scientific article; zbMATH DE number 3538599

zbMath0345.60026MaRDI QIDQ4114574

Jacques Neveu

Publication date: 1975

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (only showing first 100 items - show all)

Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ L 2 -discrete hedging in a continuous-time model ⋮ American-style options in jump-diffusion models: estimation and evaluation ⋮ Doob: A Half-Century on ⋮ BSDE Approach for Dynkin Game and American Game Option ⋮ Ergodicity, Decisions, and Partial Information ⋮ Adaptative Monte Carlo Method, A Variance Reduction Technique ⋮ On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits ⋮ Unnamed Item ⋮ Generalized grand Lorentz martingale spaces ⋮ A novel algorithm for asymptotic stability analysis of some classes of stochastic time-fractional Volterra equations ⋮ A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times ⋮ Unnamed Item ⋮ Games of stopping with infinite horizon ⋮ PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION ⋮ The John–Nirenberg inequality for Orlicz–Lorentz spaces in a probabilistic setting ⋮ Multi-agent natural actor-critic reinforcement learning algorithms ⋮ A stochastic contraction mapping theorem ⋮ TWO-SIDED ESTIMATES OF THE LEBESGUE CONSTANTS WITH RESPECT TO VILENKIN SYSTEMS AND APPLICATIONS ⋮ Differentiation of measures on an arbitrary measurable space ⋮ Dynamic programming approach to reflected backward stochastic differential equations ⋮ On bulk deviations for the local behavior of random interlacements ⋮ Stochastic Dirichlet-Poisson problem on Hilbert spaces ⋮ Wellposedness of second order reflected BSDEs: A new formulation ⋮ Martingale convergence theorems for tensor splines ⋮ Unnamed Item ⋮ An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis ⋮ Semi-parametric Random Censorship Models ⋮ On the necessary condition for Baum-Katz type theorem for non-identically distributed and negatively dependent random fields ⋮ Unnamed Item ⋮ Random walks with preferential relocations and fading memory: a study through random recursive trees ⋮ Random walk Green kernels in the neutral Moran model conditioned on survivors at a random time to origin ⋮ Cesàro Summability of Two-dimensional Walsh-Fourier Series ⋮ 𝕃^p solutions of reflected backward stochastic differential equations with jumps ⋮ A Thought on Generalized Morrey Spaces ⋮ An iterative method for multiple stopping: convergence and stability ⋮ A zero-sum competitive multi-player game ⋮ Stochastic Games ⋮ Deviation inequality for Banach-valued orthomartingales ⋮ Optimal stopping: Bermudan strategies meet non-linear evaluations ⋮ Pathwise stochastic control and a class of stochastic partial differential equations ⋮ A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter ⋮ On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case ⋮ On martingale tail sums for the path length in random trees ⋮ Convergence theorems for adapted sequences of random sets ⋮ Drift analysis and average time complexity of evolutionary algorithms ⋮ Sequential Classification on Partially Ordered Sets ⋮ Hilbert spaces of martingales supporting certain substitution-dynamical systems ⋮ On Bernstein approximants and the \(\varphi\)-variation of a fuzzy random variable ⋮ Wavelet constructions in non-linear dynamics ⋮ Managing interprocessor delays in distributed recursive algorithms ⋮ The actor-critic algorithm as multi-time-scale stochastic approximation. ⋮ Martingales and function spaces ⋮ Bootstrapping unit root tests for integrated processes ⋮ \(\varepsilon\)-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time ⋮ New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 ⋮ Convergence and representation theorems for set valued random processes ⋮ On fixed gain recursive estimators with discontinuity in the parameters ⋮ TheN-star network evolution model ⋮ A Mutation-Selection Model with Recombination for General Genotypes ⋮ Convergence and representation theorems for set valued random processes ⋮ Dynkin Games with Poisson Random Intervention Times ⋮ Simulation-based Value-at-Risk for nonlinear portfolios ⋮ Optimal Make-Take Fees in a Multi Market-Maker Environment ⋮ On the relative value iteration with a risk-sensitive criterion ⋮ The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator ⋮ Asymptotic degree distribution in preferential attachment graph models with multiple type edges ⋮ Linear estimators and measurable linear transformations on a Hilbert space ⋮ Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space ⋮ Entropy and dimension of disintegrations of stationary measures ⋮ Unnamed Item ⋮ Dynamic programming for optimal stopping via pseudo-regression ⋮ Meromorphic functions of finiteφ-order and linearq-difference equations ⋮ Chasing balls through martingale fields ⋮ Value iteration methods in risk minimizing stopping problems ⋮ Conservative delta hedging. ⋮ Exponential bounds for queues with Markovian arrivals ⋮ On zero-sum optimal stopping games ⋮ Vertex-reinforced random walk on \(\mathbb Z\) eventually gets stuck on five points. ⋮ Two-player nonzero-sum stopping games in discrete time. ⋮ Uniform convergence of reversed martingales ⋮ Time-space polynomial martingales generated by a discrete-time martingale ⋮ On robust AML identification algorithms ⋮ Optimal replacement strategies for repairable systems ⋮ Numerical scheme for Dynkin games under model uncertainty ⋮ Stochastic processes determined by a general success-breeds-success principle ⋮ Markov chains with a transition possibility measure and fuzzy dynamic programming ⋮ Martingale BMO spaces with continuous time ⋮ Plurisubharmonic martingales and barriers in complex quasi-Banach spaces ⋮ General branching processes as Markov fields ⋮ The boundedness of the two-parameter Sunouchi operators on Hardy spaces ⋮ Distributed computation of fixed points of \(\infty\)-nonexpansive maps ⋮ Almost sure parameter estimation and convergence rates for hidden Markov models ⋮ Hölder's inequalities involving the infinite product and their applications in martingale spaces ⋮ Markov processes on Riesz spaces ⋮ The central limit theorem for time series regression ⋮ Optimal stopping for dynamic convex risk measures ⋮ A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables ⋮ Concentration for multidimensional diffusions and their boundary local times ⋮ Stochastic approximation with two time scales

This page was built for publication: