scientific article; zbMATH DE number 3538599

Cited in

(only showing first 100 items - show all)

Time-space harmonic polynomials relative to a Lévy process
Time consistent dynamic risk processes
\(L_p\)-version of the Dubins-Savage inequality and some exponential inequalities
Ito's formula for a random walk
On convergence of multiparameter strong submartingales in Banach lattices
Direct martingale arguments for stability: The M/G/1 case
Le problème de Dirichlet pour l'opérateur de Schrödinger
Convergence in mean for ELS-based adaptive control
Strong laws of large numbers for fields of Banach space valued random variables
Stochastic basis in Fréchet space
On multiparameter ergodic and martingale theorems in infinite measure spaces
Prophet regions and sharp inequalities for pth absolute moments of martingales
Non-zero-sum discrete parameter stochastic games with stopping times
Similarity of information and behavior with a pointwise convergence topology
On a randomized strategy in Neveu's stopping problem
The submartingale assumption in risk theory
Convergence in approximation and nonsmooth analysis
Efficient outcomes in a repeated agency model without discounting
A note on the conditional Fatou lemma
Stochastic evolution equations in locally convex space
Convergence of continuous time stochastic ELS parameter estimation
On almost sure convergence of amarts and martingales without the Radon- Nikodym property
[[:Publication:1105907|On the \(L^ 1_Template:\mathcal F\) convergence for conditional Amarts]]
Generalized martingales, generalized Markov chains and generalized harmonic functions
Stochastic turnpike property and stationary equilibrium
Martingale inequalities in rearrangement invariant function spaces
Finiteness of moments of randomly stopped sums of i.i.d. random variables
Upper bounds for the \(L_ p\)-norms of martingales
Plurisubharmonic martingales and barriers in complex quasi-Banach spaces
General branching processes as Markov fields
Distributed computation of fixed points of \(\infty\)-nonexpansive maps
Almost sure parameter estimation and convergence rates for hidden Markov models
The central limit theorem for time series regression
A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables
A globally convergent adaptive predictor
Riemann-Stieltjes quasi-martingale integration
Some inverse problems involving conditional expectations
Stopping rules and tactics for processes indexed by a directed set
Isotonic approximation in \(L_ s\).
Maximal inequalities, convexity inequality and their duality. I
Another convergence theorem of martingales in the limit
Stochastic adaptive control using a modified least squares algorithm
A new premium calculation principle based on Orlicz norms
Random walks with stochastically bounded increments: Foundations and characterization results
On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
Another view on martingale central limit theorems
Large deviations for multiplicative chaos
Injective Banach lattices
Vector topologies and the representation of spaces of random variables
Functional limit theorems for U-statistics in the degenerate case
The inverse balayage problem for Markov chains
The inverse balayage problem for Markov chains, part II
Inequalities and duality results with respect to two-parameter strong martingales
Mutual observability and the convergence of actions in a multi-person two-armed bandit model
Martingale Hardy spaces and the dyadic derivative
Martingale ergodic theorem
The recurrence of dynamic fuzzy systems
Convergence of conditional expectations in Banach function spaces
Quickest detection with exponential penalty for delay
Backward stochastic differential equations with constraints on the gains-process
Singular measures in circle dynamics
Discrete multiarmed bandits and multiparameter processes
Atomic Hardy spaces
A law of the iterated logarithm for geometrically weighted martingale difference sequences
Optimal stopping problems for multiarmed bandit processes with arms' independence
Exponential bounds for queues with Markovian arrivals
On robust AML identification algorithms
Optimal replacement strategies for repairable systems
Stochastic approximation with two time scales
A discrete-time model of American put option in an uncertain environment.
Estimation of regression parameters with left truncated data
Deterministic multi-player Dynkin games.
Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
Optimal stopping problems in a stochastic and fuzzy system
Optimal insurance demand under marked point processes shocks.
On the strong convergence of the product-limit estimator and its integrals under censoring and random truncation
Diffusion of directed polymers in a strong random environment.
An application of martingales in the limit to a problem in information science
A stopping game in a stochastic and fuzzy environment.
On zero-sum optimal stopping games
Numerical scheme for Dynkin games under model uncertainty
Hölder's inequalities involving the infinite product and their applications in martingale spaces
Randomized prediction of individual sequences
Random walk in balls and an extension of the Banach integral in abstract spaces
Stochastic control for a class of nonlinear kernels and applications
A pure martingale dual for multiple stopping
Conditional expectations on Riesz spaces
Dynamically consistent investment under model uncertainty: the robust forward criteria
The strong law under random truncation
Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint
A simple characterization of optimal predictors for L^ 1-ARMA processes
The Kumar-Becker-Lin scheme revisited
A note on the diffusion of directed polymers in a random environment
The dual of the martingale Hardy space \({\mathcal H}_{\mathbf{\Phi}}\) with general Young function \(\Phi\)
Stochastic approximation and the final value theorem
A bound for the expected hitting time of storage processes
Optimal stopping and a martingale approach to the penalty method
Optimal stopping models in a stochastic and fuzzy environment
Chasing balls through martingale fields
Value iteration methods in risk minimizing stopping problems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4114574)