Khechinashvili, Zaza The Minimal Reverse Entropy Martingale Measure in the Trinomial Financial Model. (English) Zbl 07961994 Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 38, 47-49 (2024). MSC: 60G42 60G70 62P05 91B26 94A17 × Cite Format Result Cite Review PDF Full Text: Link
Feng, Decheng; Yang, Gaihua Maximal inequalites and applications for reverse demimartingales based on concave Young functions. (English) Zbl 1537.60024 Stat. Probab. Lett. 208, Article ID 110041, 6 p. (2024). MSC: 60E15 60G42 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Ramdas, Aaditya; Grünwald, Peter; Vovk, Vladimir; Shafer, Glenn Game-theoretic statistics and safe anytime-valid inference. (English) Zbl 07797149 Stat. Sci. 38, No. 4, 576-601 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bladt, Martin; Shaiderman, Dimitry On the characterization of exchangeable sequences through reverse-martingale empirical distributions. (English) Zbl 1528.60030 Electron. Commun. Probab. 28, Paper No. 56, 11 p. (2023). MSC: 60G09 60G48 62G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Christofides, Tasos C.; Charalambous, Charalambos New maximal inequalities for reverse demimartingales and reverse demisubmartingales. (English) Zbl 1491.60037 J. Stat. Theory Pract. 16, No. 3, Paper No. 39, 15 p. (2022). MSC: 60E15 60G48 × Cite Format Result Cite Review PDF Full Text: DOI
Klaassen, Chris A. J.; Wellner, Jon A. Hardy’s inequality and its descendants: a probability approach. (English) Zbl 1494.60022 Electron. J. Probab. 26, Paper No. 142, 34 p. (2021). MSC: 60E15 26D15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Wei; Jiao, Yong Weighted estimates for the bilinear maximal operator on filtered measure spaces. (English) Zbl 1470.60120 J. Geom. Anal. 31, No. 5, 5309-5335 (2021). MSC: 60G46 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Santacroce, Marina; Siri, Paola; Trivellato, Barbara Exponential models by Orlicz spaces and applications. (English) Zbl 1407.62127 J. Appl. Probab. 55, No. 3, 682-700 (2018). MSC: 62G07 62P05 60G46 91G80 46N30 × Cite Format Result Cite Review PDF Full Text: DOI
De, Shyamal K.; Chattopadhyay, Bhargab Minimum risk point estimation of Gini index. (English) Zbl 1485.62109 Sankhyā, Ser. B 79, No. 2, 247-277 (2017). MSC: 62L12 62G05 60G46 60G40 91B82 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, W.; Jia, L. B.; Jiao, Y. Hölder’s inequalities involving the infinite product and their applications in martingale spaces. (English) Zbl 1389.60058 Anal. Math. 42, No. 2, 121-141 (2016). Reviewer: Ferenc Weisz (Budapest) MSC: 60G46 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hu, Ying; Tang, Shanjian Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. (English) Zbl 1333.60120 Stochastic Processes Appl. 126, No. 4, 1066-1086 (2016). MSC: 60H10 60H15 34F05 35R60 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cuny, Christophe; Merlevède, Florence Strong invariance principles with rate for “reverse” martingale differences and applications. (English) Zbl 1353.60031 J. Theor. Probab. 28, No. 1, 137-183 (2015). Reviewer: Hans Crauel (Frankfurt am Main) MSC: 60F17 30C30 37E05 60G48 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Chen, Wei; Liu, Peide Weighted norm inequalities for multisublinear maximal operator in martingale spaces. (English) Zbl 1321.42035 Tohoku Math. J. (2) 66, No. 4, 539-553 (2014). MSC: 42B25 60G46 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Arapostathis, Ari; Borkar, Vivek S. A relative value iteration algorithm for nondegenerate controlled diffusions. (English) Zbl 1252.93125 SIAM J. Control Optim. 50, No. 4, 1886-1902 (2012). MSC: 93E15 93E20 60J25 60J60 90C40 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bruss, F. Thomas; Yor, Marc Stochastic processes with proportional increments and the last-arrival problem. (English) Zbl 1255.60166 Stochastic Processes Appl. 122, No. 9, 3239-3261 (2012). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60K35 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Podvigin, I. V. A martingale ergodic theorem. (English. Russian original) Zbl 1221.37013 Sib. Math. J. 51, No. 6, 1125-1130 (2010); translation from Sib. Mat. Zh. 51, No. 6, 1422-1429 (2010). Reviewer: Alexander Kachurovskij (Novosibirsk) MSC: 37A50 37A30 60F15 60G10 60G48 × Cite Format Result Cite Review PDF Full Text: DOI
Delbaen, Freddy; Tang, Shanjian Harmonic analysis of stochastic equations and backward stochastic differential equations. (English) Zbl 1210.60060 Probab. Theory Relat. Fields 146, No. 1-2, 291-336 (2010). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 60G46 60G44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Trutnau, Gerald A short note on Lyons-Zheng decomposition in the non-sectorial case. (English) Zbl 1140.60040 RIMS Kôkyûroku Bessatsu B6, 237-245 (2008). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 47D07 60G44 60J55 31C25 35J25 × Cite Format Result Cite Review PDF
Yao, Nan; Jiang, Yiwen A convergence theorem for sequences of set valued martingale with reverse direction. (Chinese. English summary) Zbl 1141.60340 J. Math., Wuhan Univ. 27, No. 3, 317-320 (2007). MSC: 60G42 × Cite Format Result Cite Review PDF
da Costa Bueno, Vanderlei; Martins do Carmo, Iran Active redundancy allocation for a \(k\)-out-of-\(n\):F system of dependent components. (English) Zbl 1109.90031 Eur. J. Oper. Res. 176, No. 2, 1041-1051 (2007). MSC: 90B25 90B22 × Cite Format Result Cite Review PDF Full Text: DOI
Arai, Takuji Some properties of the variance-optimal martingale measure for discontinuous semimartingales. (English) Zbl 1079.60047 Stat. Probab. Lett. 74, No. 2, 163-170 (2005). Reviewer: Klaus Schürger (Bonn) MSC: 60G44 91B28 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Arai, Takuji An extension of mean-variance hedging to the discontinuous case. (English) Zbl 1063.91027 Finance Stoch. 9, No. 1, 129-139 (2005). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60G48 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
da Costa Bueno, Vanderlei Minimal standby redundancy allocation in a \(k\)-out-of-\(n\):F system of dependent components. (English) Zbl 1062.90021 Eur. J. Oper. Res. 165, No. 3, 786-793 (2005). MSC: 90B25 60E15 60G44 × Cite Format Result Cite Review PDF Full Text: DOI
Nagao, Hisao; Srivastava, M. S. Fixed width confidence region for the mean of a multivariate normal distribution. (English) Zbl 1031.62045 J. Multivariate Anal. 81, No. 2, 259-273 (2002). MSC: 62H12 62L12 62F25 × Cite Format Result Cite Review PDF Full Text: DOI
Kazamaki, Norihiko On the reverse Hölder inequality for a continuous exponential martingale. (English) Zbl 1002.60039 Math. J. Toyama Univ. 23, 85-91 (2000). Reviewer: Alexander Gushchin (Moskva) MSC: 60G44 × Cite Format Result Cite Review PDF
Huang, Wen-Jang; Su, Jyh-Cherng Reverse submartingale property arising from exchangeable random variables. (English) Zbl 0996.60045 Metrika 49, No. 3, 257-262 (1999). MSC: 60G09 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Choulli, Tahir; Krawczyk, Leszek; Stricker, Christophe \(\mathcal E\)-martingales and their applications in mathematical finance. (English) Zbl 0938.60032 Ann. Probab. 26, No. 2, 853-876 (1998). MSC: 60G48 60H05 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Pop-Stojanović, Z. R.; Rao, Murali; Sokolowski, J. Reverse Markov inequality. (English) Zbl 0929.60054 Butković, D. (ed.) et al., Functional analysis V. Proceedings of the postgraduate school and conference held at the Inter-University Centre, Dubrovnik, Croatia, September 14–28, 1997. Vol. I. Aarhus: Aarhus Universitet, Var. Publ. Ser., Aarhus Univ. 44, 105-112 (1998). Reviewer: L.Popa (Iaşi) MSC: 60J45 60J25 31C05 × Cite Format Result Cite Review PDF
Khan, Mohammad Kazim; Hanif, Muhammad On some refinements of Jensen’s inequality. (English) Zbl 0913.60009 J. Approximation Theory 93, No. 2, 313-330 (1998). Reviewer: M.Quine (Sydney) MSC: 60E15 41A35 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe Weighted norm inequalities and hedging in incomplete markets. (English) Zbl 0916.90016 Finance Stoch. 1, No. 3, 181-227 (1997). Reviewer: S.V.Zhulenev (Moskva) MSC: 91G80 60G48 60H05 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Broström, Göran A martingale approach to the changepoint problem. (English) Zbl 0889.62070 J. Am. Stat. Assoc. 92, No. 439, 1177-1183 (1997). MSC: 62L10 60G42 62M02 × Cite Format Result Cite Review PDF Full Text: DOI Link
Grandits, Peter On a conjecture of Kazamaki. (English) Zbl 0858.60048 Azéma, J. (ed.) et al., Séminaire de probabilités XXX. Berlin: Springer. Lect. Notes Math. 1626, 357-360 (1996). Reviewer: P.Grandits (Wien) MSC: 60G44 60G46 × Cite Format Result Cite Review PDF Full Text: Numdam EuDML
Björk, T.; Johansson, B. Parameter estimation and reverse martingales. (English) Zbl 0902.62039 Stochastic Processes Appl. 63, No. 2, 235-263 (1996). Reviewer: Hušková (Praha) MSC: 62G05 60G44 × Cite Format Result Cite Review PDF Full Text: DOI Link
Wang, Qiying On the maximal inequality. (English) Zbl 0886.60021 Stat. Probab. Lett. 31, No. 2, 85-89 (1996). Reviewer: H.Hering (Göttingen) MSC: 60F15 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Inoue, Hiroshi Randomly weighted sums for exchangeable fuzzy random variables. (English) Zbl 0845.60006 Fuzzy Sets Syst. 69, No. 3, 347-354 (1995). MSC: 60A99 60G09 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Petrosyan, A. N. Laws of large numbers for reverse martingales indexed by sets. (English. Russian original) Zbl 0911.60020 J. Contemp. Math. Anal., Armen. Acad. Sci. 30, No. 6, 18-28 (1995); translation from Izv. Nats. Akad. Nauk Armen., Mat. 30, No. 6, 24-35 (1995). Reviewer: J.-C.Massé (Quebec) MSC: 60F15 60G60 60G48 × Cite Format Result Cite Review PDF
Stute, W.; Wang, J.-L. The strong law under random censorship. (English) Zbl 0785.60020 Ann. Stat. 21, No. 3, 1591-1607 (1993). MSC: 60F15 60G42 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Björk, Tomas; Johansson, Björn Adaptive prediction and reverse martingales. (English) Zbl 0763.60018 Stochastic Processes Appl. 43, No. 2, 191-222 (1992). Reviewer: E.Valkeila (Helsinki) MSC: 60G25 60G44 62M20 60J99 × Cite Format Result Cite Review PDF Full Text: DOI
Wise, Gary L. A counterexample to a martingale characterization of a Wiener process. (English) Zbl 0760.60074 Stat. Probab. Lett. 15, No. 5, 337-338 (1992). MSC: 60J65 60G44 × Cite Format Result Cite Review PDF Full Text: DOI
Keisler, H. Jerome From discrete to continuous time. (English) Zbl 0756.60036 Ann. Pure Appl. Logic 52, No. 1-2, 99-141 (1991). Reviewer: D.Costantini (Germignaga) MSC: 60G05 03H05 26E35 03B30 60A05 × Cite Format Result Cite Review PDF Full Text: DOI
Christofides, Tasos C.; Serfling, Robert J. Maximal inequalities and convergence results for generalized U- statistics. (English) Zbl 0693.62022 J. Stat. Plann. Inference 24, No. 3, 271-286 (1990). Reviewer: A.K.Basu MSC: 62E20 60F15 60E15 60F17 60G42 62G99 × Cite Format Result Cite Review PDF Full Text: DOI
Takeda, Masayoshi On a martingale method for symmetric diffusion processes and its applications. (English) Zbl 0717.60090 Osaka J. Math. 26, No. 3, 605-623 (1989). MSC: 60J60 60G44 × Cite Format Result Cite Review PDF
Frees, Edward W. Infinite order U-statistics. (English) Zbl 0673.62032 Scand. J. Stat. 16, No. 1, 29-45 (1989). MSC: 62G05 × Cite Format Result Cite Review PDF
Takada, Yoshikazu Asymptotically bounded regret sequential estimation of the mean. (English) Zbl 0659.62099 Sequential Anal. 7, No. 3, 253-262 (1988). MSC: 62L12 62L15 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Kazamaki, Norihiko A new aspect of \(L_{\infty}\) in the space of BMO-martingales. (English) Zbl 0627.60051 Probab. Theory Relat. Fields 78, No. 1, 113-126 (1988). MSC: 60G44 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Frees, Edward W. Nonparametric renewal function estimation. (English) Zbl 0625.62026 Ann. Stat. 14, 1366-1378 (1986). MSC: 62G05 62M99 62E20 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Huggins, R. M. A strong invariance principle for reverse martingales. (English) Zbl 0594.60038 Acta Math. Hung. 46, 93-100 (1985). Reviewer: T.Inglot MSC: 60F15 60F17 60G42 × Cite Format Result Cite Review PDF Full Text: DOI
Brock, David C. Quantum martingales that are reverse martingales are multiples of the identity. (English) Zbl 0552.46033 Bull. Lond. Math. Soc. 16, 8-12 (1984). Reviewer: Sh.Ajupov MSC: 46L51 46L53 46L54 46L55 46L60 46L30 46L35 60G48 × Cite Format Result Cite Review PDF Full Text: DOI
Kazamaki, Norihiko On the reverse Hölder inequalities for certain exponential processes. (English) Zbl 0515.60049 Tohoku Math. J., II. Ser. 35, 309-311 (1983). MSC: 60G44 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Scott, D. J.; Huggins, R. M. On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales. (English) Zbl 0508.60043 Bull. Aust. Math. Soc. 27, 443-459 (1983). MSC: 60G44 60F17 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Kieffer, John C.; Stanojevic, Caslav V. The Lebesgue integral as the almost sure limit of random Riemann sums. (English) Zbl 0497.28007 Proc. Am. Math. Soc. 85, 389-392 (1982). MSC: 28A25 60G46 × Cite Format Result Cite Review PDF Full Text: DOI
Sen, P. K.; Tsong, Y. On functional central limit theorems for certain continuous time parameter stochastic processes. (English) Zbl 0456.60028 J. Multivariate Anal. 10, 371-378 (1980). MSC: 60F17 60F05 60B10 60G44 × Cite Format Result Cite Review PDF Full Text: DOI