Probability, Uncertainty and Quantitative Risk View Homepage


Ontology type: schema:Periodical      Open Access: True


Journal Info

START YEAR

2016

PUBLISHER

Springer Singapore

LANGUAGE

en

HOMEPAGE

https://probability-risk.springeropen.com

Recent publications latest 20 shown

  • 2020-11-03 Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions
  • 2020-08-28 Efficient hedging under ambiguity in continuous time
  • 2020-07-22 Convergence of the deep BSDE method for coupled FBSDEs
  • 2020-06-03 Uncertainty and filtering of hidden Markov models in discrete time
  • 2020-05-19 Upper risk bounds in internal factor models with constrained specification sets
  • 2020-03-24 Moderate deviation for maximum likelihood estimators from single server queues
  • 2020-02-19 Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
  • 2019-11-05 Nonlinear regression without i.i.d. assumption
  • 2019-08-26 Publisher Correction to: Probability, uncertainty and quantitative risk, volume 4
  • 2019-08-15 Correction to: “Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting”
  • 2019-05-28 Affine processes under parameter uncertainty
  • 2019-04-16 Law of large numbers and central limit theorem under nonlinear expectations
  • 2019-03-30 The Cauchy problem of Backward Stochastic Super-Parabolic Equations with Quadratic Growth
  • 2019-02-11 Piecewise constant martingales and lazy clocks
  • 2019-01-04 Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
  • 2018-12-28 Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
  • 2018-10-20 Optimal control with delayed information flow of systems driven by G-Brownian motion
  • 2018-06-05 Risk excess measures induced by hemi-metrics
  • 2018-06-05 Pricing formulae for derivatives in insurance using Malliavin calculus
  • 2018-06-05 Zero covariation returns
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    Considering the recent and very dynamical development of the theory of backward stochastic differential equations which, thanks to its vast field of applications in stochastic control, games, finance, PDEs and SPDEs has attracted many researchers, but which also has opened the development of other new research subjects as those of nonlinear expectation and path-dependent PDEs, it is important to accompany and to stimulate the future development with a journal which, on one side, is dedicated to these topics, but forms on the other side also a bridge to new approaches in probability theory in a larger sense and is open for new developments.

    The journal Probability, Uncertainty and Quantitative Risk emerges as the times require. The objective of the journal is to publish works of high standard in the cutting-edge topics of

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