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Found 790 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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Bermudan option valuation under state-dependent models. (English) Zbl 1417.91492

Londoño, Jaime A. (ed.) et al., Actuarial sciences and quantitative finance. ICASQF2016, Cartagena, Colombia, June 15–18, 2016. Cham: Springer. Springer Proc. Math. Stat. 214, 127-138 (2017).
MSC:  91G20 60G51 60G44
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Projections, pseudo-stopping times and the immersion property. (English) Zbl 1367.60041

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLVIII. Cham: Springer (ISBN 978-3-319-44464-2/pbk; 978-3-319-44465-9/ebook). Lecture Notes in Mathematics 2168. Séminaire de Probabilités, 459-467 (2016).
MSC:  60G40 60G42 60J65
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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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