VOL. 18 | 2021
 
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Articles
Robin Khanfir
Probab. Surveys 18, 1-43, (2021) DOI: 10.1214/18-PS312
KEYWORDS: Bessel process, skew Brownian motion, diffusion bridge, Meander, extremal value, Brownian scaling, agreement formula, divergent series, 60J65, 60J60
F. Thomas Bruss
Probab. Surveys 18, 44-76, (2021) DOI: 10.1214/20-PS351
KEYWORDS: stopping time, random sum, Wald’s lemma, optimal selection, knapsack problem, Monotone subsequence, Poisson process, selection bias, general point process, Borel-Cantelli lemma, online selection, tiling, resource dependent branching process, 60-01, 60-02
Gusztáv Morvai, Benjamin Weiss
Probab. Surveys 18, 77-131, (2021) DOI: 10.1214/20-PS345
KEYWORDS: Stationary processes, Prediction theory, 60G25, 60G10
George Bouzianis, Lane P. Hughston, Sebastian Jaimungal, Leandro Sánchez-Betancourt
Probab. Surveys 18, 132-178, (2021) DOI: 10.1214/21-PS1
KEYWORDS: Asset pricing, interest rate models, foreign exchange, risk premium, risk aversion, pricing kernels, Lévy processes, Lévy measure, Poisson random measure, Siegel’s paradox, Vasicek model, 91G30, 60H05, 91G80
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