Edit Profile (opens in new tab) Levental, Shlomo Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 6 single-authored 6 Chobanyan, Sergei 5 Salehi, Habib 4 Mandrekar, Vidyadhar S. 3 Bae, Jongsig 2 Chobanyan, S. A. 2 Jun, Doobae 2 Schroder, Mark 2 Sinha, Sumit 2 Skorokhod, Anatoliĭ Volodymyrovych 1 Erickson, Roy V. 1 Gardiner, Joseph C. 1 Gilliland, Dennis C. 1 Giorgobiani, Giorgi 1 Jakubėnas, Paulius 1 Koul, Hira Lal 1 Kvaratskhelia, Vakhtang V. 1 Ryznar, Michał 1 Tarieladze, Vasha I. 1 Vellaisamy, Palaniappan 1 Xiao, Yimin all top 5 Serials 7 Statistics & Probability Letters 3 Journal of Theoretical Probability 3 The Annals of Applied Probability 2 Theory of Probability and its Applications 2 Bulletin of the Korean Mathematical Society 2 Stochastic Processes and their Applications 2 Georgian Mathematical Journal 2 Bulletin of the Georgian National Academy of Sciences. New Series 1 Mathematical Notes 1 The Annals of Statistics 1 Functional Analysis and its Applications 1 Proceedings of the American Mathematical Society 1 Probability Theory and Related Fields 1 Electronic Communications in Probability 1 Mathematical Finance 1 Journal of Inequalities and Applications all top 5 Fields 27 Probability theory and stochastic processes (60-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Functional analysis (46-XX) 2 Systems theory; control (93-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Statistics (62-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications 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 0883.90018Levental, Shlomo; Skorohod, Anatolii V. 32 1997 Weak convergence of the residual empirical process in explosive autoregression. Zbl 0695.60042Koul, Hira L.; Levental, Shlomo 19 1989 A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016Levental, Shlomo; Skorohod, Antolij V. 13 1995 Uniform limit theorems for Harris recurrent Markov chains. Zbl 0638.60030Levental, Shlomo 12 1988 A uniform CLT for uniformly bounded families of martingale differences. Zbl 0681.60023Levental, Shlomo 12 1989 The uniform CLT for martingale difference arrays under the uniformly integrable entropy. Zbl 1186.60032Bae, Jongsig; Jun, Doobae; Levental, Shlomo 8 2010 Prokhorov blocks and strong law of large numbers under rearrangements. Zbl 1062.60028Chobanyan, S.; Levental, S.; Mandrekar, V. 8 2004 The super-replication problem via probabilistic methods. Zbl 1029.60052Jakubėnas, Paulius; Levental, Shlomo; Ryznar, Michał 8 2003 A simple proof of functional Itô’s lemma for semimartingales with an application. Zbl 1295.60070Levental, Shlomo; Schroder, Mark; Sinha, Sumit 8 2013 Uniform CLT for Markov chains and its invariance principle: A martingale approach. Zbl 0865.60016Bae, Jongsig; Levental, Shlomo 7 1995 Permutations, signs and the Brownian bridge. Zbl 0956.60087Levental, Shlomo 4 2000 A maximal inequality for real numbers with application to exchangeable random variables. Zbl 0994.60013Levental, S. 4 2000 Strong law of large numbers under a general moment condition. Zbl 1112.60024Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 4 2005 Towards Nikishin’s theorem on the almost sure convergence of rearrangements of functional series. Zbl 1271.60011Levental, S.; Mandrekar, V.; Chobanyan, S. A. 3 2011 On the constant in Meńshov-Rademacher inequality. Zbl 1127.42022Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 3 2006 Uniform CLT for Markov chains with a countable state space. Zbl 0699.60013Levental, Shlomo 3 1990 A note on absorption probabilities in one-dimensional random walk via complex-valued martingales. Zbl 1138.60036Gilliland, Dennis; Levental, Shlomo; Xiao, Yimin 2 2007 A distribution maximum inequality for rearrangements of summands. Zbl 1259.60023Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 2 2011 Linked recursive preferences and optimality. Zbl 1377.93177Levental, Shlomo; Sinha, Sumit; Schroder, Mark 1 2016 On almost sure convergence of the quadratic variation of Brownian motion. Zbl 1075.60563Levental, Shlomo; Erickson, R. V. 1 2003 General maximal inequalities related to the strong law of large numbers. Zbl 1129.60017Levental, S.; Salehi, H.; Chobanyan, S. A. 1 2007 On rearrangement theorems in Banach spaces. Zbl 1297.46012Chobanyan, 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 1287.60027Chobanyan, S.; Levental, S. 1 2013 Linked recursive preferences and optimality. Zbl 1377.93177Levental, Shlomo; Sinha, Sumit; Schroder, Mark 1 2016 On rearrangement theorems in Banach spaces. Zbl 1297.46012Chobanyan, 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 1295.60070Levental, Shlomo; Schroder, Mark; Sinha, Sumit 8 2013 Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers. Zbl 1287.60027Chobanyan, S.; Levental, S. 1 2013 Towards Nikishin’s theorem on the almost sure convergence of rearrangements of functional series. Zbl 1271.60011Levental, S.; Mandrekar, V.; Chobanyan, S. A. 3 2011 A distribution maximum inequality for rearrangements of summands. Zbl 1259.60023Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 2 2011 The uniform CLT for martingale difference arrays under the uniformly integrable entropy. Zbl 1186.60032Bae, Jongsig; Jun, Doobae; Levental, Shlomo 8 2010 A note on absorption probabilities in one-dimensional random walk via complex-valued martingales. Zbl 1138.60036Gilliland, Dennis; Levental, Shlomo; Xiao, Yimin 2 2007 General maximal inequalities related to the strong law of large numbers. Zbl 1129.60017Levental, S.; Salehi, H.; Chobanyan, S. A. 1 2007 On the constant in Meńshov-Rademacher inequality. Zbl 1127.42022Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 3 2006 Strong law of large numbers under a general moment condition. Zbl 1112.60024Chobanyan, Sergei; Levental, Shlomo; Salehi, Habib 4 2005 Prokhorov blocks and strong law of large numbers under rearrangements. Zbl 1062.60028Chobanyan, S.; Levental, S.; Mandrekar, V. 8 2004 The super-replication problem via probabilistic methods. Zbl 1029.60052Jakubėnas, Paulius; Levental, Shlomo; Ryznar, Michał 8 2003 On almost sure convergence of the quadratic variation of Brownian motion. Zbl 1075.60563Levental, Shlomo; Erickson, R. V. 1 2003 Permutations, signs and the Brownian bridge. Zbl 0956.60087Levental, Shlomo 4 2000 A maximal inequality for real numbers with application to exchangeable random variables. Zbl 0994.60013Levental, S. 4 2000 On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018Levental, Shlomo; Skorohod, Anatolii V. 32 1997 A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016Levental, Shlomo; Skorohod, Antolij V. 13 1995 Uniform CLT for Markov chains and its invariance principle: A martingale approach. Zbl 0865.60016Bae, Jongsig; Levental, Shlomo 7 1995 Uniform CLT for Markov chains with a countable state space. Zbl 0699.60013Levental, Shlomo 3 1990 Weak convergence of the residual empirical process in explosive autoregression. Zbl 0695.60042Koul, Hira L.; Levental, Shlomo 19 1989 A uniform CLT for uniformly bounded families of martingale differences. Zbl 0681.60023Levental, Shlomo 12 1989 Uniform limit theorems for Harris recurrent Markov chains. Zbl 0638.60030Levental, Shlomo 12 1988 all cited Publications top 5 cited Publications 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 all top 5 Cited in 19 Fields 96 Probability theory and stochastic processes (60-XX) 48 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 44 Statistics (62-XX) 6 Numerical analysis (65-XX) 4 Functional analysis (46-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Partial differential equations (35-XX) 3 Sequences, series, summability (40-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Approximations and expansions (41-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year