Ararat, Çağın; Ma, Jin; Wu, Wenqian Set-valued backward stochastic differential equations. (English) Zbl 07787914 Ann. Appl. Probab. 33, No. 5, 3418-3448 (2023). MSC: 60H10 60H05 28B20 60G44 47H04 PDFBibTeX XMLCite \textit{Ç. Ararat} et al., Ann. Appl. Probab. 33, No. 5, 3418--3448 (2023; Zbl 07787914) Full Text: DOI arXiv Link
Peszek, Jan; Poyato, David Heterogeneous gradient flows in the topology of fibered optimal transport. (English) Zbl 1527.49037 Calc. Var. Partial Differ. Equ. 62, No. 9, Paper No. 258, 72 p. (2023). MSC: 49Q22 28A33 35A15 35B40 49K20 70G75 60B05 PDFBibTeX XMLCite \textit{J. Peszek} and \textit{D. Poyato}, Calc. Var. Partial Differ. Equ. 62, No. 9, Paper No. 258, 72 p. (2023; Zbl 1527.49037) Full Text: DOI arXiv
Kiiski, Matti The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales. (English) Zbl 1453.60098 Finance Stoch. 24, No. 4, 827-870 (2020). MSC: 60G44 28C05 54D30 60B05 60G05 PDFBibTeX XMLCite \textit{M. Kiiski}, Finance Stoch. 24, No. 4, 827--870 (2020; Zbl 1453.60098) Full Text: DOI arXiv
Kisielewicz, Michał Weak compactness of weak solutions sets to stochastic differential inclusions. (English) Zbl 1443.60053 Stochastic Anal. Appl. 38, No. 3, 506-526 (2020). MSC: 60H05 28B20 47H04 60B05 PDFBibTeX XMLCite \textit{M. Kisielewicz}, Stochastic Anal. Appl. 38, No. 3, 506--526 (2020; Zbl 1443.60053) Full Text: DOI
Denk, Robert; Kupper, Michael; Nendel, Max Kolmogorov-type and general extension results for nonlinear expectations. (English) Zbl 1400.28021 Banach J. Math. Anal. 12, No. 3, 515-540 (2018). MSC: 28C05 28A12 60G05 60J99 PDFBibTeX XMLCite \textit{R. Denk} et al., Banach J. Math. Anal. 12, No. 3, 515--540 (2018; Zbl 1400.28021) Full Text: DOI arXiv Euclid
Vidmar, Matija A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces. (English) Zbl 1390.60010 Stat. Probab. Lett. 134, 86-92 (2018). MSC: 60A05 46B28 28A05 28A20 PDFBibTeX XMLCite \textit{M. Vidmar}, Stat. Probab. Lett. 134, 86--92 (2018; Zbl 1390.60010) Full Text: DOI arXiv
Motyl, Jerzy Stochastic retarded inclusion with Carathéodory-upper separated multifunctions. (English) Zbl 1337.28023 Set-Valued Var. Anal. 24, No. 2, 191-205 (2016). MSC: 28B20 34K50 49J53 PDFBibTeX XMLCite \textit{J. Motyl}, Set-Valued Var. Anal. 24, No. 2, 191--205 (2016; Zbl 1337.28023) Full Text: DOI
Privault, Nicolas Girsanov identities for Poisson measures under quasi-nilpotent transformations. (English) Zbl 1248.60056 Ann. Probab. 40, No. 3, 1009-1040 (2012). Reviewer: Almut Veraart (London) MSC: 60G57 60G30 60H07 28D05 28C20 11B73 PDFBibTeX XMLCite \textit{N. Privault}, Ann. Probab. 40, No. 3, 1009--1040 (2012; Zbl 1248.60056) Full Text: DOI arXiv Euclid
Czichowsky, Christoph; Westray, Nicholas; Zheng, Harry Convergence in the semimartingale topology and constrained portfolios. (English) Zbl 1225.60074 Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLIII, Poitiers, France, Juin 2009. Berlin: Springer (ISBN 978-3-642-15216-0/pbk; 978-3-642-15217-7/ebook). Lecture Notes in Mathematics 2006, 395-412 (2011). Reviewer: Klaus Schürger (Bonn) MSC: 60G48 60G07 60H05 28B20 91G80 PDFBibTeX XMLCite \textit{C. Czichowsky} et al., Lect. Notes Math. 2006, 395--412 (2011; Zbl 1225.60074) Full Text: DOI
Bion-Nadal, Jocelyne Dynamic risk measures: Time consistency and risk measures from BMO martingales. (English) Zbl 1150.91024 Finance Stoch. 12, No. 2, 219-244 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B30 91B70 60G44 28A20 46A20 PDFBibTeX XMLCite \textit{J. Bion-Nadal}, Finance Stoch. 12, No. 2, 219--244 (2008; Zbl 1150.91024) Full Text: DOI
Rheinländer, Thorsten; Steiger, Gallus The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models. (English) Zbl 1154.28305 Ann. Appl. Probab. 16, No. 3, 1319-1351 (2006). Reviewer: Petr Gurka (Praha) MSC: 28D20 60G48 60H05 91B28 PDFBibTeX XMLCite \textit{T. Rheinländer} and \textit{G. Steiger}, Ann. Appl. Probab. 16, No. 3, 1319--1351 (2006; Zbl 1154.28305) Full Text: DOI arXiv
Mikulyavichyus, R. Weak convergence of measures. (English. Russian original) Zbl 0573.60006 Lith. Math. J. 25, 61-66 (1985); translation from Litov. Mat. Sb. 25, No. 1, 110-118 (1985). Reviewer: J.Memin MSC: 60B10 60B05 28A33 PDFBibTeX XMLCite \textit{R. Mikulyavichyus}, Lith. Math. J. 25, 61--66 (1985; Zbl 0573.60006); translation from Litov. Mat. Sb. 25, No. 1, 110--118 (1985) Full Text: DOI