scientific article; zbMATH DE number 3778409

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A note on the no arbitrage condition for international financial markets
A new class of transport distances between measures
Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
Constructing equivariant maps for representations
On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
Measure-valued flows given consistent exchangeable families
Profit-maximizing operation and valuation of hydroelectric plant: a new solution to the Koopmans problem
Probability logic with conditional expectation
Statistical modelling via partitioned counting processes
Additive functionals and entrance laws
Convergence in mean for ELS-based adaptive control
Capacity theory without duality
On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)
Information structures and viable price systems
Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process
Multiperiod security markets with differential information
Previsible sets for hyperfinite filtrations
On the use of semimartingales and stochastic integrals to model continuous trading
On the semicontinuity and the relaxation for integrals with respect to the Lebesgue measure added to integrals with respect to a Radon measure
Vector-valued stochastic processes. I. Vector measures and vector-valued stochastic processes with finite variation
On a characterization of monotone likelihood ratio experiments
Approximations for optimal stopping of a piecewise-deterministic process
A note on the exponentiality of total hazards before failure
Classical Dirichlet forms on topological vector spaces - the construction of the associated diffusion process
Transformations of diffusion and Schrödinger processes
Some inverse problems involving conditional expectations
Stability analysis of queueing systems
Martingales and stochastic integrals in the theory of continuous trading
Green's and Dirichlet spaces associated with fine Markov processes
The sigma-core of a cooperative game
Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
A Lusin type theorem for gradients
Filtering the histories of a partially observed marked point process
Maximal strategy sets for continuous-time game theory
On equivalence of strong and weak convergence in \(L_ 1\)-spaces under extreme point conditions
Banach-Saks operators on spaces of continuous functions
The compact support property for solutions to the heat equation with noise
Measure-valued branching diffusions with spatial interactions
A further note on Bayesian information topologies
Dominated families of martingale, supermartingale and quasimartingale laws
Concentration of low energy extremals
Multi-armed bandits in discrete and continuous time
Long-time behavior and coexistence in a mutually catalytic branching model
Filtering of derived point processes
Local property of Dirichlet forms and diffusions on general state spaces
Optimal control, sensitivity analysis and relaxation of maximal monotone integro-differential inclusions in \(\mathbb{R}^ N\)
Stochastic calculus, statistical asymptotics, Taylor strings and phyla
Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
Predictable projections for point process filtrations
The method of stochastic exponentials for large deviations
The Sard inequality on Wiener space
Smoothed Cox regression
Weak solutions to the Penrose-Fife phase field model for a class of admissible heat flux laws
The conserved Penrose--Fife system with Fourier heat flux law.
Max-min (\(\sigma\)-)additive representation of monotone measures
Financial options and statistical prediction intervals
Bounds for mixed strategy equilibria and the spatial model of elections
Efficiency rents of pumped-storage plants and their uses for operation and investment decisions
Geometry of distribution-constrained optimal stopping problems
A superhedging approach to stochastic integration
The emergence of fast oscillations in a reduced primitive equation model and its implications for closure theories
Recurrence property and pointwise convergence of martingales
Robust pricing-hedging dualities in continuous time
Needle decompositions and isoperimetric inequalities in Finsler geometry
Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form
FFT network for interest rate derivatives with Lévy processes
Minimax perfect stopping rules for selling an asset near its ultimate maximum
Kantorovich potentials and continuity of total cost for relativistic cost functions
Dynamic programming approach to principal-agent problems
Numerical analysis of a robust free energy diminishing finite volume scheme for parabolic equations with gradient structure
Robust regression using biased objectives
Sticky processes, local and true martingales
Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method
Reflected backward stochastic differential equations with time-delayed generators
Minimal random attractors
Stochastic control for a class of nonlinear kernels and applications
Derivative formulae for stochastic differential equations driven by Poisson random measures
Predicting and estimating probability density functions of chaotic systems
Existence of optimal transport maps for crystalline norms
Lévy processes: capacity and Hausdorff dimension
A strong law of large numbers for capacities
Kolmogorov-type and general extension results for nonlinear expectations
Polar decomposition of scale-homogeneous measures with application to Lévy measures of strictly stable laws
Optimal control problems involving optimal economic growth with infinite horizon
On the construction of Bayes minimax estimators
Definitions of Sobolev classes on metric spaces
Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
The Ising model and percolation on trees and tree-like graphs
Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees
A partial introduction to financial asset pricing theory.
Path decompositions for Markov chains.
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
Sequences of capacities, with connections to large-deviation theory
On undominated Nash equilibria for games with a measure space of players
Reflected generalized backward doubly SDEs driven by Lévy processes and applications
Mean-variance hedging via stochastic control and BSDEs for general semimartingales
Functional Itō calculus and stochastic integral representation of martingales
A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
Stochastic integration in abstract spaces
Characterizations of Radon spaces

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