Czapla, Dawid; Horbacz, Katarzyna; Wojewódka-Ściążko, Hanna The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm. (English) Zbl 07746180 Qual. Theory Dyn. Syst. 23, No. 1, Paper No. 7, 46 p. (2024). MSC: 60J25 60F05 60G55 37A30 46E27 PDF BibTeX XML Cite \textit{D. Czapla} et al., Qual. Theory Dyn. Syst. 23, No. 1, Paper No. 7, 46 p. (2024; Zbl 07746180) Full Text: DOI arXiv OA License
Novikov, M. I. Sufficient conditions for the minimality of biconcave functions. (English. Russian original) Zbl 07766049 St. Petersbg. Math. J. 34, No. 5, 847-872 (2023); translation from Algebra Anal. 34, No. 5, 173-210 (2022). MSC: 26B25 PDF BibTeX XML Cite \textit{M. I. Novikov}, St. Petersbg. Math. J. 34, No. 5, 847--872 (2023; Zbl 07766049); translation from Algebra Anal. 34, No. 5, 173--210 (2022) Full Text: DOI
Li, Ting; Cai, Xingju; Song, Yongzhong; Ma, Yumin Improved variance reduction extragradient method with line search for stochastic variational inequalities. (English) Zbl 07762764 J. Glob. Optim. 87, No. 2-4, 423-446 (2023). MSC: 65K15 62L20 93E35 90C33 PDF BibTeX XML Cite \textit{T. Li} et al., J. Glob. Optim. 87, No. 2--4, 423--446 (2023; Zbl 07762764) Full Text: DOI
Wang, Hao; Wang, Ning; Xu, Lin; Hu, Shujie; Yan, Xingyu Household investment-consumption-insurance policies under the age-dependent risk preferences. (English) Zbl 07750955 Int. J. Control 96, No. 10, 2542-2554 (2023). MSC: 91B42 91G05 60G46 PDF BibTeX XML Cite \textit{H. Wang} et al., Int. J. Control 96, No. 10, 2542--2554 (2023; Zbl 07750955) Full Text: DOI
Kim, Hyun-Gyoon; Cho, So-Yoon; Kim, Jeong-Hoon A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. (English) Zbl 07745059 Comput. Appl. Math. 42, No. 6, Paper No. 296, 22 p. (2023). MSC: 60G18 91G20 PDF BibTeX XML Cite \textit{H.-G. Kim} et al., Comput. Appl. Math. 42, No. 6, Paper No. 296, 22 p. (2023; Zbl 07745059) Full Text: DOI
Ghasemi, Mina; Javanian, Mehri; Imany-Nabiyyi, Ramin Note on the exponential recursive \(k\)-ary trees. (English) Zbl 1521.05022 RAIRO, Theor. Inform. Appl. 57, Paper No. 5, 14 p. (2023). MSC: 05C05 05C82 05C90 60C05 60F05 60G42 PDF BibTeX XML Cite \textit{M. Ghasemi} et al., RAIRO, Theor. Inform. Appl. 57, Paper No. 5, 14 p. (2023; Zbl 1521.05022) Full Text: DOI
Criens, David Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations. (English) Zbl 07715941 J. Stat. Phys. 190, No. 6, Paper No. 114, 40 p. (2023). Reviewer: Alexandra Rodkina (College Station) MSC: 60H15 60G48 60B10 PDF BibTeX XML Cite \textit{D. Criens}, J. Stat. Phys. 190, No. 6, Paper No. 114, 40 p. (2023; Zbl 07715941) Full Text: DOI arXiv
Bazyari, Abouzar On the ruin probabilities for a general perturbed renewal risk process. (English) Zbl 1520.91307 J. Stat. Plann. Inference 227, 1-17 (2023). MSC: 91G05 60K10 60G46 62G32 PDF BibTeX XML Cite \textit{A. Bazyari}, J. Stat. Plann. Inference 227, 1--17 (2023; Zbl 1520.91307) Full Text: DOI
Bishwal, Jaya P. N. Le Cam-Stratonovich-Boole theory for Itô diffusions. (English) Zbl 07708899 Random Oper. Stoch. Equ. 31, No. 2, 153-176 (2023). MSC: 62F12 62F15 62M05 60F05 60F10 60H10 PDF BibTeX XML Cite \textit{J. P. N. Bishwal}, Random Oper. Stoch. Equ. 31, No. 2, 153--176 (2023; Zbl 07708899) Full Text: DOI
Gałązka, Tomasz; Osękowski, Adam Sharp estimates for martingale transforms with unbounded transforming sequences. (English) Zbl 07707100 Electron. J. Probab. 28, Paper No. 66, 20 p. (2023). MSC: 60G42 60G44 PDF BibTeX XML Cite \textit{T. Gałązka} and \textit{A. Osękowski}, Electron. J. Probab. 28, Paper No. 66, 20 p. (2023; Zbl 07707100) Full Text: DOI Link
Motyl, Elżbieta Martingale solutions of the stochastic Hall-magnetohydrodynamics equations on \(\mathbb{R}^3\). (English) Zbl 1514.35363 J. Differ. Equations 362, 514-575 (2023). MSC: 35Q35 35Q30 76W05 76M35 60H15 35A01 35R60 PDF BibTeX XML Cite \textit{E. Motyl}, J. Differ. Equations 362, 514--575 (2023; Zbl 1514.35363) Full Text: DOI arXiv
Zhang, Yu-Song; Fei, Chen; Pan, Hai-Feng; Huang, Jian Optimal consumption, leisure and job choice under inflationary environment. (English) Zbl 07660457 J. Oper. Res. Soc. China 11, No. 1, 83-107 (2023). MSC: 91G05 90B50 93E20 60H30 PDF BibTeX XML Cite \textit{Y.-S. Zhang} et al., J. Oper. Res. Soc. China 11, No. 1, 83--107 (2023; Zbl 07660457) Full Text: DOI
Guan, Guohui; Liang, Zongxia; Xia, Yi Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (English) Zbl 07619290 Eur. J. Oper. Res. 305, No. 2, 868-886 (2023). MSC: 91G05 91G10 93E20 PDF BibTeX XML Cite \textit{G. Guan} et al., Eur. J. Oper. Res. 305, No. 2, 868--886 (2023; Zbl 07619290) Full Text: DOI arXiv
Pène, Françoise Stochastic properties of dynamical systems. (English) Zbl 1520.37001 Cours Spécialisés (Paris) 30. Paris: Société Mathématique de France (SMF) (ISBN 978-2-85629-967-8/hbk). xxii, 249 p. (2022). Reviewer: Julia García Cabello (Granada) MSC: 37-01 60-01 37A05 37A25 37A30 37A50 37Hxx 60Fxx 60Hxx PDF BibTeX XML Cite \textit{F. Pène}, Stochastic properties of dynamical systems. Paris: Société Mathématique de France (SMF) (2022; Zbl 1520.37001)
Desmettre, Sascha; Wahl, Markus; Zagst, Rudi Dynamic surplus optimization with performance- and index-linked liabilities. (English) Zbl 1505.91325 Eur. Actuar. J. 12, No. 2, 607-645 (2022). MSC: 91G05 91G10 60G44 PDF BibTeX XML Cite \textit{S. Desmettre} et al., Eur. Actuar. J. 12, No. 2, 607--645 (2022; Zbl 1505.91325) Full Text: DOI
Velasco, Carlos Estimation of time series models using residuals dependence measures. (English) Zbl 07628850 Ann. Stat. 50, No. 5, 3039-3063 (2022). MSC: 62M10 62M15 PDF BibTeX XML Cite \textit{C. Velasco}, Ann. Stat. 50, No. 5, 3039--3063 (2022; Zbl 07628850) Full Text: DOI
Chaudhary, Abhishek Convergence of a spectral method for the stochastic incompressible Euler equations. (English) Zbl 07609837 ESAIM, Math. Model. Numer. Anal. 56, No. 6, 1993-2019 (2022). MSC: 65-XX 35Q31 35R60 60H15 65M12 65M70 76B03 76D03 PDF BibTeX XML Cite \textit{A. Chaudhary}, ESAIM, Math. Model. Numer. Anal. 56, No. 6, 1993--2019 (2022; Zbl 07609837) Full Text: DOI arXiv
Osękowski, Adam; Wojtas, Mateusz Weak-type estimates for martingale maximal functions. (English) Zbl 1515.60117 Electron. Commun. Probab. 27, Paper No. 52, 11 p. (2022). Reviewer: Rasul A. Khan (Solon) MSC: 60G42 60G44 PDF BibTeX XML Cite \textit{A. Osękowski} and \textit{M. Wojtas}, Electron. Commun. Probab. 27, Paper No. 52, 11 p. (2022; Zbl 1515.60117) Full Text: DOI
Ji, Shaolin; Liu, Haodong Solvability of forward-backward stochastic difference equations with finite states. (English) Zbl 1505.39017 Stochastics 94, No. 6, 905-925 (2022). MSC: 39A50 60G42 PDF BibTeX XML Cite \textit{S. Ji} and \textit{H. Liu}, Stochastics 94, No. 6, 905--925 (2022; Zbl 1505.39017) Full Text: DOI arXiv
Li, Yun; Wu, Fuke; Zhang, Ji-feng Near optimality of stochastic control for singularly perturbed McKean-Vlasov systems. (English) Zbl 1500.93147 SIAM J. Control Optim. 60, No. 5, 2859-2883 (2022). MSC: 93E20 93C70 60H10 PDF BibTeX XML Cite \textit{Y. Li} et al., SIAM J. Control Optim. 60, No. 5, 2859--2883 (2022; Zbl 1500.93147) Full Text: DOI
Naderi, Sarkoat; Kazemi, Ramin; Behzadi, Mohammad H. Limit laws for two distance-based indices in random recursive tree models. (English) Zbl 1495.05030 Acta Univ. Sapientiae, Inform. 14, No. 1, 35-48 (2022). MSC: 05C05 60F05 PDF BibTeX XML Cite \textit{S. Naderi} et al., Acta Univ. Sapientiae, Inform. 14, No. 1, 35--48 (2022; Zbl 1495.05030) Full Text: DOI
Metzger, Stefan; Grün, Günther Existence of nonnegative solutions to stochastic thin-film equations in two space dimensions. (English) Zbl 1503.60083 Interfaces Free Bound. 24, No. 3, 307-387 (2022). Reviewer: Isamu Dôku (Saitama) MSC: 60H15 65M12 35K25 35K65 35Q35 PDF BibTeX XML Cite \textit{S. Metzger} and \textit{G. Grün}, Interfaces Free Bound. 24, No. 3, 307--387 (2022; Zbl 1503.60083) Full Text: DOI arXiv
Stolyarov, Dmitriy; Vasyunin, Vasily; Zatitskiy, Pavel; Zlotnikov, Ilya Sharp moment estimates for martingales with uniformly bounded square functions. (English) Zbl 1512.60026 Math. Z. 302, No. 1, 181-217 (2022). Reviewer: Ferenc Weisz (Budapest) MSC: 60G42 42B35 PDF BibTeX XML Cite \textit{D. Stolyarov} et al., Math. Z. 302, No. 1, 181--217 (2022; Zbl 1512.60026) Full Text: DOI arXiv
Boyle, Phelim; Tan, Ken Seng; Wei, Pengyu; Zhuang, Sheng Chao Annuity and insurance choice under habit formation. (English) Zbl 1492.91273 Insur. Math. Econ. 105, 211-237 (2022). MSC: 91G05 91G10 PDF BibTeX XML Cite \textit{P. Boyle} et al., Insur. Math. Econ. 105, 211--237 (2022; Zbl 1492.91273) Full Text: DOI
Pilanci, Mert Computational polarization: an information-theoretic method for resilient computing. (English) Zbl 1497.94049 IEEE Trans. Inf. Theory 68, No. 4, 2211-2238 (2022). MSC: 94A29 PDF BibTeX XML Cite \textit{M. Pilanci}, IEEE Trans. Inf. Theory 68, No. 4, 2211--2238 (2022; Zbl 1497.94049) Full Text: DOI arXiv
Zhu, Shunqing; Dong, Yinghui; Wu, Sang Optimal investment of DC pension plan with two VaR constraints. (English) Zbl 07533632 Commun. Stat., Theory Methods 51, No. 6, 1745-1764 (2022). MSC: 91B16 91G10 62-XX PDF BibTeX XML Cite \textit{S. Zhu} et al., Commun. Stat., Theory Methods 51, No. 6, 1745--1764 (2022; Zbl 07533632) Full Text: DOI
Wu, Fuke; Yin, George Fast-slow-coupled stochastic functional differential equations. (English) Zbl 1495.34111 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 1495.34111) Full Text: DOI
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
Xu, Yong; Yang, Xiaoyu; Pei, Bin; Bai, Yuzhen Convergence of martingale solutions to the hybrid slow-fast system. (English) Zbl 1513.70082 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 1513.70082) Full Text: DOI
Han, Yuecai; Liu, Chunyang; Song, Qingshuo Pricing double volatility barriers option under stochastic volatility. (English) Zbl 1489.91261 Stochastics 93, No. 4, 625-645 (2021). MSC: 91G20 60H30 62P05 PDF BibTeX XML Cite \textit{Y. Han} et al., Stochastics 93, No. 4, 625--645 (2021; Zbl 1489.91261) Full Text: DOI
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: 65Mxx PDF BibTeX XML Cite \textit{G. Deugoué} et al., IMA J. Numer. Anal. 41, No. 4, 3046--3112 (2021; Zbl 07528329) Full Text: DOI
Zhao, Pan; Pan, Jian; Yue, Qin; Zhang, Jinbo Pricing of financial derivatives based on the Tsallis statistical theory. (English) Zbl 1496.91093 Chaos Solitons Fractals 142, Article ID 110463, 11 p. (2021). MSC: 91G20 34F05 60H30 62P05 91G80 PDF BibTeX XML Cite \textit{P. Zhao} et al., Chaos Solitons Fractals 142, Article ID 110463, 11 p. (2021; Zbl 1496.91093) Full Text: DOI
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 1486.60037 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 1486.60037) Full Text: DOI
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Exponential bounds of ruin probabilities for non-homogeneous risk models. (English) Zbl 1485.91212 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 1485.91212) Full Text: DOI arXiv
Sun, Cailing; Liu, Lixia Research on pricing of forward start options in jump diffusion model with stochastic interest rate. (Chinese. English summary) Zbl 1488.91141 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 1488.91141) Full Text: DOI
Colaneri, Katia; Herzel, Stefano; Nicolosi, Marco The value of knowing the market price of risk. (English) Zbl 1476.91144 Ann. Oper. Res. 299, No. 1-2, 101-131 (2021). MSC: 91G10 93E20 60G44 PDF BibTeX XML Cite \textit{K. Colaneri} et al., Ann. Oper. Res. 299, No. 1--2, 101--131 (2021; Zbl 1476.91144) Full Text: DOI arXiv
Junca, Mauricio; Serrano, Rafael Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics. (English) Zbl 1471.91542 Math. Financ. Econ. 15, No. 4, 775-809 (2021). MSC: 91G15 91G10 60G44 PDF BibTeX XML Cite \textit{M. Junca} and \textit{R. Serrano}, Math. Financ. Econ. 15, No. 4, 775--809 (2021; Zbl 1471.91542) Full Text: DOI
Dhariwal, Gaurav; Huber, Florian; Jüngel, Ansgar; Kuehn, Christian; Neamţu, Alexandra Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method. (English. French summary) Zbl 1478.35173 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 577-602 (2021). Reviewer: Yongqian Zhang (Shanghai) MSC: 35Q35 35Q92 35R60 60H15 76A20 92C70 PDF BibTeX XML Cite \textit{G. Dhariwal} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 1, 577--602 (2021; Zbl 1478.35173) Full Text: DOI arXiv
Aistleitner, Christoph; Baker, Simon On the pair correlations of powers of real numbers. (English) Zbl 1478.11098 Isr. J. Math. 242, No. 1, 243-268 (2021). Reviewer: Anton Shutov (Vladimir) MSC: 11K06 11J71 11K31 11K36 PDF BibTeX XML Cite \textit{C. Aistleitner} and \textit{S. Baker}, Isr. J. Math. 242, No. 1, 243--268 (2021; Zbl 1478.11098) Full Text: DOI arXiv
Liu, Shuang-sui; Guo, Wen-jing; Tong, Xin-le Martingale method for optimal investment and proportional reinsurance. (English) Zbl 1474.91155 Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 16-30 (2021). MSC: 91G05 60G44 60G51 PDF BibTeX XML Cite \textit{S.-s. Liu} et al., Appl. Math., Ser. B (Engl. Ed.) 36, No. 1, 16--30 (2021; Zbl 1474.91155) Full Text: DOI
Deugoué, G.; Moghomye, B. Jidjou; Tachim Medjo, T. Approximation of a stochastic two-phase flow model by a splitting-up method. (English) Zbl 1471.35231 Commun. Pure Appl. Anal. 20, No. 3, 1135-1170 (2021). MSC: 35Q35 35D30 60H15 76T06 76M35 86A05 35R60 PDF BibTeX XML Cite \textit{G. Deugoué} et al., Commun. Pure Appl. Anal. 20, No. 3, 1135--1170 (2021; Zbl 1471.35231) Full Text: DOI
Jeon, Junkee Finite horizon portfolio selection problems with stochastic borrowing constraints. (English) Zbl 1474.91177 J. Ind. Manag. Optim. 17, No. 2, 733-763 (2021). MSC: 91G10 60G44 60G40 PDF BibTeX XML Cite \textit{J. Jeon}, J. Ind. Manag. Optim. 17, No. 2, 733--763 (2021; Zbl 1474.91177) Full Text: DOI
Lichtenstern, Andreas; Shevchenko, Pavel V.; Zagst, Rudi Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. (English) Zbl 1460.91229 Math. Financ. Econ. 15, No. 2, 275-313 (2021). MSC: 91G05 91B42 91B16 PDF BibTeX XML Cite \textit{A. Lichtenstern} et al., Math. Financ. Econ. 15, No. 2, 275--313 (2021; Zbl 1460.91229) Full Text: DOI arXiv
Jeon, Junkee; Kang, Myungjoo; Shin, Yong Hyun Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints. (English) Zbl 1461.91275 Japan J. Ind. Appl. Math. 38, No. 1, 353-377 (2021). MSC: 91G10 91G80 35Q91 PDF BibTeX XML Cite \textit{J. Jeon} et al., Japan J. Ind. Appl. Math. 38, No. 1, 353--377 (2021; Zbl 1461.91275) Full Text: DOI
Deugoue, Gabriel; Moghomye, Boris Jidjou; Medjo, Theodore Tachim Splitting-up scheme for the stochastic Cahn-Hilliard Navier-Stokes model. (English) Zbl 1459.35410 Stoch. Dyn. 21, No. 1, Article ID 2150005, 46 p. (2021). MSC: 35R60 35Q35 60H15 76M35 86A05 PDF BibTeX XML Cite \textit{G. Deugoue} et al., Stoch. Dyn. 21, No. 1, Article ID 2150005, 46 p. (2021; Zbl 1459.35410) Full Text: DOI
Köpfer, Benedikt; Rüschendorf, Ludger The martingale comparison method for Markov processes. (English) Zbl 1476.60041 J. Appl. Probab. 58, No. 1, 164-176 (2021). MSC: 60E15 60J25 PDF BibTeX XML Cite \textit{B. Köpfer} and \textit{L. Rüschendorf}, J. Appl. Probab. 58, No. 1, 164--176 (2021; Zbl 1476.60041) Full Text: DOI
Wu, Fuke; Yin, George; Zhu, Chao Approximation of a class of functional differential equations with wideband noise perturbations. (English) Zbl 1457.60092 J. Math. Anal. Appl. 496, No. 2, Article ID 124819, 26 p. (2021). MSC: 60H10 60H30 45J05 PDF BibTeX XML Cite \textit{F. Wu} et al., J. Math. Anal. Appl. 496, No. 2, Article ID 124819, 26 p. (2021; Zbl 1457.60092) Full Text: DOI
Guambe, Calisto; Kufakunesu, Rodwell Optimal investment-consumption and life insurance with capital constraints. (English) Zbl 07549055 Commun. Stat., Theory Methods 49, No. 3, 648-669 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Guambe} and \textit{R. Kufakunesu}, Commun. Stat., Theory Methods 49, No. 3, 648--669 (2020; Zbl 07549055) Full Text: DOI arXiv
Chen, Xu; Zhuo, WenYan Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model. (English) Zbl 07529981 Commun. Stat., Theory Methods 49, No. 23, 5738-5764 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Chen} and \textit{W. Zhuo}, Commun. Stat., Theory Methods 49, No. 23, 5738--5764 (2020; Zbl 07529981) Full Text: DOI
Meral, Alev Comparison of various risk measures for an optimal portfolio. (English) Zbl 1474.91180 Acta Univ. Apulensis, Math. Inform. 64, 83-115 (2020). MSC: 91G10 93E20 91G70 PDF BibTeX XML Cite \textit{A. Meral}, Acta Univ. Apulensis, Math. Inform. 64, 83--115 (2020; Zbl 1474.91180) Full Text: arXiv
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Lundberg-type inequalities for non-homogeneous risk models. (English) Zbl 1465.91034 Stoch. Models 36, No. 4, 661-680 (2020). MSC: 91B05 60K10 PDF BibTeX XML Cite \textit{Q. Zhou} et al., Stoch. Models 36, No. 4, 661--680 (2020; Zbl 1465.91034) Full Text: DOI arXiv
Zhao, Xia; Shi, Yu Asset allocation and reinsurance policy for a mean-variance-CVaR insurer in continuous-time. (English) Zbl 1474.91170 Chin. J. Appl. Probab. Stat. 36, No. 5, 536-550 (2020). MSC: 91G05 91B32 60G44 PDF BibTeX XML Cite \textit{X. Zhao} and \textit{Y. Shi}, Chin. J. Appl. Probab. Stat. 36, No. 5, 536--550 (2020; Zbl 1474.91170) Full Text: DOI
Zhao, Wenju; Gunzburger, Max Auxiliary equations approach for the stochastic unsteady Navier-Stokes equations with additive random noise. (English) Zbl 1463.65317 Numer. Math., Theory Methods Appl. 13, No. 1, 1-26 (2020). MSC: 65M60 35R60 76D05 65M12 35R11 60H50 35B65 35Q30 PDF BibTeX XML Cite \textit{W. Zhao} and \textit{M. Gunzburger}, Numer. Math., Theory Methods Appl. 13, No. 1, 1--26 (2020; Zbl 1463.65317) Full Text: DOI
Zhai, Yonghui; Wang, Yiwei; Gao, Qinghui Optimal investment strategies for DC occupational pension fund based stochastic contribution flow model: under the constraint of a minimum guarantee. (Chinese. English summary) Zbl 1463.91122 J. Henan Norm. Univ., Nat. Sci. 48, No. 2, 6-13 (2020). MSC: 91G05 93E20 60G44 PDF BibTeX XML Cite \textit{Y. Zhai} et al., J. Henan Norm. Univ., Nat. Sci. 48, No. 2, 6--13 (2020; Zbl 1463.91122) Full Text: DOI
Hornung, Fabian The stochastic nonlinear Schrödinger equation in unbounded domains and non-compact manifolds. (English) Zbl 1448.35426 NoDEA, Nonlinear Differ. Equ. Appl. 27, No. 4, Paper No. 40, 46 p. (2020). MSC: 35Q41 35R60 60H15 60H30 60H40 37L65 PDF BibTeX XML Cite \textit{F. Hornung}, NoDEA, Nonlinear Differ. Equ. Appl. 27, No. 4, Paper No. 40, 46 p. (2020; Zbl 1448.35426) Full Text: DOI arXiv
Zakaria, Ali Stochastic system for generalized polytropic filtration. (English) Zbl 1479.60141 Math. Methods Appl. Sci. 43, No. 1, 134-173 (2020). Reviewer: Jonas M. Tölle (Aalto) MSC: 60H15 35D30 35K59 76A05 93E03 35R60 PDF BibTeX XML Cite \textit{A. Zakaria}, Math. Methods Appl. Sci. 43, No. 1, 134--173 (2020; Zbl 1479.60141) Full Text: DOI
Deugoué, G.; Moghomye, B. Jidjou; Tachim Medjo, T. Existence of a solution to the stochastic nonlocal Cahn-Hilliard Navier-Stokes model via a splitting-up method. (English) Zbl 1452.35268 Nonlinearity 33, No. 7, 3424-3469 (2020). MSC: 35R60 35Q35 60H15 76M35 86A05 PDF BibTeX XML Cite \textit{G. Deugoué} et al., Nonlinearity 33, No. 7, 3424--3469 (2020; Zbl 1452.35268) Full Text: DOI
Osękowski, Adam A ratio inequality for nonnegative martingales and their differential subordinates. (English) Zbl 1447.60071 Electron. Commun. Probab. 25, Paper No. 21, 12 p. (2020). MSC: 60G42 60G44 PDF BibTeX XML Cite \textit{A. Osękowski}, Electron. Commun. Probab. 25, Paper No. 21, 12 p. (2020; Zbl 1447.60071) Full Text: DOI Euclid
Hafouta, Yeor Nonconventional moderate deviations theorems and exponential concentration inequalities. (English. French summary) Zbl 1434.60090 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 428-448 (2020). MSC: 60F10 60F05 37D20 37D25 37A25 PDF BibTeX XML Cite \textit{Y. Hafouta}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 428--448 (2020; Zbl 1434.60090) Full Text: DOI arXiv Euclid
Ogihara, Teppei; Tanaka, Hideyuki Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering. (English) Zbl 1444.60031 Japan J. Ind. Appl. Math. 37, No. 2, 383-413 (2020). MSC: 60G35 93E11 60F05 65C20 PDF BibTeX XML Cite \textit{T. Ogihara} and \textit{H. Tanaka}, Japan J. Ind. Appl. Math. 37, No. 2, 383--413 (2020; Zbl 1444.60031) Full Text: DOI arXiv
Wu, Fuke; Yin, George An averaging principle for two-time-scale stochastic functional differential equations. (English) Zbl 1442.34127 J. Differ. Equations 269, No. 1, 1037-1077 (2020). Reviewer: Yong-Kui Chang (Xi’an) MSC: 34K50 34K33 34K26 60G44 60J60 92D25 PDF BibTeX XML Cite \textit{F. Wu} and \textit{G. Yin}, J. Differ. Equations 269, No. 1, 1037--1077 (2020; Zbl 1442.34127) Full Text: DOI
Mahmoud, Hosam M.; Zhang, Panpan Distributions in the constant-differentials Pólya process. (English) Zbl 1460.60010 Stat. Probab. Lett. 156, Article ID 108592, 6 p. (2020). MSC: 60C05 60G44 60F05 PDF BibTeX XML Cite \textit{H. M. Mahmoud} and \textit{P. Zhang}, Stat. Probab. Lett. 156, Article ID 108592, 6 p. (2020; Zbl 1460.60010) Full Text: DOI arXiv
Zhao, Yuexu; Liu, Jie Pricing of American catastrophe disaster insurance futures options with martingale method. (Chinese. English summary) Zbl 1449.91170 Math. Pract. Theory 49, No. 22, 16-21 (2019). MSC: 91G20 91G05 60G40 60G44 PDF BibTeX XML Cite \textit{Y. Zhao} and \textit{J. Liu}, Math. Pract. Theory 49, No. 22, 16--21 (2019; Zbl 1449.91170)
Lv, Kening; Zheng, Yan A central limit theorem for random dynamical systems. (English) Zbl 1449.60040 J. Shanghai Norm. Univ., Nat. Sci. 48, No. 3, 311-314 (2019). MSC: 60F05 37H05 PDF BibTeX XML Cite \textit{K. Lv} and \textit{Y. Zheng}, J. Shanghai Norm. Univ., Nat. Sci. 48, No. 3, 311--314 (2019; Zbl 1449.60040)
Ye, Jinchun Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment. (English) Zbl 1427.91247 Insur. Math. Econ. 89, 193-212 (2019). MSC: 91G05 60H10 60G44 PDF BibTeX XML Cite \textit{J. Ye}, Insur. Math. Econ. 89, 193--212 (2019; Zbl 1427.91247) Full Text: DOI
Wang, Suxin; Rong, Ximin; Zhao, Hui Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. (English) Zbl 1429.91296 Appl. Math. Comput. 346, 205-218 (2019). MSC: 91G10 91G05 PDF BibTeX XML Cite \textit{S. Wang} et al., Appl. Math. Comput. 346, 205--218 (2019; Zbl 1429.91296) Full Text: DOI
Jeon, Junkee; Koo, Hyeng Keun; Shin, Yong Hyun Ratcheting with a bliss level of consumption. (English) Zbl 1432.91105 Optim. Lett. 13, No. 7, 1535-1556 (2019). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G10 91G20 60G40 60G44 PDF BibTeX XML Cite \textit{J. Jeon} et al., Optim. Lett. 13, No. 7, 1535--1556 (2019; Zbl 1432.91105) Full Text: DOI
Marchina, Antoine About the rate function in concentration inequalities for suprema of bounded empirical processes. (English) Zbl 1479.60062 Stochastic Processes Appl. 129, No. 10, 3967-3980 (2019). MSC: 60F10 60E15 60G70 62G30 PDF BibTeX XML Cite \textit{A. Marchina}, Stochastic Processes Appl. 129, No. 10, 3967--3980 (2019; Zbl 1479.60062) Full Text: DOI HAL
Tang, Maoning; Meng, Qingxin Linear-quadratic optimal control problems for mean-field stochastic differential equations with jumps. (English) Zbl 1423.49034 Asian J. Control 21, No. 2, 809-823 (2019). MSC: 49N10 49K45 49N15 49N35 PDF BibTeX XML Cite \textit{M. Tang} and \textit{Q. Meng}, Asian J. Control 21, No. 2, 809--823 (2019; Zbl 1423.49034) Full Text: DOI arXiv
Lin, Hongcan; Saunders, David; Weng, Chengguo Portfolio optimization with performance ratios. (English) Zbl 1422.91657 Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950022, 38 p. (2019). MSC: 91G10 93E20 60G44 PDF BibTeX XML Cite \textit{H. Lin} et al., Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950022, 38 p. (2019; Zbl 1422.91657) Full Text: DOI
Rapicki, Mateusz Fefferman-Stein inequalities for the dyadic-like maximal operators. (English) Zbl 1416.42024 Arch. Math. 113, No. 1, 81-93 (2019). MSC: 42B25 60G42 PDF BibTeX XML Cite \textit{M. Rapicki}, Arch. Math. 113, No. 1, 81--93 (2019; Zbl 1416.42024) Full Text: DOI
Jiang, Song; Ju, Qiangchang; Wang, Huaqiao Martingale weak solutions of the stochastic Landau-Lifshitz-Bloch equation. (English) Zbl 1423.35474 J. Differ. Equations 266, No. 5, 2542-2574 (2019). Reviewer: Guy Jumarie (Montréal) MSC: 35R60 35K59 35Q60 60H15 82D40 65C30 PDF BibTeX XML Cite \textit{S. Jiang} et al., J. Differ. Equations 266, No. 5, 2542--2574 (2019; Zbl 1423.35474) Full Text: DOI
Tan, Zhong; Wang, Huaqiao; Wang, Yucong Time-splitting methods to solve the Hall-MHD systems with Lévy noises. (English) Zbl 1410.35139 Kinet. Relat. Models 12, No. 1, 243-267 (2019). MSC: 35Q35 60H15 76N10 81V70 PDF BibTeX XML Cite \textit{Z. Tan} et al., Kinet. Relat. Models 12, No. 1, 243--267 (2019; Zbl 1410.35139) Full Text: DOI
Chen, Robin Ming; Wang, Dehua; Wang, Huaqiao Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes. (English) Zbl 1410.35094 J. Funct. Anal. 276, No. 7, 2007-2051 (2019). MSC: 35Q30 35D30 35R60 76D06 60J65 35B45 PDF BibTeX XML Cite \textit{R. M. Chen} et al., J. Funct. Anal. 276, No. 7, 2007--2051 (2019; Zbl 1410.35094) Full Text: DOI arXiv
Kulik, Alexei M. On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise. (English) Zbl 1405.60117 Stochastic Processes Appl. 129, No. 2, 473-506 (2019). MSC: 60J35 60J75 35S05 35S10 47G30 60H10 PDF BibTeX XML Cite \textit{A. M. Kulik}, Stochastic Processes Appl. 129, No. 2, 473--506 (2019; Zbl 1405.60117) Full Text: DOI arXiv
Rasulov, Abdujabar; Raimova, Gulnora Monte Carlo method for solution of initial-boundary value problem for nonlinear parabolic equations. (English) Zbl 1482.60004 Math. Comput. Simul. 146, 240-250 (2018). MSC: 60-08 60J85 35K20 35K58 65C05 PDF BibTeX XML Cite \textit{A. Rasulov} and \textit{G. Raimova}, Math. Comput. Simul. 146, 240--250 (2018; Zbl 1482.60004) Full Text: DOI
Kruse, Raphael; Scheutzow, Michael A discrete stochastic Gronwall lemma. (English) Zbl 1482.60093 Math. Comput. Simul. 143, 149-157 (2018). MSC: 60H35 60G42 26D15 PDF BibTeX XML Cite \textit{R. Kruse} and \textit{M. Scheutzow}, Math. Comput. Simul. 143, 149--157 (2018; Zbl 1482.60093) Full Text: DOI arXiv
Wei, Qianqian; Liu, Jianmin Markovian queues with customers lost based on martingale method. (Chinese. English summary) Zbl 1438.60123 Basic Sci. J. Text. Univ. 31, No. 4, 484-489 (2018). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{Q. Wei} and \textit{J. Liu}, Basic Sci. J. Text. Univ. 31, No. 4, 484--489 (2018; Zbl 1438.60123) Full Text: DOI
Liu, Linna; Deng, Feiqi; Hou, Ting Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition. (English) Zbl 1427.60108 Appl. Math. Comput. 330, 201-212 (2018). MSC: 60H10 65L03 34K50 65C30 PDF BibTeX XML Cite \textit{L. Liu} et al., Appl. Math. Comput. 330, 201--212 (2018; Zbl 1427.60108) Full Text: DOI
Wang, Chuanyu; Fu, Chunyan; Sheng, Guoxiang Optimal investment of DC pension under the inflation and loss aversion. (Chinese. English summary) Zbl 1424.91061 J. Univ. Sci. Technol. China 48, No. 5, 420-430 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Wang} et al., J. Univ. Sci. Technol. China 48, No. 5, 420--430 (2018; Zbl 1424.91061) Full Text: DOI
Xiao, Lin; Yang, Xiangqun A new generalized European option pricing model and the properties. (Chinese. English summary) Zbl 1424.91140 Acta Math. Appl. Sin. 41, No. 4, 511-528 (2018). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{L. Xiao} and \textit{X. Yang}, Acta Math. Appl. Sin. 41, No. 4, 511--528 (2018; Zbl 1424.91140)
Lim, Byung Hwa; Lee, Ho-Seok Portfolio decision with a quadratic utility and inflation risk. (English) Zbl 1448.91273 Adv. Difference Equ. 2018, Paper No. 366, 16 p. (2018). MSC: 91G10 60H30 PDF BibTeX XML Cite \textit{B. H. Lim} and \textit{H.-S. Lee}, Adv. Difference Equ. 2018, Paper No. 366, 16 p. (2018; Zbl 1448.91273) Full Text: DOI
Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao Moments of renewal shot-noise processes and their applications. (English) Zbl 1418.91243 Scand. Actuar. J. 2018, No. 8, 727-752 (2018). MSC: 91B30 60K10 62P05 60G55 91G40 PDF BibTeX XML Cite \textit{J. Jang} et al., Scand. Actuar. J. 2018, No. 8, 727--752 (2018; Zbl 1418.91243) Full Text: DOI Link
Kuznetsov, Dmitriy Feliksovich Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 6th revised and expanded edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1404.60002 Differ. Uravn. Protsessy Upr. 2018, No. 4, 1073 p., open access (2018). MSC: 60-02 65-02 60H05 60H10 60H35 65C30 PDF BibTeX XML Full Text: Link
Xi, Fubao; Zhu, Chao On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators. (English) Zbl 1417.60069 Stochastic Processes Appl. 128, No. 12, 4277-4308 (2018). MSC: 60J25 60J27 60J60 60J75 PDF BibTeX XML Cite \textit{F. Xi} and \textit{C. Zhu}, Stochastic Processes Appl. 128, No. 12, 4277--4308 (2018; Zbl 1417.60069) Full Text: DOI arXiv
Lefèvre, Claude; Picard, Philippe A general approach to the integral functionals of epidemic processes. (English) Zbl 1401.60148 J. Appl. Probab. 55, No. 2, 593-609 (2018). MSC: 60J28 92D30 12E10 PDF BibTeX XML Cite \textit{C. Lefèvre} and \textit{P. Picard}, J. Appl. Probab. 55, No. 2, 593--609 (2018; Zbl 1401.60148) Full Text: DOI
Bo, Lijun; Capponi, Agostino Portfolio choice with market – credit-risk dependencies. (English) Zbl 1415.91254 SIAM J. Control Optim. 56, No. 4, 3050-3091 (2018). MSC: 91G10 91G40 60G44 35Q91 PDF BibTeX XML Cite \textit{L. Bo} and \textit{A. Capponi}, SIAM J. Control Optim. 56, No. 4, 3050--3091 (2018; Zbl 1415.91254) Full Text: DOI arXiv
Marchina, Antoine Comparison inequalities for suprema of bounded empirical processes. (English) Zbl 1410.60029 Electron. Commun. Probab. 23, Paper No. 33, 7 p. (2018). MSC: 60E15 PDF BibTeX XML Cite \textit{A. Marchina}, Electron. Commun. Probab. 23, Paper No. 33, 7 p. (2018; Zbl 1410.60029) Full Text: DOI Euclid
Hu, Shuangxia; Wang, Jinghai Optimal investment with minimum performance constraints under dynamic reference point. (Chinese. English summary) Zbl 1399.91095 J. Fuzhou Univ., Nat. Sci. 46, No. 1, 32-37 (2018). MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{S. Hu} and \textit{J. Wang}, J. Fuzhou Univ., Nat. Sci. 46, No. 1, 32--37 (2018; Zbl 1399.91095) Full Text: DOI
Ibrahim, Dalia; Abergel, Frédéric Non-linear filtering and optimal investment under partial information for stochastic volatility models. (English) Zbl 1410.91419 Math. Methods Oper. Res. 87, No. 3, 311-346 (2018). MSC: 91G10 91G80 60G48 35Q91 PDF BibTeX XML Cite \textit{D. Ibrahim} and \textit{F. Abergel}, Math. Methods Oper. Res. 87, No. 3, 311--346 (2018; Zbl 1410.91419) Full Text: DOI arXiv
Röllin, Adrian On quantitative bounds in the mean martingale central limit theorem. (English) Zbl 1391.60092 Stat. Probab. Lett. 138, 171-176 (2018). MSC: 60G42 60F05 PDF BibTeX XML Cite \textit{A. Röllin}, Stat. Probab. Lett. 138, 171--176 (2018; Zbl 1391.60092) Full Text: DOI arXiv
Knopova, Victoria; Kulik, Alexei Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise. (English. French summary) Zbl 1391.60191 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 100-140 (2018). MSC: 60J35 60J75 35S05 35S10 47G30 PDF BibTeX XML Cite \textit{V. Knopova} and \textit{A. Kulik}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 1, 100--140 (2018; Zbl 1391.60191) Full Text: DOI arXiv
Marchina, Antoine Concentration inequalities for separately convex functions. (English) Zbl 1428.60037 Bernoulli 24, No. 4A, 2906-2933 (2018). MSC: 60E15 60G42 PDF BibTeX XML Cite \textit{A. Marchina}, Bernoulli 24, No. 4A, 2906--2933 (2018; Zbl 1428.60037) Full Text: DOI Euclid
Bayraktar, Erhan; Cox, Alexander M. G.; Stoev, Yavor Martingale optimal transport with stopping. (English) Zbl 1405.60053 SIAM J. Control Optim. 56, No. 1, 417-433 (2018). MSC: 60G40 93E20 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., SIAM J. Control Optim. 56, No. 1, 417--433 (2018; Zbl 1405.60053) Full Text: DOI arXiv
Peng, Shige Theory, methods and meaning of nonlinear expectation theory. (Chinese. English summary) Zbl 1499.60008 Sci. Sin., Math. 47, No. 10, 1223-1254 (2017). MSC: 60A05 60E05 60F05 60H05 60J65 65C05 PDF BibTeX XML Cite \textit{S. Peng}, Sci. Sin., Math. 47, No. 10, 1223--1254 (2017; Zbl 1499.60008) Full Text: DOI
Song, Jingjing; Bi, Xiuchun; Li, Rong; Zhang, Shuguang Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints. (English) Zbl 1411.91531 Appl. Math. Comput. 299, 80-94 (2017). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{J. Song} et al., Appl. Math. Comput. 299, 80--94 (2017; Zbl 1411.91531) Full Text: DOI
Wang, Jr-Yan; Wang, Hsiao-Chuan; Ko, Yi-Chen; Hung, Mao-Wei Rainbow trend options: valuation and applications. (English) Zbl 1417.91516 Rev. Deriv. Res. 20, No. 2, 91-133 (2017). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{J.-Y. Wang} et al., Rev. Deriv. Res. 20, No. 2, 91--133 (2017; Zbl 1417.91516) Full Text: DOI Link
Luo, Xu; Fei, Weiyin; Xia, Dengfeng Research advances on the theory of optimal consumption and portfolio for loss aversion. (Chinese. English summary) Zbl 1399.91098 J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 9, No. 4, 437-444 (2017). MSC: 91G10 60J75 60G44 PDF BibTeX XML Cite \textit{X. Luo} et al., J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 9, No. 4, 437--444 (2017; Zbl 1399.91098) Full Text: DOI
Lv, Haijuan; Zhang, Jipei; Zhang, Jinyuan; Peng, Jiangyan Bounds for ruin probability in a dependent risk model with a Markov chain interest rate. (Chinese. English summary) Zbl 1399.91041 J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 69-72 (2017). MSC: 91B30 62P05 60G42 60J20 60K05 PDF BibTeX XML Cite \textit{H. Lv} et al., J. Chongqing Norm. Univ., Nat. Sci. 34, No. 3, 69--72 (2017; Zbl 1399.91041) Full Text: DOI
Zhang, Miao; Liu, Hui; Zhang, Feilong The first hitting time of stochastic volatility models. (Chinese. English summary) Zbl 1389.60100 J. Zhejiang Univ., Sci. Ed. 44, No. 3, 296-301 (2017). MSC: 60J60 60J70 91B70 PDF BibTeX XML Cite \textit{M. Zhang} et al., J. Zhejiang Univ., Sci. Ed. 44, No. 3, 296--301 (2017; Zbl 1389.60100) Full Text: DOI