Li-Bo Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
The John–Nirenberg inequality for Orlicz–Lorentz spaces in a probabilistic setting	2024-02-02	Paper
Generalized grand Lorentz martingale spaces	2023-05-23	Paper
New Doob's maximal inequalities for martingales	2023-02-03	Paper
\(\Phi\)-moment martingale inequalities on Lorentz spaces with variable exponents	2022-12-19	Paper
Correction to: ``Grand martingale Hardy spaces for \(0 < p \leq 1\)	2022-12-08	Paper
Characterisation of honest times and optional semimartingales of class-\((\Sigma)\)	2022-11-21	Paper
Grand martingale Hardy spaces for \(0<p \leq 1\)	2022-09-16	Paper
Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information	2022-08-22	Paper
Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients	2022-07-06	Paper
Optimal stopping problems for maxima and minima in models with asymmetric information	2022-05-31	Paper
The boundedness of Doob's maximal and fractional integral operators for generalized grand Morrey-martingale spaces	2022-05-11	Paper
Atomic decompositions and John-Nirenberg theorem of grand martingale Hardy spaces with variable exponents	2022-01-31	Paper
Hermite-Hadamard type inequalities for operator (p,h)-convex functions	2021-04-12	Paper
Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs	2021-02-18	Paper
Characteristics and Constructions of Default Times	2020-09-28	Paper
Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals	2020-05-13	Paper
Orlicz-Lorentz Hardy martingale spaces	2019-11-28	Paper
Integration by parts formula for killed processes: a point of view from approximation theory	2019-09-19	Paper
On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case	2019-09-18	Paper
On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients	2019-02-20	Paper
Predicting online invitation responses with a competing risk model using privacy-friendly social event data	2018-07-12	Paper
An enlargement of filtration formula with applications to multiple non-ordered default times	2018-01-16	Paper
On Hermite-Hadamard inequality for \(h\)-convex stochastic processes	2017-10-26	Paper
Projections, Pseudo-Stopping Times and the Immersion Property	2017-06-22	Paper
Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients	2016-10-28	Paper
ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES	2014-11-05	Paper
Progressive enlargements of filtrations with pseudo-honest times	2014-08-06	Paper
Market Models of Forward CDS Spreads	2012-09-07	Paper
Random times and multiplicative systems	2012-06-01	Paper
Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives	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 \(\pi \)	2010-04-07	Paper

Research outcomes over time

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