| Publication | Date of Publication | Type |
|---|
\(\Phi\)-moment \(\mathbf{B}\)-valued martingale inequalities on Lorentz spaces
Mathematical Inequalities & Applications | 2024-10-15 | Paper |
Martingale inequalities in Orlicz-Karamata modular spaces
Banach Journal of Mathematical Analysis | 2024-10-02 | Paper |
Real interpolation for variable martingale Hardy-Lorentz-Karamata spaces
Analysis and Applications (Singapore) | 2024-08-15 | Paper |
Applications of martingale Hardy Orlicz-Lorentz-Karamata theory in Fourier analysis
Banach Journal of Mathematical Analysis | 2024-06-26 | Paper |
Martingale Hardy-Orlicz-amalgam spaces
Annals of Functional Analysis | 2024-06-04 | Paper |
Atomic decompositions of martingale Hardy Lorentz amalgam spaces and applications
Acta Mathematica Hungarica | 2024-05-31 | Paper |
The John–Nirenberg inequality for Orlicz–Lorentz spaces in a probabilistic setting
Revista de la Unión Matemática Argentina | 2024-02-02 | Paper |
Generalized grand Lorentz martingale spaces
Zeitschrift für Analysis und ihre Anwendungen | 2023-05-23 | Paper |
New Doob's maximal inequalities for martingales
Acta Mathematica Scientia. Series B. (English Edition) | 2023-02-03 | Paper |
\(\Phi\)-moment martingale inequalities on Lorentz spaces with variable exponents
Banach Journal of Mathematical Analysis | 2022-12-19 | Paper |
Correction to: ``Grand martingale Hardy spaces for \(0 < p \leq 1\)
Annals of Functional Analysis | 2022-12-08 | Paper |
Characterisation of honest times and optional semimartingales of class-\((\Sigma)\)
Journal of Theoretical Probability | 2022-11-21 | Paper |
Grand martingale Hardy spaces for \(0<p \leq 1\)
Annals of Functional Analysis | 2022-09-16 | Paper |
Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information
SIAM Journal on Financial Mathematics | 2022-08-22 | Paper |
Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients
Stochastics | 2022-07-06 | Paper |
Optimal stopping problems for maxima and minima in models with asymmetric information
Stochastics | 2022-05-31 | Paper |
The boundedness of Doob's maximal and fractional integral operators for generalized grand Morrey-martingale spaces
Journal of Function Spaces | 2022-05-11 | Paper |
Atomic decompositions and John-Nirenberg theorem of grand martingale Hardy spaces with variable exponents
Journal of Function Spaces | 2022-01-31 | Paper |
Hermite-Hadamard type inequalities for operator (p,h)-convex functions
Journal of Mathematical Inequalities | 2021-04-12 | Paper |
Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Characteristics and constructions of default times
SIAM Journal on Financial Mathematics | 2020-09-28 | Paper |
Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-13 | Paper |
Orlicz-Lorentz Hardy martingale spaces
Journal of Mathematical Analysis and Applications | 2019-11-28 | Paper |
Integration by parts formula for killed processes: a point of view from approximation theory
Electronic Journal of Probability | 2019-09-19 | Paper |
On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case
BIT | 2019-09-18 | Paper |
On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
Statistics & Probability Letters | 2019-02-20 | Paper |
Predicting online invitation responses with a competing risk model using privacy-friendly social event data
European Journal of Operational Research | 2018-07-12 | Paper |
An enlargement of filtration formula with applications to multiple non-ordered default times
Finance and Stochastics | 2018-01-16 | Paper |
On Hermite-Hadamard inequality for \(h\)-convex stochastic processes
Aequationes Mathematicae | 2017-10-26 | Paper |
Projections, pseudo-stopping times and the immersion property
Lecture Notes in Mathematics | 2017-06-22 | Paper |
Progressive enlargements of filtrations with pseudo-honest times
The Annals of Applied Probability | 2014-08-06 | Paper |
Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives
Contemporary Quantitative Finance | 2011-05-31 | Paper |
A closer look at the Russian roulette problem: a re-examination of the nonlinearity of the prospect theory's decision weight \(\pi \)
International Journal of Approximate Reasoning | 2010-04-07 | Paper |
Variable martingale Hardy-Lorentz-Karamata spaces and their applications in Fourier Analysis
| N/A | Paper |
