Kura, Satoshi; Urabe, Natsuki; Hasuo, Ichiro Tail probabilities for randomized program runtimes via martingales for higher moments. (English) Zbl 1527.68037 Vojnar, Tomáš (ed.) et al., Tools and algorithms for the construction and analysis of systems. 25th international conference, TACAS 2019, held as part of the European joint conferences on theory and practice of software, ETAPS 2019, Prague, Czech Republic, April 6–11, 2019. Proceedings. Part II. Cham: Springer. Lect. Notes Comput. Sci. 11428, 135-153 (2019). MSC: 68N19 60G48 68Q87 PDFBibTeX XMLCite \textit{S. Kura} et al., Lect. Notes Comput. Sci. 11428, 135--153 (2019; Zbl 1527.68037) Full Text: DOI arXiv
Giraudo, Davide Deviation inequalities for Banach space valued martingales differences sequences and random fields. (English) Zbl 1506.60008 ESAIM, Probab. Stat. 23, 922-946 (2019). MSC: 60B12 60G42 60G48 60G60 PDFBibTeX XMLCite \textit{D. Giraudo}, ESAIM, Probab. Stat. 23, 922--946 (2019; Zbl 1506.60008) Full Text: DOI arXiv
Vázquez Guevara, Víctor Hugo On the almost sure central limit theorem for the elephant random walk. (English) Zbl 1509.82063 J. Phys. A, Math. Theor. 52, No. 47, Article ID 475201, 17 p. (2019). MSC: 82B41 60K50 60F05 60G42 PDFBibTeX XMLCite \textit{V. H. Vázquez Guevara}, J. Phys. A, Math. Theor. 52, No. 47, Article ID 475201, 17 p. (2019; Zbl 1509.82063) Full Text: DOI
Lepinette, Emmanuel A short introduction to arbitrage theory and pricing in mathematical finance for discrete-time markets with or without frictions. (English) Zbl 1497.60067 Grad. J. Math. 4, No. 1, 30-41 (2019). MSC: 60G44 91B24 91G10 PDFBibTeX XMLCite \textit{E. Lepinette}, Grad. J. Math. 4, No. 1, 30--41 (2019; Zbl 1497.60067) Full Text: Link
Calzolari, Antonella; Torti, Barbara An example of martingale representation in progressive enlargement by an accessible random time. (English) Zbl 1498.60166 Cohen, Samuel N. (ed.) et al., Frontiers in stochastic analysis – BSDEs, SPDEs and their applications. International workshop on BSDEs, SPDEs and their applications, Edinburgh, UK, July 3–7, 2017. Selected, revised and extended contributions. Cham: Springer. Springer Proc. Math. Stat. 289, 109-121 (2019). MSC: 60G48 60G44 60H05 91G80 PDFBibTeX XMLCite \textit{A. Calzolari} and \textit{B. Torti}, Springer Proc. Math. Stat. 289, 109--121 (2019; Zbl 1498.60166) Full Text: DOI
Krylov, N. V. A few comments on a result of A. Novikov and Girsanov’s theorem. (English) Zbl 1492.60113 Stochastics 91, No. 8, 1186-1189 (2019). MSC: 60G44 60H10 PDFBibTeX XMLCite \textit{N. V. Krylov}, Stochastics 91, No. 8, 1186--1189 (2019; Zbl 1492.60113) Full Text: DOI arXiv
Haussmann, U. G.; Pirvu, T. A. An extension of the Clark-Haussmann formula and applications. (English) Zbl 1498.91388 Stochastics 91, No. 6, 895-904 (2019). MSC: 91G10 60H30 60G44 PDFBibTeX XMLCite \textit{U. G. Haussmann} and \textit{T. A. Pirvu}, Stochastics 91, No. 6, 895--904 (2019; Zbl 1498.91388) Full Text: DOI arXiv
Abdelghani, Mohamed; Melnikov, Alexander Optional decomposition of optional supermartingales and applications to filtering and finance. (English) Zbl 1496.91081 Stochastics 91, No. 6, 797-816 (2019). MSC: 91G15 60G48 PDFBibTeX XMLCite \textit{M. Abdelghani} and \textit{A. Melnikov}, Stochastics 91, No. 6, 797--816 (2019; Zbl 1496.91081) Full Text: DOI
Łochowski, Rafał Marcin Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations. (English) Zbl 1492.60117 Stochastics 91, No. 4, 629-642 (2019). MSC: 60G48 60H05 PDFBibTeX XMLCite \textit{R. M. Łochowski}, Stochastics 91, No. 4, 629--642 (2019; Zbl 1492.60117) Full Text: DOI arXiv
Calzolari, Antonella; Torti, Barbara Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case. (English) Zbl 1492.60116 Stochastics 91, No. 2, 265-287 (2019). MSC: 60G48 60G44 60H05 60H30 91G99 PDFBibTeX XMLCite \textit{A. Calzolari} and \textit{B. Torti}, Stochastics 91, No. 2, 265--287 (2019; Zbl 1492.60116) Full Text: DOI arXiv
Berkaoui, Abdelkarem On representations of the set of supermartingale measures and applications in continuous time. (English) Zbl 1492.60107 Stochastics 91, No. 1, 96-113 (2019). MSC: 60G42 91B24 PDFBibTeX XMLCite \textit{A. Berkaoui}, Stochastics 91, No. 1, 96--113 (2019; Zbl 1492.60107) Full Text: DOI
Ren, Yanbo A four-weight weak type maximal inequality for martingales. (English) Zbl 1499.60135 Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 2, 413-419 (2019). MSC: 60G42 60G46 PDFBibTeX XMLCite \textit{Y. Ren}, Acta Math. Sci., Ser. B, Engl. Ed. 39, No. 2, 413--419 (2019; Zbl 1499.60135) Full Text: DOI
Attouch, Mohammed; Laksaci, Ali; Rafaa, Fatima On the local linear estimate for functional regression: uniform in bandwidth consistency. (English) Zbl 07530852 Commun. Stat., Theory Methods 48, No. 8, 1836-1853 (2019). MSC: 60G42 62F12 62G20 62G05 PDFBibTeX XMLCite \textit{M. Attouch} et al., Commun. Stat., Theory Methods 48, No. 8, 1836--1853 (2019; Zbl 07530852) Full Text: DOI
Gao, Miaomiao; Hu, Feng; Sun, Jingbo; Zong, Zhaojun A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation. (English) Zbl 07529838 Commun. Stat., Theory Methods 48, No. 20, 5058-5073 (2019). MSC: 60H10 60G48 62-XX PDFBibTeX XMLCite \textit{M. Gao} et al., Commun. Stat., Theory Methods 48, No. 20, 5058--5073 (2019; Zbl 07529838) Full Text: DOI
Wang, Yanqing; Li, Xu; Liu, Quansheng Weighted moments of solutions of the stochastic linear recursive distributional equation and applications. (Chinese. English summary) Zbl 1499.60070 Sci. Sin., Math. 49, No. 11, 1687-1706 (2019). MSC: 60F05 60J80 60G42 PDFBibTeX XMLCite \textit{Y. Wang} et al., Sci. Sin., Math. 49, No. 11, 1687--1706 (2019; Zbl 1499.60070)
Wei, Chao; He, Chaobing Parameter estimation for partially observed nonlinear stochastic system. (English) Zbl 1459.62030 Int. J. Comput. Sci. Math. 10, No. 2, 150-159 (2019). MSC: 62F10 60G44 62F12 93E11 PDFBibTeX XMLCite \textit{C. Wei} and \textit{C. He}, Int. J. Comput. Sci. Math. 10, No. 2, 150--159 (2019; Zbl 1459.62030) Full Text: DOI
Deugoué, G.; Ngana, A. Ndongmo; Medjo, T. Tachim Martingale solutions to stochastic nonlocal Cahn-Hilliard-Navier-Stokes equations with multiplicative noise of jump type. (English) Zbl 1453.60117 Physica D 398, 23-68 (2019). MSC: 60H15 35R60 35R09 60G44 35A01 35A02 PDFBibTeX XMLCite \textit{G. Deugoué} et al., Physica D 398, 23--68 (2019; Zbl 1453.60117) Full Text: DOI
Ding, Kui; Zhu, Quanxin \(H_\infty\) synchronization of uncertain stochastic time-varying delay systems with exogenous disturbance via intermittent control. (English) Zbl 1448.93071 Chaos Solitons Fractals 127, 244-256 (2019). MSC: 93B36 93C41 93E15 93C43 PDFBibTeX XMLCite \textit{K. Ding} and \textit{Q. Zhu}, Chaos Solitons Fractals 127, 244--256 (2019; Zbl 1448.93071) Full Text: DOI
Bercu, Bernard; Vázquez, Víctor On the almost sure central limit theorem for ARX processes in adaptive tracking. (English) Zbl 1451.93184 Int. J. Adapt. Control Signal Process. 33, No. 12, 1901-1911 (2019). MSC: 93C40 93B05 60F05 60G44 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{V. Vázquez}, Int. J. Adapt. Control Signal Process. 33, No. 12, 1901--1911 (2019; Zbl 1451.93184) Full Text: DOI arXiv
Rainer, Catherine Azéma’s martingale. (La martingale d’Azéma.) (French) Zbl 1452.60026 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 23-29 (2019). MSC: 60G44 PDFBibTeX XMLCite \textit{C. Rainer}, Lect. Notes Math. 2252, 23--29 (2019; Zbl 1452.60026) Full Text: DOI
Wang, Yuejiao; Li, Yingqiu; Liu, Quansheng; Liu, Zaiming Quenched weighted moments of a supercritical branching process in a random environment. (English) Zbl 1448.60191 Asian J. Math. 23, No. 6, 969-984 (2019). MSC: 60K37 60J80 60G42 PDFBibTeX XMLCite \textit{Y. Wang} et al., Asian J. Math. 23, No. 6, 969--984 (2019; Zbl 1448.60191)
Zhao, Yuexu; Liu, Jie Pricing of American catastrophe disaster insurance futures options with martingale method. (Chinese. English summary) Zbl 1449.91170 Math. Pract. Theory 49, No. 22, 16-21 (2019). MSC: 91G20 91G05 60G40 60G44 PDFBibTeX XMLCite \textit{Y. Zhao} and \textit{J. Liu}, Math. Pract. Theory 49, No. 22, 16--21 (2019; Zbl 1449.91170)
Liu, Xueru; Li, Meihong; Tian, Fan; Liu, Guoxiang Two-factor Markov-modulated stochastic volatility models for option pricing. (Chinese. English summary) Zbl 1449.91154 J. Nanjing Norm. Univ., Nat. Sci. Ed. 42, No. 4, 31-38 (2019). MSC: 91G20 60J28 60G44 60G40 PDFBibTeX XMLCite \textit{X. Liu} et al., J. Nanjing Norm. Univ., Nat. Sci. Ed. 42, No. 4, 31--38 (2019; Zbl 1449.91154) Full Text: DOI
Zhang, Chuanzhou; Xia, Qi; Zhang, Xueying The boundedness of maximal dyadic derivative operator on dyadic martingale Hardy space with variable exponents. (English) Zbl 1449.42036 Math. Appl. 32, No. 4, 910-919 (2019). MSC: 42B25 42B30 60G46 PDFBibTeX XMLCite \textit{C. Zhang} et al., Math. Appl. 32, No. 4, 910--919 (2019; Zbl 1449.42036)
Xu, Mingzhou; Cheng, Kun; Ding, Yunzheng; Zhou, Yongzheng Probability inequalities and Rosenthal inequalities for the sequence of martingale differences. (English) Zbl 1449.60029 J. Math., Wuhan Univ. 39, No. 5, 705-712 (2019). MSC: 60E15 60G42 PDFBibTeX XMLCite \textit{M. Xu} et al., J. Math., Wuhan Univ. 39, No. 5, 705--712 (2019; Zbl 1449.60029) Full Text: DOI
Zhou, Nian; Yu, Lin Martingale transforms and weak Hardy-Orlicz-Karamata spaces of martingales. (Chinese. English summary) Zbl 1449.60084 Acta Anal. Funct. Appl. 21, No. 3, 208-216 (2019). MSC: 60G46 46E30 PDFBibTeX XMLCite \textit{N. Zhou} and \textit{L. Yu}, Acta Anal. Funct. Appl. 21, No. 3, 208--216 (2019; Zbl 1449.60084) Full Text: DOI
Chikvinidze, B. New proof of the Novikov criterion using backward stochastic differential equations. (English) Zbl 1449.60098 Theory Stoch. Process. 24, No. 2, 14-16 (2019). MSC: 60H10 60G44 PDFBibTeX XMLCite \textit{B. Chikvinidze}, Theory Stoch. Process. 24, No. 2, 14--16 (2019; Zbl 1449.60098) Full Text: Link
Veraar, Mark; Yaroslavtsev, Ivan Pointwise properties of martingales with values in Banach function spaces. (English) Zbl 1443.60043 Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 321-340 (2019). MSC: 60G44 60B11 60H05 60G48 PDFBibTeX XMLCite \textit{M. Veraar} and \textit{I. Yaroslavtsev}, Prog. Probab. 74, 321--340 (2019; Zbl 1443.60043) Full Text: DOI arXiv
Merlevède, Florence; Peligrad, Magda Universality of limiting spectral distribution under projective criteria. (English) Zbl 1448.60079 Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 241-276 (2019). MSC: 60F17 60G15 60G48 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Prog. Probab. 74, 241--276 (2019; Zbl 1448.60079) Full Text: DOI
Thoppe, Gugan; Borkar, Vivek A concentration bound for stochastic approximation via Alekseev’s formula. (English) Zbl 1442.62187 Stoch. Syst. 9, No. 1, 1-26 (2019). MSC: 62L20 93-08 60G42 34D10 PDFBibTeX XMLCite \textit{G. Thoppe} and \textit{V. Borkar}, Stoch. Syst. 9, No. 1, 1--26 (2019; Zbl 1442.62187) Full Text: DOI arXiv
Riely, Henry D. A modification of the Chang-Wilson-Wolff inequality via the Bellman function. (English) Zbl 1443.60042 Real Anal. Exch. 44, No. 2, 267-286 (2019). MSC: 60G42 42A61 PDFBibTeX XMLCite \textit{H. D. Riely}, Real Anal. Exch. 44, No. 2, 267--286 (2019; Zbl 1443.60042) Full Text: DOI arXiv Euclid
Britton, Tom; Pardoux, Etienne Stochastic epidemics in a homogeneous community. (English) Zbl 1447.92402 Britton, Tom (ed.) et al., Stochastic epidemic models with inference. Lectures given at the ICPAM/CIMPA school on “Stochastic models of epidemics”, Ziguinchor, Senegal, December 5–16, 2015. Cham: Springer. Lect. Notes Math. 2255, 5-120 (2019). Reviewer: Yilun Shang (Newcastle) MSC: 92D30 60G44 60F05 60J85 PDFBibTeX XMLCite \textit{T. Britton} and \textit{E. Pardoux}, Lect. Notes Math. 2255, 5--120 (2019; Zbl 1447.92402) Full Text: DOI DOI DOI DOI arXiv
Lindemulder, Nick; Veraar, Mark; Yaroslavtsev, Ivan The UMD property for Musielak-Orlicz spaces. (English) Zbl 1454.46016 Buskes, Gerard (ed.) et al., Positivity and noncommutative analysis. Festschrift in honour of Ben de Pagter on the occasion of his 65th birthday. Based on the workshop “Positivity and Noncommutative Analysis”, Delft, The Netherlands, September 26–28, 2018. Cham: Birkhäuser. Trends Math., 349-363 (2019). MSC: 46B09 42B20 46E30 PDFBibTeX XMLCite \textit{N. Lindemulder} et al., in: Positivity and noncommutative analysis. Festschrift in honour of Ben de Pagter on the occasion of his 65th birthday. Based on the workshop ``Positivity and Noncommutative Analysis'', Delft, The Netherlands, September 26--28, 2018. Cham: Birkhäuser. 349--363 (2019; Zbl 1454.46016) Full Text: DOI arXiv
Alquier, Pierre; Doukhan, Paul; Fan, Xiequan Exponential inequalities for nonstationary Markov chains. (English) Zbl 1434.60171 Depend. Model. 7, 150-168 (2019). MSC: 60J05 60E15 62M05 62M10 62M20 68Q32 PDFBibTeX XMLCite \textit{P. Alquier} et al., Depend. Model. 7, 150--168 (2019; Zbl 1434.60171) Full Text: DOI arXiv
Di Tella, Paolo; Engelbert, Hans-Jürgen BSDEs and log-utility maximization for Lévy processes. (English) Zbl 1458.60063 Mod. Stoch., Theory Appl. 6, No. 4, 479-494 (2019). MSC: 60H05 60G46 60G51 PDFBibTeX XMLCite \textit{P. Di Tella} and \textit{H.-J. Engelbert}, Mod. Stoch., Theory Appl. 6, No. 4, 479--494 (2019; Zbl 1458.60063) Full Text: DOI arXiv
Aimino, Romain; Freitas, Jorge Milhazes Large deviations for dynamical systems with stretched exponential decay of correlations. (English) Zbl 1441.37007 Port. Math. (N.S.) 76, No. 2, 143-152 (2019). MSC: 37A50 37C30 37A25 60F10 PDFBibTeX XMLCite \textit{R. Aimino} and \textit{J. M. Freitas}, Port. Math. (N.S.) 76, No. 2, 143--152 (2019; Zbl 1441.37007) Full Text: DOI arXiv
Hainaut, Donatien; Deelstra, Griselda A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices. (English) Zbl 1447.60072 Methodol. Comput. Appl. Probab. 21, No. 4, 1337-1375 (2019). MSC: 60G46 60G55 91G40 PDFBibTeX XMLCite \textit{D. Hainaut} and \textit{G. Deelstra}, Methodol. Comput. Appl. Probab. 21, No. 4, 1337--1375 (2019; Zbl 1447.60072) Full Text: DOI Link
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan Pointwise arbitrage pricing theory in discrete time. (English) Zbl 1437.90159 Math. Oper. Res. 44, No. 3, 1034-1057 (2019). MSC: 90C46 90C47 90C17 91G20 49K45 49N15 60G42 93E20 91G70 PDFBibTeX XMLCite \textit{M. Burzoni} et al., Math. Oper. Res. 44, No. 3, 1034--1057 (2019; Zbl 1437.90159) Full Text: DOI arXiv
Li, L. A remark on John-Nirenberg theorem for martingales. (English) Zbl 1458.60049 Ukr. Math. J. 70, No. 11, 1812-1820 (2019) and Ukr. Mat. Zh. 70, No. 11, 1571-1577 (2018). MSC: 60G44 PDFBibTeX XMLCite \textit{L. Li}, Ukr. Math. J. 70, No. 11, 1812--1820 (2019; Zbl 1458.60049) Full Text: DOI
Gushchin, A. A.; Urusov, M. A. Minimal embeddings of integrable processes in a Brownian motion. (English. Russian original) Zbl 1441.60063 Russ. Math. Surv. 74, No. 5, 953-955 (2019); translation from Usp. Mat. Nauk 74, No. 5, 185-186 (2019). MSC: 60J65 60G44 60G48 PDFBibTeX XMLCite \textit{A. A. Gushchin} and \textit{M. A. Urusov}, Russ. Math. Surv. 74, No. 5, 953--955 (2019; Zbl 1441.60063); translation from Usp. Mat. Nauk 74, No. 5, 185--186 (2019) Full Text: DOI
Grandits, Peter On the gain of collaboration in a two dimensional ruin problem. (English) Zbl 1446.91061 Eur. Actuar. J. 9, No. 2, 635-644 (2019). Reviewer: Dominique Lépingle (Orléans) MSC: 91G05 60G44 93E20 91G80 PDFBibTeX XMLCite \textit{P. Grandits}, Eur. Actuar. J. 9, No. 2, 635--644 (2019; Zbl 1446.91061) Full Text: DOI
Dirksen, Sjoerd; Yaroslavtsev, Ivan \(L^q\)-valued Burkholder-Rosenthal inequalities and sharp estimates for stochastic integrals. (English) Zbl 1452.60025 Proc. Lond. Math. Soc. (3) 119, No. 6, 1633-1693 (2019). Reviewer: Frank Oertel (Rosenheim) MSC: 60G44 60H05 60G42 PDFBibTeX XMLCite \textit{S. Dirksen} and \textit{I. Yaroslavtsev}, Proc. Lond. Math. Soc. (3) 119, No. 6, 1633--1693 (2019; Zbl 1452.60025) Full Text: DOI arXiv
Nam, Danny; Nestoridi, Evita Cutoff for the cyclic adjacent transposition shuffle. (English) Zbl 1432.60069 Ann. Appl. Probab. 29, No. 6, 3861-3892 (2019). MSC: 60J10 60C05 60G42 PDFBibTeX XMLCite \textit{D. Nam} and \textit{E. Nestoridi}, Ann. Appl. Probab. 29, No. 6, 3861--3892 (2019; Zbl 1432.60069) Full Text: DOI arXiv Euclid
Herrmann, Sebastian; Stebegg, Florian Robust pricing and hedging around the globe. (English) Zbl 1435.60031 Ann. Appl. Probab. 29, No. 6, 3348-3386 (2019). MSC: 60G44 49N05 91G20 PDFBibTeX XMLCite \textit{S. Herrmann} and \textit{F. Stebegg}, Ann. Appl. Probab. 29, No. 6, 3348--3386 (2019; Zbl 1435.60031) Full Text: DOI arXiv Euclid
Guo, Gaoyue; Obłój, Jan Computational methods for martingale optimal transport problems. (English) Zbl 1433.49043 Ann. Appl. Probab. 29, No. 6, 3311-3347 (2019). MSC: 49M25 60H99 90C08 60G46 49Q99 PDFBibTeX XMLCite \textit{G. Guo} and \textit{J. Obłój}, Ann. Appl. Probab. 29, No. 6, 3311--3347 (2019; Zbl 1433.49043) Full Text: DOI arXiv Euclid
Butov, Aleksandr Aleksandrovich; Kovalenko, Anatoliĭ Aleksandrovich Stochastic models of just-in-time systems and windows of vulnerability in terms of the processes of birth and death. (English) Zbl 1449.60046 Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 23, No. 3, 525-540 (2019). MSC: 60F15 60G40 60G44 60J80 60J85 PDFBibTeX XMLCite \textit{A. A. Butov} and \textit{A. A. Kovalenko}, Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 23, No. 3, 525--540 (2019; Zbl 1449.60046) Full Text: DOI MNR
Fadina, Tolulope; Neufeld, Ariel; Schmidt, Thorsten Affine processes under parameter uncertainty. (English) Zbl 1443.91309 Probab. Uncertain. Quant. Risk 4, Paper No. 5, 35 p. (2019). MSC: 91G30 60G44 35Q91 PDFBibTeX XMLCite \textit{T. Fadina} et al., Probab. Uncertain. Quant. Risk 4, Paper No. 5, 35 p. (2019; Zbl 1443.91309) Full Text: DOI arXiv
Profeta, Christophe; Vrins, Frédéric Piecewise constant martingales and lazy clocks. (English) Zbl 1444.60035 Probab. Uncertain. Quant. Risk 4, Paper No. 2, 27 p. (2019). MSC: 60G44 60J60 60G42 60G48 60J65 PDFBibTeX XMLCite \textit{C. Profeta} and \textit{F. Vrins}, Probab. Uncertain. Quant. Risk 4, Paper No. 2, 27 p. (2019; Zbl 1444.60035) Full Text: DOI arXiv
Tibi, Danielle Martingales and buffer overflow for the symmetric shortest queue model. (English) Zbl 1430.90204 Queueing Syst. 93, No. 1-2, 153-190 (2019). MSC: 90B22 60J27 60K25 PDFBibTeX XMLCite \textit{D. Tibi}, Queueing Syst. 93, No. 1--2, 153--190 (2019; Zbl 1430.90204) Full Text: DOI
Dobler, Dennis; Pauly, Markus; Scheike, Thomash. Confidence bands for multiplicative hazards models: flexible resampling approaches. (English) Zbl 1436.62540 Biometrics 75, No. 3, 906-916 (2019). MSC: 62P10 62N05 62J05 60G44 62G15 62H12 62N01 PDFBibTeX XMLCite \textit{D. Dobler} et al., Biometrics 75, No. 3, 906--916 (2019; Zbl 1436.62540) Full Text: DOI
Malinovsky, Yaakov Book review of: A. Vexler and A. Hutson, Statistics in the health sciences. Theory, applications, and computing. (English) Zbl 1436.00021 Biometrics 75, No. 1, 356 (2019). MSC: 00A17 62-01 62P10 60Fxx 60G42 62-02 62-04 62Fxx 62Gxx 62Lxx PDFBibTeX XMLCite \textit{Y. Malinovsky}, Biometrics 75, No. 1, 356 (2019; Zbl 1436.00021) Full Text: DOI
Yaroslavtsev, Ivan S. On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions. (English. French summary) Zbl 1456.60100 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 1988-2018 (2019). Reviewer: Ferenc Weisz (Budapest) MSC: 60G44 60G07 60G57 60H99 46N30 PDFBibTeX XMLCite \textit{I. S. Yaroslavtsev}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 4, 1988--2018 (2019; Zbl 1456.60100) Full Text: DOI arXiv Euclid
Bäuerle, Nicole; Chen, An Optimal retirement planning under partial information. (English) Zbl 1437.91385 Stat. Risk. Model. 36, No. 1-4, 37-55 (2019). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G10 60G44 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{A. Chen}, Stat. Risk. Model. 36, No. 1--4, 37--55 (2019; Zbl 1437.91385) Full Text: DOI
Deléamont, P.-Y.; La Vecchia, D. Semiparametric segment M-estimation for locally stationary diffusions. (English) Zbl 1435.62379 Biometrika 106, No. 4, 941-956 (2019). MSC: 62P10 60G44 60J60 62H12 PDFBibTeX XMLCite \textit{P. Y. Deléamont} and \textit{D. La Vecchia}, Biometrika 106, No. 4, 941--956 (2019; Zbl 1435.62379) Full Text: DOI
Porter, Christopher P. Effective aspects of Bernoulli randomness. (English) Zbl 1444.03137 J. Log. Comput. 29, No. 6, 933-946 (2019). MSC: 03D32 03D28 60G42 60G57 PDFBibTeX XMLCite \textit{C. P. Porter}, J. Log. Comput. 29, No. 6, 933--946 (2019; Zbl 1444.03137) Full Text: DOI arXiv
Belyavskii, G. I.; Danilova, N. V.; Zemlyakova, I. A. Optimal control problems with disorder. (English. Russian original) Zbl 1431.93063 Autom. Remote Control 80, No. 8, 1419-1427 (2019); translation from Avtom. Telemekh. 2019, No. 8, 64-75 (2019). MSC: 93E20 91G15 60G44 92-08 PDFBibTeX XMLCite \textit{G. I. Belyavskii} et al., Autom. Remote Control 80, No. 8, 1419--1427 (2019; Zbl 1431.93063); translation from Avtom. Telemekh. 2019, No. 8, 64--75 (2019) Full Text: DOI
Lütkebohmert, Eva; Sester, Julian Tightening robust price bounds for exotic derivatives. (English) Zbl 1429.91324 Quant. Finance 19, No. 11, 1797-1815 (2019). MSC: 91G20 60G44 PDFBibTeX XMLCite \textit{E. Lütkebohmert} and \textit{J. Sester}, Quant. Finance 19, No. 11, 1797--1815 (2019; Zbl 1429.91324) Full Text: DOI
Yao, Luogen; Yang, Gang; Yang, Xiangqun Mean correcting martingale measure for exponential semimartingale market models. (Chinese. English summary) Zbl 1449.60085 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 4, 932-941 (2019). MSC: 60G48 60G57 91B26 PDFBibTeX XMLCite \textit{L. Yao} et al., Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 4, 932--941 (2019; Zbl 1449.60085)
Marshall, Nicholas F. Approximating mixed Hölder functions using random samples. (English) Zbl 1460.41016 Ann. Appl. Probab. 29, No. 5, 2988-3005 (2019). MSC: 41A63 26B35 42B35 60G42 PDFBibTeX XMLCite \textit{N. F. Marshall}, Ann. Appl. Probab. 29, No. 5, 2988--3005 (2019; Zbl 1460.41016) Full Text: DOI arXiv
Harper, Adam J. Moments of random multiplicative functions. II: High moments. (English) Zbl 1472.11265 Algebra Number Theory 13, No. 10, 2277-2321 (2019). MSC: 11N56 11K65 11L40 PDFBibTeX XMLCite \textit{A. J. Harper}, Algebra Number Theory 13, No. 10, 2277--2321 (2019; Zbl 1472.11265) Full Text: DOI arXiv
Kazanchyan, Drastamat C.; Kruglov, Victor M. Uniform integrability of exponential processes. (English) Zbl 1439.60042 Lobachevskii J. Math. 40, No. 10, 1498-1506 (2019). MSC: 60G44 60J60 60H05 PDFBibTeX XMLCite \textit{D. C. Kazanchyan} and \textit{V. M. Kruglov}, Lobachevskii J. Math. 40, No. 10, 1498--1506 (2019; Zbl 1439.60042) Full Text: DOI
Chaker, Jamil The martingale problem for a class of nonlocal operators of diagonal type. (English) Zbl 1444.60049 Math. Nachr. 292, No. 11, 2316-2337 (2019). MSC: 60H10 47G20 60G46 60G52 60J74 PDFBibTeX XMLCite \textit{J. Chaker}, Math. Nachr. 292, No. 11, 2316--2337 (2019; Zbl 1444.60049) Full Text: DOI arXiv
Bäuerle, Nicole; Schmithals, Daniel Martingale optimal transport in the discrete case via simple linear programming techniques. (English) Zbl 1435.49010 Math. Methods Oper. Res. 90, No. 3, 453-476 (2019). MSC: 49Q20 91G20 60G42 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{D. Schmithals}, Math. Methods Oper. Res. 90, No. 3, 453--476 (2019; Zbl 1435.49010) Full Text: DOI arXiv
Frenk, J. B. G.; Pehlivan, Canan; Sezer, Semih O. Order and exit decisions under non-increasing price curves for products with short life cycles. (English) Zbl 1427.90011 Math. Methods Oper. Res. 90, No. 3, 365-397 (2019). MSC: 90B05 60J27 60J28 60K25 PDFBibTeX XMLCite \textit{J. B. G. Frenk} et al., Math. Methods Oper. Res. 90, No. 3, 365--397 (2019; Zbl 1427.90011) Full Text: DOI
Frenk, J. B. G.; Javadi, Sonya; Sezer, Semih O. An optimal stopping approach for the end-of-life inventory problem. (English) Zbl 1433.90018 Math. Methods Oper. Res. 90, No. 3, 329-363 (2019). MSC: 90B05 60G15 PDFBibTeX XMLCite \textit{J. B. G. Frenk} et al., Math. Methods Oper. Res. 90, No. 3, 329--363 (2019; Zbl 1433.90018) Full Text: DOI
Eyraud-Loisel, Anne How does asymmetric information create market incompleteness? (English) Zbl 1429.91318 Methodol. Comput. Appl. Probab. 21, No. 2, 531-538 (2019). MSC: 91G20 60G44 60H10 PDFBibTeX XMLCite \textit{A. Eyraud-Loisel}, Methodol. Comput. Appl. Probab. 21, No. 2, 531--538 (2019; Zbl 1429.91318) Full Text: DOI HAL
Jiao, Yong; Osȩkowski, Adam; Wu, Lian Strong differential subordinates for noncommutative submartingales. (English) Zbl 1442.46049 Ann. Probab. 47, No. 5, 3108-3142 (2019). Reviewer: Ghadir Sadeghi (Sabzevār) MSC: 46L53 60G42 46L52 60G50 PDFBibTeX XMLCite \textit{Y. Jiao} et al., Ann. Probab. 47, No. 5, 3108--3142 (2019; Zbl 1442.46049) Full Text: DOI Euclid
Morita, Takehiko An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes. (English) Zbl 1463.28023 Commentat. Math. Univ. Carol. 60, No. 3, 415-419 (2019). MSC: 28D05 60G10 60G42 PDFBibTeX XMLCite \textit{T. Morita}, Commentat. Math. Univ. Carol. 60, No. 3, 415--419 (2019; Zbl 1463.28023) Full Text: DOI
Candeloro, Domenico; Sambucini, Anna Rita; Trastulli, Luca A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability. (English) Zbl 1429.28020 Mediterr. J. Math. 16, No. 6, Paper No. 144, 20 p. (2019). MSC: 28B20 28B05 46B42 46G10 60G44 PDFBibTeX XMLCite \textit{D. Candeloro} et al., Mediterr. J. Math. 16, No. 6, Paper No. 144, 20 p. (2019; Zbl 1429.28020) Full Text: DOI arXiv
Simard, Clarence Martingale decomposition of an \(L^2\) space with nonlinear stochastic integrals. (English) Zbl 1427.60075 J. Appl. Probab. 56, No. 4, 1231-1243 (2019). MSC: 60G44 60H05 60G48 PDFBibTeX XMLCite \textit{C. Simard}, J. Appl. Probab. 56, No. 4, 1231--1243 (2019; Zbl 1427.60075) Full Text: DOI arXiv
Sester, Julian On the improvement of robust price bounds. (English) Zbl 1430.91008 Freiburg im Breisgau: Univ. Freiburg, Fakultät für Mathematik und Physik (Diss.). xi, 153 p. (2019). MSC: 91-02 91G20 60G44 PDFBibTeX XMLCite \textit{J. Sester}, On the improvement of robust price bounds. Freiburg im Breisgau: Univ. Freiburg, Fakultät für Mathematik und Physik (Diss.) (2019; Zbl 1430.91008) Full Text: DOI
Capasso, V.; Flandoli, F. On the mean field approximation of a stochastic model of tumour-induced angiogenesis. (English) Zbl 1429.92040 Eur. J. Appl. Math. 30, No. 4, 619-658 (2019). MSC: 92C17 92C50 92C15 35Q92 60G44 PDFBibTeX XMLCite \textit{V. Capasso} and \textit{F. Flandoli}, Eur. J. Appl. Math. 30, No. 4, 619--658 (2019; Zbl 1429.92040) Full Text: DOI arXiv
Gross, Renan A conformal Skorokhod embedding. (English) Zbl 1450.60032 Electron. Commun. Probab. 24, Paper No. 68, 11 p. (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 30B10 PDFBibTeX XMLCite \textit{R. Gross}, Electron. Commun. Probab. 24, Paper No. 68, 11 p. (2019; Zbl 1450.60032) Full Text: DOI arXiv Euclid
Hess, Markus Optimal equivalent probability measures under enlarged filtrations. (English) Zbl 1429.93419 J. Optim. Theory Appl. 183, No. 3, 813-839 (2019). MSC: 93E20 60G51 60H10 60G44 PDFBibTeX XMLCite \textit{M. Hess}, J. Optim. Theory Appl. 183, No. 3, 813--839 (2019; Zbl 1429.93419) Full Text: DOI
Campi, Luciano; Martini, Claude On the support of extremal martingale measures with given marginals: the countable case. (English) Zbl 1427.60072 Adv. Appl. Probab. 51, No. 2, 570-605 (2019). MSC: 60G42 91G70 91G20 PDFBibTeX XMLCite \textit{L. Campi} and \textit{C. Martini}, Adv. Appl. Probab. 51, No. 2, 570--605 (2019; Zbl 1427.60072) Full Text: DOI arXiv Link
Dassios, Angelos; Lim, Jia Wei A variation of the Azéma martingale and drawdown options. (English) Zbl 1428.91017 Math. Finance 29, No. 4, 1116-1130 (2019). MSC: 91G20 60G44 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{J. W. Lim}, Math. Finance 29, No. 4, 1116--1130 (2019; Zbl 1428.91017) Full Text: DOI Link
Choi, Won On the representation of probability vector with special diffusion operator using the mutation and gene conversion rate. (English) Zbl 1428.92078 Korean J. Math. 27, No. 1, 1-8 (2019). MSC: 92D10 60H30 60G44 PDFBibTeX XMLCite \textit{W. Choi}, Korean J. Math. 27, No. 1, 1--8 (2019; Zbl 1428.92078) Full Text: DOI Link
Kareev, I. A.; Zaikin, A. A. Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model. (English) Zbl 1442.62182 Lobachevskii J. Math. 40, No. 8, 1178-1185 (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L10 62F07 62F15 60G44 PDFBibTeX XMLCite \textit{I. A. Kareev} and \textit{A. A. Zaikin}, Lobachevskii J. Math. 40, No. 8, 1178--1185 (2019; Zbl 1442.62182) Full Text: DOI
Hess, Markus Minimal variance hedging in multicurve interest rate modeling. (English) Zbl 1425.91415 Lith. Math. J. 59, No. 3, 338-356 (2019). MSC: 91G30 91G20 60G44 60G51 60H07 60H10 91B30 91G70 PDFBibTeX XMLCite \textit{M. Hess}, Lith. Math. J. 59, No. 3, 338--356 (2019; Zbl 1425.91415) Full Text: DOI
Ye, Jinchun Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment. (English) Zbl 1427.91247 Insur. Math. Econ. 89, 193-212 (2019). MSC: 91G05 60H10 60G44 PDFBibTeX XMLCite \textit{J. Ye}, Insur. Math. Econ. 89, 193--212 (2019; Zbl 1427.91247) Full Text: DOI
Shen, Aiting Asymptotic properties of LS estimators in the errors-in-variables model with MD errors. (English) Zbl 1432.62047 Stat. Pap. 60, No. 4, 1193-1206 (2019). MSC: 62F12 62J05 60G42 PDFBibTeX XMLCite \textit{A. Shen}, Stat. Pap. 60, No. 4, 1193--1206 (2019; Zbl 1432.62047) Full Text: DOI
Huang, Xing; Wang, Feng-Yu Distribution dependent SDEs with singular coefficients. (English) Zbl 1433.60034 Stochastic Processes Appl. 129, No. 11, 4747-4770 (2019). MSC: 60H10 60G44 PDFBibTeX XMLCite \textit{X. Huang} and \textit{F.-Y. Wang}, Stochastic Processes Appl. 129, No. 11, 4747--4770 (2019; Zbl 1433.60034) Full Text: DOI arXiv Link
Iksanov, Alexander; Kolesko, Konrad; Meiners, Matthias Stable-like fluctuations of Biggins’ martingales. (English) Zbl 1448.60172 Stochastic Processes Appl. 129, No. 11, 4480-4499 (2019). MSC: 60J80 60F05 60G42 PDFBibTeX XMLCite \textit{A. Iksanov} et al., Stochastic Processes Appl. 129, No. 11, 4480--4499 (2019; Zbl 1448.60172) Full Text: DOI arXiv
Schatz, Michael; Sornette, Didier A nonuniformly integrable martingale bubble with a crash. (English) Zbl 1429.91340 SIAM J. Financ. Math. 10, No. 2, 615-631 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G45 60G44 60G55 60J76 PDFBibTeX XMLCite \textit{M. Schatz} and \textit{D. Sornette}, SIAM J. Financ. Math. 10, No. 2, 615--631 (2019; Zbl 1429.91340) Full Text: DOI Link
Dareiotis, Konstantinos; Gess, Benjamin Supremum estimates for degenerate, quasilinear stochastic partial differential equations. (English. French summary) Zbl 1433.60052 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1765-1796 (2019). MSC: 60H15 60G46 PDFBibTeX XMLCite \textit{K. Dareiotis} and \textit{B. Gess}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1765--1796 (2019; Zbl 1433.60052) Full Text: DOI arXiv Euclid
Oulghazi, Hamid; Ezzaki, Fatima Strong law of large numbers of Pettis-integrable multifunctions. (English) Zbl 1448.60073 J. Math. 2019, Article ID 9456167, 7 p. (2019). MSC: 60F15 60B11 60G42 PDFBibTeX XMLCite \textit{H. Oulghazi} and \textit{F. Ezzaki}, J. Math. 2019, Article ID 9456167, 7 p. (2019; Zbl 1448.60073) Full Text: DOI
Tadić, Tvrtko Time-like graphical models. (English) Zbl 1437.62005 Memoirs of the American Mathematical Society 1262. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-3685-8/pbk; 978-1-4704-5416-6/ebook). vii, 170 p. (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62-02 62G20 62H22 35K05 60G60 60H15 60J65 62H05 05C90 60G44 62L15 PDFBibTeX XMLCite \textit{T. Tadić}, Time-like graphical models. Providence, RI: American Mathematical Society (AMS) (2019; Zbl 1437.62005) Full Text: DOI arXiv Link
Backhoff-Veraguas, J.; Beiglböck, M.; Pammer, G. Existence, duality, and cyclical monotonicity for weak transport costs. (English) Zbl 1469.60125 Calc. Var. Partial Differ. Equ. 58, No. 6, Paper No. 203, 28 p. (2019). MSC: 60G42 49N15 49Q20 58E30 PDFBibTeX XMLCite \textit{J. Backhoff-Veraguas} et al., Calc. Var. Partial Differ. Equ. 58, No. 6, Paper No. 203, 28 p. (2019; Zbl 1469.60125) Full Text: DOI arXiv
Bercu, Bernard; Touati, Taieb New insights on concentration inequalities for self-normalized martingales. (English) Zbl 1472.60034 Electron. Commun. Probab. 24, Paper No. 63, 12 p. (2019). MSC: 60E15 60G42 60G15 60J80 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{T. Touati}, Electron. Commun. Probab. 24, Paper No. 63, 12 p. (2019; Zbl 1472.60034) Full Text: DOI arXiv Euclid
Aksamit, Anna; Fontana, Claudio Martingale spaces and representations under absolutely continuous changes of probability. (English) Zbl 1472.60061 Electron. Commun. Probab. 24, Paper No. 62, 13 p. (2019). MSC: 60G07 60G44 60H05 PDFBibTeX XMLCite \textit{A. Aksamit} and \textit{C. Fontana}, Electron. Commun. Probab. 24, Paper No. 62, 13 p. (2019; Zbl 1472.60061) Full Text: DOI arXiv Euclid
Domelevo, Komla; Petermichl, Stefanie; Škreb, Kristina Ana Failure of the matrix weighted bilinear Carleson embedding theorem. (English) Zbl 1426.42013 Linear Algebra Appl. 582, 452-466 (2019). MSC: 42B20 42B25 42B37 60G42 60G46 PDFBibTeX XMLCite \textit{K. Domelevo} et al., Linear Algebra Appl. 582, 452--466 (2019; Zbl 1426.42013) Full Text: DOI arXiv
Aksamit, Anna; Deng, Shuoqing; Obłój, Jan; Tan, Xiaolu The robust pricing-hedging duality for American options in discrete time financial markets. (English) Zbl 1432.91116 Math. Finance 29, No. 3, 861-897 (2019). Reviewer: Gianluca Cassese (Milano) MSC: 91G20 60G40 60G44 PDFBibTeX XMLCite \textit{A. Aksamit} et al., Math. Finance 29, No. 3, 861--897 (2019; Zbl 1432.91116) Full Text: DOI arXiv
Fouque, Jean-pierre; Hu, Ruimeng Optimal portfolio under fractional stochastic environment. (English) Zbl 1426.91245 Math. Finance 29, No. 3, 697-734 (2019). MSC: 91G10 60G44 93E20 60G22 PDFBibTeX XMLCite \textit{J.-p. Fouque} and \textit{R. Hu}, Math. Finance 29, No. 3, 697--734 (2019; Zbl 1426.91245) Full Text: DOI arXiv
Khosrawi-Sardroudi, Wahid Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration. (English) Zbl 1423.60002 Freiburg im Breisgau: Univ. Freiburg, Fakultät für Mathematik und Physik (Diss.). viii, 175 p. (2019). MSC: 60-02 60G48 60H30 68T05 91G80 PDFBibTeX XMLCite \textit{W. Khosrawi-Sardroudi}, Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration. Freiburg im Breisgau: Univ. Freiburg, Fakultät für Mathematik und Physik (Diss.) (2019; Zbl 1423.60002) Full Text: DOI Link
Stolyarov, Dmitriy M.; Vasyunin, Vasily; Zatitskiy, Pavel; Zlotnikov, Ilya Distribution of martingales with bounded square functions. (La distribution des martingales dont les fonctions carrées sont Bornées.) (English. French summary) Zbl 1472.60075 C. R., Math., Acad. Sci. Paris 357, No. 8, 671-675 (2019). MSC: 60G42 42B35 42B25 PDFBibTeX XMLCite \textit{D. M. Stolyarov} et al., C. R., Math., Acad. Sci. Paris 357, No. 8, 671--675 (2019; Zbl 1472.60075) Full Text: DOI
Meherrem, Shahlar; Hafayed, Mokhtar Maximum principle for optimal control of McKean-Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law. (English) Zbl 1425.93304 Optim. Control Appl. Methods 40, No. 3, 499-516 (2019). MSC: 93E20 93C15 60G51 60H10 PDFBibTeX XMLCite \textit{S. Meherrem} and \textit{M. Hafayed}, Optim. Control Appl. Methods 40, No. 3, 499--516 (2019; Zbl 1425.93304) Full Text: DOI
Welemical, Tesfamariam Tadesse; Aduda, Jane Akinyi; Mbele Bidima, Martin Le Doux Asymptotic exponential arbitrage in the Schwartz commodity futures model. (English) Zbl 1487.91142 Int. J. Math. Math. Sci. 2019, Article ID 9450435, 8 p. (2019). MSC: 91G20 60F10 60G44 PDFBibTeX XMLCite \textit{T. T. Welemical} et al., Int. J. Math. Math. Sci. 2019, Article ID 9450435, 8 p. (2019; Zbl 1487.91142) Full Text: DOI
Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros Stability results for martingale representations: the general case. (English) Zbl 1447.60059 Trans. Am. Math. Soc. 372, No. 8, 5891-5946 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G05 60G07 60G44 60H05 PDFBibTeX XMLCite \textit{A. Papapantoleon} et al., Trans. Am. Math. Soc. 372, No. 8, 5891--5946 (2019; Zbl 1447.60059) Full Text: DOI arXiv
Gambaro, Anna Maria; Casalini, Riccardo; Fusai, Gianluca; Ghilarducci, Alessandro A market-consistent framework for the fair evaluation of insurance contracts under Solvency II. (English) Zbl 1426.91219 Decis. Econ. Finance 42, No. 1, 157-187 (2019). MSC: 91G05 91G40 91G10 60G44 PDFBibTeX XMLCite \textit{A. M. Gambaro} et al., Decis. Econ. Finance 42, No. 1, 157--187 (2019; Zbl 1426.91219) Full Text: DOI Link
Corcuera, José Manuel; Di Nunno, Giulia; Fajardo, José Kyle equilibrium under random price pressure. (English) Zbl 1426.91315 Decis. Econ. Finance 42, No. 1, 77-101 (2019). MSC: 91G99 60G44 93E20 PDFBibTeX XMLCite \textit{J. M. Corcuera} et al., Decis. Econ. Finance 42, No. 1, 77--101 (2019; Zbl 1426.91315) Full Text: DOI Link