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Found 932 Documents (Results 1–100)

Martingales in Japan. (English) Zbl 1523.60015

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 203-214 (2022).
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On the ruin problem with investment when the risky asset is a semimartingale. (English. Russian original) Zbl 1459.60100

Theory Probab. Appl. 65, No. 2, 249-269 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 312-337 (2020).
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