time Ser. Anal. 43, No. 3, 460-478 (2022). MSC: 62Mxx 62M10 37M10 PDF BibTeX XML Cite \textit{M. Liu} et al., J. Time Ser. Anal. 43, No. 3, 460--478 (2022; Zbl 07569202) Full Text: DOI OpenURL
Aknouche, Abdelhakim; Francq, Christian Stationarity and ergodicity of Markov switching positive conditional mean models. (English) Zbl 07569201 J. Time Ser. Anal. 43, No. 3, 436-459 (2022). MSC: 62Mxx 37M10 60G10 PDF BibTeX XML Cite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI OpenURL
del Barrio Castro, Tomás; Cubadda, Gianluca; Osborn, Denise R. On cointegration for processes integrated at different frequencies. (English) Zbl 07569200 J. Time Ser. Anal. 43, No. 3, 412-435 (2022). MSC: 62Mxx 62M10 91B84 PDF BibTeX XML Cite \textit{T. del Barrio Castro} et al., J. Time Ser. Anal. 43, No. 3, 412--435 (2022; Zbl 07569200) Full Text: DOI OpenURL
Perron, Pierre; Yamamoto, Yohei Structural change tests under heteroskedasticity: Joint estimation versus two-steps methods. (English) Zbl 07569199 J. Time Ser. Anal. 43, No. 3, 389-411 (2022). MSC: 62Mxx 62H15 PDF BibTeX XML Cite \textit{P. Perron} and \textit{Y. Yamamoto}, J. Time Ser. Anal. 43, No. 3, 389--411 (2022; Zbl 07569199) Full Text: DOI OpenURL
Tan, Songhua; Zhu, Qianqian Asymmetric linear double autoregression. (English) Zbl 07569198 J. Time Ser. Anal. 43, No. 3, 371-388 (2022). MSC: 62Mxx 62M10 62F03 62F12 PDF BibTeX XML Cite \textit{S. Tan} and \textit{Q. Zhu}, J. Time Ser. Anal. 43, No. 3, 371--388 (2022; Zbl 07569198) Full Text: DOI OpenURL
Yuan, Huiling; Sun, Yulei; Xu, Lu; Zhou, Yong; Cui, Xiangyu A new volatility model: GQARCH-Itô model. (English) Zbl 07569197 J. Time Ser. Anal. 43, No. 3, 345-370 (2022). MSC: 62Mxx 62M10 62M20 62F12 PDF BibTeX XML Cite \textit{H. Yuan} et al., J. Time Ser. Anal. 43, No. 3, 345--370 (2022; Zbl 07569197) Full Text: DOI OpenURL
Ciardo, Lorenzo; Dahl, Geir; Kirkland, Steve On Kemeny’s constant for trees with fixed order and diameter. (English) Zbl 07569080 Linear Multilinear Algebra 70, No. 12, 2331-2353 (2022). MSC: 05C81 05C05 05C50 60J10 05C12 94C15 PDF BibTeX XML Cite \textit{L. Ciardo} et al., Linear Multilinear Algebra 70, No. 12, 2331--2353 (2022; Zbl 07569080) Full Text: DOI OpenURL
Matias, Edgar Markovian random iterations of homeomorphisms of the circle. (English) Zbl 07568749 Ergodic Theory Dyn. Syst. 42, No. 9, 2935-2956 (2022). MSC: 37H12 37E10 37A50 28D05 PDF BibTeX XML Cite \textit{E. Matias}, Ergodic Theory Dyn. Syst. 42, No. 9, 2935--2956 (2022; Zbl 07568749) Full Text: DOI OpenURL
Gallesco, Christophe; Takahashi, Daniel Y. Mixing rates for potentials of non-summable variations. (English) Zbl 07568744 Ergodic Theory Dyn. Syst. 42, No. 9, 2823-2840 (2022). MSC: 37A35 37B15 60G07 PDF BibTeX XML Cite \textit{C. Gallesco} and \textit{D. Y. Takahashi}, Ergodic Theory Dyn. Syst. 42, No. 9, 2823--2840 (2022; Zbl 07568744) Full Text: DOI OpenURL
Fang, Zhou; Gupta, Ankit; Khammash, Mustafa Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations. (English) Zbl 07568545 J. Comput. Phys. 467, Article ID 111441, 31 p. (2022). MSC: 60Jxx 65Cxx 60Gxx PDF BibTeX XML Cite \textit{Z. Fang} et al., J. Comput. Phys. 467, Article ID 111441, 31 p. (2022; Zbl 07568545) Full Text: DOI OpenURL
Liu, Zhe; Yang, Ying Moment estimation for parameters in high-order uncertain differential equations. (English) Zbl 07568432 Appl. Math. Comput. 433, Article ID 127399, 10 p. (2022). MSC: 60Hxx 91Gxx 62Mxx PDF BibTeX XML Cite \textit{Z. Liu} and \textit{Y. Yang}, Appl. Math. Comput. 433, Article ID 127399, 10 p. (2022; Zbl 07568432) Full Text: DOI OpenURL
Trull, Oscar; García-Díaz, J. Carlos; Peiró-Signes, A. Multiple seasonal STL decomposition with discrete-interval moving seasonalities. (English) Zbl 07568431 Appl. Math. Comput. 433, Article ID 127398, 9 p. (2022). MSC: 62Mxx 91Bxx 62Pxx PDF BibTeX XML Cite \textit{O. Trull} et al., Appl. Math. Comput. 433, Article ID 127398, 9 p. (2022; Zbl 07568431) Full Text: DOI OpenURL
Chen, Liwen; Peng, Xiaofan Extrema of a Gaussian random field: Berman’s sojourn time method. (English) Zbl 07567991 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 5, 1831-1842 (2022). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{L. Chen} and \textit{X. Peng}, Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 5, 1831--1842 (2022; Zbl 07567991) Full Text: DOI OpenURL
Niang, Aladji Babacar; Lo, Gane Samb; Traoré, Cherif Mamadou Moctar; Ball, Amadou \(\ell^{\infty}\) Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences. (English. French summary) Zbl 07567968 Afr. Stat. 17, No. 1, 3125-3143 (2022). MSC: 60E07 60F17 PDF BibTeX XML Cite \textit{A. B. Niang} et al., Afr. Stat. 17, No. 1, 3125--3143 (2022; Zbl 07567968) Full Text: DOI Link OpenURL
Song, Yunquan; Zhang, Xinhong Stationary distribution and extinction of a stochastic SVEIS epidemic model incorporating Ornstein-Uhlenbeck process. (English) Zbl 07567958 Appl. Math. Lett. 133, Article ID 108284, 7 p. (2022). MSC: 92-XX 60-XX PDF BibTeX XML Cite \textit{Y. Song} and \textit{X. Zhang}, Appl. Math. Lett. 133, Article ID 108284, 7 p. (2022; Zbl 07567958) Full Text: DOI OpenURL
Dean, Justin; Ganesh, Ayalvadi Noise dissipation in gene regulatory networks via second order statistics of networks of infinite server queues. (English) Zbl 07567877 J. Math. Biol. 85, No. 2, Paper No. 14, 33 p. (2022). MSC: 92B05 60K30 60G55 PDF BibTeX XML Cite \textit{J. Dean} and \textit{A. Ganesh}, J. Math. Biol. 85, No. 2, Paper No. 14, 33 p. (2022; Zbl 07567877) Full Text: DOI OpenURL
Milatovic, Ognjen; Saratchandran, Hemanth Generalized Ornstein-Uhlenbeck semigroups in weighted \(L^p\)-spaces on Riemannian manifolds. (English) Zbl 07567822 J. Funct. Anal. 283, No. 8, Article ID 109623, 62 p. (2022). MSC: 47B25 58J05 58J65 35P05 60H30 PDF BibTeX XML Cite \textit{O. Milatovic} and \textit{H. Saratchandran}, J. Funct. Anal. 283, No. 8, Article ID 109623, 62 p. (2022; Zbl 07567822) Full Text: DOI OpenURL
Charlier, Christophe; Claeys, Tom; Ruzza, Giulio Uniform tail asymptotics for Airy kernel determinant solutions to KdV and for the narrow wedge solution to KPZ. (English) Zbl 07567818 J. Funct. Anal. 283, No. 8, Article ID 109608, 54 p. (2022). MSC: 41A60 35Q53 60H35 60G55 PDF BibTeX XML Cite \textit{C. Charlier} et al., J. Funct. Anal. 283, No. 8, Article ID 109608, 54 p. (2022; Zbl 07567818) Full Text: DOI OpenURL
Kim, Kyong-Hui; Kim, Su-Hyang; Jo, Ho-Bom Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model. (English) Zbl 07567552 J. Comput. Appl. Math. 416, Article ID 114496, 19 p. (2022). MSC: 91Gxx 60Gxx 91Bxx PDF BibTeX XML Cite \textit{K.-H. Kim} et al., J. Comput. Appl. Math. 416, Article ID 114496, 19 p. (2022; Zbl 07567552) Full Text: DOI OpenURL
Dun, Meng; Xu, Zhicun; Wu, Lifeng; Chen, Yan The information priority of conformable fractional grey model. (English) Zbl 07567532 J. Comput. Appl. Math. 415, Article ID 114460, 11 p. (2022). MSC: 62Mxx 91Bxx 90Cxx PDF BibTeX XML Cite \textit{M. Dun} et al., J. Comput. Appl. Math. 415, Article ID 114460, 11 p. (2022; Zbl 07567532) Full Text: DOI OpenURL
Zanin, Massimiliano Can deep learning distinguish chaos from noise? Numerical experiments and general considerations. (English) Zbl 07567408 Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106708, 10 p. (2022). MSC: 37Mxx 62Mxx 68Txx PDF BibTeX XML Cite \textit{M. Zanin}, Commun. Nonlinear Sci. Numer. Simul. 114, Article ID 106708, 10 p. (2022; Zbl 07567408) Full Text: DOI OpenURL
Ouaki, Mehdi; Rezakhanlou, Fraydoun Random tessellations and Gibbsian solutions of Hamilton-Jacobi equations. (English) Zbl 07566722 Commun. Math. Phys. 394, No. 1, 409-470 (2022). MSC: 60Jxx 60Gxx 35Qxx 35F21 PDF BibTeX XML Cite \textit{M. Ouaki} and \textit{F. Rezakhanlou}, Commun. Math. Phys. 394, No. 1, 409--470 (2022; Zbl 07566722) Full Text: DOI OpenURL
Khalafi, Mahnaz; Soltani, Ahmad Reza; Golalipour, Masoud; Azimmohseni, Majid; Najafiamiri, Farzad On the spectral coherence between two periodically correlated processes. (English. English, French summaries) Zbl 07566565 Can. J. Stat. 50, No. 2, 663-680 (2022). MSC: 62M15 62H20 PDF BibTeX XML Cite \textit{M. Khalafi} et al., Can. J. Stat. 50, No. 2, 663--680 (2022; Zbl 07566565) Full Text: DOI OpenURL
Shang, Han Lin Not all long-memory estimators are born equal: the case of nonstationary functional time series. (English. English, French summaries) Zbl 07566549 Can. J. Stat. 50, No. 1, 357-380 (2022). MSC: 62M10 62M15 PDF BibTeX XML Cite \textit{H. L. Shang}, Can. J. Stat. 50, No. 1, 357--380 (2022; Zbl 07566549) Full Text: DOI OpenURL
Yang, Xiaochen; Yang, Zhanwen; Zhang, Chiping Stochastic heat equation: numerical positivity and almost surely exponential stability. (English) Zbl 07566257 Comput. Math. Appl. 119, 312-318 (2022). MSC: 65-XX 60-XX PDF BibTeX XML Cite \textit{X. Yang} et al., Comput. Math. Appl. 119, 312--318 (2022; Zbl 07566257) Full Text: DOI OpenURL
Oliveira, Guilherme Eduardo Freire; Maes, Christian; Meerts, Kasper Photon frequency diffusion process. (English) Zbl 07565958 J. Stat. Phys. 189, No. 1, Paper No. 4, 21 p. (2022). MSC: 60K35 60J60 82C31 35Q60 PDF BibTeX XML Cite \textit{G. E. F. Oliveira} et al., J. Stat. Phys. 189, No. 1, Paper No. 4, 21 p. (2022; Zbl 07565958) Full Text: DOI OpenURL
Lee, Jiho A de Finetti-type representation of joint hierarchically exchange. (English) Zbl 07565952 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 925-942 (2022). MSC: 60G09 PDF BibTeX XML Cite \textit{J. Lee}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 925--942 (2022; Zbl 07565952) Full Text: Link OpenURL
Coutin, Laure; Duboscq, Romain; Réveillac, Anthony The Itô-Tanaka trick: a non-semimartingale approach. (English) Zbl 07565951 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 07565951) Full Text: Link OpenURL
Bai, Yanjia; Hartung, Lisa Refined large deviation principle for branching Brownian motion conditioned to have a low maximum. (English) Zbl 07565950 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 859-880 (2022). MSC: 60J80 60F10 60G70 82B44 PDF BibTeX XML Cite \textit{Y. Bai} and \textit{L. Hartung}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 859--880 (2022; Zbl 07565950) Full Text: Link OpenURL
Ben-Ari, Iddo; Lee, Sangjoon Quasi-limiting behavior of drifted Brownian motion. (English) Zbl 07565948 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 813-838 (2022). MSC: 60J65 60F99 60J35 60G70 PDF BibTeX XML Cite \textit{I. Ben-Ari} and \textit{S. Lee}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 813--838 (2022; Zbl 07565948) Full Text: Link OpenURL
Fasen-Hartmann, Vicky; Scholz, Markus Factorization and discrete-time representation of multi-variate CARMA processes. (English) Zbl 07565947 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 799-812 (2022). MSC: 62M10 62M86 60G10 PDF BibTeX XML Cite \textit{V. Fasen-Hartmann} and \textit{M. Scholz}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 799--812 (2022; Zbl 07565947) Full Text: Link OpenURL
Aldous, David J. Covering a compact space by fixed-radius or growing random balls. (English) Zbl 07565945 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 755-767 (2022). MSC: 60G55 60G70 PDF BibTeX XML Cite \textit{D. J. Aldous}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 755--767 (2022; Zbl 07565945) Full Text: Link OpenURL
Feltes, G. L.; Lopes, S. R. C. Fractionally integrated moving average stable processes with long-range dependence. (English) Zbl 07565939 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 599-615 (2022). MSC: 62H20 60G10 62M10 62E10 54E99 PDF BibTeX XML Cite \textit{G. L. Feltes} and \textit{S. R. C. Lopes}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 599--615 (2022; Zbl 07565939) Full Text: Link OpenURL
Sun, Jianguo; Gao, Miaomiao Threshold dynamics behaviors of a stochastic SIRS epidemic model with a parameter functional value. (English) Zbl 07565750 J. Math. Inequal. 16, No. 2, 739-749 (2022). MSC: 37A50 37H05 37N25 PDF BibTeX XML Cite \textit{J. Sun} and \textit{M. Gao}, J. Math. Inequal. 16, No. 2, 739--749 (2022; Zbl 07565750) Full Text: DOI OpenURL
Bressloff, Paul C. Diffusion in a partially absorbing medium with position and occupation time resetting. (English) Zbl 07565683 J. Stat. Mech. Theory Exp. 2022, No. 6, Article ID 063207, 21 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{P. C. Bressloff}, J. Stat. Mech. Theory Exp. 2022, No. 6, Article ID 063207, 21 p. (2022; Zbl 07565683) Full Text: DOI OpenURL
Mukherji, Sutapa Totally asymmetric simple exclusion process with particle annihilation. (English) Zbl 07565663 J. Stat. Mech. Theory Exp. 2022, No. 5, Article ID 053207, 18 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{S. Mukherji}, J. Stat. Mech. Theory Exp. 2022, No. 5, Article ID 053207, 18 p. (2022; Zbl 07565663) Full Text: DOI OpenURL
Kaur, Jasleen; Ghosh, Aritra; Bandyopadhyay, Malay Quantum counterpart of energy equipartition theorem for fermionic systems. (English) Zbl 07565661 J. Stat. Mech. Theory Exp. 2022, No. 5, Article ID 053105, 14 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{J. Kaur} et al., J. Stat. Mech. Theory Exp. 2022, No. 5, Article ID 053105, 14 p. (2022; Zbl 07565661) Full Text: DOI OpenURL
Arezki, Ouerdia; Hamaz, Abdelghani On linear prediction for stationary random fields with nonsymmetrical half-plane past. (English) Zbl 07565491 Commun. Stat., Theory Methods 51, No. 15, 5298-5309 (2022). MSC: 60G60 60G25 PDF BibTeX XML Cite \textit{O. Arezki} and \textit{A. Hamaz}, Commun. Stat., Theory Methods 51, No. 15, 5298--5309 (2022; Zbl 07565491) Full Text: DOI OpenURL
Azevedo, N.; Pinheiro, D.; Pinheiro, S. Dynamic programming for semi-Markov modulated SDEs. (English) Zbl 07565460 Optimization 71, No. 8, 2315-2342 (2022). MSC: 90C39 91G80 49J55 60K15 PDF BibTeX XML Cite \textit{N. Azevedo} et al., Optimization 71, No. 8, 2315--2342 (2022; Zbl 07565460) Full Text: DOI OpenURL
Bencheikh, Oumaima; Jourdain, Benjamin Convergence in total variation of the Euler-Maruyama scheme applied to diffusion processes with measurable drift coefficient and additive noise. (English) Zbl 07565243 SIAM J. Numer. Anal. 60, No. 4, 1701-1740 (2022). MSC: 60H35 60H10 65C30 65C05 PDF BibTeX XML Cite \textit{O. Bencheikh} and \textit{B. Jourdain}, SIAM J. Numer. Anal. 60, No. 4, 1701--1740 (2022; Zbl 07565243) Full Text: DOI OpenURL
Barraquand, Guillaume; Corwin, Ivan Correction to: “Random-walk in beta-distributed random environment”. (English) Zbl 07565242 Probab. Theory Relat. Fields 183, No. 3-4, 1329-1336 (2022). MSC: 60K37 60G50 60F10 60G70 60K35 82B23 PDF BibTeX XML Cite \textit{G. Barraquand} and \textit{I. Corwin}, Probab. Theory Relat. Fields 183, No. 3--4, 1329--1336 (2022; Zbl 07565242) Full Text: DOI OpenURL
Chassagneux, Jean-François; Nadtochiy, Sergey; Richou, Adrien Reflected BSDEs in non-convex domains. (English) Zbl 07565240 Probab. Theory Relat. Fields 183, No. 3-4, 1237-1284 (2022). MSC: 60D05 60G65 60J60 PDF BibTeX XML Cite \textit{J.-F. Chassagneux} et al., Probab. Theory Relat. Fields 183, No. 3--4, 1237--1284 (2022; Zbl 07565240) Full Text: DOI OpenURL
Erny, Xavier; Löcherbach, Eva; Loukianova, Dasha White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps. (English) Zbl 07565236 Probab. Theory Relat. Fields 183, No. 3-4, 1027-1073 (2022). MSC: 60K35 60G09 60H40 60F05 PDF BibTeX XML Cite \textit{X. Erny} et al., Probab. Theory Relat. Fields 183, No. 3--4, 1027--1073 (2022; Zbl 07565236) Full Text: DOI OpenURL
Dong, Wenhui; Gao, Xingbao Error estimate for the approximate solution to multivariate feedback particle filter. (English) Zbl 07565129 Pure Appl. Math. Q. 18, No. 3, 1113-1146 (2022). MSC: 65-XX 60-XX PDF BibTeX XML Cite \textit{W. Dong} and \textit{X. Gao}, Pure Appl. Math. Q. 18, No. 3, 1113--1146 (2022; Zbl 07565129) Full Text: DOI OpenURL
Rincón, Luis; Santana, David J. Ruin probability for finite Erlang mixture claims via recurrence sequences. (English) Zbl 07565048 Methodol. Comput. Appl. Probab. 24, No. 3, 2213-2236 (2022). MSC: 60E05 97K50 97K60 PDF BibTeX XML Cite \textit{L. Rincón} and \textit{D. J. Santana}, Methodol. Comput. Appl. Probab. 24, No. 3, 2213--2236 (2022; Zbl 07565048) Full Text: DOI OpenURL
Das, Bikramjit; Wang, Tiandong; Dai, Gengling Asymptotic behavior of common connections in sparse random networks. (English) Zbl 07565042 Methodol. Comput. Appl. Probab. 24, No. 3, 2071-2092 (2022). MSC: 05C82 60F15 60G70 PDF BibTeX XML Cite \textit{B. Das} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 2071--2092 (2022; Zbl 07565042) Full Text: DOI OpenURL
Nabli, Hédi Moments computation for general Markov fluid models. (English) Zbl 07565041 Methodol. Comput. Appl. Probab. 24, No. 3, 2055-2070 (2022). MSC: 60J25 60K25 60J27 60K30 PDF BibTeX XML Cite \textit{H. Nabli}, Methodol. Comput. Appl. Probab. 24, No. 3, 2055--2070 (2022; Zbl 07565041) Full Text: DOI OpenURL
Goyal, Dheeraj; Hazra, Nil Kamal; Finkelstein, Maxim On the time-dependent delta-shock model governed by the generalized Pólya process. (English) Zbl 07565022 Methodol. Comput. Appl. Probab. 24, No. 3, 1627-1650 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60G55 60E15 60K10 90B25 PDF BibTeX XML Cite \textit{D. Goyal} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 1627--1650 (2022; Zbl 07565022) Full Text: DOI OpenURL
Xu, Ran; Wang, Wenyuan; Garrido, Jose Optimal dividend strategy Under Parisian ruin with affine penalty. (English) Zbl 07565012 Methodol. Comput. Appl. Probab. 24, No. 3, 1385-1409 (2022). MSC: 93E20 60G51 91Gxx PDF BibTeX XML Cite \textit{R. Xu} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 1385--1409 (2022; Zbl 07565012) Full Text: DOI OpenURL
Al Hayek, Nour; Donhauzer, Illia; Giuliano, Rita; Olenko, Andriy; Volodin, Andrei Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays. (English) Zbl 07565010 Methodol. Comput. Appl. Probab. 24, No. 3, 1341-1366 (2022). MSC: 60F15 60G70 60G60 PDF BibTeX XML Cite \textit{N. Al Hayek} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 1341--1366 (2022; Zbl 07565010) Full Text: DOI OpenURL
Dolgopyat, Dmitry; Fayad, Bassam; Liu, Sixu Multiple Borel-Cantelli Lemma in dynamics and multilog law for recurrence. (English) Zbl 07564672 J. Mod. Dyn. 18, 209-289 (2022). MSC: 37A50 11K60 60F20 PDF BibTeX XML Cite \textit{D. Dolgopyat} et al., J. Mod. Dyn. 18, 209--289 (2022; Zbl 07564672) Full Text: DOI OpenURL
Chen, Jiaming; Margarint, Vlad Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions. (English) Zbl 07564669 Stochastic Processes Appl. 151, 553-570 (2022). MSC: 60J67 60K35 60B20 PDF BibTeX XML Cite \textit{J. Chen} and \textit{V. Margarint}, Stochastic Processes Appl. 151, 553--570 (2022; Zbl 07564669) Full Text: DOI OpenURL
Beliaev, Dmitry; Maffucci, Riccardo W. Coupling of stationary fields with application to arithmetic waves. (English) Zbl 07564665 Stochastic Processes Appl. 151, 436-450 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{D. Beliaev} and \textit{R. W. Maffucci}, Stochastic Processes Appl. 151, 436--450 (2022; Zbl 07564665) Full Text: DOI OpenURL
Bandini, Elena; Calvia, Alessandro; Colaneri, Katia Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics. (English) Zbl 07564664 Stochastic Processes Appl. 151, 396-435 (2022). MSC: 60G35 60G57 60J60 60J76 PDF BibTeX XML Cite \textit{E. Bandini} et al., Stochastic Processes Appl. 151, 396--435 (2022; Zbl 07564664) Full Text: DOI OpenURL
Huang, Lu-Jing; Majka, Mateusz B.; Wang, Jian Strict Kantorovich contractions for Markov chains and Euler schemes with general noise. (English) Zbl 07564662 Stochastic Processes Appl. 151, 307-341 (2022). MSC: 60J05 60J22 65C30 65C40 PDF BibTeX XML Cite \textit{L.-J. Huang} et al., Stochastic Processes Appl. 151, 307--341 (2022; Zbl 07564662) Full Text: DOI OpenURL
Zhan, Dapeng Boundary Green’s functions and Minkowski content measure of multi-force-point SLE\(_\kappa (\underline{\rho})\). (English) Zbl 07564661 Stochastic Processes Appl. 151, 265-306 (2022). MSC: 60J67 60K35 60D05 PDF BibTeX XML Cite \textit{D. Zhan}, Stochastic Processes Appl. 151, 265--306 (2022; Zbl 07564661) Full Text: DOI OpenURL
Arguin, Louis-Pierre; Hartung, Lisa; Kistler, Nicola High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos. (English) Zbl 07564658 Stochastic Processes Appl. 151, 174-190 (2022). MSC: 60J80 60G70 11M06 82B44 PDF BibTeX XML Cite \textit{L.-P. Arguin} et al., Stochastic Processes Appl. 151, 174--190 (2022; Zbl 07564658) Full Text: DOI OpenURL
Fan, Xiliang; Huang, Xing; Suo, Yongqiang; Yuan, Chenggui Distribution dependent SDEs driven by fractional Brownian motions. (English) Zbl 07564654 Stochastic Processes Appl. 151, 23-67 (2022). MSC: 60H10 60G22 PDF BibTeX XML Cite \textit{X. Fan} et al., Stochastic Processes Appl. 151, 23--67 (2022; Zbl 07564654) Full Text: DOI OpenURL
Stettner, Lukasz On an approximation of average cost per unit time impulse control of Markov processes. (English) Zbl 07563685 SIAM J. Control Optim. 60, No. 4, 2115-2131 (2022). MSC: 93E20 49N60 93C10 60J25 PDF BibTeX XML Cite \textit{L. Stettner}, SIAM J. Control Optim. 60, No. 4, 2115--2131 (2022; Zbl 07563685) Full Text: DOI OpenURL
Dutreix, Maxence; Huh, Jeongmin; Coogan, Samuel Abstraction-based synthesis for stochastic systems with omega-regular objectives. (English) Zbl 07563280 Nonlinear Anal., Hybrid Syst. 45, Article ID 101204, 38 p. (2022). MSC: 93-XX 68-XX PDF BibTeX XML Cite \textit{M. Dutreix} et al., Nonlinear Anal., Hybrid Syst. 45, Article ID 101204, 38 p. (2022; Zbl 07563280) Full Text: DOI OpenURL
Zhang, Ning; Wang, Xiaoye; Li, Wenxue Stability for multi-linked stochastic delayed complex networks with stochastic hybrid impulses by dupire Itô’s formula. (English) Zbl 07563278 Nonlinear Anal., Hybrid Syst. 45, Article ID 101200, 16 p. (2022). MSC: 93-XX 60-XX PDF BibTeX XML Cite \textit{N. Zhang} et al., Nonlinear Anal., Hybrid Syst. 45, Article ID 101200, 16 p. (2022; Zbl 07563278) Full Text: DOI OpenURL
Li, Yalu; Li, Haitao; Xiao, Gaoxi Set controllability of Markov jump switching Boolean control networks and its applications. (English) Zbl 07563272 Nonlinear Anal., Hybrid Syst. 45, Article ID 101179, 13 p. (2022). MSC: 93-XX 60-XX PDF BibTeX XML Cite \textit{Y. Li} et al., Nonlinear Anal., Hybrid Syst. 45, Article ID 101179, 13 p. (2022; Zbl 07563272) Full Text: DOI OpenURL
Bladt, Martin; Yslas, Jorge Heavy-tailed phase-type distributions: a unified approach. (English) Zbl 07563223 Extremes 25, No. 3, 529-565 (2022). MSC: 60E05 60G70 62N02 62F10 60J22 PDF BibTeX XML Cite \textit{M. Bladt} and \textit{J. Yslas}, Extremes 25, No. 3, 529--565 (2022; Zbl 07563223) Full Text: DOI OpenURL
Wang, Tiandong; Resnick, Sidney I. Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity. (English) Zbl 07563220 Extremes 25, No. 3, 417-450 (2022). MSC: 05C82 60F15 60G70 62G32 PDF BibTeX XML Cite \textit{T. Wang} and \textit{S. I. Resnick}, Extremes 25, No. 3, 417--450 (2022; Zbl 07563220) Full Text: DOI OpenURL
Ke, Zhi-Heng; Ma, Yu-Lin; Ding, Li; Song, Jia-Bao; Ma, Hongyang Controlled dense coding using generalized GHZ-type state in a noisy network. (English) Zbl 07563151 Int. J. Theor. Phys. 61, No. 6, Paper No. 171, 10 p. (2022). MSC: 81Pxx 94Axx 60Gxx PDF BibTeX XML Cite \textit{Z.-H. Ke} et al., Int. J. Theor. Phys. 61, No. 6, Paper No. 171, 10 p. (2022; Zbl 07563151) Full Text: DOI OpenURL
Fendick, Kerry; Whitt, Ward Heavy traffic limits for queues with non-stationary path-dependent arrival processes. (English) Zbl 07563056 Queueing Syst. 101, No. 1-2, 113-135 (2022). MSC: 60K25 60F17 90B22 PDF BibTeX XML Cite \textit{K. Fendick} and \textit{W. Whitt}, Queueing Syst. 101, No. 1--2, 113--135 (2022; Zbl 07563056) Full Text: DOI OpenURL
Penent, Guillaume; Privault, Nicolas Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians. (English) Zbl 07563048 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 07563048) Full Text: DOI OpenURL
Xie, Bin Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications. (English) Zbl 07563047 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 419-445 (2022). MSC: 60H15 60J35 35K05 47D07 PDF BibTeX XML Cite \textit{B. Xie}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 419--445 (2022; Zbl 07563047) Full Text: DOI OpenURL
Nualart, David; Zheng, Guangqu Central limit theorems for stochastic wave equations in dimensions one and two. (English) Zbl 07563046 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 392-418 (2022). MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{G. Zheng}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 392--418 (2022; Zbl 07563046) Full Text: DOI OpenURL
Grothaus, Martin; Müller, Jan; Nonnenmacher, Andreas An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs. (English) Zbl 07563045 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 359-391 (2022). MSC: 60H15 60G20 60H05 PDF BibTeX XML Cite \textit{M. Grothaus} et al., Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 359--391 (2022; Zbl 07563045) Full Text: DOI OpenURL
Tian, Peng Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes. (English) Zbl 07562979 Random Matrices Theory Appl. 11, No. 3, Article ID 2250032, 52 p. (2022). MSC: 15B52 15B05 60G10 15A18 45E10 PDF BibTeX XML Cite \textit{P. Tian}, Random Matrices Theory Appl. 11, No. 3, Article ID 2250032, 52 p. (2022; Zbl 07562979) Full Text: DOI OpenURL
Porcu, Emilio; Emery, Xavier; Mery, Nadia Criteria and characterizations for spatially isotropic and temporally symmetric matrix-valued covariance functions. (English) Zbl 07562966 Comput. Appl. Math. 41, No. 5, Paper No. 223, 14 p. (2022). MSC: 42A82 60G10 86A32 PDF BibTeX XML Cite \textit{E. Porcu} et al., Comput. Appl. Math. 41, No. 5, Paper No. 223, 14 p. (2022; Zbl 07562966) Full Text: DOI OpenURL
Emery, Xavier; Peron, Ana Paula; Porcu, Emilio Dimension walks on hyperspheres. (English) Zbl 07562942 Comput. Appl. Math. 41, No. 5, Paper No. 199, 22 p. (2022). MSC: 42A82 43A85 86A32 60G10 26E40 PDF BibTeX XML Cite \textit{X. Emery} et al., Comput. Appl. Math. 41, No. 5, Paper No. 199, 22 p. (2022; Zbl 07562942) Full Text: DOI OpenURL
Barbu, Tudor Parametric and geometric PDE-based models for automatic image segmentation,. (English) Zbl 07562896 Appl. Sci. 24, 1-11 (2022). MSC: 68U10 94A08 93E11 60G35 35A15 35-XX 35Kxx 35K10 35K55 35Lxx 35L70 14Jxx PDF BibTeX XML Cite \textit{T. Barbu}, Appl. Sci. 24, 1--11 (2022; Zbl 07562896) Full Text: Link OpenURL