Hou, Mixuan; Li, Cuiting; Xie, Guangheng; Zuo, Yahui Complex interpolation between noncommutative martingale BMO spaces and Hardy-Orlicz spaces. (English) Zbl 07921296 Ann. Funct. Anal. 15, No. 3, Paper No. 71, 15 p. (2024). MSC: 46L52 46L53 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Libo; Liu, Kaituo; Wang, Yao Martingale inequalities in Orlicz-Karamata modular spaces. (English) Zbl 07921125 Banach J. Math. Anal. 18, No. 3, Paper No. 54, 24 p. (2024). MSC: 46E30 60G46 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Louriki, Mohammed Information-based approach: pricing of a credit risky asset in the presence of default time. (English) Zbl 07920277 Probab. Uncertain. Quant. Risk 9, No. 3, 405-430 (2024). MSC: 60G40 60G46 60J25 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gagnon, Gregory Semimartingale dynamics for a backward exchange rate process. (English) Zbl 07920275 Probab. Uncertain. Quant. Risk 9, No. 3, 371-388 (2024). MSC: 60G17 91B55 91B64 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Dhillon, Manisha; Kataria, Kuldeep Kumar On martingale characterizations of generalized counting process and its time-changed variants. (English) Zbl 07920149 J. Math. Anal. Appl. 540, No. 2, Article ID 128749, 9 p. (2024). MSC: 60G55 60G22 60G51 60G44 × Cite Format Result Cite Review PDF Full Text: DOI
Tephnadze, George; Weisz, Ferenc Modulus of continuity and convergence of Fejér means of Vilenkin-Fourier series in the variable martingale Hardy space \(H_{p(\cdot)}\). (English) Zbl 07919563 Duduchava, Roland (ed.) et al., Tbilisi analysis and PDE seminar. Extended abstracts of the 2020–2023. Seminar talks. Cham: Birkhäuser. Trends Math., Res. Perspect. Ghent Anal. PDE Cent. 7, 201-210 (2024). MSC: 42C10 60G46 46L52 40F05 42B25 × Cite Format Result Cite Review PDF Full Text: DOI
Tephnadze, George Convergence and summability in classical and martingale Hardy spaces. (English) Zbl 07919562 Duduchava, Roland (ed.) et al., Tbilisi analysis and PDE seminar. Extended abstracts of the 2020–2023. Seminar talks. Cham: Birkhäuser. Trends Math., Res. Perspect. Ghent Anal. PDE Cent. 7, 191-199 (2024). MSC: 42C10 42A20 42B25 60G46 46L52 40F05 × Cite Format Result Cite Review PDF Full Text: DOI
Baramidze, Davit Martingale Hardy spaces and some maximal operators associated with Walsh-Fejér means. (English) Zbl 07919547 Duduchava, Roland (ed.) et al., Tbilisi analysis and PDE seminar. Extended abstracts of the 2020–2023. Seminar talks. Cham: Birkhäuser. Trends Math., Res. Perspect. Ghent Anal. PDE Cent. 7, 31-42 (2024). MSC: 42C10 42B30 × Cite Format Result Cite Review PDF Full Text: DOI
Athreya, Siva; Borkar, Vivek S.; Gadhiwala, Nitya Controlled martingale problems and their Markov mimics. (English) Zbl 07916664 SIAM J. Control Optim. 62, No. 5, 2621-2638 (2024). MSC: 60J25 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Yinfeng; Jiao, Yuling; Qiu, Rui; Yu, Zhou Deep nonlinear sufficient dimension reduction. (English) Zbl 07916577 Ann. Stat. 52, No. 3, 1201-1226 (2024). MSC: 62M45 60G25 62G08 62H12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Karagulyan, G. A. Sharp inequalities involving multiplicative chaos sums. (English) Zbl 07915669 Acta Math. Hung. 173, No. 2, 340-351 (2024). MSC: 42C05 42C10 42A55 60G42 60G48 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Jize; Zhou, Yonghui Optimal control of LQ problem with anticipative partial observations. (English) Zbl 07915336 Eur. J. Control 79, Article ID 101095, 7 p. (2024). MSC: 93E20 49N10 49N35 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link OA License
Backhoff-Veraguas, Julio; Beiglböck, Mathias The most exciting game. (English) Zbl 07905723 Electron. Commun. Probab. 29, Paper No. 6, 12 p. (2024). MSC: 91A10 60G44 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link OA License
Hou, Haojie; Ren, Yan-Xia; Song, Renming The Seneta-Heyde scaling for supercritical super-Brownian motion. (English. French summary) Zbl 07904837 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 1387-1417 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60J68 60F05 60F15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Cuchiero, Christa; Di Persio, Luca; Guida, Francesco; Svaluto-Ferro, Sara Measure-valued affine and polynomial diffusions. (English) Zbl 07904803 Stochastic Processes Appl. 175, Article ID 104392, 29 p. (2024). MSC: 60J68 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Janák, Josef; Reiß, Markus Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements. (English) Zbl 07904797 Stochastic Processes Appl. 175, Article ID 104385, 19 p. (2024). MSC: 60H15 60F05 62G05 35J15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Akboudj, Meryem; Jiao, Yong; Osękowski, Adam Non-symmetric differentially subordinate martingales and sharp weak-type bounds for Fourier multipliers. (English) Zbl 07903796 Sci. China, Math. 67, No. 8, 1807-1826 (2024). MSC: 46B09 42B15 60G44 × Cite Format Result Cite Review PDF Full Text: DOI
Guan, Qian; Yang, Shu A unified inference framework for multiple imputation using martingales. (English) Zbl 07901858 Stat. Sin. 34, No. 3, 1649-1673 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jiang, Weimin; Li, Juan; Wei, Qingmeng General mean-field BSDEs with diagonally quadratic generator in multi-dimension. (English) Zbl 07901497 Discrete Contin. Dyn. Syst. 44, No. 10, 2957-2984 (2024). MSC: 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aguech, Rafik; El Machkouri, Mohamed Corrigendum to: “Gaussian fluctuations of the elephant random walk with gradually increasing memory”. (English) Zbl 07900877 J. Phys. A, Math. Theor. 57, No. 34, Article ID 349501, 8 p. (2024). MSC: 60G50 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Issoglio, Elena; Russo, Francesco Stochastic differential equations with singular coefficients: the martingale problem view and the stochastic dynamics view. (English) Zbl 07900852 J. Theor. Probab. 37, No. 3, 2352-2393 (2024). MSC: 60H10 60H30 60H50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
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). Reviewer: Adam Skalski (Warszawa) MSC: 46L52 46B70 46E30 60G48 × Cite Format Result Cite Review PDF 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 91A27 91A10 91A50 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hata, Hiroaki A long-term optimal consumption and investment problem with partial information. (English) Zbl 07897755 Math. Control Relat. Fields 14, No. 3, 867-895 (2024). MSC: 91G10 93E20 60H30 60G46 × Cite Format Result Cite Review PDF Full Text: DOI
Jarrow, Robert A.; Kwok, Simon S. A study on asset price bubble dynamics: explosive trend or quadratic variation? (English) Zbl 07897038 Quant. Finance 24, No. 5, 613-626 (2024). MSC: 91G30 × Cite Format Result Cite Review PDF Full Text: DOI OA License
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 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Zastawniak, Tomasz Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space. (English) Zbl 07890794 Decis. Econ. Finance 47, No. 1, 137-149 (2024). MSC: 91G30 60G48 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Doldi, Alessandro; Frittelli, Marco; Rosazza Gianin, Emanuela On entropy martingale optimal transport theory. (English) Zbl 07890790 Decis. Econ. Finance 47, No. 1, 1-42 (2024). MSC: 91G20 49Q22 60G46 91G80 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Iksanov, Alexander; Kolesko, Konrad; Meiners, Matthias Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes. (English) Zbl 07889243 Ann. Probab. 52, No. 4, 1538-1606 (2024). MSC: 60J80 60F05 60G44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bouillard, Anne MGF-based SNC for stationary independent Markovian processes with localized application of martingales. (English) Zbl 07888867 Discrete Event Dyn. Syst. 34, No. 2, 375-401 (2024). MSC: 93E03 93B70 60G48 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berikashvili, Valeri; Jokhadze, Valeriane; Namgalauri, Ekaterine; Purtukhia, Omar On martingale representations of non-smooth Brownian functionals. (English) Zbl 07887974 J. Math. Sci., New York 280, No. 3, Series A, 480-487 (2024). MSC: 60H05 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Ji, Shaolin; Liu, Haodong Solvability of one kind of forward-backward stochastic difference equations. (English) Zbl 07887794 Commun. Stat., Theory Methods 53, No. 16, 5853-5870 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khademnoe, Omid; Hosseini-Nasab, S. Mohammad E. On the validity of the bootstrap hypothesis testing in functional linear regression. (English) Zbl 1541.62092 Stat. Pap. 65, No. 4, 2361-2396 (2024). MSC: 62G08 62J05 62G10 62E20 62R10 × Cite Format Result Cite Review PDF Full Text: DOI
Meskhi, Alexander Extrapolation in grand Banach function spaces and applications. (English) Zbl 07887465 Trans. A. Razmadze Math. Inst. 178, No. 1, 165-169 (2024). MSC: 46E30 42B20 42B25 × Cite Format Result Cite Review PDF Full Text: Link
Tan, Hui-qun; Hu, Zhi-shui; Dong, Liang Strong invariance principle for a counterbalanced random walk. (English) Zbl 07884889 Appl. Math., Ser. B (Engl. Ed.) 39, No. 2, 370-380 (2024). MSC: 60F17 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Bogachev, V. I.; Shaposhnikov, S. V. On reconstruction of Kolmogorov operators with discontinuous coefficients. (English) Zbl 07883839 Dokl. Math. 109, No. 2, 103-106 (2024). MSC: 47-XX 35Q84 60H30 60Gxx × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Yue; Yuan, Xiaohui; Wang, Chunjie Estimation and variable selection for single-index models with non ignorable missing data. (English) Zbl 07881549 Commun. Stat., Theory Methods 53, No. 14, 4945-4974 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Luc T. Tuyen; Vu T. Luan A representation theorem for set-valued submartingales. (English) Zbl 07880484 Stochastic Anal. Appl. 42, No. 3, 487-498 (2024). MSC: 60H05 60G44 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Breit, Dominic; Feireisl, Eduard; Hofmanová, Martina On the long-time behavior of compressible fluid flows excited by random forcing. (English) Zbl 07878740 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 41, No. 4, 961-993 (2024). Reviewer: Alain Brillard (Riedisheim) MSC: 35Q30 76N10 60H15 60H30 35B40 76M35 35R60 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Sester, Julian A multi-marginal c-convex duality theorem for martingale optimal transport. (English) Zbl 07878524 Stat. Probab. Lett. 210, Article ID 110112, 6 p. (2024). MSC: 60G44 49Q22 49Q20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Ping; Wei, Rong; Zhang, Tusheng Large deviations of reflected weakly interacting particle systems. (English) Zbl 07874411 Bernoulli 30, No. 3, 2052-2073 (2024). MSC: 60F10 60H10 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Biagini, Sara; Žitković, Gordan Representation of random variables as Lebesgue integrals. (English) Zbl 07874404 Bernoulli 30, No. 3, 1878-1893 (2024). MSC: 60H05 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Rigo, Pietro Finitely additive mass transportation. (English) Zbl 07874402 Bernoulli 30, No. 3, 1825-1844 (2024). MSC: 60A10 49Q22 28A35 28C05 60E05 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Zhang, Li-Xin Functional Shige Peng’s central limit theorems for martingale vectors. (English) Zbl 07873906 Commun. Math. Stat. 12, No. 2, 357-383 (2024). Reviewer: Peter Kern (Düsseldorf) MSC: 60F05 60F17 60G48 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Liang, Hong; Chen, Zhiping; Jing, Kaili Actor-critic reinforcement learning algorithms for mean field games in continuous time, state and action spaces. (English) Zbl 07873824 Appl. Math. Optim. 89, No. 3, Paper No. 72, 35 p. (2024). MSC: 91A16 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Ji, Shaolin; Jin, Hanqing; Shi, Xiaomin Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients. (English) Zbl 07871738 ESAIM, Control Optim. Calc. Var. 30, Paper No. 45, 29 p. (2024). MSC: 60H10 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Demir, Sakin Banach space-valued \(H^p\) spaces with \(A_p\) weight. (English) Zbl 07870764 Ill. J. Math. 68, No. 2, 331-339 (2024). MSC: 42B30 42B20 46E30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Criens, David Stochastic processes under parameter uncertainty. (English) Zbl 1540.60092 J. Math. Anal. Appl. 538, No. 2, Article ID 128388, 45 p. (2024). MSC: 60G65 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bendahmane, M.; Karlsen, K. H.; Mroué, F. Stochastic electromechanical bidomain model. (English) Zbl 07867526 Nonlinearity 37, No. 7, Article ID 075023, 48 p. (2024). MSC: 35R60 74F15 92C30 92C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Aryasova, Olga; Pavlyukevich, Ilya; Pilipenko, Andrey Homogenization of a multivariate diffusion with semipermeable interfaces. (English) Zbl 07865985 J. Theor. Probab. 37, No. 2, 1787-1823 (2024). MSC: 60H10 60F05 60H17 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Fan, Aihua; Queffélec, Hervé; Queffélec, Martine The Furstenberg set and its random version. (English) Zbl 07861326 Enseign. Math. (2) 70, No. 1-2, 61-120 (2024). Reviewer: Thomas B. Ward (Durham) MSC: 37A44 37A46 37A50 43A46 60G46 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
van Delft, Anne; Dette, Holger A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes. (English) Zbl 1539.62277 Ann. Stat. 52, No. 2, 550-579 (2024). MSC: 62M10 60B12 62M15 62R10 60F17 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Stahl, Philip; Blauth, Jérôme Martingale defects in the volatility surface and bubble conditions in the underlying. (English) Zbl 1537.91335 Rev. Deriv. Res. 27, No. 1, 85-111 (2024). MSC: 91G20 91B70 60G46 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI
Cerreia-Vioglio, Simone; Ortu, Fulvio; Rotondi, Francesco; Severino, Federico On horizon-consistent mean-variance portfolio allocation. (English) Zbl 1539.91117 Ann. Oper. Res. 336, No. 1-2, 797-828 (2024). MSC: 91G10 91G30 93E20 60G46 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xuejun; Deng, Xin; Wu, Yi Asymptotic properties of the wavelet estimator in non parametric regression model with martingale difference errors. (English) Zbl 07859009 Commun. Stat., Theory Methods 53, No. 9, 3312-3336 (2024). MSC: 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Yuan, Xiaohui; Wang, Yue; Wang, Yiming; Liu, Tianqing Variable selection for single-index models based on martingale difference divergence. (English) Zbl 07858467 J. Korean Stat. Soc. 53, No. 1, 42-64 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Braukhoff, Marcel; Huber, Florian; Jüngel, Ansgar Global martingale solutions for stochastic Shigesada-Kawasaki-Teramoto population models. (English) Zbl 1537.92072 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 525-575 (2024). MSC: 92D25 60H15 60G46 35Q92 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
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 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI
Lu, J.; Peng, Y. Martingale Orlicz-Hardy spaces for continuous-time. (English) Zbl 07857903 Acta Math. Hung. 172, No. 2, 350-377 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G44 60G46 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
De Ambroggio, Umberto A simple path to component sizes in critical random graphs. (English) Zbl 07852080 SIAM J. Discrete Math. 38, No. 2, 1492-1525 (2024). Reviewer: Nicolás Sanhueza-Matamala (Praha) MSC: 05C80 05C81 60C05 60G50 05C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fujita, Takahiko; Yagishita, Shotaro; Yoshida, Naohiro Some martingale properties of the simple random walk and its maximum process. (English) Zbl 1537.60053 Stat. Probab. Lett. 208, Article ID 110076, 8 p. (2024). MSC: 60G50 60J65 60G44 × Cite Format Result Cite Review PDF Full Text: DOI
Elmansouri, Badr; El Otmani, Mohamed Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient. (English) Zbl 1537.60067 Stoch. Dyn. 24, No. 1, Article ID 2450001, 39 p. (2024). MSC: 60H10 60G44 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Li; Hu, Jiang; Bai, Zhidong Revisit of a Diaconis urn model. (English) Zbl 07842661 Stochastic Processes Appl. 172, Article ID 104352, 22 p. (2024). Reviewer: Da Wu (Philadelphia) MSC: 60C05 60F05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dong, Y.; Vostrikova, L. Utility maximization of the exponential Lévy switching models. (English. Russian original) Zbl 1536.91162 Theory Probab. Appl. 69, No. 1, 127-149 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 161-187 (2024). MSC: 91B16 60G51 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hytönen, Tuomas Singular integrals in uniformly convex spaces. (English) Zbl 07837911 Godefroy, Gilles (ed.) et al., Geometry of Banach spaces and related fields. Providence, RI: American Mathematical Society (AMS). Proc. Symp. Pure Math. 106, 189-211 (2024). MSC: 46E40 42B20 60G46 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wu, Yi; Wang, Xue Jun Some convergence properties for weighted sums of martingale difference random vectors. (English) Zbl 1537.60034 Acta Math. Sin., Engl. Ser. 40, No. 4, 1127-1142 (2024). MSC: 60F15 60G50 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Ji, Shaolin; Xu, Rundong A stochastic maximum principle for forward-backward stochastic control systems with quadratic generators and sample-wise constraints. (English) Zbl 1536.93980 ESAIM, Control Optim. Calc. Var. 30, Paper No. 29, 25 p. (2024). MSC: 93E20 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Jing; Wang, HaiYing; Xiong, Shifeng Unweighted estimation based on optimal sample under measurement constraints. (English. French summary) Zbl 07836167 Can. J. Stat. 52, No. 1, 291-309 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Yanjiao; Li, Xiaojun Martingale solutions and invariant measures for the stochastic strongly damped wave equation with critical nonlinearity. (English) Zbl 1537.60078 Discrete Contin. Dyn. Syst. 44, No. 6, 1587-1627 (2024). MSC: 60H15 35L05 37L40 35R60 37A50 60G46 × Cite Format Result Cite Review PDF Full Text: DOI
Abidi, Hani; Oualaid, Abdelkarim; Ouknine, Youssef; Pettersson, Roger A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions. (English) Zbl 07834379 Stochastic Anal. Appl. 42, No. 1, 98-120 (2024). MSC: 60H15 35R60 60G46 × Cite Format Result Cite Review PDF Full Text: DOI
Arai, Takuji; Imai, Yuto Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure. (English) Zbl 1540.91066 Math. Comput. Simul. 218, 223-234 (2024). MSC: 91G20 62P05 60G51 65C05 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Qiu, Zhaoyang; Sun, Chengfeng Stochastic Landau-Lifshitz-Bloch equation with transport noise: well-posedness, dissipation enhancement. (English) Zbl 1536.35313 J. Stat. Phys. 191, No. 4, Paper No. 43, 29 p. (2024). MSC: 35Q56 35Q60 60H15 60H50 35D30 35D35 35B65 35A01 35A02 35R60 82D40 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Avanzi, Benjamin; Lau, Hayden; Steffensen, Mogens Optimal reinsurance design under solvency constraints. (English) Zbl 1536.91275 Scand. Actuar. J. 2024, No. 4, 383-416 (2024). MSC: 91G05 93E20 91G70 60G46 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
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 × Cite Format Result Cite Review PDF 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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bayraktar, Erhan; Yao, Song Optimal stopping with expectation constraints. (English) Zbl 1534.60051 Ann. Appl. Probab. 34, No. 1B, 917-959 (2024). MSC: 60G40 49L20 93E20 60G44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sun, Wen Pathwise large deviations for the pure jump \(k\)-nary interacting particle systems. (English) Zbl 1536.60031 Ann. Appl. Probab. 34, No. 1A, 743-794 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60F10 60K35 60J76 60G57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Weston, Kim Existence of an equilibrium with limited participation. (English) Zbl 1533.91457 Finance Stoch. 28, No. 2, 329-361 (2024). MSC: 91G15 60H30 91B70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mikulevičius, Remigijus; Zhang, Changyong Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures. (English) Zbl 1534.60091 J. Theor. Probab. 37, No. 1, 43-80 (2024). MSC: 60H35 60H10 65C30 60H15 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Fallahi, Masoumeh; Pourtaheri, Reza; Eskandari, Farzad The multivariate generalized linear Hawkes process in high dimensions with applications in neuroscience. (English) Zbl 1533.60069 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 1, 25 p. (2024). MSC: 60G55 92C20 × Cite Format Result Cite Review PDF Full Text: DOI
Hytönen, Tuomas; Lappas, Stefanos Quantitative estimates for bounded holomorphic semigroups. (English) Zbl 07825705 Semigroup Forum 108, No. 1, 115-144 (2024). Reviewer: Christian Budde (Bloemfontein) MSC: 47D03 47D07 42B25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Zhang, Shuaiqi; Chen, Zhen-Qing Stochastic maximum principle for subdiffusions and its applications. (English) Zbl 1539.93205 SIAM J. Control Optim. 62, No. 2, 953-981 (2024). Reviewer: Kurt Marti (München) MSC: 93E20 49K45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Ruodu Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values. (English) Zbl 07824104 Bernoulli 30, No. 2, 1313-1346 (2024). MSC: 62F03 62J15 62H15 60E15 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Lu, Shuaishuai; Yang, Xue Stability and rate of decay for solutions to stochastic differential equations with Markov switching. (English) Zbl 07823654 Electron. J. Differ. Equ. 2024, Paper No. 1, 16 p. (2024). Reviewer: Feng Chen (Changchun) MSC: 60H10 34D99 34F05 × Cite Format Result Cite Review PDF Full Text: Link
He, Haijin; Cai, Jingheng; Song, Xinyuan Regression analysis of partially linear transformed mean residual life models. (English) Zbl 07823208 Electron. J. Stat. 18, No. 1, 77-118 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Kazaniecki, Krystian; Müller, Paul F. X. Martingale type, the Gamlen-Gaudet construction and a greedy algorithm. (English) Zbl 1539.46008 J. Funct. Anal. 286, No. 9, Article ID 110369, 43 p. (2024). Reviewer: Oscar Blasco (València) MSC: 46B09 46B07 46B15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. Robust inference on correlation under general heterogeneity. (English) Zbl 07822321 J. Econom. 240, No. 1, Article ID 105691, 19 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Borovitskiy, Viacheslav Littlewood-Paley-Rubio de Francia inequality for multi-parameter Vilenkin systems. (English) Zbl 07820034 Math. Nachr. 297, No. 3, 1092-1115 (2024). MSC: 26-XX 42-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Backlinks: MO
Turner, Rosanne J.; Ly, Alexander; Grünwald, Peter D. Generic \(E\)-variables for exact sequential \(k\)-sample tests that allow for optional stopping. (English) Zbl 07817621 J. Stat. Plann. Inference 230, Article ID 106116, 15 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. Two-sample testing for tail copulas with an application to equity indices. (English) Zbl 1531.62115 J. Bus. Econ. Stat. 42, No. 1, 147-159 (2024). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License