## Found 6,978 Documents (Results 1–100)

100
MathJax

MSC:  60-XX
Full Text:

### Martingale Wasserstein inequality for probability measures in the convex order. (English)Zbl 07526567

MSC:  60Gxx 91Gxx 49Qxx
Full Text:

Full Text:

### Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation. (English)Zbl 07517667

MSC:  60F05 60G46 62J05
Full Text:

### Superprocesses for the population of rabbits on grassland. (English. Russian original)Zbl 07517607

Proc. Steklov Inst. Math. 316, No. 1, 195-208 (2022); translation from Tr. Mat. Inst. Steklova 316, 207-221 (2022).
MSC:  35Q92 60-XX
Full Text:

### Conditional $$L^1$$-convergence for the martingale of a critical branching process in random environment. (English. Russian original)Zbl 07517606

Proc. Steklov Inst. Math. 316, No. 1, 184-194 (2022); translation from Tr. Mat. Inst. Steklova 316, 195-206 (2022).
MSC:  60-XX 62-XX
Full Text:

### Asymptotics of the optimum in discrete sequential assignment. (English)Zbl 07515390

MSC:  60K99 90C39 49L20
Full Text:

### Some new results and inequalities for subsequences of Nörlund logarithmic means of Walsh-Fourier series. (English)Zbl 07512185

MSC:  26D15 42C10 42B30
Full Text:

Full Text:

### BSDEs driven by normal martingale. (English)Zbl 07510771

MSC:  60H20 60H30 65C30
Full Text:

MSC:  60K35
Full Text:

### T-product tensors. II: Tail bounds for sums of random T-product tensors. (English)Zbl 07507652

MSC:  15A69 65F10
Full Text:

### New variable martingale Hardy spaces. (English)Zbl 07506946

MSC:  60G46 60G42
Full Text:

Full Text:

### Weak martingale Hardy-type spaces associated with quasi-Banach function lattice. (English)Zbl 07502653

MSC:  60G42 60G46 42B35
Full Text:

Full Text:

### Probabilistic analysis of replicator-mutator equations. (English)Zbl 07500626

MSC:  92D15 60H30 60G46
Full Text:

### Optimal estimates for martingale transforms. (English)Zbl 07495785

MSC:  60G46 46L53 44A15
Full Text:

Full Text:

### An optimal transport problem with backward martingale constraints motivated by insider trading. (English)Zbl 07493823

MSC:  60G42 91B24 91B52
Full Text:

### Sharp $$(H_p, L_p)$$ type inequalities of maximal operators of $$T$$ means with respect to Vilenkin systems. (English)Zbl 07493755

MSC:  42C10 42B25 26D10
Full Text:

MSC:  60G44
Full Text:

MSC:  60F10
Full Text:

### Two-parameter martingale Orlicz-Hardy spaces. (English)Zbl 07491520

MSC:  60G46 42B35 46E30
Full Text:

### Freedman inequality in noncommutative probability spaces. (English)Zbl 07489681

MSC:  46L53 46L10 47A30
Full Text:

MSC:  62-08
Full Text:

Full Text:

MSC:  91G05
Full Text:

### Corrigendum to: “A concentration bound for contractive stochastic approximation”. (English)Zbl 1480.93403

MSC:  93E03 90C39
Full Text:

Full Text:

### Modulus of continuity and convergence of subsequences of Vilenkin-Fejér means in martingale Hardy spaces. (English)Zbl 1482.42072

MSC:  42C10 42B25
Full Text:

### Conditional square functions, the sine-cosine decomposition for Hardy martingales and dyadic perturbation. (English)Zbl 07472603

MSC:  60G42 60G46 32A35
Full Text:

### Nonlocal elliptic equation in Hölder space and the martingale problem. (English)Zbl 07471762

MSC:  60H10 35R09 60G51
Full Text:

### Probability of consensus in spatial opinion models with confidence threshold. (English)Zbl 07470642

MSC:  60K35 91A22 91D30
Full Text:

### Spine decomposition and $$L \log L$$ criterion for superprocesses with non-local branching mechanism. (English)Zbl 07470635

MSC:  60J68 60F15 60F25
Full Text:

Full Text:

### Convergence of martingale solutions to the hybrid slow-fast system. (English)Zbl 07469804

MSC:  70K70 60J25 60G51
Full Text:

### On bandwidth selection problems in nonparametric trend estimation under martingale difference errors. (English)Zbl 07467726

MSC:  62Gxx 60Fxx 62Jxx
Full Text:

### Quenched convergence rates for a supercritical branching process in a random environment. (English)Zbl 1478.60274

MSC:  60K37 60J80
Full Text:

### Normal deviation of synchronization of stochastic coupled systems. (English)Zbl 07461167

MSC:  60H10 34F05
Full Text:

### Interpolation and the John-Nirenberg inequality on symmetric spaces of noncommutative martingales. (English)Zbl 07459660

MSC:  46L52 47L05
Full Text:

### Linear competition processes and generalized Pólya urns with removals. (English)Zbl 1480.60265

MSC:  60J80 60K35
Full Text:

Full Text:

### Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result. (English)Zbl 07453311

MSC:  60H10 34F05 60H30
Full Text:

### Discrete fractional stochastic Grönwall inequalities arising in the numerical analysis of multi-term fractional order stochastic differential equations. (English)Zbl 07442875

MSC:  60-XX 65-XX
Full Text:

Full Text:

### Martingale methods in statistics. (English)Zbl 1476.60002

Monographs on Statistics and Applied Probability 170. Boca Raton, FL: CRC Press (ISBN 978-1-4665-8281-1/hbk; 978-1-315-11776-8/ebook). xiii, 245 p. (2022).
Full Text:

MSC:  65-XX
Full Text:

### A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift. (English)Zbl 07516095

MSC:  60G22 62F10
Full Text:

### Pricing of financial derivatives based on the Tsallis statistical theory. (English)Zbl 07511350

MSC:  91-XX 60-XX
Full Text:

### Agent’s optimal compensation under inflation risk by using dynamic contract model. (English)Zbl 07502190

MSC:  91B43 91B41
Full Text:

MSC:  62-XX
Full Text:

### Strong consistency of regression function estimator with martingale difference errors. (English)Zbl 07485668

MSC:  62Jxx 62G05
Full Text:

### Some strong limit theorems for weighted sums of measurable operators. (English)Zbl 07484154

MSC:  46L53 60F15 60G46
Full Text:

### On sequential confidence interval in a stationary Gaussian process. (English)Zbl 07483539

MSC:  62F25 62L12
Full Text:

### A note on asymptotic behavior of critical Galton-Watson processes with immigration. (English)Zbl 1483.60123

MSC:  60J80 60F17
Full Text:

### Detection of arbitrage opportunities in multi-asset derivatives markets. (English)Zbl 1483.91240

MSC:  91G20 62P05 62H05
Full Text:

Full Text:

Full Text:

Full Text:

MSC:  60E15
Full Text:

Full Text:

Full Text:

### Gaussian fluctuations and a law of the iterated logarithm for Nerman’s martingale in the supercritical general branching process. (English)Zbl 1483.60127

MSC:  60J80 60F05 60F17
Full Text:

MSC:  62-XX
Full Text:

### Exponential bounds of ruin probabilities for non-homogeneous risk models. (English)Zbl 07473154

MSC:  91G05 60G44
Full Text:

Full Text:

MSC:  37A50
Full Text:

### On strong solutions of Itô’s equations with $$\sigma\in W_{\mathtt{d}}^1$$ and $$\mathtt{b}\in{L_{\mathtt{d}}}$$. (English)Zbl 07467492

MSC:  60H10 60J60
Full Text:

### Periodic homogenization of nonsymmetric Lévy-type processes. (English)Zbl 07467486

MSC:  60F17 60G51 60J25
Full Text:

### Optimal consumption/investment and retirement with necessities and luxuries. (English)Zbl 1482.91197

MSC:  91G10 93E20 91B16
Full Text:

MSC:  62N02
Full Text:

Full Text:

### A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations. (English)Zbl 07453009

MSC:  60G51 60H05 60H10
Full Text:

Full Text:

### The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. (English)Zbl 07450423

Reviewer: Jing Cui (Wuhu)
MSC:  60H15 60H10
Full Text:

### Limit theorems for prices of options written on semi-Markov processes. (English)Zbl 1480.91294

MSC:  91G20 60J70 60G44
Full Text:

### Research on pricing of forward start options in jump diffusion model with stochastic interest rate. (Chinese. English summary)Zbl 07448527

MSC:  91G20 91G30 60J65
Full Text:

### Minimax martingale method for optimal investment-reinsurance problem in a general insurance company risk model. (Chinese. English summary)Zbl 07448171

MSC:  62P05 91G05 91G10

### Global well-posedness of the stochastic Camassa-Holm equation. (English)Zbl 1479.35967

MSC:  35R60 35G25 60H15
Full Text:

### 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
Full Text:

Full Text:

### Highness properties close to PA completeness. (English)Zbl 07436549

Reviewer: Liang Yu (Nanjing)
MSC:  03D15 68Q30
Full Text:

Full Text:

### Weighted maximal inequalities for martingale transforms. (English)Zbl 07435070

MSC:  60G44 60G42
Full Text:

MSC:  68Qxx
Full Text:

MSC:  60H15
Full Text:

Full Text:

### Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type. (English)Zbl 1482.60110

MSC:  60J74 47G20 60G52
Full Text:

Full Text:

Full Text:

### Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when $$H>\frac{1}{2}$$. (English)Zbl 1474.60144

MSC:  60H05 60G15
Full Text:

### An extension of Pratelli’s inequality. (English)Zbl 1474.60118

MSC:  60G44 60G42
Full Text:

### Sharp Lorentz-norm estimates for BMO martingales. (English)Zbl 1474.60117

MSC:  60G44 46E30
Full Text:

### On the stability of the martingale optimal transport problem: a set-valued map approach. (English)Zbl 1477.49068

MSC:  49Q22 60G44
Full Text:

### Dynamic Pólya-Eggenberger urns. (English)Zbl 1474.60016

MSC:  60C05 60F05 65Q30
Full Text:

Full Text:

MSC:  68Qxx
Full Text:

all top 5

all top 5

all top 5

all top 3

all top 3