Budde, Christian; Dobrick, Alexander; Glück, Jochen; Kunze, Markus A monotone convergence theorem for strong Feller semigroups. (English) Zbl 07694938 Ann. Mat. Pura Appl. (4) 202, No. 4, 1573-1589 (2023). MSC: 47D07 47B65 35A35 60J35 PDF BibTeX XML Cite \textit{C. Budde} et al., Ann. Mat. Pura Appl. (4) 202, No. 4, 1573--1589 (2023; Zbl 07694938) Full Text: DOI arXiv
Zhang, Xiaolong; Zhang, Xicheng Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling. (English) Zbl 07691567 Bernoulli 29, No. 3, 1933-1958 (2023). MSC: 60H10 60G51 65C05 60J25 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{X. Zhang}, Bernoulli 29, No. 3, 1933--1958 (2023; Zbl 07691567) Full Text: DOI arXiv Link
Gerlach, Moritz; Glück, Jochen; Kunze, Markus Stability of transition semigroups and applications to parabolic equations. (English) Zbl 07618829 Trans. Am. Math. Soc. 376, No. 1, 153-180 (2023). MSC: 47D07 60J35 35K15 PDF BibTeX XML Cite \textit{M. Gerlach} et al., Trans. Am. Math. Soc. 376, No. 1, 153--180 (2023; Zbl 07618829) Full Text: DOI arXiv Backlinks: MO
He, Jingmin; Wu, Fangling Exact solutions of the two-side exit time problems for the Vasicek model. (English) Zbl 07633421 Commun. Stat., Theory Methods 51, No. 24, 8625-8633 (2022). MSC: 62P20 91B30 PDF BibTeX XML Cite \textit{J. He} and \textit{F. Wu}, Commun. Stat., Theory Methods 51, No. 24, 8625--8633 (2022; Zbl 07633421) Full Text: DOI
Kusuoka, Seiichiro; Kuwae, Kazuhiro; Matsuura, Kouhei Equivalence of the strong Feller properties of analytic semigroups and associated resolvents. (English) Zbl 1497.60105 Chen, Zhen-Qing (ed.) et al., Dirichlet forms and related topics, in honor of Masatoshi Fukushima’s beiju, IWDFRT 2022, Osaka, Japan, August 22–26,2022. Singapore: Springer. Springer Proc. Math. Stat. 394, 279-307 (2022). MSC: 60J35 60J46 60J45 31C25 PDF BibTeX XML Cite \textit{S. Kusuoka} et al., Springer Proc. Math. Stat. 394, 279--307 (2022; Zbl 1497.60105) Full Text: DOI arXiv
Yang, Hao; Wu, Fuke; Kloeden, Peter E. Stationary distribution of stochastic population dynamics with infinite delay. (English) Zbl 1508.34114 J. Differ. Equations 340, 205-226 (2022). Reviewer: Xuping Zhang (Lanzhou) MSC: 34K60 92D25 34K50 PDF BibTeX XML Cite \textit{H. Yang} et al., J. Differ. Equations 340, 205--226 (2022; Zbl 1508.34114) Full Text: DOI
Jiang, Hui; Yang, Qingshan Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process. (English) Zbl 1492.60065 J. Theor. Probab. 35, No. 2, 1262-1283 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60F10 60G40 60G44 62M05 PDF BibTeX XML Cite \textit{H. Jiang} and \textit{Q. Yang}, J. Theor. Probab. 35, No. 2, 1262--1283 (2022; Zbl 1492.60065) Full Text: DOI
Zhong, Pingping; Shi, Zhiyan; Yang, Weiguo; Min, Fan A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree. (English) Zbl 07532944 Commun. Stat., Theory Methods 50, No. 5, 1210-1227 (2021). MSC: 60F15 60J10 62-XX PDF BibTeX XML Cite \textit{P. Zhong} et al., Commun. Stat., Theory Methods 50, No. 5, 1210--1227 (2021; Zbl 07532944) Full Text: DOI
Guo, Xiaoxia; Sun, Wei Periodic solutions of hybrid jump diffusion processes. (English) Zbl 1476.60148 Front. Math. China 16, No. 3, 705-725 (2021). MSC: 60J76 60J25 60H10 34C25 PDF BibTeX XML Cite \textit{X. Guo} and \textit{W. Sun}, Front. Math. China 16, No. 3, 705--725 (2021; Zbl 1476.60148) Full Text: DOI arXiv
Dor-On, Adam Toeplitz quotient \(C^*\)-algebras and ratio limits for random walks. (English) Zbl 1475.60082 Doc. Math. 26, 1529-1556 (2021). MSC: 60G50 60J50 47L80 60J10 37A55 46L40 PDF BibTeX XML Cite \textit{A. Dor-On}, Doc. Math. 26, 1529--1556 (2021; Zbl 1475.60082) Full Text: DOI arXiv
Lee, Haesung; Trutnau, Gerald Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients. (English) Zbl 1517.60079 Tôhoku Math. J. (2) 73, No. 2, 159-198 (2021). MSC: 60H20 47D07 60J35 31C25 60J60 35B65 PDF BibTeX XML Cite \textit{H. Lee} and \textit{G. Trutnau}, Tôhoku Math. J. (2) 73, No. 2, 159--198 (2021; Zbl 1517.60079) Full Text: DOI arXiv
Lee, Haesung; Trutnau, Gerald Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs. (English) Zbl 07340083 J. Evol. Equ. 21, No. 1, 601-623 (2021). MSC: 47D07 35B65 60J35 60H20 35J15 60J60 PDF BibTeX XML Cite \textit{H. Lee} and \textit{G. Trutnau}, J. Evol. Equ. 21, No. 1, 601--623 (2021; Zbl 07340083) Full Text: DOI arXiv
Xi, Fubao; Zhu, Chao; Wu, Fuke On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching. (English) Zbl 1476.60142 J. Differ. Equations 286, 856-891 (2021). MSC: 60J60 60J27 37A25 37A50 37H10 60F10 PDF BibTeX XML Cite \textit{F. Xi} et al., J. Differ. Equations 286, 856--891 (2021; Zbl 1476.60142) Full Text: DOI arXiv
He, Jingmin; Gao, Zhongqin; Yang, Yitao Exit times for geometric Brownian motion. (English) Zbl 1513.91061 Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 82, No. 1, 27-34 (2020). MSC: 91G05 60J70 44A10 PDF BibTeX XML Cite \textit{J. He} et al., Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 82, No. 1, 27--34 (2020; Zbl 1513.91061)
Shi, Zhiyan; Zhou, Hong; Fan, Yan A class of small deviation theorems for functionals of random fields on double Cayley tree in random environment. (English) Zbl 1497.60043 Stochastics 92, No. 8, 1139-1156 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 60F15 60J10 PDF BibTeX XML Cite \textit{Z. Shi} et al., Stochastics 92, No. 8, 1139--1156 (2020; Zbl 1497.60043) Full Text: DOI
Gao, Zhongqin; He, Jingmin; Wang, Bingbing Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest. (English) Zbl 1489.62328 Commun. Stat., Simulation Comput. 49, No. 10, 2693-2703 (2020). MSC: 62P05 60J25 91B05 PDF BibTeX XML Cite \textit{Z. Gao} et al., Commun. Stat., Simulation Comput. 49, No. 10, 2693--2703 (2020; Zbl 1489.62328) Full Text: DOI
Kunwai, Khwanchai; Zhu, Chao On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes. (English) Zbl 07443506 Nonlinear Anal., Hybrid Syst. 38, Article ID 100946, 21 p. (2020). MSC: 60J27 60J60 60J74 60G51 PDF BibTeX XML Cite \textit{K. Kunwai} and \textit{C. Zhu}, Nonlinear Anal., Hybrid Syst. 38, Article ID 100946, 21 p. (2020; Zbl 07443506) Full Text: DOI arXiv
Jakubowski, Jacek; Wiśniewolski, Maciej A note on switching property for squared Bessel process. (English) Zbl 1468.60093 Lith. Math. J. 60, No. 4, 482-493 (2020). MSC: 60J25 60G40 60H30 PDF BibTeX XML Cite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Lith. Math. J. 60, No. 4, 482--493 (2020; Zbl 1468.60093) Full Text: DOI
Friesen, Martin; Jin, Peng On the anisotropic stable JCIR process. (English) Zbl 1459.60123 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 643-674 (2020). MSC: 60H10 60J25 60J35 37A25 PDF BibTeX XML Cite \textit{M. Friesen} and \textit{P. Jin}, ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 643--674 (2020; Zbl 1459.60123) Full Text: arXiv Link
Kunze, Markus C. Diffusion with nonlocal Dirichlet boundary conditions on domains. (English) Zbl 1506.47077 Stud. Math. 253, No. 1, 1-38 (2020). Reviewer: Heinrich Hering (Rockenberg) MSC: 47D07 60J35 35B40 PDF BibTeX XML Cite \textit{M. C. Kunze}, Stud. Math. 253, No. 1, 1--38 (2020; Zbl 1506.47077) Full Text: DOI arXiv
Aoun, Richard; Banna, Marwa; Youssef, Pierre Matrix Poincaré inequalities and concentration. (English) Zbl 1452.60017 Adv. Math. 371, Article ID 107251, 32 p. (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60J46 60B20 47D07 PDF BibTeX XML Cite \textit{R. Aoun} et al., Adv. Math. 371, Article ID 107251, 32 p. (2020; Zbl 1452.60017) Full Text: DOI arXiv
Zhang, Shao-Qin Regime-switching diffusion processes: strong solutions and strong Feller property. (English) Zbl 1427.60147 Stochastic Anal. Appl. 38, No. 1, 97-123 (2020). MSC: 60J05 60J60 PDF BibTeX XML Cite \textit{S.-Q. Zhang}, Stochastic Anal. Appl. 38, No. 1, 97--123 (2020; Zbl 1427.60147) Full Text: DOI arXiv
Tang, Ying; Yang, Weiguo; Zhang, Yue The strong limit theorem for relative entropy density rates between two asymptotically circular Markov chains. (English) Zbl 1506.60077 Probab. Eng. Inf. Sci. 33, No. 2, 161-171 (2019). MSC: 60J10 60F15 PDF BibTeX XML Cite \textit{Y. Tang} et al., Probab. Eng. Inf. Sci. 33, No. 2, 161--171 (2019; Zbl 1506.60077) Full Text: DOI
Jin, Manli Classification of asymptotic behavior in a stochastic SIS epidemic model with vaccination. (English) Zbl 1514.92134 Physica A 521, 661-666 (2019). MSC: 92D30 34D05 34F05 47D07 60H10 60J60 PDF BibTeX XML Cite \textit{M. Jin}, Physica A 521, 661--666 (2019; Zbl 1514.92134) Full Text: DOI
Shi, Zhiyan; Bao, Dan; Fan, Yan; Wu, Baihui The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space. (English) Zbl 1495.60068 Stochastics 91, No. 6, 945-957 (2019). MSC: 60J10 60F15 94A15 PDF BibTeX XML Cite \textit{Z. Shi} et al., Stochastics 91, No. 6, 945--957 (2019; Zbl 1495.60068) Full Text: DOI
Huang, Huilin; Yang, Weiguo Limit theorems for asymptotic circular \(m\)th-order Markov chains indexed by an \(m\)-rooted homogeneous tree. (English) Zbl 1499.60254 Filomat 33, No. 6, 1817-1832 (2019). MSC: 60J10 60C05 05C80 60F15 PDF BibTeX XML Cite \textit{H. Huang} and \textit{W. Yang}, Filomat 33, No. 6, 1817--1832 (2019; Zbl 1499.60254) Full Text: DOI
Min, Fan; Yang, Weiguo A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree. (Chinese. English summary) Zbl 1449.60056 J. Math., Wuhan Univ. 39, No. 5, 780-790 (2019). MSC: 60F15 60J10 PDF BibTeX XML Cite \textit{F. Min} and \textit{W. Yang}, J. Math., Wuhan Univ. 39, No. 5, 780--790 (2019; Zbl 1449.60056) Full Text: DOI
He, Jingmin; Wang, Bingbing Total duration of negative surplus for the risk model with credit and debit interests. (English) Zbl 1449.91176 Acta Sci. Nat. Univ. Nankaiensis 52, No. 5, 1-8 (2019). MSC: 91G40 91G30 44A10 62P05 PDF BibTeX XML Cite \textit{J. He} and \textit{B. Wang}, Acta Sci. Nat. Univ. Nankaiensis 52, No. 5, 1--8 (2019; Zbl 1449.91176)
Chen, Xian; Ma, Zhi-Ming; Peng, Xue Distribution flows associated with positivity preserving coercive forms. (English) Zbl 1434.31005 Ann. Probab. 47, No. 5, 2894-2929 (2019). MSC: 31C25 47D03 60J40 60J45 31C15 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Probab. 47, No. 5, 2894--2929 (2019; Zbl 1434.31005) Full Text: DOI arXiv Euclid
Xi, Fubao; Yin, George; Zhu, Chao Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties. (English) Zbl 1442.60075 Yin, George (ed.) et al., Modeling, stochastic control, optimization, and applications. Selected papers based on invited talks given at the IMA workshop in modeling, stochastic control, optimization, and related applications, Institute for Mathematics and Its Applications, University of Minnesota, Minneapolis, MN, USA, May 1 – June 30, 2018. Cham: Springer. IMA Vol. Math. Appl. 164, 571-599 (2019). MSC: 60J27 60J60 60J74 60G51 PDF BibTeX XML Cite \textit{F. Xi} et al., IMA Vol. Math. Appl. 164, 571--599 (2019; Zbl 1442.60075) Full Text: DOI arXiv
He, Jingmin; Gao, Zhongqin; Wang, Bingbing Omega model for a jump-diffusion process with a two-step premium rate. (English) Zbl 1428.62497 J. Korean Stat. Soc. 48, No. 3, 426-438 (2019). MSC: 62P20 91B05 60J60 60J76 PDF BibTeX XML Cite \textit{J. He} et al., J. Korean Stat. Soc. 48, No. 3, 426--438 (2019; Zbl 1428.62497) Full Text: DOI
Vidmar, Matija Independence times for iid sequences, random walks and Lévy processes. (English) Zbl 1422.60057 Stochastic Processes Appl. 129, No. 10, 3619-3637 (2019). MSC: 60G10 60G50 60G51 PDF BibTeX XML Cite \textit{M. Vidmar}, Stochastic Processes Appl. 129, No. 10, 3619--3637 (2019; Zbl 1422.60057) Full Text: DOI arXiv
Kurniawaty, Mila Doubly resolvent Feller property of generalized Feynman-Kac functionals. (English) Zbl 1409.60121 Kumamoto J. Math. 31, 49-66 (2018). MSC: 60J57 60J25 60J35 31C25 35J10 PDF BibTeX XML Cite \textit{M. Kurniawaty}, Kumamoto J. Math. 31, 49--66 (2018; Zbl 1409.60121)
Xi, Fubao; Zhu, Chao On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators. (English) Zbl 1417.60069 Stochastic Processes Appl. 128, No. 12, 4277-4308 (2018). MSC: 60J25 60J27 60J60 60J75 PDF BibTeX XML Cite \textit{F. Xi} and \textit{C. Zhu}, Stochastic Processes Appl. 128, No. 12, 4277--4308 (2018; Zbl 1417.60069) Full Text: DOI arXiv
Jakubowski, Jacek; Wiśniewolski, Maciej Invariance formulas for stopping times of squared Bessel process. (English) Zbl 1401.60143 Stochastic Anal. Appl. 36, No. 4, 671-699 (2018). MSC: 60J25 60H30 60G40 PDF BibTeX XML Cite \textit{J. Jakubowski} and \textit{M. Wiśniewolski}, Stochastic Anal. Appl. 36, No. 4, 671--699 (2018; Zbl 1401.60143) Full Text: DOI
Grothaus, Martin; Voßhall, Robert Strong Feller property of sticky reflected distorted Brownian motion. (English) Zbl 1429.60073 J. Theor. Probab. 31, No. 2, 827-852 (2018). Reviewer: Uwe Franz (Besançon) MSC: 60K35 60J50 60J55 60J35 82B41 PDF BibTeX XML Cite \textit{M. Grothaus} and \textit{R. Voßhall}, J. Theor. Probab. 31, No. 2, 827--852 (2018; Zbl 1429.60073) Full Text: DOI arXiv
He, Jingmin; Yang, Yitao The exit times for the diffusion risk model with drift coefficient. (English) Zbl 1442.37118 Int. J. Dyn. Syst. Differ. Equ. 7, No. 2, 136-141 (2017). MSC: 37N40 91B05 60J25 PDF BibTeX XML Cite \textit{J. He} and \textit{Y. Yang}, Int. J. Dyn. Syst. Differ. Equ. 7, No. 2, 136--141 (2017; Zbl 1442.37118) Full Text: DOI
Benaïm, Michel; Gauthier, Carl-Erik Self-repelling diffusions on a Riemannian manifold. (English) Zbl 1382.58028 Probab. Theory Relat. Fields 169, No. 1-2, 63-104 (2017). MSC: 58J65 60K35 60H10 60J60 37A25 37A30 PDF BibTeX XML Cite \textit{M. Benaïm} and \textit{C.-E. Gauthier}, Probab. Theory Relat. Fields 169, No. 1--2, 63--104 (2017; Zbl 1382.58028) Full Text: DOI arXiv
Wu, Lan; Zhou, Jiang; Yu, Shuang Occupation times of general Lévy processes. (English) Zbl 1408.60037 J. Theor. Probab. 30, No. 4, 1565-1604 (2017). MSC: 60G51 PDF BibTeX XML Cite \textit{L. Wu} et al., J. Theor. Probab. 30, No. 4, 1565--1604 (2017; Zbl 1408.60037) Full Text: DOI arXiv
Tang, Ying; Yang, Weiguo The generalizations of strong law of large numbers for asymptotic even-odd Markov chains indexed by a homogeneous tree. (English) Zbl 1379.60033 Commun. Stat., Theory Methods 46, No. 19, 9415-9424 (2017). MSC: 60F15 60G60 PDF BibTeX XML Cite \textit{Y. Tang} and \textit{W. Yang}, Commun. Stat., Theory Methods 46, No. 19, 9415--9424 (2017; Zbl 1379.60033) Full Text: DOI
Shin, Jiyong; Trutnau, Gerald On singular stochastic differential equations and Dirichlet forms. (English) Zbl 1399.31012 Rev. Roum. Math. Pures Appl. 62, No. 1, 217-258 (2017). Reviewer: Pavel Gapeev (London) MSC: 31C25 60J60 60J35 47D07 31C15 60H20 60J55 PDF BibTeX XML Cite \textit{J. Shin} and \textit{G. Trutnau}, Rev. Roum. Math. Pures Appl. 62, No. 1, 217--258 (2017; Zbl 1399.31012) Full Text: arXiv
Wang, Jiazeng; Peng, Weihua A probabilistic construction of non-homogenous Markov chain and its trajectory. (Chinese. English summary) Zbl 1389.60088 Math. Pract. Theory 47, No. 6, 144-152 (2017). MSC: 60J10 PDF BibTeX XML Cite \textit{J. Wang} and \textit{W. Peng}, Math. Pract. Theory 47, No. 6, 144--152 (2017; Zbl 1389.60088)
Kurniawaty, Mila; Kuwae, Kazuhiro; Tsuchida, Kaneharu On the doubly Feller property of resolvent. (English) Zbl 1372.60109 Kyoto J. Math. 57, No. 3, 637-654 (2017). MSC: 60J25 60J35 60J57 31C25 35J10 PDF BibTeX XML Cite \textit{M. Kurniawaty} et al., Kyoto J. Math. 57, No. 3, 637--654 (2017; Zbl 1372.60109) Full Text: DOI Euclid
Xi, Fubao; Zhu, Chao On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes. (English) Zbl 1366.60101 SIAM J. Control Optim. 55, No. 3, 1789-1818 (2017). MSC: 60J60 60J75 60J25 60J27 PDF BibTeX XML Cite \textit{F. Xi} and \textit{C. Zhu}, SIAM J. Control Optim. 55, No. 3, 1789--1818 (2017; Zbl 1366.60101) Full Text: DOI arXiv
Pop, Camelia A. Existence, uniqueness and the strong Markov property of solutions to Kimura diffusions with singular drift. (English) Zbl 1368.60085 Trans. Am. Math. Soc. 369, No. 8, 5543-5579 (2017). Reviewer: Johannes Muhle-Karbe (Ann Arbor) MSC: 60J60 60H30 35J70 PDF BibTeX XML Cite \textit{C. A. Pop}, Trans. Am. Math. Soc. 369, No. 8, 5543--5579 (2017; Zbl 1368.60085) Full Text: DOI arXiv Link
Güneysu, B.; Matte, O.; Møller, J. S. Stochastic differential equations for models of non-relativistic matter interacting with quantized radiation fields. (English) Zbl 1367.60068 Probab. Theory Relat. Fields 167, No. 3-4, 817-915 (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H10 60H25 60H30 47B80 47D08 81V10 PDF BibTeX XML Cite \textit{B. Güneysu} et al., Probab. Theory Relat. Fields 167, No. 3--4, 817--915 (2017; Zbl 1367.60068) Full Text: DOI arXiv
Shi, Zhiyan; Yang, Weiguo Strong laws of large numbers for the \(m\)th-order asymptotic odd-even Markov chains indexed by an \(m\)-rooted Cayley tree. (English) Zbl 1360.60070 Commun. Stat., Theory Methods 46, No. 4, 1855-1870 (2017). MSC: 60F15 60J10 PDF BibTeX XML Cite \textit{Z. Shi} and \textit{W. Yang}, Commun. Stat., Theory Methods 46, No. 4, 1855--1870 (2017; Zbl 1360.60070) Full Text: DOI
Huang, Huilin; Yang, Weiguo; Shi, Zhiyan Asymptotic equipartition property for second-order circular Markov chains indexed by a two-rooted Cayley tree. (English) Zbl 1379.60078 Commun. Stat., Theory Methods 46, No. 3, 1275-1289 (2017). MSC: 60J10 60C05 05C80 PDF BibTeX XML Cite \textit{H. Huang} et al., Commun. Stat., Theory Methods 46, No. 3, 1275--1289 (2017; Zbl 1379.60078) Full Text: DOI
Shi, Zhiyan; Yang, Weiguo; Wang, Bei A class of small deviation theorems for the random variables associated with \(m\)th-order asymptotic circular Markov chains. (English) Zbl 1352.60043 Commun. Stat., Theory Methods 45, No. 23, 7027-7039 (2016). MSC: 60F15 60J10 60F10 PDF BibTeX XML Cite \textit{Z. Shi} et al., Commun. Stat., Theory Methods 45, No. 23, 7027--7039 (2016; Zbl 1352.60043) Full Text: DOI
Razafimandimby, Paul André; Brzeźniak, Zdzisław Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces. (English) Zbl 1347.60080 Discrete Contin. Dyn. Syst., Ser. B 21, No. 4, 1051-1077 (2016). MSC: 60H15 60J60 35R60 37L40 PDF BibTeX XML Cite \textit{P. A. Razafimandimby} and \textit{Z. Brzeźniak}, Discrete Contin. Dyn. Syst., Ser. B 21, No. 4, 1051--1077 (2016; Zbl 1347.60080) Full Text: DOI
Cepeda, Eduardo Stochastic coalescence multi-fragmentation processes. (English) Zbl 1329.60330 Stochastic Processes Appl. 126, No. 2, 360-391 (2016). MSC: 60K35 60J25 PDF BibTeX XML Cite \textit{E. Cepeda}, Stochastic Processes Appl. 126, No. 2, 360--391 (2016; Zbl 1329.60330) Full Text: DOI arXiv
Osada, Hirofumi; Tanemura, Hideki Strong Markov property of determinantal processes with extended kernels. (English) Zbl 1333.60208 Stochastic Processes Appl. 126, No. 1, 186-208 (2016). MSC: 60K35 60G55 60J60 60H10 82C22 15B52 30C15 47D07 PDF BibTeX XML Cite \textit{H. Osada} and \textit{H. Tanemura}, Stochastic Processes Appl. 126, No. 1, 186--208 (2016; Zbl 1333.60208) Full Text: DOI arXiv
Nair, Radhakrishnan On moving averages and asymptotic equipartition of information. (English) Zbl 1363.94049 Period. Math. Hung. 71, No. 1, 59-63 (2015). Reviewer: Thomas B. Ward (Leeds) MSC: 94A17 28D05 28D20 37A30 60F15 PDF BibTeX XML Cite \textit{R. Nair}, Period. Math. Hung. 71, No. 1, 59--63 (2015; Zbl 1363.94049) Full Text: DOI
Xi, Fu-bao; Yin, G. Stochastic Liénard equations with state-dependent switching. (English) Zbl 1338.60200 Acta Math. Appl. Sin., Engl. Ser. 31, No. 4, 893-908 (2015). MSC: 60J60 60J27 34D23 PDF BibTeX XML Cite \textit{F.-b. Xi} and \textit{G. Yin}, Acta Math. Appl. Sin., Engl. Ser. 31, No. 4, 893--908 (2015; Zbl 1338.60200) Full Text: DOI
Shao, Jinghai Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space. (English) Zbl 1321.60155 SIAM J. Control Optim. 53, No. 4, 2462-2479 (2015). MSC: 60J60 60J05 93E03 PDF BibTeX XML Cite \textit{J. Shao}, SIAM J. Control Optim. 53, No. 4, 2462--2479 (2015; Zbl 1321.60155) Full Text: DOI arXiv
Röckner, Michael; Zhu, Rongchan; Zhu, Xiangchan Sub and supercritical stochastic quasi-geostrophic equation. (English) Zbl 1322.60121 Ann. Probab. 43, No. 3, 1202-1273 (2015). Reviewer: Feng-Yu Wang (Swansea) MSC: 60H15 60H30 60G60 60G15 60F15 35Q86 PDF BibTeX XML Cite \textit{M. Röckner} et al., Ann. Probab. 43, No. 3, 1202--1273 (2015; Zbl 1322.60121) Full Text: DOI arXiv Euclid
Li, Zenghu; Ma, Chunhua Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model. (English) Zbl 1362.62047 Stochastic Processes Appl. 125, No. 8, 3196-3233 (2015). MSC: 62F12 62M05 60J80 60G52 PDF BibTeX XML Cite \textit{Z. Li} and \textit{C. Ma}, Stochastic Processes Appl. 125, No. 8, 3196--3233 (2015; Zbl 1362.62047) Full Text: DOI arXiv
Kokubo, Eiki; Kuwae, Kazuhiro On spectral bounds for symmetric Markov chains with coarse Ricci curvature. (English) Zbl 1389.53062 Rev. Roum. Math. Pures Appl. 59, No. 1, 123-155 (2014). MSC: 53C20 53C21 53C23 PDF BibTeX XML Cite \textit{E. Kokubo} and \textit{K. Kuwae}, Rev. Roum. Math. Pures Appl. 59, No. 1, 123--155 (2014; Zbl 1389.53062)
Anulova, Svetlana V.; Veretennikov, Alexander Yu. Exponential convergence of degenerate hybrid stochastic systems with full dependence. (English) Zbl 1319.93070 Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 159-174 (2014). MSC: 93E03 70Q05 60H10 93E15 PDF BibTeX XML Cite \textit{S. V. Anulova} and \textit{A. Yu. Veretennikov}, Springer Optim. Appl. 90, 159--174 (2014; Zbl 1319.93070) Full Text: DOI
Bogso, Antoine Marie An application of multivariate total positivity to peacocks. (English) Zbl 1351.60101 ESAIM, Probab. Stat. 18, 514-540 (2014). MSC: 60J25 60G44 60E15 PDF BibTeX XML Cite \textit{A. M. Bogso}, ESAIM, Probab. Stat. 18, 514--540 (2014; Zbl 1351.60101) Full Text: DOI arXiv Link
Wang, Jian Smooth properties for semigroups of Lévy processes and their application. (English) Zbl 1315.60051 Stat. Probab. Lett. 89, 23-30 (2014). MSC: 60G51 60H10 60J25 60J75 35S05 PDF BibTeX XML Cite \textit{J. Wang}, Stat. Probab. Lett. 89, 23--30 (2014; Zbl 1315.60051) Full Text: DOI
Baur, Benedict [Grothaus, Martin] Elliptic boundary value problems and construction of \(L^p\)-strong Feller processes with singular drift and reflection. With a foreword by Martin Grothaus. (English) Zbl 1302.60008 Wiesbaden: Springer Spektrum; Kaiserslautern: TU Kaiserslautern (Diss. 2013) (ISBN 978-3-658-05828-9/pbk; 978-3-658-05829-6/ebook). x, 198 p. (2014). Reviewer: Feng-Yu Wang (Swansea) MSC: 60-02 60J35 60J50 60J60 PDF BibTeX XML Cite \textit{B. Baur}, Elliptic boundary value problems and construction of \(L^p\)-strong Feller processes with singular drift and reflection. With a foreword by Martin Grothaus. Wiesbaden: Springer Spektrum; Kaiserslautern: TU Kaiserslautern (Diss. 2013) (2014; Zbl 1302.60008) Full Text: DOI
Liu, Hui Topological separation conditions for self-conformal sets. (English) Zbl 1293.37022 Adv. Appl. Math. Sci. 12, No. 7, 427-433 (2013). MSC: 37F35 28A80 54H20 PDF BibTeX XML Cite \textit{H. Liu}, Adv. Appl. Math. Sci. 12, No. 7, 427--433 (2013; Zbl 1293.37022)
Xu, Lihu Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises. (English) Zbl 1295.60077 Stochastic Processes Appl. 123, No. 10, 3710-3736 (2013). MSC: 60H15 47D07 60J75 35R60 PDF BibTeX XML Cite \textit{L. Xu}, Stochastic Processes Appl. 123, No. 10, 3710--3736 (2013; Zbl 1295.60077) Full Text: DOI arXiv
Li, QinFeng; Ma, ChunHua; Xiang, KaiNan On strong Markov property for Fleming-Viot processes. (English) Zbl 1288.60090 Sci. China, Math. 56, No. 10, 2123-2133 (2013). MSC: 60J25 60J60 60J35 PDF BibTeX XML Cite \textit{Q. Li} et al., Sci. China, Math. 56, No. 10, 2123--2133 (2013; Zbl 1288.60090) Full Text: DOI
Kunze, Markus Christian On a class of martingale problems on Banach spaces. (English) Zbl 1367.60043 Electron. J. Probab. 18, Paper No. 104, 30 p. (2013). MSC: 60G44 60H15 60J25 PDF BibTeX XML Cite \textit{M. C. Kunze}, Electron. J. Probab. 18, Paper No. 104, 30 p. (2013; Zbl 1367.60043) Full Text: DOI arXiv
He, Ping; Ying, Jiangang Fine irreducibility and uniqueness of stationary distribution. (English) Zbl 1279.60099 Osaka J. Math. 50, No. 2, 417-423 (2013). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 PDF BibTeX XML Cite \textit{P. He} and \textit{J. Ying}, Osaka J. Math. 50, No. 2, 417--423 (2013; Zbl 1279.60099) Full Text: arXiv Euclid
Wang, Jian Sub-Markovian \(C _{0}\)-semigroups generated by fractional Laplacian with gradient perturbation. (English) Zbl 1284.47030 Integral Equations Oper. Theory 76, No. 2, 151-161 (2013). Reviewer: Ruhollah Jahanipur (Kashan) MSC: 47D07 60J25 60J75 35S05 PDF BibTeX XML Cite \textit{J. Wang}, Integral Equations Oper. Theory 76, No. 2, 151--161 (2013; Zbl 1284.47030) Full Text: DOI
Xi, Fubao; Yin, George The strong Feller property of switching jump-diffusion processes. (English) Zbl 1267.60096 Stat. Probab. Lett. 83, No. 3, 761-767 (2013). MSC: 60J75 60J60 60J27 60J25 PDF BibTeX XML Cite \textit{F. Xi} and \textit{G. Yin}, Stat. Probab. Lett. 83, No. 3, 761--767 (2013; Zbl 1267.60096) Full Text: DOI
Wang, Feng-Yu; Wang, Jian Coupling and strong Feller for jump processes on Banach spaces. (English) Zbl 1271.60092 Stochastic Processes Appl. 123, No. 5, 1588-1615 (2013). Reviewer: Andrzej Świerniak (Gliwice) MSC: 60J75 60J25 60J45 60H10 PDF BibTeX XML Cite \textit{F.-Y. Wang} and \textit{J. Wang}, Stochastic Processes Appl. 123, No. 5, 1588--1615 (2013; Zbl 1271.60092) Full Text: DOI arXiv
Szabłowski, P. J. \(q\)-Wiener and \((\alpha,q)\)-Ornstein-Uhlenbeck processes. A generalization of known processes. (English. Russian original) Zbl 1276.60045 Theory Probab. Appl. 56, No. 4, 634-659 (2012); translation from Teor. Veroyatn. Primen. 56, No. 4, 742-772 (2011). Reviewer: Alexander I. Zejfman (Vologda) MSC: 60G20 60G99 60K99 PDF BibTeX XML Cite \textit{P. J. Szabłowski}, Theory Probab. Appl. 56, No. 4, 634--659 (2012; Zbl 1276.60045); translation from Teor. Veroyatn. Primen. 56, No. 4, 742--772 (2011) Full Text: DOI arXiv
Cui, Wei; Yu, Jinghu Analysis of the duration of the negative surplus for a generalized compound Poisson-geometric risk model. (Chinese. English summary) Zbl 1265.62034 Acta Math. Sci., Ser. A, Chin. Ed. 32, No. 1, 27-40 (2012). MSC: 62P05 91B30 60J99 60J75 PDF BibTeX XML Cite \textit{W. Cui} and \textit{J. Yu}, Acta Math. Sci., Ser. A, Chin. Ed. 32, No. 1, 27--40 (2012; Zbl 1265.62034)
Schilling, René L.; Wang, Jian Strong Feller continuity of Feller processes and semigroups. (English) Zbl 1258.60047 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 15, No. 2, 1250010, 28 p. (2012). Reviewer: Zoran Vondraček (Zagreb) MSC: 60J35 47D07 60G51 60J25 60J75 PDF BibTeX XML Cite \textit{R. L. Schilling} and \textit{J. Wang}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 15, No. 2, 1250010, 28 p. (2012; Zbl 1258.60047) Full Text: DOI arXiv
Schilling, René L.; Wang, Jian On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes. (English) Zbl 1247.60113 J. Evol. Equ. 12, No. 1, 119-140 (2012). Reviewer: Alexander Schnurr (Dortmund) MSC: 60J25 60J75 60H10 PDF BibTeX XML Cite \textit{R. L. Schilling} and \textit{J. Wang}, J. Evol. Equ. 12, No. 1, 119--140 (2012; Zbl 1247.60113) Full Text: DOI arXiv
Conrad, Florian; Grothaus, Martin; Lierl, Janna; Wittich, Olaf Convergence of Brownian motion with a scaled Dirac delta potential. (English) Zbl 1253.47027 Proc. Edinb. Math. Soc., II. Ser. 55, No. 2, 403-427 (2012). Reviewer: René L. Schilling (Dresden) MSC: 47D07 60J60 60J65 31C25 00-02 PDF BibTeX XML Cite \textit{F. Conrad} et al., Proc. Edinb. Math. Soc., II. Ser. 55, No. 2, 403--427 (2012; Zbl 1253.47027) Full Text: DOI
Röckner, Michael; Zhu, Rongchan; Zhu, Xiangchan Stochastic quasi-geostrophic equation. (English) Zbl 1248.60074 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 15, No. 1, 1250001, 6 p. (2012). Reviewer: Zenghu Li (Beijing) MSC: 60H15 60H30 35R60 PDF BibTeX XML Cite \textit{M. Röckner} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 15, No. 1, 1250001, 6 p. (2012; Zbl 1248.60074) Full Text: DOI arXiv
Yang, Weiguo A class of strong deviation theorems for the random fields associated with nonhomogeneous Markov chains indexed by a Bethe tree. (English) Zbl 1236.60036 Stochastic Anal. Appl. 30, No. 2, 220-237 (2012). MSC: 60F15 60J10 60F10 PDF BibTeX XML Cite \textit{W. Yang}, Stochastic Anal. Appl. 30, No. 2, 220--237 (2012; Zbl 1236.60036) Full Text: DOI
Schilling, René L.; Wang, Jian On the coupling property of Lévy processes. (English. French summary) Zbl 1268.60061 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 4, 1147-1159 (2011). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G51 60G50 60J25 60J75 PDF BibTeX XML Cite \textit{R. L. Schilling} and \textit{J. Wang}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 4, 1147--1159 (2011; Zbl 1268.60061) Full Text: DOI arXiv Euclid
Tang, Rong; Huang, Yonghui The research on the strong Markov property. (English) Zbl 1262.60074 Ann. Univ. Paedagog. Crac. 102, Stud. Math. 10, 35-65 (2011). MSC: 60J25 60J27 PDF BibTeX XML Cite \textit{R. Tang} and \textit{Y. Huang}, Ann. Univ. Paedagog. Crac., Stud. Math. 102(10), 35--65 (2011; Zbl 1262.60074)
Yang, Weiguo; Gao, Xiaoyan Strong law of large numbers for asymptotic circular Markov chains. (Chinese. English summary) Zbl 1265.60069 J. Jiangsu Univ., Nat. Sci. 32, No. 5, 617-620 (2011). MSC: 60F15 PDF BibTeX XML Cite \textit{W. Yang} and \textit{X. Gao}, J. Jiangsu Univ., Nat. Sci. 32, No. 5, 617--620 (2011; Zbl 1265.60069) Full Text: DOI
Romito, Marco The martingale problem for Markov solutions to the Navier-Stokes equations. (English) Zbl 1391.76111 Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona (Ticino), Switzerland, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 227-244 (2011). MSC: 76D05 60H15 35Q30 60H30 76M35 PDF BibTeX XML Cite \textit{M. Romito}, Prog. Probab. 63, 227--244 (2011; Zbl 1391.76111) Full Text: DOI arXiv
Dong, Yan; Yang, Weiguo; Bai, Jianfang The strong law of large numbers and the Shannon-McMillan theorem for nonhomogeneous Markov chains indexed by a Cayley tree. (English) Zbl 1228.60038 Stat. Probab. Lett. 81, No. 12, 1883-1890 (2011). MSC: 60F15 60J10 PDF BibTeX XML Cite \textit{Y. Dong} et al., Stat. Probab. Lett. 81, No. 12, 1883--1890 (2011; Zbl 1228.60038) Full Text: DOI
Ramasubramanian, S. Multidimensional insurance model with risk-reducing treaty. (English) Zbl 1237.91137 Stoch. Models 27, No. 3, 363-387 (2011). MSC: 91B30 60H30 60J35 PDF BibTeX XML Cite \textit{S. Ramasubramanian}, Stoch. Models 27, No. 3, 363--387 (2011; Zbl 1237.91137) Full Text: DOI
Priola, Enrico; Zabczyk, Jerzy Structural properties of semilinear SPDEs driven by cylindrical stable processes. (English) Zbl 1231.60061 Probab. Theory Relat. Fields 149, No. 1-2, 97-137 (2011). Reviewer: Franco Fagnola (Milano) MSC: 60H15 60J75 47D07 35R60 PDF BibTeX XML Cite \textit{E. Priola} and \textit{J. Zabczyk}, Probab. Theory Relat. Fields 149, No. 1--2, 97--137 (2011; Zbl 1231.60061) Full Text: DOI arXiv
Romito, Marco Critical strong Feller regularity for Markov solutions to the Navier-Stokes equations. (English) Zbl 1238.60077 J. Math. Anal. Appl. 384, No. 1, 115-129 (2011). Reviewer: Dora Selesi (Novi Sad) MSC: 60H15 35Q30 35R60 76D05 PDF BibTeX XML Cite \textit{M. Romito}, J. Math. Anal. Appl. 384, No. 1, 115--129 (2011; Zbl 1238.60077) Full Text: DOI arXiv
Ouyang, Shun-Xiang Harnack inequalities and applications for multivalued stochastic evolution equations. (English) Zbl 1225.60110 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 14, No. 2, 261-278 (2011). Reviewer: Kai Liu (Liverpool) MSC: 60H15 47D07 37L40 PDF BibTeX XML Cite \textit{S.-X. Ouyang}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 14, No. 2, 261--278 (2011; Zbl 1225.60110) Full Text: DOI arXiv
Chaumont, Loïc; Uribe Bravo, Gerónimo Markovian bridges: weak continuity and pathwise constructions. (English) Zbl 1217.60066 Ann. Probab. 39, No. 2, 609-647 (2011). Reviewer: Alexander Schnurr (Dortmund) MSC: 60J25 60J65 PDF BibTeX XML Cite \textit{L. Chaumont} and \textit{G. Uribe Bravo}, Ann. Probab. 39, No. 2, 609--647 (2011; Zbl 1217.60066) Full Text: DOI arXiv
Dong, Yan; Yang, Weiguo Strong law of large numbers and asymptotic equipartition probability for asymmetric Markov chain indexed by Cayley tree. (English) Zbl 1240.60059 J. Math. Res. Expo. 30, No. 6, 976-984 (2010). MSC: 60F15 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{W. Yang}, J. Math. Res. Expo. 30, No. 6, 976--984 (2010; Zbl 1240.60059) Full Text: DOI
Lü, Yuhua; Wu, Rong; Xu, Run The joint distributions of some actuarial diagnostics for the jump-diffusion risk process. (English) Zbl 1240.91054 Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 664-676 (2010). MSC: 91B30 60J65 60J75 60J60 PDF BibTeX XML Cite \textit{Y. Lü} et al., Acta Math. Sci., Ser. B, Engl. Ed. 30, No. 3, 664--676 (2010; Zbl 1240.91054) Full Text: DOI
Ethier, S. N.; Lee, Jiyeon A Markovian slot machine and Parrondo’s paradox. (English) Zbl 1201.60075 Ann. Appl. Probab. 20, No. 3, 1098-1125 (2010). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J10 60F05 PDF BibTeX XML Cite \textit{S. N. Ethier} and \textit{J. Lee}, Ann. Appl. Probab. 20, No. 3, 1098--1125 (2010; Zbl 1201.60075) Full Text: DOI arXiv
Wang, Jian Regularity of semigroups generated by Lévy type operators via coupling. (English) Zbl 1204.60071 Stochastic Processes Appl. 120, No. 9, 1680-1700 (2010). Reviewer: Roman Urban (Wrocław) MSC: 60J25 60J75 60J35 PDF BibTeX XML Cite \textit{J. Wang}, Stochastic Processes Appl. 120, No. 9, 1680--1700 (2010; Zbl 1204.60071) Full Text: DOI
de Leva, Giacomo; Kim, Daehong; Kuwae, Kazuhiro \(L^p\)-independence of spectral bounds of Feynman-Kac semigroups by continuous additive functionals. (English) Zbl 1190.47048 J. Funct. Anal. 259, No. 3, 690-730 (2010). MSC: 47D07 60J35 PDF BibTeX XML Cite \textit{G. de Leva} et al., J. Funct. Anal. 259, No. 3, 690--730 (2010; Zbl 1190.47048) Full Text: DOI
Liu, Wei Harnack inequality and applications for stochastic evolution equations with monotone drifts. (English) Zbl 1239.60058 J. Evol. Equ. 9, No. 4, 747-770 (2009). MSC: 60H15 60J35 47D07 35B45 35B65 35R50 60F10 60H40 PDF BibTeX XML Cite \textit{W. Liu}, J. Evol. Equ. 9, No. 4, 747--770 (2009; Zbl 1239.60058) Full Text: DOI arXiv
Zhu, C.; Yin, G. On strong Feller, recurrence, and weak stabilization of regime-switching diffusions. (English) Zbl 1282.93201 SIAM J. Control Optim. 48, No. 3, 2003-2031 (2009). MSC: 93D05 93D15 93E15 60J05 60J60 PDF BibTeX XML Cite \textit{C. Zhu} and \textit{G. Yin}, SIAM J. Control Optim. 48, No. 3, 2003--2031 (2009; Zbl 1282.93201) Full Text: DOI
Hu, Yao; Luo, Wenjun; Dai, Jiajia Geometric distribution of Poisson processes. (Chinese. English summary) Zbl 1199.60136 Appl. Math., Ser. A (Chin. Ed.) 24, No. 2, 155-158 (2009). MSC: 60G35 60K10 PDF BibTeX XML Cite \textit{Y. Hu} et al., Appl. Math., Ser. A (Chin. Ed.) 24, No. 2, 155--158 (2009; Zbl 1199.60136)
Chen, Zhen-Qing; Kuwae, Kazuhiro On doubly Feller property. (English) Zbl 1221.60111 Osaka J. Math. 46, No. 4, 909-930 (2009). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60J57 60J25 31C25 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{K. Kuwae}, Osaka J. Math. 46, No. 4, 909--930 (2009; Zbl 1221.60111) Full Text: Euclid
Gapeev, Pavel V.; Jeanblanc, Monique Pricing of contingent claims in a two-dimensional model with random dividends. (English) Zbl 1182.91174 Int. J. Theor. Appl. Finance 12, No. 8, 1091-1104 (2009). MSC: 91G20 91B25 91G80 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{M. Jeanblanc}, Int. J. Theor. Appl. Finance 12, No. 8, 1091--1104 (2009; Zbl 1182.91174) Full Text: DOI
Ethier, S. N.; Lee, Jiyeon Limit theorems for Parrondo’s paradox. (English) Zbl 1190.60060 Electron. J. Probab. 14, 1827-1862 (2009). MSC: 60J10 60F05 60F15 91A60 PDF BibTeX XML Cite \textit{S. N. Ethier} and \textit{J. Lee}, Electron. J. Probab. 14, 1827--1862 (2009; Zbl 1190.60060) Full Text: DOI arXiv EuDML EMIS
Champagnat, N. Large deviations for singular and degenerate diffusion models in adaptive evolution. (English) Zbl 1189.60055 Markov Process. Relat. Fields 15, No. 3, 289-342 (2009). Reviewer: Anatoli Mogulskij (Novosibirsk) MSC: 60F10 60J70 60J60 92D15 PDF BibTeX XML Cite \textit{N. Champagnat}, Markov Process. Relat. Fields 15, No. 3, 289--342 (2009; Zbl 1189.60055) Full Text: arXiv
Blei, Stefan; Engelbert, Hans-Jürgen On exponential local martingales associated with strong Markov continuous local martingales. (English) Zbl 1192.60068 Stochastic Processes Appl. 119, No. 9, 2859-2880 (2009). Reviewer: Klaus Schürger (Bonn) MSC: 60G44 60G48 60G30 60J25 60J65 60H10 PDF BibTeX XML Cite \textit{S. Blei} and \textit{H.-J. Engelbert}, Stochastic Processes Appl. 119, No. 9, 2859--2880 (2009; Zbl 1192.60068) Full Text: DOI