Liu, Li-Min; Cui, Ying-Ying; Xu, Jie; Li, Chao; Gao, Qing-Hui The non-markovian property of \(q\)-Gaussian process. (English) Zbl 1443.82012 Comput. Math. Appl. 79, No. 6, 1802-1812 (2020). MSC: 82C31 PDF BibTeX XML Cite \textit{L.-M. Liu} et al., Comput. Math. Appl. 79, No. 6, 1802--1812 (2020; Zbl 1443.82012) Full Text: DOI
Debbi, Latifa Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic & 2D-Navier-Stokes equations: the general case. (English) Zbl 07246850 J. Math. Fluid Mech. 22, No. 4, Paper No. 54, 52 p. (2020). MSC: 58J65 60H15 35R11 35Q30 PDF BibTeX XML Cite \textit{L. Debbi}, J. Math. Fluid Mech. 22, No. 4, Paper No. 54, 52 p. (2020; Zbl 07246850) Full Text: DOI
Hong, Guixiang; Liu, Wei; Ma, Tao Vector-valued \(q\)-variational inequalities for averaging operators and the Hilbert transform. (English) Zbl 1447.42015 Arch. Math. 115, No. 4, 423-433 (2020). MSC: 42B20 42B25 46E30 49J40 PDF BibTeX XML Cite \textit{G. Hong} et al., Arch. Math. 115, No. 4, 423--433 (2020; Zbl 1447.42015) Full Text: DOI
Debbi, Latifa Well-posedness of the multidimensional fractional stochastic Navier-Stokes equations on the torus and on bounded domains. (English) Zbl 1335.60108 J. Math. Fluid Mech. 18, No. 1, 25-69 (2016). MSC: 60H15 35R60 35R11 PDF BibTeX XML Cite \textit{L. Debbi}, J. Math. Fluid Mech. 18, No. 1, 25--69 (2016; Zbl 1335.60108) Full Text: DOI
Falconer, Kenneth J. Higher moments for random multiplicative measures. (English) Zbl 1341.60038 J. Fractal Geom. 2, No. 3, 229-247 (2015). Reviewer: Benjamin Steinhurst (Westminster) MSC: 60G57 60G42 60F25 28A80 PDF BibTeX XML Cite \textit{K. J. Falconer}, J. Fractal Geom. 2, No. 3, 229--247 (2015; Zbl 1341.60038) Full Text: DOI
He, Tong-Jun; Yi, Quan; Shen, Yi Vector-valued tree martingales. (English) Zbl 1284.60086 Rocky Mt. J. Math. 43, No. 5, 1553-1581 (2013). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G46 60G50 PDF BibTeX XML Cite \textit{T.-J. He} et al., Rocky Mt. J. Math. 43, No. 5, 1553--1581 (2013; Zbl 1284.60086) Full Text: DOI Euclid
Ren, Yanbo Some new isomorphic characterizations of \(q\)-convex Banach spaces. (Chinese. English summary) Zbl 1289.60080 Acta Math. Sci., Ser. A, Chin. Ed. 32, No. 6, 1086-1091 (2012). MSC: 60G42 46B45 PDF BibTeX XML Cite \textit{Y. Ren}, Acta Math. Sci., Ser. A, Chin. Ed. 32, No. 6, 1086--1091 (2012; Zbl 1289.60080)
Trivellato, Barbara The minimal \(\kappa \)-entropy martingale measure. (English) Zbl 1262.91075 Int. J. Theor. Appl. Finance 15, No. 5, Article ID 1250038, 22 p. (2012). MSC: 91B25 91B26 60G44 PDF BibTeX XML Cite \textit{B. Trivellato}, Int. J. Theor. Appl. Finance 15, No. 5, Article ID 1250038, 22 p. (2012; Zbl 1262.91075) Full Text: DOI
Xia, Ping; Turdebek, N. Bekjan Uniformly convexity of complex spaces and weak Orlicz space norm inequalities of martingales. (Chinese. English summary) Zbl 1265.46026 J. Xinjiang Univ., Nat. Sci. 28, No. 2, 194-200 (2011). MSC: 46B09 46B20 46A16 PDF BibTeX XML Cite \textit{P. Xia} and \textit{N. B. Turdebek}, J. Xinjiang Univ., Nat. Sci. 28, No. 2, 194--200 (2011; Zbl 1265.46026)
Chen, Liang; Turdebek, N. Bekjan Analytic \(q\)-uniform convexity of complex quasi-Banach spaces and atomic decomposition of Hardy martingales. (Chinese. English summary) Zbl 1265.46025 J. Xinjiang Univ., Nat. Sci. 28, No. 1, 36-41 (2011). MSC: 46B09 42B35 60G48 PDF BibTeX XML Cite \textit{L. Chen} and \textit{N. B. Turdebek}, J. Xinjiang Univ., Nat. Sci. 28, No. 1, 36--41 (2011; Zbl 1265.46025)
Vostrikova, Lioudmila On the stability of prices of contingent claims in incomplete models under statistical estimations. (English) Zbl 1246.91139 Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 453-471 (2011). MSC: 91G20 91G70 PDF BibTeX XML Cite \textit{L. Vostrikova}, Prog. Probab. 63, 453--471 (2011; Zbl 1246.91139) Full Text: DOI
Zhou, Jianxin; Hu, Hongchang Moment consistency of wavelet estimation of semiparametric regression models. (Chinese. English summary) Zbl 1234.62049 Math. Pract. Theory 40, No. 23, 170-176 (2010). MSC: 62G08 42C40 62G05 62G20 62F10 PDF BibTeX XML Cite \textit{J. Zhou} and \textit{H. Hu}, Math. Pract. Theory 40, No. 23, 170--176 (2010; Zbl 1234.62049)
Yao, Luogen; Ou, Hui; Yang, Xiangqun Comparison of equivalent martingale measures in one-period trinomial tree model. (Chinese. English summary) Zbl 1212.91124 J. Nat. Sci. Hunan Norm. Univ. 32, No. 1, 11-15 (2009). MSC: 91G60 91G80 PDF BibTeX XML Cite \textit{L. Yao} et al., J. Nat. Sci. Hunan Norm. Univ. 32, No. 1, 11--15 (2009; Zbl 1212.91124)
Wang, Junjun; Hou, Youliang Atomic decompositions on some B-valued quasi-martingale spaces. (Chinese. English summary) Zbl 1212.60077 Acta Anal. Funct. Appl. 11, No. 1, 39-46 (2009). MSC: 60G46 46B09 PDF BibTeX XML Cite \textit{J. Wang} and \textit{Y. Hou}, Acta Anal. Funct. Appl. 11, No. 1, 39--46 (2009; Zbl 1212.60077)
Choulli, Tahir; Stricker, Christophe Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure. (English) Zbl 1161.60317 Stochastic Processes Appl. 119, No. 4, 1368-1385 (2009). MSC: 60G44 60G42 60H05 PDF BibTeX XML Cite \textit{T. Choulli} and \textit{C. Stricker}, Stochastic Processes Appl. 119, No. 4, 1368--1385 (2009; Zbl 1161.60317) Full Text: DOI
Xiong, Dewen; Kohlmann, Michael The dynamic \(q\)-valuation of a contingent claim in a continuous market model. (English) Zbl 1154.60337 Stochastic Anal. Appl. 27, No. 1, 95-124 (2009). MSC: 60H30 60G44 PDF BibTeX XML Cite \textit{D. Xiong} and \textit{M. Kohlmann}, Stochastic Anal. Appl. 27, No. 1, 95--124 (2009; Zbl 1154.60337) Full Text: DOI
Ren, Yanbo A new characterization of \(q\)-convexifiable Banach spaces. (English) Zbl 1199.60151 Publ. Math. 73, No. 3-4, 333-339 (2008). MSC: 60G42 46E40 60B11 PDF BibTeX XML Cite \textit{Y. Ren}, Publ. Math. 73, No. 3--4, 333--339 (2008; Zbl 1199.60151)
Arai, Takuji; Kawaguchi, Muneki \(q\)-optimal martingale measures for discrete time models. (English) Zbl 1170.91502 Asia-Pac. Financ. Mark. 15, No. 3-4, 155-173 (2008). MSC: 91B82 PDF BibTeX XML Cite \textit{T. Arai} and \textit{M. Kawaguchi}, Asia-Pac. Financ. Mark. 15, No. 3--4, 155--173 (2008; Zbl 1170.91502) Full Text: DOI
Arai, Takuji \({\mathcal L}^p\)-projections of random variables and its application to finance. (English) Zbl 1175.91171 Int. J. Theor. Appl. Finance 11, No. 8, 869-888 (2008). MSC: 91G20 91G80 60G48 60H30 PDF BibTeX XML Cite \textit{T. Arai}, Int. J. Theor. Appl. Finance 11, No. 8, 869--888 (2008; Zbl 1175.91171) Full Text: DOI
Bender, Christian; Niethammer, Christina R. On \(q\)-optimal martingale measures in exponential Lévy models. (English) Zbl 1164.91009 Finance Stoch. 12, No. 3, 381-410 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B28 60H10 60G51 60J75 PDF BibTeX XML Cite \textit{C. Bender} and \textit{C. R. Niethammer}, Finance Stoch. 12, No. 3, 381--410 (2008; Zbl 1164.91009) Full Text: DOI
Niethammer, Christina R. On convergence to the exponential utility problem with jumps. (English) Zbl 1132.91478 Stochastic Anal. Appl. 26, No. 1, 169-196 (2008). MSC: 91B28 60H10 91B16 60G51 60J75 PDF BibTeX XML Cite \textit{C. R. Niethammer}, Stochastic Anal. Appl. 26, No. 1, 169--196 (2008; Zbl 1132.91478) Full Text: DOI
Yu, Lin The Orlicz norm inequalities for generalized martingale transform operators. (Chinese. English summary) Zbl 1150.47341 J. Henan Norm. Univ., Nat. Sci. 35, No. 2, 9-12 (2007). MSC: 47B80 60G46 46B20 PDF BibTeX XML Cite \textit{L. Yu}, J. Henan Norm. Univ., Nat. Sci. 35, No. 2, 9--12 (2007; Zbl 1150.47341)
Kohlmann, Michael; Niethammer, Christina R. On convergence to the exponential utility problem. (English) Zbl 1221.91027 Stochastic Processes Appl. 117, No. 12, 1813-1834 (2007). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B16 60H10 60G48 91G10 PDF BibTeX XML Cite \textit{M. Kohlmann} and \textit{C. R. Niethammer}, Stochastic Processes Appl. 117, No. 12, 1813--1834 (2007; Zbl 1221.91027) Full Text: DOI
Marquardt, Tina; Ruffing, Andreas Modifying differential representations of Hermite functions and their impact on diffusion processes and martingales. (English) Zbl 1063.60058 Dyn. Syst. Appl. 13, No. 3-4, 419-433 (2004). MSC: 60G42 42C05 39A12 39A13 33E05 60J60 35K57 PDF BibTeX XML Cite \textit{T. Marquardt} and \textit{A. Ruffing}, Dyn. Syst. Appl. 13, No. 3--4, 419--433 (2004; Zbl 1063.60058)
Mania, M.; Tevzadze, R. A unified characterization of \(q\)-optimal and minimal entropy martingale measures by semimartingale backward equations. (English) Zbl 1040.60058 Georgian Math. J. 10, No. 2, 289-310 (2003). Reviewer: Rainer Buckdahn (Brest) MSC: 60H30 91B28 90C39 PDF BibTeX XML Cite \textit{M. Mania} and \textit{R. Tevzadze}, Georgian Math. J. 10, No. 2, 289--310 (2003; Zbl 1040.60058) Full Text: EuDML
Guo, Xianping; Hernández-Lerma, Onésimo Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. (English) Zbl 1071.91008 J. Appl. Probab. 40, No. 2, 327-345 (2003). Reviewer: Xianping Guo (Guangzhou) MSC: 91A15 60J27 PDF BibTeX XML Cite \textit{X. Guo} and \textit{O. Hernández-Lerma}, J. Appl. Probab. 40, No. 2, 327--345 (2003; Zbl 1071.91008) Full Text: DOI
Gan, Shixin; Qiu, Dehua Inequalities for B-valued quasi-martingales and their applications. (Chinese. English summary) Zbl 0991.60025 J. Math., Wuhan Univ. 21, No. 4, 409-414 (2001). MSC: 60F15 60G48 PDF BibTeX XML Cite \textit{S. Gan} and \textit{D. Qiu}, J. Math., Wuhan Univ. 21, No. 4, 409--414 (2001; Zbl 0991.60025)
Cheng, Riyan; Gan, Shixin Two-parameter vector-valued martingales and geometrical properties of Banach spaces. (English) Zbl 1010.60038 Wuhan Univ. J. Nat. Sci. 4, No. 2, 135-142 (1999). MSC: 60G42 46B09 46B20 PDF BibTeX XML Cite \textit{R. Cheng} and \textit{S. Gan}, Wuhan Univ. J. Nat. Sci. 4, No. 2, 135--142 (1999; Zbl 1010.60038) Full Text: DOI
Gan Shixin On the convergence of weighted sums of \(L_q\)-mixingale arrays. (English) Zbl 0940.60029 Acta Math. Hung. 82, No. 1-2, 113-120 (1999). Reviewer: Lothar Heinrich (Freiberg) MSC: 60F15 60F10 60F25 60G42 PDF BibTeX XML Cite \textit{Gan Shixin}, Acta Math. Hung. 82, No. 1--2, 113--120 (1999; Zbl 0940.60029) Full Text: DOI
Weisz, Ferenc Weak martingale Hardy spaces. (English) Zbl 0985.60041 Probab. Math. Stat. 18, No. 1, 133-148 (1998). MSC: 60G46 46E30 46M35 60E15 42B30 PDF BibTeX XML Cite \textit{F. Weisz}, Probab. Math. Stat. 18, No. 1, 133--148 (1998; Zbl 0985.60041)
Dai, Binlin; Yu, Hongqi A characteristic property of continuous martingale weighted maximal operators with \(A_{p,q}\) weights. (Chinese. English summary) Zbl 0910.42009 Nat. Sci. J. Xiangtan Univ. 18, No. 2, 6-11 (1996). MSC: 42B25 60G40 60G46 PDF BibTeX XML Cite \textit{B. Dai} and \textit{H. Yu}, Nat. Sci. J. Xiangtan Univ. 18, No. 2, 6--11 (1996; Zbl 0910.42009)
Girotto, Bruno; Ortu, Fulvio Existence of equivalent martingale measures in finite dimensional securities markets. (English) Zbl 0852.90023 J. Econ. Theory 69, No. 1, 262-277 (1996). MSC: 91B24 91B28 PDF BibTeX XML Cite \textit{B. Girotto} and \textit{F. Ortu}, J. Econ. Theory 69, No. 1, 262--277 (1996; Zbl 0852.90023) Full Text: DOI
Sarkar, Sahadeb; Shin, Dong Wan A note on nonlinear regression for the autoregressive moving average with non-iid errors. (English) Zbl 0798.62092 Commun. Stat., Theory Methods 22, No. 9, 2445-2461 (1993). Reviewer: N.Leonenko (Kiev) MSC: 62M10 62J02 PDF BibTeX XML Cite \textit{S. Sarkar} and \textit{D. W. Shin}, Commun. Stat., Theory Methods 22, No. 9, 2445--2461 (1993; Zbl 0798.62092) Full Text: DOI
Choi, In Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes. (English) Zbl 0769.62064 Econ. Lett. 40, No. 2, 147-153 (1992). MSC: 62M10 62E20 PDF BibTeX XML Cite \textit{I. Choi}, Econ. Lett. 40, No. 2, 147--153 (1992; Zbl 0769.62064) Full Text: DOI
Feng, S.; Zheng, X. Solutions of a class of nonlinear master equations. (English) Zbl 0762.60075 Stochastic Processes Appl. 43, No. 1, 65-84 (1992). Reviewer: W.-Z.Yang (Taipei) MSC: 60J70 PDF BibTeX XML Cite \textit{S. Feng} and \textit{X. Zheng}, Stochastic Processes Appl. 43, No. 1, 65--84 (1992; Zbl 0762.60075) Full Text: DOI
Liu, Peide Some new results on martingale inequalities and geometry in Banach spaces. (English) Zbl 0761.60042 Acta Math. Sci. 12, No. 1, 22-32 (1992). Reviewer: M.N.Sviridenko (Moskva) MSC: 60G46 PDF BibTeX XML Cite \textit{P. Liu}, Acta Math. Sci. 12, No. 1, 22--32 (1992; Zbl 0761.60042)
Lai, Tze Leung Some almost sure convergence properties of weighted sums of martingale difference sequences. (English) Zbl 0744.60045 Almost everywhere convergence II, Proc. 2nd Int. Conf., Evanston/IL (USA) 1989, 179-190 (1991). Reviewer: T.L.Lai (Evanston) MSC: 60G42 60F15 60B15 PDF BibTeX XML Cite \textit{T. L. Lai}, in: Almost everywhere convergence II. Proceedings of the 2nd international conference on almost everywhere convergence in probability and ergodic theory, Evanston, IL, USA, October 16-20, 1989. Boston, MA etc.: Academic Press, Inc.. 179--190 (1991; Zbl 0744.60045)
Liu, Peide Davis inequalities of B-valued martingales and the geometrical properties of Banach spaces. (Chinese) Zbl 0709.46004 Chin. Ann. Math., Ser. A 11, No. 2, 206-211 (1990). Reviewer: Li Shaokuan MSC: 46B09 46B20 60G46 PDF BibTeX XML Cite \textit{P. Liu}, Chin. Ann. Math., Ser. A 11, No. 2, 206--211 (1990; Zbl 0709.46004)
Li, Guibing Estimation of parameters in ARUMA models. (English) Zbl 0704.62082 Acta Math. Appl. Sin., Engl. Ser. 6, No. 2, 173-192 (1990). Reviewer: J.Anděl MSC: 62M10 PDF BibTeX XML Cite \textit{G. Li}, Acta Math. Appl. Sin., Engl. Ser. 6, No. 2, 173--192 (1990; Zbl 0704.62082) Full Text: DOI
Liu, Peide Boundedness of maximal operator and mean-square operator on BMO martingale spaces. (Chinese. English summary) Zbl 0704.60044 J. Math., Wuhan Univ. 10, No. 1, 39-46 (1990). MSC: 60G42 42B30 PDF BibTeX XML Cite \textit{P. Liu}, J. Math., Wuhan Univ. 10, No. 1, 39--46 (1990; Zbl 0704.60044)
Liu, Peide Martingale inequalities and the convexity and smoothness of Banach spaces. (Chinese) Zbl 0693.46008 Acta Math. Sin. 32, No. 6, 765-775 (1989). Reviewer: Z.Liu MSC: 46B20 60G46 PDF BibTeX XML Cite \textit{P. Liu}, Acta Math. Sin. 32, No. 6, 765--775 (1989; Zbl 0693.46008)
Zheng, Junli; Zheng, Xiaogu A martingale approach to Q-processes. (English) Zbl 0636.60084 Kexue Tongbao, Foreign Lang. Ed. 32, No. 21, 1457-1463 (1987). Reviewer: R.Mikulevičius MSC: 60J75 60J25 PDF BibTeX XML Cite \textit{J. Zheng} and \textit{X. Zheng}, Kexue Tongbao, Sci. Bull. 32, No. 21, 1457--1463 (1987; Zbl 0636.60084)
Helms, L. L. Hyperfinite spin models. (English) Zbl 0507.60097 Nonstandard analysis, recent developments, Lect. Notes Math. 983, 15-26 (1983). MSC: 60K35 03H05 47D03 60J35 PDF BibTeX XML
Chao, J.-A.; Janson, Svante A note on \(H^1\) \(q\)-martingales. (English) Zbl 0438.60041 Pac. J. Math. 97, 307-317 (1981). MSC: 60G46 42B30 60G42 PDF BibTeX XML Cite \textit{J. A. Chao} and \textit{S. Janson}, Pac. J. Math. 97, 307--317 (1981; Zbl 0438.60041) Full Text: DOI