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On the local compactness of spaces of positive measures

JOURNAL ARTICLE published June 2024 in Statistics & Probability Letters

Authors: Alina Kargol

Measures of Sample Skewness and Kurtosis for AR (1) Model with Missing Data with Applications in Economic Data

JOURNAL ARTICLE published 1 May 2024 in Journal of Statistics Applications & Probability

On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures

JOURNAL ARTICLE published 20 April 2024 in Journal of Theoretical Probability

Research funded by Ministerio de Ciencia, Innovación y Universidades (PID2021–123343NB–I00)

Authors: Juan Carlos Sampedro

Private measures, random walks, and synthetic data

JOURNAL ARTICLE published 20 April 2024 in Probability Theory and Related Fields

Research funded by Directorate for Mathematical and Physical Sciences (2140592,2027248) | Division of Computing and Communication Foundations (1934568,1954233,2027299) | Life Sciences Division, Army Research Office (76649-CS)

Authors: March Boedihardjo | Thomas Strohmer | Roman Vershynin

Finitely generated weakly monotone C*-algebra

JOURNAL ARTICLE published 19 April 2024 in Infinite Dimensional Analysis, Quantum Probability and Related Topics

Authors: Maria Elena Griseta | Janusz Wysoczanski

Stochastic Differential Equations with Local Growth Singular Drifts

JOURNAL ARTICLE published 19 April 2024 in Journal of Theoretical Probability

Research funded by National Key R&D Program of China (2020YFA0712700) | key Lab of Random Complex Structures and Data Science, Youth Innovation Promotion Association, Chinese Academy of Science (2020003) | National Natural Science Foundation of China (11931004)

Authors: Wenjie Ye

A Cyclic Random Motion in $$mathbb {R}^3$$ Driven by Geometric Counting Processes

JOURNAL ARTICLE published June 2024 in Methodology and Computing in Applied Probability

Research funded by Gruppo Nazionale per il Calcolo Scientifico (E55F22000270001) | PRIN 2022 PNRR (P2022XSF5H)

Authors: Antonella Iuliano | Gabriella Verasani

Antithetic multilevel particle filters

JOURNAL ARTICLE published 16 April 2024 in Advances in Applied Probability

Authors: Ajay Jasra | Mohamed Maama | Hernando Ombao

Risk Measures’ Duality on Ordered Linear Spaces

JOURNAL ARTICLE published 12 April 2024 in Mathematics

Authors: Christos E. Kountzakis | Damiano Rossello

The distribution of the maximum protection number in simply generated trees

JOURNAL ARTICLE published 12 April 2024 in Combinatorics, Probability and Computing

Authors: Clemens Heuberger | Sarah J. Selkirk | Stephan Wagner

The limiting spectral distribution of large random permutation matrices

JOURNAL ARTICLE published 12 April 2024 in Journal of Applied Probability

Authors: Jianghao Li | Huanchao Zhou | Zhidong Bai | Jiang Hu

Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities

JOURNAL ARTICLE published June 2024 in Methodology and Computing in Applied Probability

Research funded by China MOE Youth project of the Humanity and Social Science research foundation (19YJC790150) | National 111 Project of China (B17050)

Authors: Xiao Wei | Xingchi Gu

Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies

JOURNAL ARTICLE published 11 April 2024 in Journal of Theoretical Probability

Authors: Ihsan Arharas | Youssef Ouknine

Wigner- and Marchenko–Pastur-Type Limit Theorems for Jacobi Processes

JOURNAL ARTICLE published 11 April 2024 in Journal of Theoretical Probability

Authors: Martin Auer | Michael Voit | Jeannette H. C. Woerner

Incremental feature selection approach to multi-dimensional variation based on matrix dominance conditional entropy for ordered data set

JOURNAL ARTICLE published 10 April 2024 in Applied Intelligence

Research funded by National Natural Science Foundation of China (61976245)

Authors: Weihua Xu | Yifei Yang | Yi Ding | Xiyang Chen | Xiaofang Lv

The Valuation at Origination of Mortgages with Full Prepayment and Default Risks

JOURNAL ARTICLE published June 2024 in Methodology and Computing in Applied Probability

Research funded by National Natural Science Foundation of China (12301609,11771320,12071335)

Authors: Congjin Zhou | Guojing Wang | Yinghui Dong | Pin Wang

Buffon’s problem determines Gaussian curvature in three geometries

JOURNAL ARTICLE published 8 April 2024 in Journal of Applied Probability

Authors: Aizelle Abelgas | Bryan Carrillo | John Palacios | David Weisbart | Adam M. Yassine

Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View

JOURNAL ARTICLE published 6 April 2024 in Journal of Theoretical Probability

Research funded by Ministero dell'Università e della Ricerca (202277N5H9) | Agence Nationale de la Recherche (ANR-22-CE40-0015-01)

Authors: Elena Issoglio | Francesco Russo

Coherent distributions on the square–extreme points and asymptotics

JOURNAL ARTICLE published 5 April 2024 in Journal of Applied Probability

Authors: Stanisław Cichomski | Adam Osękowski

Super-replication of life-contingent options under the Black–Scholes framework

JOURNAL ARTICLE published 5 April 2024 in Journal of Applied Probability

Authors: Ze-An Ng | You-Beng Koh | Tee-How Loo | Hailiang Yang