Beiglböck, M.; Jourdain, B.; Margheriti, W.; Pammer, G. Approximation of martingale couplings on the line in the adapted weak topology. (English) Zbl 07529632 Probab. Theory Relat. Fields 183, No. 1-2, 359-413 (2022). MSC: 60-XX PDF BibTeX XML Cite \textit{M. Beiglböck} et al., Probab. Theory Relat. Fields 183, No. 1--2, 359--413 (2022; Zbl 07529632) Full Text: DOI OpenURL
Jourdain, Benjamin; Margheriti, William Martingale Wasserstein inequality for probability measures in the convex order. (English) Zbl 07526567 Bernoulli 28, No. 2, 830-858 (2022). MSC: 60Gxx 91Gxx 49Qxx PDF BibTeX XML Cite \textit{B. Jourdain} and \textit{W. Margheriti}, Bernoulli 28, No. 2, 830--858 (2022; Zbl 07526567) Full Text: DOI Link OpenURL
Brückerhoff, Martin; Juillet, Nicolas Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\). (English) Zbl 07523287 Electron. Commun. Probab. 27, Paper No. 24, 10 p. (2022). MSC: 60G42 49Q22 60B10 60E15 PDF BibTeX XML Cite \textit{M. Brückerhoff} and \textit{N. Juillet}, Electron. Commun. Probab. 27, Paper No. 24, 10 p. (2022; Zbl 07523287) Full Text: DOI OpenURL
Ta Cong Son; Le Van Dung Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation. (English) Zbl 07517667 J. Theor. Probab. 35, No. 2, 988-1012 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60G46 62J05 PDF BibTeX XML Cite \textit{Ta Cong Son} and \textit{Le Van Dung}, J. Theor. Probab. 35, No. 2, 988--1012 (2022; Zbl 07517667) Full Text: DOI OpenURL
Ji, Lina; Xiong, Jie 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 PDF BibTeX XML Cite \textit{L. Ji} and \textit{J. Xiong}, Proc. Steklov Inst. Math. 316, No. 1, 195--208 (2022; Zbl 07517607); translation from Tr. Mat. Inst. Steklova 316, 207--221 (2022) Full Text: DOI OpenURL
Hong, Wenming; Liang, Shengli; Zhang, Xiaoyue 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 PDF BibTeX XML Cite \textit{W. Hong} et al., Proc. Steklov Inst. Math. 316, No. 1, 184--194 (2022; Zbl 07517606); translation from Tr. Mat. Inst. Steklova 316, 195--206 (2022) Full Text: DOI OpenURL
Járai, Antal A. Asymptotics of the optimum in discrete sequential assignment. (English) Zbl 07515390 Stochastic Processes Appl. 148, 267-277 (2022). MSC: 60K99 90C39 49L20 PDF BibTeX XML Cite \textit{A. A. Járai}, Stochastic Processes Appl. 148, 267--277 (2022; Zbl 07515390) Full Text: DOI OpenURL
Baramidze, David; Persson, Lars-Erik; Singh, Harpal; Tephnadze, George Some new results and inequalities for subsequences of Nörlund logarithmic means of Walsh-Fourier series. (English) Zbl 07512185 J. Inequal. Appl. 2022, Paper No. 30, 13 p. (2022). MSC: 26D15 42C10 42B30 PDF BibTeX XML Cite \textit{D. Baramidze} et al., J. Inequal. Appl. 2022, Paper No. 30, 13 p. (2022; Zbl 07512185) Full Text: DOI OpenURL
Abdulle, Assyr; Pavliotis, Grigorios A.; Zanoni, Andrea Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions. (English) Zbl 07511146 Stat. Comput. 32, No. 2, Paper No. 34, 33 p. (2022). MSC: 62-08 62M05 60H10 60J60 62M10 65C30 PDF BibTeX XML Cite \textit{A. Abdulle} et al., Stat. Comput. 32, No. 2, Paper No. 34, 33 p. (2022; Zbl 07511146) Full Text: DOI OpenURL
El Otmani, M.; Marzougue, M. BSDEs driven by normal martingale. (English) Zbl 07510771 Appl. Anal. 101, No. 4, 1517-1531 (2022). MSC: 60H20 60H30 65C30 PDF BibTeX XML Cite \textit{M. El Otmani} and \textit{M. Marzougue}, Appl. Anal. 101, No. 4, 1517--1531 (2022; Zbl 07510771) Full Text: DOI OpenURL
Lanchier, Nicolas; Li, Hsin-Lun Consensus in the Hegselmann-Krause model. (English) Zbl 07507775 J. Stat. Phys. 187, No. 3, Paper No. 20, 13 p. (2022). MSC: 60K35 PDF BibTeX XML Cite \textit{N. Lanchier} and \textit{H.-L. Li}, J. Stat. Phys. 187, No. 3, Paper No. 20, 13 p. (2022; Zbl 07507775) Full Text: DOI OpenURL
Chang, Shih Yu; Wei, Yimin T-product tensors. II: Tail bounds for sums of random T-product tensors. (English) Zbl 07507652 Comput. Appl. Math. 41, No. 3, Paper No. 99, 32 p. (2022). MSC: 15A69 65F10 PDF BibTeX XML Cite \textit{S. Y. Chang} and \textit{Y. Wei}, Comput. Appl. Math. 41, No. 3, Paper No. 99, 32 p. (2022; Zbl 07507652) Full Text: DOI OpenURL
Jiao, Yong; Zeng, Dan; Zhou, Dejian New variable martingale Hardy spaces. (English) Zbl 07506946 Proc. R. Soc. Edinb., Sect. A, Math. 152, No. 2, 450-478 (2022). MSC: 60G46 60G42 PDF BibTeX XML Cite \textit{Y. Jiao} et al., Proc. R. Soc. Edinb., Sect. A, Math. 152, No. 2, 450--478 (2022; Zbl 07506946) Full Text: DOI OpenURL
Wu, Fuke; Yin, George Fast-slow-coupled stochastic functional differential equations. (English) Zbl 07506024 J. Differ. Equations 323, 1-37 (2022). MSC: 34K50 34K26 34K33 60G44 60H10 60J60 PDF BibTeX XML Cite \textit{F. Wu} and \textit{G. Yin}, J. Differ. Equations 323, 1--37 (2022; Zbl 07506024) Full Text: DOI OpenURL
Long, Long; Silas, Niyonkuru; Xie, Guangheng Weak martingale Hardy-type spaces associated with quasi-Banach function lattice. (English) Zbl 07502653 Forum Math. 34, No. 2, 407-423 (2022). MSC: 60G42 60G46 42B35 PDF BibTeX XML Cite \textit{L. Long} et al., Forum Math. 34, No. 2, 407--423 (2022; Zbl 07502653) Full Text: DOI OpenURL
Sparks, Joshua; Balaji, Srinivasan; Mahmoud, Hosam The containment profile of hyper-recursive trees. (English) Zbl 07501661 J. Appl. Probab. 59, No. 1, 278-296 (2022). MSC: 05C80 05C65 05C05 90B15 60C05 60F05 PDF BibTeX XML Cite \textit{J. Sparks} et al., J. Appl. Probab. 59, No. 1, 278--296 (2022; Zbl 07501661) Full Text: DOI OpenURL
Bo, Lijun; Liao, Huafu Probabilistic analysis of replicator-mutator equations. (English) Zbl 07500626 Adv. Appl. Probab. 54, No. 1, 167-201 (2022). MSC: 92D15 60H30 60G46 PDF BibTeX XML Cite \textit{L. Bo} and \textit{H. Liao}, Adv. Appl. Probab. 54, No. 1, 167--201 (2022; Zbl 07500626) Full Text: DOI OpenURL
Huang, Jinghao; Sukochev, Fedor; Zanin, Dmitriy Optimal estimates for martingale transforms. (English) Zbl 07495785 J. Funct. Anal. 282, No. 11, Article ID 109451, 42 p. (2022). MSC: 60G46 46L53 44A15 PDF BibTeX XML Cite \textit{J. Huang} et al., J. Funct. Anal. 282, No. 11, Article ID 109451, 42 p. (2022; Zbl 07495785) Full Text: DOI OpenURL
Backhoff-Veraguas, J.; Pammer, G. Stability of martingale optimal transport and weak optimal transport. (English) Zbl 07493836 Ann. Appl. Probab. 32, No. 1, 721-752 (2022). MSC: 60G42 60B10 60E15 49Q22 PDF BibTeX XML Cite \textit{J. Backhoff-Veraguas} and \textit{G. Pammer}, Ann. Appl. Probab. 32, No. 1, 721--752 (2022; Zbl 07493836) Full Text: DOI arXiv OpenURL
Kramkov, Dmitry; Xu, Yan An optimal transport problem with backward martingale constraints motivated by insider trading. (English) Zbl 07493823 Ann. Appl. Probab. 32, No. 1, 294-326 (2022). MSC: 60G42 91B24 91B52 PDF BibTeX XML Cite \textit{D. Kramkov} and \textit{Y. Xu}, Ann. Appl. Probab. 32, No. 1, 294--326 (2022; Zbl 07493823) Full Text: DOI arXiv OpenURL
Tutberidze, G. Sharp \((H_p, L_p)\) type inequalities of maximal operators of \(T\) means with respect to Vilenkin systems. (English) Zbl 07493755 Mediterr. J. Math. 19, No. 2, Paper No. 81, 23 p. (2022). MSC: 42C10 42B25 26D10 PDF BibTeX XML Cite \textit{G. Tutberidze}, Mediterr. J. Math. 19, No. 2, Paper No. 81, 23 p. (2022; Zbl 07493755) Full Text: DOI arXiv OpenURL
Chikvinidze, B. Necessary and sufficient conditions for the uniform integrability of the stochastic exponential. (English) Zbl 07491637 J. Theor. Probab. 35, No. 1, 282-294 (2022). MSC: 60G44 PDF BibTeX XML Cite \textit{B. Chikvinidze}, J. Theor. Probab. 35, No. 1, 282--294 (2022; Zbl 07491637) Full Text: DOI arXiv OpenURL
Feng, Xinwei; He, Lidan; Liu, Zhi Large deviation principles of realized Laplace transform of volatility. (English) Zbl 07491634 J. Theor. Probab. 35, No. 1, 186-208 (2022). MSC: 60F10 PDF BibTeX XML Cite \textit{X. Feng} et al., J. Theor. Probab. 35, No. 1, 186--208 (2022; Zbl 07491634) Full Text: DOI arXiv OpenURL
Lu, J.-Zh. Two-parameter martingale Orlicz-Hardy spaces. (English) Zbl 07491520 Acta Math. Hung. 166, No. 1, 30-47 (2022). MSC: 60G46 42B35 46E30 PDF BibTeX XML Cite \textit{J. Zh. Lu}, Acta Math. Hung. 166, No. 1, 30--47 (2022; Zbl 07491520) Full Text: DOI OpenURL
Talebi, A.; Sadeghi, Gh.; Moslehian, M. S. Freedman inequality in noncommutative probability spaces. (English) Zbl 07489681 Complex Anal. Oper. Theory 16, No. 2, Paper No. 22, 18 p. (2022). MSC: 46L53 46L10 47A30 PDF BibTeX XML Cite \textit{A. Talebi} et al., Complex Anal. Oper. Theory 16, No. 2, Paper No. 22, 18 p. (2022; Zbl 07489681) Full Text: DOI OpenURL
Belomestny, D.; Moulines, E.; Samsonov, S. Variance reduction for additive functionals of Markov chains via martingale representations. (English) Zbl 1482.62003 Stat. Comput. 32, No. 1, Paper No. 16, 22 p. (2022). MSC: 62-08 PDF BibTeX XML Cite \textit{D. Belomestny} et al., Stat. Comput. 32, No. 1, Paper No. 16, 22 p. (2022; Zbl 1482.62003) Full Text: DOI arXiv OpenURL
Baudoin, Fabrice; Chen, Li A note on second order Riesz transforms in \(3\)-dimensional Lie groups. (English) Zbl 07489072 Arch. Math. 118, No. 3, 291-304 (2022). MSC: 43A80 22E30 43A25 60G46 PDF BibTeX XML Cite \textit{F. Baudoin} and \textit{L. Chen}, Arch. Math. 118, No. 3, 291--304 (2022; Zbl 07489072) Full Text: DOI arXiv OpenURL
He, Lin; Liang, Zongxia; Song, Yilun; Ye, Qi Optimal asset allocation, consumption and retirement time with the variation in habitual persistence. (English) Zbl 07487253 Insur. Math. Econ. 102, 188-202 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{L. He} et al., Insur. Math. Econ. 102, 188--202 (2022; Zbl 07487253) Full Text: DOI arXiv OpenURL
Borkar, Vivek S. Corrigendum to: “A concentration bound for contractive stochastic approximation”. (English) Zbl 1480.93403 Syst. Control Lett. 159, Article ID 105086, 2 p. (2022). MSC: 93E03 90C39 PDF BibTeX XML Cite \textit{V. S. Borkar}, Syst. Control Lett. 159, Article ID 105086, 2 p. (2022; Zbl 1480.93403) Full Text: DOI OpenURL
Deugoué, G.; Moghomye, B. Jidjou; Medjo, T. Tachim Solution to a stochastic 3D nonlocal Cahn-Hilliard-Navier-Stokes model with shear dependent viscosity via a splitting-up method. (English) Zbl 1483.35348 NoDEA, Nonlinear Differ. Equ. Appl. 29, No. 2, Paper No. 18, 54 p. (2022). MSC: 35R60 35Q35 60H15 76M35 86A05 PDF BibTeX XML Cite \textit{G. Deugoué} et al., NoDEA, Nonlinear Differ. Equ. Appl. 29, No. 2, Paper No. 18, 54 p. (2022; Zbl 1483.35348) Full Text: DOI OpenURL
Tutberidze, Giorgi Modulus of continuity and convergence of subsequences of Vilenkin-Fejér means in martingale Hardy spaces. (English) Zbl 1482.42072 Georgian Math. J. 29, No. 1, 153-162 (2022). MSC: 42C10 42B25 PDF BibTeX XML Cite \textit{G. Tutberidze}, Georgian Math. J. 29, No. 1, 153--162 (2022; Zbl 1482.42072) Full Text: DOI OpenURL
Müller, Paul F. X. Conditional square functions, the sine-cosine decomposition for Hardy martingales and dyadic perturbation. (English) Zbl 07472603 Colloq. Math. 167, No. 2, 329-340 (2022). MSC: 60G42 60G46 32A35 PDF BibTeX XML Cite \textit{P. F. X. Müller}, Colloq. Math. 167, No. 2, 329--340 (2022; Zbl 07472603) Full Text: DOI arXiv OpenURL
Ling, Chengcheng; Zhao, Guohuan Nonlocal elliptic equation in Hölder space and the martingale problem. (English) Zbl 07471762 J. Differ. Equations 314, 653-699 (2022). MSC: 60H10 35R09 60G51 PDF BibTeX XML Cite \textit{C. Ling} and \textit{G. Zhao}, J. Differ. Equations 314, 653--699 (2022; Zbl 07471762) Full Text: DOI arXiv OpenURL
Hardin, Mela; Lanchier, Nicolas Probability of consensus in spatial opinion models with confidence threshold. (English) Zbl 07470642 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 417-437 (2022). MSC: 60K35 91A22 91D30 PDF BibTeX XML Cite \textit{M. Hardin} and \textit{N. Lanchier}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 417--437 (2022; Zbl 07470642) Full Text: arXiv Link OpenURL
Ren, Yan-Xia; Song, Renming; Yang, Ting Spine decomposition and \(L \log L\) criterion for superprocesses with non-local branching mechanism. (English) Zbl 07470635 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 163-208 (2022). MSC: 60J68 60F15 60F25 PDF BibTeX XML Cite \textit{Y.-X. Ren} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 163--208 (2022; Zbl 07470635) Full Text: arXiv Link OpenURL
Jourdain, Benjamin; Pagès, Gilles Quantization and martingale couplings. (English) Zbl 1482.60026 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1-22 (2022). MSC: 60E15 65D32 60J22 60G42 PDF BibTeX XML Cite \textit{B. Jourdain} and \textit{G. Pagès}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1--22 (2022; Zbl 1482.60026) Full Text: arXiv Link OpenURL
Xu, Yong; Yang, Xiaoyu; Pei, Bin; Bai, Yuzhen Convergence of martingale solutions to the hybrid slow-fast system. (English) Zbl 07469804 J. Eng. Math. 132, Paper No. 20, 15 p. (2022). MSC: 70K70 60J25 60G51 PDF BibTeX XML Cite \textit{Y. Xu} et al., J. Eng. Math. 132, Paper No. 20, 15 p. (2022; Zbl 07469804) Full Text: DOI OpenURL
Benhenni, Karim; Girard, Didier A.; Louhichi, Sana On bandwidth selection problems in nonparametric trend estimation under martingale difference errors. (English) Zbl 07467726 Bernoulli 28, No. 1, 395-423 (2022). MSC: 62Gxx 60Fxx 62Jxx PDF BibTeX XML Cite \textit{K. Benhenni} et al., Bernoulli 28, No. 1, 395--423 (2022; Zbl 07467726) Full Text: DOI arXiv Link OpenURL
Zhang, Xiaoyue; Hong, Wenming Quenched convergence rates for a supercritical branching process in a random environment. (English) Zbl 1478.60274 Stat. Probab. Lett. 181, Article ID 109279, 8 p. (2022). MSC: 60K37 60J80 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{W. Hong}, Stat. Probab. Lett. 181, Article ID 109279, 8 p. (2022; Zbl 1478.60274) Full Text: DOI OpenURL
Liu, Jicheng; Zhao, Meiling Normal deviation of synchronization of stochastic coupled systems. (English) Zbl 07461167 Discrete Contin. Dyn. Syst., Ser. B 27, No. 2, 1029-1054 (2022). MSC: 60H10 34F05 PDF BibTeX XML Cite \textit{J. Liu} and \textit{M. Zhao}, Discrete Contin. Dyn. Syst., Ser. B 27, No. 2, 1029--1054 (2022; Zbl 07461167) Full Text: DOI OpenURL
Bekjan, Turdebek N.; Chen, Zeqian; Raikhan, Madi; Sun, Mu Interpolation and the John-Nirenberg inequality on symmetric spaces of noncommutative martingales. (English) Zbl 07459660 Stud. Math. 262, No. 3, 241-273 (2022). MSC: 46L52 47L05 PDF BibTeX XML Cite \textit{T. N. Bekjan} et al., Stud. Math. 262, No. 3, 241--273 (2022; Zbl 07459660) Full Text: DOI OpenURL
Popov, Serguei; Shcherbakov, Vadim; Volkov, Stanislav Linear competition processes and generalized Pólya urns with removals. (English) Zbl 1480.60265 Stochastic Processes Appl. 144, 125-152 (2022). MSC: 60J80 60K35 PDF BibTeX XML Cite \textit{S. Popov} et al., Stochastic Processes Appl. 144, 125--152 (2022; Zbl 1480.60265) Full Text: DOI arXiv OpenURL
Boubel, Charles; Juillet, Nicolas The Markov-quantile process attached to a family of marginals. (Le processus Markov-quantile attaché à une famille de marges.) (English. French summary) Zbl 07453404 J. Éc. Polytech., Math. 9, 1-62 (2022). Reviewer: Ismael Bailleul (Rennes) MSC: 60G44 60A10 28A33 60J25 35Q35 49J55 PDF BibTeX XML Cite \textit{C. Boubel} and \textit{N. Juillet}, J. Éc. Polytech., Math. 9, 1--62 (2022; Zbl 07453404) Full Text: DOI arXiv OpenURL
De Raynal, Paul-Éric Chaudru; Menozzi, Stéphane Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result. (English) Zbl 07453311 Trans. Am. Math. Soc. 375, No. 1, 1-45 (2022). MSC: 60H10 34F05 60H30 PDF BibTeX XML Cite \textit{P.-É. C. De Raynal} and \textit{S. Menozzi}, Trans. Am. Math. Soc. 375, No. 1, 1--45 (2022; Zbl 07453311) Full Text: DOI arXiv OpenURL
Bryc, Włodek On the continuous dual Hahn process. (English) Zbl 1483.60107 Stochastic Processes Appl. 143, 185-206 (2022). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J25 33C45 PDF BibTeX XML Cite \textit{W. Bryc}, Stochastic Processes Appl. 143, 185--206 (2022; Zbl 1483.60107) Full Text: DOI arXiv OpenURL
Hendy, Ahmed S.; Zaky, Mahmoud A.; Suragan, Durvudkhan Discrete fractional stochastic Grönwall inequalities arising in the numerical analysis of multi-term fractional order stochastic differential equations. (English) Zbl 07442875 Math. Comput. Simul. 193, 269-279 (2022). MSC: 60-XX 65-XX PDF BibTeX XML Cite \textit{A. S. Hendy} et al., Math. Comput. Simul. 193, 269--279 (2022; Zbl 07442875) Full Text: DOI OpenURL
Long, Long; Weisz, Ferenc; Xie, Guangheng Real interpolation of martingale Orlicz Hardy spaces and BMO spaces. (English) Zbl 07413025 J. Math. Anal. Appl. 505, No. 2, Article ID 125565, 23 p. (2022). MSC: 46E30 42B25 42B35 46B70 60G46 PDF BibTeX XML Cite \textit{L. Long} et al., J. Math. Anal. Appl. 505, No. 2, Article ID 125565, 23 p. (2022; Zbl 07413025) Full Text: DOI OpenURL
Nishiyama, Yoichi 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). MSC: 60-02 60G42 60G44 62M10 PDF BibTeX XML Cite \textit{Y. Nishiyama}, Martingale methods in statistics. Boca Raton, FL: CRC Press (2022; Zbl 1476.60002) Full Text: DOI OpenURL
Deugoué, G.; Moghomye, B. Jidjou; Tachim Medjo, T. Fully discrete finite element approximation of the stochastic Cahn-Hilliard-Navier-Stokes system. (English) Zbl 07528329 IMA J. Numer. Anal. 41, No. 4, 3046-3112 (2021). MSC: 65-XX PDF BibTeX XML Cite \textit{G. Deugoué} et al., IMA J. Numer. Anal. 41, No. 4, 3046--3112 (2021; Zbl 07528329) Full Text: DOI OpenURL
Cai, Chunhao; Zhang, Min A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift. (English) Zbl 07516095 AIMS Math. 6, No. 6, 6439-6453 (2021). MSC: 60G22 62F10 PDF BibTeX XML Cite \textit{C. Cai} and \textit{M. Zhang}, AIMS Math. 6, No. 6, 6439--6453 (2021; Zbl 07516095) Full Text: DOI OpenURL
Zhao, Pan; Pan, Jian; Yue, Qin; Zhang, Jinbo Pricing of financial derivatives based on the Tsallis statistical theory. (English) Zbl 07511350 Chaos Solitons Fractals 142, Article ID 110463, 11 p. (2021). MSC: 91-XX 60-XX PDF BibTeX XML Cite \textit{P. Zhao} et al., Chaos Solitons Fractals 142, Article ID 110463, 11 p. (2021; Zbl 07511350) Full Text: DOI OpenURL
Fei, Chen; Fei, Weiyin; Zhang, Fanhong; Yang, Xiaoguang Agent’s optimal compensation under inflation risk by using dynamic contract model. (English) Zbl 07502190 J. Syst. Sci. Complex. 34, No. 6, 2291-2309 (2021). MSC: 91B43 91B41 PDF BibTeX XML Cite \textit{C. Fei} et al., J. Syst. Sci. Complex. 34, No. 6, 2291--2309 (2021; Zbl 07502190) Full Text: DOI OpenURL
Zhang, Tao; Ning, Yang; Ruppert, David Optimal sampling for generalized linear models under measurement constraints. (English) Zbl 07499885 J. Comput. Graph. Stat. 30, No. 1, 106-114 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Zhang} et al., J. Comput. Graph. Stat. 30, No. 1, 106--114 (2021; Zbl 07499885) Full Text: DOI OpenURL
Chen, Yingxia Strong consistency of regression function estimator with martingale difference errors. (English) Zbl 07485668 Open Math. 19, 1056-1068 (2021). MSC: 62Jxx 62G05 PDF BibTeX XML Cite \textit{Y. Chen}, Open Math. 19, 1056--1068 (2021; Zbl 07485668) Full Text: DOI OpenURL
Huan, Nguyen Van; Quang, Nguyen Van Some strong limit theorems for weighted sums of measurable operators. (English) Zbl 07484154 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 4, Article ID 2150022, 15 p. (2021). MSC: 46L53 60F15 60G46 PDF BibTeX XML Cite \textit{N. Van Huan} and \textit{N. Van Quang}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 4, Article ID 2150022, 15 p. (2021; Zbl 07484154) Full Text: DOI OpenURL
Sarkar, Pritam; Bandyopadhyay, Uttam On sequential confidence interval in a stationary Gaussian process. (English) Zbl 07483539 Sequential Anal. 40, No. 4, 542-553 (2021). MSC: 62F25 62L12 PDF BibTeX XML Cite \textit{P. Sarkar} and \textit{U. Bandyopadhyay}, Sequential Anal. 40, No. 4, 542--553 (2021; Zbl 07483539) Full Text: DOI OpenURL
Barczy, Mátyás; Bezdány, Dániel; Pap, Gyula A note on asymptotic behavior of critical Galton-Watson processes with immigration. (English) Zbl 1483.60123 Involve 14, No. 5, 871-891 (2021). MSC: 60J80 60F17 PDF BibTeX XML Cite \textit{M. Barczy} et al., Involve 14, No. 5, 871--891 (2021; Zbl 1483.60123) Full Text: DOI arXiv OpenURL
Papapantoleon, Antonis; Sarmiento, Paulo Yanez Detection of arbitrage opportunities in multi-asset derivatives markets. (English) Zbl 1483.91240 Depend. Model. 9, 439-459 (2021). MSC: 91G20 62P05 62H05 PDF BibTeX XML Cite \textit{A. Papapantoleon} and \textit{P. Y. Sarmiento}, Depend. Model. 9, 439--459 (2021; Zbl 1483.91240) Full Text: DOI arXiv OpenURL
Chen, Xin; Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Quenched invariance principle for long range random walks in balanced random environments. (English) Zbl 07481285 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2243-2267 (2021). MSC: 60K37 60G50 35K10 35R09 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2243--2267 (2021; Zbl 07481285) Full Text: DOI arXiv OpenURL
Campi, Luciano; Ghio, Maddalena; Livieri, Giulia \(N\)-player games and mean-field games with smooth dependence on past absorptions. (English) Zbl 1481.91022 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1901-1939 (2021). MSC: 91A16 91A06 93E20 60K35 PDF BibTeX XML Cite \textit{L. Campi} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1901--1939 (2021; Zbl 1481.91022) Full Text: DOI arXiv OpenURL
Stasiński, Roman; Berestycki, Julien; Mallein, Bastien Derivative martingale of the branching Brownian motion in dimension \(d\ge 1\). (English) Zbl 07481267 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1786-1810 (2021). MSC: 60J80 60G50 60F17 60G44 PDF BibTeX XML Cite \textit{R. Stasiński} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1786--1810 (2021; Zbl 07481267) Full Text: DOI arXiv OpenURL
Marchina, Antoine Concentration inequalities for suprema of unbounded empirical processes. (Inégalités de concentration pour les suprema de processus empiriques non bornés.) (English. French summary) Zbl 07480723 Ann. Henri Lebesgue 4, 831-861 (2021). Reviewer: Rasul A. Khan (Solon) MSC: 60E15 PDF BibTeX XML Cite \textit{A. Marchina}, Ann. Henri Lebesgue 4, 831--861 (2021; Zbl 07480723) Full Text: DOI OpenURL
Dumitrescu, Roxana; Leutscher, Marcos; Tankov, Peter Control and optimal stopping mean field games: a linear programming approach. (English) Zbl 1483.91032 Electron. J. Probab. 26, Paper No. 157, 49 p. (2021). MSC: 91A16 91A55 60G40 90C05 PDF BibTeX XML Cite \textit{R. Dumitrescu} et al., Electron. J. Probab. 26, Paper No. 157, 49 p. (2021; Zbl 1483.91032) Full Text: DOI arXiv OpenURL
Gapeev, Pavel V.; Jeanblanc, Monique; Wu, Dongli Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis. (English) Zbl 07478657 Electron. J. Probab. 26, Paper No. 136, 24 p. (2021). MSC: 60G44 60J65 60G40 60G35 60H10 91G40 PDF BibTeX XML Cite \textit{P. V. Gapeev} et al., Electron. J. Probab. 26, Paper No. 136, 24 p. (2021; Zbl 07478657) Full Text: DOI OpenURL
Iksanov, Alexander; Kolesko, Konrad; Meiners, Matthias Gaussian fluctuations and a law of the iterated logarithm for Nerman’s martingale in the supercritical general branching process. (English) Zbl 1483.60127 Electron. J. Probab. 26, Paper No. 160, 22 p. (2021). MSC: 60J80 60F05 60F17 PDF BibTeX XML Cite \textit{A. Iksanov} et al., Electron. J. Probab. 26, Paper No. 160, 22 p. (2021; Zbl 1483.60127) Full Text: DOI arXiv OpenURL
Vovk, Vladimir Testing randomness online. (English) Zbl 07473938 Stat. Sci. 36, No. 4, 595-611 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{V. Vovk}, Stat. Sci. 36, No. 4, 595--611 (2021; Zbl 07473938) Full Text: DOI arXiv OpenURL
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Exponential bounds of ruin probabilities for non-homogeneous risk models. (English) Zbl 07473154 Probab. Math. Stat. 41, No. 2, 217-235 (2021). MSC: 91G05 60G44 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Probab. Math. Stat. 41, No. 2, 217--235 (2021; Zbl 07473154) Full Text: DOI arXiv OpenURL
Jaber, Eduardo Abi; Cuchiero, Christa; Larsson, Martin; Pulido, Sergio A weak solution theory for stochastic Volterra equations of convolution type. (English) Zbl 07473107 Ann. Appl. Probab. 31, No. 6, 2924-2952 (2021). MSC: 60H20 60H05 60G22 60G17 PDF BibTeX XML Cite \textit{E. A. Jaber} et al., Ann. Appl. Probab. 31, No. 6, 2924--2952 (2021; Zbl 07473107) Full Text: DOI arXiv OpenURL
Adeosun, Mabel Eruore; Ugbebor, Olabisi Oreofe Realized multi-power variation process for jump detection in the Nigerian all share index. (English) Zbl 07472879 Tamkang J. Math. 52, No. 3, 397-412 (2021). MSC: 37A50 PDF BibTeX XML Cite \textit{M. E. Adeosun} and \textit{O. O. Ugbebor}, Tamkang J. Math. 52, No. 3, 397--412 (2021; Zbl 07472879) Full Text: DOI OpenURL
Krylov, N. V. On strong solutions of Itô’s equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\). (English) Zbl 07467492 Ann. Probab. 49, No. 6, 3142-3167 (2021). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{N. V. Krylov}, Ann. Probab. 49, No. 6, 3142--3167 (2021; Zbl 07467492) Full Text: DOI arXiv OpenURL
Chen, Xin; Chen, Zhen-Qing; Kumagai, Takashi; Wang, Jian Periodic homogenization of nonsymmetric Lévy-type processes. (English) Zbl 07467486 Ann. Probab. 49, No. 6, 2874-2921 (2021). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60G51 60J25 PDF BibTeX XML Cite \textit{X. Chen} et al., Ann. Probab. 49, No. 6, 2874--2921 (2021; Zbl 07467486) Full Text: DOI arXiv OpenURL
Koo, Hyeng Keun; Roh, Kum-Hwan; Shin, Yong Hyun Optimal consumption/investment and retirement with necessities and luxuries. (English) Zbl 1482.91197 Math. Methods Oper. Res. 94, No. 2, 281-317 (2021). MSC: 91G10 93E20 91B16 PDF BibTeX XML Cite \textit{H. K. Koo} et al., Math. Methods Oper. Res. 94, No. 2, 281--317 (2021; Zbl 1482.91197) Full Text: DOI OpenURL
Li, Chengbo; Zhou, Yong The estimation for the general additive-multiplicative hazard model using the length-biased survival data. (English) Zbl 1477.62275 Stat. Pap. 62, No. 1, 53-74 (2021). MSC: 62N02 PDF BibTeX XML Cite \textit{C. Li} and \textit{Y. Zhou}, Stat. Pap. 62, No. 1, 53--74 (2021; Zbl 1477.62275) Full Text: DOI OpenURL
Tachim Medjo, Theodore; Zhao, Caidi Martingale solutions to a stochastic smectic-A liquid crystal model with multiplicative noise of jump type. (English) Zbl 07455950 Stoch. Dyn. 21, No. 8, Article ID 2150046, 50 p. (2021). MSC: 35Qxx 35R60 35Q35 60H15 76M35 86A05 PDF BibTeX XML Cite \textit{T. Tachim Medjo} and \textit{C. Zhao}, Stoch. Dyn. 21, No. 8, Article ID 2150046, 50 p. (2021; Zbl 07455950) Full Text: DOI OpenURL
Criens, David A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations. (English) Zbl 07453009 Electron. Commun. Probab. 26, Paper No. 18, 10 p. (2021). MSC: 60G51 60H05 60H10 PDF BibTeX XML Cite \textit{D. Criens}, Electron. Commun. Probab. 26, Paper No. 18, 10 p. (2021; Zbl 07453009) Full Text: DOI arXiv OpenURL
Kühn, F.; Schilling, R. L. For which functions are \(f(X_t)-\mathbb{E} f(X_t)\) and \(g(X_t)/\mathbb{E} g(X_t)\) martingales? (English) Zbl 07450425 Theory Probab. Math. Stat. 105, 79-91 (2021). Reviewer: Pavel Gapeev (London) MSC: 60G44 60G51 60J65 39B22 45E10 PDF BibTeX XML Cite \textit{F. Kühn} and \textit{R. L. Schilling}, Theory Probab. Math. Stat. 105, 79--91 (2021; Zbl 07450425) Full Text: DOI arXiv OpenURL
Tappe, S. The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. (English) Zbl 07450423 Theory Probab. Math. Stat. 105, 51-68 (2021). Reviewer: Jing Cui (Wuhu) MSC: 60H15 60H10 PDF BibTeX XML Cite \textit{S. Tappe}, Theory Probab. Math. Stat. 105, 51--68 (2021; Zbl 07450423) Full Text: DOI arXiv OpenURL
Scalas, E.; Toaldo, B. Limit theorems for prices of options written on semi-Markov processes. (English) Zbl 1480.91294 Theory Probab. Math. Stat. 105, 3-33 (2021). MSC: 91G20 60J70 60G44 PDF BibTeX XML Cite \textit{E. Scalas} and \textit{B. Toaldo}, Theory Probab. Math. Stat. 105, 3--33 (2021; Zbl 1480.91294) Full Text: DOI arXiv OpenURL
Sun, Cailing; Liu, Lixia Research on pricing of forward start options in jump diffusion model with stochastic interest rate. (Chinese. English summary) Zbl 07448527 J. Nat. Sci. Heilongjiang Univ. 38, No. 3, 275-282 (2021). MSC: 91G20 91G30 60J65 PDF BibTeX XML Cite \textit{C. Sun} and \textit{L. Liu}, J. Nat. Sci. Heilongjiang Univ. 38, No. 3, 275--282 (2021; Zbl 07448527) Full Text: DOI OpenURL
Zhou, Zijian; Chen, Xu Minimax martingale method for optimal investment-reinsurance problem in a general insurance company risk model. (Chinese. English summary) Zbl 07448171 Acta Math. Appl. Sin. 44, No. 3, 407-417 (2021). MSC: 62P05 91G05 91G10 PDF BibTeX XML Cite \textit{Z. Zhou} and \textit{X. Chen}, Acta Math. Appl. Sin. 44, No. 3, 407--417 (2021; Zbl 07448171) OpenURL
Chen, Yong; Duan, Jinqiao; Gao, Hongjun Global well-posedness of the stochastic Camassa-Holm equation. (English) Zbl 1479.35967 Commun. Math. Sci. 19, No. 3, 607-627 (2021). MSC: 35R60 35G25 60H15 PDF BibTeX XML Cite \textit{Y. Chen} et al., Commun. Math. Sci. 19, No. 3, 607--627 (2021; Zbl 1479.35967) Full Text: DOI OpenURL
Gushchin, Alexander A.; Zhunussova, Assylliya K. 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 PDF BibTeX XML Cite \textit{A. A. Gushchin} and \textit{A. K. Zhunussova}, Springer Proc. Math. Stat. 358, 219--231 (2021; Zbl 1483.60064) Full Text: DOI OpenURL
Candeloro, Domenico; Sambucini, Anna Rita; Trastulli, Luca A Girsanov result for the Pettis integral. (English) Zbl 07438290 Real Anal. Exch. 46, No. 1, 175-190 (2021). MSC: 46G10 60H05 28B05 28B20 26E25 54C60 PDF BibTeX XML Cite \textit{D. Candeloro} et al., Real Anal. Exch. 46, No. 1, 175--190 (2021; Zbl 07438290) Full Text: DOI arXiv Link OpenURL
Greenberg, Noam; Miller, Joseph S.; Nies, André Highness properties close to PA completeness. (English) Zbl 07436549 Isr. J. Math. 244, No. 1, 419-465 (2021). Reviewer: Liang Yu (Nanjing) MSC: 03D15 68Q30 PDF BibTeX XML Cite \textit{N. Greenberg} et al., Isr. J. Math. 244, No. 1, 419--465 (2021; Zbl 07436549) Full Text: DOI arXiv OpenURL
Yaroslavtsev, Ivan S. On strongly orthogonal martingales in UMD Banach spaces. (English) Zbl 07435073 Probab. Math. Stat. 41, No. 1, 153-171 (2021). MSC: 60G44 60H05 60B11 32U05 PDF BibTeX XML Cite \textit{I. S. Yaroslavtsev}, Probab. Math. Stat. 41, No. 1, 153--171 (2021; Zbl 07435073) Full Text: DOI arXiv OpenURL
Brzozowski, Michał; Osękowski, Adam Weighted maximal inequalities for martingale transforms. (English) Zbl 07435070 Probab. Math. Stat. 41, No. 1, 89-114 (2021). MSC: 60G44 60G42 PDF BibTeX XML Cite \textit{M. Brzozowski} and \textit{A. Osękowski}, Probab. Math. Stat. 41, No. 1, 89--114 (2021; Zbl 07435070) Full Text: DOI OpenURL
Petrović, Tomislav A universal pair of 1/2-betting strategies. (English) Zbl 07433280 Inf. Comput. 281, Article ID 104703, 3 p. (2021). MSC: 68Qxx PDF BibTeX XML Cite \textit{T. Petrović}, Inf. Comput. 281, Article ID 104703, 3 p. (2021; Zbl 07433280) Full Text: DOI OpenURL
Bakka, Abdelfouad; Hajji, Salah Global attracting sets of stochastic functional differential equations driven by a square integrable Lévy martingale. (English) Zbl 07430295 Afr. Mat. 32, No. 7-8, 1173-1178 (2021). MSC: 60H15 PDF BibTeX XML Cite \textit{A. Bakka} and \textit{S. Hajji}, Afr. Mat. 32, No. 7--8, 1173--1178 (2021; Zbl 07430295) Full Text: DOI OpenURL
Bansah, Justice Sam Martingale transforms between martingale Hardy-Amalgam spaces. (English) Zbl 1482.60057 Abstr. Appl. Anal. 2021, Article ID 8810220, 8 p. (2021). MSC: 60G42 60G46 46E30 42B30 42B35 PDF BibTeX XML Cite \textit{J. S. Bansah}, Abstr. Appl. Anal. 2021, Article ID 8810220, 8 p. (2021; Zbl 1482.60057) Full Text: DOI OpenURL
Shiozawa, Yuichi; Wang, Jian Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type. (English) Zbl 1482.60110 J. Theor. Probab. 34, No. 4, 2005-2032 (2021). Reviewer: Nicolas Privault (Singapore) MSC: 60J74 47G20 60G52 PDF BibTeX XML Cite \textit{Y. Shiozawa} and \textit{J. Wang}, J. Theor. Probab. 34, No. 4, 2005--2032 (2021; Zbl 1482.60110) Full Text: DOI arXiv OpenURL
Franceschi, S. Green’s functions with oblique Neumann boundary conditions in the quadrant. (English) Zbl 1481.30026 J. Theor. Probab. 34, No. 4, 1775-1810 (2021). MSC: 30E25 60J45 60J65 60H30 PDF BibTeX XML Cite \textit{S. Franceschi}, J. Theor. Probab. 34, No. 4, 1775--1810 (2021; Zbl 1481.30026) Full Text: DOI arXiv OpenURL
Ma, Congbian; Zhao, Guoxi An interpolation theorem for quasimartingales in noncommutative symmetric spaces. (English) Zbl 1482.46077 Adv. Math. Phys. 2021, Article ID 6678150, 5 p. (2021). Reviewer: Ghadir Sadeghi (Sabzevār) MSC: 46L52 46L53 60G46 46B70 PDF BibTeX XML Cite \textit{C. Ma} and \textit{G. Zhao}, Adv. Math. Phys. 2021, Article ID 6678150, 5 p. (2021; Zbl 1482.46077) Full Text: DOI OpenURL
Belhadj, Amel; Abdeldjebbar, Kandouci; Bouchentouf, Amina Angelika Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\). (English) Zbl 1474.60144 Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 2, 165-176 (2021). MSC: 60H05 60G15 PDF BibTeX XML Cite \textit{A. Belhadj} et al., Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 2, 165--176 (2021; Zbl 1474.60144) Full Text: DOI OpenURL
Osękowski, Adam An extension of Pratelli’s inequality. (English) Zbl 1474.60118 Stat. Probab. Lett. 177, Article ID 109175, 6 p. (2021). MSC: 60G44 60G42 PDF BibTeX XML Cite \textit{A. Osękowski}, Stat. Probab. Lett. 177, Article ID 109175, 6 p. (2021; Zbl 1474.60118) Full Text: DOI OpenURL
Kamiński, Łukasz; Osękowski, Adam Sharp Lorentz-norm estimates for BMO martingales. (English) Zbl 1474.60117 Stat. Probab. Lett. 173, Article ID 109068, 7 p. (2021). MSC: 60G44 46E30 PDF BibTeX XML Cite \textit{Ł. Kamiński} and \textit{A. Osękowski}, Stat. Probab. Lett. 173, Article ID 109068, 7 p. (2021; Zbl 1474.60117) Full Text: DOI OpenURL
Neufeld, Ariel; Sester, Julian On the stability of the martingale optimal transport problem: a set-valued map approach. (English) Zbl 1477.49068 Stat. Probab. Lett. 176, Article ID 109131, 7 p. (2021). MSC: 49Q22 60G44 PDF BibTeX XML Cite \textit{A. Neufeld} and \textit{J. Sester}, Stat. Probab. Lett. 176, Article ID 109131, 7 p. (2021; Zbl 1477.49068) Full Text: DOI arXiv OpenURL
Feng, Yarong; Mahmoud, Hosam M. Dynamic Pólya-Eggenberger urns. (English) Zbl 1474.60016 Stat. Probab. Lett. 174, Article ID 109089, 7 p. (2021). MSC: 60C05 60F05 65Q30 PDF BibTeX XML Cite \textit{Y. Feng} and \textit{H. M. Mahmoud}, Stat. Probab. Lett. 174, Article ID 109089, 7 p. (2021; Zbl 1474.60016) Full Text: DOI OpenURL
Zorin-Kranich, Pavel \(A_1\) Fefferman-Stein inequality for maximal functions of martingales in uniformly smooth spaces. (English) Zbl 07424783 Electron. J. Probab. 26, Paper No. 120, 18 p. (2021). Reviewer: Nikolaos Fountoulakis (Birmingham) MSC: 60G42 60E15 60G46 60G48 PDF BibTeX XML Cite \textit{P. Zorin-Kranich}, Electron. J. Probab. 26, Paper No. 120, 18 p. (2021; Zbl 07424783) Full Text: DOI arXiv OpenURL
Calude, Cristian S.; Celine, Karen Frilya; Gao, Ziyuan; Jain, Sanjay; Staiger, Ludwig; Stephan, Frank Bi-immunity over different size alphabets. (English) Zbl 07424424 Theor. Comput. Sci. 894, 31-49 (2021). MSC: 68Qxx PDF BibTeX XML Cite \textit{C. S. Calude} et al., Theor. Comput. Sci. 894, 31--49 (2021; Zbl 07424424) Full Text: DOI OpenURL
Borkar, Vivek S. A concentration bound for contractive stochastic approximation. (English) Zbl 1475.93106 Syst. Control Lett. 153, Article ID 104947, 6 p. (2021); corrigendum ibid. 159, Article ID 105086, 2 p. (2022). MSC: 93E03 90C39 PDF BibTeX XML Cite \textit{V. S. Borkar}, Syst. Control Lett. 153, Article ID 104947, 6 p. (2021; Zbl 1475.93106) Full Text: DOI OpenURL