Li-Bo Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
\(\Phi\)-moment \(\mathbf{B}\)-valued martingale inequalities on Lorentz spaces	2024-10-15	Paper
Martingale inequalities in Orlicz-Karamata modular spaces	2024-10-02	Paper
Real interpolation for variable martingale Hardy-Lorentz-Karamata spaces	2024-08-15	Paper
Applications of martingale Hardy Orlicz-Lorentz-Karamata theory in Fourier analysis	2024-06-26	Paper
Martingale Hardy-Orlicz-amalgam spaces	2024-06-04	Paper
Atomic decompositions of martingale Hardy Lorentz amalgam spaces and applications	2024-05-31	Paper
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
Progressive enlargements of filtrations with pseudo-honest times	2014-08-06	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
Variable martingale Hardy-Lorentz-Karamata spaces and their applications in Fourier Analysis	N/A	Paper

Research outcomes over time

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