{"entities":{"Q2800249":{"pageid":2810987,"ns":120,"title":"Item:Q2800249","lastrevid":52506827,"modified":"2026-01-22T20:16:54Z","type":"item","id":"Q2800249","labels":{"en":{"language":"en","value":"Large deviation estimates for controlled semi-martingales"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6569266"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2800249$D5AA06ED-C29D-4958-ADD6-773C49FE4349","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"7ed749a08fbf58382b7e61d15ad65ee7fe101301","datavalue":{"value":{"text":"Large deviation estimates for controlled semi-martingales","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2800249$1E4F2F35-631E-41CE-B88B-A4C49D82D56F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"035164108086fc55686f4388d2af0746887554ec","datavalue":{"value":"1344.60029","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2800249$5E030892-9772-4A43-9A00-CD449E961A3E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"67fbcfd70ec73235cf825de0786f43deccef5379","datavalue":{"value":"10.1142/9789814596534_0022","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2800249$EDC5F4B3-BFD1-4A39-A104-E05D4A33F727","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"423b409c52abac90184ad4e27aee050656c16159","datavalue":{"value":{"entity-type":"item","numeric-id":2800227,"id":"Q2800227"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2800249$65E361C3-EC74-4042-B5B6-0D5995C7B7A9","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"57da539027be438345077c3891084db52f2ea1ba","datavalue":{"value":{"time":"+2016-04-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2800249$109A5D10-6BA2-4B4B-899E-0F58A9E256D5","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2800249$85159F2B-D3AF-433D-9CB4-1D173B96E6E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"88c8d0405ee76c2940780cfb4e0febabc9eae933","datavalue":{"value":"60G48","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2800249$A4140414-1FB7-44FF-8146-55C488AEC857","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2800249$68761A22-3CC7-4A5B-AD4A-2C4A135F287C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b7428f795713ca66a59c8b703c551b57b1d914d0","datavalue":{"value":"6569266","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2800249$4B8C9AB9-7AE1-4E34-A9EB-4D75FA506F4C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"882d500f337f1a1974d52ee4f0866093484658dd","datavalue":{"value":"large deviation estimates","type":"string"},"datatype":"string"},"type":"statement","id":"Q2800249$1D2C9AD2-B90A-4E27-9A4E-4B460E39E0C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"924b8153c77fd589b4be3c821a4d77bd225782a4","datavalue":{"value":"controlled semi-martingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q2800249$EA3DDC79-B58E-4F46-AC41-F8812CF830BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0e74ea33eb4834aab20f65558d72bfae109e13b0","datavalue":{"value":"downside risk minimization","type":"string"},"datatype":"string"},"type":"statement","id":"Q2800249$91E1F069-A04B-425E-BBC0-4AF2C7DD5368","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"138261717134b4a73a4b661bd64a8f92ebe22fcb","datavalue":{"value":"Hamilton-Jacobi-Bellman equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2800249$094C5FB1-9504-43C5-81F6-253F53DD21BC","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"783c6210cca447481ca15d8f8e4ae7f4b53d9745","datavalue":{"value":{"entity-type":"item","numeric-id":417075,"id":"Q417075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2800249$1457D242-C5A4-40BA-BE80-ED0DCD524006","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2800249$3CDB3649-659F-4318-A34B-5965D0052D59","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"da84e0a519c10d0570c22bdb2622f6ebfef766b0","datavalue":{"value":"https://doi.org/10.1142/9789814596534_0022","type":"string"},"datatype":"url"},"type":"statement","id":"Q2800249$9C861964-AF7E-4A57-A2A4-59AD11386723","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7031d7a8ea02cf9eb6984f00a917b3611b60b28d","datavalue":{"value":"W2487517738","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2800249$AE9D1050-4BCB-4EFD-B24D-05C39E236773","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"b3a720ac4a675877b90a030077ce21ec7639a70b","datavalue":{"value":"This paper considers minimizing the probability that the empirical mean of a controlled semi-martingale falls below a certain level on a time horizon \\(T\\), and the asymptotic behavior of the minimizing probability as \\(T \\rightarrow \\infty.\\) The work is motivated by downside risk minimization on the wealth process in an incomplete market model. The derivations utilize techniques similar to those used in [the author, Ann. Appl. Probab. 22, No. 2, 608--669 (2012; Zbl 1242.91223)], but require a further analysis to obtain the duality theorem for the controlled semi-martingales.NEWLINENEWLINEFor the entire collection see [Zbl 1318.31001].","type":"string"},"datatype":"string"},"type":"statement","id":"Q2800249$07230611-84FF-4872-BD41-3EF00568D650","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"73fc2756fd9b1e7e191ea1fa32124c6ae05972b1","datavalue":{"value":{"entity-type":"item","numeric-id":395989,"id":"Q395989"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2800249$9F8B8136-6F03-45BE-9091-001EED4E975F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"02a8ee753602fbdba37ef9e11ba947cb101a6322","datavalue":{"value":{"entity-type":"item","numeric-id":5265541,"id":"Q5265541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5b3cd35ab053ce8c0c3760644bcf7e8dd3be9fa1","datavalue":{"value":{"amount":"+0.8700487017631531","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2800249$3486F921-5A1E-4428-90FD-05D4B0AAAD64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e7ba13580f931745ea398d0fcedda2541ffdd3ad","datavalue":{"value":{"entity-type":"item","numeric-id":417076,"id":"Q417076"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"57c1e94959ab4dd4b504cc0323109ad9cf46a50e","datavalue":{"value":{"amount":"+0.8050593733787537","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2800249$B0BE7184-FA99-4F38-8775-E22761B3CD2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"86a23a1dc36f37456716b97e4f2fce6800e24ff1","datavalue":{"value":{"entity-type":"item","numeric-id":2268722,"id":"Q2268722"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c2805843651410bbd7aea84f4c11273df4a4856c","datavalue":{"value":{"amount":"+0.7575116753578186","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2800249$B677F3CD-C9AB-4850-A0B6-2F25FC693FBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9a4fc5460800211754a0c207cbbd1a32f4b2afd","datavalue":{"value":{"entity-type":"item","numeric-id":3005367,"id":"Q3005367"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"11dcb09f68509f6049cc343a92f89159d045104e","datavalue":{"value":{"amount":"+0.7558836936950684","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2800249$004C05ED-27DB-4341-94A8-1A6D7404975E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bcd0cf22e4dc2cfc606ab3d7ab0db108be785e29","datavalue":{"value":{"entity-type":"item","numeric-id":1940242,"id":"Q1940242"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"53c459a9ca3edf10974fec2c874a36f59eec3656","datavalue":{"value":{"amount":"+0.7217689156532288","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2800249$AAF7DA79-9755-4D40-BDCF-1693C62D6EF8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2800249","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2800249"}}}}}