Edit Profile (opens in new tab) Levental, Shlomo Co-Author Distance Author ID: levental.shlomo Published as: Levental, Shlomo; Levental, S. Homepage: https://stt.natsci.msu.edu/directory/faculty/shlomo-levental/ External Links: MGP Documents Indexed: 31 Publications since 1988 Co-Authors: 19 Co-Authors with 23 Joint Publications 399 Co-Co-Authors all top 5 Co-Authors 6 single-authored 6 Chobanyan, Sergei 5 Salehi, Habib 4 Mandrekar, Vidyadhar S. 3 Bae, Jongsig 2 Chobanyan, S. A. 2 Jun, Doobae 2 Schroder, Mark 2 Sinha, Sumit 2 Skorokhod, Anatoliĭ Volodymyrovych 1 Erickson, Roy V. 1 Gardiner, Joseph C. 1 Gilliland, Dennis C. 1 Giorgobiani, Giorgi 1 Jakubėnas, Paulius 1 Koul, Hira Lal 1 Kvaratskhelia, Vakhtang V. 1 Ryznar, Michał 1 Tarieladze, Vasha I. 1 Vellaisamy, Palaniappan 1 Xiao, Yimin all top 5 Serials 7 Statistics & Probability Letters 3 Journal of Theoretical Probability 3 The Annals of Applied Probability 2 Theory of Probability and its Applications 2 Bulletin of the Korean Mathematical Society 2 Stochastic Processes and their Applications 2 Georgian Mathematical Journal 2 Bulletin of the Georgian National Academy of Sciences. New Series 1 Mathematical Notes 1 The Annals of Statistics 1 Functional Analysis and its Applications 1 Proceedings of the American Mathematical Society 1 Probability Theory and Related Fields 1 Electronic Communications in Probability 1 Mathematical Finance 1 Journal of Inequalities and Applications all top 5 Fields 27 Probability theory and stochastic processes (60-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Functional analysis (46-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Statistics (62-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 25 Publications have been cited 169 times in 142 Documents Cited by ▼ Year ▼ On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018 Levental, Shlomo; Skorohod, Anatolii V. 34 1997 Weak convergence of the residual empirical process in explosive autoregression. Zbl 0695.60042 Koul, Hira L.; Levental, Shlomo 19 1989 A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016 Levental, Shlomo; Skorohod, Antolij V. 15 1995 Uniform limit theorems for Harris recurrent Markov chains. Zbl 0638.60030 Levental, Shlomo 13 1988 A uniform CLT for uniformly bounded families of martingale differences. Zbl 0681.60023 Levental, Shlomo 12 1989 The uniform CLT for martingale difference arrays under the uniformly integrable entropy. Zbl 1186.60032 Bae, Jongsig; Jun, Doobae; Levental, Shlomo 9 2010 The super-replication problem via probabilistic methods. Zbl 1029.60052 Jakubėnas, Paulius; Levental, Shlomo; Ryznar, Michał 8 2003 Prokhorov blocks and strong law of large numbers under rearrangements. Zbl 1062.60028 Chobanyan, S.; Levental, S.; Mandrekar, V. 8 2004 A simple proof of functional Itô’s lemma for semimartingales with an application. Zbl 1295.60070 Levental, Shlomo; Schroder, Mark; Sinha, Sumit 8 2013 Uniform CLT for Markov chains and its invariance principle: A martingale approach. Zbl 0865.60016 Bae, Jongsig; Levental, Shlomo 7 1995 A maximal inequality for real numbers with application to exchangeable random variables. Zbl 0994.60013 Levental, S. 5 2000 Permutations, signs and the Brownian bridge. Zbl 0956.60087 Levental, Shlomo 4 2000 On the constant in Meńshov-Rademacher inequality. Zbl 1127.42022 Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 4 2006 Strong law of large numbers under a general moment condition. Zbl 1112.60024 Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 4 2005 Towards Nikishin’s theorem on the almost sure convergence of rearrangements of functional series. Zbl 1271.60011 Levental, S.; Mandrekar, V.; Chobanyan, S. A. 4 2011 A note on absorption probabilities in one-dimensional random walk via complex-valued martingales. Zbl 1138.60036 Gilliland, Dennis; Levental, Shlomo; Xiao, Yimin 3 2007 Uniform CLT for Markov chains with a countable state space. Zbl 0699.60013 Levental, Shlomo 3 1990 A distribution maximum inequality for rearrangements of summands. Zbl 1259.60023 Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 2 2011 A proof of Liggett’s version of the subadditive ergodic theorem. Zbl 0643.60027 Levental, Shlomo 1 1988 General maximal inequalities related to the strong law of large numbers. Zbl 1129.60017 Levental, S.; Salehi, H.; Chobanyan, S. A. 1 2007 On almost sure convergence of the quadratic variation of Brownian motion. Zbl 1075.60563 Levental, Shlomo; Erickson, R. V. 1 2003 On rearrangement theorems in Banach spaces. Zbl 1297.46012 Chobanyan, Sergei; Giorgobiani, George; Kvaratskhelia, Vakhtang; Levental, Shlomo; Tarieladze, Vaja 1 2014 Linked recursive preferences and optimality. Zbl 1377.93177 Levental, Shlomo; Sinha, Sumit; Schroder, Mark 1 2016 Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers. Zbl 1287.60027 Chobanyan, S.; Levental, S. 1 2013 The second central limit theorem for martingale difference arrays. Zbl 1291.60061 Bae, Jongsig; Jun, Doobae; Levental, Shlomo 1 2014 Linked recursive preferences and optimality. Zbl 1377.93177 Levental, Shlomo; Sinha, Sumit; Schroder, Mark 1 2016 On rearrangement theorems in Banach spaces. Zbl 1297.46012 Chobanyan, Sergei; Giorgobiani, George; Kvaratskhelia, Vakhtang; Levental, Shlomo; Tarieladze, Vaja 1 2014 The second central limit theorem for martingale difference arrays. Zbl 1291.60061 Bae, Jongsig; Jun, Doobae; Levental, Shlomo 1 2014 A simple proof of functional Itô’s lemma for semimartingales with an application. Zbl 1295.60070 Levental, Shlomo; Schroder, Mark; Sinha, Sumit 8 2013 Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers. Zbl 1287.60027 Chobanyan, S.; Levental, S. 1 2013 Towards Nikishin’s theorem on the almost sure convergence of rearrangements of functional series. Zbl 1271.60011 Levental, S.; Mandrekar, V.; Chobanyan, S. A. 4 2011 A distribution maximum inequality for rearrangements of summands. Zbl 1259.60023 Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 2 2011 The uniform CLT for martingale difference arrays under the uniformly integrable entropy. Zbl 1186.60032 Bae, Jongsig; Jun, Doobae; Levental, Shlomo 9 2010 A note on absorption probabilities in one-dimensional random walk via complex-valued martingales. Zbl 1138.60036 Gilliland, Dennis; Levental, Shlomo; Xiao, Yimin 3 2007 General maximal inequalities related to the strong law of large numbers. Zbl 1129.60017 Levental, S.; Salehi, H.; Chobanyan, S. A. 1 2007 On the constant in Meńshov-Rademacher inequality. Zbl 1127.42022 Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 4 2006 Strong law of large numbers under a general moment condition. Zbl 1112.60024 Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 4 2005 Prokhorov blocks and strong law of large numbers under rearrangements. Zbl 1062.60028 Chobanyan, S.; Levental, S.; Mandrekar, V. 8 2004 The super-replication problem via probabilistic methods. Zbl 1029.60052 Jakubėnas, Paulius; Levental, Shlomo; Ryznar, Michał 8 2003 On almost sure convergence of the quadratic variation of Brownian motion. Zbl 1075.60563 Levental, Shlomo; Erickson, R. V. 1 2003 A maximal inequality for real numbers with application to exchangeable random variables. Zbl 0994.60013 Levental, S. 5 2000 Permutations, signs and the Brownian bridge. Zbl 0956.60087 Levental, Shlomo 4 2000 On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018 Levental, Shlomo; Skorohod, Anatolii V. 34 1997 A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016 Levental, Shlomo; Skorohod, Antolij V. 15 1995 Uniform CLT for Markov chains and its invariance principle: A martingale approach. Zbl 0865.60016 Bae, Jongsig; Levental, Shlomo 7 1995 Uniform CLT for Markov chains with a countable state space. Zbl 0699.60013 Levental, Shlomo 3 1990 Weak convergence of the residual empirical process in explosive autoregression. Zbl 0695.60042 Koul, Hira L.; Levental, Shlomo 19 1989 A uniform CLT for uniformly bounded families of martingale differences. Zbl 0681.60023 Levental, Shlomo 12 1989 Uniform limit theorems for Harris recurrent Markov chains. Zbl 0638.60030 Levental, Shlomo 13 1988 A proof of Liggett’s version of the subadditive ergodic theorem. Zbl 0643.60027 Levental, Shlomo 1 1988 all cited Publications top 5 cited Publications all top 5 Cited by 180 Authors 10 Levental, Shlomo 9 Dolinsky, Yan 7 Bouzebda, Salim 5 Bank, Peter 5 Overbeck, Ludger 5 Soner, Halil Mete 3 Bae, Jongsig 3 Bouchard, Bruno 3 Escanciano, Juan Carlos 3 Fontana, Claudio 3 Limnios, Nikolaos 3 Röder, Jasmin A. L. 3 Touzi, Nizar 3 Wong, Bernard 2 Bertail, Patrice 2 Chaouch, Mohamed Ali 2 Cheridito, Patrick 2 Chobanyan, S. A. 2 Ciołek, Gabriela 2 Diaconis, Persi Warren 2 Djehiche, Boualem 2 Hansen, Martin Bøgsted 2 Heyde, Christopher Charles 2 Horváth, Lajos 2 Hwang, Changha 2 Jun, Doobae 2 Kabanov, Yuriĭ Mikhaĭlovich 2 Karatzas, Ioannis 2 Kardaras, Constantinos 2 Koul, Hira Lal 2 Kromer, Eduard 2 Lê Vǎn Thành 2 Lee, Sangyeol 2 Ling, Shiqing 2 Mandler, Christian 2 Mandrekar, Vidyadhar S. 2 Nassar, Hiba 2 Patilea, Valentin 2 Raïssi, Hamdi 2 Runggaldier, Wolfgang J. 2 Salehi, Habib 2 Sancetta, Alessio 2 Schachermayer, Walter 2 Tsai, Tsung-Hsi 2 Wefelmeyer, Wolfgang 2 Zastawniak, Tomasz 2 Zhou, Weiqi 2 Zitikis, Ričardas 1 Adamczak, Radosław 1 Bachmann, Dirk 1 Bednorz, Witold Marek 1 Beißner, Patrick 1 Bentahar, Imen 1 Bichuch, Maxim 1 Bielecki, Tomasz R. 1 Cai, Jiatu 1 Cassese, Gianluca 1 Chau, Huy N. 1 Chen, Likai 1 Chobanyan, Sergei 1 Cialenco, Igor 1 de la Peña, Victor H. 1 Delbaen, Freddy 1 Delgado, Miguel Ángel 1 Delong, Łukasz 1 Dette, Holger 1 Djellout, Hacène 1 Doss, Hani 1 Drapatz, Martin 1 Engler, Eric 1 Ethier, Stewart N. 1 Fernholz, Daniel 1 Fomichov, Vladimir A. 1 Fu, Ke’ang 1 Fukasawa, Masaaki 1 Gałązka, Tomasz 1 Gao, Min 1 Giorgobiani, Giorgi 1 Gökay, Selim 1 González Cázares, Jorge 1 Gorst-Rasmussen, Anders 1 Grønneberg, Steffen 1 Gründer, Bernhard 1 Guasoni, Paolo 1 Guillin, Arnaud 1 Han, Liyan 1 Hilbert, Astrid 1 Hitczenko, Paweł 1 Ho, Alan F. 1 Holcblat, Benjamin 1 Hu, Tienchung 1 Huang, Weihuan 1 Ivanovs, Jevgeņijs 1 Jakubėnas, Paulius 1 Ji, Shaolin 1 Jirak, Moritz 1 Jouini, Elyès 1 Katriel, Guy 1 Kawczak, Janusz 1 Kravchuk, Olena ...and 80 more Authors all top 5 Cited in 70 Serials 11 Statistics & Probability Letters 11 The Annals of Applied Probability 10 Stochastic Processes and their Applications 7 Mathematical Finance 6 Finance and Stochastics 5 Journal of Multivariate Analysis 4 The Annals of Statistics 4 Journal of Statistical Planning and Inference 3 Annals of the Institute of Statistical Mathematics 3 The Annals of Probability 3 Journal of Theoretical Probability 3 Bernoulli 3 Journal of Nonparametric Statistics 2 Journal of Mathematical Analysis and Applications 2 Journal of Econometrics 2 Journal of Mathematical Economics 2 Statistical Science 2 Communications in Statistics. Theory and Methods 2 Georgian Mathematical Journal 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Stochastics 2 Mathematics and Financial Economics 2 SIAM Journal on Financial Mathematics 1 Mathematical Notes 1 Physica A 1 Scandinavian Journal of Statistics 1 Theory of Probability and its Applications 1 Advances in Mathematics 1 Applied Mathematics and Optimization 1 Functional Analysis and its Applications 1 Inventiones Mathematicae 1 Journal of Applied Probability 1 Proceedings of the American Mathematical Society 1 Stochastic Analysis and Applications 1 Acta Mathematica Hungarica 1 Acta Applicandae Mathematicae 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Acta Mathematicae Applicatae Sinica. English Series 1 Probability Theory and Related Fields 1 Journal of Economic Dynamics & Control 1 Asymptotic Analysis 1 Journal of Applied Mathematics and Stochastic Analysis 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Linear Algebra and its Applications 1 Computational Statistics and Data Analysis 1 Theory of Probability and Mathematical Statistics 1 Mathematical Methods of Statistics 1 Journal of Mathematical Sciences (New York) 1 Numerical Linear Algebra with Applications 1 Random Operators and Stochastic Equations 1 Journal of Inverse and Ill-Posed Problems 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 The Econometrics Journal 1 International Journal of Theoretical and Applied Finance 1 Communications of the Korean Mathematical Society 1 Journal of Machine Learning Research (JMLR) 1 Stochastics and Dynamics 1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Electronic Journal of Statistics 1 Probability Surveys 1 Science China. Mathematics 1 International Journal of Stochastic Analysis 1 Journal of Probability and Statistics 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 19 Fields 100 Probability theory and stochastic processes (60-XX) 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 49 Statistics (62-XX) 6 Numerical analysis (65-XX) 4 Functional analysis (46-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Partial differential equations (35-XX) 3 Sequences, series, summability (40-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year