Huang, Xing; Wang, Feng-Yu McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance. (English) Zbl 07314927 Discrete Contin. Dyn. Syst. 41, No. 4, 1667-1679 (2021). MSC: 60H10 60G44 PDF BibTeX XML Cite \textit{X. Huang} and \textit{F.-Y. Wang}, Discrete Contin. Dyn. Syst. 41, No. 4, 1667--1679 (2021; Zbl 07314927) Full Text: DOI
Frikha, Noufel; Konakov, Valentin; Menozzi, Stéphane Well-posedness of some non-linear stable driven SDEs. (English) Zbl 07314366 Discrete Contin. Dyn. Syst. 41, No. 2, 849-898 (2021). MSC: 60H10 60G46 60H30 35R09 PDF BibTeX XML Cite \textit{N. Frikha} et al., Discrete Contin. Dyn. Syst. 41, No. 2, 849--898 (2021; Zbl 07314366) Full Text: DOI
Gradinaru, Mihai; Haugomat, Tristan Locally Feller processes and martingale local problems. (English) Zbl 07312687 Stochastic Processes Appl. 133, 129-165 (2021). MSC: 60J25 60G44 60J35 60B10 60J75 47D07 PDF BibTeX XML Cite \textit{M. Gradinaru} and \textit{T. Haugomat}, Stochastic Processes Appl. 133, 129--165 (2021; Zbl 07312687) Full Text: DOI
Bercu, Bernard; Laulin, Lucile On the center of mass of the elephant random walk. (English) Zbl 07312686 Stochastic Processes Appl. 133, 111-128 (2021). MSC: 60G50 60G42 60F05 PDF BibTeX XML Cite \textit{B. Bercu} and \textit{L. Laulin}, Stochastic Processes Appl. 133, 111--128 (2021; Zbl 07312686) Full Text: DOI
Frikha, Noufel; Li, Libo Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs. (English) Zbl 07312675 Stochastic Processes Appl. 132, 76-107 (2021). MSC: 60H10 60G46 60H30 35R09 PDF BibTeX XML Cite \textit{N. Frikha} and \textit{L. Li}, Stochastic Processes Appl. 132, 76--107 (2021; Zbl 07312675) Full Text: DOI
Kabanov, Yu. M. On sets of laws of continuous martingales. (English. Russian original) Zbl 07308482 Theory Probab. Appl. 65, No. 4, 652-655 (2021); translation from Teor. Veroyatn. Primen. 65, No. 4, 823-828 (2020). MSC: 60 65 PDF BibTeX XML Cite \textit{Yu. M. Kabanov}, Theory Probab. Appl. 65, No. 4, 652--655 (2021; Zbl 07308482); translation from Teor. Veroyatn. Primen. 65, No. 4, 823--828 (2020) Full Text: DOI
Osękowski, Adam Sharp weak-type \((p,p)\) estimates \((1<p<\infty)\) for positive dyadic shifts. (English) Zbl 07302844 Mediterr. J. Math. 18, No. 2, Paper No. 44, 17 p. (2021). MSC: 42B25 46E30 60G42 PDF BibTeX XML Cite \textit{A. Osękowski}, Mediterr. J. Math. 18, No. 2, Paper No. 44, 17 p. (2021; Zbl 07302844) Full Text: DOI
Gogolashvili, Nata; Nagy, Károly; Tephnadze, George Strong convergence theorem for Walsh-Kaczmarz-Fejér means. (English) Zbl 07302837 Mediterr. J. Math. 18, No. 2, Paper No. 37, 17 p. (2021). MSC: 42C10 42B25 60G46 PDF BibTeX XML Cite \textit{N. Gogolashvili} et al., Mediterr. J. Math. 18, No. 2, Paper No. 37, 17 p. (2021; Zbl 07302837) Full Text: DOI
Jiao, Yong; Sukochev, Fedor; Zhou, Dejian Maximal inequalities of noncommutative martingale transforms. (English) Zbl 07300453 Can. J. Math. 73, No. 1, 221-248 (2021). MSC: 46L53 60G42 46L52 60G46 PDF BibTeX XML Cite \textit{Y. Jiao} et al., Can. J. Math. 73, No. 1, 221--248 (2021; Zbl 07300453) Full Text: DOI
Weisz, Ferenc Doob’s and Burkholder-Davis-Gundy inequalities with variable exponent. (English) Zbl 07299126 Proc. Am. Math. Soc. 149, No. 2, 875-888 (2021). MSC: 60G42 42B30 60G46 PDF BibTeX XML Cite \textit{F. Weisz}, Proc. Am. Math. Soc. 149, No. 2, 875--888 (2021; Zbl 07299126) Full Text: DOI
Wang, Qi; Figueroa-López, José E.; Kuffner, Todd A. Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise. (English) Zbl 07298094 Electron. J. Stat. 15, No. 1, 506-553 (2021). Reviewer: Apostolos Batsidis (Ioannina) MSC: 62M09 62F15 60G48 PDF BibTeX XML Cite \textit{Q. Wang} et al., Electron. J. Stat. 15, No. 1, 506--553 (2021; Zbl 07298094) Full Text: DOI Euclid
Mehri, Sima; Scheutzow, Michael A stochastic Gronwall lemma and well-posedness of path-dependent SDEs driven by martingale noise. (English) Zbl 07298008 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 193-209 (2021). MSC: 60H10 60G57 65L03 60G44 34K50 PDF BibTeX XML Cite \textit{S. Mehri} and \textit{M. Scheutzow}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 193--209 (2021; Zbl 07298008) Full Text: Link
Miao, Yu; Tang, Yanyan Large deviation inequalities of LS estimator in nonlinear regression models. (English) Zbl 07290489 Stat. Probab. Lett. 168, Article ID 108930, 11 p. (2021). MSC: 62F15 62F12 62J02 60F10 60E15 60G44 PDF BibTeX XML Cite \textit{Y. Miao} and \textit{Y. Tang}, Stat. Probab. Lett. 168, Article ID 108930, 11 p. (2021; Zbl 07290489) Full Text: DOI
Cuny, C.; Dedecker, J.; Merlevède, F. Rates of convergence in invariance principles for random walks on linear groups via martingale methods. (English) Zbl 07288852 Trans. Am. Math. Soc. 374, No. 1, 137-174 (2021). MSC: 60F17 60G42 60G50 22E40 PDF BibTeX XML Cite \textit{C. Cuny} et al., Trans. Am. Math. Soc. 374, No. 1, 137--174 (2021; Zbl 07288852) Full Text: DOI
El Allali, M.; Ezzaki, F. Conditional expectation of Pettis integrable random sets: existence and convergence theorems. (English) Zbl 07286945 Adv. Oper. Theory 6, No. 1, Paper No. 5, 18 p. (2021). MSC: 46G12 60G42 60G46 PDF BibTeX XML Cite \textit{M. El Allali} and \textit{F. Ezzaki}, Adv. Oper. Theory 6, No. 1, Paper No. 5, 18 p. (2021; Zbl 07286945) Full Text: DOI
Chalamandaris, George; Malliaris, A. G. Itô’s calculus and the derivation of the Black-Scholes option-pricing model. (English) Zbl 07283239 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 1025-1074 (2021). MSC: 91G20 60H10 60G44 PDF BibTeX XML Cite \textit{G. Chalamandaris} and \textit{A. G. Malliaris}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1025--1074 (2021; Zbl 07283239) Full Text: DOI
Randrianantoanina, Narcisse; Wu, Lian; Zhou, Dejian Atomic decompositions and asymmetric Doob inequalities in noncommutative symmetric spaces. (English) Zbl 07270899 J. Funct. Anal. 280, No. 1, Article ID 108794, 64 p. (2021). MSC: 46L53 60G42 46L52 60G50 PDF BibTeX XML Cite \textit{N. Randrianantoanina} et al., J. Funct. Anal. 280, No. 1, Article ID 108794, 64 p. (2021; Zbl 07270899) Full Text: DOI
Katsevich, Eugene; Ramdas, Aaditya Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings. (English) Zbl 07315918 Ann. Stat. 48, No. 6, 3465-3487 (2020). MSC: 62J15 62F03 60G42 62P10 PDF BibTeX XML Cite \textit{E. Katsevich} and \textit{A. Ramdas}, Ann. Stat. 48, No. 6, 3465--3487 (2020; Zbl 07315918) Full Text: DOI Euclid
Liu, Guomin Exit times for semimartingales under nonlinear expectation. (English) Zbl 07312458 Stochastic Processes Appl. 130, No. 12, 7338-7362 (2020). MSC: 60G40 60G44 60G48 60H10 PDF BibTeX XML Cite \textit{G. Liu}, Stochastic Processes Appl. 130, No. 12, 7338--7362 (2020; Zbl 07312458) Full Text: DOI
Alfonsi, Aurélien; Corbetta, Jacopo; Jourdain, Benjamin Sampling of probability measures in the convex order by Wasserstein projection. (English. French summary) Zbl 07310503 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1706-1729 (2020). MSC: 60 90C08 60G42 60E15 PDF BibTeX XML Cite \textit{A. Alfonsi} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1706--1729 (2020; Zbl 07310503) Full Text: DOI Euclid
Makasu, Cloud A stochastic convolution integral inequality. (English) Zbl 07308701 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 4, Article ID 2050029, 8 p. (2020). MSC: 44A35 60E15 60G44 60H20 PDF BibTeX XML Cite \textit{C. Makasu}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 4, Article ID 2050029, 8 p. (2020; Zbl 07308701) Full Text: DOI
Osękowski, Adam Inequalities for second-order Riesz transforms associated with Bessel expansions. (English) Zbl 07304262 Bull. Pol. Acad. Sci., Math. 68, No. 1, 75-88 (2020). MSC: 42B15 42B20 42B10 60G44 PDF BibTeX XML Cite \textit{A. Osękowski}, Bull. Pol. Acad. Sci., Math. 68, No. 1, 75--88 (2020; Zbl 07304262) Full Text: DOI
Barui, Sandip; Yi, Grace Y. Semiparametric methods for survival data with measurement error under additive hazards cure rate models. (English) Zbl 07303192 Lifetime Data Anal. 26, No. 3, 421-450 (2020). MSC: 62N03 62N05 60F05 60G42 62P10 PDF BibTeX XML Cite \textit{S. Barui} and \textit{G. Y. Yi}, Lifetime Data Anal. 26, No. 3, 421--450 (2020; Zbl 07303192) Full Text: DOI
Tangpi, Ludovic Efficient hedging under ambiguity in continuous time. (English) Zbl 07302957 Probab. Uncertain. Quant. Risk 5, Paper No. 6, 19 p. (2020). MSC: 91G20 60H30 60G48 PDF BibTeX XML Cite \textit{L. Tangpi}, Probab. Uncertain. Quant. Risk 5, Paper No. 6, 19 p. (2020; Zbl 07302957) Full Text: DOI
Ipsen, Ilse C. F.; Zhou, Hua Probabilistic error analysis for inner products. (English) Zbl 07301507 SIAM J. Matrix Anal. Appl. 41, No. 4, 1726-1741 (2020). MSC: 65G50 65F30 60G50 60G42 PDF BibTeX XML Cite \textit{I. C. F. Ipsen} and \textit{H. Zhou}, SIAM J. Matrix Anal. Appl. 41, No. 4, 1726--1741 (2020; Zbl 07301507) Full Text: DOI
Ho, Kwok-Pun Martingale transforms and fractional integrals on rearrangement-invariant martingale Hardy spaces. (English) Zbl 07301181 Period. Math. Hung. 81, No. 2, 159-173 (2020). MSC: 60G42 60G46 46E30 42B20 PDF BibTeX XML Cite \textit{K.-P. Ho}, Period. Math. Hung. 81, No. 2, 159--173 (2020; Zbl 07301181) Full Text: DOI
Khmaladze, Estate V. Projection approach to distribution-free testing for point processes. Regular models. (English) Zbl 07300700 Trans. A. Razmadze Math. Inst. 174, No. 2, 155-173 (2020). MSC: 62G10 60G55 60G44 PDF BibTeX XML Cite \textit{E. V. Khmaladze}, Trans. A. Razmadze Math. Inst. 174, No. 2, 155--173 (2020; Zbl 07300700) Full Text: Link
Mnatsakanov, Robert M. Highlights of research work of Estate Khmaladze. (English) Zbl 07300696 Trans. A. Razmadze Math. Inst. 174, No. 2, 127-134 (2020). MSC: 62-03 01A70 62G10 60G48 PDF BibTeX XML Cite \textit{R. M. Mnatsakanov}, Trans. A. Razmadze Math. Inst. 174, No. 2, 127--134 (2020; Zbl 07300696) Full Text: Link
Duan, Boyan; Ramdas, Aaditya; Balakrishnan, Sivaraman; Wasserman, Larry Interactive martingale tests for the global null. (English) Zbl 07298083 Electron. J. Stat. 14, No. 2, 4489-4551 (2020). MSC: 62F03 62H15 62J05 62M07 60G44 PDF BibTeX XML Cite \textit{B. Duan} et al., Electron. J. Stat. 14, No. 2, 4489--4551 (2020; Zbl 07298083) Full Text: DOI Euclid
Müller, Paul F. X.; Passenbrunner, Markus Almost everywhere convergence of spline sequences. (English) Zbl 07297403 Isr. J. Math. 240, No. 1, 149-177 (2020). MSC: 46B09 41A30 60G42 PDF BibTeX XML Cite \textit{P. F. X. Müller} and \textit{M. Passenbrunner}, Isr. J. Math. 240, No. 1, 149--177 (2020; Zbl 07297403) Full Text: DOI
Jarrow, Robert; Larsson, Martin Informational efficiency with trading constraints: a characterization. (English) Zbl 07296662 SIAM J. Financ. Math. 11, No. 4, 959-973 (2020). MSC: 91G15 60G44 PDF BibTeX XML Cite \textit{R. Jarrow} and \textit{M. Larsson}, SIAM J. Financ. Math. 11, No. 4, 959--973 (2020; Zbl 07296662) Full Text: DOI
Hocking, L. Robert; Holding, Thomas; Schönlieb, Carola-Bibiane Analysis of artifacts in shell-based image inpainting: why they occur and how to eliminate them. (English) Zbl 07290667 Found. Comput. Math. 20, No. 6, 1549-1651 (2020). MSC: 68U10 65M12 65M15 65F10 60G50 60G40 35F15 60G42 65M15 35Q68 PDF BibTeX XML Cite \textit{L. R. Hocking} et al., Found. Comput. Math. 20, No. 6, 1549--1651 (2020; Zbl 07290667) Full Text: DOI
Conde-Alonso, José M.; González-Pérez, Adrián M.; Parcet, Javier Noncommutative strong maximals and almost uniform convergence in several directions. (English) Zbl 07289292 Forum Math. Sigma 8, Paper No. e57, 39 p. (2020). MSC: 46L53 42B25 47C15 28D99 47D07 60B99 PDF BibTeX XML Cite \textit{J. M. Conde-Alonso} et al., Forum Math. Sigma 8, Paper No. e57, 39 p. (2020; Zbl 07289292) Full Text: DOI
Valjarević, Dragana; Petrović, Ljiljana Statistical causality and separable processes. (English) Zbl 07287593 Stat. Probab. Lett. 167, Article ID 108915, 6 p. (2020). MSC: 60G44 60H10 62P20 60H07 PDF BibTeX XML Cite \textit{D. Valjarević} and \textit{L. Petrović}, Stat. Probab. Lett. 167, Article ID 108915, 6 p. (2020; Zbl 07287593) Full Text: DOI
Gapeev, Pavel V. Optimal stopping problems for running minima with positive discounting rates. (English) Zbl 07287586 Stat. Probab. Lett. 167, Article ID 108899, 12 p. (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 60J65 91G20 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Stat. Probab. Lett. 167, Article ID 108899, 12 p. (2020; Zbl 07287586) Full Text: DOI
Fan, Xiequan; Ma, Xiaohui On the Wasserstein distance for a martingale central limit theorem. (English) Zbl 07287580 Stat. Probab. Lett. 167, Article ID 108892, 6 p. (2020). MSC: 60G42 60E15 60F25 PDF BibTeX XML Cite \textit{X. Fan} and \textit{X. Ma}, Stat. Probab. Lett. 167, Article ID 108892, 6 p. (2020; Zbl 07287580) Full Text: DOI
Balakrishna, N.; Kim, Jiwoong; Koul, Hira L. Lack-of-fit of a parametric measurement error AR(1) model. (English) Zbl 07287567 Stat. Probab. Lett. 166, Article ID 108872, 10 p. (2020). MSC: 62M10 62F03 62F12 60G44 PDF BibTeX XML Cite \textit{N. Balakrishna} et al., Stat. Probab. Lett. 166, Article ID 108872, 10 p. (2020; Zbl 07287567) Full Text: DOI
Glock, Stefan; Kühn, Daniela; Lo, Allan; Osthus, Deryk On a conjecture of Erdős on locally sparse Steiner triple systems. (English) Zbl 07287384 Combinatorica 40, No. 3, 363-403 (2020). Reviewer: Ian M. Wanless (Clayton) MSC: 05B07 60C05 05B30 60G42 05C65 PDF BibTeX XML Cite \textit{S. Glock} et al., Combinatorica 40, No. 3, 363--403 (2020; Zbl 07287384) Full Text: DOI
Deschatre, Thomas; Féron, Olivier; Hoffmann, Marc Estimating fast mean-reverting jumps in electricity market models. (English) Zbl 07285921 ESAIM, Probab. Stat. 24, 963-1002 (2020). MSC: 62P05 62M10 60J74 60G35 60G48 60F05 PDF BibTeX XML Cite \textit{T. Deschatre} et al., ESAIM, Probab. Stat. 24, 963--1002 (2020; Zbl 07285921) Full Text: DOI
Alfonsi, Aurélien; Jourdain, Benjamin Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability. (English) Zbl 07285910 ESAIM, Probab. Stat. 24, 703-717 (2020). MSC: 90C08 60G42 60E15 58B10 49J50 PDF BibTeX XML Cite \textit{A. Alfonsi} and \textit{B. Jourdain}, ESAIM, Probab. Stat. 24, 703--717 (2020; Zbl 07285910) Full Text: DOI
Wang, Runmin; Shao, Xiaofeng Hypothesis testing for high-dimensional time series via self-normalization. (English) Zbl 07285312 Ann. Stat. 48, No. 5, 2728-2758 (2020). MSC: 62H15 62M10 60K35 60G44 62G10 62G20 PDF BibTeX XML Cite \textit{R. Wang} and \textit{X. Shao}, Ann. Stat. 48, No. 5, 2728--2758 (2020; Zbl 07285312) Full Text: DOI Euclid
Vidmar, Matija A temporal factorization at the maximum for certain positive self-similar Markov processes. (English) Zbl 07284531 J. Appl. Probab. 57, No. 4, 1045-1069 (2020). MSC: 60G51 60G18 60G44 PDF BibTeX XML Cite \textit{M. Vidmar}, J. Appl. Probab. 57, No. 4, 1045--1069 (2020; Zbl 07284531) Full Text: DOI
Lefèvre, Claude; Picard, Philippe; Utev, Sergey On branching models with alarm triggerings. (English) Zbl 07284514 J. Appl. Probab. 57, No. 3, 734-759 (2020). MSC: 60J85 60G44 92D30 PDF BibTeX XML Cite \textit{C. Lefèvre} et al., J. Appl. Probab. 57, No. 3, 734--759 (2020; Zbl 07284514) Full Text: DOI
Goela, Naveen; Raginsky, Maxim Channel polarization through the lens of Blackwell measures. (English) Zbl 1452.94053 IEEE Trans. Inf. Theory 66, No. 10, 6222-6241 (2020). MSC: 94A40 60G42 62B10 PDF BibTeX XML Cite \textit{N. Goela} and \textit{M. Raginsky}, IEEE Trans. Inf. Theory 66, No. 10, 6222--6241 (2020; Zbl 1452.94053) Full Text: DOI
Ho, Kwok-Pun Exponential Rosenthal and Marcinkiewicz-Zygmund inequalities. (English) Zbl 07281918 Ufim. Mat. Zh. 12, No. 3, 99-108 (2020) and Ufa Math. J. 12, No. 3, 97-106 (2020). MSC: 60G42 60G46 46E30 PDF BibTeX XML Cite \textit{K.-P. Ho}, Ufim. Mat. Zh. 12, No. 3, 99--108 (2020; Zbl 07281918) Full Text: DOI MNR
Yang, Shu; Kim, Jae Kwang Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework. (English) Zbl 07279464 Scand. J. Stat. 47, No. 3, 839-861 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62F12 62F40 62D10 60F05 60G44 PDF BibTeX XML Cite \textit{S. Yang} and \textit{J. K. Kim}, Scand. J. Stat. 47, No. 3, 839--861 (2020; Zbl 07279464) Full Text: DOI
Martin, Ole; Vetter, Mathias The null hypothesis of (common) jumps in case of irregular and asynchronous observations. (English) Zbl 07279460 Scand. J. Stat. 47, No. 3, 711-756 (2020). MSC: 62G10 60G48 PDF BibTeX XML Cite \textit{O. Martin} and \textit{M. Vetter}, Scand. J. Stat. 47, No. 3, 711--756 (2020; Zbl 07279460) Full Text: DOI
Backhoff-Veraguas, Julio; Beiglböck, Mathias; Huesmann, Martin; Källblad, Sigrid Martingale Benamou-Brenier: a probabilistic perspective. (English) Zbl 07276924 Ann. Probab. 48, No. 5, 2258-2289 (2020). MSC: 60G42 60G44 91G20 PDF BibTeX XML Cite \textit{J. Backhoff-Veraguas} et al., Ann. Probab. 48, No. 5, 2258--2289 (2020; Zbl 07276924) Full Text: DOI Euclid
Blanchet-Scalliet, Christophette; Jeanblanc, Monique Enlargement of filtration in discrete time. (English) Zbl 07273638 Jiao, Ying (ed.), From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 – June 9, 2017. Singapore: Springer (ISBN 978-981-15-1575-0/hbk; 978-981-15-1576-7/ebook). Mathematical Lectures from Peking University, 71-144 (2020). MSC: 60G44 60G40 60G42 PDF BibTeX XML Cite \textit{C. Blanchet-Scalliet} and \textit{M. Jeanblanc}, in: From probability to finance. Lecture notes of BICMR summer school on financial mathematics, Beijing International Center for Mathematical Research, Beijing, China, May 29 -- June 9, 2017. Singapore: Springer. 71--144 (2020; Zbl 07273638) Full Text: DOI
Bertoin, Jean; Watson, Alexander R. The strong Malthusian behavior of growth-fragmentation processes. (Comportement Malthusien fort des processus de croissance-fragmentation.) (English. French summary) Zbl 1451.35229 Ann. Henri Lebesgue 3, 795-823 (2020). MSC: 35Q92 92C37 37A30 47D06 60G46 60J80 PDF BibTeX XML Cite \textit{J. Bertoin} and \textit{A. R. Watson}, Ann. Henri Lebesgue 3, 795--823 (2020; Zbl 1451.35229) Full Text: DOI
Kardaras, Constantinos; Ruf, Johannes Filtration shrinkage, the structure of deflators, and failure of market completeness. (English) Zbl 07272720 Finance Stoch. 24, No. 4, 871-901 (2020). MSC: 60G44 60H10 91G20 PDF BibTeX XML Cite \textit{C. Kardaras} and \textit{J. Ruf}, Finance Stoch. 24, No. 4, 871--901 (2020; Zbl 07272720) Full Text: DOI
Kiiski, Matti The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales. (English) Zbl 07272719 Finance Stoch. 24, No. 4, 827-870 (2020). MSC: 60G44 28C05 54D30 60B05 60G05 PDF BibTeX XML Cite \textit{M. Kiiski}, Finance Stoch. 24, No. 4, 827--870 (2020; Zbl 07272719) Full Text: DOI
Dias, José Carlos; Nunes, João Pedro Vidal; Cruz, Aricson A note on options and bubbles under the CEV model: implications for pricing and hedging. (English) Zbl 1451.91196 Rev. Deriv. Res. 23, No. 3, 249-272 (2020). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{J. C. Dias} et al., Rev. Deriv. Res. 23, No. 3, 249--272 (2020; Zbl 1451.91196) Full Text: DOI
El Allali, Mohammed; El-Louh, M’hamed; Ezzaki, Fatima On the convergence and regularity of Aumann-Pettis integrable multivalued martingales. (English) Zbl 07271585 J. Convex Anal. 27, No. 4, 1177-1194 (2020). MSC: 60G42 60H05 58J65 PDF BibTeX XML Cite \textit{M. El Allali} et al., J. Convex Anal. 27, No. 4, 1177--1194 (2020; Zbl 07271585) Full Text: Link
Backhoff-Veraguas, Julio; Bartl, Daniel; Beiglböck, Mathias; Eder, Manu All adapted topologies are equal. (English) Zbl 07271337 Probab. Theory Relat. Fields 178, No. 3-4, 1125-1172 (2020). MSC: 60G42 60G44 91G20 PDF BibTeX XML Cite \textit{J. Backhoff-Veraguas} et al., Probab. Theory Relat. Fields 178, No. 3--4, 1125--1172 (2020; Zbl 07271337) Full Text: DOI
Caputo, Pietro; Quattropani, Matteo Stationary distribution and cover time of sparse directed configuration models. (English) Zbl 1451.05130 Probab. Theory Relat. Fields 178, No. 3-4, 1011-1066 (2020). MSC: 05C42 05C20 05C81 60J10 60C05 60G42 PDF BibTeX XML Cite \textit{P. Caputo} and \textit{M. Quattropani}, Probab. Theory Relat. Fields 178, No. 3--4, 1011--1066 (2020; Zbl 1451.05130) Full Text: DOI
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès European options in a nonlinear incomplete market model with default. (English) Zbl 1452.91308 SIAM J. Financ. Math. 11, No. 3, 849-880 (2020). MSC: 91G20 60H10 60G44 PDF BibTeX XML Cite \textit{M. Grigorova} et al., SIAM J. Financ. Math. 11, No. 3, 849--880 (2020; Zbl 1452.91308) Full Text: DOI
Choulli, T.; Deng, J. Structure conditions under progressively added information. (English. Russian original) Zbl 1452.91287 Theory Probab. Appl. 65, No. 3, 418-453 (2020); translation from Teor. Veroyatn. Primen. 65, No. 3, 538-582 (2020). MSC: 91G10 91G15 60G44 PDF BibTeX XML Cite \textit{T. Choulli} and \textit{J. Deng}, Theory Probab. Appl. 65, No. 3, 418--453 (2020; Zbl 1452.91287); translation from Teor. Veroyatn. Primen. 65, No. 3, 538--582 (2020) Full Text: DOI
Tsukuda, Koji; Nishiyama, Yoichi Weak convergence of marked empirical processes in a Hilbert space and its applications. (English) Zbl 1452.62601 Electron. J. Stat. 14, No. 2, 3914-3938 (2020). MSC: 62M02 62G10 60F05 60J60 60F17 60G42 PDF BibTeX XML Cite \textit{K. Tsukuda} and \textit{Y. Nishiyama}, Electron. J. Stat. 14, No. 2, 3914--3938 (2020; Zbl 1452.62601) Full Text: DOI Euclid
Gushchin, Alexander A. Single jump filtrations and local martingales. (English) Zbl 07270213 Mod. Stoch., Theory Appl. 7, No. 2, 135-156 (2020). MSC: 60G44 60G07 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Mod. Stoch., Theory Appl. 7, No. 2, 135--156 (2020; Zbl 07270213) Full Text: DOI
Richard, Alexandre; Tan, Xiaolu; Touzi, Nizar On the root solution to the Skorokhod embedding problem given full marginals. (English) Zbl 07269414 SIAM J. Control Optim. 58, No. 4, 1874-1892 (2020). MSC: 60G40 60G44 91G80 PDF BibTeX XML Cite \textit{A. Richard} et al., SIAM J. Control Optim. 58, No. 4, 1874--1892 (2020; Zbl 07269414) Full Text: DOI
Yaroslavtsev, Ivan S. Local characteristics and tangency of vector-valued martingales. (English) Zbl 07269214 Probab. Surv. 17, 545-676 (2020). MSC: 60G44 60B11 60G51 60G57 60H05 46G12 28A50 PDF BibTeX XML Cite \textit{I. S. Yaroslavtsev}, Probab. Surv. 17, 545--676 (2020; Zbl 07269214) Full Text: DOI Euclid
Zhang, Na; Reding, Lucas; Peligrad, Magda On the quenched central limit theorem for stationary random fields under projective criteria. (English) Zbl 07268534 J. Theor. Probab. 33, No. 4, 2351-2379 (2020). MSC: 60G60 60F05 60G42 60G48 41A30 PDF BibTeX XML Cite \textit{N. Zhang} et al., J. Theor. Probab. 33, No. 4, 2351--2379 (2020; Zbl 07268534) Full Text: DOI
Wu, Songqi; Ma, Xiaohui; Sang, Hailin; Fan, Xiequan A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales. (Une borne de Berry-Esseen d’ordre \(\frac{1}{\sqrt{n}}\) pour les martingales.) (English. French summary) Zbl 07267929 C. R., Math., Acad. Sci. Paris 358, No. 6, 701-712 (2020). MSC: 60G44 60F05 PDF BibTeX XML Cite \textit{S. Wu} et al., C. R., Math., Acad. Sci. Paris 358, No. 6, 701--712 (2020; Zbl 07267929) Full Text: DOI
Zhang, Chuanzhou; Wang, Jiufeng; Zhang, Xueying Weak and strong dyadic martingale spaces with variable exponents. (English) Zbl 07266904 J. Math., Wuhan Univ. 40, No. 2, 165-174 (2020). MSC: 60G46 PDF BibTeX XML Cite \textit{C. Zhang} et al., J. Math., Wuhan Univ. 40, No. 2, 165--174 (2020; Zbl 07266904) Full Text: DOI
Feng, Decheng; Wen, Huimin; Yang, Ya’nan A class of maximum inequalities of conditional demi (sub)-martingales. (Chinese. English summary) Zbl 07266874 J. Lanzhou Univ. Technol. 46, No. 1, 158-161 (2020). MSC: 60E15 60G48 PDF BibTeX XML Cite \textit{D. Feng} et al., J. Lanzhou Univ. Technol. 46, No. 1, 158--161 (2020; Zbl 07266874)
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 07266811 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 07266811) Full Text: DOI
Oulghazi, H.; Ezzaki, F. Strong law of large numbers for adapted sequences and application to multivalued supermartingale. (English) Zbl 07266265 Lobachevskii J. Math. 41, No. 3, 407-415 (2020). MSC: 60F15 60G42 PDF BibTeX XML Cite \textit{H. Oulghazi} and \textit{F. Ezzaki}, Lobachevskii J. Math. 41, No. 3, 407--415 (2020; Zbl 07266265) Full Text: DOI
Jagers, Peter; Zuyev, Sergei Populations in environments with a soft carrying capacity are eventually extinct. (English) Zbl 1451.92257 J. Math. Biol. 81, No. 3, 845-851 (2020). MSC: 92D25 92D40 60G42 93E15 PDF BibTeX XML Cite \textit{P. Jagers} and \textit{S. Zuyev}, J. Math. Biol. 81, No. 3, 845--851 (2020; Zbl 1451.92257) Full Text: DOI
Klenke, Achim Probability theory. A comprehensive course. 3rd revised and expanded edition. (English) Zbl 1451.60003 Universitext. Cham: Springer (ISBN 978-3-030-56401-8/pbk; 978-3-030-56402-5/ebook). xiv, 716 p. (2020). MSC: 60-01 28-01 60G05 60J10 60H05 PDF BibTeX XML Cite \textit{A. Klenke}, Probability theory. A comprehensive course. 3rd revised and expanded edition. Cham: Springer (2020; Zbl 1451.60003) Full Text: DOI
Sadeghi, Ghadir Tree martingales in noncommutative probability spaces. (English) Zbl 07259471 Complex Anal. Oper. Theory 14, No. 6, Paper No. 61, 12 p. (2020). Reviewer: Mohammad Sal Moslehian (Mashhad) MSC: 46L53 46L52 46L10 47A30 60G46 PDF BibTeX XML Cite \textit{G. Sadeghi}, Complex Anal. Oper. Theory 14, No. 6, Paper No. 61, 12 p. (2020; Zbl 07259471) Full Text: DOI
Kovač, Vjekoslav; Stipčić, Mario Convergence of ergodic-martingale paraproducts. (English) Zbl 07259061 Stat. Probab. Lett. 164, Article ID 108826, 5 p. (2020). MSC: 60G42 37A30 42B20 60G46 PDF BibTeX XML Cite \textit{V. Kovač} and \textit{M. Stipčić}, Stat. Probab. Lett. 164, Article ID 108826, 5 p. (2020; Zbl 07259061) Full Text: DOI
Yu, Lin; Yu, Xiao Mixed atomic decomposition of martingale weak Hardy-Morrey spaces. (English) Zbl 07259050 Stat. Probab. Lett. 164, Article ID 108804, 9 p. (2020). MSC: 60G42 60G48 46E30 PDF BibTeX XML Cite \textit{L. Yu} and \textit{X. Yu}, Stat. Probab. Lett. 164, Article ID 108804, 9 p. (2020; Zbl 07259050) Full Text: DOI
Gajek, Lesław; Krajewska, Elżbieta Approximating sums of products of dependent random variables. (English) Zbl 07259049 Stat. Probab. Lett. 164, Article ID 108803, 7 p. (2020). MSC: 60F15 60G48 60G99 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{E. Krajewska}, Stat. Probab. Lett. 164, Article ID 108803, 7 p. (2020; Zbl 07259049) Full Text: DOI
Akboudj, Meryem; Jiao, Yong; Osękowski, Adam Weak-\( L^\infty\) inequality for non-symmetric martingale transforms and Haar system. (English) Zbl 07259030 Stat. Probab. Lett. 163, Article ID 108778, 6 p. (2020). MSC: 60G42 60G44 PDF BibTeX XML Cite \textit{M. Akboudj} et al., Stat. Probab. Lett. 163, Article ID 108778, 6 p. (2020; Zbl 07259030) Full Text: DOI
Chen, Wei; Zhu, Chunxiang; Zuo, Yahui; Jiao, Yong Two-weighted estimates for positive operators and Doob maximal operators on filtered measure spaces. (English) Zbl 07257211 J. Math. Soc. Japan 72, No. 3, 795-817 (2020). MSC: 60G46 60G42 PDF BibTeX XML Cite \textit{W. Chen} et al., J. Math. Soc. Japan 72, No. 3, 795--817 (2020; Zbl 07257211) Full Text: DOI Euclid
Wen, Jiaqiang; Shi, Yufeng Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations. (English) Zbl 07256668 Comput. Math. Appl. 79, No. 5, 1435-1446 (2020). MSC: 60H10 60G44 65C30 PDF BibTeX XML Cite \textit{J. Wen} and \textit{Y. Shi}, Comput. Math. Appl. 79, No. 5, 1435--1446 (2020; Zbl 07256668) Full Text: DOI
Denisov, Denis; Korshunov, Dmitry; Wachtel, Vitali Renewal theory for transient Markov chains with asymptotically zero drift. (English) Zbl 07254280 Trans. Am. Math. Soc. 373, No. 10, 7253-7286 (2020). MSC: 60K05 60J05 60G42 PDF BibTeX XML Cite \textit{D. Denisov} et al., Trans. Am. Math. Soc. 373, No. 10, 7253--7286 (2020; Zbl 07254280) Full Text: DOI
Karrila, Alex UST branches, martingales, and multiple SLE(2). (English) Zbl 07252715 Electron. J. Probab. 25, Paper No. 83, 37 p. (2020). MSC: 60Dxx 82B20 82B27 60J67 60G42 39A12 PDF BibTeX XML Cite \textit{A. Karrila}, Electron. J. Probab. 25, Paper No. 83, 37 p. (2020; Zbl 07252715) Full Text: DOI Euclid
Luo, Peng A type of globally solvable BSDEs with triangularly quadratic generators. (English) Zbl 07252706 Electron. J. Probab. 25, Paper No. 112, 23 p. (2020). MSC: 60H10 60H30 PDF BibTeX XML Cite \textit{P. Luo}, Electron. J. Probab. 25, Paper No. 112, 23 p. (2020; Zbl 07252706) Full Text: DOI Euclid
Jeanblanc, Monique; Li, Libo Characteristics and constructions of default times. (English) Zbl 1448.91312 SIAM J. Financ. Math. 11, No. 3, 720-749 (2020). Reviewer: George Stoica (Saint John) MSC: 91G40 60G44 PDF BibTeX XML Cite \textit{M. Jeanblanc} and \textit{L. Li}, SIAM J. Financ. Math. 11, No. 3, 720--749 (2020; Zbl 1448.91312) Full Text: DOI Link
Klenke, Achim Probability theory. 4th revised and supplemented edition. (Wahrscheinlichkeitstheorie.) (German) Zbl 1443.60001 Masterclass. Berlin: Springer Spektrum (ISBN 978-3-662-62088-5/pbk; 978-3-662-62089-2/ebook). xiv, 703 p. (2020). MSC: 60-01 28-01 60G05 60J10 60H05 PDF BibTeX XML Cite \textit{A. Klenke}, Wahrscheinlichkeitstheorie. Berlin: Springer Spektrum (2020; Zbl 1443.60001) Full Text: DOI
Bo, Lijun; Ceci, Claudia Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives. (English) Zbl 1448.91293 Appl. Math. Optim. 82, No. 2, 799-850 (2020). MSC: 91G20 91G40 91G10 60G44 PDF BibTeX XML Cite \textit{L. Bo} and \textit{C. Ceci}, Appl. Math. Optim. 82, No. 2, 799--850 (2020; Zbl 1448.91293) Full Text: DOI
Chen, Zhang; Yang, Dandan Nonlocal stochastic functional differential equations driven by G-Brownian motion and mean random dynamical systems. (English) Zbl 07245298 Math. Methods Appl. Sci. 43, No. 12, 7424-7441 (2020). Reviewer: Chay Paterson (Midhurst) MSC: 37H05 37N40 34K50 60H10 60G65 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{D. Yang}, Math. Methods Appl. Sci. 43, No. 12, 7424--7441 (2020; Zbl 07245298) Full Text: DOI
Jiao, Yong; Weisz, Ferenc; Wu, Lian; Zhou, Dejian Real interpolation for variable martingale Hardy spaces. (English) Zbl 07244639 J. Math. Anal. Appl. 491, No. 1, Article ID 124267, 11 p. (2020). MSC: 46B70 46E30 60G42 PDF BibTeX XML Cite \textit{Y. Jiao} et al., J. Math. Anal. Appl. 491, No. 1, Article ID 124267, 11 p. (2020; Zbl 07244639) Full Text: DOI
Krajewska, Elżbieta On (in)dependence measures in Riesz spaces. (English) Zbl 07244638 J. Math. Anal. Appl. 491, No. 1, Article ID 124266, 12 p. (2020). MSC: 47B60 47B65 46A40 46B42 60G48 PDF BibTeX XML Cite \textit{E. Krajewska}, J. Math. Anal. Appl. 491, No. 1, Article ID 124266, 12 p. (2020; Zbl 07244638) Full Text: DOI
Bañuelos, Rodrigo; Brzozowski, Michał; Osȩkowski, Adam Burkholder’s function and a weighted \(L^2\) bound for stochastic integrals. (English) Zbl 07243366 Proc. Am. Math. Soc. 148, No. 11, 5013-5028 (2020). MSC: 60G42 60G44 PDF BibTeX XML Cite \textit{R. Bañuelos} et al., Proc. Am. Math. Soc. 148, No. 11, 5013--5028 (2020; Zbl 07243366) Full Text: DOI
Yang, Xue; Zhang, Qi; Zhang, Tusheng Reflected backward stochastic partial differential equations in a convex domain. (English) Zbl 07243113 Stochastic Processes Appl. 130, No. 10, 6038-6063 (2020). MSC: 60H15 60G46 60H10 PDF BibTeX XML Cite \textit{X. Yang} et al., Stochastic Processes Appl. 130, No. 10, 6038--6063 (2020; Zbl 07243113) Full Text: DOI
Amorino, Chiara; Gloter, Arnaud Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes. (English) Zbl 07243109 Stochastic Processes Appl. 130, No. 10, 5888-5939 (2020). MSC: 62F12 60J76 60J60 60H30 60G48 PDF BibTeX XML Cite \textit{C. Amorino} and \textit{A. Gloter}, Stochastic Processes Appl. 130, No. 10, 5888--5939 (2020; Zbl 07243109) Full Text: DOI
Veraguas, Julio Backhoff; Beiglböck, Mathias; Eder, Manu; Pichler, Alois Fundamental properties of process distances. (English) Zbl 07242837 Stochastic Processes Appl. 130, No. 9, 5575-5591 (2020). MSC: 60G05 60G99 90C15 PDF BibTeX XML Cite \textit{J. B. Veraguas} et al., Stochastic Processes Appl. 130, No. 9, 5575--5591 (2020; Zbl 07242837) Full Text: DOI
Zhang, Panpan; Mahmoud, Hosam M. On nodes of small degrees and degree profile in preferential dynamic attachment circuits. (English) Zbl 07241322 Methodol. Comput. Appl. Probab. 22, No. 2, 625-645 (2020). MSC: 60C05 05C80 05C82 60F05 60G42 PDF BibTeX XML Cite \textit{P. Zhang} and \textit{H. M. Mahmoud}, Methodol. Comput. Appl. Probab. 22, No. 2, 625--645 (2020; Zbl 07241322) Full Text: DOI
Osękowski, Adam On \(A_p - A_q\) weighted estimates for maximal operators. (English) Zbl 1446.42030 Ann. Acad. Sci. Fenn., Math. 45, No. 2, 1171-1185 (2020). MSC: 42B25 46E30 60G42 PDF BibTeX XML Cite \textit{A. Osękowski}, Ann. Acad. Sci. Fenn., Math. 45, No. 2, 1171--1185 (2020; Zbl 1446.42030) Full Text: DOI
Chong, Carsten; Delerue, Thomas Normal approximation of the solution to the stochastic heat equation with Lévy noise. (English) Zbl 07240587 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 362-401 (2020). MSC: 60F05 60F17 60G55 60H15 46E35 60G48 PDF BibTeX XML Cite \textit{C. Chong} and \textit{T. Delerue}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 2, 362--401 (2020; Zbl 07240587) Full Text: DOI
El-Louh, M’hamed; Ezzaki, Fatima; Tahri, Khalid Set valued Aumann-Pettis integrable martingale representation theorem and convergence. (English) Zbl 07238103 Ann. Funct. Anal. 11, No. 4, 1236-1256 (2020). MSC: 60 28A05 46B25 60B12 60G42 PDF BibTeX XML Cite \textit{M. El-Louh} et al., Ann. Funct. Anal. 11, No. 4, 1236--1256 (2020; Zbl 07238103) Full Text: DOI
Guo, Wenjing; Jiang, Haiwen Optimal behavioral portfolio selection for an individual under inflation risk. (Chinese. English summary) Zbl 1449.91123 Chin. J. Eng. Math. 37, No. 2, 131-145 (2020). MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{W. Guo} and \textit{H. Jiang}, Chin. J. Eng. Math. 37, No. 2, 131--145 (2020; Zbl 1449.91123) Full Text: DOI
Nobre, Juvêncio Santos; Singer, Julio M.; Batista, Maria J. Improved \(U\)-tests for variance components in one-way random effects models. (English) Zbl 1445.62120 Braz. J. Probab. Stat. 34, No. 3, 464-477 (2020). MSC: 62H15 62G30 62P10 PDF BibTeX XML Cite \textit{J. S. Nobre} et al., Braz. J. Probab. Stat. 34, No. 3, 464--477 (2020; Zbl 1445.62120) Full Text: DOI Euclid
Criens, David Correction to: “Cylindrical martingale problems associated with Lévy generators”. (English) Zbl 07229224 J. Theor. Probab. 33, No. 3, 1791-1800 (2020). MSC: 60J25 60H15 60G48 PDF BibTeX XML Cite \textit{D. Criens}, J. Theor. Probab. 33, No. 3, 1791--1800 (2020; Zbl 07229224) Full Text: DOI
Su, Zhonggen; Wang, Hanchao A Donsker-type theorem for log-likelihood processes. (English) Zbl 07229209 J. Theor. Probab. 33, No. 3, 1401-1425 (2020). Reviewer: Edward Omey (Brussel) MSC: 60F05 60F17 60G46 60G15 PDF BibTeX XML Cite \textit{Z. Su} and \textit{H. Wang}, J. Theor. Probab. 33, No. 3, 1401--1425 (2020; Zbl 07229209) Full Text: DOI
Peligrad, Magda; Volný, Dalibor Quenched invariance principles for orthomartingale-like sequences. (English) Zbl 07229204 J. Theor. Probab. 33, No. 3, 1238-1265 (2020). MSC: 60F05 60G60 60G42 60G48 PDF BibTeX XML Cite \textit{M. Peligrad} and \textit{D. Volný}, J. Theor. Probab. 33, No. 3, 1238--1265 (2020; Zbl 07229204) Full Text: DOI
Sester, Julian Robust bounds for derivative prices in Markovian models. (English) Zbl 1447.91183 Int. J. Theor. Appl. Finance 23, No. 3, Article ID 2050015, 39 p. (2020). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{J. Sester}, Int. J. Theor. Appl. Finance 23, No. 3, Article ID 2050015, 39 p. (2020; Zbl 1447.91183) Full Text: DOI