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Found 548 Documents (Results 1–100)

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Single jump filtrations: preservation of the local martingale property with respect to the filtration generated by the local martingale. (English) Zbl 1483.60064

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 219-231 (2021).
MSC:  60G44
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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).
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Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. (English) Zbl 1453.91004

Hackensack, NJ: World Scientific (ISBN 978-1-78634-194-5/hbk; 978-1-78634-196-9/ebook). cxxxvii, 180 p. (2019).
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Stochastic processes. Translated from the Russian. Original Russian edition published by LAN Publishing, St. Petersburg 2013. (English) Zbl 1390.60003

Probability and Its Applications. Cham: Birkhäuser/Springer (ISBN 978-3-319-62309-2/hbk; 978-3-319-62310-8/ebook). xiv, 626 p. (2017).
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Continuity of local time: an applied perspective. (English) Zbl 1354.60082

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 191-207 (2016).
MSC:  60J55 60J65 60J60
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Non-homogeneous local \(T1\) theorem: dual exponents. (English) Zbl 1345.42017

Li, Junfeng (ed.) et al., Some topics in harmonic analysis and applications. Special volume dedicated to Shanzhen Lu on the occasion of his 75th birthday. Somerville, MA: International Press; Beijing: Higher Education Press (ISBN 978-1-57146-315-9/pbk). Advanced Lectures in Mathematics (ALM) 34, 231-264 (2016).
MSC:  42B20 42B25 60G46
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Lévy processes with two-sided reflection. (English) Zbl 1338.60126

Andersen, Lars Nørvang et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). Lecture Notes in Mathematics 2149. Lévy Matters, 67-182 (2015).
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Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments. (English. Ukrainian original) Zbl 1327.60088

Theory Probab. Math. Stat. 90, 207-221 (2015); translation from Teor. Jmovirn. Mat. Stat. 90, 182–195 (2014).
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Incompleteness of the bond market with Lévy noise under the physical measure. (English) Zbl 1318.91078

Palczewski, Andrzej (ed.) et al., Advances in mathematics of finance. Selected papers of the 6th general AMaMeF and Banach Center Conference, Warsaw, Poland, June 10–15, 2013. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-27-0). Banach Center Publications 104, 61-84 (2015).
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