Kozhasov, Khazhgali; Lasserre, Jean B. Volumes of sublevel sets of nonnegative forms and complete monotonicity. (English) Zbl 07777560 SIAM J. Appl. Algebra Geom. 7, No. 4, 768-785 (2023). Reviewer: Jaewoo Jung (Daejeon) MSC: 14P10 26B15 26C05 26C10 44A10 51M25 PDFBibTeX XMLCite \textit{K. Kozhasov} and \textit{J. B. Lasserre}, SIAM J. Appl. Algebra Geom. 7, No. 4, 768--785 (2023; Zbl 07777560) Full Text: DOI
Jasiulis-Gołdyn, Barbara H.; Misiewicz, Jolanta K.; Omey, Edward; Wesołowski, Jacek How exceptional is the extremal Kendall and Kendall-type convolution. (English) Zbl 1522.60031 Result. Math. 78, No. 6, Paper No. 224, 37 p. (2023). MSC: 60E10 60G70 44A35 60E05 62G30 PDFBibTeX XMLCite \textit{B. H. Jasiulis-Gołdyn} et al., Result. Math. 78, No. 6, Paper No. 224, 37 p. (2023; Zbl 1522.60031) Full Text: DOI arXiv
Fayolle, Guy; Franceschi, Sandro; Raschel, Kilian Stationary Brownian motion in a \(3 / 4\)-plane: reduction to a Riemann-Hilbert problem via Fourier transforms. (English) Zbl 1522.35353 Indag. Math., New Ser. 34, No. 5, 874-890 (2023). MSC: 35Q15 60J65 44A10 42A38 35R10 35R60 PDFBibTeX XMLCite \textit{G. Fayolle} et al., Indag. Math., New Ser. 34, No. 5, 874--890 (2023; Zbl 1522.35353) Full Text: DOI arXiv
Pirjol, Dan; Zhu, Lingjiong Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion. (English) Zbl 1525.60101 Oper. Res. Lett. 51, No. 3, 346-352 (2023). MSC: 60J65 44A10 91G20 PDFBibTeX XMLCite \textit{D. Pirjol} and \textit{L. Zhu}, Oper. Res. Lett. 51, No. 3, 346--352 (2023; Zbl 1525.60101) Full Text: DOI arXiv
Huang, Lei; Nie, Jiawang; Yuan, Ya-Xiang Generalized truncated moment problems with unbounded sets. (English) Zbl 1519.90161 J. Sci. Comput. 95, No. 1, Paper No. 15, 28 p. (2023). MSC: 90C23 90C22 44A60 47A57 PDFBibTeX XMLCite \textit{L. Huang} et al., J. Sci. Comput. 95, No. 1, Paper No. 15, 28 p. (2023; Zbl 1519.90161) Full Text: DOI arXiv
Holman, Sean; Richardson, Philip Simultaneous recovery of attenuation and source density in SPECT. (English) Zbl 1520.44003 Inverse Probl. Imaging 17, No. 4, 817-840 (2023). Reviewer: Fritz Keinert (Ames) MSC: 44A12 65R10 PDFBibTeX XMLCite \textit{S. Holman} and \textit{P. Richardson}, Inverse Probl. Imaging 17, No. 4, 817--840 (2023; Zbl 1520.44003) Full Text: DOI arXiv
di Dio, Philipp J. The multidimensional truncated moment problem: Gaussian mixture reconstruction from derivatives of moments. (English) Zbl 07590529 J. Math. Anal. Appl. 517, No. 1, Article ID 126592, 27 p. (2023). MSC: 44A60 90Cxx 65Fxx PDFBibTeX XMLCite \textit{P. J. di Dio}, J. Math. Anal. Appl. 517, No. 1, Article ID 126592, 27 p. (2023; Zbl 07590529) Full Text: DOI
Ma, Jingtang; Cui, Zhenyu; Li, Wenyuan Laplace bounds approximation for American options. (English) Zbl 1505.91386 Probab. Eng. Inf. Sci. 36, No. 2, 514-547 (2022). MSC: 91G20 60G40 44A10 PDFBibTeX XMLCite \textit{J. Ma} et al., Probab. Eng. Inf. Sci. 36, No. 2, 514--547 (2022; Zbl 1505.91386) Full Text: DOI
Shi, Chao Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications. (English) Zbl 1517.91241 J. Econ. Dyn. Control 143, Article ID 104518, 17 p. (2022). MSC: 91G20 60J74 44A10 91G60 PDFBibTeX XMLCite \textit{C. Shi}, J. Econ. Dyn. Control 143, Article ID 104518, 17 p. (2022; Zbl 1517.91241) Full Text: DOI
Chevalier, Etienne; Pulido, Sergio; Zúñiga, Elizabeth American options in the Volterra Heston model. (English) Zbl 1491.91140 SIAM J. Financ. Math. 13, No. 2, 426-458 (2022). MSC: 91G20 60G40 44A10 PDFBibTeX XMLCite \textit{E. Chevalier} et al., SIAM J. Financ. Math. 13, No. 2, 426--458 (2022; Zbl 1491.91140) Full Text: DOI arXiv
Quijorna, María López Detecting optimality and extracting solutions in polynomial optimization with the truncated GNS construction. (English) Zbl 1484.90070 J. Glob. Optim. 81, No. 3, 559-598 (2021). Reviewer: Sorin-Mihai Grad (Paris) MSC: 90C23 90C22 90C26 44A60 65D32 PDFBibTeX XMLCite \textit{M. L. Quijorna}, J. Glob. Optim. 81, No. 3, 559--598 (2021; Zbl 1484.90070) Full Text: DOI arXiv
Cai, Ning; Li, Chenxu; Shi, Chao Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms. (English) Zbl 1475.91351 J. Econ. Dyn. Control 127, Article ID 104113, 41 p. (2021). MSC: 91G20 60H07 44A15 PDFBibTeX XMLCite \textit{N. Cai} et al., J. Econ. Dyn. Control 127, Article ID 104113, 41 p. (2021; Zbl 1475.91351) Full Text: DOI
Adly, S.; Nacry, F.; Thibault, L. New metric properties for prox-regular sets. (English) Zbl 1479.49026 Math. Program. 189, No. 1-2 (B), 7-36 (2021). MSC: 49J52 49J53 41A65 44A15 PDFBibTeX XMLCite \textit{S. Adly} et al., Math. Program. 189, No. 1--2 (B), 7--36 (2021; Zbl 1479.49026) Full Text: DOI HAL
Baccelli, François; Vishwanath, Sriram; Oh Woo, Jae On the steady state of continuous-time stochastic opinion dynamics with power-law confidence. (English) Zbl 1471.91388 J. Appl. Probab. 58, No. 3, 746-772 (2021). MSC: 91D30 35Q91 44A10 PDFBibTeX XMLCite \textit{F. Baccelli} et al., J. Appl. Probab. 58, No. 3, 746--772 (2021; Zbl 1471.91388) Full Text: DOI arXiv
Holman, Sean; Richardson, Philip SPECT with a multi-bang assumption on attenuation. (English) Zbl 1454.65154 Inverse Probl. 36, No. 12, Article ID 125005, 31 p. (2020). Reviewer: Antoine Tonnoir (Rouen) MSC: 65N21 44A12 65N06 78A46 78A60 81V80 PDFBibTeX XMLCite \textit{S. Holman} and \textit{P. Richardson}, Inverse Probl. 36, No. 12, Article ID 125005, 31 p. (2020; Zbl 1454.65154) Full Text: DOI arXiv
Song, Shiyu; Wang, Yongjin; Xu, Guangli On the probability of default in a market with price clustering and jump risk. (English) Zbl 1437.91443 Math. Financ. Econ. 14, No. 2, 225-247 (2020). MSC: 91G40 60J76 44A10 PDFBibTeX XMLCite \textit{S. Song} et al., Math. Financ. Econ. 14, No. 2, 225--247 (2020; Zbl 1437.91443) Full Text: DOI
Omwonylee, Joseph Okello Large deviations for the longest gap in Poisson processes. (English) Zbl 1434.60092 Bull. Aust. Math. Soc. 101, No. 1, 146-156 (2020). MSC: 60F10 44A10 60G50 60G70 PDFBibTeX XMLCite \textit{J. O. Omwonylee}, Bull. Aust. Math. Soc. 101, No. 1, 146--156 (2020; Zbl 1434.60092) Full Text: DOI
Coroianu, Lucian; Stefanini, Luciano Properties of fuzzy transform obtained from \(L_p\) minimization and a connection with Zadeh’s extension principle. (English) Zbl 1455.44005 Inf. Sci. 478, 331-354 (2019). Reviewer: Salvatore Sessa (Napoli) MSC: 44A15 46S40 PDFBibTeX XMLCite \textit{L. Coroianu} and \textit{L. Stefanini}, Inf. Sci. 478, 331--354 (2019; Zbl 1455.44005) Full Text: DOI
Muns, Sander An iterative algorithm to bound partial moments. (English) Zbl 1417.65027 Comput. Stat. 34, No. 1, 89-122 (2019). MSC: 65C50 44A60 90C15 PDFBibTeX XMLCite \textit{S. Muns}, Comput. Stat. 34, No. 1, 89--122 (2019; Zbl 1417.65027) Full Text: DOI
di Dio, Philipp J.; Schmüdgen, Konrad The multidimensional truncated moment problem: Carathéodory numbers. (English) Zbl 1404.44013 J. Math. Anal. Appl. 461, No. 2, 1606-1638 (2018). Reviewer: Mihai Putinar (Santa Barbara) MSC: 44A60 PDFBibTeX XMLCite \textit{P. J. di Dio} and \textit{K. Schmüdgen}, J. Math. Anal. Appl. 461, No. 2, 1606--1638 (2018; Zbl 1404.44013) Full Text: DOI arXiv
Infusino, M.; Kuna, T.; Lebowitz, J. L.; Speer, E. R. The truncated moment problem on \(\mathbb{N}_0\). (English) Zbl 1373.60005 J. Math. Anal. Appl. 452, No. 1, 443-468 (2017). MSC: 60B05 44A60 PDFBibTeX XMLCite \textit{M. Infusino} et al., J. Math. Anal. Appl. 452, No. 1, 443--468 (2017; Zbl 1373.60005) Full Text: DOI arXiv
Minardi, Stefania; Savochkin, Andrei Characterizations of smooth ambiguity based on continuous and discrete data. (English) Zbl 1360.91073 Math. Oper. Res. 42, No. 1, 167-178 (2017). MSC: 91B06 46N10 44A60 91G10 PDFBibTeX XMLCite \textit{S. Minardi} and \textit{A. Savochkin}, Math. Oper. Res. 42, No. 1, 167--178 (2017; Zbl 1360.91073) Full Text: DOI Link
Angelini, Flavio; Herzel, Stefano Evaluating discrete dynamic strategies in affine models. (English) Zbl 1398.91561 Quant. Finance 15, No. 2, 313-326 (2015). MSC: 91G20 44A10 PDFBibTeX XMLCite \textit{F. Angelini} and \textit{S. Herzel}, Quant. Finance 15, No. 2, 313--326 (2015; Zbl 1398.91561) Full Text: DOI
Bekker, R.; Vis, P.; Dorsman, J. L.; van der Mei, R. D.; Winands, E. M. M. The impact of scheduling policies on the waiting-time distributions in polling systems. (English) Zbl 1310.90024 Queueing Syst. 79, No. 2, 145-172 (2015). MSC: 90B22 60K25 68M20 90C59 90B36 44A10 65R10 PDFBibTeX XMLCite \textit{R. Bekker} et al., Queueing Syst. 79, No. 2, 145--172 (2015; Zbl 1310.90024) Full Text: DOI Link
Cai, Ning; Shi, Chao A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications. (English) Zbl 1310.44002 Stoch. Syst. 4, No. 2, 404-448 (2014). MSC: 44A10 91G20 91G60 PDFBibTeX XMLCite \textit{N. Cai} and \textit{C. Shi}, Stoch. Syst. 4, No. 2, 404--448 (2014; Zbl 1310.44002) Full Text: DOI Euclid
Bo, Lijun; Wang, Yongjin; Yang, Xuewei On the default probability in a regime-switching regulated market. (English) Zbl 1291.91169 Methodol. Comput. Appl. Probab. 16, No. 1, 101-113 (2014). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B70 60H10 44A10 91B25 PDFBibTeX XMLCite \textit{L. Bo} et al., Methodol. Comput. Appl. Probab. 16, No. 1, 101--113 (2014; Zbl 1291.91169) Full Text: DOI
Ninh, Anh; Prékopa, András The discrete moment problem with fractional moments. (English) Zbl 1287.90032 Oper. Res. Lett. 41, No. 6, 715-718 (2013). MSC: 90C05 60E99 44A60 PDFBibTeX XMLCite \textit{A. Ninh} and \textit{A. Prékopa}, Oper. Res. Lett. 41, No. 6, 715--718 (2013; Zbl 1287.90032) Full Text: DOI
Bo, Lijun; Ren, Guijun; Wang, Yongjin; Yang, Xuewei First passage times of reflected generalized Ornstein-Uhlenbeck processes. (English) Zbl 1261.60080 Stoch. Dyn. 13, No. 1, Paper No. 1250014, 16 p. (2013). MSC: 60J75 44A10 60J27 PDFBibTeX XMLCite \textit{L. Bo} et al., Stoch. Dyn. 13, No. 1, Paper No. 1250014, 16 p. (2013; Zbl 1261.60080) Full Text: DOI
Cai, Ning Pricing and hedging of quantile options in a flexible jump diffusion model. (English) Zbl 1230.60088 J. Appl. Probab. 48, No. 3, 637-656 (2011). Reviewer: A. Świerniak (Gliwice) MSC: 60J75 44A10 60J60 60H10 91B24 91B70 PDFBibTeX XMLCite \textit{N. Cai}, J. Appl. Probab. 48, No. 3, 637--656 (2011; Zbl 1230.60088) Full Text: DOI
Fialkow, Lawrence; Nie, Jiawang Positivity of Riesz functionals and solutions of quadratic and quartic moment problems. (English) Zbl 1185.47016 J. Funct. Anal. 258, No. 1, 328-356 (2010). Reviewer: Florian-Horia Vasilescu (Villeneuve d’Ascq) MSC: 47A57 44A60 PDFBibTeX XMLCite \textit{L. Fialkow} and \textit{J. Nie}, J. Funct. Anal. 258, No. 1, 328--356 (2010; Zbl 1185.47016) Full Text: DOI arXiv
Butnariu, Dan; Shklyar, Ben Zion Existence and approximation of solutions for Fredholm equations of the first kind with applications to a linear moment problem. (English) Zbl 1151.65099 Optim. Methods Softw. 23, No. 1, 21-37 (2008). Reviewer: Cornelis van der Mee (Cagliari) MSC: 65R20 45B05 44A60 65R10 PDFBibTeX XMLCite \textit{D. Butnariu} and \textit{B. Z. Shklyar}, Optim. Methods Softw. 23, No. 1, 21--37 (2008; Zbl 1151.65099) Full Text: DOI
Hu, Chin-Yuan; Lin, Gwo Dong Some inequalities for Laplace transforms. (English) Zbl 1156.60012 J. Math. Anal. Appl. 340, No. 1, 675-686 (2008). Reviewer: Khalifa Trimèche (Tunis) MSC: 60E10 44A10 60E15 PDFBibTeX XMLCite \textit{C.-Y. Hu} and \textit{G. D. Lin}, J. Math. Anal. Appl. 340, No. 1, 675--686 (2008; Zbl 1156.60012) Full Text: DOI
Hubalek, Friedrich; Kallsen, Jan; Krawczyk, Leszek Variance-optimal hedging for processes with stationary independent increments. (English) Zbl 1189.91206 Ann. Appl. Probab. 16, No. 2, 853-885 (2006). MSC: 91G20 60H30 60H05 44A10 60G51 PDFBibTeX XMLCite \textit{F. Hubalek} et al., Ann. Appl. Probab. 16, No. 2, 853--885 (2006; Zbl 1189.91206) Full Text: DOI arXiv
Censor, Yair; Herman, Gabor T. On some optimization techniques in image reconstruction from projections. (English) Zbl 0655.65140 Appl. Numer. Math. 3, 365-391 (1987). Reviewer: F.Natterer MSC: 65R10 44A15 PDFBibTeX XMLCite \textit{Y. Censor} and \textit{G. T. Herman}, Appl. Numer. Math. 3, 365--391 (1987; Zbl 0655.65140) Full Text: DOI
Keilson, Julian; Sumita, Ushio A general Laguerre transform and a related distance between probability measures. (English) Zbl 0601.44005 J. Math. Anal. Appl. 113, 288-308 (1986). Reviewer: C.M.Joshi MSC: 44A15 47B37 PDFBibTeX XMLCite \textit{J. Keilson} and \textit{U. Sumita}, J. Math. Anal. Appl. 113, 288--308 (1986; Zbl 0601.44005) Full Text: DOI