Friz, Peter K.; Gatheral, Jim; Radoičić, Radoš Forests, cumulants, martingales. (English) Zbl 07527829 Ann. Probab. 50, No. 4, 1418-1445 (2022). MSC: 60G44 60H99 60L70 PDF BibTeX XML Cite \textit{P. K. Friz} et al., Ann. Probab. 50, No. 4, 1418--1445 (2022; Zbl 07527829) Full Text: DOI OpenURL
Li, Libo; Hao, Zhiwei; Ding, Xinru The boundedness of Doob’s maximal and fractional integral operators for generalized grand Morrey-martingale spaces. (English) Zbl 07525247 J. Funct. Spaces 2022, Article ID 2293384, 9 p. (2022). MSC: 60G46 42B20 46-XX PDF BibTeX XML Cite \textit{L. Li} et al., J. Funct. Spaces 2022, Article ID 2293384, 9 p. (2022; Zbl 07525247) Full Text: DOI OpenURL
Garnier, Rémy; Langhendries, Raphaël Concentration inequalities for non-causal random fields. (English) Zbl 07524961 Electron. J. Stat. 16, No. 1, 1681-1725 (2022). MSC: 60G60 60G48 60E15 68Q32 62M45 PDF BibTeX XML Cite \textit{R. Garnier} and \textit{R. Langhendries}, Electron. J. Stat. 16, No. 1, 1681--1725 (2022; Zbl 07524961) Full Text: DOI Link OpenURL
Ordóñez Cabrera, M.; Rosalsky, A.; Ünver, M.; Volodin, A. A new version of uniform integrability via power series summability methods. (English) Zbl 07523561 Theory Probab. Appl. 67, No. 1, 89-104 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 115-133 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G42 40G10 28A20 PDF BibTeX XML Cite \textit{M. Ordóñez Cabrera} et al., Theory Probab. Appl. 67, No. 1, 89--104 (2022; Zbl 07523561) Full Text: DOI OpenURL
Brückerhoff, Martin; Juillet, Nicolas Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\). (English) Zbl 07523287 Electron. Commun. Probab. 27, Paper No. 24, 10 p. (2022). MSC: 60G42 49Q22 60B10 60E15 PDF BibTeX XML Cite \textit{M. Brückerhoff} and \textit{N. Juillet}, Electron. Commun. Probab. 27, Paper No. 24, 10 p. (2022; Zbl 07523287) Full Text: DOI OpenURL
Jiang, Hui; Yang, Qingshan Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process. (English) Zbl 07517675 J. Theor. Probab. 35, No. 2, 1262-1283 (2022). 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 07517675) Full Text: DOI OpenURL
Ta Cong Son; Le Van Dung Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation. (English) Zbl 07517667 J. Theor. Probab. 35, No. 2, 988-1012 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60G46 62J05 PDF BibTeX XML Cite \textit{Ta Cong Son} and \textit{Le Van Dung}, J. Theor. Probab. 35, No. 2, 988--1012 (2022; Zbl 07517667) Full Text: DOI OpenURL
Obiang, Fulgence Eyi; Moutsinga, Octave; Ouknine, Youssef An ideal class to construct solutions for skew Brownian motion equations. (English) Zbl 07517664 J. Theor. Probab. 35, No. 2, 894-916 (2022). MSC: 60G07 60G20 60G46 60G48 PDF BibTeX XML Cite \textit{F. E. Obiang} et al., J. Theor. Probab. 35, No. 2, 894--916 (2022; Zbl 07517664) Full Text: DOI OpenURL
Luo, Sijie On Azuma-type inequalities for Banach space-valued martingales. (English) Zbl 07517660 J. Theor. Probab. 35, No. 2, 772-800 (2022). MSC: 60E15 60G42 46B09 PDF BibTeX XML Cite \textit{S. Luo}, J. Theor. Probab. 35, No. 2, 772--800 (2022; Zbl 07517660) Full Text: DOI OpenURL
Macrina, Andrea; Parbhoo, Priyanka A. Randomised mixture models for pricing kernels. (English) Zbl 07516349 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 271-305 (2022). MSC: 91G30 35K08 91G20 PDF BibTeX XML Cite \textit{A. Macrina} and \textit{P. A. Parbhoo}, in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 271--305 (2022; Zbl 07516349) Full Text: DOI OpenURL
Bernstein, Swanhild; Legatiuk, Dmitrii Brownian motion, martingales and Itô formula in Clifford analysis. (English) Zbl 07511198 Adv. Appl. Clifford Algebr. 32, No. 3, Paper No. 27, 18 p. (2022). MSC: 30G35 60H40 46G99 60H15 PDF BibTeX XML Cite \textit{S. Bernstein} and \textit{D. Legatiuk}, Adv. Appl. Clifford Algebr. 32, No. 3, Paper No. 27, 18 p. (2022; Zbl 07511198) Full Text: DOI OpenURL
Jiao, Yong; Zeng, Dan; Zhou, Dejian New variable martingale Hardy spaces. (English) Zbl 07506946 Proc. R. Soc. Edinb., Sect. A, Math. 152, No. 2, 450-478 (2022). MSC: 60G46 60G42 PDF BibTeX XML Cite \textit{Y. Jiao} et al., Proc. R. Soc. Edinb., Sect. A, Math. 152, No. 2, 450--478 (2022; Zbl 07506946) Full Text: DOI OpenURL
Lin, Yiwei Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables. (English) Zbl 07506388 J. Math. Anal. Appl. 513, No. 1, Article ID 126200, 16 p. (2022). MSC: 60F15 60F05 60G44 91B30 60H05 PDF BibTeX XML Cite \textit{Y. Lin}, J. Math. Anal. Appl. 513, No. 1, Article ID 126200, 16 p. (2022; Zbl 07506388) Full Text: DOI OpenURL
Wu, Fuke; Yin, George Fast-slow-coupled stochastic functional differential equations. (English) Zbl 07506024 J. Differ. Equations 323, 1-37 (2022). MSC: 34K50 34K26 34K33 60G44 60H10 60J60 PDF BibTeX XML Cite \textit{F. Wu} and \textit{G. Yin}, J. Differ. Equations 323, 1--37 (2022; Zbl 07506024) Full Text: DOI OpenURL
Zhang, Lantian; Zhao, Yanlong; Guo, Lei Identification and adaptation with binary-valued observations under non-persistent excitation condition. (English) Zbl 07505504 Automatica 138, Article ID 110158, 9 p. (2022). MSC: 93E12 93E10 93E35 PDF BibTeX XML Cite \textit{L. Zhang} et al., Automatica 138, Article ID 110158, 9 p. (2022; Zbl 07505504) Full Text: DOI OpenURL
Tzaninis, Spyridon M. Applications of a change of measures technique for compound mixed renewal processes to the ruin problem. (English) Zbl 07505013 Mod. Stoch., Theory Appl. 9, No. 1, 45-64 (2022). MSC: 60K10 60G44 91G05 PDF BibTeX XML Cite \textit{S. M. Tzaninis}, Mod. Stoch., Theory Appl. 9, No. 1, 45--64 (2022; Zbl 07505013) Full Text: DOI OpenURL
Aidara, Sadibou; Sane, Ibrahima Deplay BSDEs driven by fractional Brownian motion. (English) Zbl 07502694 Random Oper. Stoch. Equ. 30, No. 1, 21-31 (2022). MSC: 60H05 60H07 60G22 60G44 PDF BibTeX XML Cite \textit{S. Aidara} and \textit{I. Sane}, Random Oper. Stoch. Equ. 30, No. 1, 21--31 (2022; Zbl 07502694) Full Text: DOI OpenURL
Long, Long; Silas, Niyonkuru; Xie, Guangheng Weak martingale Hardy-type spaces associated with quasi-Banach function lattice. (English) Zbl 07502653 Forum Math. 34, No. 2, 407-423 (2022). MSC: 60G42 60G46 42B35 PDF BibTeX XML Cite \textit{L. Long} et al., Forum Math. 34, No. 2, 407--423 (2022; Zbl 07502653) Full Text: DOI OpenURL
Huang, Zhen; Wang, Ying; Wang, Xiangrong A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes. (English) Zbl 07502210 J. Syst. Sci. Complex. 35, No. 1, 205-220 (2022). MSC: 93E20 49N80 49N10 60G51 PDF BibTeX XML Cite \textit{Z. Huang} et al., J. Syst. Sci. Complex. 35, No. 1, 205--220 (2022; Zbl 07502210) Full Text: DOI OpenURL
Crimaldi, Irene; Louis, Pierre-Yves; Minelli, Ida G. An urn model with random multiple drawing and random addition. (English) Zbl 07502142 Stochastic Processes Appl. 147, 270-299 (2022). MSC: 60B10 60F05 60F15 60G42 62P25 91D30 92C60 PDF BibTeX XML Cite \textit{I. Crimaldi} et al., Stochastic Processes Appl. 147, 270--299 (2022; Zbl 07502142) Full Text: DOI OpenURL
Jackson, Joe; Žitković, Gordan A characterization of solutions of quadratic BSDEs and a new approach to existence. (English) Zbl 07502140 Stochastic Processes Appl. 147, 210-225 (2022). MSC: 60H10 60H30 60G48 PDF BibTeX XML Cite \textit{J. Jackson} and \textit{G. Žitković}, Stochastic Processes Appl. 147, 210--225 (2022; Zbl 07502140) Full Text: DOI OpenURL
Bálint, Dániel Ágoston Characterisation of \(L^0\)-boundedness for a general set of processes with no strictly positive element. (English) Zbl 07502135 Stochastic Processes Appl. 147, 51-75 (2022). MSC: 60G48 91B02 91G99 PDF BibTeX XML Cite \textit{D. Á. Bálint}, Stochastic Processes Appl. 147, 51--75 (2022; Zbl 07502135) Full Text: DOI OpenURL
Bo, Lijun; Liao, Huafu Probabilistic analysis of replicator-mutator equations. (English) Zbl 07500626 Adv. Appl. Probab. 54, No. 1, 167-201 (2022). MSC: 92D15 60H30 60G46 PDF BibTeX XML Cite \textit{L. Bo} and \textit{H. Liao}, Adv. Appl. Probab. 54, No. 1, 167--201 (2022; Zbl 07500626) Full Text: DOI OpenURL
Ciotir, Ioana; Fayad, Rim Nonlinear Fokker-Planck equation with reflecting boundary conditions. (English) Zbl 07500532 J. Differ. Equations 321, 296-317 (2022). MSC: 60H30 60H10 60G46 35Q84 35D99 PDF BibTeX XML Cite \textit{I. Ciotir} and \textit{R. Fayad}, J. Differ. Equations 321, 296--317 (2022; Zbl 07500532) Full Text: DOI OpenURL
Beiglböck, Mathias; Nutz, Marcel; Stebegg, Florian Fine properties of the optimal Skorokhod embedding problem. (English) Zbl 07499454 J. Eur. Math. Soc. (JEMS) 24, No. 4, 1389-1429 (2022). MSC: 60G40 60G44 90C08 PDF BibTeX XML Cite \textit{M. Beiglböck} et al., J. Eur. Math. Soc. (JEMS) 24, No. 4, 1389--1429 (2022; Zbl 07499454) Full Text: DOI OpenURL
Huang, Jinghao; Sukochev, Fedor; Zanin, Dmitriy Optimal estimates for martingale transforms. (English) Zbl 07495785 J. Funct. Anal. 282, No. 11, Article ID 109451, 42 p. (2022). MSC: 60G46 46L53 44A15 PDF BibTeX XML Cite \textit{J. Huang} et al., J. Funct. Anal. 282, No. 11, Article ID 109451, 42 p. (2022; Zbl 07495785) Full Text: DOI OpenURL
Mania, M.; Tikanadze, L. Functional equations and martingales. (English) Zbl 07495450 Aequationes Math. 96, No. 1, 221-241 (2022). MSC: 60G44 60J65 97I70 PDF BibTeX XML Cite \textit{M. Mania} and \textit{L. Tikanadze}, Aequationes Math. 96, No. 1, 221--241 (2022; Zbl 07495450) Full Text: DOI OpenURL
Backhoff-Veraguas, J.; Pammer, G. Stability of martingale optimal transport and weak optimal transport. (English) Zbl 07493836 Ann. Appl. Probab. 32, No. 1, 721-752 (2022). MSC: 60G42 60B10 60E15 49Q22 PDF BibTeX XML Cite \textit{J. Backhoff-Veraguas} and \textit{G. Pammer}, Ann. Appl. Probab. 32, No. 1, 721--752 (2022; Zbl 07493836) Full Text: DOI arXiv OpenURL
Backhoff, Julio; Bartl, Daniel; Beiglböck, Mathias; Wiesel, Johannes Estimating processes in adapted Wasserstein distance. (English) Zbl 07493830 Ann. Appl. Probab. 32, No. 1, 529-550 (2022). MSC: 60G42 90C46 58E30 PDF BibTeX XML Cite \textit{J. Backhoff} et al., Ann. Appl. Probab. 32, No. 1, 529--550 (2022; Zbl 07493830) Full Text: DOI arXiv OpenURL
Kramkov, Dmitry; Xu, Yan An optimal transport problem with backward martingale constraints motivated by insider trading. (English) Zbl 07493823 Ann. Appl. Probab. 32, No. 1, 294-326 (2022). MSC: 60G42 91B24 91B52 PDF BibTeX XML Cite \textit{D. Kramkov} and \textit{Y. Xu}, Ann. Appl. Probab. 32, No. 1, 294--326 (2022; Zbl 07493823) Full Text: DOI arXiv OpenURL
Chikvinidze, B. Necessary and sufficient conditions for the uniform integrability of the stochastic exponential. (English) Zbl 07491637 J. Theor. Probab. 35, No. 1, 282-294 (2022). MSC: 60G44 PDF BibTeX XML Cite \textit{B. Chikvinidze}, J. Theor. Probab. 35, No. 1, 282--294 (2022; Zbl 07491637) Full Text: DOI arXiv OpenURL
Lu, J.-Zh. Two-parameter martingale Orlicz-Hardy spaces. (English) Zbl 07491520 Acta Math. Hung. 166, No. 1, 30-47 (2022). MSC: 60G46 42B35 46E30 PDF BibTeX XML Cite \textit{J. Zh. Lu}, Acta Math. Hung. 166, No. 1, 30--47 (2022; Zbl 07491520) Full Text: DOI OpenURL
Gehringer, Johann; Li, Xue-Mei; Sieber, Julian Functional limit theorems for Volterra processes and applications to homogenization. (English) Zbl 07489722 Nonlinearity 35, No. 4, 1521-1557 (2022). MSC: 60F17 60F05 34H10 PDF BibTeX XML Cite \textit{J. Gehringer} et al., Nonlinearity 35, No. 4, 1521--1557 (2022; Zbl 07489722) Full Text: DOI arXiv OpenURL
Baudoin, Fabrice; Chen, Li A note on second order Riesz transforms in \(3\)-dimensional Lie groups. (English) Zbl 07489072 Arch. Math. 118, No. 3, 291-304 (2022). MSC: 43A80 22E30 43A25 60G46 PDF BibTeX XML Cite \textit{F. Baudoin} and \textit{L. Chen}, Arch. Math. 118, No. 3, 291--304 (2022; Zbl 07489072) Full Text: DOI arXiv OpenURL
Beiglböck, Mathias; Hobson, David; Norgilas, Dominykas The potential of the shadow measure. (English) Zbl 07488311 Electron. Commun. Probab. 27, Paper No. 16, 12 p. (2022). MSC: 60G42 PDF BibTeX XML Cite \textit{M. Beiglböck} et al., Electron. Commun. Probab. 27, Paper No. 16, 12 p. (2022; Zbl 07488311) Full Text: DOI arXiv OpenURL
Černý, Aleš; Ruf, Johannes Simplified stochastic calculus via semimartingale representations. (English) Zbl 07478696 Electron. J. Probab. 27, Paper No. 3, 32 p. (2022). MSC: 60G07 60G44 60G48 60H05 PDF BibTeX XML Cite \textit{A. Černý} and \textit{J. Ruf}, Electron. J. Probab. 27, Paper No. 3, 32 p. (2022; Zbl 07478696) Full Text: DOI arXiv OpenURL
Almeida, Víctor; Betancor, Jorge J. Variation and oscillation for harmonic operators in the inverse Gaussian setting. (English) Zbl 07474341 Commun. Pure Appl. Anal. 21, No. 2, 419-470 (2022). MSC: 42B20 42B25 60G46 46B09 43A85 PDF BibTeX XML Cite \textit{V. Almeida} and \textit{J. J. Betancor}, Commun. Pure Appl. Anal. 21, No. 2, 419--470 (2022; Zbl 07474341) Full Text: DOI arXiv OpenURL
Osekowski, Adam; Rapicki, Mateusz Sharp weighted inequalities for harmonic maximal operators. (English) Zbl 1482.42052 New York J. Math. 28, 140-153 (2022). MSC: 42B25 46E30 60G42 26D15 PDF BibTeX XML Cite \textit{A. Osekowski} and \textit{M. Rapicki}, New York J. Math. 28, 140--153 (2022; Zbl 1482.42052) Full Text: Link OpenURL
Müller, Paul F. X. Conditional square functions, the sine-cosine decomposition for Hardy martingales and dyadic perturbation. (English) Zbl 07472603 Colloq. Math. 167, No. 2, 329-340 (2022). MSC: 60G42 60G46 32A35 PDF BibTeX XML Cite \textit{P. F. X. Müller}, Colloq. Math. 167, No. 2, 329--340 (2022; Zbl 07472603) Full Text: DOI arXiv OpenURL
Barbu, Viorel; Röckner, Michael The invariance principle for nonlinear Fokker-Planck equations. (English) Zbl 07471775 J. Differ. Equations 315, 200-221 (2022). MSC: 60H30 60H10 60G46 35C99 PDF BibTeX XML Cite \textit{V. Barbu} and \textit{M. Röckner}, J. Differ. Equations 315, 200--221 (2022; Zbl 07471775) Full Text: DOI arXiv OpenURL
Jourdain, Benjamin; Pagès, Gilles Quantization and martingale couplings. (English) Zbl 1482.60026 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1-22 (2022). MSC: 60E15 65D32 60J22 60G42 PDF BibTeX XML Cite \textit{B. Jourdain} and \textit{G. Pagès}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1--22 (2022; Zbl 1482.60026) Full Text: arXiv Link OpenURL
Beiglböck, Mathias; Pammer, Gudmund; Schachermayer, Walter From Bachelier to Dupire via optimal transport. (English) Zbl 1482.91226 Finance Stoch. 26, No. 1, 59-84 (2022). MSC: 91G99 60G20 PDF BibTeX XML Cite \textit{M. Beiglböck} et al., Finance Stoch. 26, No. 1, 59--84 (2022; Zbl 1482.91226) Full Text: DOI arXiv OpenURL
Breton, Jean-Christophe; Privault, Nicolas Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus. (English) Zbl 07464232 Potential Anal. 56, No. 1, 1-20 (2022). MSC: 60H05 60H10 60G57 60G44 60J60 60J75 PDF BibTeX XML Cite \textit{J.-C. Breton} and \textit{N. Privault}, Potential Anal. 56, No. 1, 1--20 (2022; Zbl 07464232) Full Text: DOI OpenURL
Koolen, Wouter M.; Grünwald, Peter Log-optimal anytime-valid E-values. (English) Zbl 07460557 Int. J. Approx. Reasoning 141, 69-82 (2022). MSC: 68T37 PDF BibTeX XML Cite \textit{W. M. Koolen} and \textit{P. Grünwald}, Int. J. Approx. Reasoning 141, 69--82 (2022; Zbl 07460557) Full Text: DOI OpenURL
Laulin, Lucile New insights on the reinforced elephant random walk using a martingale approach. (English) Zbl 07458035 J. Stat. Phys. 186, No. 1, Paper No. 9, 23 p. (2022). MSC: 60G50 60G42 60F17 PDF BibTeX XML Cite \textit{L. Laulin}, J. Stat. Phys. 186, No. 1, Paper No. 9, 23 p. (2022; Zbl 07458035) Full Text: DOI arXiv OpenURL
Boubel, Charles; Juillet, Nicolas The Markov-quantile process attached to a family of marginals. (Le processus Markov-quantile attaché à une famille de marges.) (English. French summary) Zbl 07453404 J. Éc. Polytech., Math. 9, 1-62 (2022). Reviewer: Ismael Bailleul (Rennes) MSC: 60G44 60A10 28A33 60J25 35Q35 49J55 PDF BibTeX XML Cite \textit{C. Boubel} and \textit{N. Juillet}, J. Éc. Polytech., Math. 9, 1--62 (2022; Zbl 07453404) Full Text: DOI arXiv OpenURL
Kahn, Jeff Hitting times for Shamir’s problem. (English) Zbl 1479.05326 Trans. Am. Math. Soc. 375, No. 1, 627-668 (2022). MSC: 05C80 05C65 60C05 60G40 60G42 PDF BibTeX XML Cite \textit{J. Kahn}, Trans. Am. Math. Soc. 375, No. 1, 627--668 (2022; Zbl 1479.05326) Full Text: DOI arXiv OpenURL
Long, Long; Weisz, Ferenc; Xie, Guangheng Real interpolation of martingale Orlicz Hardy spaces and BMO spaces. (English) Zbl 07413025 J. Math. Anal. Appl. 505, No. 2, Article ID 125565, 23 p. (2022). MSC: 46E30 42B25 42B35 46B70 60G46 PDF BibTeX XML Cite \textit{L. Long} et al., J. Math. Anal. Appl. 505, No. 2, Article ID 125565, 23 p. (2022; Zbl 07413025) Full Text: DOI OpenURL
Azouzi, Youssef; Nasri, Youssef The sup-completion of a Dedekind complete vector lattice. (English) Zbl 1478.46005 J. Math. Anal. Appl. 506, No. 2, Article ID 125651, 20 p. (2022). Reviewer: S. S. Kutateladze (Novosibirsk) MSC: 46A40 PDF BibTeX XML Cite \textit{Y. Azouzi} and \textit{Y. Nasri}, J. Math. Anal. Appl. 506, No. 2, Article ID 125651, 20 p. (2022; Zbl 1478.46005) Full Text: DOI arXiv OpenURL
Nishiyama, Yoichi Martingale methods in statistics. (English) Zbl 1476.60002 Monographs on Statistics and Applied Probability 170. Boca Raton, FL: CRC Press (ISBN 978-1-4665-8281-1/hbk; 978-1-315-11776-8/ebook). xiii, 245 p. (2022). MSC: 60-02 60G42 60G44 62M10 PDF BibTeX XML Cite \textit{Y. Nishiyama}, Martingale methods in statistics. Boca Raton, FL: CRC Press (2022; Zbl 1476.60002) Full Text: DOI OpenURL
Chen, Xiaohong; Hansen, Lars Peter; Hansen, Peter G. Robust identification of investor beliefs. (English) Zbl 07521664 Proc. Natl. Acad. Sci. USA 117, No. 52, 33131 (2021). MSC: 91G20 60H30 60F10 60G44 PDF BibTeX XML Cite \textit{X. Chen} et al., Proc. Natl. Acad. Sci. USA 117, No. 52, 33131 (2021; Zbl 07521664) Full Text: DOI OpenURL
Gümbel, Sandrine; Schmidt, Thorsten Defaultable term structures driven by semimartingales. (English) Zbl 07488279 Int. J. Theor. Appl. Finance 24, No. 6-7, Article ID 2150032, 27 p. (2021). MSC: 91G30 91G40 60G48 PDF BibTeX XML Cite \textit{S. Gümbel} and \textit{T. Schmidt}, Int. J. Theor. Appl. Finance 24, No. 6--7, Article ID 2150032, 27 p. (2021; Zbl 07488279) Full Text: DOI arXiv OpenURL
Huan, Nguyen Van; Quang, Nguyen Van Some strong limit theorems for weighted sums of measurable operators. (English) Zbl 07484154 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 4, Article ID 2150022, 15 p. (2021). Reviewer: Ali Talebi (Mashhad) MSC: 46L53 60F15 60G46 PDF BibTeX XML Cite \textit{N. Van Huan} and \textit{N. Van Quang}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 4, Article ID 2150022, 15 p. (2021; Zbl 07484154) Full Text: DOI OpenURL
Maillard, Pascal; Mallein, Bastien On the branching convolution equation \(\mathcal{E}=\mathcal{Z}\circledast \mathcal{E} \). (English) Zbl 07481677 Electron. Commun. Probab. 26, Paper No. 59, 12 p. (2021). Reviewer: Matthias Meiners (Gießen) MSC: 60J80 60G55 60G70 60G42 60G50 PDF BibTeX XML Cite \textit{P. Maillard} and \textit{B. Mallein}, Electron. Commun. Probab. 26, Paper No. 59, 12 p. (2021; Zbl 07481677) Full Text: DOI arXiv OpenURL
Stasiński, Roman; Berestycki, Julien; Mallein, Bastien Derivative martingale of the branching Brownian motion in dimension \(d\ge 1\). (English) Zbl 07481267 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1786-1810 (2021). MSC: 60J80 60G50 60F17 60G44 PDF BibTeX XML Cite \textit{R. Stasiński} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1786--1810 (2021; Zbl 07481267) Full Text: DOI arXiv OpenURL
Fonseca-Mora, Christian A. Stochastic integration with respect to cylindrical semimartingales. (English) Zbl 07478681 Electron. J. Probab. 26, Paper No. 147, 48 p. (2021). MSC: 60H05 60B11 60G20 60G48 PDF BibTeX XML Cite \textit{C. A. Fonseca-Mora}, Electron. J. Probab. 26, Paper No. 147, 48 p. (2021; Zbl 07478681) Full Text: DOI arXiv OpenURL
Klaassen, Chris A. J.; Wellner, Jon A. Hardy’s inequality and its descendants: a probability approach. (English) Zbl 07478667 Electron. J. Probab. 26, Paper No. 142, 34 p. (2021). MSC: 26D15 60E15 PDF BibTeX XML Cite \textit{C. A. J. Klaassen} and \textit{J. A. Wellner}, Electron. J. Probab. 26, Paper No. 142, 34 p. (2021; Zbl 07478667) Full Text: DOI arXiv OpenURL
Gapeev, Pavel V.; Jeanblanc, Monique; Wu, Dongli Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis. (English) Zbl 07478657 Electron. J. Probab. 26, Paper No. 136, 24 p. (2021). MSC: 60G44 60J65 60G40 60G35 60H10 91G40 PDF BibTeX XML Cite \textit{P. V. Gapeev} et al., Electron. J. Probab. 26, Paper No. 136, 24 p. (2021; Zbl 07478657) Full Text: DOI OpenURL
Miftakhov, Azat Modulus of continuity for a martingale sequence. (English) Zbl 07476962 Riv. Mat. Univ. Parma (N.S.) 12, No. 2, 319-326 (2021). MSC: 60G42 60G17 60B05 PDF BibTeX XML Cite \textit{A. Miftakhov}, Riv. Mat. Univ. Parma (N.S.) 12, No. 2, 319--326 (2021; Zbl 07476962) Full Text: arXiv Link OpenURL
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Exponential bounds of ruin probabilities for non-homogeneous risk models. (English) Zbl 07473154 Probab. Math. Stat. 41, No. 2, 217-235 (2021). MSC: 91G05 60G44 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Probab. Math. Stat. 41, No. 2, 217--235 (2021; Zbl 07473154) Full Text: DOI arXiv OpenURL
Arcozzi, Nicola; Holmes, Irina; Mozolyako, Pavel; Volberg, Alexander Bellman function sitting on a tree. (English) Zbl 07471381 Int. Math. Res. Not. 2021, No. 16, 12037-12053 (2021). MSC: 42B20 42B35 60G46 05C05 PDF BibTeX XML Cite \textit{N. Arcozzi} et al., Int. Math. Res. Not. 2021, No. 16, 12037--12053 (2021; Zbl 07471381) Full Text: DOI arXiv OpenURL
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N. Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. (English) Zbl 07458584 Adv. Appl. Probab. 53, No. 1, 189-219 (2021). MSC: 60G40 60G44 60J65 91B25 60J27 35R35 PDF BibTeX XML Cite \textit{P. V. Gapeev} et al., Adv. Appl. Probab. 53, No. 1, 189--219 (2021; Zbl 07458584) Full Text: DOI OpenURL
Geiss, Sarah; Scheutzow, Michael Sharpness of Lenglart’s domination inequality and a sharp monotone version. (English) Zbl 07453058 Electron. Commun. Probab. 26, Paper No. 44, 8 p. (2021). MSC: 60G40 60G42 60G44 60J65 PDF BibTeX XML Cite \textit{S. Geiss} and \textit{M. Scheutzow}, Electron. Commun. Probab. 26, Paper No. 44, 8 p. (2021; Zbl 07453058) Full Text: DOI arXiv OpenURL
Huang, Yichao Another probabilistic construction of \(\Phi_2^{2n}\). (English) Zbl 07453036 Electron. Commun. Probab. 26, Paper No. 19, 13 p. (2021). MSC: 60G44 81T08 PDF BibTeX XML Cite \textit{Y. Huang}, Electron. Commun. Probab. 26, Paper No. 19, 13 p. (2021; Zbl 07453036) Full Text: DOI arXiv OpenURL
Fukasawa, Masaaki; Matsushita, Kazuki Realized cumulants for martingales. (English) Zbl 07453008 Electron. Commun. Probab. 26, Paper No. 12, 10 p. (2021). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 60G44 PDF BibTeX XML Cite \textit{M. Fukasawa} and \textit{K. Matsushita}, Electron. Commun. Probab. 26, Paper No. 12, 10 p. (2021; Zbl 07453008) Full Text: DOI arXiv OpenURL
Diaconis, Persi; Hough, Robert Random walk on unipotent matrix groups. (English. French summary) Zbl 07452920 Ann. Sci. Éc. Norm. Supér. (4) 54, No. 3, 587-625 (2021). Reviewer: Peter Kern (Düsseldorf) MSC: 60G50 60F05 60B15 20B25 22E25 60J10 60E10 60F25 60G42 PDF BibTeX XML Cite \textit{P. Diaconis} and \textit{R. Hough}, Ann. Sci. Éc. Norm. Supér. (4) 54, No. 3, 587--625 (2021; Zbl 07452920) Full Text: DOI arXiv OpenURL
Beznea, Lucian; Ionescu, Ioan R.; Lupaşcu-Stamate, Oana Random multiple-fragmentation and flow of particles on a surface. (English) Zbl 07452687 J. Evol. Equ. 21, No. 4, 4773-4797 (2021). MSC: 47D07 82C80 60J45 60G44 60J35 65C30 PDF BibTeX XML Cite \textit{L. Beznea} et al., J. Evol. Equ. 21, No. 4, 4773--4797 (2021; Zbl 07452687) Full Text: DOI OpenURL
Barbu, Viorel; Röckner, Michael Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs. (English) Zbl 07450815 Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 3, 702-713 (2021). MSC: 60H30 60H10 60G46 35C99 PDF BibTeX XML Cite \textit{V. Barbu} and \textit{M. Röckner}, Stoch. Partial Differ. Equ., Anal. Comput. 9, No. 3, 702--713 (2021; Zbl 07450815) Full Text: DOI arXiv OpenURL
Kühn, F.; Schilling, R. L. For which functions are \(f(X_t)-\mathbb{E} f(X_t)\) and \(g(X_t)/\mathbb{E} g(X_t)\) martingales? (English) Zbl 07450425 Theory Probab. Math. Stat. 105, 79-91 (2021). Reviewer: Pavel Gapeev (London) MSC: 60G44 60G51 60J65 39B22 45E10 PDF BibTeX XML Cite \textit{F. Kühn} and \textit{R. L. Schilling}, Theory Probab. Math. Stat. 105, 79--91 (2021; Zbl 07450425) Full Text: DOI arXiv OpenURL
Scalas, E.; Toaldo, B. Limit theorems for prices of options written on semi-Markov processes. (English) Zbl 1480.91294 Theory Probab. Math. Stat. 105, 3-33 (2021). MSC: 91G20 60J70 60G44 PDF BibTeX XML Cite \textit{E. Scalas} and \textit{B. Toaldo}, Theory Probab. Math. Stat. 105, 3--33 (2021; Zbl 1480.91294) Full Text: DOI arXiv OpenURL
Ellanskaya, Anastasiya; Kabanov, Yuri On ruin probabilities with risky investments in a stock with stochastic volatility. (English) Zbl 07449510 Extremes 24, No. 4, 687-697 (2021). MSC: 60G44 91B28 PDF BibTeX XML Cite \textit{A. Ellanskaya} and \textit{Y. Kabanov}, Extremes 24, No. 4, 687--697 (2021; Zbl 07449510) Full Text: DOI arXiv OpenURL
Gushchin, Alexander A.; Zhunussova, Assylliya K. Single jump filtrations: preservation of the local martingale property with respect to the filtration generated by the local martingale. (English) Zbl 1483.60064 Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 219-231 (2021). MSC: 60G44 PDF BibTeX XML Cite \textit{A. A. Gushchin} and \textit{A. K. Zhunussova}, Springer Proc. Math. Stat. 358, 219--231 (2021; Zbl 1483.60064) Full Text: DOI OpenURL
Jacod, Jean; Li, Jia; Liao, Zhipeng Volatility coupling. (English) Zbl 1478.60106 Ann. Stat. 49, No. 4, 1982-1998 (2021). MSC: 60F15 60G44 62G20 PDF BibTeX XML Cite \textit{J. Jacod} et al., Ann. Stat. 49, No. 4, 1982--1998 (2021; Zbl 1478.60106) Full Text: DOI Link OpenURL
Azouzi, Youssef; Ramdane, Kawtar Burkholder theorem in Riesz spaces. (English) Zbl 1481.60086 Positivity 25, No. 5, 2157-2171 (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60G48 60B12 46A40 PDF BibTeX XML Cite \textit{Y. Azouzi} and \textit{K. Ramdane}, Positivity 25, No. 5, 2157--2171 (2021; Zbl 1481.60086) Full Text: DOI arXiv OpenURL
Zhang, Jinping; Mitoma, Itaru; Okazaki, Yoshiaki Submartingale property of set-valued stochastic integration associated with Poisson process and related integral equations on Banach spaces. (English) Zbl 1475.60099 J. Nonlinear Convex Anal. 22, No. 4, 775-799 (2021). MSC: 60H05 26E25 54C65 60G44 65C30 PDF BibTeX XML Cite \textit{J. Zhang} et al., J. Nonlinear Convex Anal. 22, No. 4, 775--799 (2021; Zbl 1475.60099) Full Text: arXiv Link OpenURL
Yaroslavtsev, Ivan S. On strongly orthogonal martingales in UMD Banach spaces. (English) Zbl 07435073 Probab. Math. Stat. 41, No. 1, 153-171 (2021). MSC: 60G44 60H05 60B11 32U05 PDF BibTeX XML Cite \textit{I. S. Yaroslavtsev}, Probab. Math. Stat. 41, No. 1, 153--171 (2021; Zbl 07435073) Full Text: DOI arXiv OpenURL
Brzozowski, Michał; Osękowski, Adam Weighted maximal inequalities for martingale transforms. (English) Zbl 07435070 Probab. Math. Stat. 41, No. 1, 89-114 (2021). MSC: 60G44 60G42 PDF BibTeX XML Cite \textit{M. Brzozowski} and \textit{A. Osękowski}, Probab. Math. Stat. 41, No. 1, 89--114 (2021; Zbl 07435070) Full Text: DOI OpenURL
Lutz, Jack H.; Mayordomo, Elvira Computing absolutely normal numbers in nearly linear time. (English) Zbl 07433293 Inf. Comput. 281, Article ID 104746, 12 p. (2021). MSC: 68Qxx PDF BibTeX XML Cite \textit{J. H. Lutz} and \textit{E. Mayordomo}, Inf. Comput. 281, Article ID 104746, 12 p. (2021; Zbl 07433293) Full Text: DOI arXiv OpenURL
Shaiderman, Dimitry An upper bound for the \(\ell_1\)-variation along the road to agreement. (English) Zbl 1478.91023 Int. J. Game Theory 50, No. 4, 1053-1067 (2021). MSC: 91A26 60G42 91A12 PDF BibTeX XML Cite \textit{D. Shaiderman}, Int. J. Game Theory 50, No. 4, 1053--1067 (2021; Zbl 1478.91023) Full Text: DOI OpenURL
Eyi Obiang, Fulgence Resolution of the skew Brownian motion equations with stochastic calculus for signed measures. (English) Zbl 1482.60059 Stochastic Anal. Appl. 39, No. 5, 775-803 (2021). MSC: 60G44 60J65 60H10 60J55 PDF BibTeX XML Cite \textit{F. Eyi Obiang}, Stochastic Anal. Appl. 39, No. 5, 775--803 (2021; Zbl 1482.60059) Full Text: DOI arXiv OpenURL
Bansah, Justice Sam Martingale transforms between martingale Hardy-Amalgam spaces. (English) Zbl 1482.60057 Abstr. Appl. Anal. 2021, Article ID 8810220, 8 p. (2021). MSC: 60G42 60G46 46E30 42B30 42B35 PDF BibTeX XML Cite \textit{J. S. Bansah}, Abstr. Appl. Anal. 2021, Article ID 8810220, 8 p. (2021; Zbl 1482.60057) Full Text: DOI OpenURL
Smirnov, Sergey N.; Zanochkin, Andrey Yu. Guaranteed deterministic approach to superhedging: case of binary European option. (English) Zbl 1482.91207 Abstr. Appl. Anal. 2021, Article ID 5568636, 18 p. (2021). MSC: 91G20 91A80 60G42 90C46 93E20 PDF BibTeX XML Cite \textit{S. N. Smirnov} and \textit{A. Yu. Zanochkin}, Abstr. Appl. Anal. 2021, Article ID 5568636, 18 p. (2021; Zbl 1482.91207) Full Text: DOI OpenURL
Jarni, Imane; Ouknine, Youssef On reflection with two-sided jumps. (English) Zbl 07428742 J. Theor. Probab. 34, No. 4, 1811-1830 (2021). Reviewer: Henri Schurz (Carbondale) MSC: 60H20 60H10 60G44 60G17 PDF BibTeX XML Cite \textit{I. Jarni} and \textit{Y. Ouknine}, J. Theor. Probab. 34, No. 4, 1811--1830 (2021; Zbl 07428742) Full Text: DOI OpenURL
Ma, Congbian; Zhao, Guoxi An interpolation theorem for quasimartingales in noncommutative symmetric spaces. (English) Zbl 1482.46077 Adv. Math. Phys. 2021, Article ID 6678150, 5 p. (2021). Reviewer: Ghadir Sadeghi (Sabzevār) MSC: 46L52 46L53 60G46 46B70 PDF BibTeX XML Cite \textit{C. Ma} and \textit{G. Zhao}, Adv. Math. Phys. 2021, Article ID 6678150, 5 p. (2021; Zbl 1482.46077) Full Text: DOI OpenURL
Lefèvre, Claude; Picard, Philippe; Simon, Matthieu; Utev, Sergey A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling. (English) Zbl 1475.92176 J. Math. Biol. 83, No. 5, Paper No. 54, 32 p. (2021). MSC: 92D30 92C60 60G44 60J85 PDF BibTeX XML Cite \textit{C. Lefèvre} et al., J. Math. Biol. 83, No. 5, Paper No. 54, 32 p. (2021; Zbl 1475.92176) Full Text: DOI OpenURL
Osękowski, Adam An extension of Pratelli’s inequality. (English) Zbl 1474.60118 Stat. Probab. Lett. 177, Article ID 109175, 6 p. (2021). MSC: 60G44 60G42 PDF BibTeX XML Cite \textit{A. Osękowski}, Stat. Probab. Lett. 177, Article ID 109175, 6 p. (2021; Zbl 1474.60118) Full Text: DOI OpenURL
Valjarević, Dragana; Merkle, Ana Statistical causality and measurable separability of \(\sigma \)-algebras. (English) Zbl 1474.60119 Stat. Probab. Lett. 177, Article ID 109166, 6 p. (2021). MSC: 60G44 60H10 62P20 93E03 PDF BibTeX XML Cite \textit{D. Valjarević} and \textit{A. Merkle}, Stat. Probab. Lett. 177, Article ID 109166, 6 p. (2021; Zbl 1474.60119) Full Text: DOI OpenURL
Kamiński, Łukasz; Osękowski, Adam Sharp Lorentz-norm estimates for BMO martingales. (English) Zbl 1474.60117 Stat. Probab. Lett. 173, Article ID 109068, 7 p. (2021). MSC: 60G44 46E30 PDF BibTeX XML Cite \textit{Ł. Kamiński} and \textit{A. Osękowski}, Stat. Probab. Lett. 173, Article ID 109068, 7 p. (2021; Zbl 1474.60117) Full Text: DOI OpenURL
Neufeld, Ariel; Sester, Julian On the stability of the martingale optimal transport problem: a set-valued map approach. (English) Zbl 1477.49068 Stat. Probab. Lett. 176, Article ID 109131, 7 p. (2021). MSC: 49Q22 60G44 PDF BibTeX XML Cite \textit{A. Neufeld} and \textit{J. Sester}, Stat. Probab. Lett. 176, Article ID 109131, 7 p. (2021; Zbl 1477.49068) Full Text: DOI arXiv OpenURL
Mania, M.; Tevzadze, R. On martingale transformations of multidimensional Brownian motion. (English) Zbl 1482.60060 Stat. Probab. Lett. 175, Article ID 109119, 7 p. (2021). MSC: 60G44 60J65 PDF BibTeX XML Cite \textit{M. Mania} and \textit{R. Tevzadze}, Stat. Probab. Lett. 175, Article ID 109119, 7 p. (2021; Zbl 1482.60060) Full Text: DOI arXiv OpenURL
Andjel, Enrique; Armendáriz, Inés; Jara, Milton Zero-range processes with rapidly growing rates. (English) Zbl 1481.60200 Electron. J. Probab. 26, Paper No. 113, 29 p. (2021). MSC: 60K35 82C22 PDF BibTeX XML Cite \textit{E. Andjel} et al., Electron. J. Probab. 26, Paper No. 113, 29 p. (2021; Zbl 1481.60200) Full Text: DOI arXiv OpenURL
Zorin-Kranich, Pavel \(A_1\) Fefferman-Stein inequality for maximal functions of martingales in uniformly smooth spaces. (English) Zbl 07424783 Electron. J. Probab. 26, Paper No. 120, 18 p. (2021). Reviewer: Nikolaos Fountoulakis (Birmingham) MSC: 60G42 60E15 60G46 60G48 PDF BibTeX XML Cite \textit{P. Zorin-Kranich}, Electron. J. Probab. 26, Paper No. 120, 18 p. (2021; Zbl 07424783) Full Text: DOI arXiv OpenURL
Borovitskiy, V. A.; Osipov, N. N.; Tselishchev, A. S. On the Bellman function method for operators on martingales. (English. Russian original) Zbl 1477.42027 Dokl. Math. 103, No. 3, 118-121 (2021); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 498, 27-30 (2021). MSC: 42C10 60G42 PDF BibTeX XML Cite \textit{V. A. Borovitskiy} et al., Dokl. Math. 103, No. 3, 118--121 (2021; Zbl 1477.42027); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 498, 27--30 (2021) Full Text: DOI OpenURL
Li, Yunzhang; Tang, Shanjian Approximation of BSDEs with super-linearly growing generators by Euler’s polygonal line method: a simple proof of the existence. (English) Zbl 1475.60107 Syst. Control Lett. 153, Article ID 104952, 10 p. (2021). MSC: 60H10 60H35 65C30 PDF BibTeX XML Cite \textit{Y. Li} and \textit{S. Tang}, Syst. Control Lett. 153, Article ID 104952, 10 p. (2021; Zbl 1475.60107) Full Text: DOI OpenURL
Deng, Jun; Pan, Huifeng; Zhang, Shuyu; Zou, Bin Optimal bitcoin trading with inverse futures. (English) Zbl 1475.91354 Ann. Oper. Res. 304, No. 1-2, 139-163 (2021). MSC: 91G20 60G44 91B16 PDF BibTeX XML Cite \textit{J. Deng} et al., Ann. Oper. Res. 304, No. 1--2, 139--163 (2021; Zbl 1475.91354) Full Text: DOI OpenURL
Bercu, Bernard; Montégut, Fabien Asymptotic analysis of random walks on ice and graphite. (English) Zbl 07422183 J. Math. Phys. 62, No. 10, 103303, 23 p. (2021). MSC: 60G50 60G42 82C41 PDF BibTeX XML Cite \textit{B. Bercu} and \textit{F. Montégut}, J. Math. Phys. 62, No. 10, 103303, 23 p. (2021; Zbl 07422183) Full Text: DOI arXiv OpenURL
Barucci, Emilio; Marazzina, Daniele; Mastrogiacomo, Elisa Optimal investment strategies with a minimum performance constraint. (English) Zbl 1476.91137 Ann. Oper. Res. 299, No. 1-2, 215-239 (2021). MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{E. Barucci} et al., Ann. Oper. Res. 299, No. 1--2, 215--239 (2021; Zbl 1476.91137) Full Text: DOI OpenURL
Colaneri, Katia; Herzel, Stefano; Nicolosi, Marco The value of knowing the market price of risk. (English) Zbl 1476.91144 Ann. Oper. Res. 299, No. 1-2, 101-131 (2021). MSC: 91G10 93E20 60G44 PDF BibTeX XML Cite \textit{K. Colaneri} et al., Ann. Oper. Res. 299, No. 1--2, 101--131 (2021; Zbl 1476.91144) Full Text: DOI arXiv OpenURL
Neufeld, Ariel; Sester, Julian Model-free price bounds under dynamic option trading. (English) Zbl 1476.91188 SIAM J. Financ. Math. 12, No. 4, 1307-1339 (2021). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{A. Neufeld} and \textit{J. Sester}, SIAM J. Financ. Math. 12, No. 4, 1307--1339 (2021; Zbl 1476.91188) Full Text: DOI arXiv OpenURL
El Otmani, Mohamed Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process. (English) Zbl 1479.60112 Random Oper. Stoch. Equ. 29, No. 3, 173-195 (2021). MSC: 60H10 60H35 60H05 PDF BibTeX XML Cite \textit{M. El Otmani}, Random Oper. Stoch. Equ. 29, No. 3, 173--195 (2021; Zbl 1479.60112) Full Text: DOI OpenURL