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
Van H. Vu
Probab. Surveys 18, 179-200, (2021) DOI: 10.1214/20-PS346
Sida Yuan, Reiichiro Kawai
Probab. Surveys 18, 201-271, (2021) DOI: 10.1214/20-PS359
KEYWORDS: Infinitely divisible laws, Lévy processes, shot noise representation, infinitely divisible processes, Monte Carlo methods, 60E07, 60G55, 60G51, 65C05, 65C30
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