Jourdain, Benjamin; Shao, Kexin Maximal martingale Wasserstein inequality. (English) Zbl 07905743 Electron. Commun. Probab. 29, Paper No. 26, 8 p. (2024). MSC: 60G42 60E15 49Q22 PDFBibTeX XMLCite \textit{B. Jourdain} and \textit{K. Shao}, Electron. Commun. Probab. 29, Paper No. 26, 8 p. (2024; Zbl 07905743) Full Text: DOI arXiv Link OA License
Giraudo, Davide Deviation inequality for Banach-valued orthomartingales. (English) Zbl 07904802 Stochastic Processes Appl. 175, Article ID 104391, 20 p. (2024). MSC: 60G42 60E15 60G60 60F15 PDFBibTeX XMLCite \textit{D. Giraudo}, Stochastic Processes Appl. 175, Article ID 104391, 20 p. (2024; Zbl 07904802) Full Text: DOI arXiv
Randrianantoanina, Narcisse P. Jones’ interpolation theorem for noncommutative martingale Hardy spaces. II. (English) Zbl 07900390 J. Lond. Math. Soc., II. Ser. 110, No. 2, Article ID e12968, 29 p. (2024). MSC: 46L52 46L53 46B70 46E30 60G42 60G48 PDFBibTeX XMLCite \textit{N. Randrianantoanina}, J. Lond. Math. Soc., II. Ser. 110, No. 2, Article ID e12968, 29 p. (2024; Zbl 07900390) Full Text: DOI arXiv
Ziliotto, Bruno Mertens conjectures in absorbing games with incomplete information. (English) Zbl 07899437 Ann. Appl. Probab. 34, No. 2, 1948-1986 (2024). MSC: 91A15 60G42 PDFBibTeX XMLCite \textit{B. Ziliotto}, Ann. Appl. Probab. 34, No. 2, 1948--1986 (2024; Zbl 07899437) Full Text: DOI arXiv Link
Stolyarov, Dmitriy On Maz’ya’s \(\Phi\)-inequalities for martingale fractional integration and their Bellman functions. (English) Zbl 07899198 Mich. Math. J. 74, No. 3, 509-526 (2024). MSC: 60G42 60G46 PDFBibTeX XMLCite \textit{D. Stolyarov}, Mich. Math. J. 74, No. 3, 509--526 (2024; Zbl 07899198) Full Text: DOI arXiv Link
Hao, Zhiwei; Ding, Xinru; Li, Libo; Weisz, Ferenc Real interpolation for variable martingale Hardy-Lorentz-Karamata spaces. (English) Zbl 07897530 Anal. Appl., Singap. 22, No. 8, 1389-1416 (2024). MSC: 60G46 60G42 46E30 PDFBibTeX XMLCite \textit{Z. Hao} et al., Anal. Appl., Singap. 22, No. 8, 1389--1416 (2024; Zbl 07897530) Full Text: DOI
Podvigin, Ivan V. On the rate of convergence of ergodic averages for functions of Gordin space. (English) Zbl 07896377 Vladikavkaz. Mat. Zh. 26, No. 2, 95-102 (2024). MSC: 37A30 60G42 PDFBibTeX XMLCite \textit{I. V. Podvigin}, Vladikavkaz. Mat. Zh. 26, No. 2, 95--102 (2024; Zbl 07896377) Full Text: DOI MNR
Niemann, Lars; Schmidt, Thorsten A conditional version of the second fundamental theorem of asset pricing in discrete time. (English) Zbl 07889734 Front. Math. Finance 3, No. 2, 239-269 (2024). MSC: 60G42 91G15 91G30 PDFBibTeX XMLCite \textit{L. Niemann} and \textit{T. Schmidt}, Front. Math. Finance 3, No. 2, 239--269 (2024; Zbl 07889734) Full Text: DOI arXiv
Hoang, Nguyen Huy; Ly, Tran Thi Hai; Chung, Nguyen Quang Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions. (English) Zbl 07879382 J. Math. Inequal. 18, No. 2, 705-717 (2024). MSC: 91G05 60K10 60G42 PDFBibTeX XMLCite \textit{N. H. Hoang} et al., J. Math. Inequal. 18, No. 2, 705--717 (2024; Zbl 07879382) Full Text: DOI OA License
Jiao, Yong; Moslehian, Mohammad Sal; Wu, Lian; Zuo, Yahui \(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales. (English) Zbl 07875302 Proc. Am. Math. Soc. 152, No. 8, 3551-3564 (2024). MSC: 46L53 60G42 60G46 PDFBibTeX XMLCite \textit{Y. Jiao} et al., Proc. Am. Math. Soc. 152, No. 8, 3551--3564 (2024; Zbl 07875302) Full Text: DOI
Rigo, Pietro Finitely additive mass transportation. (English) Zbl 07874402 Bernoulli 30, No. 3, 1825-1844 (2024). MSC: 60A10 49Q22 28A35 28C05 60E05 60G42 PDFBibTeX XMLCite \textit{P. Rigo}, Bernoulli 30, No. 3, 1825--1844 (2024; Zbl 07874402) Full Text: DOI arXiv Link
Quan, Xingyan; Silas, Niyonkuru; Xie, Guangheng Dual spaces for weak martingale Hardy spaces associated with rearrangement-invariant spaces. (English) Zbl 07873620 Potential Anal. 61, No. 1, 83-109 (2024). MSC: 60G42 60G46 42B35 PDFBibTeX XMLCite \textit{X. Quan} et al., Potential Anal. 61, No. 1, 83--109 (2024; Zbl 07873620) Full Text: DOI
Hao, Zhiwei; Li, Libo; Weisz, Ferenc Applications of martingale Hardy Orlicz-Lorentz-Karamata theory in Fourier analysis. (English) Zbl 07871749 Banach J. Math. Anal. 18, No. 3, Paper No. 48, 30 p. (2024). MSC: 42B30 46E30 42C10 60G42 60G46 PDFBibTeX XMLCite \textit{Z. Hao} et al., Banach J. Math. Anal. 18, No. 3, Paper No. 48, 30 p. (2024; Zbl 07871749) Full Text: DOI OA License
Li, Libo; Liu, Kaituo; Wang, Yao Martingale Hardy-Orlicz-amalgam spaces. (English) Zbl 07859575 Ann. Funct. Anal. 15, No. 2, Paper No. 37, 21 p. (2024). MSC: 46E30 60G46 60G42 PDFBibTeX XMLCite \textit{L. Li} et al., Ann. Funct. Anal. 15, No. 2, Paper No. 37, 21 p. (2024; Zbl 07859575) Full Text: DOI
Grigorian, Karen; Jarrow, Robert A. Filtration reduction and incomplete markets. (English) Zbl 1537.91322 Front. Math. Finance 3, No. 1, 78-105 (2024). MSC: 91G20 91G15 60G35 60G42 PDFBibTeX XMLCite \textit{K. Grigorian} and \textit{R. A. Jarrow}, Front. Math. Finance 3, No. 1, 78--105 (2024; Zbl 1537.91322) Full Text: DOI
Ren, Y. Weighted weak type mixed \(\Phi\)-inequalities for martingale maximal operator. (English) Zbl 07857927 Anal. Math. 50, No. 1, 281-294 (2024). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G42 60G46 PDFBibTeX XMLCite \textit{Y. Ren}, Anal. Math. 50, No. 1, 281--294 (2024; Zbl 07857927) Full Text: DOI
Li, L.; Wang, Y.; Yang, A. Atomic decompositions of martingale Hardy Lorentz amalgam spaces and applications. (English) Zbl 07857907 Acta Math. Hung. 172, No. 2, 422-444 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G46 60G42 60G44 46E30 PDFBibTeX XMLCite \textit{L. Li} et al., Acta Math. Hung. 172, No. 2, 422--444 (2024; Zbl 07857907) Full Text: DOI
Jourdain, Benjamin; Pammer, Gudmund An extension of martingale transport and stability in robust finance. (English) Zbl 1537.91327 Electron. J. Probab. 29, Paper No. 57, 30 p. (2024). MSC: 91G20 91G80 49Q22 60G42 PDFBibTeX XMLCite \textit{B. Jourdain} and \textit{G. Pammer}, Electron. J. Probab. 29, Paper No. 57, 30 p. (2024; Zbl 1537.91327) Full Text: DOI arXiv
Bercu, Bernard; Laulin, Lucile How to estimate the memory of the elephant random walk. (English) Zbl 07850697 Commun. Stat., Theory Methods 53, No. 7, 2578-2598 (2024). MSC: 60G50 60G42 62M09 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{L. Laulin}, Commun. Stat., Theory Methods 53, No. 7, 2578--2598 (2024; Zbl 07850697) Full Text: DOI arXiv
Feng, Decheng; Yang, Gaihua Maximal inequalites and applications for reverse demimartingales based on concave Young functions. (English) Zbl 1537.60024 Stat. Probab. Lett. 208, Article ID 110041, 6 p. (2024). MSC: 60E15 60G42 60F15 PDFBibTeX XMLCite \textit{D. Feng} and \textit{G. Yang}, Stat. Probab. Lett. 208, Article ID 110041, 6 p. (2024; Zbl 1537.60024) Full Text: DOI
Ju, Jie; Chen, Wei; Cui, Jingya; Zhang, Chao Characterizations of \(A_{\infty}\) weights in martingale spaces. (English) Zbl 07846482 J. Geom. Anal. 34, No. 7, Paper No. 224, 23 p. (2024). MSC: 60G46 60G48 60G42 PDFBibTeX XMLCite \textit{J. Ju} et al., J. Geom. Anal. 34, No. 7, Paper No. 224, 23 p. (2024; Zbl 07846482) Full Text: DOI arXiv
Ciosmak, Krzysztof J. Corrigendum to: “Applications of Strassen’s theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions”. (English) Zbl 07846395 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 244, Article ID 113542, 5 p. (2024). MSC: 46A55 49N15 26B25 60G42 90C46 49N05 47H05 46N30 PDFBibTeX XMLCite \textit{K. J. Ciosmak}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 244, Article ID 113542, 5 p. (2024; Zbl 07846395) Full Text: DOI arXiv
Bakas, Odysseas; Xu, Zhendong; Zhai, Yujia; Zhang, Hao Multiplication between elements in martingale Hardy spaces and their dual spaces. (English) Zbl 07845283 J. Funct. Anal. 287, No. 2, Article ID 110467, 63 p. (2024). MSC: 47A07 60G42 60G46 42B30 46E30 46F10 PDFBibTeX XMLCite \textit{O. Bakas} et al., J. Funct. Anal. 287, No. 2, Article ID 110467, 63 p. (2024; Zbl 07845283) Full Text: DOI
Hou, Haojie; Ren, Yan-Xia; Song, Renming 1-stable fluctuation of the derivative martingale of branching random walk. (English) Zbl 07842654 Stochastic Processes Appl. 172, Article ID 104338, 32 p. (2024). Reviewer: Jean-Jil Duchamps (Besançon) MSC: 60J80 60F05 60G42 PDFBibTeX XMLCite \textit{H. Hou} et al., Stochastic Processes Appl. 172, Article ID 104338, 32 p. (2024; Zbl 07842654) Full Text: DOI arXiv
Tselishchev, Anton On multipliers into martingale \(SL^\infty\) spaces for arbitrary filtrations. (English) Zbl 07841454 Math. Z. 307, No. 1, Paper No. 15, 18 p. (2024). Reviewer: Nikolaos Fountoulakis (Birmingham) MSC: 60G42 60G46 46B10 PDFBibTeX XMLCite \textit{A. Tselishchev}, Math. Z. 307, No. 1, Paper No. 15, 18 p. (2024; Zbl 07841454) Full Text: DOI arXiv
Kramkov, Dmitry; Sîrbu, Mihai Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces. (English) Zbl 07829789 Ann. Appl. Probab. 34, No. 1B, 1571-1599 (2024). MSC: 60G42 91B24 91B52 PDFBibTeX XMLCite \textit{D. Kramkov} and \textit{M. Sîrbu}, Ann. Appl. Probab. 34, No. 1B, 1571--1599 (2024; Zbl 07829789) Full Text: DOI arXiv
Brückerhoff, Martin; Huesmann, Martin Shadows and barriers. (English) Zbl 07829773 Ann. Appl. Probab. 34, No. 1B, 960-985 (2024). MSC: 60G40 60G42 60J45 PDFBibTeX XMLCite \textit{M. Brückerhoff} and \textit{M. Huesmann}, Ann. Appl. Probab. 34, No. 1B, 960--985 (2024; Zbl 07829773) Full Text: DOI arXiv
Melentijević, Petar Hollenbeck-Verbitsky conjecture on best constant inequalities for analytic and co-analytic projections. (English) Zbl 1536.42005 Math. Ann. 388, No. 4, 4405-4448 (2024). MSC: 42A50 30E20 31C10 32A35 60G42 47B35 PDFBibTeX XMLCite \textit{P. Melentijević}, Math. Ann. 388, No. 4, 4405--4448 (2024; Zbl 1536.42005) Full Text: DOI arXiv
Vovk, Vladimir; Wang, Ruodu Merging sequential e-values via martingales. (English) Zbl 07823237 Electron. J. Stat. 18, No. 1, 1185-1205 (2024). MSC: 62G10 60G42 62C15 62L10 PDFBibTeX XMLCite \textit{V. Vovk} and \textit{R. Wang}, Electron. J. Stat. 18, No. 1, 1185--1205 (2024; Zbl 07823237) Full Text: DOI arXiv Link
Seo, Insuk Book review of: Y. Nishiyama, Martingale methods in statistics. (English) Zbl 07820421 J. Am. Stat. Assoc. 119, No. 545, 787-789 (2024). MSC: 00A17 60-02 60G42 60G44 62M10 PDFBibTeX XMLCite \textit{I. Seo}, J. Am. Stat. Assoc. 119, No. 545, 787--789 (2024; Zbl 07820421) Full Text: DOI
Hong, Guixiang; Ma, Congbian; Wang, Yu John-Nirenberg inequalities for noncommutative column BMO and Lipschitz martingales. (English) Zbl 07811487 Commun. Math. Phys. 405, No. 3, Paper No. 66, 28 p. (2024). Reviewer: Ali Talebi (Mashhad) MSC: 46L53 60G42 46B09 PDFBibTeX XMLCite \textit{G. Hong} et al., Commun. Math. Phys. 405, No. 3, Paper No. 66, 28 p. (2024; Zbl 07811487) Full Text: DOI arXiv
Osękowski, Adam A sharp two-weight estimate for the maximal operator under a bump condition. (English) Zbl 07807399 Monatsh. Math. 203, No. 3, 653-665 (2024). Reviewer: Pierre Portal (Canberra) MSC: 42B25 46E30 60G42 42B37 PDFBibTeX XMLCite \textit{A. Osękowski}, Monatsh. Math. 203, No. 3, 653--665 (2024; Zbl 07807399) Full Text: DOI
Smorodina, N. V.; Yarovaya, E. B. One limit theorem for branching random walks. (English. Russian original) Zbl 1534.60123 Theory Probab. Appl. 68, No. 4, 630-642 (2024); translation from Teor. Veroyatn. Primen. 68, No. 4, 779-795 (2023). MSC: 60J80 60G50 60G42 PDFBibTeX XMLCite \textit{N. V. Smorodina} and \textit{E. B. Yarovaya}, Theory Probab. Appl. 68, No. 4, 630--642 (2024; Zbl 1534.60123); translation from Teor. Veroyatn. Primen. 68, No. 4, 779--795 (2023) Full Text: DOI
Osękowski, Adam A sharp \(L^p\) estimate for the total variation process. (English) Zbl 1532.60083 Stat. Probab. Lett. 206, Article ID 109997, 5 p. (2024). MSC: 60G42 60G46 60G44 PDFBibTeX XMLCite \textit{A. Osękowski}, Stat. Probab. Lett. 206, Article ID 109997, 5 p. (2024; Zbl 1532.60083) Full Text: DOI
Yu, Lin; Mi, Xue Weighted Hardy-Orlicz-amalgam spaces of martingales. (English) Zbl 07803692 Stat. Probab. Lett. 206, Article ID 109995, 9 p. (2024). Reviewer: Guangheng Xie MSC: 60G42 60G48 46E30 PDFBibTeX XMLCite \textit{L. Yu} and \textit{X. Mi}, Stat. Probab. Lett. 206, Article ID 109995, 9 p. (2024; Zbl 07803692) Full Text: DOI
Gałązka, Tomasz; Jiao, Yong; Osękowski, Adam; Wu, Lian The sharp weighted maximal inequalities for noncommutative martingales. (English) Zbl 07796918 J. Funct. Anal. 286, No. 4, Article ID 110270, 41 p. (2024). MSC: 46L53 60G42 PDFBibTeX XMLCite \textit{T. Gałązka} et al., J. Funct. Anal. 286, No. 4, Article ID 110270, 41 p. (2024; Zbl 07796918) Full Text: DOI arXiv
Lu, Jianzhong; Ma, Tao Variable Hardy-Lorentz martingale spaces \(\mathcal{H}_{p(\cdot), q(\cdot)}\). (English) Zbl 1539.60047 Math. Nachr. 297, No. 1, 8-37 (2024). Reviewer: Ferenc Weisz (Budapest) MSC: 60G42 60G46 PDFBibTeX XMLCite \textit{J. Lu} and \textit{T. Ma}, Math. Nachr. 297, No. 1, 8--37 (2024; Zbl 1539.60047) Full Text: DOI
Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas Supermartingale shadow couplings: the decreasing case. (English) Zbl 1539.60045 Bernoulli 30, No. 1, 143-169 (2024). Reviewer: Ferenc Weisz (Budapest) MSC: 60G42 60G44 91G20 60G40 49Q20 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Bernoulli 30, No. 1, 143--169 (2024; Zbl 1539.60045) Full Text: DOI arXiv
Domelevo, K.; Kakaroumpas, S.; Petermichl, S.; Soler i Gibert, Odí Boundedness of Journé operators with matrix weights. (English) Zbl 1530.42025 J. Math. Anal. Appl. 532, No. 2, Article ID 127956, 66 p. (2024). MSC: 42B20 42B25 44A15 60G42 PDFBibTeX XMLCite \textit{K. Domelevo} et al., J. Math. Anal. Appl. 532, No. 2, Article ID 127956, 66 p. (2024; Zbl 1530.42025) Full Text: DOI arXiv
Guyon, Julien Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle. (English) Zbl 1530.91568 Finance Stoch. 28, No. 1, 27-79 (2024). MSC: 91G20 60G42 60H05 94A17 91G80 PDFBibTeX XMLCite \textit{J. Guyon}, Finance Stoch. 28, No. 1, 27--79 (2024; Zbl 1530.91568) Full Text: DOI
Dasgupta, Amites Azuma-Hoeffding bounds for a class of urn models. (English) Zbl 1528.60026 Stat. Probab. Lett. 204, Article ID 109940, 7 p. (2024). MSC: 60F10 60G42 60C05 60E15 PDFBibTeX XMLCite \textit{A. Dasgupta}, Stat. Probab. Lett. 204, Article ID 109940, 7 p. (2024; Zbl 1528.60026) Full Text: DOI arXiv
Wei, Chengfu; Stoyanov, Jordan; Chen, Yiming; Chen, Zijun Improved Catoni-Type Confidence Sequences for Estimating the Mean When the Variance Is Infinite. arXiv:2409.04198 Preprint, arXiv:2409.04198 [math.ST] (2024). MSC: 60G42 62F25 62L12 BibTeX Cite \textit{C. Wei} et al., ``Improved Catoni-Type Confidence Sequences for Estimating the Mean When the Variance Is Infinite'', Preprint, arXiv:2409.04198 [math.ST] (2024) Full Text: arXiv OA License
Doukhan, Paul; Fan, Xiequan Deviation inequalities for contractive infinite memory process. arXiv:2408.11719 Preprint, arXiv:2408.11719 [math.PR] (2024). MSC: 60G42 60J05 60E15 BibTeX Cite \textit{P. Doukhan} and \textit{X. Fan}, ``Deviation inequalities for contractive infinite memory process'', Preprint, arXiv:2408.11719 [math.PR] (2024) Full Text: arXiv OA License
Häusler, Erich; Luschgy, Harald On stable central limit theorems for multivariate discrete-time martingales. arXiv:2407.18633 Preprint, arXiv:2407.18633 [math.PR] (2024). MSC: 60F05 60G42 62F12 62H12 62M10 BibTeX Cite \textit{E. Häusler} and \textit{H. Luschgy}, ``On stable central limit theorems for multivariate discrete-time martingales'', Preprint, arXiv:2407.18633 [math.PR] (2024) Full Text: arXiv OA License
Guo, Xiaoqin On the rate of convergence of the martingale central limit theorem in Wasserstein distances. arXiv:2407.16980 Preprint, arXiv:2407.16980 [math.PR] (2024). MSC: 60G42 60F05 60B10 BibTeX Cite \textit{X. Guo}, ``On the rate of convergence of the martingale central limit theorem in Wasserstein distances'', Preprint, arXiv:2407.16980 [math.PR] (2024) Full Text: arXiv OA License
Wei, Zhenguo; Zhang, Hao On the boundedness and Schatten class property of noncommutative martingale paraproducts and operator-valued commutators. arXiv:2407.14988 Preprint, arXiv:2407.14988 [math.FA] (2024). MSC: 46L53 30H25 60G42 46L52 47B47 15A66 BibTeX Cite \textit{Z. Wei} and \textit{H. Zhang}, ``On the boundedness and Schatten class property of noncommutative martingale paraproducts and operator-valued commutators'', Preprint, arXiv:2407.14988 [math.FA] (2024) Full Text: arXiv OA License
Bayraktar, Erhan; Norgilas, Dominykas Generalizing Super/Sub MOT using weak \(L^1\) transport. arXiv:2407.13002 Preprint, arXiv:2407.13002 [math.PR] (2024). MSC: 60G42 90C46 58E30 BibTeX Cite \textit{E. Bayraktar} and \textit{D. Norgilas}, ``Generalizing Super/Sub MOT using weak $L^1$ transport'', Preprint, arXiv:2407.13002 [math.PR] (2024) Full Text: arXiv OA License
Moyart, Hugues General K-closedness results in noncommutative Lebesgue spaces and applications to the real interpolation of noncommutative martingale Hardy spaces. arXiv:2407.12335 Preprint, arXiv:2407.12335 [math.OA] (2024). MSC: 46L51 46L52 46L53 46B70 46E30 60G42 60G48 BibTeX Cite \textit{H. Moyart}, ``General K-closedness results in noncommutative Lebesgue spaces and applications to the real interpolation of noncommutative martingale Hardy spaces'', Preprint, arXiv:2407.12335 [math.OA] (2024) Full Text: arXiv OA License
Neri, Morenikeji; Powell, Thomas On quantitative convergence for stochastic processes: Crossings, fluctuations and martingales. arXiv:2406.19979 Preprint, arXiv:2406.19979 [math.PR] (2024). MSC: 03F10 60G42 03F03 03F60 60G05 BibTeX Cite \textit{M. Neri} and \textit{T. Powell}, ``On quantitative convergence for stochastic processes: Crossings, fluctuations and martingales'', Preprint, arXiv:2406.19979 [math.PR] (2024) Full Text: arXiv OA License
Niouar, Mounsif; Boukara, Tarik; Ramdane, Kawtar; Bentaleb, Youssef Decomposition of an \( L^{1}(T) \)-bounded martingale and Applications in Riesz spaces. arXiv:2406.19517 Preprint, arXiv:2406.19517 [math.PR] (2024). MSC: 60G48 60G42 47B60 BibTeX Cite \textit{M. Niouar} et al., ``Decomposition of an $ L^{1}(T) $-bounded martingale and Applications in Riesz spaces'', Preprint, arXiv:2406.19517 [math.PR] (2024) Full Text: arXiv OA License
Kuba, Markus On Pólya-Young urn models and growth processes. arXiv:2406.19110 Preprint, arXiv:2406.19110 [math.PR] (2024). MSC: 60F05 60C05 60G42 BibTeX Cite \textit{M. Kuba}, ``On Pólya-Young urn models and growth processes'', Preprint, arXiv:2406.19110 [math.PR] (2024) Full Text: arXiv OA License
Delbaen, Freddy Martingales with Independent Increments. arXiv:2406.18716 Preprint, arXiv:2406.18716 [math.PR] (2024). MSC: 60G42 BibTeX Cite \textit{F. Delbaen}, ``Martingales with Independent Increments'', Preprint, arXiv:2406.18716 [math.PR] (2024) Full Text: arXiv OA License
Park, Bryan; Ray, Souvik Random walk in slowly changing environments. arXiv:2406.14914 Preprint, arXiv:2406.14914 [math.PR] (2024). MSC: 60G42 BibTeX Cite \textit{B. Park} and \textit{S. Ray}, ``Random walk in slowly changing environments'', Preprint, arXiv:2406.14914 [math.PR] (2024) Full Text: arXiv OA License
Schachermayer, Walter; Tschiderer, Bertram The decomposition of stretched Brownian motion into Bass martingales. arXiv:2406.10656 Preprint, arXiv:2406.10656 [math.PR] (2024). MSC: 60G42 60G44 91G20 BibTeX Cite \textit{W. Schachermayer} and \textit{B. Tschiderer}, ``The decomposition of stretched Brownian motion into Bass martingales'', Preprint, arXiv:2406.10656 [math.PR] (2024) Full Text: arXiv OA License
Backhoff-Veraguas, Julio; Loeper, Gregoire; Obloj, Jan Geometric Martingale Benamou-Brenier transport and geometric Bass martingales. arXiv:2406.04016 Preprint, arXiv:2406.04016 [math.PR] (2024). MSC: 60G42 60G44 91G20 BibTeX Cite \textit{J. Backhoff-Veraguas} et al., ``Geometric Martingale Benamou-Brenier transport and geometric Bass martingales'', Preprint, arXiv:2406.04016 [math.PR] (2024) Full Text: arXiv OA License
Ghosh, Partha Pratim; Mallein, Bastien Extremal Process of Last Progeny Modified Branching Random Walks. arXiv:2405.11609 Preprint, arXiv:2405.11609 [math.PR] (2024). MSC: 60G55 60G70 60J80 60G42 60G50 BibTeX Cite \textit{P. P. Ghosh} and \textit{B. Mallein}, ``Extremal Process of Last Progeny Modified Branching Random Walks'', Preprint, arXiv:2405.11609 [math.PR] (2024) Full Text: arXiv OA License
Perrone, Paolo; Van Belle, Ruben Convergence of martingales via enriched dagger categories. arXiv:2404.15191 Preprint, arXiv:2404.15191 [math.CT] (2024). MSC: 60G42 60F25 60B12 60A05 46M15 18F60 68Q55 BibTeX Cite \textit{P. Perrone} and \textit{R. Van Belle}, ``Convergence of martingales via enriched dagger categories'', Preprint, arXiv:2404.15191 [math.CT] (2024) Full Text: arXiv OA License
Keller, Peter; Ugurlu, Mert Fixation probability in Moran-like Processes on graphs. arXiv:2403.12598 Preprint, arXiv:2403.12598 [math.PR] (2024). MSC: 60J10 60G42 92D25 BibTeX Cite \textit{P. Keller} and \textit{M. Ugurlu}, ``Fixation probability in Moran-like Processes on graphs'', Preprint, arXiv:2403.12598 [math.PR] (2024) Full Text: arXiv OA License
Tschiderer, Bertram \(q\)-Bass martingales. arXiv:2402.05669 Preprint, arXiv:2402.05669 [math.PR] (2024). MSC: 60G42 60G44 91G20 BibTeX Cite \textit{B. Tschiderer}, ``$q$-Bass martingales'', Preprint, arXiv:2402.05669 [math.PR] (2024) Full Text: arXiv OA License
Karagulyan, Grigori A. On the best constants in Khintchine type inequalities for martingales. arXiv:2401.16153 Preprint, arXiv:2401.16153 [math.PR] (2024). MSC: 42C05 42C10 60G42 BibTeX Cite \textit{G. A. Karagulyan}, ``On the best constants in Khintchine type inequalities for martingales'', Preprint, arXiv:2401.16153 [math.PR] (2024) Full Text: arXiv OA License
Manole, Tudor; Ramdas, Aaditya Martingale methods for sequential estimation of convex functionals and divergences. (English) Zbl 07883263 IEEE Trans. Inf. Theory 69, No. 7, 4641-4658 (2023). MSC: 62L12 60G42 60G15 PDFBibTeX XMLCite \textit{T. Manole} and \textit{A. Ramdas}, IEEE Trans. Inf. Theory 69, No. 7, 4641--4658 (2023; Zbl 07883263) Full Text: DOI arXiv
Ryom, Songchol; Ri, Inchol Model-free weak no-arbitrage and superhedging under transaction costs beyond efficient friction. (English) Zbl 1536.91336 Int. J. Theor. Appl. Finance 26, No. 6-7, Article ID 2350016, 42 p. (2023). MSC: 91G20 60G42 26E25 PDFBibTeX XMLCite \textit{S. Ryom} and \textit{I. Ri}, Int. J. Theor. Appl. Finance 26, No. 6--7, Article ID 2350016, 42 p. (2023; Zbl 1536.91336) Full Text: DOI
Jiang, Hui; Yang, Guangyu; Yu, Mingming Moderate deviations for the mildly stationary autoregressive model with dependent errors. (English) Zbl 07803280 Statistics 57, No. 6, 1317-1351 (2023). MSC: 62J05 60F10 60G42 PDFBibTeX XMLCite \textit{H. Jiang} et al., Statistics 57, No. 6, 1317--1351 (2023; Zbl 07803280) Full Text: DOI arXiv
Kokoszk, Piotr; Kutta, Tim; Singh, Deepak; Wang, Haonan Limit theorems for a higher order time dependent Markov chain model. (English) Zbl 1532.60042 Probab. Math. Stat. 43, No. 1, 121-139 (2023). MSC: 60F05 60F15 60G42 PDFBibTeX XMLCite \textit{P. Kokoszk} et al., Probab. Math. Stat. 43, No. 1, 121--139 (2023; Zbl 1532.60042) Full Text: DOI
Cichomski, Stanisław; Osękowski, Adam Doob’s estimate for coherent random variables and maximal operators on trees. (English) Zbl 07803206 Probab. Math. Stat. 43, No. 1, 109-119 (2023). MSC: 47-XX 60G42 PDFBibTeX XMLCite \textit{S. Cichomski} and \textit{A. Osękowski}, Probab. Math. Stat. 43, No. 1, 109--119 (2023; Zbl 07803206) Full Text: DOI arXiv
Hadjikyriakou, Milto; Prakasa Rao, B. L. S. Maximal inequalities and convergence results on multidimensionally indexed demimartingales. (English) Zbl 1533.60024 J. Stat. Theory Pract. 17, No. 4, Paper No. 48, 34 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60F15 60G42 60G48 PDFBibTeX XMLCite \textit{M. Hadjikyriakou} and \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 17, No. 4, Paper No. 48, 34 p. (2023; Zbl 1533.60024) Full Text: DOI arXiv
Badreau, Marie; Proïa, Frédéric Consistency and asymptotic normality in a class of nearly unstable processes. (English) Zbl 07800325 Stat. Inference Stoch. Process. 26, No. 3, 619-641 (2023). MSC: 62M10 62F12 60G52 60G10 60G42 PDFBibTeX XMLCite \textit{M. Badreau} and \textit{F. Proïa}, Stat. Inference Stoch. Process. 26, No. 3, 619--641 (2023; Zbl 07800325) Full Text: DOI arXiv
Li, Libo; Hao, Zhiwei The John-Nirenberg inequality for Orlicz-Lorentz spaces in a probabilistic setting. (English) Zbl 1533.60057 Rev. Unión Mat. Argent. 65, No. 2, 347-360 (2023). MSC: 60G46 46E30 60G42 42B35 PDFBibTeX XMLCite \textit{L. Li} and \textit{Z. Hao}, Rev. Unión Mat. Argent. 65, No. 2, 347--360 (2023; Zbl 1533.60057) Full Text: DOI OA License
Pavlov, Igor V. On properties of spaces with martingale mixed norm with summability exponents close to one. (English) Zbl 1533.60056 J. Math. Sci., New York 271, No. 2, Series A, 126-135 (2023). MSC: 60G42 42C05 46B99 PDFBibTeX XMLCite \textit{I. V. Pavlov}, J. Math. Sci., New York 271, No. 2, 126--135 (2023; Zbl 1533.60056) Full Text: DOI
Wiesel, Johannes; Zhang, Erica An optimal transport-based characterization of convex order. (English) Zbl 1528.60036 Depend. Model. 11, Article ID 20230102, 15 p. (2023). MSC: 60G46 60E15 60G42 91G80 PDFBibTeX XMLCite \textit{J. Wiesel} and \textit{E. Zhang}, Depend. Model. 11, Article ID 20230102, 15 p. (2023; Zbl 1528.60036) Full Text: DOI arXiv OA License
Beiglböck, Mathias; Jourdain, Benjamin; Margheriti, William; Pammer, Gudmund Stability of the weak martingale optimal transport problem. (English) Zbl 1532.49041 Ann. Appl. Probab. 33, No. 6B, 5382-5412 (2023). Reviewer: Alain Brillard (Riedisheim) MSC: 49Q22 60G42 91G80 49K45 PDFBibTeX XMLCite \textit{M. Beiglböck} et al., Ann. Appl. Probab. 33, No. 6B, 5382--5412 (2023; Zbl 1532.49041) Full Text: DOI arXiv
Griffiths, Simon; Koch, Christoph; Secco, Matheus Deviation probabilities for arithmetic progressions and irregular discrete structures. (English) Zbl 07790296 Electron. J. Probab. 28, Paper No. 172, 31 p. (2023). MSC: 60C05 05C80 05C65 11B25 60G42 60F10 PDFBibTeX XMLCite \textit{S. Griffiths} et al., Electron. J. Probab. 28, Paper No. 172, 31 p. (2023; Zbl 07790296) Full Text: DOI arXiv
Wiesel, Johannes Continuity of the martingale optimal transport problem on the real line. (English) Zbl 07789644 Ann. Appl. Probab. 33, No. 6A, 4645-4692 (2023). MSC: 60G42 60G46 91G80 PDFBibTeX XMLCite \textit{J. Wiesel}, Ann. Appl. Probab. 33, No. 6A, 4645--4692 (2023; Zbl 07789644) Full Text: DOI arXiv
Bayraktar, Erhan; Deng, Shuoqing; Norgilas, Dominykas A potential-based construction of the increasing supermartingale coupling. (English) Zbl 1529.60036 Ann. Appl. Probab. 33, No. 5, 3803-3834 (2023). MSC: 60G42 49Q22 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., Ann. Appl. Probab. 33, No. 5, 3803--3834 (2023; Zbl 1529.60036) Full Text: DOI arXiv Link
Fan, Wenfei; Jiao, Yong; Wu, Lian Martingale Hardy-Lorentz spaces – a unified approach. (English) Zbl 07787893 Tôhoku Math. J. (2) 75, No. 4, 533-560 (2023). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 60G46 60G42 PDFBibTeX XMLCite \textit{W. Fan} et al., Tôhoku Math. J. (2) 75, No. 4, 533--560 (2023; Zbl 07787893) Full Text: DOI
Demirci, Yunus Emre; Işlak, Ümit; Özdemir, Alperen Mixing time bounds for edge flipping on regular graphs. (English) Zbl 1533.60012 J. Appl. Probab. 60, No. 4, 1317-1332 (2023). MSC: 60C05 60F05 60G42 PDFBibTeX XMLCite \textit{Y. E. Demirci} et al., J. Appl. Probab. 60, No. 4, 1317--1332 (2023; Zbl 1533.60012) Full Text: DOI arXiv
He, Lechen; Peng, Lihua; Xie, Guangheng Martingale inequalities on Musielak-Orlicz Hardy spaces. (English) Zbl 07785026 Math. Nachr. 296, No. 11, 5171-5189 (2023). Reviewer: Rasul A. Khan (Solon) MSC: 60G42 60G46 PDFBibTeX XMLCite \textit{L. He} et al., Math. Nachr. 296, No. 11, 5171--5189 (2023; Zbl 07785026) Full Text: DOI
Karatzas, Ioannis; Schachermayer, Walter A strong law of large numbers for positive random variables. (English) Zbl 1531.60029 Ill. J. Math. 67, No. 3, 517-528 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F15 60A10 60G42 60G46 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{W. Schachermayer}, Ill. J. Math. 67, No. 3, 517--528 (2023; Zbl 1531.60029) Full Text: DOI arXiv Link
Bonami, Aline; Jiao, Yong; Xie, Guangheng; Yang, Dachun; Zhou, Dejian Products and commutators of martingales in \(H_1\) and BMO. (English. French summary) Zbl 07780696 J. Math. Pures Appl. (9) 180, 188-229 (2023). MSC: 60G42 60G46 47B47 42B25 42B30 PDFBibTeX XMLCite \textit{A. Bonami} et al., J. Math. Pures Appl. (9) 180, 188--229 (2023; Zbl 07780696) Full Text: DOI arXiv
Ferenc, Weisz; Xie, Guangheng; Yang, Dachun Dyadic maximal operators on martingale Musielak-Orlicz Hardy type spaces and applications. (English) Zbl 07777027 Integral Equations Oper. Theory 95, No. 4, Paper No. 26, 32 p. (2023). MSC: 60G42 42B08 42B30 60G46 PDFBibTeX XMLCite \textit{W. Ferenc} et al., Integral Equations Oper. Theory 95, No. 4, Paper No. 26, 32 p. (2023; Zbl 07777027) Full Text: DOI
Breton, Jean-Christophe; El-Khatib, Youssef; Fan, Jun; Privault, Nicolas A \(q\)-binomial extension of the CRR asset pricing model. (English) Zbl 1530.91563 Stoch. Models 39, No. 4, 772-796 (2023). MSC: 91G20 60G42 60G50 PDFBibTeX XMLCite \textit{J.-C. Breton} et al., Stoch. Models 39, No. 4, 772--796 (2023; Zbl 1530.91563) Full Text: DOI arXiv
Choné, Philippe; Gozlan, Nathael; Kramarz, Francis Weak optimal transport with unnormalized kernels. (English) Zbl 1535.60007 SIAM J. Math. Anal. 55, No. 6, 6039-6092 (2023). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 60A10 49Q22 49N15 60G42 60E15 PDFBibTeX XMLCite \textit{P. Choné} et al., SIAM J. Math. Anal. 55, No. 6, 6039--6092 (2023; Zbl 1535.60007) Full Text: DOI arXiv
Chen, Jiaming; Laulin, Lucile Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk. (English) Zbl 1523.60080 J. Stat. Phys. 190, No. 10, Paper No. 158, 42 p. (2023). MSC: 60G50 60F05 60G42 60F15 PDFBibTeX XMLCite \textit{J. Chen} and \textit{L. Laulin}, J. Stat. Phys. 190, No. 10, Paper No. 158, 42 p. (2023; Zbl 1523.60080) Full Text: DOI arXiv HAL
Dedecker, Jérôme; Fan, Xiequan; Hu, Haijuan; Merlevède, Florence Rates of convergence in the central limit theorem for the elephant random walk with random step sizes. (English) Zbl 1523.60051 J. Stat. Phys. 190, No. 10, Paper No. 154, 30 p. (2023). MSC: 60F05 60G50 60G42 PDFBibTeX XMLCite \textit{J. Dedecker} et al., J. Stat. Phys. 190, No. 10, Paper No. 154, 30 p. (2023; Zbl 1523.60051) Full Text: DOI arXiv HAL
Fan, Wenfei; Li, Yanmeng; Wu, Lian Real interpolations for martingale Hardy-Orlicz-Lorentz spaces. (English) Zbl 1540.60074 Z. Anal. Anwend. 42, No. 1-2, 157-169 (2023). MSC: 60G42 60G46 PDFBibTeX XMLCite \textit{W. Fan} et al., Z. Anal. Anwend. 42, No. 1--2, 157--169 (2023; Zbl 1540.60074) Full Text: DOI
Liu, Kaituo; Lu, Jianzhong; Peng, Lihua Real interpolation between strong martingale Hardy spaces. (English) Zbl 1540.60075 Acta Math. Vietnam. 48, No. 3, 423-443 (2023). MSC: 60G42 60G46 PDFBibTeX XMLCite \textit{K. Liu} et al., Acta Math. Vietnam. 48, No. 3, 423--443 (2023; Zbl 1540.60075) Full Text: DOI
Silas, N.; Tian, H. Interpolation on weak martingale Hardy-type spaces associated with quasi-Banach function lattice. (English) Zbl 07745822 Acta Math. Hung. 170, No. 2, 551-572 (2023). MSC: 60G46 60G42 42B35 PDFBibTeX XMLCite \textit{N. Silas} and \textit{H. Tian}, Acta Math. Hung. 170, No. 2, 551--572 (2023; Zbl 07745822) Full Text: DOI
Flesch, János; Predtetchinski, Arkadi; Sudderth, William Superfair stochastic games. (English) Zbl 1522.91036 Appl. Math. Optim. 88, No. 3, Paper No. 75, 17 p. (2023). MSC: 91A15 91A10 91A05 60J10 60G42 PDFBibTeX XMLCite \textit{J. Flesch} et al., Appl. Math. Optim. 88, No. 3, Paper No. 75, 17 p. (2023; Zbl 1522.91036) Full Text: DOI OA License
Ghasemi, Mina; Javanian, Mehri; Imany-Nabiyyi, Ramin Note on the exponential recursive \(k\)-ary trees. (English) Zbl 1521.05022 RAIRO, Theor. Inform. Appl. 57, Paper No. 5, 14 p. (2023). MSC: 05C05 05C82 05C90 60C05 60F05 60G42 PDFBibTeX XMLCite \textit{M. Ghasemi} et al., RAIRO, Theor. Inform. Appl. 57, Paper No. 5, 14 p. (2023; Zbl 1521.05022) Full Text: DOI OA License
Light, Bar Improving Hoeffding’s inequality using higher moments information. (English) Zbl 1523.60043 Stat. Probab. Lett. 201, Article ID 109882, 10 p. (2023). MSC: 60E15 60F10 60G50 60G42 PDFBibTeX XMLCite \textit{B. Light}, Stat. Probab. Lett. 201, Article ID 109882, 10 p. (2023; Zbl 1523.60043) Full Text: DOI
Jiao, Yong; Wu, Lian; Zhou, Dejian Noncommutative martingale Hardy-Orlicz spaces: dualities and inequalities. (English) Zbl 1531.46048 Sci. China, Math. 66, No. 9, 2081-2104 (2023). MSC: 46L53 60G42 46L52 PDFBibTeX XMLCite \textit{Y. Jiao} et al., Sci. China, Math. 66, No. 9, 2081--2104 (2023; Zbl 1531.46048) Full Text: DOI
Wang, Hongjian; Ramdas, Aaditya Catoni-style confidence sequences for heavy-tailed mean estimation. (English) Zbl 07726169 Stochastic Processes Appl. 163, 168-202 (2023). MSC: 62L12 60G42 PDFBibTeX XMLCite \textit{H. Wang} and \textit{A. Ramdas}, Stochastic Processes Appl. 163, 168--202 (2023; Zbl 07726169) Full Text: DOI arXiv OA License
Belfadli, R.; Chadad, M.; Erraoui, M. On the sum of Gaussian martingale and an independent fractional Brownian motion. (English) Zbl 1533.60038 Theory Probab. Appl. 68, No. 2, 316-323 (2023) and Teor. Veroyatn. Primen. 68, No. 2, 383-392 (2023). MSC: 60G15 60G42 60G22 PDFBibTeX XMLCite \textit{R. Belfadli} et al., Theory Probab. Appl. 68, No. 2, 316--323 (2023; Zbl 1533.60038) Full Text: DOI
El-Louh, M.’hamed; El-Moustafid, Mohamed; Ezzaki, Fatima; Tahri, Khalid Multivalued Bourgin’s theorem and applications. (English) Zbl 07719218 Ann. Funct. Anal. 14, No. 3, Paper No. 64, 16 p. (2023). MSC: 28B20 46A17 60G42 PDFBibTeX XMLCite \textit{M. El-Louh} et al., Ann. Funct. Anal. 14, No. 3, Paper No. 64, 16 p. (2023; Zbl 07719218) Full Text: DOI
Angel, Omer; Holmes, Mark; Ramirez, Alejandro Balanced excited random walk in two dimensions. (English) Zbl 1535.60142 Ann. Probab. 51, No. 4, 1421-1448 (2023). MSC: 60K35 60G42 PDFBibTeX XMLCite \textit{O. Angel} et al., Ann. Probab. 51, No. 4, 1421--1448 (2023; Zbl 1535.60142) Full Text: DOI arXiv
Berkaoui, Abdelkarem On the optional and orthogonal decompositions of supermartingales and applications. (English) Zbl 1528.60033 Stat. Probab. Lett. 199, Article ID 109850, 8 p. (2023). Reviewer: Ferenc Weisz (Budapest) MSC: 60G42 91B24 PDFBibTeX XMLCite \textit{A. Berkaoui}, Stat. Probab. Lett. 199, Article ID 109850, 8 p. (2023; Zbl 1528.60033) Full Text: DOI
Goginava, Ushangi; Nagy, Károly Two-dimensional martingale transforms and their applications in summability of Walsh-Fourier series. (English) Zbl 1517.42027 J. Geom. Anal. 33, No. 8, Paper No. 245, 19 p. (2023). MSC: 42C10 42B08 60G46 60G42 PDFBibTeX XMLCite \textit{U. Goginava} and \textit{K. Nagy}, J. Geom. Anal. 33, No. 8, Paper No. 245, 19 p. (2023; Zbl 1517.42027) Full Text: DOI
Gałązka, Tomasz; Osękowski, Adam Sharp estimates for martingale transforms with unbounded transforming sequences. (English) Zbl 1539.60046 Electron. J. Probab. 28, Paper No. 66, 20 p. (2023). Reviewer: Michał Strzelecki (Warszawa) MSC: 60G42 60G44 PDFBibTeX XMLCite \textit{T. Gałązka} and \textit{A. Osękowski}, Electron. J. Probab. 28, Paper No. 66, 20 p. (2023; Zbl 1539.60046) Full Text: DOI Link
Rathinasamy, Anandaraman; Mayavel, Pichamuthu The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps. (English) Zbl 07704198 Appl. Math. Comput. 455, Article ID 128129, 25 p. (2023). MSC: 65L20 60H10 60H30 60H35 65C30 60G42 PDFBibTeX XMLCite \textit{A. Rathinasamy} and \textit{P. Mayavel}, Appl. Math. Comput. 455, Article ID 128129, 25 p. (2023; Zbl 07704198) Full Text: DOI
Hendy, Ahmed S.; Zaky, Mahmoud A.; Doha, Eid H. On a discrete fractional stochastic Grönwall inequality and its application in the numerical analysis of stochastic FDEs involving a martingale. (English) Zbl 07702451 Int. J. Nonlinear Sci. Numer. Simul. 24, No. 2, 531-537 (2023). MSC: 65C30 60G22 60G42 PDFBibTeX XMLCite \textit{A. S. Hendy} et al., Int. J. Nonlinear Sci. Numer. Simul. 24, No. 2, 531--537 (2023; Zbl 07702451) Full Text: DOI