The following pages link to Li-Bo Li (Q962868):
Displaying 39 items.
- (Q424520) (redirect page) (← links)
- Random times and multiplicative systems (Q424521) (← links)
- A closer look at the Russian roulette problem: a re-examination of the nonlinearity of the prospect theory's decision weight \(\pi \) (Q962872) (← links)
- Predicting online invitation responses with a competing risk model using privacy-friendly social event data (Q1651729) (← links)
- On Hermite-Hadamard inequality for \(h\)-convex stochastic processes (Q1675097) (← links)
- An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452) (← links)
- On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
- Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs (Q1994897) (← links)
- Orlicz-Lorentz Hardy martingale spaces (Q2011227) (← links)
- Atomic decompositions and John-Nirenberg theorem of grand martingale Hardy spaces with variable exponents (Q2071907) (← links)
- Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) (Q2099991) (← links)
- Correction to: ``Grand martingale Hardy spaces for \(0 < p \leq 1\)'' (Q2105332) (← links)
- \(\Phi\)-moment martingale inequalities on Lorentz spaces with variable exponents (Q2108543) (← links)
- The boundedness of Doob's maximal and fractional integral operators for generalized grand Morrey-martingale spaces (Q2138096) (← links)
- Grand martingale Hardy spaces for \(0<p \leq 1\) (Q2172851) (← links)
- Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals (Q2179620) (← links)
- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case (Q2273199) (← links)
- Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
- Progressive enlargements of filtrations with pseudo-honest times (Q2511557) (← links)
- New Doob's maximal inequalities for martingales (Q2681411) (← links)
- Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients (Q2830711) (← links)
- Market Models of Forward CDS Spreads (Q2909992) (← links)
- ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES (Q2927948) (← links)
- Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives (Q3000885) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients (Q5086623) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Characteristics and Constructions of Default Times (Q5123452) (← links)
- Projections, Pseudo-Stopping Times and the Immersion Property (Q5270109) (← links)
- Hermite-Hadamard type inequalities for operator (p,h)-convex functions (Q5858278) (← links)
- Generalized grand Lorentz martingale spaces (Q6043658) (← links)
- The John–Nirenberg inequality for Orlicz–Lorentz spaces in a probabilistic setting (Q6145413) (← links)
- Variable martingale Hardy-Lorentz-Karamata spaces and their applications in Fourier Analysis (Q6523324) (← links)
- Atomic decompositions of martingale Hardy Lorentz amalgam spaces and applications (Q6548003) (← links)
- Martingale Hardy-Orlicz-amalgam spaces (Q6549807) (← links)
- Applications of martingale Hardy Orlicz-Lorentz-Karamata theory in Fourier analysis (Q6562474) (← links)
- Real interpolation for variable martingale Hardy-Lorentz-Karamata spaces (Q6588245) (← links)
- Martingale inequalities in Orlicz-Karamata modular spaces (Q6613281) (← links)
- \(\Phi\)-moment \(\mathbf{B}\)-valued martingale inequalities on Lorentz spaces (Q6619476) (← links)
