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Author ID: levental.shlomo Recent zbMATH articles by "Levental, Shlomo"
Published as: Levental, Shlomo; Levental, S.
Homepage: https://stt.natsci.msu.edu/directory/faculty/shlomo-levental/
External Links: MGP
Documents Indexed: 31 Publications since 1988
Co-Authors: 19 Co-Authors with 23 Joint Publications
377 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

23 Publications have been cited 157 times in 133 Documents Cited by Year
On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018
Levental, Shlomo; Skorohod, Anatolii V.
32
1997
Weak convergence of the residual empirical process in explosive autoregression. Zbl 0695.60042
Koul, Hira L.; Levental, Shlomo
19
1989
A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016
Levental, Shlomo; Skorohod, Antolij V.
13
1995
Uniform limit theorems for Harris recurrent Markov chains. Zbl 0638.60030
Levental, Shlomo
12
1988
A uniform CLT for uniformly bounded families of martingale differences. Zbl 0681.60023
Levental, Shlomo
12
1989
The uniform CLT for martingale difference arrays under the uniformly integrable entropy. Zbl 1186.60032
Bae, Jongsig; Jun, Doobae; Levental, Shlomo
8
2010
Prokhorov blocks and strong law of large numbers under rearrangements. Zbl 1062.60028
Chobanyan, S.; Levental, S.; Mandrekar, V.
8
2004
The super-replication problem via probabilistic methods. Zbl 1029.60052
Jakubėnas, Paulius; Levental, Shlomo; Ryznar, Michał
8
2003
A simple proof of functional Itô’s lemma for semimartingales with an application. Zbl 1295.60070
Levental, Shlomo; Schroder, Mark; Sinha, Sumit
8
2013
Uniform CLT for Markov chains and its invariance principle: A martingale approach. Zbl 0865.60016
Bae, Jongsig; Levental, Shlomo
7
1995
Permutations, signs and the Brownian bridge. Zbl 0956.60087
Levental, Shlomo
4
2000
A maximal inequality for real numbers with application to exchangeable random variables. Zbl 0994.60013
Levental, S.
4
2000
Strong law of large numbers under a general moment condition. Zbl 1112.60024
Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib
4
2005
Towards Nikishin’s theorem on the almost sure convergence of rearrangements of functional series. Zbl 1271.60011
Levental, S.; Mandrekar, V.; Chobanyan, S. A.
3
2011
On the constant in Meńshov-Rademacher inequality. Zbl 1127.42022
Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib
3
2006
Uniform CLT for Markov chains with a countable state space. Zbl 0699.60013
Levental, Shlomo
3
1990
A note on absorption probabilities in one-dimensional random walk via complex-valued martingales. Zbl 1138.60036
Gilliland, Dennis; Levental, Shlomo; Xiao, Yimin
2
2007
A distribution maximum inequality for rearrangements of summands. Zbl 1259.60023
Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib
2
2011
Linked recursive preferences and optimality. Zbl 1377.93177
Levental, Shlomo; Sinha, Sumit; Schroder, Mark
1
2016
On almost sure convergence of the quadratic variation of Brownian motion. Zbl 1075.60563
Levental, Shlomo; Erickson, R. V.
1
2003
General maximal inequalities related to the strong law of large numbers. Zbl 1129.60017
Levental, S.; Salehi, H.; Chobanyan, S. A.
1
2007
On rearrangement theorems in Banach spaces. Zbl 1297.46012
Chobanyan, Sergei; Giorgobiani, George; Kvaratskhelia, Vakhtang; Levental, Shlomo; Tarieladze, Vaja
1
2014
Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers. Zbl 1287.60027
Chobanyan, S.; Levental, S.
1
2013
Linked recursive preferences and optimality. Zbl 1377.93177
Levental, Shlomo; Sinha, Sumit; Schroder, Mark
1
2016
On rearrangement theorems in Banach spaces. Zbl 1297.46012
Chobanyan, Sergei; Giorgobiani, George; Kvaratskhelia, Vakhtang; Levental, Shlomo; Tarieladze, Vaja
1
2014
A simple proof of functional Itô’s lemma for semimartingales with an application. Zbl 1295.60070
Levental, Shlomo; Schroder, Mark; Sinha, Sumit
8
2013
Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers. Zbl 1287.60027
Chobanyan, S.; Levental, S.
1
2013
Towards Nikishin’s theorem on the almost sure convergence of rearrangements of functional series. Zbl 1271.60011
Levental, S.; Mandrekar, V.; Chobanyan, S. A.
3
2011
A distribution maximum inequality for rearrangements of summands. Zbl 1259.60023
Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib
2
2011
The uniform CLT for martingale difference arrays under the uniformly integrable entropy. Zbl 1186.60032
Bae, Jongsig; Jun, Doobae; Levental, Shlomo
8
2010
A note on absorption probabilities in one-dimensional random walk via complex-valued martingales. Zbl 1138.60036
Gilliland, Dennis; Levental, Shlomo; Xiao, Yimin
2
2007
General maximal inequalities related to the strong law of large numbers. Zbl 1129.60017
Levental, S.; Salehi, H.; Chobanyan, S. A.
1
2007
On the constant in Meńshov-Rademacher inequality. Zbl 1127.42022
Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib
3
2006
Strong law of large numbers under a general moment condition. Zbl 1112.60024
Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib
4
2005
Prokhorov blocks and strong law of large numbers under rearrangements. Zbl 1062.60028
Chobanyan, S.; Levental, S.; Mandrekar, V.
8
2004
The super-replication problem via probabilistic methods. Zbl 1029.60052
Jakubėnas, Paulius; Levental, Shlomo; Ryznar, Michał
8
2003
On almost sure convergence of the quadratic variation of Brownian motion. Zbl 1075.60563
Levental, Shlomo; Erickson, R. V.
1
2003
Permutations, signs and the Brownian bridge. Zbl 0956.60087
Levental, Shlomo
4
2000
A maximal inequality for real numbers with application to exchangeable random variables. Zbl 0994.60013
Levental, S.
4
2000
On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018
Levental, Shlomo; Skorohod, Anatolii V.
32
1997
A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016
Levental, Shlomo; Skorohod, Antolij V.
13
1995
Uniform CLT for Markov chains and its invariance principle: A martingale approach. Zbl 0865.60016
Bae, Jongsig; Levental, Shlomo
7
1995
Uniform CLT for Markov chains with a countable state space. Zbl 0699.60013
Levental, Shlomo
3
1990
Weak convergence of the residual empirical process in explosive autoregression. Zbl 0695.60042
Koul, Hira L.; Levental, Shlomo
19
1989
A uniform CLT for uniformly bounded families of martingale differences. Zbl 0681.60023
Levental, Shlomo
12
1989
Uniform limit theorems for Harris recurrent Markov chains. Zbl 0638.60030
Levental, Shlomo
12
1988
all top 5

Cited by 173 Authors

10 Levental, Shlomo
8 Dolinsky, Yan
5 Bouzebda, Salim
5 Overbeck, Ludger
5 Soner, Halil Mete
4 Bank, Peter
3 Bae, Jongsig
3 Bouchard, Bruno
3 Escanciano, Juan Carlos
3 Röder, Jasmin A. L.
3 Touzi, Nizar
3 Wong, Bernard
2 Bertail, Patrice
2 Chaouch, Mohamed Ali
2 Cheridito, Patrick
2 Chobanyan, S. A.
2 Ciołek, Gabriela
2 Fontana, Claudio
2 Hansen, Martin Bøgsted
2 Heyde, Christopher Charles
2 Horváth, Lajos
2 Hwang, Changha
2 Jun, Doobae
2 Kabanov, Yuriĭ Mikhaĭlovich
2 Karatzas, Ioannis
2 Kardaras, Constantinos
2 Koul, Hira Lal
2 Kromer, Eduard
2 Lê Vǎn Thành
2 Lee, Sangyeol
2 Limnios, Nikolaos
2 Ling, Shiqing
2 Mandler, Christian
2 Mandrekar, Vidyadhar S.
2 Patilea, Valentin
2 Raïssi, Hamdi
2 Salehi, Habib
2 Sancetta, Alessio
2 Schachermayer, Walter
2 Tsai, Tsung-Hsi
2 Wefelmeyer, Wolfgang
2 Zastawniak, Tomasz
2 Zitikis, Ričardas
1 Adamczak, Radosław
1 Bachmann, Dirk
1 Bednorz, Witold Marek
1 Beißner, Patrick
1 Bentahar, Imen
1 Bichuch, Maxim
1 Bielecki, Tomasz R.
1 Cai, Jiatu
1 Cassese, Gianluca
1 Chau, Huy N.
1 Chen, Likai
1 Chobanyan, Sergei
1 Cialenco, Igor
1 de la Peña, Victor H.
1 Delbaen, Freddy
1 Delgado, Miguel Ángel
1 Delong, Łukasz
1 Dette, Holger
1 Diaconis, Persi Warren
1 Djellout, Hacène
1 Doss, Hani
1 Drapatz, Martin
1 Engler, Eric
1 Ethier, Stewart N.
1 Fernholz, Daniel
1 Fomichov, Vladimir A.
1 Fu, Ke’ang
1 Fukasawa, Masaaki
1 Gałązka, Tomasz
1 Gao, Min
1 Giorgobiani, Giorgi
1 Gökay, Selim
1 González Cázares, Jorge
1 Gorst-Rasmussen, Anders
1 Grønneberg, Steffen
1 Gründer, Bernhard
1 Guasoni, Paolo
1 Guillin, Arnaud
1 Han, Liyan
1 Hitczenko, Paweł
1 Ho, Alan F.
1 Holcblat, Benjamin
1 Hu, Tienchung
1 Huang, Weihuan
1 Ivanovs, Jevgeņijs
1 Jakubėnas, Paulius
1 Ji, Shaolin
1 Jirak, Moritz
1 Jouini, Elyès
1 Katriel, Guy
1 Kawczak, Janusz
1 Kravchuk, O. Y.
1 Kulperger, Reg J.
1 Laib, Naâmane
1 Last, Günter
1 Li, Dong
1 Li, Wei Wayne
...and 73 more Authors
all top 5

Cited in 65 Serials

11 Statistics & Probability Letters
11 The Annals of Applied Probability
10 Stochastic Processes and their Applications
7 Mathematical Finance
6 Finance and Stochastics
4 The Annals of Statistics
4 Journal of Multivariate Analysis
4 Journal of Statistical Planning and Inference
3 Annals of the Institute of Statistical Mathematics
3 The Annals of Probability
3 Journal of Theoretical Probability
3 Bernoulli
2 Journal of Mathematical Analysis and Applications
2 Journal of Econometrics
2 Journal of Mathematical Economics
2 Communications in Statistics. Theory and Methods
2 Georgian Mathematical Journal
2 Journal of Nonparametric Statistics
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Stochastics
2 Mathematics and Financial Economics
2 SIAM Journal on Financial Mathematics
1 Mathematical Notes
1 Physica A
1 Scandinavian Journal of Statistics
1 Theory of Probability and its Applications
1 Advances in Mathematics
1 Functional Analysis and its Applications
1 Inventiones Mathematicae
1 Journal of Applied Probability
1 Proceedings of the American Mathematical Society
1 Stochastic Analysis and Applications
1 Acta Mathematica Hungarica
1 Acta Applicandae Mathematicae
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 Acta Mathematicae Applicatae Sinica. English Series
1 Probability Theory and Related Fields
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 Asymptotic Analysis
1 Journal of Applied Mathematics and Stochastic Analysis
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 Linear Algebra and its Applications
1 Computational Statistics and Data Analysis
1 Theory of Probability and Mathematical Statistics
1 Mathematical Methods of Statistics
1 Journal of Mathematical Sciences (New York)
1 Numerical Linear Algebra with Applications
1 Electronic Communications in Probability
1 Mathematical Methods of Operations Research
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 The Econometrics Journal
1 International Journal of Theoretical and Applied Finance
1 Communications of the Korean Mathematical Society
1 Journal of Machine Learning Research (JMLR)
1 Stochastics and Dynamics
1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Electronic Journal of Statistics
1 Probability Surveys
1 Science China. Mathematics
1 International Journal of Stochastic Analysis
1 Journal of Probability and Statistics
1 Probability, Uncertainty and Quantitative Risk

Citations by Year