Probability, Uncertainty and Quantitative Risk (PUQR) aims to report significant developments in modern probability theory, its relation to stochastic analysis and statistics, stochastic processes, their dynamics and control, as well as applications in domains such as finance, economics, biology, computer science, and the corresponding data analysis.


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Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions
Rainer Buckdahn, Christian Keller, Jin Ma and Jianfeng Zhang
2020, 5: 7 doi: 10.1186/s41546-020-00049-8 +[Abstract](44) +[HTML](0) +[PDF](1100.23KB)
Efficient hedging under ambiguity in continuous time
Ludovic Tangpi
2020, 5: 6 doi: 10.1186/s41546-020-00048-9 +[Abstract](93) +[HTML](35) +[PDF](454.83KB)
Convergence of the deep BSDE method for coupled FBSDEs
Jiequn Han and Jihao Long
2020, 5: 5 doi: 10.1186/s41546-020-00047-w +[Abstract](94) +[HTML](36) +[PDF](734.36KB)
Uncertainty and filtering of hidden Markov models in discrete time
Samuel N. Cohen
2020, 5: 4 doi: 10.1186/s41546-020-00046-x +[Abstract](108) +[HTML](40) +[PDF](604.43KB)
Upper risk bounds in internal factor models with constrained specification sets
Jonathan Ansari and Ludger Rüschendorf
2020, 5: 3 doi: 10.1186/s41546-020-00045-y +[Abstract](77) +[HTML](38) +[PDF](926.7KB)
Moderate deviation for maximum likelihood estimators from single server queues
Saroja Kumar Singh
2020, 5: 2 doi: 10.1186/s41546-020-00044-z +[Abstract](88) +[HTML](38) +[PDF](335.83KB)
Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
Dmytro Marushkevych and Alexandre Popier
2020, 5: 1 doi: 10.1186/s41546-020-0043-5 +[Abstract](100) +[HTML](33) +[PDF](526.71KB)
Moderate deviation for maximum likelihood estimators from single server queues
Saroja Kumar Singh
2020, 5: 2 doi: 10.1186/s41546-020-00044-z +[Abstract](88) +[HTML](38) +[PDF](335.83KB) Cited By(0)
Zero covariation returns
Dilip B. Madan and Wim Schoutens
2018, 3: 5 doi: 10.1186/s41546-018-0031-1 +[Abstract](75) +[HTML](36) +[PDF](3636.41KB) Cited By(0)
The Cauchy problem of Backward Stochastic Super-Parabolic Equations with Quadratic Growth
Renzhi Qiu and Shanjian Tang
2019, 4: 3 doi: 10.1186/s41546-019-0037-3 +[Abstract](91) +[HTML](42) +[PDF](659.51KB) Cited By(0)
A brief history of quantitative finance
Mauro Cesa
2017, 2: 6 doi: 10.1186/s41546-017-0018-3 +[Abstract](74) +[HTML](36) +[PDF](599.16KB) Cited By(0)
Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle
Ludger Overbeck and Jasmin A. L. Röder
2018, 3: 4 doi: 10.1186/s41546-018-0030-2 +[Abstract](81) +[HTML](40) +[PDF](783.0KB) Cited By(0)
Convergence of the deep BSDE method for coupled FBSDEs
Jiequn Han and Jihao Long
2020, 5: 5 doi: 10.1186/s41546-020-00047-w +[Abstract](94) +[HTML](36) +[PDF](734.36KB) Cited By(0)
Correction to: “Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting”
Christel Geiss and Alexander Steinicke
2019, 4: 6 doi: 10.1186/s41546-019-0040-8 +[Abstract](69) +[HTML](37) +[PDF](273.23KB) Cited By(0)
Backward-forward linear-quadratic mean-field games with major and minor agents
Jianhui Huang, Shujun Wang and Zhen Wu
2016, 1: 8 doi: 10.1186/s41546-016-0009-9 +[Abstract](81) +[PDF](593.73KB) Cited By(0)
Uncertainty and filtering of hidden Markov models in discrete time
Samuel N. Cohen
2020, 5: 4 doi: 10.1186/s41546-020-00046-x +[Abstract](108) +[HTML](40) +[PDF](604.43KB) Cited By(0)
Nonlinear regression without i.i.d. assumption
Qing Xu and Xiaohua (Michael) Xuan
2019, 4: 8 doi: 10.1186/s41546-019-0042-6 +[Abstract](86) +[HTML](36) +[PDF](775.72KB) Cited By(0)
Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
Dmytro Marushkevych and Alexandre Popier
2020, 5: 1 doi: 10.1186/s41546-020-0043-5 +[Abstract](100) +[HTML](33) +[PDF](526.71KB) PDF Downloads(12)
Efficient hedging under ambiguity in continuous time
Ludovic Tangpi
2020, 5: 6 doi: 10.1186/s41546-020-00048-9 +[Abstract](93) +[HTML](35) +[PDF](454.83KB) PDF Downloads(9)
Moderate deviation for maximum likelihood estimators from single server queues
Saroja Kumar Singh
2020, 5: 2 doi: 10.1186/s41546-020-00044-z +[Abstract](88) +[HTML](38) +[PDF](335.83KB) PDF Downloads(8)
Risk excess measures induced by hemi-metrics
Olivier P. Faugeras and Ludger Rüschendorf
2018, 3: 6 doi: 10.1186/s41546-018-0032-0 +[Abstract](69) +[HTML](35) +[PDF](917.26KB) PDF Downloads(8)
Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle
Ludger Overbeck and Jasmin A. L. Röder
2018, 3: 4 doi: 10.1186/s41546-018-0030-2 +[Abstract](81) +[HTML](40) +[PDF](783.0KB) PDF Downloads(7)
Uncertainty and filtering of hidden Markov models in discrete time
Samuel N. Cohen
2020, 5: 4 doi: 10.1186/s41546-020-00046-x +[Abstract](108) +[HTML](40) +[PDF](604.43KB) PDF Downloads(7)
Stochastic global maximum principle for optimization with recursive utilities
Mingshang Hu
2017, 2: 1 doi: 10.1186/s41546-017-0014-7 +[Abstract](95) +[HTML](35) +[PDF](594.73KB) PDF Downloads(7)
On approximation of BSDE and multi-step MLE-processes
Yu A. Kutoyants
2016, 1: 4 doi: 10.1186/s41546-016-0005-0 +[Abstract](70) +[PDF](577.61KB) PDF Downloads(7)
Portfolio theory for squared returns correlated across time
Ernst Eberlein and Dilip B. Madan
2016, 1: 1 doi: 10.1186/s41546-016-0001-4 +[Abstract](71) +[PDF](1474.12KB) PDF Downloads(7)
A branching particle system approximation for a class of FBSDEs
Dejian Chang, Huili Liu and Jie Xiong
2016, 1: 9 doi: 10.1186/s41546-016-0007-y +[Abstract](80) +[PDF](665.58KB) PDF Downloads(7)

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