Guo, Ping; Liu, Meng; He, Zhixiong; Jia, Hongen Stability of numerical solutions for the stochastic pantograph differential equations with variable step size. (English) Zbl 07305227 J. Comput. Appl. Math. 388, Article ID 113303, 19 p. (2021). MSC: 60H10 65L20 65C30 PDF BibTeX XML Cite \textit{P. Guo} et al., J. Comput. Appl. Math. 388, Article ID 113303, 19 p. (2021; Zbl 07305227) 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
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
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
Spielmann, J.; Vostrikova, L. On the ruin problem with investment when the risky asset is a semimartingale. (English. Russian original) Zbl 07247826 Theory Probab. Appl. 65, No. 2, 249-269 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 312-337 (2020). MSC: 60 93 PDF BibTeX XML Cite \textit{J. Spielmann} and \textit{L. Vostrikova}, Theory Probab. Appl. 65, No. 2, 249--269 (2020; Zbl 07247826); translation from Teor. Veroyatn. Primen. 65, No. 2, 312--337 (2020) 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
Mostovyi, Oleksii; Sîrbu, Mihai Optimal investment and consumption with labor income in incomplete markets. (English) Zbl 1447.91162 Ann. Appl. Probab. 30, No. 2, 747-787 (2020). MSC: 91G10 93E20 91B16 PDF BibTeX XML Cite \textit{O. Mostovyi} and \textit{M. Sîrbu}, Ann. Appl. Probab. 30, No. 2, 747--787 (2020; Zbl 1447.91162) Full Text: DOI Euclid
Fonseca-Mora, Christian A. Semimartingales on duals of nuclear spaces. (English) Zbl 1445.60037 Electron. J. Probab. 25, Paper No. 36, 24 p. (2020). MSC: 60G48 60B11 60G17 60G20 PDF BibTeX XML Cite \textit{C. A. Fonseca-Mora}, Electron. J. Probab. 25, Paper No. 36, 24 p. (2020; Zbl 1445.60037) Full Text: DOI Euclid
Mostovyi, Oleksii Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire. (English) Zbl 1443.91276 Stochastic Processes Appl. 130, No. 7, 4444-4469 (2020). MSC: 91G15 91B16 60G44 PDF BibTeX XML Cite \textit{O. Mostovyi}, Stochastic Processes Appl. 130, No. 7, 4444--4469 (2020; Zbl 1443.91276) Full Text: DOI
Acciaio, B.; Backhoff-Veraguas, J.; Zalashko, A. Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization. (English) Zbl 1435.90012 Stochastic Processes Appl. 130, No. 5, 2918-2953 (2020). MSC: 90B06 60J65 90C15 PDF BibTeX XML Cite \textit{B. Acciaio} et al., Stochastic Processes Appl. 130, No. 5, 2918--2953 (2020; Zbl 1435.90012) Full Text: DOI
Cont, Rama; Kalinin, Alexander On the support of solutions to stochastic differential equations with path-dependent coefficients. (English) Zbl 1435.60045 Stochastic Processes Appl. 130, No. 5, 2639-2674 (2020). MSC: 60H10 28C20 34K50 PDF BibTeX XML Cite \textit{R. Cont} and \textit{A. Kalinin}, Stochastic Processes Appl. 130, No. 5, 2639--2674 (2020; Zbl 1435.60045) Full Text: DOI
Fontana, Claudio; Grbac, Zorana; Gümbel, Sandrine; Schmidt, Thorsten Term structure modelling for multiple curves with stochastic discontinuities. (English) Zbl 1435.91195 Finance Stoch. 24, No. 2, 465-511 (2020). MSC: 91G30 60G44 60G57 91G15 PDF BibTeX XML Cite \textit{C. Fontana} et al., Finance Stoch. 24, No. 2, 465--511 (2020; Zbl 1435.91195) Full Text: DOI
Schnurr, Alexander The fourth characteristic of a semimartingale. (English) Zbl 07140512 Bernoulli 26, No. 1, 642-663 (2020). MSC: 60 62 PDF BibTeX XML Cite \textit{A. Schnurr}, Bernoulli 26, No. 1, 642--663 (2020; Zbl 07140512) Full Text: DOI Euclid arXiv
Wang, Ya; Wu, Fuke; Mao, Xuerong; Zhu, Enwen Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay. (English) Zbl 1431.34087 Discrete Contin. Dyn. Syst., Ser. B 25, No. 1, 287-300 (2020). Reviewer: Yong-Kui Chang (Xi’an) MSC: 34K50 60H10 34K25 34K20 PDF BibTeX XML Cite \textit{Y. Wang} et al., Discrete Contin. Dyn. Syst., Ser. B 25, No. 1, 287--300 (2020; Zbl 1431.34087) Full Text: DOI
Todorov, Viktor Nonparametric spot volatility from options. (English) Zbl 1443.91301 Ann. Appl. Probab. 29, No. 6, 3590-3636 (2019). MSC: 91G20 91G10 62P05 62G05 PDF BibTeX XML Cite \textit{V. Todorov}, Ann. Appl. Probab. 29, No. 6, 3590--3636 (2019; Zbl 1443.91301) Full Text: DOI Euclid
Keller-Ressel, Martin; Schmidt, Thorsten; Wardenga, Robert Affine processes beyond stochastic continuity. (English) Zbl 1432.60073 Ann. Appl. Probab. 29, No. 6, 3387-3437 (2019). MSC: 60J25 91G20 PDF BibTeX XML Cite \textit{M. Keller-Ressel} et al., Ann. Appl. Probab. 29, No. 6, 3387--3437 (2019; Zbl 1432.60073) Full Text: DOI Euclid
Fadina, Tolulope; Neufeld, Ariel; Schmidt, Thorsten Affine processes under parameter uncertainty. (English) Zbl 1443.91309 Probab. Uncertain. Quant. Risk 4, Paper No. 5, 35 p. (2019). MSC: 91G30 60G44 35Q91 PDF BibTeX XML Cite \textit{T. Fadina} et al., Probab. Uncertain. Quant. Risk 4, Paper No. 5, 35 p. (2019; Zbl 1443.91309) Full Text: DOI
Yao, Luogen; Yang, Gang; Yang, Xiangqun Mean correcting martingale measure for exponential semimartingale market models. (Chinese. English summary) Zbl 1449.60085 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 4, 932-941 (2019). MSC: 60G48 60G57 91B26 PDF BibTeX XML Cite \textit{L. Yao} et al., Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 4, 932--941 (2019; Zbl 1449.60085)
Andersen, Torben G.; Thyrsgaard, Martin; Todorov, Viktor Time-varying periodicity in intraday volatility. (English) Zbl 1428.62463 J. Am. Stat. Assoc. 114, No. 528, 1695-1707 (2019). MSC: 62P05 62M10 62G10 PDF BibTeX XML Cite \textit{T. G. Andersen} et al., J. Am. Stat. Assoc. 114, No. 528, 1695--1707 (2019; Zbl 1428.62463) Full Text: DOI
Li, Jia; Todorov, Viktor; Tauchen, George Jump factor models in large cross-sections. (English) Zbl 1430.91120 Quant. Econ. 10, No. 2, 419-456 (2019). MSC: 91G30 60J74 62P05 PDF BibTeX XML Cite \textit{J. Li} et al., Quant. Econ. 10, No. 2, 419--456 (2019; Zbl 1430.91120) Full Text: DOI Link
Shin, J. Semimartingale decomposition and heat kernel estimates of reflected stable-like processes with variable order. (English) Zbl 07122186 Theory Probab. Appl. 64, No. 3, 421-443 (2019) and Teor. Veroyatn. Primen. 64, No. 3, 526-551 (2019). MSC: 60 62 PDF BibTeX XML Cite \textit{J. Shin}, Theory Probab. Appl. 64, No. 3, 421--443 (2019; Zbl 07122186) Full Text: DOI
Bailleul, Ismaël; Riedel, Sebastian Rough flows. (English) Zbl 07121559 J. Math. Soc. Japan 71, No. 3, 915-978 (2019). MSC: 60H10 60G44 34F05 PDF BibTeX XML Cite \textit{I. Bailleul} and \textit{S. Riedel}, J. Math. Soc. Japan 71, No. 3, 915--978 (2019; Zbl 07121559) Full Text: DOI Euclid
Aït-Sahalia, Yacine; Xiu, Dacheng Principal component analysis of high-frequency data. (English) Zbl 07095877 J. Am. Stat. Assoc. 114, No. 525, 287-303 (2019). MSC: 62H25 60H30 62P05 PDF BibTeX XML Cite \textit{Y. Aït-Sahalia} and \textit{D. Xiu}, J. Am. Stat. Assoc. 114, No. 525, 287--303 (2019; Zbl 07095877) Full Text: DOI
Koike, Yuta; Liu, Zhi Asymptotic properties of the realized skewness and related statistics. (English) Zbl 1430.62223 Ann. Inst. Stat. Math. 71, No. 4, 703-741 (2019). MSC: 62P05 60G48 62E20 60J74 PDF BibTeX XML Cite \textit{Y. Koike} and \textit{Z. Liu}, Ann. Inst. Stat. Math. 71, No. 4, 703--741 (2019; Zbl 1430.62223) Full Text: DOI arXiv
Daley, Daryl J.; Miyazawa, Masakiyo A martingale view of Blackwell’s renewal theorem and its extensions to a general counting process. (English) Zbl 1415.60100 J. Appl. Probab. 56, No. 2, 602-623 (2019). MSC: 60K20 60J27 60K37 PDF BibTeX XML Cite \textit{D. J. Daley} and \textit{M. Miyazawa}, J. Appl. Probab. 56, No. 2, 602--623 (2019; Zbl 1415.60100) Full Text: DOI arXiv
Fontana, Claudio; Pelger, Markus; Platen, Eckhard On the existence of sure profits via flash strategies. (English) Zbl 1422.91650 J. Appl. Probab. 56, No. 2, 384-397 (2019). MSC: 91G10 60G44 60H30 PDF BibTeX XML Cite \textit{C. Fontana} et al., J. Appl. Probab. 56, No. 2, 384--397 (2019; Zbl 1422.91650) Full Text: DOI
Khametov, V. M.; Shelemekh, E. A. On the uniqueness of the optional decomposition of semimartingales. (English. Russian original) Zbl 1415.60042 Math. Notes 105, No. 3, 478-482 (2019); translation from Mat. Zametki 105, No. 3, 476-480 (2019). MSC: 60G48 PDF BibTeX XML Cite \textit{V. M. Khametov} and \textit{E. A. Shelemekh}, Math. Notes 105, No. 3, 478--482 (2019; Zbl 1415.60042); translation from Mat. Zametki 105, No. 3, 476--480 (2019) Full Text: DOI
Martin, Ole; Vetter, Mathias Laws of large numbers for Hayashi-Yoshida-type functionals. (English) Zbl 1419.62217 Finance Stoch. 23, No. 3, 451-500 (2019). MSC: 62M09 60F05 60G48 62P05 PDF BibTeX XML Cite \textit{O. Martin} and \textit{M. Vetter}, Finance Stoch. 23, No. 3, 451--500 (2019; Zbl 1419.62217) Full Text: DOI arXiv
Gagnon, Gregory Vanishing central bank intervention in stochastic impulse control. (English) Zbl 1410.91343 Ann. Finance 15, No. 1, 125-153 (2019). MSC: 91B64 93E20 60H10 62P05 PDF BibTeX XML Cite \textit{G. Gagnon}, Ann. Finance 15, No. 1, 125--153 (2019; Zbl 1410.91343) Full Text: DOI
Agram, Nacira Dynamic risk measure for BSVIE with jumps and semimartingale issues. (English) Zbl 1426.60060 Stochastic Anal. Appl. 37, No. 3, 361-376 (2019). MSC: 60H05 60H20 60H30 45D05 PDF BibTeX XML Cite \textit{N. Agram}, Stochastic Anal. Appl. 37, No. 3, 361--376 (2019; Zbl 1426.60060) Full Text: DOI arXiv
Yoshida, Naohiro A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging. (English) Zbl 1419.91598 JSIAM Lett. 11, 25-28 (2019). MSC: 91G10 60G44 PDF BibTeX XML Cite \textit{N. Yoshida}, JSIAM Lett. 11, 25--28 (2019; Zbl 1419.91598) Full Text: DOI
Li, Jia; Liu, Yunxiao; Xiu, Dacheng Efficient estimation of integrated volatility functionals via multiscale jackknife. (English) Zbl 07036198 Ann. Stat. 47, No. 1, 156-176 (2019). MSC: 60F05 60G44 62F12 PDF BibTeX XML Cite \textit{J. Li} et al., Ann. Stat. 47, No. 1, 156--176 (2019; Zbl 07036198) Full Text: DOI Euclid
Kong, Xin-Bing Lack of fit test for infinite variation jumps at high frequencies. (English) Zbl 1412.62112 Stat. Sin. 29, No. 1, 81-95 (2019). MSC: 62M05 60G48 60J65 60J75 62P05 PDF BibTeX XML Cite \textit{X.-B. Kong}, Stat. Sin. 29, No. 1, 81--95 (2019; Zbl 1412.62112) Full Text: DOI
Belton, Alexander C. R. On stopping Fock-space processes. (English) Zbl 1427.81062 J. Theor. Probab. 32, No. 1, 484-526 (2019). Reviewer: Michael Skeide (Campobasso) MSC: 81S25 46L53 60G40 PDF BibTeX XML Cite \textit{A. C. R. Belton}, J. Theor. Probab. 32, No. 1, 484--526 (2019; Zbl 1427.81062) Full Text: DOI arXiv
Todorov, Viktor Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale. (English) Zbl 1409.62164 Stochastic Processes Appl. 129, No. 2, 419-451 (2019). MSC: 62M05 62G07 62G20 60J75 PDF BibTeX XML Cite \textit{V. Todorov}, Stochastic Processes Appl. 129, No. 2, 419--451 (2019; Zbl 1409.62164) Full Text: DOI
Güneysu, Batu On the semimartingale property of Brownian bridges on complete manifolds. (English) Zbl 1407.82051 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 15-31 (2019). MSC: 82C44 60K35 60G70 PDF BibTeX XML Cite \textit{B. Güneysu}, ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 15--31 (2019; Zbl 1407.82051) Full Text: Link
Tarami, Bahram; Avaji, Mohsen Convergence of Euler-Maruyama method for stochastic differential equations driven by \(\alpha\)-stable Lévy motion. (English) Zbl 07312741 J. Math. Ext. 12, No. 3, 31-53 (2018). MSC: 60H10 65Cxx PDF BibTeX XML Cite \textit{B. Tarami} and \textit{M. Avaji}, J. Math. Ext. 12, No. 3, 31--53 (2018; Zbl 07312741) Full Text: Link
Dumitrescu, Roxana; Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès BSDEs with default jump. (English) Zbl 1408.60044 Celledoni, Elena (ed.) et al., Computation and combinatorics in dynamics, stochastics and control. The Abel symposium, Rosendal, Norway, August 16–19, 2016. Selected papers. Cham: Springer. Abel Symp. 13, 233-263 (2018). MSC: 60H10 PDF BibTeX XML Cite \textit{R. Dumitrescu} et al., Abel Symp. 13, 233--263 (2018; Zbl 1408.60044) Full Text: DOI
Chiu, Henry; Cont, Rama On pathwise quadratic variation for càdlàg functions. (English) Zbl 1406.60082 Electron. Commun. Probab. 23, Paper No. 85, 12 p. (2018). MSC: 60H05 26B35 PDF BibTeX XML Cite \textit{H. Chiu} and \textit{R. Cont}, Electron. Commun. Probab. 23, Paper No. 85, 12 p. (2018; Zbl 1406.60082) Full Text: DOI Euclid arXiv
Criens, David; Glau, Kathrin Absolute continuity of semimartingales. (English) Zbl 1406.60062 Electron. J. Probab. 23, Paper No. 125, 28 p (2018). MSC: 60G44 60G48 PDF BibTeX XML Cite \textit{D. Criens} and \textit{K. Glau}, Electron. J. Probab. 23, Paper No. 125, 28 p (2018; Zbl 1406.60062) Full Text: DOI Euclid arXiv
Beznea, Lucian; Cîmpean, Iulian Invariant, super and quasi-martingale functions of a Markov process. (English) Zbl 1405.60118 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 407-420 (2018). MSC: 60J45 31C05 60J40 60J25 37C40 37L40 31C25 PDF BibTeX XML Cite \textit{L. Beznea} and \textit{I. Cîmpean}, in: Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10--14, 2016. Cham: Springer. 407--420 (2018; Zbl 1405.60118) Full Text: DOI
Mimica, Ante; Sandrić, Nikola; Schilling, René L. Markov chain approximation of pure jump processes. (English) Zbl 1417.60068 Acta Appl. Math. 158, No. 1, 167-206 (2018). MSC: 60J25 60J27 60J75 PDF BibTeX XML Cite \textit{A. Mimica} et al., Acta Appl. Math. 158, No. 1, 167--206 (2018; Zbl 1417.60068) Full Text: DOI
Jacod, Jean; Podolskij, Mark On the minimal number of driving Lévy motions in a multivariate price model. (English) Zbl 1402.60068 J. Appl. Probab. 55, No. 3, 823-833 (2018). MSC: 60H05 60G51 60G18 PDF BibTeX XML Cite \textit{J. Jacod} and \textit{M. Podolskij}, J. Appl. Probab. 55, No. 3, 823--833 (2018; Zbl 1402.60068) Full Text: DOI
Mostovyi, Oleksii Optimal consumption of multiple goods in incomplete markets. (English) Zbl 1417.91472 J. Appl. Probab. 55, No. 3, 810-822 (2018). MSC: 91G10 93E20 60G48 49N15 PDF BibTeX XML Cite \textit{O. Mostovyi}, J. Appl. Probab. 55, No. 3, 810--822 (2018; Zbl 1417.91472) Full Text: DOI
Kurisu, Daisuke Power variations and testing for co-jumps: the small noise approach. (English) Zbl 1403.62191 Scand. J. Stat. 45, No. 3, 482-512 (2018). MSC: 62P05 60G48 62M07 PDF BibTeX XML Cite \textit{D. Kurisu}, Scand. J. Stat. 45, No. 3, 482--512 (2018; Zbl 1403.62191) Full Text: DOI arXiv
Beznea, Lucian; Cîmpean, Iulian Quasimartingales associated to Markov processes. (English) Zbl 1425.60068 Trans. Am. Math. Soc. 370, No. 11, 7761-7787 (2018). Reviewer: Alexander I. Zejfman (Vologda) MSC: 60J45 31C25 60J40 60J25 60J35 60J55 60J57 31C05 PDF BibTeX XML Cite \textit{L. Beznea} and \textit{I. Cîmpean}, Trans. Am. Math. Soc. 370, No. 11, 7761--7787 (2018; Zbl 1425.60068) Full Text: DOI
Yan, Jia-An Introduction to stochastic finance. (English) Zbl 1420.91001 Universitext. Singapore: Springer; Beijing: Science Press (ISBN 978-981-13-1656-2/pbk; 978-981-13-1657-9/ebook). xiv, 403 p. (2018). Reviewer: Tak Kuen Siu (Sydney) MSC: 91-01 91G10 91G20 91B25 91G30 60G42 91B16 60H30 62P05 62M10 PDF BibTeX XML Cite \textit{J.-A. Yan}, Introduction to stochastic finance. Singapore: Springer; Beijing: Science Press (2018; Zbl 1420.91001) Full Text: DOI
Ronald Gallant, A.; Tauchen, George Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale. (English) Zbl 1452.62605 J. Econom. 205, No. 1, 140-155 (2018). MSC: 62M05 62F15 60G48 62P05 62P20 PDF BibTeX XML Cite \textit{A. Ronald Gallant} and \textit{G. Tauchen}, J. Econom. 205, No. 1, 140--155 (2018; Zbl 1452.62605) Full Text: DOI
Jacod, Jean; Todorov, Viktor Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation. (English) Zbl 1391.60044 Ann. Appl. Probab. 28, No. 1, 511-576 (2018). MSC: 60F05 60F17 60G51 60G07 PDF BibTeX XML Cite \textit{J. Jacod} and \textit{V. Todorov}, Ann. Appl. Probab. 28, No. 1, 511--576 (2018; Zbl 1391.60044) Full Text: DOI
Martin, Ole; Vetter, Mathias Testing for simultaneous jumps in case of asynchronous observations. (English) Zbl 1415.62040 Bernoulli 24, No. 4B, 3522-3567 (2018). MSC: 62H15 60H05 60G48 60F05 PDF BibTeX XML Cite \textit{O. Martin} and \textit{M. Vetter}, Bernoulli 24, No. 4B, 3522--3567 (2018; Zbl 1415.62040) Full Text: DOI Euclid arXiv
Siorpaes, Pietro Applications of pathwise Burkholder-Davis-Gundy inequalities. (English) Zbl 1407.60059 Bernoulli 24, No. 4B, 3222-3245 (2018). MSC: 60G44 60E15 60G40 60J60 PDF BibTeX XML Cite \textit{P. Siorpaes}, Bernoulli 24, No. 4B, 3222--3245 (2018; Zbl 1407.60059) Full Text: DOI Euclid arXiv
Li, Cuixia; Guo, Erlin Estimation of the integrated volatility using noisy high-frequency data with jumps and endogeneity. (English) Zbl 1388.62309 Commun. Stat., Theory Methods 47, No. 3, 521-531 (2018). MSC: 62P05 60F05 62M09 PDF BibTeX XML Cite \textit{C. Li} and \textit{E. Guo}, Commun. Stat., Theory Methods 47, No. 3, 521--531 (2018; Zbl 1388.62309) Full Text: DOI
Liu, Zhi; Kong, Xin-Bing; Jing, Bing-Yi Estimating the integrated volatility using high-frequency data with zero durations. (English) Zbl 1387.62110 J. Econom. 204, No. 1, 18-32 (2018). MSC: 62P05 62E20 60G44 60F05 PDF BibTeX XML Cite \textit{Z. Liu} et al., J. Econom. 204, No. 1, 18--32 (2018; Zbl 1387.62110) Full Text: DOI
Bouzebda, Salim; Papamichail, Chrysanthi; Limnios, Nikolaos On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications. (English) Zbl 1435.62148 J. Nonparametric Stat. 30, No. 1, 49-86 (2018). Reviewer: Romeo Negrea (Timişoara) MSC: 62G09 60F17 60G48 PDF BibTeX XML Cite \textit{S. Bouzebda} et al., J. Nonparametric Stat. 30, No. 1, 49--86 (2018; Zbl 1435.62148) Full Text: DOI
Boswijk, H. Peter; Laeven, Roger J. A.; Yang, Xiye Testing for self-excitation in jumps. (English) Zbl 1386.62025 J. Econom. 203, No. 2, 256-266 (2018). MSC: 62M05 60G44 60J75 62F12 62M07 62P05 PDF BibTeX XML Cite \textit{H. P. Boswijk} et al., J. Econom. 203, No. 2, 256--266 (2018; Zbl 1386.62025) Full Text: DOI
Li, Jia; Patton, Andrew J. Asymptotic inference about predictive accuracy using high frequency data. (English) Zbl 1386.62030 J. Econom. 203, No. 2, 223-240 (2018). MSC: 62M20 62M10 62P05 62P20 91B84 PDF BibTeX XML Cite \textit{J. Li} and \textit{A. J. Patton}, J. Econom. 203, No. 2, 223--240 (2018; Zbl 1386.62030) Full Text: DOI
Jeanblanc, Monique; Li, Libo; Song, Shiqi An enlargement of filtration formula with applications to multiple non-ordered default times. (English) Zbl 1379.60040 Finance Stoch. 22, No. 1, 205-240 (2018). Reviewer: Claudio Fontana (Paris) MSC: 60G07 91G40 60G44 PDF BibTeX XML Cite \textit{M. Jeanblanc} et al., Finance Stoch. 22, No. 1, 205--240 (2018; Zbl 1379.60040) Full Text: DOI
Guo, Ping; Li, Chong-Jun Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations. (English) Zbl 1382.65018 J. Math. Anal. Appl. 460, No. 1, 411-424 (2018). MSC: 65C30 34K50 60H10 60H35 PDF BibTeX XML Cite \textit{P. Guo} and \textit{C.-J. Li}, J. Math. Anal. Appl. 460, No. 1, 411--424 (2018; Zbl 1382.65018) Full Text: DOI
Aït-Sahalia, Yacine; Jacod, Jean Semimartingale: Itô or not ? (English) Zbl 06814949 Stochastic Processes Appl. 128, No. 1, 233-254 (2018). MSC: 62F12 62M05 60H10 60J60 PDF BibTeX XML Cite \textit{Y. Aït-Sahalia} and \textit{J. Jacod}, Stochastic Processes Appl. 128, No. 1, 233--254 (2018; Zbl 06814949) Full Text: DOI
Lazrieva, Nanuli; Toronjadze, Temur Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales. (English) Zbl 1432.62277 Trans. A. Razmadze Math. Inst. 171, No. 1, 57-75 (2017). MSC: 62L20 60G44 62G20 PDF BibTeX XML Cite \textit{N. Lazrieva} and \textit{T. Toronjadze}, Trans. A. Razmadze Math. Inst. 171, No. 1, 57--75 (2017; Zbl 1432.62277) Full Text: DOI
Mykland, Per A.; Zhang, Lan Assessment of uncertainty in high frequency data: the observed asymptotic variance. (English) Zbl 1410.62208 Econometrica 85, No. 1, 197-231 (2017). MSC: 62P20 62M10 62J10 PDF BibTeX XML Cite \textit{P. A. Mykland} and \textit{L. Zhang}, Econometrica 85, No. 1, 197--231 (2017; Zbl 1410.62208) Full Text: DOI
Li, Jia; Todorov, Viktor; Tauchen, George Jump regressions. (English) Zbl 1410.62205 Econometrica 85, No. 1, 173-195 (2017). MSC: 62P20 62J02 62M10 60G42 60J75 PDF BibTeX XML Cite \textit{J. Li} et al., Econometrica 85, No. 1, 173--195 (2017; Zbl 1410.62205) Full Text: DOI
Chau, Huy N.; Cosso, Andrea; Fontana, Claudio; Mostovyi, Oleksii Optimal investment with intermediate consumption under no unbounded profit with bounded risk. (English) Zbl 1416.91344 J. Appl. Probab. 54, No. 3, 710-719 (2017). MSC: 91G10 93E20 60G48 PDF BibTeX XML Cite \textit{H. N. Chau} et al., J. Appl. Probab. 54, No. 3, 710--719 (2017; Zbl 1416.91344) Full Text: DOI
Criens, David; Glau, Kathrin; Grbac, Zorana Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models. (English) Zbl 1398.91574 Appl. Math. Finance 24, No. 1-2, 23-37 (2017). MSC: 91G20 60G48 60G44 91G30 PDF BibTeX XML Cite \textit{D. Criens} et al., Appl. Math. Finance 24, No. 1--2, 23--37 (2017; Zbl 1398.91574) Full Text: DOI
Li, Quan-Lin; Qian, Zhi-Yong; Fan, Rui-Na Fluid and diffusion limits for bike sharing systems. (English) Zbl 1391.90192 Yue, Wuyi (ed.) et al., Queueing theory and network applications. 12th international conference, QTNA 2017, Qinhuangdao, China, August 21–23, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-68519-9/pbk; 978-3-319-68520-5/ebook). Lecture Notes in Computer Science 10591, 217-245 (2017). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{Q.-L. Li} et al., Lect. Notes Comput. Sci. 10591, 217--245 (2017; Zbl 1391.90192) Full Text: DOI arXiv
Koroliouk, D.; Koroliuk, V. S. Adapted statistical experiments with random change of time. (English) Zbl 1388.62005 Rykov, Vladimir V. (ed.) et al., Analytical and computational methods in probability theory. First international conference, ACMPT 2017, Moscow, Russia, October 23–27, 2017. Proceedings. Cham: Springer (ISBN 978-3-319-71503-2/pbk; 978-3-319-71504-9/ebook). Lecture Notes in Computer Science 10684, 523-537 (2017). MSC: 62B15 60G44 60K05 PDF BibTeX XML Cite \textit{D. Koroliouk} and \textit{V. S. Koroliuk}, Lect. Notes Comput. Sci. 10684, 523--537 (2017; Zbl 1388.62005) Full Text: DOI
Lukkarinen, Jani; Pakkanen, Mikko S. Arbitrage without borrowing or short selling? (English) Zbl 1415.91269 Math. Financ. Econ. 11, No. 3, 263-274 (2017). MSC: 91G10 60H05 60G44 PDF BibTeX XML Cite \textit{J. Lukkarinen} and \textit{M. S. Pakkanen}, Math. Financ. Econ. 11, No. 3, 263--274 (2017; Zbl 1415.91269) Full Text: DOI
Li, Jia; Todorov, Viktor; Tauchen, George; Chen, Rui Mixed-scale jump regressions with bootstrap inference. (English) Zbl 1377.62198 J. Econom. 201, No. 2, 417-432 (2017). MSC: 62P05 62M05 60G48 60J75 PDF BibTeX XML Cite \textit{J. Li} et al., J. Econom. 201, No. 2, 417--432 (2017; Zbl 1377.62198) Full Text: DOI
Jaber, Eduardo Abi Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients. (English) Zbl 1373.93307 Electron. Commun. Probab. 22, Paper No. 53, 15 p. (2017). MSC: 93E03 60H10 60J75 PDF BibTeX XML Cite \textit{E. A. Jaber}, Electron. Commun. Probab. 22, Paper No. 53, 15 p. (2017; Zbl 1373.93307) Full Text: DOI Euclid
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique No-arbitrage up to random horizon for quasi-left-continuous models. (English) Zbl 1391.91165 Finance Stoch. 21, No. 4, 1103-1139 (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G99 91B24 91G10 60G48 60H05 60H30 PDF BibTeX XML Cite \textit{A. Aksamit} et al., Finance Stoch. 21, No. 4, 1103--1139 (2017; Zbl 1391.91165) Full Text: DOI
Chaker, Selma On high frequency estimation of the frictionless price: the use of observed liquidity variables. (English) Zbl 1391.62194 J. Econom. 201, No. 1, 127-143 (2017). MSC: 62P05 PDF BibTeX XML Cite \textit{S. Chaker}, J. Econom. 201, No. 1, 127--143 (2017; Zbl 1391.62194) Full Text: DOI
Shephard, Neil; Xiu, Dacheng Econometric analysis of multivariate realised QML: estimation of the covariation of equity prices under asynchronous trading. (English) Zbl 1391.62295 J. Econom. 201, No. 1, 19-42 (2017). MSC: 62P20 62G05 62H12 PDF BibTeX XML Cite \textit{N. Shephard} and \textit{D. Xiu}, J. Econom. 201, No. 1, 19--42 (2017; Zbl 1391.62295) Full Text: DOI
Czichowsky, Christoph; Schachermayer, Walter Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion. (English) Zbl 1414.91336 Ann. Appl. Probab. 27, No. 3, 1414-1451 (2017). MSC: 91G10 60G22 93E20 60G48 PDF BibTeX XML Cite \textit{C. Czichowsky} and \textit{W. Schachermayer}, Ann. Appl. Probab. 27, No. 3, 1414--1451 (2017; Zbl 1414.91336) Full Text: DOI
Li, Jia; Todorov, Viktor; Tauchen, George Adaptive estimation of continuous-time regression models using high-frequency data. (English) Zbl 1388.62050 J. Econom. 200, No. 1, 36-47 (2017). MSC: 62F12 62M10 60G48 62P20 91G70 PDF BibTeX XML Cite \textit{J. Li} et al., J. Econom. 200, No. 1, 36--47 (2017; Zbl 1388.62050) Full Text: DOI
Yan, Litan; Li, Yumiao; Wu, Di Approximation of the Rosenblatt process by semimartingales. (English) Zbl 1368.60041 Commun. Stat., Theory Methods 46, No. 9, 4556-4578 (2017). MSC: 60G15 60G18 60F25 PDF BibTeX XML Cite \textit{L. Yan} et al., Commun. Stat., Theory Methods 46, No. 9, 4556--4578 (2017; Zbl 1368.60041) Full Text: DOI
Todorov, Viktor Testing for time-varying jump activity for pure jump semimartingales. (English) Zbl 1371.62062 Ann. Stat. 45, No. 3, 1284-1311 (2017). MSC: 62M02 62G10 62M05 60H10 60J75 60G42 62G20 PDF BibTeX XML Cite \textit{V. Todorov}, Ann. Stat. 45, No. 3, 1284--1311 (2017; Zbl 1371.62062) Full Text: DOI Euclid
Bull, Adam D. Semimartingale detection and goodness-of-fit tests. (English) Zbl 1426.62307 Ann. Stat. 45, No. 3, 1254-1283 (2017). MSC: 62P05 62M02 60J60 62G10 PDF BibTeX XML Cite \textit{A. D. Bull}, Ann. Stat. 45, No. 3, 1254--1283 (2017; Zbl 1426.62307) Full Text: DOI Euclid arXiv
Karatzas, Ioannis; Ruf, Johannes Trading strategies generated by Lyapunov functions. (English) Zbl 1414.91343 Finance Stoch. 21, No. 3, 753-787 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60G44 60H05 60H30 93D30 PDF BibTeX XML Cite \textit{I. Karatzas} and \textit{J. Ruf}, Finance Stoch. 21, No. 3, 753--787 (2017; Zbl 1414.91343) Full Text: DOI arXiv
Pajor-Gyulai, Zs.; Salins, M. On dynamical systems perturbed by a null-recurrent motion: the general case. (English) Zbl 1367.60072 Stochastic Processes Appl. 127, No. 6, 1960-1997 (2017). MSC: 60H10 60F05 60F17 60J55 60J50 34F05 37H10 PDF BibTeX XML Cite \textit{Zs. Pajor-Gyulai} and \textit{M. Salins}, Stochastic Processes Appl. 127, No. 6, 1960--1997 (2017; Zbl 1367.60072) Full Text: DOI
Hoffmann, Michael; Vetter, Mathias Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale. (English) Zbl 1364.60042 Stochastic Processes Appl. 127, No. 5, 1517-1543 (2017). MSC: 60F17 60F05 60G48 60G51 60G15 62M09 PDF BibTeX XML Cite \textit{M. Hoffmann} and \textit{M. Vetter}, Stochastic Processes Appl. 127, No. 5, 1517--1543 (2017; Zbl 1364.60042) Full Text: DOI
Rygiel, Agnieszka; Stettner, Łukasz Remarks on simple arbitrage on markets with bid and ask prices. (English) Zbl 1367.91171 Appl. Math. 44, No. 1, 33-55 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91B24 91B26 60G99 PDF BibTeX XML Cite \textit{A. Rygiel} and \textit{Ł. Stettner}, Appl. Math. 44, No. 1, 33--55 (2017; Zbl 1367.91171) Full Text: DOI
Vetter, Mathias; Zwingmann, Tobias A note on central limit theorems for quadratic variation in case of endogenous observation times. (English) Zbl 1361.60019 Electron. J. Stat. 11, No. 1, 963-980 (2017). MSC: 60F05 60G51 62M09 PDF BibTeX XML Cite \textit{M. Vetter} and \textit{T. Zwingmann}, Electron. J. Stat. 11, No. 1, 963--980 (2017; Zbl 1361.60019) Full Text: DOI Euclid arXiv
Koroliouk, Dmitri V. Adapted statistical experiments. (English. Ukrainian original) Zbl 1422.62273 J. Math. Sci., New York 220, No. 5, 615-623 (2017); translation from Ukr. Mat. Visn. 13, No. 1, 106-117 (2016). MSC: 62M05 62B15 PDF BibTeX XML Cite \textit{D. V. Koroliouk}, J. Math. Sci., New York 220, No. 5, 615--623 (2017; Zbl 1422.62273); translation from Ukr. Mat. Visn. 13, No. 1, 106--117 (2016) Full Text: DOI
Schachermayer, Walter Asymptotic theory of transaction costs. (English) Zbl 1422.91008 Zurich Lectures in Advanced Mathematics. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-173-6/pbk; 978-3-03719-673-1/ebook). x, 150 p. (2017). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91-01 91G10 60G44 60G22 PDF BibTeX XML Cite \textit{W. Schachermayer}, Asymptotic theory of transaction costs. Zürich: European Mathematical Society (EMS) (2017; Zbl 1422.91008) Full Text: DOI
Jacod, Jean; Klüppelberg, Claudia; Müller, Gernot Testing for non-correlation between price and volatility jumps. (English) Zbl 1422.91781 J. Econom. 197, No. 2, 284-297 (2017). MSC: 91G70 91B70 62G10 62P05 PDF BibTeX XML Cite \textit{J. Jacod} et al., J. Econom. 197, No. 2, 284--297 (2017; Zbl 1422.91781) Full Text: DOI
Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen Brownian bridges on random intervals. (English. Russian original) Zbl 1358.91105 Theory Probab. Appl. 61, No. 1, 15-39 (2017); translation from Teor. Veroyatn. Primen. 61, No. 1, 129-157 (2016). MSC: 91G40 60J65 60H30 PDF BibTeX XML Cite \textit{M. L. Bedini} et al., Theory Probab. Appl. 61, No. 1, 15--39 (2017; Zbl 1358.91105); translation from Teor. Veroyatn. Primen. 61, No. 1, 129--157 (2016) Full Text: DOI
Liu, Wei; Mao, Xuerong Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations. (English) Zbl 1371.65010 Numer. Algorithms 74, No. 2, 573-592 (2017). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 34F05 60H35 PDF BibTeX XML Cite \textit{W. Liu} and \textit{X. Mao}, Numer. Algorithms 74, No. 2, 573--592 (2017; Zbl 1371.65010) Full Text: DOI
Michta, Mariusz On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales. (English) Zbl 1405.60080 J. Differ. Equations 262, No. 3, 2106-2134 (2017). MSC: 60H10 34A60 PDF BibTeX XML Cite \textit{M. Michta}, J. Differ. Equations 262, No. 3, 2106--2134 (2017; Zbl 1405.60080) Full Text: DOI
Neufeld, Ariel; Nutz, Marcel Nonlinear Lévy processes and their characteristics. (English) Zbl 1356.60075 Trans. Am. Math. Soc. 369, No. 1, 69-95 (2017). Reviewer: Dominique Lepingle (Orléans) MSC: 60G51 60G44 35R09 PDF BibTeX XML Cite \textit{A. Neufeld} and \textit{M. Nutz}, Trans. Am. Math. Soc. 369, No. 1, 69--95 (2017; Zbl 1356.60075) Full Text: DOI arXiv
Li, Jia; Xiu, Dacheng Generalized method of integrated moments for high-frequency data. (English) Zbl 1410.62206 Econometrica 84, No. 4, 1613-1633 (2016). MSC: 62P20 62M10 60G42 PDF BibTeX XML Cite \textit{J. Li} and \textit{D. Xiu}, Econometrica 84, No. 4, 1613--1633 (2016; Zbl 1410.62206) Full Text: DOI
Benabdallah, Mohsine; Bouhadou, Siham; Ouknine, Youssef On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps. (English) Zbl 1401.60109 Eddahbi, M’hamed (ed.) et al., Statistical methods and applications in insurance and finance. CIMPA school, Marrakech and Kelaat M’gouna, Morocco, April 8–20, 2013. Cham: Springer (ISBN 978-3-319-30416-8/hbk; 978-3-319-30417-5/ebook). Springer Proceedings in Mathematics & Statistics 158, 193-210 (2016). MSC: 60H10 60H20 PDF BibTeX XML Cite \textit{M. Benabdallah} et al., in: Statistical methods and applications in insurance and finance. CIMPA school, Marrakech and Kelaat M'gouna, Morocco, April 8--20, 2013. Cham: Springer. 193--210 (2016; Zbl 1401.60109) Full Text: DOI
Liu, Guangying; Zhang, Xinsheng; Zhang, Shibin Testing long memory based on a discretely observed process. (English) Zbl 1374.62059 Appl. Math., Ser. B (Engl. Ed.) 31, No. 3, 253-268 (2016). MSC: 62G10 60F05 60G22 60G48 62P05 PDF BibTeX XML Cite \textit{G. Liu} et al., Appl. Math., Ser. B (Engl. Ed.) 31, No. 3, 253--268 (2016; Zbl 1374.62059) Full Text: DOI
Li, Ronghua; Tian, Fengjuan; Hu, Xiaolu The stochastic SIV epidemic model with varying coefficient and time delay. (Chinese. English summary) Zbl 1374.92148 Math. Appl. 29, No. 4, 890-896 (2016). MSC: 92D30 60H10 PDF BibTeX XML Cite \textit{R. Li} et al., Math. Appl. 29, No. 4, 890--896 (2016; Zbl 1374.92148)
Jacod, Jean; Todorov, Viktor Efficient estimation of integrated volatility in presence of infinite variation jumps with multiple activity indices. (English) Zbl 1354.60019 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 317-341 (2016). MSC: 60F05 60F17 60G51 60G07 PDF BibTeX XML Cite \textit{J. Jacod} and \textit{V. Todorov}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 317--341 (2016; Zbl 1354.60019) Full Text: DOI
Pérez-Abreu, Victor; Rocha-Arteaga, Alfonso On the process of the eigenvalues of a Hermitian Lévy process. (English) Zbl 1354.60050 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 231-249 (2016). MSC: 60G51 60J75 60J65 PDF BibTeX XML Cite \textit{V. Pérez-Abreu} and \textit{A. Rocha-Arteaga}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 231--249 (2016; Zbl 1354.60050) Full Text: DOI
Benziadi, Fatima; Kandouci, Abdeldjebbar The application of Kolmogorov’s theorem in the one-default model. (English) Zbl 1397.60072 Math. Sci. Appl. E-Notes 4, No. 2, 71-78 (2016). MSC: 60G17 60H30 PDF BibTeX XML Cite \textit{F. Benziadi} and \textit{A. Kandouci}, Math. Sci. Appl. E-Notes 4, No. 2, 71--78 (2016; Zbl 1397.60072) Full Text: Link
Bibinger, Markus; Jirak, Moritz; Reiss, Markus Volatility estimation under one-sided errors with applications to limit order books. (English) Zbl 1353.60044 Ann. Appl. Probab. 26, No. 5, 2754-2790 (2016). MSC: 60G48 60G55 62G05 62G20 60F99 60H30 PDF BibTeX XML Cite \textit{M. Bibinger} et al., Ann. Appl. Probab. 26, No. 5, 2754--2790 (2016; Zbl 1353.60044) Full Text: DOI
Draouil, Olfa; Øksendal, Bernt Optimal insider control and semimartingale decompositions under enlargement of filtration. (English) Zbl 1350.60065 Stochastic Anal. Appl. 34, No. 6, 1045-1056 (2016). MSC: 60H30 60H40 60H10 60G48 60H07 60H05 60J60 60J75 49J55 93E20 PDF BibTeX XML Cite \textit{O. Draouil} and \textit{B. Øksendal}, Stochastic Anal. Appl. 34, No. 6, 1045--1056 (2016; Zbl 1350.60065) Full Text: DOI
Murayama, Taro A probabilistic approach to the zero-mass limit problem for three magnetic relativistic Schrödinger heat semigroups. (English) Zbl 1350.60066 Tsukuba J. Math. 40, No. 1, 1-28 (2016). MSC: 60H30 60G51 60F17 60H05 60J65 60G48 35S10 81S40 PDF BibTeX XML Cite \textit{T. Murayama}, Tsukuba J. Math. 40, No. 1, 1--28 (2016; Zbl 1350.60066) Full Text: DOI arXiv
Oberhauser, Harald The functional Itō formula under the family of continuous semimartingale measures. (English) Zbl 1339.60066 Stoch. Dyn. 16, No. 4, Article ID 1650010, 26 p. (2016). MSC: 60H05 60G48 PDF BibTeX XML Cite \textit{H. Oberhauser}, Stoch. Dyn. 16, No. 4, Article ID 1650010, 26 p. (2016; Zbl 1339.60066) Full Text: DOI