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Math., New Ser.},\\n    ISSN = {0019-3577},\\n    Volume = {34},\\n    Number = {4},\\n    Pages = {820--829},\\n    Year = {2023},\\n    Language = {English},\\n    DOI = {10.1016/j.indag.2023.03.004},\\n    Keywords = {60H10,60H05},\\n    zbMATH = {7689514}\\n}\\n\\n\\n\",\"author_short\":[\"Belomestny, D.\",\"Gugushvili, S.\",\"Schauer, M.\",\"Spreij, P.\"],\"key\":\"zbMATH07689514\",\"id\":\"zbMATH07689514\",\"bibbaseid\":\"belomestny-gugushvili-schauer-spreij-weaksolutionstogammadrivenstochasticdifferentialequations-2023\",\"role\":\"author\",\"urls\":{},\"keyword\":[\"60H10\",\"60H05\"],\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Bayer\"],\"firstnames\":[\"Christian\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Hager\"],\"firstnames\":[\"Paul\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Pigato\"],\"firstnames\":[\"Paolo\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Schoenmakers\"],\"firstnames\":[\"John\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Spokoiny\"],\"firstnames\":[\"Vladimir\"],\"suffixes\":[]}],\"title\":\"Reinforced optimal control\",\"journal\":\"Commun. Math. Sci.\",\"fjournal\":\"Communications in Mathematical Sciences\",\"volume\":\"20\",\"year\":\"2022\",\"number\":\"7\",\"pages\":\"1951–1978\",\"issn\":\"1539-6746\",\"mrclass\":\"93E20 (90C39 91G20)\",\"mrnumber\":\"4504018\",\"mrreviewer\":\"Gregory Gagnon\",\"doi\":\"10.4310/cms.2022.v20.n7.a7\",\"url\":\"https://doi.org/10.4310/cms.2022.v20.n7.a7\",\"bibtex\":\"@article {MR4504018,\\n    AUTHOR = {Bayer, Christian and Belomestny, Denis and Hager, Paul and\\n              Pigato, Paolo and Schoenmakers, John and Spokoiny, Vladimir},\\n     TITLE = {Reinforced optimal control},\\n   JOURNAL = {Commun. Math. Sci.},\\n  FJOURNAL = {Communications in Mathematical Sciences},\\n    VOLUME = {20},\\n      YEAR = {2022},\\n    NUMBER = {7},\\n     PAGES = {1951--1978},\\n      ISSN = {1539-6746},\\n   MRCLASS = {93E20 (90C39 91G20)},\\n  MRNUMBER = {4504018},\\nMRREVIEWER = {Gregory Gagnon},\\n       DOI = {10.4310/cms.2022.v20.n7.a7},\\n       URL = {https://doi.org/10.4310/cms.2022.v20.n7.a7},\\n}\\n\\t\\t\\n\",\"author_short\":[\"Bayer, C.\",\"Belomestny, D.\",\"Hager, P.\",\"Pigato, P.\",\"Schoenmakers, J.\",\"Spokoiny, V.\"],\"key\":\"MR4504018\",\"id\":\"MR4504018\",\"bibbaseid\":\"bayer-belomestny-hager-pigato-schoenmakers-spokoiny-reinforcedoptimalcontrol-2022\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.4310/cms.2022.v20.n7.a7\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Gugushvili\"],\"firstnames\":[\"Shota\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Schauer\"],\"firstnames\":[\"Moritz\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Spreij\"],\"firstnames\":[\"Peter\"],\"suffixes\":[]}],\"title\":\"Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations\",\"journal\":\"Bernoulli\",\"fjournal\":\"Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability\",\"volume\":\"28\",\"year\":\"2022\",\"number\":\"4\",\"pages\":\"2151–2180\",\"issn\":\"1350-7265\",\"mrclass\":\"62G20 (60G51 60H10 62M30)\",\"mrnumber\":\"4474539\",\"mrreviewer\":\"Markus Bibinger\",\"doi\":\"10.3150/21-bej1413\",\"url\":\"https://doi.org/10.3150/21-bej1413\",\"bibtex\":\"@article {MR4474539,\\n    AUTHOR = {Belomestny, Denis and Gugushvili, Shota and Schauer, Moritz\\n              and Spreij, Peter},\\n     TITLE = {Nonparametric {B}ayesian volatility estimation for\\n              gamma-driven stochastic differential equations},\\n   JOURNAL = {Bernoulli},\\n  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for\\n              Mathematical Statistics and Probability},\\n    VOLUME = {28},\\n      YEAR = {2022},\\n    NUMBER = {4},\\n     PAGES = {2151--2180},\\n      ISSN = {1350-7265},\\n   MRCLASS = {62G20 (60G51 60H10 62M30)},\\n  MRNUMBER = {4474539},\\nMRREVIEWER = {Markus Bibinger},\\n       DOI = {10.3150/21-bej1413},\\n       URL = {https://doi.org/10.3150/21-bej1413},\\n}\\n\\t\\t\\n\\n\\n\",\"author_short\":[\"Belomestny, D.\",\"Gugushvili, S.\",\"Schauer, M.\",\"Spreij, P.\"],\"key\":\"MR4474539\",\"id\":\"MR4474539\",\"bibbaseid\":\"belomestny-gugushvili-schauer-spreij-nonparametricbayesianvolatilityestimationforgammadrivenstochasticdifferentialequations-2022\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.3150/21-bej1413\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":1,\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"title\":\"Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations\",\"journal\":\"Neural Networks\",\"volume\":\"161\",\"pages\":\"242-253\",\"year\":\"2023\",\"issn\":\"0893-6080\",\"doi\":\"https://doi.org/10.1016/j.neunet.2023.01.035\",\"url\":\"https://www.sciencedirect.com/science/article/pii/S0893608023000473\",\"author\":[{\"firstnames\":[\"Denis\"],\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"suffixes\":[]},{\"firstnames\":[\"Alexey\"],\"propositions\":[],\"lastnames\":[\"Naumov\"],\"suffixes\":[]},{\"firstnames\":[\"Nikita\"],\"propositions\":[],\"lastnames\":[\"Puchkin\"],\"suffixes\":[]},{\"firstnames\":[\"Sergey\"],\"propositions\":[],\"lastnames\":[\"Samsonov\"],\"suffixes\":[]}],\"keywords\":\"Deep neural networks, Approximation complexity, ReQU activations, ReLU activations, Hölder class\",\"abstract\":\"This paper investigates the approximation properties of deep neural networks with piecewise-polynomial activation functions. We derive the required depth, width, and sparsity of a deep neural network to approximate any Hölder smooth function up to a given approximation error in Hölder norms in such a way that all weights of this neural network are bounded by 1. The latter feature is essential to control generalization errors in many statistical and machine learning applications.\",\"bibtex\":\"@article{BELOMESTNY2023242,\\ntitle = {Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations},\\njournal = {Neural Networks},\\nvolume = {161},\\npages = {242-253},\\nyear = {2023},\\nissn = {0893-6080},\\ndoi = {https://doi.org/10.1016/j.neunet.2023.01.035},\\nurl = {https://www.sciencedirect.com/science/article/pii/S0893608023000473},\\nauthor = {Denis Belomestny and Alexey Naumov and Nikita Puchkin and Sergey Samsonov},\\nkeywords = {Deep neural networks, Approximation complexity, ReQU activations, ReLU activations, Hölder class},\\nabstract = {This paper investigates the approximation properties of deep neural networks with piecewise-polynomial activation functions. We derive the required depth, width, and sparsity of a deep neural network to approximate any Hölder smooth function up to a given approximation error in Hölder norms in such a way that all weights of this neural network are bounded by 1. The latter feature is essential to control generalization errors in many statistical and machine learning applications.}\\n}\\n\\n\",\"author_short\":[\"Belomestny, D.\",\"Naumov, A.\",\"Puchkin, N.\",\"Samsonov, S.\"],\"key\":\"BELOMESTNY2023242\",\"id\":\"BELOMESTNY2023242\",\"bibbaseid\":\"belomestny-naumov-puchkin-samsonov-simultaneousapproximationofasmoothfunctionanditsderivativesbydeepneuralnetworkswithpiecewisepolynomialactivations-2023\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://www.sciencedirect.com/science/article/pii/S0893608023000473\"},\"keyword\":[\"Deep neural networks\",\"Approximation complexity\",\"ReQU activations\",\"ReLU activations\",\"Hölder class\"],\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"firstnames\":[\"Denis\"],\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"suffixes\":[]},{\"firstnames\":[\"Vytautė\"],\"propositions\":[],\"lastnames\":[\"Pilipauskaitė\"],\"suffixes\":[]},{\"firstnames\":[\"Mark\"],\"propositions\":[],\"lastnames\":[\"Podolskij\"],\"suffixes\":[]}],\"title\":\"Semiparametric estimation of McKean–Vlasov SDEs\",\"volume\":\"59\",\"journal\":\"Annales de l'Institut Henri Poincaré, Probabilités et Statistiques\",\"number\":\"1\",\"publisher\":\"Institut Henri Poincaré\",\"pages\":\"79 – 96\",\"abstract\":\"Dans cet article, nous étudions le problème d’estimation semi-paramétrique pour une classe d’équations différentielles stochastiques de type McKean–Vlasov. Notre but est d’estimer le coefficient de dérive d’une EDS de type MV à partir d’observations du système de particules associé. Nous proposons une méthode d’estimation semi-paramétrique et obtenons les vitesses de convergence pour les estimateurs correspondants. Nous démontrons également que les vitesses de convergence sont quasi-optimales au sens minimax.\",\"keywords\":\"Deconvolution, McKean–Vlasov SDEs, Mean field models, minimax bounds, Multi-agent learning, Semiparametric estimation\",\"year\":\"2023\",\"doi\":\"10.1214/22-AIHP1261\",\"url\":\"https://doi.org/10.1214/22-AIHP1261\",\"bibtex\":\"@article{10.1214/22-AIHP1261,\\nauthor = {Denis Belomestny and Vytautė Pilipauskaitė and Mark Podolskij},\\ntitle = {{Semiparametric estimation of McKean–Vlasov SDEs}},\\nvolume = {59},\\njournal = {Annales de l'Institut Henri Poincaré, Probabilités et Statistiques},\\nnumber = {1},\\npublisher = {Institut Henri Poincaré},\\npages = {79 -- 96},\\nabstract = {Dans cet article, nous étudions le problème d’estimation semi-paramétrique pour une classe d’équations différentielles stochastiques de type McKean–Vlasov. Notre but est d’estimer le coefficient de dérive d’une EDS de type MV à partir d’observations du système de particules associé. Nous proposons une méthode d’estimation semi-paramétrique et obtenons les vitesses de convergence pour les estimateurs correspondants. Nous démontrons également que les vitesses de convergence sont quasi-optimales au sens minimax.},\\nkeywords = {Deconvolution, McKean–Vlasov SDEs, Mean field models, minimax bounds, Multi-agent learning, Semiparametric estimation},\\nyear = {2023},\\ndoi = {10.1214/22-AIHP1261},\\nURL = {https://doi.org/10.1214/22-AIHP1261}\\n}\\n\\n\",\"author_short\":[\"Belomestny, D.\",\"Pilipauskaitė, V.\",\"Podolskij, M.\"],\"key\":\"10.1214/22-AIHP1261\",\"id\":\"10.1214/22-AIHP1261\",\"bibbaseid\":\"belomestny-pilipauskait-podolskij-semiparametricestimationofmckeanvlasovsdes-2023\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1214/22-AIHP1261\"},\"keyword\":[\"Deconvolution\",\"McKean–Vlasov SDEs\",\"Mean field models\",\"minimax bounds\",\"Multi-agent learning\",\"Semiparametric estimation\"],\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Bender\"],\"firstnames\":[\"Christian\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Schoenmakers\"],\"firstnames\":[\"John\"],\"suffixes\":[]}],\"title\":\"Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization\",\"journal\":\"Mathematics of Operations Research\",\"volume\":\"0\",\"number\":\"0\",\"pages\":\"null\",\"year\":\"0\",\"doi\":\"10.1287/moor.2022.1306\",\"url\":\"https://doi.org/10.1287/moor.2022.1306\",\"eprint\":\"https://doi.org/10.1287/moor.2022.1306\",\"abstract\":\"In this paper, we consider optimal stopping problems in their dual form. In this way, the optimal stopping problem can be reformulated as a problem of stochastic average approximation (SAA) that can be solved via linear programming. By randomizing the initial value of the underlying process, we enforce solutions with zero variance while preserving the linear programming structure of the problem. A careful analysis of the randomized SAA algorithm shows that it enjoys favorable properties such as faster convergence rates and reduced complexity compared with the nonrandomized procedure. We illustrate the performance of our algorithm on several benchmark examples. \",\"bibtex\":\"@article{doi:10.1287/moor.2022.1306,\\nauthor = {Belomestny, Denis and Bender, Christian and Schoenmakers, John},\\ntitle = {Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization},\\njournal = {Mathematics of Operations Research},\\nvolume = {0},\\nnumber = {0},\\npages = {null},\\nyear = {0},\\ndoi = {10.1287/moor.2022.1306},\\nURL = {https://doi.org/10.1287/moor.2022.1306},\\neprint = {https://doi.org/10.1287/moor.2022.1306},\\nabstract = { In this paper, we consider optimal stopping problems in their dual form. In this way, the optimal stopping problem \\ncan be reformulated as a problem of stochastic average approximation (SAA) that can be solved via linear programming. \\nBy randomizing the initial value of the underlying process, we enforce solutions with zero variance while preserving the linear \\nprogramming structure of the problem. A careful analysis of the randomized SAA algorithm shows that it enjoys favorable properties \\nsuch as faster convergence rates and reduced complexity compared with the nonrandomized procedure. We illustrate the performance \\nof our algorithm on several benchmark examples. }\\n}\\n\\n\\n\\n\",\"author_short\":[\"Belomestny, D.\",\"Bender, C.\",\"Schoenmakers, J.\"],\"key\":\"doi:10.1287/moor.2022.1306\",\"id\":\"doi:10.1287/moor.2022.1306\",\"bibbaseid\":\"belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-0\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1287/moor.2022.1306\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"inproceedings\",\"type\":\"inproceedings\",\"title\":\"Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees\",\"author\":[{\"firstnames\":[\"Daniil\"],\"propositions\":[],\"lastnames\":[\"Tiapkin\"],\"suffixes\":[]},{\"firstnames\":[\"Denis\"],\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"suffixes\":[]},{\"firstnames\":[\"Daniele\"],\"propositions\":[],\"lastnames\":[\"Calandriello\"],\"suffixes\":[]},{\"firstnames\":[\"Eric\"],\"propositions\":[],\"lastnames\":[\"Moulines\"],\"suffixes\":[]},{\"firstnames\":[\"Remi\"],\"propositions\":[],\"lastnames\":[\"Munos\"],\"suffixes\":[]},{\"firstnames\":[\"Alexey\"],\"propositions\":[],\"lastnames\":[\"Naumov\"],\"suffixes\":[]},{\"firstnames\":[\"Mark\"],\"propositions\":[],\"lastnames\":[\"Rowland\"],\"suffixes\":[]},{\"firstnames\":[\"Michal\"],\"propositions\":[],\"lastnames\":[\"Valko\"],\"suffixes\":[]},{\"firstnames\":[\"Pierre\"],\"propositions\":[],\"lastnames\":[\"Menard\"],\"suffixes\":[]}],\"booktitle\":\"Advances in Neural Information Processing Systems\",\"editor\":[{\"firstnames\":[\"Alice\",\"H.\"],\"propositions\":[],\"lastnames\":[\"Oh\"],\"suffixes\":[]},{\"firstnames\":[\"Alekh\"],\"propositions\":[],\"lastnames\":[\"Agarwal\"],\"suffixes\":[]},{\"firstnames\":[\"Danielle\"],\"propositions\":[],\"lastnames\":[\"Belgrave\"],\"suffixes\":[]},{\"firstnames\":[\"Kyunghyun\"],\"propositions\":[],\"lastnames\":[\"Cho\"],\"suffixes\":[]}],\"year\":\"2022\",\"url\":\"https://openreview.net/forum?id=gvwDosudtyA\",\"bibtex\":\"@inproceedings{\\ntiapkin2022optimistic,\\ntitle={Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees},\\nauthor={Daniil Tiapkin and Denis Belomestny and Daniele Calandriello and Eric Moulines and Remi Munos and Alexey Naumov \\nand Mark Rowland and Michal Valko and Pierre Menard},\\nbooktitle={Advances in Neural Information Processing Systems},\\neditor={Alice H. Oh and Alekh Agarwal and Danielle Belgrave and Kyunghyun Cho},\\nyear={2022},\\nurl={https://openreview.net/forum?id=gvwDosudtyA}\\n}\\n\\n\",\"author_short\":[\"Tiapkin, D.\",\"Belomestny, D.\",\"Calandriello, D.\",\"Moulines, E.\",\"Munos, R.\",\"Naumov, A.\",\"Rowland, M.\",\"Valko, M.\",\"Menard, P.\"],\"editor_short\":[\"Oh, A. H.\",\"Agarwal, A.\",\"Belgrave, D.\",\"Cho, K.\"],\"key\":\"tiapkin2022optimistic\",\"id\":\"tiapkin2022optimistic\",\"bibbaseid\":\"tiapkin-belomestny-calandriello-moulines-munos-naumov-rowland-valko-etal-optimisticposteriorsamplingforreinforcementlearningwithfewsamplesandtightguarantees-2022\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://openreview.net/forum?id=gvwDosudtyA\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"inproceedings\",\"type\":\"inproceedings\",\"title\":\"From Dirichlet to Rubin: Optimistic Exploration in RL without Bonuses\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Tiapkin\"],\"firstnames\":[\"Daniil\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Moulines\"],\"firstnames\":[\"Eric\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Naumov\"],\"firstnames\":[\"Alexey\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Samsonov\"],\"firstnames\":[\"Sergey\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Tang\"],\"firstnames\":[\"Yunhao\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Valko\"],\"firstnames\":[\"Michal\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Menard\"],\"firstnames\":[\"Pierre\"],\"suffixes\":[]}],\"booktitle\":\"Proceedings of the 39th International Conference on Machine Learning\",\"pages\":\"21380–21431\",\"year\":\"2022\",\"editor\":[{\"propositions\":[],\"lastnames\":[\"Chaudhuri\"],\"firstnames\":[\"Kamalika\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Jegelka\"],\"firstnames\":[\"Stefanie\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Song\"],\"firstnames\":[\"Le\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Szepesvari\"],\"firstnames\":[\"Csaba\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Niu\"],\"firstnames\":[\"Gang\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Sabato\"],\"firstnames\":[\"Sivan\"],\"suffixes\":[]}],\"volume\":\"162\",\"series\":\"Proceedings of Machine Learning Research\",\"month\":\"17–23 Jul\",\"publisher\":\"PMLR\",\"pdf\":\"https://proceedings.mlr.press/v162/tiapkin22a/tiapkin22a.pdf\",\"url\":\"https://proceedings.mlr.press/v162/tiapkin22a.html\",\"abstract\":\"We propose the Bayes-UCBVI algorithm for reinforcement learning in tabular, stage-dependent, episodic Markov decision process: a natural extension of the Bayes-UCB algorithm by Kaufmann et al. 2012 for multi-armed bandits. Our method uses the quantile of a Q-value function posterior as upper confidence bound on the optimal Q-value function. For Bayes-UCBVI, we prove a regret bound of order $\\\\widetilde{\\\\mathcal{O}}(\\\\sqrt{H^3SAT})$ where $H$ is the length of one episode, $S$ is the number of states, $A$ the number of actions, $T$ the number of episodes, that matches the lower-bound of $Ω(\\\\sqrt{H^3SAT})$ up to poly-$łog$ terms in $H,S,A,T$ for a large enough $T$. To the best of our knowledge, this is the first algorithm that obtains an optimal dependence on the horizon $H$ (and $S$) <em>without the need of an involved Bernstein-like bonus or noise.</em> Crucial to our analysis is a new fine-grained anti-concentration bound for a weighted Dirichlet sum that can be of independent interest. We then explain how Bayes-UCBVI can be easily extended beyond the tabular setting, exhibiting a strong link between our algorithm and Bayesian bootstrap (Rubin,1981).\",\"bibtex\":\"@InProceedings{pmlr-v162-tiapkin22a,\\n  title = \\t {From {D}irichlet to Rubin: Optimistic Exploration in {RL} without Bonuses},\\n  author =       {Tiapkin, Daniil and Belomestny, Denis and Moulines, Eric and Naumov, Alexey and Samsonov, Sergey and Tang, Yunhao and Valko, Michal and Menard, Pierre},\\n  booktitle = \\t {Proceedings of the 39th International Conference on Machine Learning},\\n  pages = \\t {21380--21431},\\n  year = \\t {2022},\\n  editor = \\t {Chaudhuri, Kamalika and Jegelka, Stefanie and Song, Le and Szepesvari, Csaba and Niu, Gang and Sabato, Sivan},\\n  volume = \\t {162},\\n  series = \\t {Proceedings of Machine Learning Research},\\n  month = \\t {17--23 Jul},\\n  publisher =    {PMLR},\\n  pdf = \\t {https://proceedings.mlr.press/v162/tiapkin22a/tiapkin22a.pdf},\\n  url = \\t {https://proceedings.mlr.press/v162/tiapkin22a.html},\\n  abstract = \\t {We propose the Bayes-UCBVI algorithm for reinforcement learning in tabular, stage-dependent, episodic Markov decision process: a natural extension of the Bayes-UCB algorithm by Kaufmann et al. 2012 for multi-armed bandits. Our method uses the quantile of a Q-value function posterior as upper confidence bound on the optimal Q-value function. For Bayes-UCBVI, we prove a regret bound of order $\\\\widetilde{\\\\mathcal{O}}(\\\\sqrt{H^3SAT})$ where $H$ is the length of one episode, $S$ is the number of states, $A$ the number of actions, $T$ the number of episodes, that matches the lower-bound of $\\\\Omega(\\\\sqrt{H^3SAT})$ up to poly-$\\\\log$ terms in $H,S,A,T$ for a large enough $T$. To the best of our knowledge, this is the first algorithm that obtains an optimal dependence on the horizon $H$ (and $S$) <em>without the need of an involved Bernstein-like bonus or noise.</em> Crucial to our analysis is a new fine-grained anti-concentration bound for a weighted Dirichlet sum that can be of independent interest. We then explain how Bayes-UCBVI can be easily extended beyond the tabular setting, exhibiting a strong link between our algorithm and Bayesian bootstrap (Rubin,1981).}\\n}\\n\\n\",\"author_short\":[\"Tiapkin, D.\",\"Belomestny, D.\",\"Moulines, E.\",\"Naumov, A.\",\"Samsonov, S.\",\"Tang, Y.\",\"Valko, M.\",\"Menard, P.\"],\"editor_short\":[\"Chaudhuri, K.\",\"Jegelka, S.\",\"Song, L.\",\"Szepesvari, C.\",\"Niu, G.\",\"Sabato, S.\"],\"key\":\"pmlr-v162-tiapkin22a\",\"id\":\"pmlr-v162-tiapkin22a\",\"bibbaseid\":\"tiapkin-belomestny-moulines-naumov-samsonov-tang-valko-menard-fromdirichlettorubinoptimisticexplorationinrlwithoutbonuses-2022\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://proceedings.mlr.press/v162/tiapkin22a.html\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Hübner\"],\"firstnames\":[\"Tobias\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Krätschmer\"],\"firstnames\":[\"Volker\"],\"suffixes\":[]}],\"title\":\"Solving optimal stopping problems under model uncertainty via empirical dual optimisation\",\"journal\":\"Finance Stoch.\",\"fjournal\":\"Finance and Stochastics\",\"volume\":\"26\",\"year\":\"2022\",\"number\":\"3\",\"pages\":\"461–503\",\"issn\":\"0949-2984\",\"mrclass\":\"60G40 (60G17 90C47 91G20)\",\"mrnumber\":\"4447251\",\"doi\":\"10.1007/s00780-022-00480-z\",\"url\":\"https://doi.org/10.1007/s00780-022-00480-z\",\"bibtex\":\"@article {MR4447251,\\n    AUTHOR = {Belomestny, Denis and H\\\\\\\"{u}bner, Tobias and Kr\\\\\\\"{a}tschmer, Volker},\\n     TITLE = {Solving optimal stopping problems under model uncertainty via\\n              empirical dual optimisation},\\n   JOURNAL = {Finance Stoch.},\\n  FJOURNAL = {Finance and Stochastics},\\n    VOLUME = {26},\\n      YEAR = {2022},\\n    NUMBER = {3},\\n     PAGES = {461--503},\\n      ISSN = {0949-2984},\\n   MRCLASS = {60G40 (60G17 90C47 91G20)},\\n  MRNUMBER = {4447251},\\n       DOI = {10.1007/s00780-022-00480-z},\\n       URL = {https://doi.org/10.1007/s00780-022-00480-z},\\n}\\n\\t\\n\\n\",\"author_short\":[\"Belomestny, D.\",\"Hübner, T.\",\"Krätschmer, V.\"],\"key\":\"MR4447251\",\"id\":\"MR4447251\",\"bibbaseid\":\"belomestny-hbner-krtschmer-solvingoptimalstoppingproblemsundermodeluncertaintyviaempiricaldualoptimisation-2022\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1007/s00780-022-00480-z\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Krymova\"],\"firstnames\":[\"Ekaterina\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Polbin\"],\"firstnames\":[\"Andrey\"],\"suffixes\":[]}],\"title\":\"Bayesian TVP-VARX models with time invariant long-run multipliers\",\"year\":\"2021\",\"journal\":\"Economic Modelling\",\"volume\":\"101\",\"doi\":\"10.1016/j.econmod.2021.105531\",\"url\":\"https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&doi=10.1016%2fj.econmod.2021.105531&partnerID=40&md5=8eba1fa5d6c975ae482650c4c09cada0\",\"publication_stage\":\"Final\",\"note\":\"Q1 quartile\",\"bibtex\":\"@ARTICLE{Belomestny2021,\\n\\tauthor = {Belomestny, Denis and Krymova, Ekaterina and Polbin, Andrey},\\n\\ttitle = {Bayesian TVP-VARX models with time invariant long-run multipliers},\\n\\tyear = {2021},\\n\\tjournal = {Economic Modelling},\\n\\tvolume = {101},\\n\\tdoi = {10.1016/j.econmod.2021.105531},\\n\\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&doi=10.1016%2fj.econmod.2021.105531&partnerID=40&md5=8eba1fa5d6c975ae482650c4c09cada0},\\n\\tpublication_stage = {Final},\\n\\tnote={ Q1 quartile}\\n}\\n\\n\",\"author_short\":[\"Belomestny, D.\",\"Krymova, E.\",\"Polbin, A.\"],\"key\":\"Belomestny2021\",\"id\":\"Belomestny2021\",\"bibbaseid\":\"belomestny-krymova-polbin-bayesiantvpvarxmodelswithtimeinvariantlongrunmultipliers-2021\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&doi=10.1016%2fj.econmod.2021.105531&partnerID=40&md5=8eba1fa5d6c975ae482650c4c09cada0\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":4,\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Gauer\"],\"firstnames\":[\"Johannes\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Nagathil\"],\"firstnames\":[\"Anil\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Eckel\"],\"firstnames\":[\"Kai\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Martin\"],\"firstnames\":[\"Rainer\"],\"suffixes\":[]}],\"title\":\"A versatile deep-neural-network-based music preprocessing and remixing scheme for cochlear implant listeners\",\"year\":\"2022\",\"journal\":\"Journal of the Acoustical Society of America\",\"volume\":\"151\",\"number\":\"5\",\"pages\":\"2975 – 2986\",\"doi\":\"10.1121/10.0010371\",\"url\":\"https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130096784&doi=10.1121%2f10.0010371&partnerID=40&md5=216e0907dbaad8513f25b1c64d1f1c31\",\"publication_stage\":\"Final\",\"note\":\"Q1 quartile\",\"bibtex\":\"@ARTICLE{Gauer20222975,\\n\\tauthor = {Gauer, Johannes and Nagathil, Anil and Eckel, Kai and Belomestny, Denis and Martin, Rainer},\\n\\ttitle = {A versatile deep-neural-network-based music preprocessing and remixing scheme for cochlear implant listeners},\\n\\tyear = {2022},\\n\\tjournal = {Journal of the Acoustical Society of America},\\n\\tvolume = {151},\\n\\tnumber = {5},\\n\\tpages = {2975 – 2986},\\n\\tdoi = {10.1121/10.0010371},\\n\\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130096784&doi=10.1121%2f10.0010371&partnerID=40&md5=216e0907dbaad8513f25b1c64d1f1c31},\\n\\tpublication_stage = {Final},\\n\\tnote={ Q1 quartile}\\n}\\n\\n\\n\",\"author_short\":[\"Gauer, J.\",\"Nagathil, A.\",\"Eckel, K.\",\"Belomestny, D.\",\"Martin, R.\"],\"key\":\"Gauer20222975\",\"id\":\"Gauer20222975\",\"bibbaseid\":\"gauer-nagathil-eckel-belomestny-martin-aversatiledeepneuralnetworkbasedmusicpreprocessingandremixingschemeforcochlearimplantlisteners-2022\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130096784&doi=10.1121%2f10.0010371&partnerID=40&md5=216e0907dbaad8513f25b1c64d1f1c31\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Iosipoi\"],\"firstnames\":[\"Leonid\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Paris\"],\"firstnames\":[\"Quentin\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Zhivotovskiy\"],\"firstnames\":[\"Nikita\"],\"suffixes\":[]}],\"title\":\"Empirical variance minimization with applications in variance reduction and optimal control\",\"journal\":\"Bernoulli\",\"fjournal\":\"Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability\",\"volume\":\"28\",\"year\":\"2022\",\"number\":\"2\",\"pages\":\"1382–1407\",\"issn\":\"1350-7265\",\"mrclass\":\"65C20 (65K10 90C25 90C48)\",\"mrnumber\":\"4388942\",\"doi\":\"10.3150/21-bej1392\",\"url\":\"https://doi.org/10.3150/21-bej1392\",\"note\":\"Q1 quartile\",\"bibtex\":\"@article {MR4388942,\\n    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid and Paris, Quentin and\\n              Zhivotovskiy, Nikita},\\n     TITLE = {Empirical variance minimization with applications in variance\\n              reduction and optimal control},\\n   JOURNAL = {Bernoulli},\\n  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for\\n              Mathematical Statistics and Probability},\\n    VOLUME = {28},\\n      YEAR = {2022},\\n    NUMBER = {2},\\n     PAGES = {1382--1407},\\n      ISSN = {1350-7265},\\n   MRCLASS = {65C20 (65K10 90C25 90C48)},\\n  MRNUMBER = {4388942},\\n       DOI = {10.3150/21-bej1392},\\n       URL = {https://doi.org/10.3150/21-bej1392},\\n       note={ Q1 quartile}\\n}\\n\\n\\n\\n\\n\\t\\t\\n\",\"author_short\":[\"Belomestny, D.\",\"Iosipoi, L.\",\"Paris, Q.\",\"Zhivotovskiy, N.\"],\"key\":\"MR4388942\",\"id\":\"MR4388942\",\"bibbaseid\":\"belomestny-iosipoi-paris-zhivotovskiy-empiricalvarianceminimizationwithapplicationsinvariancereductionandoptimalcontrol-2022\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.3150/21-bej1392\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":3,\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Bayer\"],\"firstnames\":[\"Christian\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Hager\"],\"firstnames\":[\"Paul\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Pigato\"],\"firstnames\":[\"Paolo\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Schoenmakers\"],\"firstnames\":[\"John\"],\"suffixes\":[]}],\"title\":\"Randomized optimal stopping algorithms and their convergence analysis\",\"journal\":\"SIAM J. Financial Math.\",\"fjournal\":\"SIAM Journal on Financial Mathematics\",\"volume\":\"12\",\"year\":\"2021\",\"number\":\"3\",\"pages\":\"1201–1225\",\"mrclass\":\"91G60 (60G40 60J05 65C05 65C30)\",\"mrnumber\":\"4309858\",\"mrreviewer\":\"Mahdieh Tahmasebi\",\"doi\":\"10.1137/20M1373876\",\"url\":\"https://doi.org/10.1137/20M1373876\",\"note\":\"Q1 quartile\",\"bibtex\":\"@article {MR4309858,\\n    AUTHOR = {Bayer, Christian and Belomestny, Denis and Hager, Paul and\\n              Pigato, Paolo and Schoenmakers, John},\\n     TITLE = {Randomized optimal stopping algorithms and their convergence\\n              analysis},\\n   JOURNAL = {SIAM J. Financial Math.},\\n  FJOURNAL = {SIAM Journal on Financial Mathematics},\\n    VOLUME = {12},\\n      YEAR = {2021},\\n    NUMBER = {3},\\n     PAGES = {1201--1225},\\n   MRCLASS = {91G60 (60G40 60J05 65C05 65C30)},\\n  MRNUMBER = {4309858},\\nMRREVIEWER = {Mahdieh Tahmasebi},\\n       DOI = {10.1137/20M1373876},\\n       URL = {https://doi.org/10.1137/20M1373876},\\n       note={Q1 quartile}\\n}\\n\\t\\t\\n\\n\",\"author_short\":[\"Bayer, C.\",\"Belomestny, D.\",\"Hager, P.\",\"Pigato, P.\",\"Schoenmakers, J.\"],\"key\":\"MR4309858\",\"id\":\"MR4309858\",\"bibbaseid\":\"bayer-belomestny-hager-pigato-schoenmakers-randomizedoptimalstoppingalgorithmsandtheirconvergenceanalysis-2021\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1137/20M1373876\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":1,\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Goldenshluger\"],\"firstnames\":[\"Alexander\"],\"suffixes\":[]}],\"title\":\"Density deconvolution under general assumptions on the distribution of measurement errors\",\"journal\":\"Ann. Statist.\",\"fjournal\":\"The Annals of Statistics\",\"volume\":\"49\",\"year\":\"2021\",\"number\":\"2\",\"pages\":\"615–649\",\"issn\":\"0090-5364\",\"mrclass\":\"62G07 (62G20)\",\"mrnumber\":\"4255101\",\"doi\":\"10.1214/20-aos1969\",\"url\":\"https://doi.org/10.1214/20-aos1969\",\"bibtex\":\"@article {MR4255101,\\n    AUTHOR = {Belomestny, Denis and Goldenshluger, Alexander},\\n     TITLE = {Density deconvolution under general assumptions on the\\n              distribution of measurement errors},\\n   JOURNAL = {Ann. Statist.},\\n  FJOURNAL = {The Annals of Statistics},\\n    VOLUME = {49},\\n      YEAR = {2021},\\n    NUMBER = {2},\\n     PAGES = {615--649},\\n      ISSN = {0090-5364},\\n   MRCLASS = {62G07 (62G20)},\\n  MRNUMBER = {4255101},\\n       DOI = {10.1214/20-aos1969},\\n       URL = {https://doi.org/10.1214/20-aos1969},\\n}\\n\\t\\t\\n\",\"author_short\":[\"Belomestny, D.\",\"Goldenshluger, A.\"],\"key\":\"MR4255101\",\"id\":\"MR4255101\",\"bibbaseid\":\"belomestny-goldenshluger-densitydeconvolutionundergeneralassumptionsonthedistributionofmeasurementerrors-2021\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1214/20-aos1969\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Iosipoi\"],\"firstnames\":[\"Leonid\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Moulines\"],\"firstnames\":[\"Eric\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Naumov\"],\"firstnames\":[\"Alexey\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Samsonov\"],\"firstnames\":[\"Sergey\"],\"suffixes\":[]}],\"title\":\"Variance reduction for dependent sequences with applications to stochastic gradient MCMC\",\"journal\":\"SIAM/ASA J. Uncertain. Quantif.\",\"fjournal\":\"SIAM/ASA Journal on Uncertainty Quantification\",\"volume\":\"9\",\"year\":\"2021\",\"number\":\"2\",\"pages\":\"507–535\",\"mrclass\":\"60J20 (65C40 65C60)\",\"mrnumber\":\"4252078\",\"doi\":\"10.1137/19M1301199\",\"url\":\"https://doi.org/10.1137/19M1301199\",\"bibtex\":\"@article {MR4252078,\\n    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid and Moulines, Eric and\\n              Naumov, Alexey and Samsonov, Sergey},\\n     TITLE = {Variance reduction for dependent sequences with applications\\n              to stochastic gradient {MCMC}},\\n   JOURNAL = {SIAM/ASA J. Uncertain. Quantif.},\\n  FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification},\\n    VOLUME = {9},\\n      YEAR = {2021},\\n    NUMBER = {2},\\n     PAGES = {507--535},\\n   MRCLASS = {60J20 (65C40 65C60)},\\n  MRNUMBER = {4252078},\\n       DOI = {10.1137/19M1301199},\\n       URL = {https://doi.org/10.1137/19M1301199},\\n}\\n\\t\\t\\n\",\"author_short\":[\"Belomestny, D.\",\"Iosipoi, L.\",\"Moulines, E.\",\"Naumov, A.\",\"Samsonov, S.\"],\"key\":\"MR4252078\",\"id\":\"MR4252078\",\"bibbaseid\":\"belomestny-iosipoi-moulines-naumov-samsonov-variancereductionfordependentsequenceswithapplicationstostochasticgradientmcmc-2021\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1137/19M1301199\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":1,\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Iosipoi\"],\"firstnames\":[\"Leonid\"],\"suffixes\":[]}],\"title\":\"Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity\",\"journal\":\"Math. Comput. Simulation\",\"fjournal\":\"Mathematics and Computers in Simulation\",\"volume\":\"181\",\"year\":\"2021\",\"pages\":\"351–363\",\"issn\":\"0378-4754\",\"mrclass\":\"65C05 (60E10 60G51 60J22)\",\"mrnumber\":\"4162384\",\"doi\":\"10.1016/j.matcom.2020.10.005\",\"url\":\"https://doi.org/10.1016/j.matcom.2020.10.005\",\"bibtex\":\"@article {MR4162384,\\n    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid},\\n     TITLE = {Fourier transform {MCMC}, heavy-tailed distributions, and\\n              geometric ergodicity},\\n   JOURNAL = {Math. Comput. Simulation},\\n  FJOURNAL = {Mathematics and Computers in Simulation},\\n    VOLUME = {181},\\n      YEAR = {2021},\\n     PAGES = {351--363},\\n      ISSN = {0378-4754},\\n   MRCLASS = {65C05 (60E10 60G51 60J22)},\\n  MRNUMBER = {4162384},\\n       DOI = {10.1016/j.matcom.2020.10.005},\\n       URL = {https://doi.org/10.1016/j.matcom.2020.10.005},\\n}\\n\\t\\t\\n\",\"author_short\":[\"Belomestny, D.\",\"Iosipoi, L.\"],\"key\":\"MR4162384\",\"id\":\"MR4162384\",\"bibbaseid\":\"belomestny-iosipoi-fouriertransformmcmcheavytaileddistributionsandgeometricergodicity-2021\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1016/j.matcom.2020.10.005\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":3,\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Kaledin\"],\"firstnames\":[\"Maxim\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Schoenmakers\"],\"firstnames\":[\"John\"],\"suffixes\":[]}],\"title\":\"Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm\",\"journal\":\"Math. Finance\",\"fjournal\":\"Mathematical Finance. An International Journal of Mathematics, Statistics and Financial Economics\",\"volume\":\"30\",\"year\":\"2020\",\"number\":\"4\",\"pages\":\"1591–1616\",\"issn\":\"0960-1627\",\"mrclass\":\"91G60 (60G40 60H30 91G20)\",\"mrnumber\":\"4154780\",\"doi\":\"10.1111/mafi.12271\",\"url\":\"https://doi.org/10.1111/mafi.12271\",\"bibtex\":\"@article {MR4154780,\\n    AUTHOR = {Belomestny, Denis and Kaledin, Maxim and Schoenmakers, John},\\n     TITLE = {Semitractability of optimal stopping problems via a weighted\\n              stochastic mesh algorithm},\\n   JOURNAL = {Math. Finance},\\n  FJOURNAL = {Mathematical Finance. An International Journal of Mathematics,\\n              Statistics and Financial Economics},\\n    VOLUME = {30},\\n      YEAR = {2020},\\n    NUMBER = {4},\\n     PAGES = {1591--1616},\\n      ISSN = {0960-1627},\\n   MRCLASS = {91G60 (60G40 60H30 91G20)},\\n  MRNUMBER = {4154780},\\n       DOI = {10.1111/mafi.12271},\\n       URL = {https://doi.org/10.1111/mafi.12271},\\n}\\n\\n\",\"author_short\":[\"Belomestny, D.\",\"Kaledin, M.\",\"Schoenmakers, J.\"],\"key\":\"MR4154780\",\"id\":\"MR4154780\",\"bibbaseid\":\"belomestny-kaledin-schoenmakers-semitractabilityofoptimalstoppingproblemsviaaweightedstochasticmeshalgorithm-2020\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1111/mafi.12271\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"D.\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Iosipoi\"],\"firstnames\":[\"L.\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Moulines\"],\"firstnames\":[\"E.\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Naumov\"],\"firstnames\":[\"A.\"],\"suffixes\":[]},{\"propositions\":[],\"lastnames\":[\"Samsonov\"],\"firstnames\":[\"S.\"],\"suffixes\":[]}],\"title\":\"Variance reduction for Markov chains with application to MCMC\",\"journal\":\"Stat. Comput.\",\"fjournal\":\"Statistics and Computing\",\"volume\":\"30\",\"year\":\"2020\",\"number\":\"4\",\"pages\":\"973–997\",\"issn\":\"0960-3174\",\"mrclass\":\"60J10 (60B10 60J22 62F15 62M05 65C05)\",\"mrnumber\":\"4108687\",\"doi\":\"10.1007/s11222-020-09931-z\",\"url\":\"https://doi.org/10.1007/s11222-020-09931-z\",\"bibtex\":\"@article {MR4108687,\\n    AUTHOR = {Belomestny, D. and Iosipoi, L. and Moulines, E. and Naumov, A.\\n              and Samsonov, S.},\\n     TITLE = {Variance reduction for {M}arkov chains with application to\\n              {MCMC}},\\n   JOURNAL = {Stat. 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Math. Anal. Appl.\",\"fjournal\":\"Journal of Mathematical Analysis and Applications\",\"volume\":\"490\",\"year\":\"2020\",\"number\":\"1\",\"pages\":\"124236, 45\",\"issn\":\"0022-247X\",\"mrclass\":\"60L20 (35K10 35R60 62G08 65C05 65M99)\",\"mrnumber\":\"4100851\",\"doi\":\"10.1016/j.jmaa.2020.124236\",\"url\":\"https://doi.org/10.1016/j.jmaa.2020.124236\",\"bibtex\":\"@article {MR4100851,\\n    AUTHOR = {Bayer, Christian and Belomestny, Denis and Redmann, Martin and\\n              Riedel, Sebastian and Schoenmakers, John},\\n     TITLE = {Solving linear parabolic rough partial differential equations},\\n   JOURNAL = {J. Math. Anal. 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Mathematical and General\",\"volume\":\"36\",\"year\":\"2003\",\"number\":\"45\",\"pages\":\"11369–11383\",\"issn\":\"0305-4470\",\"mrclass\":\"90B20\",\"mrnumber\":\"2025043\",\"doi\":\"10.1088/0305-4470/36/45/001\",\"url\":\"https://doi.org/10.1088/0305-4470/36/45/001\",\"bibtex\":\"@article {MR2025043,\\n    AUTHOR = {Belomestny, D. and Jentsch, V. and Schreckenberg, M.},\\n     TITLE = {Completion and continuation of nonlinear traffic time series:\\n              a probabilistic approach},\\n   JOURNAL = {J. Phys. A},\\n  FJOURNAL = {Journal of Physics. A. 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Univ. Ser. I Mat. Mekh.\",\"fjournal\":\"Vestnik Moskovskogo Universiteta. Seriya I. Matematika, Mekhanika\",\"year\":\"2003\",\"number\":\"2\",\"pages\":\"3–8, 64\",\"issn\":\"0579-9368\",\"mrclass\":\"60E05 (62E10)\",\"mrnumber\":\"2006660\",\"mrreviewer\":\"S. G. Maloshevskiĭ\",\"bibtex\":\"@article {MR2006660,\\n    AUTHOR = {Belomestny\\\\u{\\\\i}, D. V. and Prokhorov, A. V.},\\n     TITLE = {On the problem of reconstructing the general distribution from\\n              the distribution of a linear statistic},\\n   JOURNAL = {Vestnik Moskov. Univ. Ser. I Mat. Mekh.},\\n  FJOURNAL = {Vestnik Moskovskogo Universiteta. Seriya I. Matematika,\\n              Mekhanika},\\n      YEAR = {2003},\\n    NUMBER = {2},\\n     PAGES = {3--8, 64},\\n      ISSN = {0579-9368},\\n   MRCLASS = {60E05 (62E10)},\\n  MRNUMBER = {2006660},\\nMRREVIEWER = {S. G. Maloshevski\\\\u{\\\\i}},\\n}\\n\\t\\t\\n\",\"author_short\":[\"Belomestnyĭ, D. V.\",\"Prokhorov, A. V.\"],\"key\":\"MR2006660\",\"id\":\"MR2006660\",\"bibbaseid\":\"belomestny-prokhorov-ontheproblemofreconstructingthegeneraldistributionfromthedistributionofalinearstatistic-2003\",\"role\":\"author\",\"urls\":{},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":0,\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestny\"],\"firstnames\":[\"Denis\"],\"suffixes\":[]}],\"title\":\"Constraints on distributions imposed by properties of linear forms\",\"journal\":\"ESAIM Probab. Stat.\",\"fjournal\":\"ESAIM. Probability and Statistics\",\"volume\":\"7\",\"year\":\"2003\",\"pages\":\"313–328\",\"issn\":\"1292-8100\",\"mrclass\":\"62E10 (60E10)\",\"mrnumber\":\"1987791\",\"mrreviewer\":\"Célestin C. Kokonendji\",\"doi\":\"10.1051/ps:2003014\",\"url\":\"https://doi.org/10.1051/ps:2003014\",\"bibtex\":\"@article {MR1987791,\\n    AUTHOR = {Belomestny, Denis},\\n     TITLE = {Constraints on distributions imposed by properties of linear\\n              forms},\\n   JOURNAL = {ESAIM Probab. Stat.},\\n  FJOURNAL = {ESAIM. Probability and Statistics},\\n    VOLUME = {7},\\n      YEAR = {2003},\\n     PAGES = {313--328},\\n      ISSN = {1292-8100},\\n   MRCLASS = {62E10 (60E10)},\\n  MRNUMBER = {1987791},\\nMRREVIEWER = {C\\\\'{e}lestin C. Kokonendji},\\n       DOI = {10.1051/ps:2003014},\\n       URL = {https://doi.org/10.1051/ps:2003014},\\n}\\n\\t\\t\\n\",\"author_short\":[\"Belomestny, D.\"],\"key\":\"MR1987791\",\"id\":\"MR1987791\",\"bibbaseid\":\"belomestny-constraintsondistributionsimposedbypropertiesoflinearforms-2003\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1051/ps:2003014\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":0,\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestnyĭ\"],\"firstnames\":[\"D.\",\"V.\"],\"suffixes\":[]}],\"title\":\"On the reconstruction of a distribution of summands from the distribution of the sum\",\"journal\":\"Teor. Veroyatnost. i Primenen.\",\"fjournal\":\"Rossiĭskaya Akademiya Nauk. Teoriya Veroyatnosteĭ i ee Primeneniya\",\"volume\":\"46\",\"year\":\"2001\",\"number\":\"2\",\"pages\":\"366–370\",\"issn\":\"0040-361X\",\"mrclass\":\"60E05\",\"mrnumber\":\"1968691\",\"mrreviewer\":\"Dominik Szynal\",\"doi\":\"10.1137/S0040585X97978968\",\"url\":\"https://doi.org/10.1137/S0040585X97978968\",\"bibtex\":\"@article {MR1968691,\\n    AUTHOR = {Belomestny\\\\u{\\\\i}, D. V.},\\n     TITLE = {On the reconstruction of a distribution of summands from the\\n              distribution of the sum},\\n   JOURNAL = {Teor. Veroyatnost. i Primenen.},\\n  FJOURNAL = {Rossi\\\\u{\\\\i}skaya Akademiya Nauk. Teoriya Veroyatnoste\\\\u{\\\\i} i ee\\n              Primeneniya},\\n    VOLUME = {46},\\n      YEAR = {2001},\\n    NUMBER = {2},\\n     PAGES = {366--370},\\n      ISSN = {0040-361X},\\n   MRCLASS = {60E05},\\n  MRNUMBER = {1968691},\\nMRREVIEWER = {Dominik Szynal},\\n       DOI = {10.1137/S0040585X97978968},\\n       URL = {https://doi.org/10.1137/S0040585X97978968},\\n}\\n\\t\\t\\n\",\"author_short\":[\"Belomestnyĭ, D. V.\"],\"key\":\"MR1968691\",\"id\":\"MR1968691\",\"bibbaseid\":\"belomestny-onthereconstructionofadistributionofsummandsfromthedistributionofthesum-2001\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1137/S0040585X97978968\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":0,\"html\":\"\"},{\"bibtype\":\"inproceedings\",\"type\":\"inproceedings\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestnyi\"],\"firstnames\":[\"D.\",\"V.\"],\"suffixes\":[]}],\"title\":\"On the problem of characterizing the distribution of random variables by the distribution of their sum\",\"booktitle\":\"Proceedings of the Seminar on Stability Problems for Stochastic Models, Part I (Eger, 2001)\",\"journal\":\"J. Math. Sci. (New York)\",\"fjournal\":\"Journal of Mathematical Sciences (New York)\",\"volume\":\"111\",\"year\":\"2002\",\"number\":\"3\",\"pages\":\"3498–3504\",\"issn\":\"1072-3374\",\"mrclass\":\"60E05 (62E10)\",\"mrnumber\":\"1945192\",\"mrreviewer\":\"Slobodanka Janković\",\"doi\":\"10.1023/A:1016174813331\",\"url\":\"https://doi.org/10.1023/A:1016174813331\",\"bibtex\":\"@inproceedings {MR1945192,\\n    AUTHOR = {Belomestnyi, D. V.},\\n     TITLE = {On the problem of characterizing the distribution of random\\n              variables by the distribution of their sum},\\n BOOKTITLE = {Proceedings of the {S}eminar on {S}tability {P}roblems for\\n              {S}tochastic {M}odels, {P}art {I} ({E}ger, 2001)},\\n   JOURNAL = {J. Math. Sci. (New York)},\\n  FJOURNAL = {Journal of Mathematical Sciences (New York)},\\n    VOLUME = {111},\\n      YEAR = {2002},\\n    NUMBER = {3},\\n     PAGES = {3498--3504},\\n      ISSN = {1072-3374},\\n   MRCLASS = {60E05 (62E10)},\\n  MRNUMBER = {1945192},\\nMRREVIEWER = {Slobodanka Jankovi\\\\'{c}},\\n       DOI = {10.1023/A:1016174813331},\\n       URL = {https://doi.org/10.1023/A:1016174813331},\\n}\\n\\t\\t\\n\",\"author_short\":[\"Belomestnyi, D. V.\"],\"key\":\"MR1945192\",\"id\":\"MR1945192\",\"bibbaseid\":\"belomestnyi-ontheproblemofcharacterizingthedistributionofrandomvariablesbythedistributionoftheirsum-2002\",\"role\":\"author\",\"urls\":{\"Paper\":\"https://doi.org/10.1023/A:1016174813331\"},\"metadata\":{\"authorlinks\":{\"belomestny, d\":\"https://denbel.github.io/Publications\"}},\"downloads\":0,\"html\":\"\"},{\"bibtype\":\"article\",\"type\":\"article\",\"author\":[{\"propositions\":[],\"lastnames\":[\"Belomestnyĭ\"],\"firstnames\":[\"D.\",\"V.\"],\"suffixes\":[]}],\"title\":\"On the problem of reconstructing the general distribution from the distribution of the maximum\",\"journal\":\"Dokl. Akad. Nauk\",\"fjournal\":\"Rossiĭskaya Akademiya Nauk. Doklady Akademii Nauk\",\"volume\":\"379\",\"year\":\"2001\",\"number\":\"1\",\"pages\":\"7–8\",\"issn\":\"0869-5652\",\"mrclass\":\"60E05 (62E10)\",\"mrnumber\":\"1863837\",\"mrreviewer\":\"M. 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    Author = {Belomestny, Denis and van der Meulen, Frank and Spreij, Peter},
    Title = {Nonparametric {Bayesian} inference for stochastic processes with piecewise constant priors},
    BookTitle = {2021--2022 MATRIX annals},
    ISBN = {978-3-031-47416-3; 978-3-031-47419-4; 978-3-031-47417-0},
    Pages = {527--568},
    Year = {2024},
    Publisher = {Cham: Springer},
    Language = {English},
    DOI = {10.1007/978-3-031-47417-0_28},
    Keywords = {62G20,62M05},
    zbMATH = {7936628}
}



@Article{zbMATH07929392,
    Author = {Belomestny, Denis and Morozova, Ekaterina and Panov, Vladimir},
    Title = {Nonparametric statistical inference for compound models},
    FJournal = {Statistics},
    Journal = {Statistics},
    ISSN = {0233-1888},
    Volume = {58},
    Number = {4},
    Pages = {943--960},
    Year = {2024},
    Language = {English},
    DOI = {10.1080/02331888.2024.2382726},
    Keywords = {62G05,62G20},
    zbMATH = {7929392}
}



@Article{zbMATH07927023,
    Author = {Bayer, Christian and Belomestny, Denis and Butkovsky, Oleg and Schoenmakers, John},
    Title = {A reproducing kernel {Hilbert} space approach to singular local stochastic volatility {McKean}-{Vlasov} models},
    FJournal = {Finance and Stochastics},
    Journal = {Finance Stoch.},
    ISSN = {0949-2984},
    Volume = {28},
    Number = {4},
    Pages = {1147--1178},
    Year = {2024},
    Language = {English},
    DOI = {10.1007/s00780-024-00541-5},
    Keywords = {91G20,65C30,46E22},
    zbMATH = {7927023}
}



@Article{zbMATH07833546,
    Author = {Belomestny, Denis and Goldman, Artur and Naumov, Alexey and Samsonov, Sergey},
    Title = {Theoretical guarantees for neural control variates in {MCMC}},
    FJournal = {Mathematics and Computers in Simulation},
    Journal = {Math. Comput. Simul.},
    ISSN = {0378-4754},
    Volume = {220},
    Pages = {382--405},
    Year = {2024},
    Language = {English},
    DOI = {10.1016/j.matcom.2024.01.019},
    Keywords = {65C05,68T07,60J22},
    zbMATH = {7833546},
    Zbl = {1540.65003}
}



@Article{zbMATH07806777,
    Author = {Belomestny, Denis and Schoenmakers, John},
    Title = {Primal-dual regression approach for {Markov} decision processes with general state and action spaces},
    FJournal = {SIAM Journal on Control and Optimization},
    Journal = {SIAM J. Control Optim.},
    ISSN = {0363-0129},
    Volume = {62},
    Number = {1},
    Pages = {650--679},
    Year = {2024},
    Language = {English},
    DOI = {10.1137/22M1526010},
    Keywords = {90C40,65C05,62G08},
    zbMATH = {7806777},
    Zbl = {1539.90133}
}


@article{JMLR:v25:23-0062,
  author  = {Nikita Puchkin and Sergey Samsonov and Denis Belomestny and Eric Moulines and Alexey Naumov},
  title   = {Rates of convergence for density estimation with generative adversarial networks},
  journal = {Journal of Machine Learning Research},
  year    = {2024},
  volume  = {25},
  number  = {29},
  pages   = {1--47},
  url     = {http://jmlr.org/papers/v25/23-0062.html}
}



@Article{zbMATH07814995,
    Author = {Belomestny, Denis and Morozova, Ekaterina and Panov, Vladimir},
    Title = {Statistical inference for scale mixture models via {Mellin} transform approach},
    FJournal = {Statistics},
    Journal = {Statistics},
    ISSN = {0233-1888},
    Volume = {58},
    Number = {1},
    Pages = {209--229},
    Year = {2024},
    Language = {English},
    DOI = {10.1080/02331888.2024.2309991},
    Keywords = {62G05,62G20,65C20},
    zbMATH = {7814995}
}



@Article{zbMATH07806777,
    Author = {Belomestny, Denis and Schoenmakers, John},
    Title = {Primal-dual regression approach for {Markov} decision processes with general state and action spaces},
    FJournal = {SIAM Journal on Control and Optimization},
    Journal = {SIAM J. Control Optim.},
    ISSN = {0363-0129},
    Volume = {62},
    Number = {1},
    Pages = {650--679},
    Year = {2024},
    Language = {English},
    DOI = {10.1137/22M1526010},
    Keywords = {90C40,65C05,62G08},
    zbMATH = {7806777}
}



@Article{zbMATH07809866,
    Author = {Belomestny, Denis and Bender, Christian and Schoenmakers, John},
    Title = {Solving optimal stopping problems via randomization and empirical dual optimization},
    FJournal = {Mathematics of Operations Research},
    Journal = {Math. Oper. Res.},
    ISSN = {0364-765X},
    Volume = {48},
    Number = {3},
    Pages = {1454--1480},
    Year = {2023},
    Language = {English},
    DOI = {10.1287/moor.2022.1306},
    Keywords = {91G60,65G05,60G40},
    zbMATH = {7809866}
}



@article{tiapkin2023model,
  title={Model-free posterior sampling via learning rate randomization},
  author={Tiapkin, Daniil and Belomestny, Denis and Calandriello, Daniele and Moulines, Eric and Munos, Remi and Naumov, Alexey and Perrault, Pierre and Valko, Michal and M{\'e}nard, Pierre},
  journal={Advances in Neural Information Processing Systems},
  volume={36},
  pages={73719--73774},
  year={2023}
}



@inproceedings{tiapkin2023fast,
  title={Fast rates for maximum entropy exploration},
  author={Tiapkin, Daniil and Belomestny, Denis and Calandriello, Daniele and Moulines, Eric and Munos, Remi and Naumov, Alexey and Perrault, Pierre and Tang, Yunhao and Valko, Michal and Menard, Pierre},
  booktitle={International Conference on Machine Learning},
  pages={34161--34221},
  year={2023},
  organization={PMLR}
}



@Article{zbMATH07742095,
    Author = {Belomestny, Denis and Schoenmakers, John},
    Title = {From optimal martingales to randomized dual optimal stopping},
    FJournal = {Quantitative Finance},
    Journal = {Quant. Finance},
    ISSN = {1469-7688},
    Volume = {23},
    Number = {7-8},
    Pages = {1099--1113},
    Year = {2023},
    Language = {English},
    DOI = {10.1080/14697688.2023.2223242},
    Keywords = {91G60,65C05,60G40,60G46},
    zbMATH = {7742095},
    Zbl = {1522.91309}
}



@Article{zbMATH07689514,
    Author = {Belomestny, Denis and Gugushvili, Shota and Schauer, Moritz and Spreij, Peter},
    Title = {Weak solutions to gamma-driven stochastic differential equations},
    FJournal = {Indagationes Mathematicae. New Series},
    Journal = {Indag. Math., New Ser.},
    ISSN = {0019-3577},
    Volume = {34},
    Number = {4},
    Pages = {820--829},
    Year = {2023},
    Language = {English},
    DOI = {10.1016/j.indag.2023.03.004},
    Keywords = {60H10,60H05},
    zbMATH = {7689514}
}




@article {MR4504018,
    AUTHOR = {Bayer, Christian and Belomestny, Denis and Hager, Paul and
              Pigato, Paolo and Schoenmakers, John and Spokoiny, Vladimir},
     TITLE = {Reinforced optimal control},
   JOURNAL = {Commun. Math. Sci.},
  FJOURNAL = {Communications in Mathematical Sciences},
    VOLUME = {20},
      YEAR = {2022},
    NUMBER = {7},
     PAGES = {1951--1978},
      ISSN = {1539-6746},
   MRCLASS = {93E20 (90C39 91G20)},
  MRNUMBER = {4504018},
MRREVIEWER = {Gregory Gagnon},
       DOI = {10.4310/cms.2022.v20.n7.a7},
       URL = {https://doi.org/10.4310/cms.2022.v20.n7.a7},
}
		


@article {MR4474539,
    AUTHOR = {Belomestny, Denis and Gugushvili, Shota and Schauer, Moritz
              and Spreij, Peter},
     TITLE = {Nonparametric {B}ayesian volatility estimation for
              gamma-driven stochastic differential equations},
   JOURNAL = {Bernoulli},
  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for
              Mathematical Statistics and Probability},
    VOLUME = {28},
      YEAR = {2022},
    NUMBER = {4},
     PAGES = {2151--2180},
      ISSN = {1350-7265},
   MRCLASS = {62G20 (60G51 60H10 62M30)},
  MRNUMBER = {4474539},
MRREVIEWER = {Markus Bibinger},
       DOI = {10.3150/21-bej1413},
       URL = {https://doi.org/10.3150/21-bej1413},
}
		




@article{BELOMESTNY2023242,
title = {Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations},
journal = {Neural Networks},
volume = {161},
pages = {242-253},
year = {2023},
issn = {0893-6080},
doi = {https://doi.org/10.1016/j.neunet.2023.01.035},
url = {https://www.sciencedirect.com/science/article/pii/S0893608023000473},
author = {Denis Belomestny and Alexey Naumov and Nikita Puchkin and Sergey Samsonov},
keywords = {Deep neural networks, Approximation complexity, ReQU activations, ReLU activations, Hölder class},
abstract = {This paper investigates the approximation properties of deep neural networks with piecewise-polynomial activation functions. We derive the required depth, width, and sparsity of a deep neural network to approximate any Hölder smooth function up to a given approximation error in Hölder norms in such a way that all weights of this neural network are bounded by 1. The latter feature is essential to control generalization errors in many statistical and machine learning applications.}
}



@article{10.1214/22-AIHP1261,
author = {Denis Belomestny and Vytautė Pilipauskaitė and Mark Podolskij},
title = {{Semiparametric estimation of McKean–Vlasov SDEs}},
volume = {59},
journal = {Annales de l'Institut Henri Poincaré, Probabilités et Statistiques},
number = {1},
publisher = {Institut Henri Poincaré},
pages = {79 -- 96},
abstract = {Dans cet article, nous étudions le problème d’estimation semi-paramétrique pour une classe d’équations différentielles stochastiques de type McKean–Vlasov. Notre but est d’estimer le coefficient de dérive d’une EDS de type MV à partir d’observations du système de particules associé. Nous proposons une méthode d’estimation semi-paramétrique et obtenons les vitesses de convergence pour les estimateurs correspondants. Nous démontrons également que les vitesses de convergence sont quasi-optimales au sens minimax.},
keywords = {Deconvolution, McKean–Vlasov SDEs, Mean field models, minimax bounds, Multi-agent learning, Semiparametric estimation},
year = {2023},
doi = {10.1214/22-AIHP1261},
URL = {https://doi.org/10.1214/22-AIHP1261}
}



@article{doi:10.1287/moor.2022.1306,
author = {Belomestny, Denis and Bender, Christian and Schoenmakers, John},
title = {Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization},
journal = {Mathematics of Operations Research},
volume = {0},
number = {0},
pages = {null},
year = {0},
doi = {10.1287/moor.2022.1306},
URL = {https://doi.org/10.1287/moor.2022.1306},
eprint = {https://doi.org/10.1287/moor.2022.1306},
abstract = { In this paper, we consider optimal stopping problems in their dual form. In this way, the optimal stopping problem 
can be reformulated as a problem of stochastic average approximation (SAA) that can be solved via linear programming. 
By randomizing the initial value of the underlying process, we enforce solutions with zero variance while preserving the linear 
programming structure of the problem. A careful analysis of the randomized SAA algorithm shows that it enjoys favorable properties 
such as faster convergence rates and reduced complexity compared with the nonrandomized procedure. We illustrate the performance 
of our algorithm on several benchmark examples. }
}





@inproceedings{
tiapkin2022optimistic,
title={Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees},
author={Daniil Tiapkin and Denis Belomestny and Daniele Calandriello and Eric Moulines and Remi Munos and Alexey Naumov 
and Mark Rowland and Michal Valko and Pierre Menard},
booktitle={Advances in Neural Information Processing Systems},
editor={Alice H. Oh and Alekh Agarwal and Danielle Belgrave and Kyunghyun Cho},
year={2022},
url={https://openreview.net/forum?id=gvwDosudtyA}
}



@InProceedings{pmlr-v162-tiapkin22a,
  title = 	 {From {D}irichlet to Rubin: Optimistic Exploration in {RL} without Bonuses},
  author =       {Tiapkin, Daniil and Belomestny, Denis and Moulines, Eric and Naumov, Alexey and Samsonov, Sergey and Tang, Yunhao and Valko, Michal and Menard, Pierre},
  booktitle = 	 {Proceedings of the 39th International Conference on Machine Learning},
  pages = 	 {21380--21431},
  year = 	 {2022},
  editor = 	 {Chaudhuri, Kamalika and Jegelka, Stefanie and Song, Le and Szepesvari, Csaba and Niu, Gang and Sabato, Sivan},
  volume = 	 {162},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {17--23 Jul},
  publisher =    {PMLR},
  pdf = 	 {https://proceedings.mlr.press/v162/tiapkin22a/tiapkin22a.pdf},
  url = 	 {https://proceedings.mlr.press/v162/tiapkin22a.html},
  abstract = 	 {We propose the Bayes-UCBVI algorithm for reinforcement learning in tabular, stage-dependent, episodic Markov decision process: a natural extension of the Bayes-UCB algorithm by Kaufmann et al. 2012 for multi-armed bandits. Our method uses the quantile of a Q-value function posterior as upper confidence bound on the optimal Q-value function. For Bayes-UCBVI, we prove a regret bound of order $\widetilde{\mathcal{O}}(\sqrt{H^3SAT})$ where $H$ is the length of one episode, $S$ is the number of states, $A$ the number of actions, $T$ the number of episodes, that matches the lower-bound of $\Omega(\sqrt{H^3SAT})$ up to poly-$\log$ terms in $H,S,A,T$ for a large enough $T$. To the best of our knowledge, this is the first algorithm that obtains an optimal dependence on the horizon $H$ (and $S$) <em>without the need of an involved Bernstein-like bonus or noise.</em> Crucial to our analysis is a new fine-grained anti-concentration bound for a weighted Dirichlet sum that can be of independent interest. We then explain how Bayes-UCBVI can be easily extended beyond the tabular setting, exhibiting a strong link between our algorithm and Bayesian bootstrap (Rubin,1981).}
}



@article {MR4447251,
    AUTHOR = {Belomestny, Denis and H\"{u}bner, Tobias and Kr\"{a}tschmer, Volker},
     TITLE = {Solving optimal stopping problems under model uncertainty via
              empirical dual optimisation},
   JOURNAL = {Finance Stoch.},
  FJOURNAL = {Finance and Stochastics},
    VOLUME = {26},
      YEAR = {2022},
    NUMBER = {3},
     PAGES = {461--503},
      ISSN = {0949-2984},
   MRCLASS = {60G40 (60G17 90C47 91G20)},
  MRNUMBER = {4447251},
       DOI = {10.1007/s00780-022-00480-z},
       URL = {https://doi.org/10.1007/s00780-022-00480-z},
}
	



@ARTICLE{Belomestny2021,
	author = {Belomestny, Denis and Krymova, Ekaterina and Polbin, Andrey},
	title = {Bayesian TVP-VARX models with time invariant long-run multipliers},
	year = {2021},
	journal = {Economic Modelling},
	volume = {101},
	doi = {10.1016/j.econmod.2021.105531},
	url = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&doi=10.1016%2fj.econmod.2021.105531&partnerID=40&md5=8eba1fa5d6c975ae482650c4c09cada0},
	publication_stage = {Final},
	note={ Q1 quartile}
}



@ARTICLE{Gauer20222975,
	author = {Gauer, Johannes and Nagathil, Anil and Eckel, Kai and Belomestny, Denis and Martin, Rainer},
	title = {A versatile deep-neural-network-based music preprocessing and remixing scheme for cochlear implant listeners},
	year = {2022},
	journal = {Journal of the Acoustical Society of America},
	volume = {151},
	number = {5},
	pages = {2975 – 2986},
	doi = {10.1121/10.0010371},
	url = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130096784&doi=10.1121%2f10.0010371&partnerID=40&md5=216e0907dbaad8513f25b1c64d1f1c31},
	publication_stage = {Final},
	note={ Q1 quartile}
}




@article {MR4388942,
    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid and Paris, Quentin and
              Zhivotovskiy, Nikita},
     TITLE = {Empirical variance minimization with applications in variance
              reduction and optimal control},
   JOURNAL = {Bernoulli},
  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for
              Mathematical Statistics and Probability},
    VOLUME = {28},
      YEAR = {2022},
    NUMBER = {2},
     PAGES = {1382--1407},
      ISSN = {1350-7265},
   MRCLASS = {65C20 (65K10 90C25 90C48)},
  MRNUMBER = {4388942},
       DOI = {10.3150/21-bej1392},
       URL = {https://doi.org/10.3150/21-bej1392},
       note={ Q1 quartile}
}




		


@article {MR4309858,
    AUTHOR = {Bayer, Christian and Belomestny, Denis and Hager, Paul and
              Pigato, Paolo and Schoenmakers, John},
     TITLE = {Randomized optimal stopping algorithms and their convergence
              analysis},
   JOURNAL = {SIAM J. Financial Math.},
  FJOURNAL = {SIAM Journal on Financial Mathematics},
    VOLUME = {12},
      YEAR = {2021},
    NUMBER = {3},
     PAGES = {1201--1225},
   MRCLASS = {91G60 (60G40 60J05 65C05 65C30)},
  MRNUMBER = {4309858},
MRREVIEWER = {Mahdieh Tahmasebi},
       DOI = {10.1137/20M1373876},
       URL = {https://doi.org/10.1137/20M1373876},
       note={Q1 quartile}
}
		



@article {MR4255101,
    AUTHOR = {Belomestny, Denis and Goldenshluger, Alexander},
     TITLE = {Density deconvolution under general assumptions on the
              distribution of measurement errors},
   JOURNAL = {Ann. Statist.},
  FJOURNAL = {The Annals of Statistics},
    VOLUME = {49},
      YEAR = {2021},
    NUMBER = {2},
     PAGES = {615--649},
      ISSN = {0090-5364},
   MRCLASS = {62G07 (62G20)},
  MRNUMBER = {4255101},
       DOI = {10.1214/20-aos1969},
       URL = {https://doi.org/10.1214/20-aos1969},
}
		


@article {MR4252078,
    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid and Moulines, Eric and
              Naumov, Alexey and Samsonov, Sergey},
     TITLE = {Variance reduction for dependent sequences with applications
              to stochastic gradient {MCMC}},
   JOURNAL = {SIAM/ASA J. Uncertain. Quantif.},
  FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification},
    VOLUME = {9},
      YEAR = {2021},
    NUMBER = {2},
     PAGES = {507--535},
   MRCLASS = {60J20 (65C40 65C60)},
  MRNUMBER = {4252078},
       DOI = {10.1137/19M1301199},
       URL = {https://doi.org/10.1137/19M1301199},
}
		


@article {MR4162384,
    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid},
     TITLE = {Fourier transform {MCMC}, heavy-tailed distributions, and
              geometric ergodicity},
   JOURNAL = {Math. Comput. Simulation},
  FJOURNAL = {Mathematics and Computers in Simulation},
    VOLUME = {181},
      YEAR = {2021},
     PAGES = {351--363},
      ISSN = {0378-4754},
   MRCLASS = {65C05 (60E10 60G51 60J22)},
  MRNUMBER = {4162384},
       DOI = {10.1016/j.matcom.2020.10.005},
       URL = {https://doi.org/10.1016/j.matcom.2020.10.005},
}
		


@article {MR4154780,
    AUTHOR = {Belomestny, Denis and Kaledin, Maxim and Schoenmakers, John},
     TITLE = {Semitractability of optimal stopping problems via a weighted
              stochastic mesh algorithm},
   JOURNAL = {Math. Finance},
  FJOURNAL = {Mathematical Finance. An International Journal of Mathematics,
              Statistics and Financial Economics},
    VOLUME = {30},
      YEAR = {2020},
    NUMBER = {4},
     PAGES = {1591--1616},
      ISSN = {0960-1627},
   MRCLASS = {91G60 (60G40 60H30 91G20)},
  MRNUMBER = {4154780},
       DOI = {10.1111/mafi.12271},
       URL = {https://doi.org/10.1111/mafi.12271},
}



@article {MR4108687,
    AUTHOR = {Belomestny, D. and Iosipoi, L. and Moulines, E. and Naumov, A.
              and Samsonov, S.},
     TITLE = {Variance reduction for {M}arkov chains with application to
              {MCMC}},
   JOURNAL = {Stat. Comput.},
  FJOURNAL = {Statistics and Computing},
    VOLUME = {30},
      YEAR = {2020},
    NUMBER = {4},
     PAGES = {973--997},
      ISSN = {0960-3174},
   MRCLASS = {60J10 (60B10 60J22 62F15 62M05 65C05)},
  MRNUMBER = {4108687},
       DOI = {10.1007/s11222-020-09931-z},
       URL = {https://doi.org/10.1007/s11222-020-09931-z},
}
		


@article {MR4100851,
    AUTHOR = {Bayer, Christian and Belomestny, Denis and Redmann, Martin and
              Riedel, Sebastian and Schoenmakers, John},
     TITLE = {Solving linear parabolic rough partial differential equations},
   JOURNAL = {J. Math. Anal. Appl.},
  FJOURNAL = {Journal of Mathematical Analysis and Applications},
    VOLUME = {490},
      YEAR = {2020},
    NUMBER = {1},
     PAGES = {124236, 45},
      ISSN = {0022-247X},
   MRCLASS = {60L20 (35K10 35R60 62G08 65C05 65M99)},
  MRNUMBER = {4100851},
       DOI = {10.1016/j.jmaa.2020.124236},
       URL = {https://doi.org/10.1016/j.jmaa.2020.124236},
}
		


@article {MR4084145,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John and Spokoiny,
              Vladimir and Zharkynbay, Bakhyt},
     TITLE = {Optimal stopping via reinforced regression},
   JOURNAL = {Commun. Math. Sci.},
  FJOURNAL = {Communications in Mathematical Sciences},
    VOLUME = {18},
      YEAR = {2020},
    NUMBER = {1},
     PAGES = {109--121},
      ISSN = {1539-6746},
   MRCLASS = {65C05 (60G40 60H30 62P05)},
  MRNUMBER = {4084145},
MRREVIEWER = {Charles-Edouard Br\'{e}hier},
       DOI = {10.4310/cms.2020.v18.n1.a5},
       URL = {https://doi.org/10.4310/cms.2020.v18.n1.a5},
}
		



@article {MR4068320,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {Optimal {S}topping of {M}c{K}ean--{V}lasov {D}iffusions via
              {R}egression on {P}article {S}ystems},
   JOURNAL = {SIAM J. Control Optim.},
  FJOURNAL = {SIAM Journal on Control and Optimization},
    VOLUME = {58},
      YEAR = {2020},
    NUMBER = {1},
     PAGES = {529--550},
      ISSN = {0363-0129},
   MRCLASS = {60G40 (49L20 65C05 91G80)},
  MRNUMBER = {4068320},
       DOI = {10.1137/18M1195590},
       URL = {https://doi.org/10.1137/18M1195590},
}
		


@article {MR4043118,
    AUTHOR = {Belomestny\u{\i}, D. V. and Iosipo\u{\i}, L. S.},
     TITLE = {On estimating distribution density using a {F}ourier series},
   JOURNAL = {Upr. Bol\cprime sh. Sist.},
  FJOURNAL = {Upravlenie Bol\cprime shimi Sistemami},
      YEAR = {2019},
    NUMBER = {82},
     PAGES = {28--43},
      ISSN = {1819-2440},
   MRCLASS = {62G07 (42A10)},
  MRNUMBER = {4043118},
}
		



@article {MR4001482,
    AUTHOR = {Belomestny, Denis and Gugushvili, Shota and Schauer, Moritz
              and Spreij, Peter},
     TITLE = {Nonparametric {B}ayesian inference for gamma-type {L}\'{e}vy
              subordinators},
   JOURNAL = {Commun. Math. Sci.},
  FJOURNAL = {Communications in Mathematical Sciences},
    VOLUME = {17},
      YEAR = {2019},
    NUMBER = {3},
     PAGES = {781--816},
      ISSN = {1539-6746},
   MRCLASS = {62G20 (60G51 62F15 62G05)},
  MRNUMBER = {4001482},
       DOI = {10.4310/CMS.2019.v17.n3.a8},
       URL = {https://doi.org/10.4310/CMS.2019.v17.n3.a8},
}
		


@article {MR3961235,
    AUTHOR = {Belomestny, Denis and Trabs, Mathias and Tsybakov, Alexandre
              B.},
     TITLE = {Sparse covariance matrix estimation in high-dimensional
              deconvolution},
   JOURNAL = {Bernoulli},
  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for
              Mathematical Statistics and Probability},
    VOLUME = {25},
      YEAR = {2019},
    NUMBER = {3},
     PAGES = {1901--1938},
      ISSN = {1350-7265},
   MRCLASS = {62H12 (62G05)},
  MRNUMBER = {3961235},
       DOI = {10.3150/18-BEJ1040A},
       URL = {https://doi.org/10.3150/18-BEJ1040A},
}
		


@article {MR3951715,
    AUTHOR = {Belomestny, Denis and Hildebrand, Roland and Schoenmakers,
              John},
     TITLE = {Optimal stopping via pathwise dual empirical maximisation},
   JOURNAL = {Appl. Math. Optim.},
  FJOURNAL = {Applied Mathematics and Optimization},
    VOLUME = {79},
      YEAR = {2019},
    NUMBER = {3},
     PAGES = {715--741},
      ISSN = {0095-4616},
   MRCLASS = {60G40 (60G17)},
  MRNUMBER = {3951715},
       DOI = {10.1007/s00245-017-9454-9},
       URL = {https://doi.org/10.1007/s00245-017-9454-9},
}
		




@article {MR3920361,
    AUTHOR = {Belomestny, Denis and Panov, Vladimir and Woerner, Jeannette
              H. C.},
     TITLE = {Low-frequency estimation of continuous-time moving average
              {L}\'{e}vy processes},
   JOURNAL = {Bernoulli},
  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for
              Mathematical Statistics and Probability},
    VOLUME = {25},
      YEAR = {2019},
    NUMBER = {2},
     PAGES = {902--931},
      ISSN = {1350-7265},
   MRCLASS = {62M09 (60G51)},
  MRNUMBER = {3920361},
       DOI = {10.3150/17-bej1008},
       URL = {https://doi.org/10.3150/17-bej1008},
}
		


@article {MR3905874,
    AUTHOR = {Belomestny, Denis and Orlova, Tatiana and Panov, Vladimir},
     TITLE = {Statistical inference for moving-average {L}\'{e}vy-driven
              processes: {F}ourier-based approach},
   JOURNAL = {Stat. Neerl.},
  FJOURNAL = {Statistica Neerlandica. Journal of the Netherlands Society for
              Statistics and Operations Research},
    VOLUME = {73},
      YEAR = {2019},
    NUMBER = {1},
     PAGES = {100--117},
      ISSN = {0039-0402},
   MRCLASS = {60G51 (62M09)},
  MRNUMBER = {3905874},
}
		


@article {MR3898425,
    AUTHOR = {Belomestny, Denis and Comte, Fabienne and Genon-Catalot,
              Valentine},
     TITLE = {Sobolev-{H}ermite versus {S}obolev nonparametric density
              estimation on {$\Bbb {R}$}},
   JOURNAL = {Ann. Inst. Statist. Math.},
  FJOURNAL = {Annals of the Institute of Statistical Mathematics},
    VOLUME = {71},
      YEAR = {2019},
    NUMBER = {1},
     PAGES = {29--62},
      ISSN = {0020-3157},
   MRCLASS = {62G07},
  MRNUMBER = {3898425},
       DOI = {10.1007/s10463-017-0624-y},
       URL = {https://doi.org/10.1007/s10463-017-0624-y},
}
		


@article {MR3898405,
    AUTHOR = {Belomestny, Denis and H\"{u}bner, Tobias and Kr\"{a}tschmer, Volker
              and Nolte, Sascha},
     TITLE = {Minimax theorems for {A}merican options without
              time-consistency},
   JOURNAL = {Finance Stoch.},
  FJOURNAL = {Finance and Stochastics},
    VOLUME = {23},
      YEAR = {2019},
    NUMBER = {1},
     PAGES = {209--238},
      ISSN = {0949-2984},
   MRCLASS = {91G20 (60G17 60G40 90C47)},
  MRNUMBER = {3898405},
       DOI = {10.1007/s00780-018-0378-2},
       URL = {https://doi.org/10.1007/s00780-018-0378-2},
}



@article {MR3871063,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {Projected particle methods for solving {M}c{K}ean-{V}lasov
              stochastic differential equations},
   JOURNAL = {SIAM J. Numer. Anal.},
  FJOURNAL = {SIAM Journal on Numerical Analysis},
    VOLUME = {56},
      YEAR = {2018},
    NUMBER = {6},
     PAGES = {3169--3195},
      ISSN = {0036-1429},
   MRCLASS = {65C30 (60H10 60K35 65C35)},
  MRNUMBER = {3871063},
       DOI = {10.1137/17M1111024},
       URL = {https://doi.org/10.1137/17M1111024},
}
	




@article {MR3825892,
    AUTHOR = {Belomestny, Denis and Trabs, Mathias},
     TITLE = {Low-rank diffusion matrix estimation for high-dimensional
              time-changed {L}\'{e}vy processes},
   JOURNAL = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
  FJOURNAL = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et
              Statistiques},
    VOLUME = {54},
      YEAR = {2018},
    NUMBER = {3},
     PAGES = {1583--1621},
      ISSN = {0246-0203},
   MRCLASS = {62M05 (60G51 62G05 62M15)},
  MRNUMBER = {3825892},
       DOI = {10.1214/17-AIHP849},
       URL = {https://doi.org/10.1214/17-AIHP849},
}
		


@article {MR3807944,
    AUTHOR = {Belomestny, Denis and H\"{a}fner, Stefan and Urusov, Mikhail},
     TITLE = {Regression-based complexity reduction of the nested {M}onte
              {C}arlo methods},
   JOURNAL = {SIAM J. Financial Math.},
  FJOURNAL = {SIAM Journal on Financial Mathematics},
    VOLUME = {9},
      YEAR = {2018},
    NUMBER = {2},
     PAGES = {665--689},
      ISSN = {1945-497X},
   MRCLASS = {91G60 (60H35 62P05 65C05 91G20)},
  MRNUMBER = {3807944},
       DOI = {10.1137/17M114577X},
       URL = {https://doi.org/10.1137/17M114577X},
}
		


@article {MR3806565,
    AUTHOR = {Belomestny, Denis and Panov, Vladimir},
     TITLE = {Semiparametric estimation in the normal variance-mean mixture
              model},
   JOURNAL = {Statistics},
  FJOURNAL = {Statistics. A Journal of Theoretical and Applied Statistics},
    VOLUME = {52},
      YEAR = {2018},
    NUMBER = {3},
     PAGES = {571--589},
      ISSN = {0233-1888},
   MRCLASS = {62G05 (62F12)},
  MRNUMBER = {3806565},
       DOI = {10.1080/02331888.2018.1425865},
       URL = {https://doi.org/10.1080/02331888.2018.1425865},
}
		


@book {MR3752620,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {Advanced simulation-based methods for optimal stopping and
              control},
      NOTE = {With applications in finance},
 PUBLISHER = {Palgrave Macmillan, London},
      YEAR = {2018},
     PAGES = {xvi+364},
      ISBN = {978-1-137-03350-5; 978-1-137-03351-2},
   MRCLASS = {60G40 (60H35 62J05 62L15 91G70 93E20)},
  MRNUMBER = {3752620},
MRREVIEWER = {\L . Stettner},
}
		


@article {MR3711910,
    AUTHOR = {Belomestny, Denis and H\"{a}fner, Stefan and Nagapetyan, Tigran
              and Urusov, Mikhail},
     TITLE = {Variance reduction for discretised diffusions via regression},
   JOURNAL = {J. Math. Anal. Appl.},
  FJOURNAL = {Journal of Mathematical Analysis and Applications},
    VOLUME = {458},
      YEAR = {2018},
    NUMBER = {1},
     PAGES = {393--418},
      ISSN = {0022-247X},
   MRCLASS = {65C30 (60J60 62J02 65C05)},
  MRNUMBER = {3711910},
       DOI = {10.1016/j.jmaa.2017.09.002},
       URL = {https://doi.org/10.1016/j.jmaa.2017.09.002},
}
		


@article {MR3698221,
    AUTHOR = {Belomestny, D. and H\"{a}fner, S. and Urusov, M.},
     TITLE = {Stratified regression-based variance reduction approach for
              weak approximation schemes},
   JOURNAL = {Math. Comput. Simulation},
  FJOURNAL = {Mathematics and Computers in Simulation},
    VOLUME = {143},
      YEAR = {2018},
     PAGES = {125--137},
      ISSN = {0378-4754},
   MRCLASS = {60H35 (34F05 65C05)},
  MRNUMBER = {3698221},
MRREVIEWER = {Annika Lang},
       DOI = {10.1016/j.matcom.2017.05.003},
       URL = {https://doi.org/10.1016/j.matcom.2017.05.003},
}
		


@incollection {MR3747666,
    AUTHOR = {Belomestny, Denis and H\"{a}fner, Stefan and Urusov, Mikhail},
     TITLE = {Regression-based variance reduction approach for strong
              approximation schemes},
 BOOKTITLE = {Modern problems of stochastic analysis and statistics},
    SERIES = {Springer Proc. Math. Stat.},
    VOLUME = {208},
     PAGES = {131--178},
 PUBLISHER = {Springer, Cham},
      YEAR = {2017},
   MRCLASS = {60H10 (60H35 65C05 94A17)},
  MRNUMBER = {3747666},
MRREVIEWER = {Peter E. Kloeden},
}
		


@article {MR3729661,
    AUTHOR = {Belomestny, Denis and Comte, Fabienne and Genon-Catalot,
              Valentine},
     TITLE = {Correction to: {N}onparametric {L}aguerre estimation in the
              multiplicative censoring model [ {MR}3571964]},
   JOURNAL = {Electron. J. Stat.},
  FJOURNAL = {Electronic Journal of Statistics},
    VOLUME = {11},
      YEAR = {2017},
    NUMBER = {2},
     PAGES = {4845--4850},
      ISSN = {1935-7524},
   MRCLASS = {62G07 (62N01)},
  MRNUMBER = {3729661},
       DOI = {10.1214/17-EJS1371},
       URL = {https://doi.org/10.1214/17-EJS1371},
}
		


@article {MR3695462,
    AUTHOR = {Belomestny, Denis and H\"{a}rdle, Wolfgang Karl and Krymova,
              Ekaterina},
     TITLE = {Sieve estimation of the minimal entropy martingale marginal
              density with application to pricing kernel estimation},
   JOURNAL = {Int. J. Theor. Appl. Finance},
  FJOURNAL = {International Journal of Theoretical and Applied Finance},
    VOLUME = {20},
      YEAR = {2017},
    NUMBER = {6},
     PAGES = {1750041, 21},
      ISSN = {0219-0249},
   MRCLASS = {91G20},
  MRNUMBER = {3695462},
MRREVIEWER = {Tak Kuen Siu},
       DOI = {10.1142/S0219024917500418},
       URL = {https://doi.org/10.1142/S0219024917500418},
}
		


@article {MR3685267,
    AUTHOR = {Belomestny, Denis and Kr\"{a}tschmer, Volker},
     TITLE = {Optimal stopping under probability distortions},
   JOURNAL = {Math. Oper. Res.},
  FJOURNAL = {Mathematics of Operations Research},
    VOLUME = {42},
      YEAR = {2017},
    NUMBER = {3},
     PAGES = {806--833},
      ISSN = {0364-765X},
   MRCLASS = {60G40 (62P05 91B06)},
  MRNUMBER = {3685267},
       DOI = {10.1287/moor.2016.0828},
       URL = {https://doi.org/10.1287/moor.2016.0828},
}
		


@article {MR3665091,
    AUTHOR = {Belomestny, Denis and Mai, Hilmar and Schoenmakers, John},
     TITLE = {Generalized {P}ost-{W}idder inversion formula with application
              to statistics},
   JOURNAL = {J. Math. Anal. Appl.},
  FJOURNAL = {Journal of Mathematical Analysis and Applications},
    VOLUME = {455},
      YEAR = {2017},
    NUMBER = {1},
     PAGES = {89--104},
      ISSN = {0022-247X},
   MRCLASS = {44A10 (62G07)},
  MRNUMBER = {3665091},
MRREVIEWER = {Jyotindra C. Prajapati},
       DOI = {10.1016/j.jmaa.2017.05.042},
       URL = {https://doi.org/10.1016/j.jmaa.2017.05.042},
}
		


@article {MR3655866,
    AUTHOR = {Belomestny, Denis and Kr\"{a}tschmer, Volker},
     TITLE = {Addendum to ``{O}ptimal stopping under model uncertainty:
              randomized stopping times approach'' [ {MR}3476637]},
   JOURNAL = {Ann. Appl. Probab.},
  FJOURNAL = {The Annals of Applied Probability},
    VOLUME = {27},
      YEAR = {2017},
    NUMBER = {2},
     PAGES = {1289--1293},
      ISSN = {1050-5164},
   MRCLASS = {60G40 (91G80)},
  MRNUMBER = {3655866},
       DOI = {10.1214/16-AAP1226},
       URL = {https://doi.org/10.1214/16-AAP1226},
}
		


@article {MR3606755,
    AUTHOR = {Belomestny, Denis and Nagapetyan, Tigran},
     TITLE = {Multilevel path simulation for weak approximation schemes with
              application to {L}\'{e}vy-driven {SDE}s},
   JOURNAL = {Bernoulli},
  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for
              Mathematical Statistics and Probability},
    VOLUME = {23},
      YEAR = {2017},
    NUMBER = {2},
     PAGES = {927--950},
      ISSN = {1350-7265},
   MRCLASS = {60H35 (60G51 60H10 60J75)},
  MRNUMBER = {3606755},
       DOI = {10.3150/15-BEJ764},
       URL = {https://doi.org/10.3150/15-BEJ764},
}
		


@article {MR3571964,
    AUTHOR = {Belomestny, Denis and Comte, Fabienne and Genon-Catalot,
              Valentine},
     TITLE = {Nonparametric {L}aguerre estimation in the multiplicative
              censoring model},
   JOURNAL = {Electron. J. Stat.},
  FJOURNAL = {Electronic Journal of Statistics},
    VOLUME = {10},
      YEAR = {2016},
    NUMBER = {2},
     PAGES = {3114--3152},
      ISSN = {1935-7524},
   MRCLASS = {62G07 (62N01)},
  MRNUMBER = {3571964},
       DOI = {10.1214/16-EJS1203},
       URL = {https://doi.org/10.1214/16-EJS1203},
}
		


@incollection {MR3536661,
    AUTHOR = {Belomestny, Denis and Chen, Nan and Wang, Yiwei},
     TITLE = {Unbiased simulation of distributions with explicitly known
              integral transforms},
 BOOKTITLE = {Monte {C}arlo and quasi-{M}onte {C}arlo methods},
    SERIES = {Springer Proc. Math. Stat.},
    VOLUME = {163},
     PAGES = {229--244},
 PUBLISHER = {Springer, [Cham]},
      YEAR = {2016},
   MRCLASS = {60E10 (60E07 60G51 65C05 65C50)},
  MRNUMBER = {3536661},
       DOI = {10.1007/978-3-319-33507-0_9},
       URL = {https://doi.org/10.1007/978-3-319-33507-0_9},
}
		


@article {MR3483748,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {Statistical inference for time-changed {L}\'{e}vy processes via
              {M}ellin transform approach},
   JOURNAL = {Stochastic Process. Appl.},
  FJOURNAL = {Stochastic Processes and their Applications},
    VOLUME = {126},
      YEAR = {2016},
    NUMBER = {7},
     PAGES = {2092--2122},
      ISSN = {0304-4149},
   MRCLASS = {60G51 (62G07)},
  MRNUMBER = {3483748},
       DOI = {10.1016/j.spa.2016.01.005},
       URL = {https://doi.org/10.1016/j.spa.2016.01.005},
}
		


@article {MR3476637,
    AUTHOR = {Belomestny, Denis and Kr\"{a}tschmer, Volker},
     TITLE = {Optimal stopping under model uncertainty: randomized stopping
              times approach},
   JOURNAL = {Ann. Appl. Probab.},
  FJOURNAL = {The Annals of Applied Probability},
    VOLUME = {26},
      YEAR = {2016},
    NUMBER = {2},
     PAGES = {1260--1295},
      ISSN = {1050-5164},
   MRCLASS = {60G40 (91G80)},
  MRNUMBER = {3476637},
       DOI = {10.1214/15-AAP1116},
       URL = {https://doi.org/10.1214/15-AAP1116},
}
		


@article {MR3431701,
    AUTHOR = {Belomestny, D. V. and Prokhorov, A. V.},
     TITLE = {Stability of characterization of the independence of random
              variables by the independence of linear statistics},
   JOURNAL = {Theory Probab. Appl.},
  FJOURNAL = {Theory of Probability and its Applications},
    VOLUME = {59},
      YEAR = {2015},
    NUMBER = {4},
     PAGES = {672--677},
      ISSN = {0040-585X},
   MRCLASS = {60E05 (62H20)},
  MRNUMBER = {3431701},
       DOI = {10.1137/S0040585X97T987363},
       URL = {https://doi.org/10.1137/S0040585X97T987363},
}
		


@article {MR3393601,
    AUTHOR = {Belomestny, Denis and Panov, Vladimir},
     TITLE = {Statistical inference for generalized {O}rnstein-{U}hlenbeck
              processes},
   JOURNAL = {Electron. J. Stat.},
  FJOURNAL = {Electronic Journal of Statistics},
    VOLUME = {9},
      YEAR = {2015},
    NUMBER = {2},
     PAGES = {1974--2006},
      ISSN = {1935-7524},
   MRCLASS = {62M09 (60G51 62F10 62G05 62G20)},
  MRNUMBER = {3393601},
MRREVIEWER = {Jing Zheng},
       DOI = {10.1214/15-EJS1063},
       URL = {https://doi.org/10.1214/15-EJS1063},
}
		


@article {MR3369443,
    AUTHOR = {Belomestny, Denis and Joshi, Mark and Schoenmakers, John},
     TITLE = {Addendum to: {M}ultilevel dual approach for pricing {A}merican
              style derivatives [ {MR}3105931]},
   JOURNAL = {Finance Stoch.},
  FJOURNAL = {Finance and Stochastics},
    VOLUME = {19},
      YEAR = {2015},
    NUMBER = {3},
     PAGES = {681--684},
      ISSN = {0949-2984},
   MRCLASS = {91G60 (60G40 65C05)},
  MRNUMBER = {3369443},
       DOI = {10.1007/s00780-015-0267-x},
       URL = {https://doi.org/10.1007/s00780-015-0267-x},
}
		


@incollection {MR3364256,
    AUTHOR = {Belomestny, Denis and Rei\ss , Markus},
     TITLE = {Estimation and calibration of {L}\'{e}vy models via {F}ourier
              methods},
 BOOKTITLE = {L\'{e}vy matters. {IV}},
    SERIES = {Lecture Notes in Math.},
    VOLUME = {2128},
     PAGES = {1--76},
 PUBLISHER = {Springer, Cham},
      YEAR = {2015},
   MRCLASS = {60G10 (60G51 62G05 62G20 62M15 91B84)},
  MRNUMBER = {3364256},
MRREVIEWER = {Alireza Nematollahi},
       DOI = {10.1007/978-3-319-12373-8_1},
       URL = {https://doi.org/10.1007/978-3-319-12373-8_1},
}
		


@book {MR3364253,
    AUTHOR = {Belomestny, Denis and Comte, Fabienne and Genon-Catalot,
              Valentine and Masuda, Hiroki and Rei\ss , Markus},
     TITLE = {L\'{e}vy matters. {IV}},
    SERIES = {Lecture Notes in Mathematics},
    VOLUME = {2128},
      NOTE = {Estimation for discretely observed L\'{e}vy processes,
              L\'{e}vy Matters},
 PUBLISHER = {Springer, Cham},
      YEAR = {2015},
     PAGES = {xvi+286},
      ISBN = {978-3-319-12372-1; 978-3-319-12373-8},
   MRCLASS = {60G51 (60Gxx 62E17 62F10 62M05 91B84 91G70)},
  MRNUMBER = {3364253},
}
		


@article {MR3360720,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {Statistical {S}korohod embedding problem: optimality and
              asymptotic normality},
   JOURNAL = {Statist. Probab. Lett.},
  FJOURNAL = {Statistics \& Probability Letters},
    VOLUME = {104},
      YEAR = {2015},
     PAGES = {169--180},
      ISSN = {0167-7152},
   MRCLASS = {62G07 (62G20 62M05)},
  MRNUMBER = {3360720},
MRREVIEWER = {Hiroshi Shiraishi},
       DOI = {10.1016/j.spl.2015.05.015},
       URL = {https://doi.org/10.1016/j.spl.2015.05.015},
}
		


@article {MR3359675,
    AUTHOR = {Belomestny, Denis and Dickmann, Fabian and Nagapetyan, Tigran},
     TITLE = {Pricing {B}ermudan options via multilevel approximation
              methods},
   JOURNAL = {SIAM J. Financial Math.},
  FJOURNAL = {SIAM Journal on Financial Mathematics},
    VOLUME = {6},
      YEAR = {2015},
    NUMBER = {1},
     PAGES = {448--466},
      ISSN = {1945-497X},
   MRCLASS = {91G60 (60H35 65C05 65C20)},
  MRNUMBER = {3359675},
MRREVIEWER = {George Stoica},
       DOI = {10.1137/130912426},
       URL = {https://doi.org/10.1137/130912426},
}
		


@article {MR3357645,
    AUTHOR = {Belomestny, Denis and Ladkau, Marcel and Schoenmakers, John},
     TITLE = {Multilevel simulation based policy iteration for optimal
              stopping---convergence and complexity},
   JOURNAL = {SIAM/ASA J. Uncertain. Quantif.},
  FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification},
    VOLUME = {3},
      YEAR = {2015},
    NUMBER = {1},
     PAGES = {460--483},
      ISSN = {2166-2525},
   MRCLASS = {65C30 (60H35 65C05 65C20)},
  MRNUMBER = {3357645},
MRREVIEWER = {Alexandre Popier},
       DOI = {10.1137/140958463},
       URL = {https://doi.org/10.1137/140958463},
}
		


@incollection {MR3329329,
    AUTHOR = {Belomestny, Denis and Bender, Christian and Dickmann, Fabian
              and Schweizer, Nikolaus},
     TITLE = {Solving stochastic dynamic programs by convex optimization and
              simulation},
 BOOKTITLE = {Extraction of quantifiable information from complex systems},
    SERIES = {Lect. Notes Comput. Sci. Eng.},
    VOLUME = {102},
     PAGES = {1--23},
 PUBLISHER = {Springer, Cham},
      YEAR = {2014},
   MRCLASS = {65C05 (60H35)},
  MRNUMBER = {3329329},
       DOI = {10.1007/978-3-319-08159-5_1},
       URL = {https://doi.org/10.1007/978-3-319-08159-5_1},
}
		


@article {MR3300560,
    AUTHOR = {Belomestny, D. and Spokoiny, V.},
     TITLE = {Concentration inequalities for smooth random fields},
   JOURNAL = {Theory Probab. Appl.},
  FJOURNAL = {Theory of Probability and its Applications},
    VOLUME = {58},
      YEAR = {2014},
    NUMBER = {2},
     PAGES = {314--323},
      ISSN = {0040-585X},
   MRCLASS = {60G60 (60B20 60E15)},
  MRNUMBER = {3300560},
MRREVIEWER = {Mohamed El Machkouri},
       DOI = {10.1137/S0040585X9798659X},
       URL = {https://doi.org/10.1137/S0040585X9798659X},
}
		


@article {MR3151759,
    AUTHOR = {Belomestny, Denis and Panov, Vladimir},
     TITLE = {Estimation of the activity of jumps in time-changed {L}\'{e}vy
              models},
   JOURNAL = {Electron. J. Stat.},
  FJOURNAL = {Electronic Journal of Statistics},
    VOLUME = {7},
      YEAR = {2013},
     PAGES = {2970--3003},
      ISSN = {1935-7524},
   MRCLASS = {62M09 (60G51 62C20 62F12)},
  MRNUMBER = {3151759},
MRREVIEWER = {Ross S. McVinish},
       DOI = {10.1214/13-EJS870},
       URL = {https://doi.org/10.1214/13-EJS870},
}
		


@article {MR3134728,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Solving optimal stopping problems via empirical dual
              optimization},
   JOURNAL = {Ann. Appl. Probab.},
  FJOURNAL = {The Annals of Applied Probability},
    VOLUME = {23},
      YEAR = {2013},
    NUMBER = {5},
     PAGES = {1988--2019},
      ISSN = {1050-5164},
   MRCLASS = {60G40 (60G44 60H30 91G20)},
  MRNUMBER = {3134728},
MRREVIEWER = {Hongzhong Zhang},
       DOI = {10.1214/12-AAP892},
       URL = {https://doi.org/10.1214/12-AAP892},
}
		


@article {MR3105931,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John and Dickmann, Fabian},
     TITLE = {Multilevel dual approach for pricing {A}merican style
              derivatives},
   JOURNAL = {Finance Stoch.},
  FJOURNAL = {Finance and Stochastics},
    VOLUME = {17},
      YEAR = {2013},
    NUMBER = {4},
     PAGES = {717--742},
      ISSN = {0949-2984},
   MRCLASS = {91G60 (60G40 60G42 65C05 91G20)},
  MRNUMBER = {3105931},
MRREVIEWER = {George Stoica},
       DOI = {10.1007/s00780-013-0208-5},
       URL = {https://doi.org/10.1007/s00780-013-0208-5},
}
		


@article {MR2988108,
    AUTHOR = {Belomestny, Denis and Panov, Vladimir},
     TITLE = {Abelian theorems for stochastic volatility models with
              application to the estimation of jump activity},
   JOURNAL = {Stochastic Process. Appl.},
  FJOURNAL = {Stochastic Processes and their Applications},
    VOLUME = {123},
      YEAR = {2013},
    NUMBER = {1},
     PAGES = {15--44},
      ISSN = {0304-4149},
   MRCLASS = {60J75 (60G51 62F12 62G05 62M05 62P05)},
  MRNUMBER = {2988108},
MRREVIEWER = {Thorsten Schmidt},
       DOI = {10.1016/j.spa.2012.08.015},
       URL = {https://doi.org/10.1016/j.spa.2012.08.015},
}
		


@article {MR2952879,
    AUTHOR = {Belomestny, Denis and Kr\"{a}tschmer, Volker},
     TITLE = {Central limit theorems for law-invariant coherent risk
              measures},
   JOURNAL = {J. Appl. Probab.},
  FJOURNAL = {Journal of Applied Probability},
    VOLUME = {49},
      YEAR = {2012},
    NUMBER = {1},
     PAGES = {1--21},
      ISSN = {0021-9002},
   MRCLASS = {60F05 (60F17 62F12 91B30)},
  MRNUMBER = {2952879},
       DOI = {10.1239/jap/1331216831},
       URL = {https://doi.org/10.1239/jap/1331216831},
}
		


@article {MR2893866,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Statistical inference for time-changed {L}\'{e}vy processes via
              composite characteristic function estimation},
   JOURNAL = {Ann. Statist.},
  FJOURNAL = {The Annals of Statistics},
    VOLUME = {39},
      YEAR = {2011},
    NUMBER = {4},
     PAGES = {2205--2242},
      ISSN = {0090-5364},
   MRCLASS = {62G05 (60G51 62F12)},
  MRNUMBER = {2893866},
MRREVIEWER = {Stergios B. Fotopoulos},
       DOI = {10.1214/11-AOS901},
       URL = {https://doi.org/10.1214/11-AOS901},
}
		


@article {MR2863638,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Pricing {B}ermudan options by nonparametric regression:
              optimal rates of convergence for lower estimates},
   JOURNAL = {Finance Stoch.},
  FJOURNAL = {Finance and Stochastics},
    VOLUME = {15},
      YEAR = {2011},
    NUMBER = {4},
     PAGES = {655--683},
      ISSN = {0949-2984},
   MRCLASS = {91B25 (60G40 62G08 65C05 91G20 91G60)},
  MRNUMBER = {2863638},
MRREVIEWER = {Paolo Pellizzari},
       DOI = {10.1007/s00780-010-0132-x},
       URL = {https://doi.org/10.1007/s00780-010-0132-x},
}
		


@article {MR2794974,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Spectral estimation of the {L}\'{e}vy density in partially
              observed affine models},
   JOURNAL = {Stochastic Process. Appl.},
  FJOURNAL = {Stochastic Processes and their Applications},
    VOLUME = {121},
      YEAR = {2011},
    NUMBER = {6},
     PAGES = {1217--1244},
      ISSN = {0304-4149},
   MRCLASS = {62G05 (60G51 60J25 62G07 62G20 62M05)},
  MRNUMBER = {2794974},
MRREVIEWER = {Ross S. McVinish},
       DOI = {10.1016/j.spa.2011.02.001},
       URL = {https://doi.org/10.1016/j.spa.2011.02.001},
}
		


@article {MR2784473,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John},
     TITLE = {A jump-diffusion {L}ibor model and its robust calibration},
   JOURNAL = {Quant. Finance},
  FJOURNAL = {Quantitative Finance},
    VOLUME = {11},
      YEAR = {2011},
    NUMBER = {4},
     PAGES = {529--546},
      ISSN = {1469-7688},
   MRCLASS = {91B70 (91G20 91G60)},
  MRNUMBER = {2784473},
MRREVIEWER = {Edward J. Allen},
       DOI = {10.1080/14697680903295176},
       URL = {https://doi.org/10.1080/14697680903295176},
}
		


@article {MR2759200,
    AUTHOR = {Belomestny, Denis},
     TITLE = {On the rates of convergence of simulation-based optimization
              algorithms for optimal stopping problems},
   JOURNAL = {Ann. Appl. Probab.},
  FJOURNAL = {The Annals of Applied Probability},
    VOLUME = {21},
      YEAR = {2011},
    NUMBER = {1},
     PAGES = {215--239},
      ISSN = {1050-5164},
   MRCLASS = {60G40 (60F10 60J05 91G60)},
  MRNUMBER = {2759200},
       DOI = {10.1214/10-AAP692},
       URL = {https://doi.org/10.1214/10-AAP692},
}
		


@article {MR2766648,
    AUTHOR = {Belomestny, D. V. and R\"{u}schendorf, L. and Urusov, M. A.},
     TITLE = {Optimal stopping of integral functionals and a ``no-loss''
              free boundary formulation},
   JOURNAL = {Teor. Veroyatn. Primen.},
  FJOURNAL = {Rossi\u{\i}skaya Akademiya Nauk. Teoriya Veroyatnoste\u{\i} i ee
              Primeneniya},
    VOLUME = {54},
      YEAR = {2009},
    NUMBER = {1},
     PAGES = {80--96},
      ISSN = {0040-361X},
   MRCLASS = {60G40 (34F05 60J60 93E20)},
  MRNUMBER = {2766648},
MRREVIEWER = {\L . Stettner},
       DOI = {10.1137/S0040585X97983961},
       URL = {https://doi.org/10.1137/S0040585X97983961},
}
		


@article {MR2739603,
    AUTHOR = {Belomestny, Denis and Gapeev, Pavel V.},
     TITLE = {An iterative procedure for solving integral equations related
              to optimal stopping problems},
   JOURNAL = {Stochastics},
  FJOURNAL = {Stochastics. An International Journal of Probability and
              Stochastic Processes},
    VOLUME = {82},
      YEAR = {2010},
    NUMBER = {4},
     PAGES = {365--380},
      ISSN = {1744-2508},
   MRCLASS = {65R20 (60G40 60J60 91G20)},
  MRNUMBER = {2739603},
       DOI = {10.1080/17442500903371002},
       URL = {https://doi.org/10.1080/17442500903371002},
}
		


@article {MR2727447,
    AUTHOR = {Belomestny, Denis and Milstein, G. N. and Schoenmakers, John},
     TITLE = {Sensitivities for {B}ermudan options by regression methods},
   JOURNAL = {Decis. Econ. Finance},
  FJOURNAL = {Decisions in Economics and Finance. A Journal of Applied
              Mathematics},
    VOLUME = {33},
      YEAR = {2010},
    NUMBER = {2},
     PAGES = {117--138},
      ISSN = {1593-8883},
   MRCLASS = {91G60 (91G20)},
  MRNUMBER = {2727447},
       DOI = {10.1007/s10203-009-0101-z},
       URL = {https://doi.org/10.1007/s10203-009-0101-z},
}
		


@article {MR2646973,
    AUTHOR = {Belomestny, Denis and Kolodko, Anastasia and Schoenmakers,
              John},
     TITLE = {Pricing {CMS} spread options in a {L}ibor market model},
   JOURNAL = {Int. J. Theor. Appl. Finance},
  FJOURNAL = {International Journal of Theoretical and Applied Finance},
    VOLUME = {13},
      YEAR = {2010},
    NUMBER = {1},
     PAGES = {45--62},
      ISSN = {0219-0249},
   MRCLASS = {91G20},
  MRNUMBER = {2646973},
       DOI = {10.1142/S021902491000567X},
       URL = {https://doi.org/10.1142/S021902491000567X},
}
		


@article {MR2589324,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Spectral estimation of the fractional order of a {L}\'{e}vy
              process},
   JOURNAL = {Ann. Statist.},
  FJOURNAL = {The Annals of Statistics},
    VOLUME = {38},
      YEAR = {2010},
    NUMBER = {1},
     PAGES = {317--351},
      ISSN = {0090-5364},
   MRCLASS = {62F10 (60G51 62F25 62H12 62J12)},
  MRNUMBER = {2589324},
MRREVIEWER = {Sreenivasan Ravi},
       DOI = {10.1214/09-AOS715},
       URL = {https://doi.org/10.1214/09-AOS715},
}
		


@article {MR2603467,
    AUTHOR = {Belomestny, Denis and Mathew, Stanley and Schoenmakers, John},
     TITLE = {Multiple stochastic volatility extension of the {L}ibor market
              model and its implementation},
   JOURNAL = {Monte Carlo Methods Appl.},
  FJOURNAL = {Monte Carlo Methods and Applications},
    VOLUME = {15},
      YEAR = {2009},
    NUMBER = {4},
     PAGES = {285--310},
      ISSN = {0929-9629},
   MRCLASS = {91G60 (60H30 91B70)},
  MRNUMBER = {2603467},
       DOI = {10.1515/MCMA.2009.016},
       URL = {https://doi.org/10.1515/MCMA.2009.016},
}
		


@article {MR2599931,
    AUTHOR = {Belomestny, Denis and Kolodko, Anastasia and Schoenmakers,
              John},
     TITLE = {Regression methods for stochastic control problems and their
              convergence analysis},
   JOURNAL = {SIAM J. Control Optim.},
  FJOURNAL = {SIAM Journal on Control and Optimization},
    VOLUME = {48},
      YEAR = {2009/10},
    NUMBER = {5},
     PAGES = {3562--3588},
      ISSN = {0363-0129},
   MRCLASS = {60G40 (49K45 49M30 65C05 90C40 93E20)},
  MRNUMBER = {2599931},
MRREVIEWER = {Aleksey B. Piunovski\u{\i}},
       DOI = {10.1137/090752651},
       URL = {https://doi.org/10.1137/090752651},
}
		


@article {MR2535468,
    AUTHOR = {Belomestny, Denis and Kampen, J\"{o}rg and Schoenmakers, John},
     TITLE = {Holomorphic transforms with application to affine processes},
   JOURNAL = {J. Funct. Anal.},
  FJOURNAL = {Journal of Functional Analysis},
    VOLUME = {257},
      YEAR = {2009},
    NUMBER = {4},
     PAGES = {1222--1250},
      ISSN = {0022-1236},
   MRCLASS = {60G51 (47D07 60J75)},
  MRNUMBER = {2535468},
MRREVIEWER = {Nizar Demni},
       DOI = {10.1016/j.jfa.2009.03.013},
       URL = {https://doi.org/10.1016/j.jfa.2009.03.013},
}
		


@article {MR2510185,
    AUTHOR = {Belomestny, Denis and Milstein, Grigori and Spokoiny,
              Vladimir},
     TITLE = {Regression methods in pricing {A}merican and {B}ermudan
              options using consumption processes},
   JOURNAL = {Quant. Finance},
  FJOURNAL = {Quantitative Finance},
    VOLUME = {9},
      YEAR = {2009},
    NUMBER = {3},
     PAGES = {315--327},
      ISSN = {1469-7688},
   MRCLASS = {91G70 (62G08 62P05 65C05 91G20)},
  MRNUMBER = {2510185},
       DOI = {10.1080/14697680802165736},
       URL = {https://doi.org/10.1080/14697680802165736},
}
		


@article {MR2488402,
    AUTHOR = {Belomestny, Denis and Bender, Christian and Schoenmakers,
              John},
     TITLE = {True upper bounds for {B}ermudan products via non-nested
              {M}onte {C}arlo},
   JOURNAL = {Math. Finance},
  FJOURNAL = {Mathematical Finance. An International Journal of Mathematics,
              Statistics and Financial Economics},
    VOLUME = {19},
      YEAR = {2009},
    NUMBER = {1},
     PAGES = {53--71},
      ISSN = {0960-1627},
   MRCLASS = {91B28 (65C05)},
  MRNUMBER = {2488402},
MRREVIEWER = {Gunther Leobacher},
       DOI = {10.1111/j.1467-9965.2008.00357.x},
       URL = {https://doi.org/10.1111/j.1467-9965.2008.00357.x},
}
		


@article {MR2363972,
    AUTHOR = {Belomestny, Denis and Spokoiny, Vladimir},
     TITLE = {Spatial aggregation of local likelihood estimates with
              applications to classification},
   JOURNAL = {Ann. Statist.},
  FJOURNAL = {The Annals of Statistics},
    VOLUME = {35},
      YEAR = {2007},
    NUMBER = {5},
     PAGES = {2287--2311},
      ISSN = {0090-5364},
   MRCLASS = {62G05 (62G07 62G08 62G32 62H30)},
  MRNUMBER = {2363972},
MRREVIEWER = {Songqiao Wen},
       DOI = {10.1214/009053607000000271},
       URL = {https://doi.org/10.1214/009053607000000271},
}
		


@article {MR2276314,
    AUTHOR = {Belomestny, Denis and Rei\ss , Markus},
     TITLE = {Spectral calibration of exponential {L}\'{e}vy models},
   JOURNAL = {Finance Stoch.},
  FJOURNAL = {Finance and Stochastics},
    VOLUME = {10},
      YEAR = {2006},
    NUMBER = {4},
     PAGES = {449--474},
      ISSN = {0949-2984},
   MRCLASS = {62P05 (60G51 62G20 91B28)},
  MRNUMBER = {2276314},
MRREVIEWER = {M. P. Moklyachuk},
       DOI = {10.1007/s00780-006-0021-5},
       URL = {https://doi.org/10.1007/s00780-006-0021-5},
}
		


@article {MR2239817,
    AUTHOR = {Belomestny, Denis and Milstein, Grigori N.},
     TITLE = {Monte {C}arlo evaluation of {A}merican options using
              consumption processes},
   JOURNAL = {Int. J. Theor. Appl. Finance},
  FJOURNAL = {International Journal of Theoretical and Applied Finance},
    VOLUME = {9},
      YEAR = {2006},
    NUMBER = {4},
     PAGES = {455--481},
      ISSN = {0219-0249},
   MRCLASS = {91B28 (65C05)},
  MRNUMBER = {2239817},
MRREVIEWER = {Lucia Caramellino},
       DOI = {10.1142/S0219024906003652},
       URL = {https://doi.org/10.1142/S0219024906003652},
}
		


@article {MR2141327,
    AUTHOR = {Belomestny\u{\i}, D. V.},
     TITLE = {Reconstruction of a general distribution from the distribution
              of some statistics},
   JOURNAL = {Teor. Veroyatn. Primen.},
  FJOURNAL = {Rossi\u{\i}skaya Akademiya Nauk. Teoriya Veroyatnoste\u{\i} i ee
              Primeneniya},
    VOLUME = {49},
      YEAR = {2004},
    NUMBER = {1},
     PAGES = {3--20},
      ISSN = {0040-361X},
   MRCLASS = {62E10 (60E10)},
  MRNUMBER = {2141327},
MRREVIEWER = {M. Riedel},
       DOI = {10.1137/S0040585X9798083X},
       URL = {https://doi.org/10.1137/S0040585X9798083X},
}
		


@article {MR2025043,
    AUTHOR = {Belomestny, D. and Jentsch, V. and Schreckenberg, M.},
     TITLE = {Completion and continuation of nonlinear traffic time series:
              a probabilistic approach},
   JOURNAL = {J. Phys. A},
  FJOURNAL = {Journal of Physics. A. Mathematical and General},
    VOLUME = {36},
      YEAR = {2003},
    NUMBER = {45},
     PAGES = {11369--11383},
      ISSN = {0305-4470},
   MRCLASS = {90B20},
  MRNUMBER = {2025043},
       DOI = {10.1088/0305-4470/36/45/001},
       URL = {https://doi.org/10.1088/0305-4470/36/45/001},
}
		


@article {MR2006660,
    AUTHOR = {Belomestny\u{\i}, D. V. and Prokhorov, A. V.},
     TITLE = {On the problem of reconstructing the general distribution from
              the distribution of a linear statistic},
   JOURNAL = {Vestnik Moskov. Univ. Ser. I Mat. Mekh.},
  FJOURNAL = {Vestnik Moskovskogo Universiteta. Seriya I. Matematika,
              Mekhanika},
      YEAR = {2003},
    NUMBER = {2},
     PAGES = {3--8, 64},
      ISSN = {0579-9368},
   MRCLASS = {60E05 (62E10)},
  MRNUMBER = {2006660},
MRREVIEWER = {S. G. Maloshevski\u{\i}},
}
		


@article {MR1987791,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Constraints on distributions imposed by properties of linear
              forms},
   JOURNAL = {ESAIM Probab. Stat.},
  FJOURNAL = {ESAIM. Probability and Statistics},
    VOLUME = {7},
      YEAR = {2003},
     PAGES = {313--328},
      ISSN = {1292-8100},
   MRCLASS = {62E10 (60E10)},
  MRNUMBER = {1987791},
MRREVIEWER = {C\'{e}lestin C. Kokonendji},
       DOI = {10.1051/ps:2003014},
       URL = {https://doi.org/10.1051/ps:2003014},
}
		


@article {MR1968691,
    AUTHOR = {Belomestny\u{\i}, D. V.},
     TITLE = {On the reconstruction of a distribution of summands from the
              distribution of the sum},
   JOURNAL = {Teor. Veroyatnost. i Primenen.},
  FJOURNAL = {Rossi\u{\i}skaya Akademiya Nauk. Teoriya Veroyatnoste\u{\i} i ee
              Primeneniya},
    VOLUME = {46},
      YEAR = {2001},
    NUMBER = {2},
     PAGES = {366--370},
      ISSN = {0040-361X},
   MRCLASS = {60E05},
  MRNUMBER = {1968691},
MRREVIEWER = {Dominik Szynal},
       DOI = {10.1137/S0040585X97978968},
       URL = {https://doi.org/10.1137/S0040585X97978968},
}
		


@inproceedings {MR1945192,
    AUTHOR = {Belomestnyi, D. V.},
     TITLE = {On the problem of characterizing the distribution of random
              variables by the distribution of their sum},
 BOOKTITLE = {Proceedings of the {S}eminar on {S}tability {P}roblems for
              {S}tochastic {M}odels, {P}art {I} ({E}ger, 2001)},
   JOURNAL = {J. Math. Sci. (New York)},
  FJOURNAL = {Journal of Mathematical Sciences (New York)},
    VOLUME = {111},
      YEAR = {2002},
    NUMBER = {3},
     PAGES = {3498--3504},
      ISSN = {1072-3374},
   MRCLASS = {60E05 (62E10)},
  MRNUMBER = {1945192},
MRREVIEWER = {Slobodanka Jankovi\'{c}},
       DOI = {10.1023/A:1016174813331},
       URL = {https://doi.org/10.1023/A:1016174813331},
}
		


@article {MR1863837,
    AUTHOR = {Belomestny\u{\i}, D. V.},
     TITLE = {On the problem of reconstructing the general distribution from
              the distribution of the maximum},
   JOURNAL = {Dokl. Akad. Nauk},
  FJOURNAL = {Rossi\u{\i}skaya Akademiya Nauk. Doklady Akademii Nauk},
    VOLUME = {379},
      YEAR = {2001},
    NUMBER = {1},
     PAGES = {7--8},
      ISSN = {0869-5652},
   MRCLASS = {60E05 (62E10)},
  MRNUMBER = {1863837},
MRREVIEWER = {M. Riedel},
}


		
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Cham: Springer,  2024.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1007/978-3-031-47417-0_28\"\n     onclick=\"log_download('belomestny-vandermeulen-spreij-nonparametricbayesianinferenceforstochasticprocesseswithpiecewiseconstantpriors-2024', 'http://doi.org/10.1007/978-3-031-47417-0_28', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-vandermeulen-spreij-nonparametricbayesianinferenceforstochasticprocesseswithpiecewiseconstantpriors-2024\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-vandermeulen-spreij-nonparametricbayesianinferenceforstochasticprocesseswithpiecewiseconstantpriors-2024')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@InCollection{zbMATH07936628,\n    Author = {Belomestny, Denis and van der Meulen, Frank and Spreij, Peter},\n    Title = {Nonparametric {Bayesian} inference for stochastic processes with piecewise constant priors},\n    BookTitle = {2021--2022 MATRIX annals},\n    ISBN = {978-3-031-47416-3; 978-3-031-47419-4; 978-3-031-47417-0},\n    Pages = {527--568},\n    Year = {2024},\n    Publisher = {Cham: Springer},\n    Language = {English},\n    DOI = {10.1007/978-3-031-47417-0_28},\n    Keywords = {62G20,62M05},\n    zbMATH = {7936628}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-morozova-panov-nonparametricstatisticalinferenceforcompoundmodels-2024\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Morozova, E.;  and Panov, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Nonparametric statistical inference for compound models.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Statistics</i>, 58(4): 943–960.  2024.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1080/02331888.2024.2382726\"\n     onclick=\"log_download('belomestny-morozova-panov-nonparametricstatisticalinferenceforcompoundmodels-2024', 'http://doi.org/10.1080/02331888.2024.2382726', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-morozova-panov-nonparametricstatisticalinferenceforcompoundmodels-2024\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-morozova-panov-nonparametricstatisticalinferenceforcompoundmodels-2024')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@Article{zbMATH07929392,\n    Author = {Belomestny, Denis and Morozova, Ekaterina and Panov, Vladimir},\n    Title = {Nonparametric statistical inference for compound models},\n    FJournal = {Statistics},\n    Journal = {Statistics},\n    ISSN = {0233-1888},\n    Volume = {58},\n    Number = {4},\n    Pages = {943--960},\n    Year = {2024},\n    Language = {English},\n    DOI = {10.1080/02331888.2024.2382726},\n    Keywords = {62G05,62G20},\n    zbMATH = {7929392}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"bayer-belomestny-butkovsky-schoenmakers-areproducingkernelhilbertspaceapproachtosingularlocalstochasticvolatilitymckeanvlasovmodels-2024\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Bayer, C.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Butkovsky, O.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Finance Stoch.</i>, 28(4): 1147–1178.  2024.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s00780-024-00541-5\"\n     onclick=\"log_download('bayer-belomestny-butkovsky-schoenmakers-areproducingkernelhilbertspaceapproachtosingularlocalstochasticvolatilitymckeanvlasovmodels-2024', 'http://doi.org/10.1007/s00780-024-00541-5', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/bayer-belomestny-butkovsky-schoenmakers-areproducingkernelhilbertspaceapproachtosingularlocalstochasticvolatilitymckeanvlasovmodels-2024\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('bayer-belomestny-butkovsky-schoenmakers-areproducingkernelhilbertspaceapproachtosingularlocalstochasticvolatilitymckeanvlasovmodels-2024')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@Article{zbMATH07927023,\n    Author = {Bayer, Christian and Belomestny, Denis and Butkovsky, Oleg and Schoenmakers, John},\n    Title = {A reproducing kernel {Hilbert} space approach to singular local stochastic volatility {McKean}-{Vlasov} models},\n    FJournal = {Finance and Stochastics},\n    Journal = {Finance Stoch.},\n    ISSN = {0949-2984},\n    Volume = {28},\n    Number = {4},\n    Pages = {1147--1178},\n    Year = {2024},\n    Language = {English},\n    DOI = {10.1007/s00780-024-00541-5},\n    Keywords = {91G20,65C30,46E22},\n    zbMATH = {7927023}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-goldman-naumov-samsonov-theoreticalguaranteesforneuralcontrolvariatesinmcmc-2024\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Goldman, A.; Naumov, A.;  and Samsonov, S.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Theoretical guarantees for neural control variates in MCMC.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Math. Comput. Simul.</i>, 220: 382–405.  2024.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.matcom.2024.01.019\"\n     onclick=\"log_download('belomestny-goldman-naumov-samsonov-theoreticalguaranteesforneuralcontrolvariatesinmcmc-2024', 'http://doi.org/10.1016/j.matcom.2024.01.019', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-goldman-naumov-samsonov-theoreticalguaranteesforneuralcontrolvariatesinmcmc-2024\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-goldman-naumov-samsonov-theoreticalguaranteesforneuralcontrolvariatesinmcmc-2024')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@Article{zbMATH07833546,\n    Author = {Belomestny, Denis and Goldman, Artur and Naumov, Alexey and Samsonov, Sergey},\n    Title = {Theoretical guarantees for neural control variates in {MCMC}},\n    FJournal = {Mathematics and Computers in Simulation},\n    Journal = {Math. Comput. Simul.},\n    ISSN = {0378-4754},\n    Volume = {220},\n    Pages = {382--405},\n    Year = {2024},\n    Language = {English},\n    DOI = {10.1016/j.matcom.2024.01.019},\n    Keywords = {65C05,68T07,60J22},\n    zbMATH = {7833546},\n    Zbl = {1540.65003}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-primaldualregressionapproachformarkovdecisionprocesseswithgeneralstateandactionspaces-2024\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Primal-dual regression approach for Markov decision processes with general state and action spaces.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM J. Control Optim.</i>, 62(1): 650–679.  2024.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1137/22M1526010\"\n     onclick=\"log_download('belomestny-schoenmakers-primaldualregressionapproachformarkovdecisionprocesseswithgeneralstateandactionspaces-2024', 'http://doi.org/10.1137/22M1526010', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-primaldualregressionapproachformarkovdecisionprocesseswithgeneralstateandactionspaces-2024\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-primaldualregressionapproachformarkovdecisionprocesseswithgeneralstateandactionspaces-2024')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@Article{zbMATH07806777,\n    Author = {Belomestny, Denis and Schoenmakers, John},\n    Title = {Primal-dual regression approach for {Markov} decision processes with general state and action spaces},\n    FJournal = {SIAM Journal on Control and Optimization},\n    Journal = {SIAM J. Control Optim.},\n    ISSN = {0363-0129},\n    Volume = {62},\n    Number = {1},\n    Pages = {650--679},\n    Year = {2024},\n    Language = {English},\n    DOI = {10.1137/22M1526010},\n    Keywords = {90C40,65C05,62G08},\n    zbMATH = {7806777},\n    Zbl = {1539.90133}\n}\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"puchkin-samsonov-belomestny-moulines-naumov-ratesofconvergencefordensityestimationwithgenerativeadversarialnetworks-2024\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Puchkin, N.; Samsonov, S.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Moulines, E.;  and Naumov, A.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"http://jmlr.org/papers/v25/23-0062.html\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'puchkin-samsonov-belomestny-moulines-naumov-ratesofconvergencefordensityestimationwithgenerativeadversarialnetworks-2024', 'http://jmlr.org/papers/v25/23-0062.html', event);\">\n    Rates of convergence for density estimation with generative adversarial networks.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Journal of Machine Learning Research</i>, 25(29): 1–47.  2024.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"http://jmlr.org/papers/v25/23-0062.html\"\n     onclick=\"log_download('puchkin-samsonov-belomestny-moulines-naumov-ratesofconvergencefordensityestimationwithgenerativeadversarialnetworks-2024', 'http://jmlr.org/papers/v25/23-0062.html', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Rates of convergence for density estimation with generative adversarial networks [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/puchkin-samsonov-belomestny-moulines-naumov-ratesofconvergencefordensityestimationwithgenerativeadversarialnetworks-2024\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('puchkin-samsonov-belomestny-moulines-naumov-ratesofconvergencefordensityestimationwithgenerativeadversarialnetworks-2024')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article{JMLR:v25:23-0062,\n  author  = {Nikita Puchkin and Sergey Samsonov and Denis Belomestny and Eric Moulines and Alexey Naumov},\n  title   = {Rates of convergence for density estimation with generative adversarial networks},\n  journal = {Journal of Machine Learning Research},\n  year    = {2024},\n  volume  = {25},\n  number  = {29},\n  pages   = {1--47},\n  url     = {http://jmlr.org/papers/v25/23-0062.html}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-morozova-panov-statisticalinferenceforscalemixturemodelsviamellintransformapproach-2024\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Morozova, E.;  and Panov, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Statistical inference for scale mixture models via Mellin transform approach.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Statistics</i>, 58(1): 209–229.  2024.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1080/02331888.2024.2309991\"\n     onclick=\"log_download('belomestny-morozova-panov-statisticalinferenceforscalemixturemodelsviamellintransformapproach-2024', 'http://doi.org/10.1080/02331888.2024.2309991', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-morozova-panov-statisticalinferenceforscalemixturemodelsviamellintransformapproach-2024\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-morozova-panov-statisticalinferenceforscalemixturemodelsviamellintransformapproach-2024')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@Article{zbMATH07814995,\n    Author = {Belomestny, Denis and Morozova, Ekaterina and Panov, Vladimir},\n    Title = {Statistical inference for scale mixture models via {Mellin} transform approach},\n    FJournal = {Statistics},\n    Journal = {Statistics},\n    ISSN = {0233-1888},\n    Volume = {58},\n    Number = {1},\n    Pages = {209--229},\n    Year = {2024},\n    Language = {English},\n    DOI = {10.1080/02331888.2024.2309991},\n    Keywords = {62G05,62G20,65C20},\n    zbMATH = {7814995}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-primaldualregressionapproachformarkovdecisionprocesseswithgeneralstateandactionspaces-2024\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Primal-dual regression approach for Markov decision processes with general state and action spaces.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM J. Control Optim.</i>, 62(1): 650–679.  2024.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1137/22M1526010\"\n     onclick=\"log_download('belomestny-schoenmakers-primaldualregressionapproachformarkovdecisionprocesseswithgeneralstateandactionspaces-2024', 'http://doi.org/10.1137/22M1526010', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-primaldualregressionapproachformarkovdecisionprocesseswithgeneralstateandactionspaces-2024\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-primaldualregressionapproachformarkovdecisionprocesseswithgeneralstateandactionspaces-2024')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@Article{zbMATH07806777,\n    Author = {Belomestny, Denis and Schoenmakers, John},\n    Title = {Primal-dual regression approach for {Markov} decision processes with general state and action spaces},\n    FJournal = {SIAM Journal on Control and Optimization},\n    Journal = {SIAM J. Control Optim.},\n    ISSN = {0363-0129},\n    Volume = {62},\n    Number = {1},\n    Pages = {650--679},\n    Year = {2024},\n    Language = {English},\n    DOI = {10.1137/22M1526010},\n    Keywords = {90C40,65C05,62G08},\n    zbMATH = {7806777}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2023\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2023')\"\n      onkeypress=\"toggleGroup('group_2023')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2023</span>\n      <span class=\"bibbase_group_count\">\n        \n        (7)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-2023\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Bender, C.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Solving optimal stopping problems via randomization and empirical dual optimization.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Math. Oper. Res.</i>, 48(3): 1454–1480.  2023.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1287/moor.2022.1306\"\n     onclick=\"log_download('belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-2023', 'http://doi.org/10.1287/moor.2022.1306', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-2023\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-2023')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@Article{zbMATH07809866,\n    Author = {Belomestny, Denis and Bender, Christian and Schoenmakers, John},\n    Title = {Solving optimal stopping problems via randomization and empirical dual optimization},\n    FJournal = {Mathematics of Operations Research},\n    Journal = {Math. Oper. Res.},\n    ISSN = {0364-765X},\n    Volume = {48},\n    Number = {3},\n    Pages = {1454--1480},\n    Year = {2023},\n    Language = {English},\n    DOI = {10.1287/moor.2022.1306},\n    Keywords = {91G60,65G05,60G40},\n    zbMATH = {7809866}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"tiapkin-belomestny-calandriello-moulines-munos-naumov-perrault-valko-etal-modelfreeposteriorsamplingvialearningraterandomization-2023\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Tiapkin, D.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Calandriello, D.; Moulines, E.; Munos, R.; Naumov, A.; Perrault, P.; Valko, M.;  and Ménard, P.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Model-free posterior sampling via learning rate randomization.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Advances in Neural Information Processing Systems</i>, 36: 73719–73774.  2023.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/tiapkin-belomestny-calandriello-moulines-munos-naumov-perrault-valko-etal-modelfreeposteriorsamplingvialearningraterandomization-2023\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('tiapkin-belomestny-calandriello-moulines-munos-naumov-perrault-valko-etal-modelfreeposteriorsamplingvialearningraterandomization-2023')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article{tiapkin2023model,\n  title={Model-free posterior sampling via learning rate randomization},\n  author={Tiapkin, Daniil and Belomestny, Denis and Calandriello, Daniele and Moulines, Eric and Munos, Remi and Naumov, Alexey and Perrault, Pierre and Valko, Michal and M{\\&#x27;e}nard, Pierre},\n  journal={Advances in Neural Information Processing Systems},\n  volume={36},\n  pages={73719--73774},\n  year={2023}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"tiapkin-belomestny-calandriello-moulines-munos-naumov-perrault-tang-etal-fastratesformaximumentropyexploration-2023\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Tiapkin, D.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Calandriello, D.; Moulines, E.; Munos, R.; Naumov, A.; Perrault, P.; Tang, Y.; Valko, M.;  and Menard, P.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Fast rates for maximum entropy exploration.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  In <i>International Conference on Machine Learning</i>, pages 34161–34221,  2023. PMLR\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/tiapkin-belomestny-calandriello-moulines-munos-naumov-perrault-tang-etal-fastratesformaximumentropyexploration-2023\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('tiapkin-belomestny-calandriello-moulines-munos-naumov-perrault-tang-etal-fastratesformaximumentropyexploration-2023')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@inproceedings{tiapkin2023fast,\n  title={Fast rates for maximum entropy exploration},\n  author={Tiapkin, Daniil and Belomestny, Denis and Calandriello, Daniele and Moulines, Eric and Munos, Remi and Naumov, Alexey and Perrault, Pierre and Tang, Yunhao and Valko, Michal and Menard, Pierre},\n  booktitle={International Conference on Machine Learning},\n  pages={34161--34221},\n  year={2023},\n  organization={PMLR}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-fromoptimalmartingalestorandomizeddualoptimalstopping-2023\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  From optimal martingales to randomized dual optimal stopping.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Quant. Finance</i>, 23(7-8): 1099–1113.  2023.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1080/14697688.2023.2223242\"\n     onclick=\"log_download('belomestny-schoenmakers-fromoptimalmartingalestorandomizeddualoptimalstopping-2023', 'http://doi.org/10.1080/14697688.2023.2223242', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-fromoptimalmartingalestorandomizeddualoptimalstopping-2023\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-fromoptimalmartingalestorandomizeddualoptimalstopping-2023')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@Article{zbMATH07742095,\n    Author = {Belomestny, Denis and Schoenmakers, John},\n    Title = {From optimal martingales to randomized dual optimal stopping},\n    FJournal = {Quantitative Finance},\n    Journal = {Quant. Finance},\n    ISSN = {1469-7688},\n    Volume = {23},\n    Number = {7-8},\n    Pages = {1099--1113},\n    Year = {2023},\n    Language = {English},\n    DOI = {10.1080/14697688.2023.2223242},\n    Keywords = {91G60,65C05,60G40,60G46},\n    zbMATH = {7742095},\n    Zbl = {1522.91309}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-gugushvili-schauer-spreij-weaksolutionstogammadrivenstochasticdifferentialequations-2023\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Gugushvili, S.; Schauer, M.;  and Spreij, P.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Weak solutions to gamma-driven stochastic differential equations.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Indag. Math., New Ser.</i>, 34(4): 820–829.  2023.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.indag.2023.03.004\"\n     onclick=\"log_download('belomestny-gugushvili-schauer-spreij-weaksolutionstogammadrivenstochasticdifferentialequations-2023', 'http://doi.org/10.1016/j.indag.2023.03.004', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-gugushvili-schauer-spreij-weaksolutionstogammadrivenstochasticdifferentialequations-2023\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-gugushvili-schauer-spreij-weaksolutionstogammadrivenstochasticdifferentialequations-2023')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@Article{zbMATH07689514,\n    Author = {Belomestny, Denis and Gugushvili, Shota and Schauer, Moritz and Spreij, Peter},\n    Title = {Weak solutions to gamma-driven stochastic differential equations},\n    FJournal = {Indagationes Mathematicae. New Series},\n    Journal = {Indag. Math., New Ser.},\n    ISSN = {0019-3577},\n    Volume = {34},\n    Number = {4},\n    Pages = {820--829},\n    Year = {2023},\n    Language = {English},\n    DOI = {10.1016/j.indag.2023.03.004},\n    Keywords = {60H10,60H05},\n    zbMATH = {7689514}\n}\n\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-naumov-puchkin-samsonov-simultaneousapproximationofasmoothfunctionanditsderivativesbydeepneuralnetworkswithpiecewisepolynomialactivations-2023\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Naumov, A.; Puchkin, N.;  and Samsonov, S.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://www.sciencedirect.com/science/article/pii/S0893608023000473\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-naumov-puchkin-samsonov-simultaneousapproximationofasmoothfunctionanditsderivativesbydeepneuralnetworkswithpiecewisepolynomialactivations-2023', 'https://www.sciencedirect.com/science/article/pii/S0893608023000473', event);\">\n    Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Neural Networks</i>, 161: 242-253.  2023.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://www.sciencedirect.com/science/article/pii/S0893608023000473\"\n     onclick=\"log_download('belomestny-naumov-puchkin-samsonov-simultaneousapproximationofasmoothfunctionanditsderivativesbydeepneuralnetworkswithpiecewisepolynomialactivations-2023', 'https://www.sciencedirect.com/science/article/pii/S0893608023000473', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/https://doi.org/10.1016/j.neunet.2023.01.035\"\n     onclick=\"log_download('belomestny-naumov-puchkin-samsonov-simultaneousapproximationofasmoothfunctionanditsderivativesbydeepneuralnetworkswithpiecewisepolynomialactivations-2023', 'http://doi.org/https://doi.org/10.1016/j.neunet.2023.01.035', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-naumov-puchkin-samsonov-simultaneousapproximationofasmoothfunctionanditsderivativesbydeepneuralnetworkswithpiecewisepolynomialactivations-2023\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n  &nbsp;\n  <a class=\"bibbase_abstract_link bibbase link\"\n     href=\"#\"\n     onclick=\"showAbstract(event); return false;\">\n    abstract <i class=\"fa fa-caret-down\"></i></a>\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-naumov-puchkin-samsonov-simultaneousapproximationofasmoothfunctionanditsderivativesbydeepneuralnetworkswithpiecewisepolynomialactivations-2023')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article{BELOMESTNY2023242,\ntitle = {Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations},\njournal = {Neural Networks},\nvolume = {161},\npages = {242-253},\nyear = {2023},\nissn = {0893-6080},\ndoi = {https://doi.org/10.1016/j.neunet.2023.01.035},\nurl = {https://www.sciencedirect.com/science/article/pii/S0893608023000473},\nauthor = {Denis Belomestny and Alexey Naumov and Nikita Puchkin and Sergey Samsonov},\nkeywords = {Deep neural networks, Approximation complexity, ReQU activations, ReLU activations, Hölder class},\nabstract = {This paper investigates the approximation properties of deep neural networks with piecewise-polynomial activation functions. We derive the required depth, width, and sparsity of a deep neural network to approximate any Hölder smooth function up to a given approximation error in Hölder norms in such a way that all weights of this neural network are bounded by 1. The latter feature is essential to control generalization errors in many statistical and machine learning applications.}\n}\n\n</pre>\n</div>\n\n\n<div class=\"well well-small bibbase\" data-type=\"abstract\"\n     style=\"display:none\">\n  This paper investigates the approximation properties of deep neural networks with piecewise-polynomial activation functions. We derive the required depth, width, and sparsity of a deep neural network to approximate any Hölder smooth function up to a given approximation error in Hölder norms in such a way that all weights of this neural network are bounded by 1. The latter feature is essential to control generalization errors in many statistical and machine learning applications.\n</div>\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-pilipauskait-podolskij-semiparametricestimationofmckeanvlasovsdes-2023\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Pilipauskaitė, V.;  and Podolskij, M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/22-AIHP1261\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-pilipauskait-podolskij-semiparametricestimationofmckeanvlasovsdes-2023', 'https://doi.org/10.1214/22-AIHP1261', event);\">\n    Semiparametric estimation of McKean–Vlasov SDEs.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Annales de l'Institut Henri Poincaré, Probabilités et Statistiques</i>, 59(1): 79 – 96.  2023.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/22-AIHP1261\"\n     onclick=\"log_download('belomestny-pilipauskait-podolskij-semiparametricestimationofmckeanvlasovsdes-2023', 'https://doi.org/10.1214/22-AIHP1261', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Semiparametric estimation of McKean–Vlasov SDEs [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/22-AIHP1261\"\n     onclick=\"log_download('belomestny-pilipauskait-podolskij-semiparametricestimationofmckeanvlasovsdes-2023', 'http://doi.org/10.1214/22-AIHP1261', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-pilipauskait-podolskij-semiparametricestimationofmckeanvlasovsdes-2023\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n  &nbsp;\n  <a class=\"bibbase_abstract_link bibbase link\"\n     href=\"#\"\n     onclick=\"showAbstract(event); return false;\">\n    abstract <i class=\"fa fa-caret-down\"></i></a>\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-pilipauskait-podolskij-semiparametricestimationofmckeanvlasovsdes-2023')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n  \n  \n  \n  \n  \n  \n  \n  \n  \n  \n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article{10.1214/22-AIHP1261,\nauthor = {Denis Belomestny and Vytautė Pilipauskaitė and Mark Podolskij},\ntitle = {{Semiparametric estimation of McKean–Vlasov SDEs}},\nvolume = {59},\njournal = {Annales de l&#x27;Institut Henri Poincaré, Probabilités et Statistiques},\nnumber = {1},\npublisher = {Institut Henri Poincaré},\npages = {79 -- 96},\nabstract = {Dans cet article, nous étudions le problème d’estimation semi-paramétrique pour une classe d’équations différentielles stochastiques de type McKean–Vlasov. Notre but est d’estimer le coefficient de dérive d’une EDS de type MV à partir d’observations du système de particules associé. Nous proposons une méthode d’estimation semi-paramétrique et obtenons les vitesses de convergence pour les estimateurs correspondants. Nous démontrons également que les vitesses de convergence sont quasi-optimales au sens minimax.},\nkeywords = {Deconvolution, McKean–Vlasov SDEs, Mean field models, minimax bounds, Multi-agent learning, Semiparametric estimation},\nyear = {2023},\ndoi = {10.1214/22-AIHP1261},\nURL = {https://doi.org/10.1214/22-AIHP1261}\n}\n\n</pre>\n</div>\n\n\n<div class=\"well well-small bibbase\" data-type=\"abstract\"\n     style=\"display:none\">\n  Dans cet article, nous étudions le problème d’estimation semi-paramétrique pour une classe d’équations différentielles stochastiques de type McKean–Vlasov. Notre but est d’estimer le coefficient de dérive d’une EDS de type MV à partir d’observations du système de particules associé. Nous proposons une méthode d’estimation semi-paramétrique et obtenons les vitesses de convergence pour les estimateurs correspondants. Nous démontrons également que les vitesses de convergence sont quasi-optimales au sens minimax.\n</div>\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2022\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2022')\"\n      onkeypress=\"toggleGroup('group_2022')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2022</span>\n      <span class=\"bibbase_group_count\">\n        \n        (7)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"bayer-belomestny-hager-pigato-schoenmakers-spokoiny-reinforcedoptimalcontrol-2022\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Bayer, C.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Hager, P.; Pigato, P.; Schoenmakers, J.;  and Spokoiny, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.4310/cms.2022.v20.n7.a7\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'bayer-belomestny-hager-pigato-schoenmakers-spokoiny-reinforcedoptimalcontrol-2022', 'https://doi.org/10.4310/cms.2022.v20.n7.a7', event);\">\n    Reinforced optimal control.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Commun. Math. Sci.</i>, 20(7): 1951–1978.  2022.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.4310/cms.2022.v20.n7.a7\"\n     onclick=\"log_download('bayer-belomestny-hager-pigato-schoenmakers-spokoiny-reinforcedoptimalcontrol-2022', 'https://doi.org/10.4310/cms.2022.v20.n7.a7', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Reinforced optimal control [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.4310/cms.2022.v20.n7.a7\"\n     onclick=\"log_download('bayer-belomestny-hager-pigato-schoenmakers-spokoiny-reinforcedoptimalcontrol-2022', 'http://doi.org/10.4310/cms.2022.v20.n7.a7', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/bayer-belomestny-hager-pigato-schoenmakers-spokoiny-reinforcedoptimalcontrol-2022\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('bayer-belomestny-hager-pigato-schoenmakers-spokoiny-reinforcedoptimalcontrol-2022')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4504018,\n    AUTHOR = {Bayer, Christian and Belomestny, Denis and Hager, Paul and\n              Pigato, Paolo and Schoenmakers, John and Spokoiny, Vladimir},\n     TITLE = {Reinforced optimal control},\n   JOURNAL = {Commun. Math. Sci.},\n  FJOURNAL = {Communications in Mathematical Sciences},\n    VOLUME = {20},\n      YEAR = {2022},\n    NUMBER = {7},\n     PAGES = {1951--1978},\n      ISSN = {1539-6746},\n   MRCLASS = {93E20 (90C39 91G20)},\n  MRNUMBER = {4504018},\nMRREVIEWER = {Gregory Gagnon},\n       DOI = {10.4310/cms.2022.v20.n7.a7},\n       URL = {https://doi.org/10.4310/cms.2022.v20.n7.a7},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-gugushvili-schauer-spreij-nonparametricbayesianvolatilityestimationforgammadrivenstochasticdifferentialequations-2022\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Gugushvili, S.; Schauer, M.;  and Spreij, P.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.3150/21-bej1413\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-gugushvili-schauer-spreij-nonparametricbayesianvolatilityestimationforgammadrivenstochasticdifferentialequations-2022', 'https://doi.org/10.3150/21-bej1413', event);\">\n    Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Bernoulli</i>, 28(4): 2151–2180.  2022.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.3150/21-bej1413\"\n     onclick=\"log_download('belomestny-gugushvili-schauer-spreij-nonparametricbayesianvolatilityestimationforgammadrivenstochasticdifferentialequations-2022', 'https://doi.org/10.3150/21-bej1413', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.3150/21-bej1413\"\n     onclick=\"log_download('belomestny-gugushvili-schauer-spreij-nonparametricbayesianvolatilityestimationforgammadrivenstochasticdifferentialequations-2022', 'http://doi.org/10.3150/21-bej1413', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-gugushvili-schauer-spreij-nonparametricbayesianvolatilityestimationforgammadrivenstochasticdifferentialequations-2022\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-gugushvili-schauer-spreij-nonparametricbayesianvolatilityestimationforgammadrivenstochasticdifferentialequations-2022')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4474539,\n    AUTHOR = {Belomestny, Denis and Gugushvili, Shota and Schauer, Moritz\n              and Spreij, Peter},\n     TITLE = {Nonparametric {B}ayesian volatility estimation for\n              gamma-driven stochastic differential equations},\n   JOURNAL = {Bernoulli},\n  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for\n              Mathematical Statistics and Probability},\n    VOLUME = {28},\n      YEAR = {2022},\n    NUMBER = {4},\n     PAGES = {2151--2180},\n      ISSN = {1350-7265},\n   MRCLASS = {62G20 (60G51 60H10 62M30)},\n  MRNUMBER = {4474539},\nMRREVIEWER = {Markus Bibinger},\n       DOI = {10.3150/21-bej1413},\n       URL = {https://doi.org/10.3150/21-bej1413},\n}\n\t\t\n\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"tiapkin-belomestny-calandriello-moulines-munos-naumov-rowland-valko-etal-optimisticposteriorsamplingforreinforcementlearningwithfewsamplesandtightguarantees-2022\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Tiapkin, D.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Calandriello, D.; Moulines, E.; Munos, R.; Naumov, A.; Rowland, M.; Valko, M.;  and Menard, P.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://openreview.net/forum?id=gvwDosudtyA\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'tiapkin-belomestny-calandriello-moulines-munos-naumov-rowland-valko-etal-optimisticposteriorsamplingforreinforcementlearningwithfewsamplesandtightguarantees-2022', 'https://openreview.net/forum?id=gvwDosudtyA', event);\">\n    Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  In Oh, A. H.; Agarwal, A.; Belgrave, D.;  and Cho, K., editor(s), <i>Advances in Neural Information Processing Systems</i>,  2022. \n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://openreview.net/forum?id=gvwDosudtyA\"\n     onclick=\"log_download('tiapkin-belomestny-calandriello-moulines-munos-naumov-rowland-valko-etal-optimisticposteriorsamplingforreinforcementlearningwithfewsamplesandtightguarantees-2022', 'https://openreview.net/forum?id=gvwDosudtyA', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/tiapkin-belomestny-calandriello-moulines-munos-naumov-rowland-valko-etal-optimisticposteriorsamplingforreinforcementlearningwithfewsamplesandtightguarantees-2022\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('tiapkin-belomestny-calandriello-moulines-munos-naumov-rowland-valko-etal-optimisticposteriorsamplingforreinforcementlearningwithfewsamplesandtightguarantees-2022')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@inproceedings{\ntiapkin2022optimistic,\ntitle={Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees},\nauthor={Daniil Tiapkin and Denis Belomestny and Daniele Calandriello and Eric Moulines and Remi Munos and Alexey Naumov \nand Mark Rowland and Michal Valko and Pierre Menard},\nbooktitle={Advances in Neural Information Processing Systems},\neditor={Alice H. Oh and Alekh Agarwal and Danielle Belgrave and Kyunghyun Cho},\nyear={2022},\nurl={https://openreview.net/forum?id=gvwDosudtyA}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"tiapkin-belomestny-moulines-naumov-samsonov-tang-valko-menard-fromdirichlettorubinoptimisticexplorationinrlwithoutbonuses-2022\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Tiapkin, D.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Moulines, E.; Naumov, A.; Samsonov, S.; Tang, Y.; Valko, M.;  and Menard, P.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://proceedings.mlr.press/v162/tiapkin22a.html\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'tiapkin-belomestny-moulines-naumov-samsonov-tang-valko-menard-fromdirichlettorubinoptimisticexplorationinrlwithoutbonuses-2022', 'https://proceedings.mlr.press/v162/tiapkin22a.html', event);\">\n    From Dirichlet to Rubin: Optimistic Exploration in RL without Bonuses.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  In Chaudhuri, K.; Jegelka, S.; Song, L.; Szepesvari, C.; Niu, G.;  and Sabato, S., editor(s), <i>Proceedings of the 39th International Conference on Machine Learning</i>, volume 162, of <i>Proceedings of Machine Learning Research</i>, pages 21380–21431, 17–23 Jul 2022. PMLR\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://proceedings.mlr.press/v162/tiapkin22a.html\"\n     onclick=\"log_download('tiapkin-belomestny-moulines-naumov-samsonov-tang-valko-menard-fromdirichlettorubinoptimisticexplorationinrlwithoutbonuses-2022', 'https://proceedings.mlr.press/v162/tiapkin22a.html', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"From Dirichlet to Rubin: Optimistic Exploration in RL without Bonuses [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/tiapkin-belomestny-moulines-naumov-samsonov-tang-valko-menard-fromdirichlettorubinoptimisticexplorationinrlwithoutbonuses-2022\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n  &nbsp;\n  <a class=\"bibbase_abstract_link bibbase link\"\n     href=\"#\"\n     onclick=\"showAbstract(event); return false;\">\n    abstract <i class=\"fa fa-caret-down\"></i></a>\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('tiapkin-belomestny-moulines-naumov-samsonov-tang-valko-menard-fromdirichlettorubinoptimisticexplorationinrlwithoutbonuses-2022')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@InProceedings{pmlr-v162-tiapkin22a,\n  title = \t {From {D}irichlet to Rubin: Optimistic Exploration in {RL} without Bonuses},\n  author =       {Tiapkin, Daniil and Belomestny, Denis and Moulines, Eric and Naumov, Alexey and Samsonov, Sergey and Tang, Yunhao and Valko, Michal and Menard, Pierre},\n  booktitle = \t {Proceedings of the 39th International Conference on Machine Learning},\n  pages = \t {21380--21431},\n  year = \t {2022},\n  editor = \t {Chaudhuri, Kamalika and Jegelka, Stefanie and Song, Le and Szepesvari, Csaba and Niu, Gang and Sabato, Sivan},\n  volume = \t {162},\n  series = \t {Proceedings of Machine Learning Research},\n  month = \t {17--23 Jul},\n  publisher =    {PMLR},\n  pdf = \t {https://proceedings.mlr.press/v162/tiapkin22a/tiapkin22a.pdf},\n  url = \t {https://proceedings.mlr.press/v162/tiapkin22a.html},\n  abstract = \t {We propose the Bayes-UCBVI algorithm for reinforcement learning in tabular, stage-dependent, episodic Markov decision process: a natural extension of the Bayes-UCB algorithm by Kaufmann et al. 2012 for multi-armed bandits. Our method uses the quantile of a Q-value function posterior as upper confidence bound on the optimal Q-value function. For Bayes-UCBVI, we prove a regret bound of order $\\widetilde{\\mathcal{O}}(\\sqrt{H^3SAT})$ where $H$ is the length of one episode, $S$ is the number of states, $A$ the number of actions, $T$ the number of episodes, that matches the lower-bound of $\\Omega(\\sqrt{H^3SAT})$ up to poly-$\\log$ terms in $H,S,A,T$ for a large enough $T$. To the best of our knowledge, this is the first algorithm that obtains an optimal dependence on the horizon $H$ (and $S$) &lt;em&gt;without the need of an involved Bernstein-like bonus or noise.&lt;/em&gt; Crucial to our analysis is a new fine-grained anti-concentration bound for a weighted Dirichlet sum that can be of independent interest. We then explain how Bayes-UCBVI can be easily extended beyond the tabular setting, exhibiting a strong link between our algorithm and Bayesian bootstrap (Rubin,1981).}\n}\n\n</pre>\n</div>\n\n\n<div class=\"well well-small bibbase\" data-type=\"abstract\"\n     style=\"display:none\">\n  We propose the Bayes-UCBVI algorithm for reinforcement learning in tabular, stage-dependent, episodic Markov decision process: a natural extension of the Bayes-UCB algorithm by Kaufmann et al. 2012 for multi-armed bandits. Our method uses the quantile of a Q-value function posterior as upper confidence bound on the optimal Q-value function. For Bayes-UCBVI, we prove a regret bound of order $\\widetilde{\\mathcal{O}}(\\sqrt{H^3SAT})$ where $H$ is the length of one episode, $S$ is the number of states, $A$ the number of actions, $T$ the number of episodes, that matches the lower-bound of $Ω(\\sqrt{H^3SAT})$ up to poly-$łog$ terms in $H,S,A,T$ for a large enough $T$. To the best of our knowledge, this is the first algorithm that obtains an optimal dependence on the horizon $H$ (and $S$) <em>without the need of an involved Bernstein-like bonus or noise.</em> Crucial to our analysis is a new fine-grained anti-concentration bound for a weighted Dirichlet sum that can be of independent interest. We then explain how Bayes-UCBVI can be easily extended beyond the tabular setting, exhibiting a strong link between our algorithm and Bayesian bootstrap (Rubin,1981).\n</div>\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-hbner-krtschmer-solvingoptimalstoppingproblemsundermodeluncertaintyviaempiricaldualoptimisation-2022\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Hübner, T.;  and Krätschmer, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s00780-022-00480-z\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-hbner-krtschmer-solvingoptimalstoppingproblemsundermodeluncertaintyviaempiricaldualoptimisation-2022', 'https://doi.org/10.1007/s00780-022-00480-z', event);\">\n    Solving optimal stopping problems under model uncertainty via empirical dual optimisation.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Finance Stoch.</i>, 26(3): 461–503.  2022.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s00780-022-00480-z\"\n     onclick=\"log_download('belomestny-hbner-krtschmer-solvingoptimalstoppingproblemsundermodeluncertaintyviaempiricaldualoptimisation-2022', 'https://doi.org/10.1007/s00780-022-00480-z', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Solving optimal stopping problems under model uncertainty via empirical dual optimisation [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s00780-022-00480-z\"\n     onclick=\"log_download('belomestny-hbner-krtschmer-solvingoptimalstoppingproblemsundermodeluncertaintyviaempiricaldualoptimisation-2022', 'http://doi.org/10.1007/s00780-022-00480-z', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-hbner-krtschmer-solvingoptimalstoppingproblemsundermodeluncertaintyviaempiricaldualoptimisation-2022\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-hbner-krtschmer-solvingoptimalstoppingproblemsundermodeluncertaintyviaempiricaldualoptimisation-2022')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4447251,\n    AUTHOR = {Belomestny, Denis and H\\&quot;{u}bner, Tobias and Kr\\&quot;{a}tschmer, Volker},\n     TITLE = {Solving optimal stopping problems under model uncertainty via\n              empirical dual optimisation},\n   JOURNAL = {Finance Stoch.},\n  FJOURNAL = {Finance and Stochastics},\n    VOLUME = {26},\n      YEAR = {2022},\n    NUMBER = {3},\n     PAGES = {461--503},\n      ISSN = {0949-2984},\n   MRCLASS = {60G40 (60G17 90C47 91G20)},\n  MRNUMBER = {4447251},\n       DOI = {10.1007/s00780-022-00480-z},\n       URL = {https://doi.org/10.1007/s00780-022-00480-z},\n}\n\t\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"gauer-nagathil-eckel-belomestny-martin-aversatiledeepneuralnetworkbasedmusicpreprocessingandremixingschemeforcochlearimplantlisteners-2022\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Gauer, J.; Nagathil, A.; Eckel, K.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Martin, R.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130096784&amp;doi=10.1121%2f10.0010371&amp;partnerID=40&amp;md5=216e0907dbaad8513f25b1c64d1f1c31\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'gauer-nagathil-eckel-belomestny-martin-aversatiledeepneuralnetworkbasedmusicpreprocessingandremixingschemeforcochlearimplantlisteners-2022', 'https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130096784&amp;doi=10.1121%2f10.0010371&amp;partnerID=40&amp;md5=216e0907dbaad8513f25b1c64d1f1c31', event);\">\n    A versatile deep-neural-network-based music preprocessing and remixing scheme for cochlear implant listeners.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Journal of the Acoustical Society of America</i>, 151(5): 2975 – 2986.  2022.\n  <span class=\"note\">Q1 quartile</span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130096784&amp;doi=10.1121%2f10.0010371&amp;partnerID=40&amp;md5=216e0907dbaad8513f25b1c64d1f1c31\"\n     onclick=\"log_download('gauer-nagathil-eckel-belomestny-martin-aversatiledeepneuralnetworkbasedmusicpreprocessingandremixingschemeforcochlearimplantlisteners-2022', 'https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130096784&amp;doi=10.1121%2f10.0010371&amp;partnerID=40&amp;md5=216e0907dbaad8513f25b1c64d1f1c31', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"A versatile deep-neural-network-based music preprocessing and remixing scheme for cochlear implant listeners [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1121/10.0010371\"\n     onclick=\"log_download('gauer-nagathil-eckel-belomestny-martin-aversatiledeepneuralnetworkbasedmusicpreprocessingandremixingschemeforcochlearimplantlisteners-2022', 'http://doi.org/10.1121/10.0010371', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/gauer-nagathil-eckel-belomestny-martin-aversatiledeepneuralnetworkbasedmusicpreprocessingandremixingschemeforcochlearimplantlisteners-2022\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('gauer-nagathil-eckel-belomestny-martin-aversatiledeepneuralnetworkbasedmusicpreprocessingandremixingschemeforcochlearimplantlisteners-2022')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@ARTICLE{Gauer20222975,\n\tauthor = {Gauer, Johannes and Nagathil, Anil and Eckel, Kai and Belomestny, Denis and Martin, Rainer},\n\ttitle = {A versatile deep-neural-network-based music preprocessing and remixing scheme for cochlear implant listeners},\n\tyear = {2022},\n\tjournal = {Journal of the Acoustical Society of America},\n\tvolume = {151},\n\tnumber = {5},\n\tpages = {2975 – 2986},\n\tdoi = {10.1121/10.0010371},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85130096784&amp;doi=10.1121%2f10.0010371&amp;partnerID=40&amp;md5=216e0907dbaad8513f25b1c64d1f1c31},\n\tpublication_stage = {Final},\n\tnote={ Q1 quartile}\n}\n\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-iosipoi-paris-zhivotovskiy-empiricalvarianceminimizationwithapplicationsinvariancereductionandoptimalcontrol-2022\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Iosipoi, L.; Paris, Q.;  and Zhivotovskiy, N.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.3150/21-bej1392\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-iosipoi-paris-zhivotovskiy-empiricalvarianceminimizationwithapplicationsinvariancereductionandoptimalcontrol-2022', 'https://doi.org/10.3150/21-bej1392', event);\">\n    Empirical variance minimization with applications in variance reduction and optimal control.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Bernoulli</i>, 28(2): 1382–1407.  2022.\n  <span class=\"note\">Q1 quartile</span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.3150/21-bej1392\"\n     onclick=\"log_download('belomestny-iosipoi-paris-zhivotovskiy-empiricalvarianceminimizationwithapplicationsinvariancereductionandoptimalcontrol-2022', 'https://doi.org/10.3150/21-bej1392', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Empirical variance minimization with applications in variance reduction and optimal control [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.3150/21-bej1392\"\n     onclick=\"log_download('belomestny-iosipoi-paris-zhivotovskiy-empiricalvarianceminimizationwithapplicationsinvariancereductionandoptimalcontrol-2022', 'http://doi.org/10.3150/21-bej1392', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-iosipoi-paris-zhivotovskiy-empiricalvarianceminimizationwithapplicationsinvariancereductionandoptimalcontrol-2022\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>3 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-iosipoi-paris-zhivotovskiy-empiricalvarianceminimizationwithapplicationsinvariancereductionandoptimalcontrol-2022')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4388942,\n    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid and Paris, Quentin and\n              Zhivotovskiy, Nikita},\n     TITLE = {Empirical variance minimization with applications in variance\n              reduction and optimal control},\n   JOURNAL = {Bernoulli},\n  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for\n              Mathematical Statistics and Probability},\n    VOLUME = {28},\n      YEAR = {2022},\n    NUMBER = {2},\n     PAGES = {1382--1407},\n      ISSN = {1350-7265},\n   MRCLASS = {65C20 (65K10 90C25 90C48)},\n  MRNUMBER = {4388942},\n       DOI = {10.3150/21-bej1392},\n       URL = {https://doi.org/10.3150/21-bej1392},\n       note={ Q1 quartile}\n}\n\n\n\n\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2021\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2021')\"\n      onkeypress=\"toggleGroup('group_2021')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2021</span>\n      <span class=\"bibbase_group_count\">\n        \n        (5)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-krymova-polbin-bayesiantvpvarxmodelswithtimeinvariantlongrunmultipliers-2021\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Krymova, E.;  and Polbin, A.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&amp;doi=10.1016%2fj.econmod.2021.105531&amp;partnerID=40&amp;md5=8eba1fa5d6c975ae482650c4c09cada0\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-krymova-polbin-bayesiantvpvarxmodelswithtimeinvariantlongrunmultipliers-2021', 'https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&amp;doi=10.1016%2fj.econmod.2021.105531&amp;partnerID=40&amp;md5=8eba1fa5d6c975ae482650c4c09cada0', event);\">\n    Bayesian TVP-VARX models with time invariant long-run multipliers.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Economic Modelling</i>, 101.  2021.\n  <span class=\"note\">Q1 quartile</span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&amp;doi=10.1016%2fj.econmod.2021.105531&amp;partnerID=40&amp;md5=8eba1fa5d6c975ae482650c4c09cada0\"\n     onclick=\"log_download('belomestny-krymova-polbin-bayesiantvpvarxmodelswithtimeinvariantlongrunmultipliers-2021', 'https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&amp;doi=10.1016%2fj.econmod.2021.105531&amp;partnerID=40&amp;md5=8eba1fa5d6c975ae482650c4c09cada0', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Bayesian TVP-VARX models with time invariant long-run multipliers [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.econmod.2021.105531\"\n     onclick=\"log_download('belomestny-krymova-polbin-bayesiantvpvarxmodelswithtimeinvariantlongrunmultipliers-2021', 'http://doi.org/10.1016/j.econmod.2021.105531', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-krymova-polbin-bayesiantvpvarxmodelswithtimeinvariantlongrunmultipliers-2021\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>4 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-krymova-polbin-bayesiantvpvarxmodelswithtimeinvariantlongrunmultipliers-2021')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@ARTICLE{Belomestny2021,\n\tauthor = {Belomestny, Denis and Krymova, Ekaterina and Polbin, Andrey},\n\ttitle = {Bayesian TVP-VARX models with time invariant long-run multipliers},\n\tyear = {2021},\n\tjournal = {Economic Modelling},\n\tvolume = {101},\n\tdoi = {10.1016/j.econmod.2021.105531},\n\turl = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&amp;doi=10.1016%2fj.econmod.2021.105531&amp;partnerID=40&amp;md5=8eba1fa5d6c975ae482650c4c09cada0},\n\tpublication_stage = {Final},\n\tnote={ Q1 quartile}\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"bayer-belomestny-hager-pigato-schoenmakers-randomizedoptimalstoppingalgorithmsandtheirconvergenceanalysis-2021\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Bayer, C.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Hager, P.; Pigato, P.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/20M1373876\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'bayer-belomestny-hager-pigato-schoenmakers-randomizedoptimalstoppingalgorithmsandtheirconvergenceanalysis-2021', 'https://doi.org/10.1137/20M1373876', event);\">\n    Randomized optimal stopping algorithms and their convergence analysis.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM J. Financial Math.</i>, 12(3): 1201–1225.  2021.\n  <span class=\"note\">Q1 quartile</span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/20M1373876\"\n     onclick=\"log_download('bayer-belomestny-hager-pigato-schoenmakers-randomizedoptimalstoppingalgorithmsandtheirconvergenceanalysis-2021', 'https://doi.org/10.1137/20M1373876', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Randomized optimal stopping algorithms and their convergence analysis [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/20M1373876\"\n     onclick=\"log_download('bayer-belomestny-hager-pigato-schoenmakers-randomizedoptimalstoppingalgorithmsandtheirconvergenceanalysis-2021', 'http://doi.org/10.1137/20M1373876', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/bayer-belomestny-hager-pigato-schoenmakers-randomizedoptimalstoppingalgorithmsandtheirconvergenceanalysis-2021\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('bayer-belomestny-hager-pigato-schoenmakers-randomizedoptimalstoppingalgorithmsandtheirconvergenceanalysis-2021')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4309858,\n    AUTHOR = {Bayer, Christian and Belomestny, Denis and Hager, Paul and\n              Pigato, Paolo and Schoenmakers, John},\n     TITLE = {Randomized optimal stopping algorithms and their convergence\n              analysis},\n   JOURNAL = {SIAM J. Financial Math.},\n  FJOURNAL = {SIAM Journal on Financial Mathematics},\n    VOLUME = {12},\n      YEAR = {2021},\n    NUMBER = {3},\n     PAGES = {1201--1225},\n   MRCLASS = {91G60 (60G40 60J05 65C05 65C30)},\n  MRNUMBER = {4309858},\nMRREVIEWER = {Mahdieh Tahmasebi},\n       DOI = {10.1137/20M1373876},\n       URL = {https://doi.org/10.1137/20M1373876},\n       note={Q1 quartile}\n}\n\t\t\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-goldenshluger-densitydeconvolutionundergeneralassumptionsonthedistributionofmeasurementerrors-2021\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Goldenshluger, A.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/20-aos1969\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-goldenshluger-densitydeconvolutionundergeneralassumptionsonthedistributionofmeasurementerrors-2021', 'https://doi.org/10.1214/20-aos1969', event);\">\n    Density deconvolution under general assumptions on the distribution of measurement errors.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Statist.</i>, 49(2): 615–649.  2021.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/20-aos1969\"\n     onclick=\"log_download('belomestny-goldenshluger-densitydeconvolutionundergeneralassumptionsonthedistributionofmeasurementerrors-2021', 'https://doi.org/10.1214/20-aos1969', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Density deconvolution under general assumptions on the distribution of measurement errors [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/20-aos1969\"\n     onclick=\"log_download('belomestny-goldenshluger-densitydeconvolutionundergeneralassumptionsonthedistributionofmeasurementerrors-2021', 'http://doi.org/10.1214/20-aos1969', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-goldenshluger-densitydeconvolutionundergeneralassumptionsonthedistributionofmeasurementerrors-2021\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-goldenshluger-densitydeconvolutionundergeneralassumptionsonthedistributionofmeasurementerrors-2021')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4255101,\n    AUTHOR = {Belomestny, Denis and Goldenshluger, Alexander},\n     TITLE = {Density deconvolution under general assumptions on the\n              distribution of measurement errors},\n   JOURNAL = {Ann. Statist.},\n  FJOURNAL = {The Annals of Statistics},\n    VOLUME = {49},\n      YEAR = {2021},\n    NUMBER = {2},\n     PAGES = {615--649},\n      ISSN = {0090-5364},\n   MRCLASS = {62G07 (62G20)},\n  MRNUMBER = {4255101},\n       DOI = {10.1214/20-aos1969},\n       URL = {https://doi.org/10.1214/20-aos1969},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-iosipoi-moulines-naumov-samsonov-variancereductionfordependentsequenceswithapplicationstostochasticgradientmcmc-2021\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Iosipoi, L.; Moulines, E.; Naumov, A.;  and Samsonov, S.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/19M1301199\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-iosipoi-moulines-naumov-samsonov-variancereductionfordependentsequenceswithapplicationstostochasticgradientmcmc-2021', 'https://doi.org/10.1137/19M1301199', event);\">\n    Variance reduction for dependent sequences with applications to stochastic gradient MCMC.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM/ASA J. Uncertain. Quantif.</i>, 9(2): 507–535.  2021.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/19M1301199\"\n     onclick=\"log_download('belomestny-iosipoi-moulines-naumov-samsonov-variancereductionfordependentsequenceswithapplicationstostochasticgradientmcmc-2021', 'https://doi.org/10.1137/19M1301199', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Variance reduction for dependent sequences with applications to stochastic gradient MCMC [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/19M1301199\"\n     onclick=\"log_download('belomestny-iosipoi-moulines-naumov-samsonov-variancereductionfordependentsequenceswithapplicationstostochasticgradientmcmc-2021', 'http://doi.org/10.1137/19M1301199', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-iosipoi-moulines-naumov-samsonov-variancereductionfordependentsequenceswithapplicationstostochasticgradientmcmc-2021\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-iosipoi-moulines-naumov-samsonov-variancereductionfordependentsequenceswithapplicationstostochasticgradientmcmc-2021')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4252078,\n    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid and Moulines, Eric and\n              Naumov, Alexey and Samsonov, Sergey},\n     TITLE = {Variance reduction for dependent sequences with applications\n              to stochastic gradient {MCMC}},\n   JOURNAL = {SIAM/ASA J. Uncertain. Quantif.},\n  FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification},\n    VOLUME = {9},\n      YEAR = {2021},\n    NUMBER = {2},\n     PAGES = {507--535},\n   MRCLASS = {60J20 (65C40 65C60)},\n  MRNUMBER = {4252078},\n       DOI = {10.1137/19M1301199},\n       URL = {https://doi.org/10.1137/19M1301199},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-iosipoi-fouriertransformmcmcheavytaileddistributionsandgeometricergodicity-2021\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Iosipoi, L.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.matcom.2020.10.005\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-iosipoi-fouriertransformmcmcheavytaileddistributionsandgeometricergodicity-2021', 'https://doi.org/10.1016/j.matcom.2020.10.005', event);\">\n    Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Math. Comput. Simulation</i>, 181: 351–363.  2021.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.matcom.2020.10.005\"\n     onclick=\"log_download('belomestny-iosipoi-fouriertransformmcmcheavytaileddistributionsandgeometricergodicity-2021', 'https://doi.org/10.1016/j.matcom.2020.10.005', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.matcom.2020.10.005\"\n     onclick=\"log_download('belomestny-iosipoi-fouriertransformmcmcheavytaileddistributionsandgeometricergodicity-2021', 'http://doi.org/10.1016/j.matcom.2020.10.005', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-iosipoi-fouriertransformmcmcheavytaileddistributionsandgeometricergodicity-2021\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>3 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-iosipoi-fouriertransformmcmcheavytaileddistributionsandgeometricergodicity-2021')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4162384,\n    AUTHOR = {Belomestny, Denis and Iosipoi, Leonid},\n     TITLE = {Fourier transform {MCMC}, heavy-tailed distributions, and\n              geometric ergodicity},\n   JOURNAL = {Math. Comput. Simulation},\n  FJOURNAL = {Mathematics and Computers in Simulation},\n    VOLUME = {181},\n      YEAR = {2021},\n     PAGES = {351--363},\n      ISSN = {0378-4754},\n   MRCLASS = {65C05 (60E10 60G51 60J22)},\n  MRNUMBER = {4162384},\n       DOI = {10.1016/j.matcom.2020.10.005},\n       URL = {https://doi.org/10.1016/j.matcom.2020.10.005},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2020\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2020')\"\n      onkeypress=\"toggleGroup('group_2020')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2020</span>\n      <span class=\"bibbase_group_count\">\n        \n        (5)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-kaledin-schoenmakers-semitractabilityofoptimalstoppingproblemsviaaweightedstochasticmeshalgorithm-2020\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Kaledin, M.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1111/mafi.12271\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-kaledin-schoenmakers-semitractabilityofoptimalstoppingproblemsviaaweightedstochasticmeshalgorithm-2020', 'https://doi.org/10.1111/mafi.12271', event);\">\n    Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Math. Finance</i>, 30(4): 1591–1616.  2020.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1111/mafi.12271\"\n     onclick=\"log_download('belomestny-kaledin-schoenmakers-semitractabilityofoptimalstoppingproblemsviaaweightedstochasticmeshalgorithm-2020', 'https://doi.org/10.1111/mafi.12271', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1111/mafi.12271\"\n     onclick=\"log_download('belomestny-kaledin-schoenmakers-semitractabilityofoptimalstoppingproblemsviaaweightedstochasticmeshalgorithm-2020', 'http://doi.org/10.1111/mafi.12271', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-kaledin-schoenmakers-semitractabilityofoptimalstoppingproblemsviaaweightedstochasticmeshalgorithm-2020\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-kaledin-schoenmakers-semitractabilityofoptimalstoppingproblemsviaaweightedstochasticmeshalgorithm-2020')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4154780,\n    AUTHOR = {Belomestny, Denis and Kaledin, Maxim and Schoenmakers, John},\n     TITLE = {Semitractability of optimal stopping problems via a weighted\n              stochastic mesh algorithm},\n   JOURNAL = {Math. Finance},\n  FJOURNAL = {Mathematical Finance. An International Journal of Mathematics,\n              Statistics and Financial Economics},\n    VOLUME = {30},\n      YEAR = {2020},\n    NUMBER = {4},\n     PAGES = {1591--1616},\n      ISSN = {0960-1627},\n   MRCLASS = {91G60 (60G40 60H30 91G20)},\n  MRNUMBER = {4154780},\n       DOI = {10.1111/mafi.12271},\n       URL = {https://doi.org/10.1111/mafi.12271},\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-iosipoi-moulines-naumov-samsonov-variancereductionformarkovchainswithapplicationtomcmc-2020\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Iosipoi, L.; Moulines, E.; Naumov, A.;  and Samsonov, S.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s11222-020-09931-z\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-iosipoi-moulines-naumov-samsonov-variancereductionformarkovchainswithapplicationtomcmc-2020', 'https://doi.org/10.1007/s11222-020-09931-z', event);\">\n    Variance reduction for Markov chains with application to MCMC.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Stat. Comput.</i>, 30(4): 973–997.  2020.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s11222-020-09931-z\"\n     onclick=\"log_download('belomestny-iosipoi-moulines-naumov-samsonov-variancereductionformarkovchainswithapplicationtomcmc-2020', 'https://doi.org/10.1007/s11222-020-09931-z', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Variance reduction for Markov chains with application to MCMC [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s11222-020-09931-z\"\n     onclick=\"log_download('belomestny-iosipoi-moulines-naumov-samsonov-variancereductionformarkovchainswithapplicationtomcmc-2020', 'http://doi.org/10.1007/s11222-020-09931-z', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-iosipoi-moulines-naumov-samsonov-variancereductionformarkovchainswithapplicationtomcmc-2020\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>2 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-iosipoi-moulines-naumov-samsonov-variancereductionformarkovchainswithapplicationtomcmc-2020')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4108687,\n    AUTHOR = {Belomestny, D. and Iosipoi, L. and Moulines, E. and Naumov, A.\n              and Samsonov, S.},\n     TITLE = {Variance reduction for {M}arkov chains with application to\n              {MCMC}},\n   JOURNAL = {Stat. Comput.},\n  FJOURNAL = {Statistics and Computing},\n    VOLUME = {30},\n      YEAR = {2020},\n    NUMBER = {4},\n     PAGES = {973--997},\n      ISSN = {0960-3174},\n   MRCLASS = {60J10 (60B10 60J22 62F15 62M05 65C05)},\n  MRNUMBER = {4108687},\n       DOI = {10.1007/s11222-020-09931-z},\n       URL = {https://doi.org/10.1007/s11222-020-09931-z},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"bayer-belomestny-redmann-riedel-schoenmakers-solvinglinearparabolicroughpartialdifferentialequations-2020\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Bayer, C.; <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Redmann, M.; Riedel, S.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.jmaa.2020.124236\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'bayer-belomestny-redmann-riedel-schoenmakers-solvinglinearparabolicroughpartialdifferentialequations-2020', 'https://doi.org/10.1016/j.jmaa.2020.124236', event);\">\n    Solving linear parabolic rough partial differential equations.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>J. Math. Anal. Appl.</i>, 490(1): 124236, 45.  2020.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.jmaa.2020.124236\"\n     onclick=\"log_download('bayer-belomestny-redmann-riedel-schoenmakers-solvinglinearparabolicroughpartialdifferentialequations-2020', 'https://doi.org/10.1016/j.jmaa.2020.124236', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Solving linear parabolic rough partial differential equations [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.jmaa.2020.124236\"\n     onclick=\"log_download('bayer-belomestny-redmann-riedel-schoenmakers-solvinglinearparabolicroughpartialdifferentialequations-2020', 'http://doi.org/10.1016/j.jmaa.2020.124236', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/bayer-belomestny-redmann-riedel-schoenmakers-solvinglinearparabolicroughpartialdifferentialequations-2020\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>2 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('bayer-belomestny-redmann-riedel-schoenmakers-solvinglinearparabolicroughpartialdifferentialequations-2020')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4100851,\n    AUTHOR = {Bayer, Christian and Belomestny, Denis and Redmann, Martin and\n              Riedel, Sebastian and Schoenmakers, John},\n     TITLE = {Solving linear parabolic rough partial differential equations},\n   JOURNAL = {J. Math. Anal. Appl.},\n  FJOURNAL = {Journal of Mathematical Analysis and Applications},\n    VOLUME = {490},\n      YEAR = {2020},\n    NUMBER = {1},\n     PAGES = {124236, 45},\n      ISSN = {0022-247X},\n   MRCLASS = {60L20 (35K10 35R60 62G08 65C05 65M99)},\n  MRNUMBER = {4100851},\n       DOI = {10.1016/j.jmaa.2020.124236},\n       URL = {https://doi.org/10.1016/j.jmaa.2020.124236},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-spokoiny-zharkynbay-optimalstoppingviareinforcedregression-2020\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Schoenmakers, J.; Spokoiny, V.;  and Zharkynbay, B.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.4310/cms.2020.v18.n1.a5\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-schoenmakers-spokoiny-zharkynbay-optimalstoppingviareinforcedregression-2020', 'https://doi.org/10.4310/cms.2020.v18.n1.a5', event);\">\n    Optimal stopping via reinforced regression.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Commun. Math. Sci.</i>, 18(1): 109–121.  2020.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.4310/cms.2020.v18.n1.a5\"\n     onclick=\"log_download('belomestny-schoenmakers-spokoiny-zharkynbay-optimalstoppingviareinforcedregression-2020', 'https://doi.org/10.4310/cms.2020.v18.n1.a5', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Optimal stopping via reinforced regression [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.4310/cms.2020.v18.n1.a5\"\n     onclick=\"log_download('belomestny-schoenmakers-spokoiny-zharkynbay-optimalstoppingviareinforcedregression-2020', 'http://doi.org/10.4310/cms.2020.v18.n1.a5', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-spokoiny-zharkynbay-optimalstoppingviareinforcedregression-2020\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-spokoiny-zharkynbay-optimalstoppingviareinforcedregression-2020')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4084145,\n    AUTHOR = {Belomestny, Denis and Schoenmakers, John and Spokoiny,\n              Vladimir and Zharkynbay, Bakhyt},\n     TITLE = {Optimal stopping via reinforced regression},\n   JOURNAL = {Commun. Math. Sci.},\n  FJOURNAL = {Communications in Mathematical Sciences},\n    VOLUME = {18},\n      YEAR = {2020},\n    NUMBER = {1},\n     PAGES = {109--121},\n      ISSN = {1539-6746},\n   MRCLASS = {65C05 (60G40 60H30 62P05)},\n  MRNUMBER = {4084145},\nMRREVIEWER = {Charles-Edouard Br\\&#x27;{e}hier},\n       DOI = {10.4310/cms.2020.v18.n1.a5},\n       URL = {https://doi.org/10.4310/cms.2020.v18.n1.a5},\n}\n\t\t\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-optimalstoppingofmckeanvlasovdiffusionsviaregressiononparticlesystems-2020\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/18M1195590\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-schoenmakers-optimalstoppingofmckeanvlasovdiffusionsviaregressiononparticlesystems-2020', 'https://doi.org/10.1137/18M1195590', event);\">\n    Optimal Stopping of McKean–Vlasov Diffusions via Regression on Particle Systems.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM J. Control Optim.</i>, 58(1): 529–550.  2020.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/18M1195590\"\n     onclick=\"log_download('belomestny-schoenmakers-optimalstoppingofmckeanvlasovdiffusionsviaregressiononparticlesystems-2020', 'https://doi.org/10.1137/18M1195590', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Optimal Stopping of McKean–Vlasov Diffusions via Regression on Particle Systems [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/18M1195590\"\n     onclick=\"log_download('belomestny-schoenmakers-optimalstoppingofmckeanvlasovdiffusionsviaregressiononparticlesystems-2020', 'http://doi.org/10.1137/18M1195590', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-optimalstoppingofmckeanvlasovdiffusionsviaregressiononparticlesystems-2020\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>2 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-optimalstoppingofmckeanvlasovdiffusionsviaregressiononparticlesystems-2020')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4068320,\n    AUTHOR = {Belomestny, Denis and Schoenmakers, John},\n     TITLE = {Optimal {S}topping of {M}c{K}ean--{V}lasov {D}iffusions via\n              {R}egression on {P}article {S}ystems},\n   JOURNAL = {SIAM J. Control Optim.},\n  FJOURNAL = {SIAM Journal on Control and Optimization},\n    VOLUME = {58},\n      YEAR = {2020},\n    NUMBER = {1},\n     PAGES = {529--550},\n      ISSN = {0363-0129},\n   MRCLASS = {60G40 (49L20 65C05 91G80)},\n  MRNUMBER = {4068320},\n       DOI = {10.1137/18M1195590},\n       URL = {https://doi.org/10.1137/18M1195590},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2019\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2019')\"\n      onkeypress=\"toggleGroup('group_2019')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2019</span>\n      <span class=\"bibbase_group_count\">\n        \n        (8)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-iosipo-onestimatingdistributiondensityusingafourierseries-2019\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Belomestnyĭ, D. V.;  and Iosipoĭ, L. S.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  On estimating distribution density using a Fourier series.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Upr. Bolp̧rime sh. Sist.</i>, (82): 28–43.  2019.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-iosipo-onestimatingdistributiondensityusingafourierseries-2019\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-iosipo-onestimatingdistributiondensityusingafourierseries-2019')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4043118,\n    AUTHOR = {Belomestny\\u{\\i}, D. V. and Iosipo\\u{\\i}, L. S.},\n     TITLE = {On estimating distribution density using a {F}ourier series},\n   JOURNAL = {Upr. Bol\\cprime sh. Sist.},\n  FJOURNAL = {Upravlenie Bol\\cprime shimi Sistemami},\n      YEAR = {2019},\n    NUMBER = {82},\n     PAGES = {28--43},\n      ISSN = {1819-2440},\n   MRCLASS = {62G07 (42A10)},\n  MRNUMBER = {4043118},\n}\n\t\t\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-gugushvili-schauer-spreij-nonparametricbayesianinferenceforgammatypelvysubordinators-2019\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; <a class=\"bibbase author link\" href=\"https://gugushvili.github.io/publications/\">Gugushvili, S.</a>; Schauer, M.;  and Spreij, P.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.4310/CMS.2019.v17.n3.a8\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-gugushvili-schauer-spreij-nonparametricbayesianinferenceforgammatypelvysubordinators-2019', 'https://doi.org/10.4310/CMS.2019.v17.n3.a8', event);\">\n    Nonparametric Bayesian inference for gamma-type Lévy subordinators.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Commun. Math. Sci.</i>, 17(3): 781–816.  2019.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.4310/CMS.2019.v17.n3.a8\"\n     onclick=\"log_download('belomestny-gugushvili-schauer-spreij-nonparametricbayesianinferenceforgammatypelvysubordinators-2019', 'https://doi.org/10.4310/CMS.2019.v17.n3.a8', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Nonparametric Bayesian inference for gamma-type Lévy subordinators [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.4310/CMS.2019.v17.n3.a8\"\n     onclick=\"log_download('belomestny-gugushvili-schauer-spreij-nonparametricbayesianinferenceforgammatypelvysubordinators-2019', 'http://doi.org/10.4310/CMS.2019.v17.n3.a8', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-gugushvili-schauer-spreij-nonparametricbayesianinferenceforgammatypelvysubordinators-2019\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-gugushvili-schauer-spreij-nonparametricbayesianinferenceforgammatypelvysubordinators-2019')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR4001482,\n    AUTHOR = {Belomestny, Denis and Gugushvili, Shota and Schauer, Moritz\n              and Spreij, Peter},\n     TITLE = {Nonparametric {B}ayesian inference for gamma-type {L}\\&#x27;{e}vy\n              subordinators},\n   JOURNAL = {Commun. Math. Sci.},\n  FJOURNAL = {Communications in Mathematical Sciences},\n    VOLUME = {17},\n      YEAR = {2019},\n    NUMBER = {3},\n     PAGES = {781--816},\n      ISSN = {1539-6746},\n   MRCLASS = {62G20 (60G51 62F15 62G05)},\n  MRNUMBER = {4001482},\n       DOI = {10.4310/CMS.2019.v17.n3.a8},\n       URL = {https://doi.org/10.4310/CMS.2019.v17.n3.a8},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-trabs-tsybakov-sparsecovariancematrixestimationinhighdimensionaldeconvolution-2019\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Trabs, M.;  and Tsybakov, A. B.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.3150/18-BEJ1040A\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-trabs-tsybakov-sparsecovariancematrixestimationinhighdimensionaldeconvolution-2019', 'https://doi.org/10.3150/18-BEJ1040A', event);\">\n    Sparse covariance matrix estimation in high-dimensional deconvolution.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Bernoulli</i>, 25(3): 1901–1938.  2019.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.3150/18-BEJ1040A\"\n     onclick=\"log_download('belomestny-trabs-tsybakov-sparsecovariancematrixestimationinhighdimensionaldeconvolution-2019', 'https://doi.org/10.3150/18-BEJ1040A', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Sparse covariance matrix estimation in high-dimensional deconvolution [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.3150/18-BEJ1040A\"\n     onclick=\"log_download('belomestny-trabs-tsybakov-sparsecovariancematrixestimationinhighdimensionaldeconvolution-2019', 'http://doi.org/10.3150/18-BEJ1040A', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-trabs-tsybakov-sparsecovariancematrixestimationinhighdimensionaldeconvolution-2019\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>4 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-trabs-tsybakov-sparsecovariancematrixestimationinhighdimensionaldeconvolution-2019')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3961235,\n    AUTHOR = {Belomestny, Denis and Trabs, Mathias and Tsybakov, Alexandre\n              B.},\n     TITLE = {Sparse covariance matrix estimation in high-dimensional\n              deconvolution},\n   JOURNAL = {Bernoulli},\n  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for\n              Mathematical Statistics and Probability},\n    VOLUME = {25},\n      YEAR = {2019},\n    NUMBER = {3},\n     PAGES = {1901--1938},\n      ISSN = {1350-7265},\n   MRCLASS = {62H12 (62G05)},\n  MRNUMBER = {3961235},\n       DOI = {10.3150/18-BEJ1040A},\n       URL = {https://doi.org/10.3150/18-BEJ1040A},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-hildebrand-schoenmakers-optimalstoppingviapathwisedualempiricalmaximisation-2019\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Hildebrand, R.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s00245-017-9454-9\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-hildebrand-schoenmakers-optimalstoppingviapathwisedualempiricalmaximisation-2019', 'https://doi.org/10.1007/s00245-017-9454-9', event);\">\n    Optimal stopping via pathwise dual empirical maximisation.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Appl. Math. Optim.</i>, 79(3): 715–741.  2019.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s00245-017-9454-9\"\n     onclick=\"log_download('belomestny-hildebrand-schoenmakers-optimalstoppingviapathwisedualempiricalmaximisation-2019', 'https://doi.org/10.1007/s00245-017-9454-9', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Optimal stopping via pathwise dual empirical maximisation [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s00245-017-9454-9\"\n     onclick=\"log_download('belomestny-hildebrand-schoenmakers-optimalstoppingviapathwisedualempiricalmaximisation-2019', 'http://doi.org/10.1007/s00245-017-9454-9', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-hildebrand-schoenmakers-optimalstoppingviapathwisedualempiricalmaximisation-2019\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>2 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-hildebrand-schoenmakers-optimalstoppingviapathwisedualempiricalmaximisation-2019')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3951715,\n    AUTHOR = {Belomestny, Denis and Hildebrand, Roland and Schoenmakers,\n              John},\n     TITLE = {Optimal stopping via pathwise dual empirical maximisation},\n   JOURNAL = {Appl. Math. Optim.},\n  FJOURNAL = {Applied Mathematics and Optimization},\n    VOLUME = {79},\n      YEAR = {2019},\n    NUMBER = {3},\n     PAGES = {715--741},\n      ISSN = {0095-4616},\n   MRCLASS = {60G40 (60G17)},\n  MRNUMBER = {3951715},\n       DOI = {10.1007/s00245-017-9454-9},\n       URL = {https://doi.org/10.1007/s00245-017-9454-9},\n}\n\t\t\n\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-panov-woerner-lowfrequencyestimationofcontinuoustimemovingaveragelvyprocesses-2019\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Panov, V.;  and Woerner, J. H. C.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.3150/17-bej1008\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-panov-woerner-lowfrequencyestimationofcontinuoustimemovingaveragelvyprocesses-2019', 'https://doi.org/10.3150/17-bej1008', event);\">\n    Low-frequency estimation of continuous-time moving average Lévy processes.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Bernoulli</i>, 25(2): 902–931.  2019.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.3150/17-bej1008\"\n     onclick=\"log_download('belomestny-panov-woerner-lowfrequencyestimationofcontinuoustimemovingaveragelvyprocesses-2019', 'https://doi.org/10.3150/17-bej1008', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Low-frequency estimation of continuous-time moving average Lévy processes [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.3150/17-bej1008\"\n     onclick=\"log_download('belomestny-panov-woerner-lowfrequencyestimationofcontinuoustimemovingaveragelvyprocesses-2019', 'http://doi.org/10.3150/17-bej1008', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-panov-woerner-lowfrequencyestimationofcontinuoustimemovingaveragelvyprocesses-2019\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>4 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-panov-woerner-lowfrequencyestimationofcontinuoustimemovingaveragelvyprocesses-2019')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3920361,\n    AUTHOR = {Belomestny, Denis and Panov, Vladimir and Woerner, Jeannette\n              H. C.},\n     TITLE = {Low-frequency estimation of continuous-time moving average\n              {L}\\&#x27;{e}vy processes},\n   JOURNAL = {Bernoulli},\n  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for\n              Mathematical Statistics and Probability},\n    VOLUME = {25},\n      YEAR = {2019},\n    NUMBER = {2},\n     PAGES = {902--931},\n      ISSN = {1350-7265},\n   MRCLASS = {62M09 (60G51)},\n  MRNUMBER = {3920361},\n       DOI = {10.3150/17-bej1008},\n       URL = {https://doi.org/10.3150/17-bej1008},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-orlova-panov-statisticalinferenceformovingaveragelvydrivenprocessesfourierbasedapproach-2019\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Orlova, T.;  and Panov, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Statistical inference for moving-average Lévy-driven processes: Fourier-based approach.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Stat. Neerl.</i>, 73(1): 100–117.  2019.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-orlova-panov-statisticalinferenceformovingaveragelvydrivenprocessesfourierbasedapproach-2019\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-orlova-panov-statisticalinferenceformovingaveragelvydrivenprocessesfourierbasedapproach-2019')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3905874,\n    AUTHOR = {Belomestny, Denis and Orlova, Tatiana and Panov, Vladimir},\n     TITLE = {Statistical inference for moving-average {L}\\&#x27;{e}vy-driven\n              processes: {F}ourier-based approach},\n   JOURNAL = {Stat. Neerl.},\n  FJOURNAL = {Statistica Neerlandica. Journal of the Netherlands Society for\n              Statistics and Operations Research},\n    VOLUME = {73},\n      YEAR = {2019},\n    NUMBER = {1},\n     PAGES = {100--117},\n      ISSN = {0039-0402},\n   MRCLASS = {60G51 (62M09)},\n  MRNUMBER = {3905874},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-comte-genoncatalot-sobolevhermiteversussobolevnonparametricdensityestimationonbbbr-2019\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Comte, F.;  and Genon-Catalot, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s10463-017-0624-y\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-comte-genoncatalot-sobolevhermiteversussobolevnonparametricdensityestimationonbbbr-2019', 'https://doi.org/10.1007/s10463-017-0624-y', event);\">\n    Sobolev-Hermite versus Sobolev nonparametric density estimation on $\\Bbb {R}$.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Inst. Statist. Math.</i>, 71(1): 29–62.  2019.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s10463-017-0624-y\"\n     onclick=\"log_download('belomestny-comte-genoncatalot-sobolevhermiteversussobolevnonparametricdensityestimationonbbbr-2019', 'https://doi.org/10.1007/s10463-017-0624-y', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Sobolev-Hermite versus Sobolev nonparametric density estimation on $\\Bbb {R}$ [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s10463-017-0624-y\"\n     onclick=\"log_download('belomestny-comte-genoncatalot-sobolevhermiteversussobolevnonparametricdensityestimationonbbbr-2019', 'http://doi.org/10.1007/s10463-017-0624-y', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-comte-genoncatalot-sobolevhermiteversussobolevnonparametricdensityestimationonbbbr-2019\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-comte-genoncatalot-sobolevhermiteversussobolevnonparametricdensityestimationonbbbr-2019')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3898425,\n    AUTHOR = {Belomestny, Denis and Comte, Fabienne and Genon-Catalot,\n              Valentine},\n     TITLE = {Sobolev-{H}ermite versus {S}obolev nonparametric density\n              estimation on {$\\Bbb {R}$}},\n   JOURNAL = {Ann. Inst. Statist. Math.},\n  FJOURNAL = {Annals of the Institute of Statistical Mathematics},\n    VOLUME = {71},\n      YEAR = {2019},\n    NUMBER = {1},\n     PAGES = {29--62},\n      ISSN = {0020-3157},\n   MRCLASS = {62G07},\n  MRNUMBER = {3898425},\n       DOI = {10.1007/s10463-017-0624-y},\n       URL = {https://doi.org/10.1007/s10463-017-0624-y},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-hbner-krtschmer-nolte-minimaxtheoremsforamericanoptionswithouttimeconsistency-2019\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Hübner, T.; Krätschmer, V.;  and Nolte, S.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s00780-018-0378-2\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-hbner-krtschmer-nolte-minimaxtheoremsforamericanoptionswithouttimeconsistency-2019', 'https://doi.org/10.1007/s00780-018-0378-2', event);\">\n    Minimax theorems for American options without time-consistency.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Finance Stoch.</i>, 23(1): 209–238.  2019.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s00780-018-0378-2\"\n     onclick=\"log_download('belomestny-hbner-krtschmer-nolte-minimaxtheoremsforamericanoptionswithouttimeconsistency-2019', 'https://doi.org/10.1007/s00780-018-0378-2', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Minimax theorems for American options without time-consistency [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s00780-018-0378-2\"\n     onclick=\"log_download('belomestny-hbner-krtschmer-nolte-minimaxtheoremsforamericanoptionswithouttimeconsistency-2019', 'http://doi.org/10.1007/s00780-018-0378-2', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-hbner-krtschmer-nolte-minimaxtheoremsforamericanoptionswithouttimeconsistency-2019\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-hbner-krtschmer-nolte-minimaxtheoremsforamericanoptionswithouttimeconsistency-2019')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3898405,\n    AUTHOR = {Belomestny, Denis and H\\&quot;{u}bner, Tobias and Kr\\&quot;{a}tschmer, Volker\n              and Nolte, Sascha},\n     TITLE = {Minimax theorems for {A}merican options without\n              time-consistency},\n   JOURNAL = {Finance Stoch.},\n  FJOURNAL = {Finance and Stochastics},\n    VOLUME = {23},\n      YEAR = {2019},\n    NUMBER = {1},\n     PAGES = {209--238},\n      ISSN = {0949-2984},\n   MRCLASS = {91G20 (60G17 60G40 90C47)},\n  MRNUMBER = {3898405},\n       DOI = {10.1007/s00780-018-0378-2},\n       URL = {https://doi.org/10.1007/s00780-018-0378-2},\n}\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2018\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2018')\"\n      onkeypress=\"toggleGroup('group_2018')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2018</span>\n      <span class=\"bibbase_group_count\">\n        \n        (7)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-projectedparticlemethodsforsolvingmckeanvlasovstochasticdifferentialequations-2018\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/17M1111024\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-schoenmakers-projectedparticlemethodsforsolvingmckeanvlasovstochasticdifferentialequations-2018', 'https://doi.org/10.1137/17M1111024', event);\">\n    Projected particle methods for solving McKean-Vlasov stochastic differential equations.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM J. Numer. Anal.</i>, 56(6): 3169–3195.  2018.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/17M1111024\"\n     onclick=\"log_download('belomestny-schoenmakers-projectedparticlemethodsforsolvingmckeanvlasovstochasticdifferentialequations-2018', 'https://doi.org/10.1137/17M1111024', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Projected particle methods for solving McKean-Vlasov stochastic differential equations [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/17M1111024\"\n     onclick=\"log_download('belomestny-schoenmakers-projectedparticlemethodsforsolvingmckeanvlasovstochasticdifferentialequations-2018', 'http://doi.org/10.1137/17M1111024', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-projectedparticlemethodsforsolvingmckeanvlasovstochasticdifferentialequations-2018\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-projectedparticlemethodsforsolvingmckeanvlasovstochasticdifferentialequations-2018')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3871063,\n    AUTHOR = {Belomestny, Denis and Schoenmakers, John},\n     TITLE = {Projected particle methods for solving {M}c{K}ean-{V}lasov\n              stochastic differential equations},\n   JOURNAL = {SIAM J. Numer. Anal.},\n  FJOURNAL = {SIAM Journal on Numerical Analysis},\n    VOLUME = {56},\n      YEAR = {2018},\n    NUMBER = {6},\n     PAGES = {3169--3195},\n      ISSN = {0036-1429},\n   MRCLASS = {65C30 (60H10 60K35 65C35)},\n  MRNUMBER = {3871063},\n       DOI = {10.1137/17M1111024},\n       URL = {https://doi.org/10.1137/17M1111024},\n}\n\t\n\n\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-trabs-lowrankdiffusionmatrixestimationforhighdimensionaltimechangedlvyprocesses-2018\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Trabs, M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/17-AIHP849\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-trabs-lowrankdiffusionmatrixestimationforhighdimensionaltimechangedlvyprocesses-2018', 'https://doi.org/10.1214/17-AIHP849', event);\">\n    Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Inst. Henri Poincaré Probab. Stat.</i>, 54(3): 1583–1621.  2018.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/17-AIHP849\"\n     onclick=\"log_download('belomestny-trabs-lowrankdiffusionmatrixestimationforhighdimensionaltimechangedlvyprocesses-2018', 'https://doi.org/10.1214/17-AIHP849', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/17-AIHP849\"\n     onclick=\"log_download('belomestny-trabs-lowrankdiffusionmatrixestimationforhighdimensionaltimechangedlvyprocesses-2018', 'http://doi.org/10.1214/17-AIHP849', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-trabs-lowrankdiffusionmatrixestimationforhighdimensionaltimechangedlvyprocesses-2018\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-trabs-lowrankdiffusionmatrixestimationforhighdimensionaltimechangedlvyprocesses-2018')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3825892,\n    AUTHOR = {Belomestny, Denis and Trabs, Mathias},\n     TITLE = {Low-rank diffusion matrix estimation for high-dimensional\n              time-changed {L}\\&#x27;{e}vy processes},\n   JOURNAL = {Ann. Inst. Henri Poincar\\&#x27;{e} Probab. Stat.},\n  FJOURNAL = {Annales de l&#x27;Institut Henri Poincar\\&#x27;{e} Probabilit\\&#x27;{e}s et\n              Statistiques},\n    VOLUME = {54},\n      YEAR = {2018},\n    NUMBER = {3},\n     PAGES = {1583--1621},\n      ISSN = {0246-0203},\n   MRCLASS = {62M05 (60G51 62G05 62M15)},\n  MRNUMBER = {3825892},\n       DOI = {10.1214/17-AIHP849},\n       URL = {https://doi.org/10.1214/17-AIHP849},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-hfner-urusov-regressionbasedcomplexityreductionofthenestedmontecarlomethods-2018\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Häfner, S.;  and Urusov, M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/17M114577X\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-hfner-urusov-regressionbasedcomplexityreductionofthenestedmontecarlomethods-2018', 'https://doi.org/10.1137/17M114577X', event);\">\n    Regression-based complexity reduction of the nested Monte Carlo methods.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM J. Financial Math.</i>, 9(2): 665–689.  2018.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/17M114577X\"\n     onclick=\"log_download('belomestny-hfner-urusov-regressionbasedcomplexityreductionofthenestedmontecarlomethods-2018', 'https://doi.org/10.1137/17M114577X', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Regression-based complexity reduction of the nested Monte Carlo methods [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/17M114577X\"\n     onclick=\"log_download('belomestny-hfner-urusov-regressionbasedcomplexityreductionofthenestedmontecarlomethods-2018', 'http://doi.org/10.1137/17M114577X', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-hfner-urusov-regressionbasedcomplexityreductionofthenestedmontecarlomethods-2018\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-hfner-urusov-regressionbasedcomplexityreductionofthenestedmontecarlomethods-2018')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3807944,\n    AUTHOR = {Belomestny, Denis and H\\&quot;{a}fner, Stefan and Urusov, Mikhail},\n     TITLE = {Regression-based complexity reduction of the nested {M}onte\n              {C}arlo methods},\n   JOURNAL = {SIAM J. Financial Math.},\n  FJOURNAL = {SIAM Journal on Financial Mathematics},\n    VOLUME = {9},\n      YEAR = {2018},\n    NUMBER = {2},\n     PAGES = {665--689},\n      ISSN = {1945-497X},\n   MRCLASS = {91G60 (60H35 62P05 65C05 91G20)},\n  MRNUMBER = {3807944},\n       DOI = {10.1137/17M114577X},\n       URL = {https://doi.org/10.1137/17M114577X},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-panov-semiparametricestimationinthenormalvariancemeanmixturemodel-2018\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Panov, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1080/02331888.2018.1425865\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-panov-semiparametricestimationinthenormalvariancemeanmixturemodel-2018', 'https://doi.org/10.1080/02331888.2018.1425865', event);\">\n    Semiparametric estimation in the normal variance-mean mixture model.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Statistics</i>, 52(3): 571–589.  2018.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1080/02331888.2018.1425865\"\n     onclick=\"log_download('belomestny-panov-semiparametricestimationinthenormalvariancemeanmixturemodel-2018', 'https://doi.org/10.1080/02331888.2018.1425865', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Semiparametric estimation in the normal variance-mean mixture model [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1080/02331888.2018.1425865\"\n     onclick=\"log_download('belomestny-panov-semiparametricestimationinthenormalvariancemeanmixturemodel-2018', 'http://doi.org/10.1080/02331888.2018.1425865', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-panov-semiparametricestimationinthenormalvariancemeanmixturemodel-2018\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-panov-semiparametricestimationinthenormalvariancemeanmixturemodel-2018')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3806565,\n    AUTHOR = {Belomestny, Denis and Panov, Vladimir},\n     TITLE = {Semiparametric estimation in the normal variance-mean mixture\n              model},\n   JOURNAL = {Statistics},\n  FJOURNAL = {Statistics. A Journal of Theoretical and Applied Statistics},\n    VOLUME = {52},\n      YEAR = {2018},\n    NUMBER = {3},\n     PAGES = {571--589},\n      ISSN = {0233-1888},\n   MRCLASS = {62G05 (62F12)},\n  MRNUMBER = {3806565},\n       DOI = {10.1080/02331888.2018.1425865},\n       URL = {https://doi.org/10.1080/02331888.2018.1425865},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-advancedsimulationbasedmethodsforoptimalstoppingandcontrol-2018\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Advanced simulation-based methods for optimal stopping and control.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  Palgrave Macmillan, London,  2018.\n  <span class=\"note\">With applications in finance</span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-advancedsimulationbasedmethodsforoptimalstoppingandcontrol-2018\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-advancedsimulationbasedmethodsforoptimalstoppingandcontrol-2018')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@book {MR3752620,\n    AUTHOR = {Belomestny, Denis and Schoenmakers, John},\n     TITLE = {Advanced simulation-based methods for optimal stopping and\n              control},\n      NOTE = {With applications in finance},\n PUBLISHER = {Palgrave Macmillan, London},\n      YEAR = {2018},\n     PAGES = {xvi+364},\n      ISBN = {978-1-137-03350-5; 978-1-137-03351-2},\n   MRCLASS = {60G40 (60H35 62J05 62L15 91G70 93E20)},\n  MRNUMBER = {3752620},\nMRREVIEWER = {\\L . Stettner},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-hfner-nagapetyan-urusov-variancereductionfordiscretiseddiffusionsviaregression-2018\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Häfner, S.; Nagapetyan, T.;  and Urusov, M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.jmaa.2017.09.002\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-hfner-nagapetyan-urusov-variancereductionfordiscretiseddiffusionsviaregression-2018', 'https://doi.org/10.1016/j.jmaa.2017.09.002', event);\">\n    Variance reduction for discretised diffusions via regression.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>J. Math. Anal. Appl.</i>, 458(1): 393–418.  2018.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.jmaa.2017.09.002\"\n     onclick=\"log_download('belomestny-hfner-nagapetyan-urusov-variancereductionfordiscretiseddiffusionsviaregression-2018', 'https://doi.org/10.1016/j.jmaa.2017.09.002', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Variance reduction for discretised diffusions via regression [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.jmaa.2017.09.002\"\n     onclick=\"log_download('belomestny-hfner-nagapetyan-urusov-variancereductionfordiscretiseddiffusionsviaregression-2018', 'http://doi.org/10.1016/j.jmaa.2017.09.002', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-hfner-nagapetyan-urusov-variancereductionfordiscretiseddiffusionsviaregression-2018\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-hfner-nagapetyan-urusov-variancereductionfordiscretiseddiffusionsviaregression-2018')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3711910,\n    AUTHOR = {Belomestny, Denis and H\\&quot;{a}fner, Stefan and Nagapetyan, Tigran\n              and Urusov, Mikhail},\n     TITLE = {Variance reduction for discretised diffusions via regression},\n   JOURNAL = {J. Math. Anal. Appl.},\n  FJOURNAL = {Journal of Mathematical Analysis and Applications},\n    VOLUME = {458},\n      YEAR = {2018},\n    NUMBER = {1},\n     PAGES = {393--418},\n      ISSN = {0022-247X},\n   MRCLASS = {65C30 (60J60 62J02 65C05)},\n  MRNUMBER = {3711910},\n       DOI = {10.1016/j.jmaa.2017.09.002},\n       URL = {https://doi.org/10.1016/j.jmaa.2017.09.002},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-hfner-urusov-stratifiedregressionbasedvariancereductionapproachforweakapproximationschemes-2018\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Häfner, S.;  and Urusov, M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.matcom.2017.05.003\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-hfner-urusov-stratifiedregressionbasedvariancereductionapproachforweakapproximationschemes-2018', 'https://doi.org/10.1016/j.matcom.2017.05.003', event);\">\n    Stratified regression-based variance reduction approach for weak approximation schemes.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Math. Comput. Simulation</i>, 143: 125–137.  2018.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.matcom.2017.05.003\"\n     onclick=\"log_download('belomestny-hfner-urusov-stratifiedregressionbasedvariancereductionapproachforweakapproximationschemes-2018', 'https://doi.org/10.1016/j.matcom.2017.05.003', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Stratified regression-based variance reduction approach for weak approximation schemes [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.matcom.2017.05.003\"\n     onclick=\"log_download('belomestny-hfner-urusov-stratifiedregressionbasedvariancereductionapproachforweakapproximationschemes-2018', 'http://doi.org/10.1016/j.matcom.2017.05.003', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-hfner-urusov-stratifiedregressionbasedvariancereductionapproachforweakapproximationschemes-2018\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-hfner-urusov-stratifiedregressionbasedvariancereductionapproachforweakapproximationschemes-2018')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3698221,\n    AUTHOR = {Belomestny, D. and H\\&quot;{a}fner, S. and Urusov, M.},\n     TITLE = {Stratified regression-based variance reduction approach for\n              weak approximation schemes},\n   JOURNAL = {Math. Comput. Simulation},\n  FJOURNAL = {Mathematics and Computers in Simulation},\n    VOLUME = {143},\n      YEAR = {2018},\n     PAGES = {125--137},\n      ISSN = {0378-4754},\n   MRCLASS = {60H35 (34F05 65C05)},\n  MRNUMBER = {3698221},\nMRREVIEWER = {Annika Lang},\n       DOI = {10.1016/j.matcom.2017.05.003},\n       URL = {https://doi.org/10.1016/j.matcom.2017.05.003},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2017\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2017')\"\n      onkeypress=\"toggleGroup('group_2017')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2017</span>\n      <span class=\"bibbase_group_count\">\n        \n        (7)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-hfner-urusov-regressionbasedvariancereductionapproachforstrongapproximationschemes-2017\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Häfner, S.;  and Urusov, M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Regression-based variance reduction approach for strong approximation schemes.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  In <i>Modern problems of stochastic analysis and statistics</i>, volume 208, of Springer Proc. Math. Stat., pages 131–178. Springer, Cham,  2017.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-hfner-urusov-regressionbasedvariancereductionapproachforstrongapproximationschemes-2017\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-hfner-urusov-regressionbasedvariancereductionapproachforstrongapproximationschemes-2017')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@incollection {MR3747666,\n    AUTHOR = {Belomestny, Denis and H\\&quot;{a}fner, Stefan and Urusov, Mikhail},\n     TITLE = {Regression-based variance reduction approach for strong\n              approximation schemes},\n BOOKTITLE = {Modern problems of stochastic analysis and statistics},\n    SERIES = {Springer Proc. Math. Stat.},\n    VOLUME = {208},\n     PAGES = {131--178},\n PUBLISHER = {Springer, Cham},\n      YEAR = {2017},\n   MRCLASS = {60H10 (60H35 65C05 94A17)},\n  MRNUMBER = {3747666},\nMRREVIEWER = {Peter E. Kloeden},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-comte-genoncatalot-correctiontononparametriclaguerreestimationinthemultiplicativecensoringmodelmr3571964-2017\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Comte, F.;  and Genon-Catalot, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/17-EJS1371\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-comte-genoncatalot-correctiontononparametriclaguerreestimationinthemultiplicativecensoringmodelmr3571964-2017', 'https://doi.org/10.1214/17-EJS1371', event);\">\n    Correction to: Nonparametric Laguerre estimation in the multiplicative censoring model [ MR3571964].\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Electron. J. Stat.</i>, 11(2): 4845–4850.  2017.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/17-EJS1371\"\n     onclick=\"log_download('belomestny-comte-genoncatalot-correctiontononparametriclaguerreestimationinthemultiplicativecensoringmodelmr3571964-2017', 'https://doi.org/10.1214/17-EJS1371', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Correction to: Nonparametric Laguerre estimation in the multiplicative censoring model [ MR3571964] [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/17-EJS1371\"\n     onclick=\"log_download('belomestny-comte-genoncatalot-correctiontononparametriclaguerreestimationinthemultiplicativecensoringmodelmr3571964-2017', 'http://doi.org/10.1214/17-EJS1371', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-comte-genoncatalot-correctiontononparametriclaguerreestimationinthemultiplicativecensoringmodelmr3571964-2017\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-comte-genoncatalot-correctiontononparametriclaguerreestimationinthemultiplicativecensoringmodelmr3571964-2017')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3729661,\n    AUTHOR = {Belomestny, Denis and Comte, Fabienne and Genon-Catalot,\n              Valentine},\n     TITLE = {Correction to: {N}onparametric {L}aguerre estimation in the\n              multiplicative censoring model [ {MR}3571964]},\n   JOURNAL = {Electron. J. Stat.},\n  FJOURNAL = {Electronic Journal of Statistics},\n    VOLUME = {11},\n      YEAR = {2017},\n    NUMBER = {2},\n     PAGES = {4845--4850},\n      ISSN = {1935-7524},\n   MRCLASS = {62G07 (62N01)},\n  MRNUMBER = {3729661},\n       DOI = {10.1214/17-EJS1371},\n       URL = {https://doi.org/10.1214/17-EJS1371},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-hrdle-krymova-sieveestimationoftheminimalentropymartingalemarginaldensitywithapplicationtopricingkernelestimation-2017\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Härdle, W. K.;  and Krymova, E.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1142/S0219024917500418\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-hrdle-krymova-sieveestimationoftheminimalentropymartingalemarginaldensitywithapplicationtopricingkernelestimation-2017', 'https://doi.org/10.1142/S0219024917500418', event);\">\n    Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Int. J. Theor. Appl. Finance</i>, 20(6): 1750041, 21.  2017.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1142/S0219024917500418\"\n     onclick=\"log_download('belomestny-hrdle-krymova-sieveestimationoftheminimalentropymartingalemarginaldensitywithapplicationtopricingkernelestimation-2017', 'https://doi.org/10.1142/S0219024917500418', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1142/S0219024917500418\"\n     onclick=\"log_download('belomestny-hrdle-krymova-sieveestimationoftheminimalentropymartingalemarginaldensitywithapplicationtopricingkernelestimation-2017', 'http://doi.org/10.1142/S0219024917500418', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-hrdle-krymova-sieveestimationoftheminimalentropymartingalemarginaldensitywithapplicationtopricingkernelestimation-2017\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-hrdle-krymova-sieveestimationoftheminimalentropymartingalemarginaldensitywithapplicationtopricingkernelestimation-2017')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3695462,\n    AUTHOR = {Belomestny, Denis and H\\&quot;{a}rdle, Wolfgang Karl and Krymova,\n              Ekaterina},\n     TITLE = {Sieve estimation of the minimal entropy martingale marginal\n              density with application to pricing kernel estimation},\n   JOURNAL = {Int. J. Theor. Appl. Finance},\n  FJOURNAL = {International Journal of Theoretical and Applied Finance},\n    VOLUME = {20},\n      YEAR = {2017},\n    NUMBER = {6},\n     PAGES = {1750041, 21},\n      ISSN = {0219-0249},\n   MRCLASS = {91G20},\n  MRNUMBER = {3695462},\nMRREVIEWER = {Tak Kuen Siu},\n       DOI = {10.1142/S0219024917500418},\n       URL = {https://doi.org/10.1142/S0219024917500418},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-krtschmer-optimalstoppingunderprobabilitydistortions-2017\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Krätschmer, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1287/moor.2016.0828\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-krtschmer-optimalstoppingunderprobabilitydistortions-2017', 'https://doi.org/10.1287/moor.2016.0828', event);\">\n    Optimal stopping under probability distortions.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Math. Oper. Res.</i>, 42(3): 806–833.  2017.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1287/moor.2016.0828\"\n     onclick=\"log_download('belomestny-krtschmer-optimalstoppingunderprobabilitydistortions-2017', 'https://doi.org/10.1287/moor.2016.0828', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Optimal stopping under probability distortions [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1287/moor.2016.0828\"\n     onclick=\"log_download('belomestny-krtschmer-optimalstoppingunderprobabilitydistortions-2017', 'http://doi.org/10.1287/moor.2016.0828', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-krtschmer-optimalstoppingunderprobabilitydistortions-2017\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-krtschmer-optimalstoppingunderprobabilitydistortions-2017')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3685267,\n    AUTHOR = {Belomestny, Denis and Kr\\&quot;{a}tschmer, Volker},\n     TITLE = {Optimal stopping under probability distortions},\n   JOURNAL = {Math. Oper. Res.},\n  FJOURNAL = {Mathematics of Operations Research},\n    VOLUME = {42},\n      YEAR = {2017},\n    NUMBER = {3},\n     PAGES = {806--833},\n      ISSN = {0364-765X},\n   MRCLASS = {60G40 (62P05 91B06)},\n  MRNUMBER = {3685267},\n       DOI = {10.1287/moor.2016.0828},\n       URL = {https://doi.org/10.1287/moor.2016.0828},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-mai-schoenmakers-generalizedpostwidderinversionformulawithapplicationtostatistics-2017\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Mai, H.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.jmaa.2017.05.042\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-mai-schoenmakers-generalizedpostwidderinversionformulawithapplicationtostatistics-2017', 'https://doi.org/10.1016/j.jmaa.2017.05.042', event);\">\n    Generalized Post-Widder inversion formula with application to statistics.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>J. Math. Anal. Appl.</i>, 455(1): 89–104.  2017.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.jmaa.2017.05.042\"\n     onclick=\"log_download('belomestny-mai-schoenmakers-generalizedpostwidderinversionformulawithapplicationtostatistics-2017', 'https://doi.org/10.1016/j.jmaa.2017.05.042', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Generalized Post-Widder inversion formula with application to statistics [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.jmaa.2017.05.042\"\n     onclick=\"log_download('belomestny-mai-schoenmakers-generalizedpostwidderinversionformulawithapplicationtostatistics-2017', 'http://doi.org/10.1016/j.jmaa.2017.05.042', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-mai-schoenmakers-generalizedpostwidderinversionformulawithapplicationtostatistics-2017\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-mai-schoenmakers-generalizedpostwidderinversionformulawithapplicationtostatistics-2017')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3665091,\n    AUTHOR = {Belomestny, Denis and Mai, Hilmar and Schoenmakers, John},\n     TITLE = {Generalized {P}ost-{W}idder inversion formula with application\n              to statistics},\n   JOURNAL = {J. Math. Anal. Appl.},\n  FJOURNAL = {Journal of Mathematical Analysis and Applications},\n    VOLUME = {455},\n      YEAR = {2017},\n    NUMBER = {1},\n     PAGES = {89--104},\n      ISSN = {0022-247X},\n   MRCLASS = {44A10 (62G07)},\n  MRNUMBER = {3665091},\nMRREVIEWER = {Jyotindra C. Prajapati},\n       DOI = {10.1016/j.jmaa.2017.05.042},\n       URL = {https://doi.org/10.1016/j.jmaa.2017.05.042},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-krtschmer-addendumtooptimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproachmr3476637-2017\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Krätschmer, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/16-AAP1226\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-krtschmer-addendumtooptimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproachmr3476637-2017', 'https://doi.org/10.1214/16-AAP1226', event);\">\n    Addendum to ``Optimal stopping under model uncertainty: randomized stopping times approach'' [ MR3476637].\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Appl. Probab.</i>, 27(2): 1289–1293.  2017.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/16-AAP1226\"\n     onclick=\"log_download('belomestny-krtschmer-addendumtooptimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproachmr3476637-2017', 'https://doi.org/10.1214/16-AAP1226', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Addendum to &#x60;&#x60;Optimal stopping under model uncertainty: randomized stopping times approach&#x27;&#x27; [ MR3476637] [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/16-AAP1226\"\n     onclick=\"log_download('belomestny-krtschmer-addendumtooptimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproachmr3476637-2017', 'http://doi.org/10.1214/16-AAP1226', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-krtschmer-addendumtooptimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproachmr3476637-2017\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-krtschmer-addendumtooptimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproachmr3476637-2017')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3655866,\n    AUTHOR = {Belomestny, Denis and Kr\\&quot;{a}tschmer, Volker},\n     TITLE = {Addendum to &#x60;&#x60;{O}ptimal stopping under model uncertainty:\n              randomized stopping times approach&#x27;&#x27; [ {MR}3476637]},\n   JOURNAL = {Ann. Appl. Probab.},\n  FJOURNAL = {The Annals of Applied Probability},\n    VOLUME = {27},\n      YEAR = {2017},\n    NUMBER = {2},\n     PAGES = {1289--1293},\n      ISSN = {1050-5164},\n   MRCLASS = {60G40 (91G80)},\n  MRNUMBER = {3655866},\n       DOI = {10.1214/16-AAP1226},\n       URL = {https://doi.org/10.1214/16-AAP1226},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-nagapetyan-multilevelpathsimulationforweakapproximationschemeswithapplicationtolvydrivensdes-2017\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Nagapetyan, T.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.3150/15-BEJ764\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-nagapetyan-multilevelpathsimulationforweakapproximationschemeswithapplicationtolvydrivensdes-2017', 'https://doi.org/10.3150/15-BEJ764', event);\">\n    Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Bernoulli</i>, 23(2): 927–950.  2017.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.3150/15-BEJ764\"\n     onclick=\"log_download('belomestny-nagapetyan-multilevelpathsimulationforweakapproximationschemeswithapplicationtolvydrivensdes-2017', 'https://doi.org/10.3150/15-BEJ764', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.3150/15-BEJ764\"\n     onclick=\"log_download('belomestny-nagapetyan-multilevelpathsimulationforweakapproximationschemeswithapplicationtolvydrivensdes-2017', 'http://doi.org/10.3150/15-BEJ764', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-nagapetyan-multilevelpathsimulationforweakapproximationschemeswithapplicationtolvydrivensdes-2017\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-nagapetyan-multilevelpathsimulationforweakapproximationschemeswithapplicationtolvydrivensdes-2017')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3606755,\n    AUTHOR = {Belomestny, Denis and Nagapetyan, Tigran},\n     TITLE = {Multilevel path simulation for weak approximation schemes with\n              application to {L}\\&#x27;{e}vy-driven {SDE}s},\n   JOURNAL = {Bernoulli},\n  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for\n              Mathematical Statistics and Probability},\n    VOLUME = {23},\n      YEAR = {2017},\n    NUMBER = {2},\n     PAGES = {927--950},\n      ISSN = {1350-7265},\n   MRCLASS = {60H35 (60G51 60H10 60J75)},\n  MRNUMBER = {3606755},\n       DOI = {10.3150/15-BEJ764},\n       URL = {https://doi.org/10.3150/15-BEJ764},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2016\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2016')\"\n      onkeypress=\"toggleGroup('group_2016')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2016</span>\n      <span class=\"bibbase_group_count\">\n        \n        (4)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-comte-genoncatalot-nonparametriclaguerreestimationinthemultiplicativecensoringmodel-2016\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Comte, F.;  and Genon-Catalot, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/16-EJS1203\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-comte-genoncatalot-nonparametriclaguerreestimationinthemultiplicativecensoringmodel-2016', 'https://doi.org/10.1214/16-EJS1203', event);\">\n    Nonparametric Laguerre estimation in the multiplicative censoring model.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Electron. J. Stat.</i>, 10(2): 3114–3152.  2016.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/16-EJS1203\"\n     onclick=\"log_download('belomestny-comte-genoncatalot-nonparametriclaguerreestimationinthemultiplicativecensoringmodel-2016', 'https://doi.org/10.1214/16-EJS1203', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Nonparametric Laguerre estimation in the multiplicative censoring model [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/16-EJS1203\"\n     onclick=\"log_download('belomestny-comte-genoncatalot-nonparametriclaguerreestimationinthemultiplicativecensoringmodel-2016', 'http://doi.org/10.1214/16-EJS1203', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-comte-genoncatalot-nonparametriclaguerreestimationinthemultiplicativecensoringmodel-2016\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-comte-genoncatalot-nonparametriclaguerreestimationinthemultiplicativecensoringmodel-2016')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3571964,\n    AUTHOR = {Belomestny, Denis and Comte, Fabienne and Genon-Catalot,\n              Valentine},\n     TITLE = {Nonparametric {L}aguerre estimation in the multiplicative\n              censoring model},\n   JOURNAL = {Electron. J. Stat.},\n  FJOURNAL = {Electronic Journal of Statistics},\n    VOLUME = {10},\n      YEAR = {2016},\n    NUMBER = {2},\n     PAGES = {3114--3152},\n      ISSN = {1935-7524},\n   MRCLASS = {62G07 (62N01)},\n  MRNUMBER = {3571964},\n       DOI = {10.1214/16-EJS1203},\n       URL = {https://doi.org/10.1214/16-EJS1203},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-chen-wang-unbiasedsimulationofdistributionswithexplicitlyknownintegraltransforms-2016\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Chen, N.;  and Wang, Y.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/978-3-319-33507-0_9\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-chen-wang-unbiasedsimulationofdistributionswithexplicitlyknownintegraltransforms-2016', 'https://doi.org/10.1007/978-3-319-33507-0_9', event);\">\n    Unbiased simulation of distributions with explicitly known integral transforms.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  In <i>Monte Carlo and quasi-Monte Carlo methods</i>, volume 163, of Springer Proc. Math. Stat., pages 229–244. Springer, [Cham],  2016.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/978-3-319-33507-0_9\"\n     onclick=\"log_download('belomestny-chen-wang-unbiasedsimulationofdistributionswithexplicitlyknownintegraltransforms-2016', 'https://doi.org/10.1007/978-3-319-33507-0_9', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Unbiased simulation of distributions with explicitly known integral transforms [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/978-3-319-33507-0_9\"\n     onclick=\"log_download('belomestny-chen-wang-unbiasedsimulationofdistributionswithexplicitlyknownintegraltransforms-2016', 'http://doi.org/10.1007/978-3-319-33507-0_9', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-chen-wang-unbiasedsimulationofdistributionswithexplicitlyknownintegraltransforms-2016\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-chen-wang-unbiasedsimulationofdistributionswithexplicitlyknownintegraltransforms-2016')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@incollection {MR3536661,\n    AUTHOR = {Belomestny, Denis and Chen, Nan and Wang, Yiwei},\n     TITLE = {Unbiased simulation of distributions with explicitly known\n              integral transforms},\n BOOKTITLE = {Monte {C}arlo and quasi-{M}onte {C}arlo methods},\n    SERIES = {Springer Proc. Math. Stat.},\n    VOLUME = {163},\n     PAGES = {229--244},\n PUBLISHER = {Springer, [Cham]},\n      YEAR = {2016},\n   MRCLASS = {60E10 (60E07 60G51 65C05 65C50)},\n  MRNUMBER = {3536661},\n       DOI = {10.1007/978-3-319-33507-0_9},\n       URL = {https://doi.org/10.1007/978-3-319-33507-0_9},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-statisticalinferencefortimechangedlvyprocessesviamellintransformapproach-2016\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.spa.2016.01.005\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-schoenmakers-statisticalinferencefortimechangedlvyprocessesviamellintransformapproach-2016', 'https://doi.org/10.1016/j.spa.2016.01.005', event);\">\n    Statistical inference for time-changed Lévy processes via Mellin transform approach.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Stochastic Process. Appl.</i>, 126(7): 2092–2122.  2016.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.spa.2016.01.005\"\n     onclick=\"log_download('belomestny-schoenmakers-statisticalinferencefortimechangedlvyprocessesviamellintransformapproach-2016', 'https://doi.org/10.1016/j.spa.2016.01.005', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Statistical inference for time-changed Lévy processes via Mellin transform approach [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.spa.2016.01.005\"\n     onclick=\"log_download('belomestny-schoenmakers-statisticalinferencefortimechangedlvyprocessesviamellintransformapproach-2016', 'http://doi.org/10.1016/j.spa.2016.01.005', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-statisticalinferencefortimechangedlvyprocessesviamellintransformapproach-2016\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-statisticalinferencefortimechangedlvyprocessesviamellintransformapproach-2016')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3483748,\n    AUTHOR = {Belomestny, Denis and Schoenmakers, John},\n     TITLE = {Statistical inference for time-changed {L}\\&#x27;{e}vy processes via\n              {M}ellin transform approach},\n   JOURNAL = {Stochastic Process. Appl.},\n  FJOURNAL = {Stochastic Processes and their Applications},\n    VOLUME = {126},\n      YEAR = {2016},\n    NUMBER = {7},\n     PAGES = {2092--2122},\n      ISSN = {0304-4149},\n   MRCLASS = {60G51 (62G07)},\n  MRNUMBER = {3483748},\n       DOI = {10.1016/j.spa.2016.01.005},\n       URL = {https://doi.org/10.1016/j.spa.2016.01.005},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-krtschmer-optimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproach-2016\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Krätschmer, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/15-AAP1116\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-krtschmer-optimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproach-2016', 'https://doi.org/10.1214/15-AAP1116', event);\">\n    Optimal stopping under model uncertainty: randomized stopping times approach.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Appl. Probab.</i>, 26(2): 1260–1295.  2016.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/15-AAP1116\"\n     onclick=\"log_download('belomestny-krtschmer-optimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproach-2016', 'https://doi.org/10.1214/15-AAP1116', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Optimal stopping under model uncertainty: randomized stopping times approach [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/15-AAP1116\"\n     onclick=\"log_download('belomestny-krtschmer-optimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproach-2016', 'http://doi.org/10.1214/15-AAP1116', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-krtschmer-optimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproach-2016\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>2 downloads</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-krtschmer-optimalstoppingundermodeluncertaintyrandomizedstoppingtimesapproach-2016')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3476637,\n    AUTHOR = {Belomestny, Denis and Kr\\&quot;{a}tschmer, Volker},\n     TITLE = {Optimal stopping under model uncertainty: randomized stopping\n              times approach},\n   JOURNAL = {Ann. Appl. Probab.},\n  FJOURNAL = {The Annals of Applied Probability},\n    VOLUME = {26},\n      YEAR = {2016},\n    NUMBER = {2},\n     PAGES = {1260--1295},\n      ISSN = {1050-5164},\n   MRCLASS = {60G40 (91G80)},\n  MRNUMBER = {3476637},\n       DOI = {10.1214/15-AAP1116},\n       URL = {https://doi.org/10.1214/15-AAP1116},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2015\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2015')\"\n      onkeypress=\"toggleGroup('group_2015')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2015</span>\n      <span class=\"bibbase_group_count\">\n        \n        (8)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-prokhorov-stabilityofcharacterizationoftheindependenceofrandomvariablesbytheindependenceoflinearstatistics-2015\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D. V.</a>;  and Prokhorov, A. V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/S0040585X97T987363\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-prokhorov-stabilityofcharacterizationoftheindependenceofrandomvariablesbytheindependenceoflinearstatistics-2015', 'https://doi.org/10.1137/S0040585X97T987363', event);\">\n    Stability of characterization of the independence of random variables by the independence of linear statistics.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Theory Probab. Appl.</i>, 59(4): 672–677.  2015.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/S0040585X97T987363\"\n     onclick=\"log_download('belomestny-prokhorov-stabilityofcharacterizationoftheindependenceofrandomvariablesbytheindependenceoflinearstatistics-2015', 'https://doi.org/10.1137/S0040585X97T987363', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Stability of characterization of the independence of random variables by the independence of linear statistics [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/S0040585X97T987363\"\n     onclick=\"log_download('belomestny-prokhorov-stabilityofcharacterizationoftheindependenceofrandomvariablesbytheindependenceoflinearstatistics-2015', 'http://doi.org/10.1137/S0040585X97T987363', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-prokhorov-stabilityofcharacterizationoftheindependenceofrandomvariablesbytheindependenceoflinearstatistics-2015\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-prokhorov-stabilityofcharacterizationoftheindependenceofrandomvariablesbytheindependenceoflinearstatistics-2015')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3431701,\n    AUTHOR = {Belomestny, D. V. and Prokhorov, A. V.},\n     TITLE = {Stability of characterization of the independence of random\n              variables by the independence of linear statistics},\n   JOURNAL = {Theory Probab. Appl.},\n  FJOURNAL = {Theory of Probability and its Applications},\n    VOLUME = {59},\n      YEAR = {2015},\n    NUMBER = {4},\n     PAGES = {672--677},\n      ISSN = {0040-585X},\n   MRCLASS = {60E05 (62H20)},\n  MRNUMBER = {3431701},\n       DOI = {10.1137/S0040585X97T987363},\n       URL = {https://doi.org/10.1137/S0040585X97T987363},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-panov-statisticalinferenceforgeneralizedornsteinuhlenbeckprocesses-2015\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Panov, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/15-EJS1063\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-panov-statisticalinferenceforgeneralizedornsteinuhlenbeckprocesses-2015', 'https://doi.org/10.1214/15-EJS1063', event);\">\n    Statistical inference for generalized Ornstein-Uhlenbeck processes.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Electron. J. Stat.</i>, 9(2): 1974–2006.  2015.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/15-EJS1063\"\n     onclick=\"log_download('belomestny-panov-statisticalinferenceforgeneralizedornsteinuhlenbeckprocesses-2015', 'https://doi.org/10.1214/15-EJS1063', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Statistical inference for generalized Ornstein-Uhlenbeck processes [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/15-EJS1063\"\n     onclick=\"log_download('belomestny-panov-statisticalinferenceforgeneralizedornsteinuhlenbeckprocesses-2015', 'http://doi.org/10.1214/15-EJS1063', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-panov-statisticalinferenceforgeneralizedornsteinuhlenbeckprocesses-2015\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-panov-statisticalinferenceforgeneralizedornsteinuhlenbeckprocesses-2015')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3393601,\n    AUTHOR = {Belomestny, Denis and Panov, Vladimir},\n     TITLE = {Statistical inference for generalized {O}rnstein-{U}hlenbeck\n              processes},\n   JOURNAL = {Electron. J. Stat.},\n  FJOURNAL = {Electronic Journal of Statistics},\n    VOLUME = {9},\n      YEAR = {2015},\n    NUMBER = {2},\n     PAGES = {1974--2006},\n      ISSN = {1935-7524},\n   MRCLASS = {62M09 (60G51 62F10 62G05 62G20)},\n  MRNUMBER = {3393601},\nMRREVIEWER = {Jing Zheng},\n       DOI = {10.1214/15-EJS1063},\n       URL = {https://doi.org/10.1214/15-EJS1063},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-joshi-schoenmakers-addendumtomultileveldualapproachforpricingamericanstylederivativesmr3105931-2015\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Joshi, M.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s00780-015-0267-x\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-joshi-schoenmakers-addendumtomultileveldualapproachforpricingamericanstylederivativesmr3105931-2015', 'https://doi.org/10.1007/s00780-015-0267-x', event);\">\n    Addendum to: Multilevel dual approach for pricing American style derivatives [ MR3105931].\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Finance Stoch.</i>, 19(3): 681–684.  2015.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s00780-015-0267-x\"\n     onclick=\"log_download('belomestny-joshi-schoenmakers-addendumtomultileveldualapproachforpricingamericanstylederivativesmr3105931-2015', 'https://doi.org/10.1007/s00780-015-0267-x', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Addendum to: Multilevel dual approach for pricing American style derivatives [ MR3105931] [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s00780-015-0267-x\"\n     onclick=\"log_download('belomestny-joshi-schoenmakers-addendumtomultileveldualapproachforpricingamericanstylederivativesmr3105931-2015', 'http://doi.org/10.1007/s00780-015-0267-x', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-joshi-schoenmakers-addendumtomultileveldualapproachforpricingamericanstylederivativesmr3105931-2015\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-joshi-schoenmakers-addendumtomultileveldualapproachforpricingamericanstylederivativesmr3105931-2015')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3369443,\n    AUTHOR = {Belomestny, Denis and Joshi, Mark and Schoenmakers, John},\n     TITLE = {Addendum to: {M}ultilevel dual approach for pricing {A}merican\n              style derivatives [ {MR}3105931]},\n   JOURNAL = {Finance Stoch.},\n  FJOURNAL = {Finance and Stochastics},\n    VOLUME = {19},\n      YEAR = {2015},\n    NUMBER = {3},\n     PAGES = {681--684},\n      ISSN = {0949-2984},\n   MRCLASS = {91G60 (60G40 65C05)},\n  MRNUMBER = {3369443},\n       DOI = {10.1007/s00780-015-0267-x},\n       URL = {https://doi.org/10.1007/s00780-015-0267-x},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-rei-estimationandcalibrationoflvymodelsviafouriermethods-2015\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Reiß , M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/978-3-319-12373-8_1\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-rei-estimationandcalibrationoflvymodelsviafouriermethods-2015', 'https://doi.org/10.1007/978-3-319-12373-8_1', event);\">\n    Estimation and calibration of Lévy models via Fourier methods.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  In <i>Lévy matters. IV</i>, volume 2128, of Lecture Notes in Math., pages 1–76. Springer, Cham,  2015.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/978-3-319-12373-8_1\"\n     onclick=\"log_download('belomestny-rei-estimationandcalibrationoflvymodelsviafouriermethods-2015', 'https://doi.org/10.1007/978-3-319-12373-8_1', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Estimation and calibration of Lévy models via Fourier methods [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/978-3-319-12373-8_1\"\n     onclick=\"log_download('belomestny-rei-estimationandcalibrationoflvymodelsviafouriermethods-2015', 'http://doi.org/10.1007/978-3-319-12373-8_1', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-rei-estimationandcalibrationoflvymodelsviafouriermethods-2015\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-rei-estimationandcalibrationoflvymodelsviafouriermethods-2015')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@incollection {MR3364256,\n    AUTHOR = {Belomestny, Denis and Rei\\ss , Markus},\n     TITLE = {Estimation and calibration of {L}\\&#x27;{e}vy models via {F}ourier\n              methods},\n BOOKTITLE = {L\\&#x27;{e}vy matters. {IV}},\n    SERIES = {Lecture Notes in Math.},\n    VOLUME = {2128},\n     PAGES = {1--76},\n PUBLISHER = {Springer, Cham},\n      YEAR = {2015},\n   MRCLASS = {60G10 (60G51 62G05 62G20 62M15 91B84)},\n  MRNUMBER = {3364256},\nMRREVIEWER = {Alireza Nematollahi},\n       DOI = {10.1007/978-3-319-12373-8_1},\n       URL = {https://doi.org/10.1007/978-3-319-12373-8_1},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-comte-genoncatalot-masuda-rei-lvymattersiv-2015\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Comte, F.; Genon-Catalot, V.; Masuda, H.;  and Reiß , M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  Lévy matters. IV.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  Volume 2128 of Lecture Notes in MathematicsSpringer, Cham,  2015.\n  <span class=\"note\">Estimation for discretely observed Lévy processes, Lévy Matters</span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-comte-genoncatalot-masuda-rei-lvymattersiv-2015\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-comte-genoncatalot-masuda-rei-lvymattersiv-2015')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@book {MR3364253,\n    AUTHOR = {Belomestny, Denis and Comte, Fabienne and Genon-Catalot,\n              Valentine and Masuda, Hiroki and Rei\\ss , Markus},\n     TITLE = {L\\&#x27;{e}vy matters. {IV}},\n    SERIES = {Lecture Notes in Mathematics},\n    VOLUME = {2128},\n      NOTE = {Estimation for discretely observed L\\&#x27;{e}vy processes,\n              L\\&#x27;{e}vy Matters},\n PUBLISHER = {Springer, Cham},\n      YEAR = {2015},\n     PAGES = {xvi+286},\n      ISBN = {978-3-319-12372-1; 978-3-319-12373-8},\n   MRCLASS = {60G51 (60Gxx 62E17 62F10 62M05 91B84 91G70)},\n  MRNUMBER = {3364253},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-statisticalskorohodembeddingproblemoptimalityandasymptoticnormality-2015\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.spl.2015.05.015\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-schoenmakers-statisticalskorohodembeddingproblemoptimalityandasymptoticnormality-2015', 'https://doi.org/10.1016/j.spl.2015.05.015', event);\">\n    Statistical Skorohod embedding problem: optimality and asymptotic normality.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Statist. Probab. Lett.</i>, 104: 169–180.  2015.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.spl.2015.05.015\"\n     onclick=\"log_download('belomestny-schoenmakers-statisticalskorohodembeddingproblemoptimalityandasymptoticnormality-2015', 'https://doi.org/10.1016/j.spl.2015.05.015', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Statistical Skorohod embedding problem: optimality and asymptotic normality [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.spl.2015.05.015\"\n     onclick=\"log_download('belomestny-schoenmakers-statisticalskorohodembeddingproblemoptimalityandasymptoticnormality-2015', 'http://doi.org/10.1016/j.spl.2015.05.015', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-statisticalskorohodembeddingproblemoptimalityandasymptoticnormality-2015\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-statisticalskorohodembeddingproblemoptimalityandasymptoticnormality-2015')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3360720,\n    AUTHOR = {Belomestny, Denis and Schoenmakers, John},\n     TITLE = {Statistical {S}korohod embedding problem: optimality and\n              asymptotic normality},\n   JOURNAL = {Statist. Probab. Lett.},\n  FJOURNAL = {Statistics \\&amp; Probability Letters},\n    VOLUME = {104},\n      YEAR = {2015},\n     PAGES = {169--180},\n      ISSN = {0167-7152},\n   MRCLASS = {62G07 (62G20 62M05)},\n  MRNUMBER = {3360720},\nMRREVIEWER = {Hiroshi Shiraishi},\n       DOI = {10.1016/j.spl.2015.05.015},\n       URL = {https://doi.org/10.1016/j.spl.2015.05.015},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-dickmann-nagapetyan-pricingbermudanoptionsviamultilevelapproximationmethods-2015\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Dickmann, F.;  and Nagapetyan, T.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/130912426\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-dickmann-nagapetyan-pricingbermudanoptionsviamultilevelapproximationmethods-2015', 'https://doi.org/10.1137/130912426', event);\">\n    Pricing Bermudan options via multilevel approximation methods.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM J. Financial Math.</i>, 6(1): 448–466.  2015.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/130912426\"\n     onclick=\"log_download('belomestny-dickmann-nagapetyan-pricingbermudanoptionsviamultilevelapproximationmethods-2015', 'https://doi.org/10.1137/130912426', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Pricing Bermudan options via multilevel approximation methods [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/130912426\"\n     onclick=\"log_download('belomestny-dickmann-nagapetyan-pricingbermudanoptionsviamultilevelapproximationmethods-2015', 'http://doi.org/10.1137/130912426', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-dickmann-nagapetyan-pricingbermudanoptionsviamultilevelapproximationmethods-2015\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-dickmann-nagapetyan-pricingbermudanoptionsviamultilevelapproximationmethods-2015')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3359675,\n    AUTHOR = {Belomestny, Denis and Dickmann, Fabian and Nagapetyan, Tigran},\n     TITLE = {Pricing {B}ermudan options via multilevel approximation\n              methods},\n   JOURNAL = {SIAM J. Financial Math.},\n  FJOURNAL = {SIAM Journal on Financial Mathematics},\n    VOLUME = {6},\n      YEAR = {2015},\n    NUMBER = {1},\n     PAGES = {448--466},\n      ISSN = {1945-497X},\n   MRCLASS = {91G60 (60H35 65C05 65C20)},\n  MRNUMBER = {3359675},\nMRREVIEWER = {George Stoica},\n       DOI = {10.1137/130912426},\n       URL = {https://doi.org/10.1137/130912426},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-ladkau-schoenmakers-multilevelsimulationbasedpolicyiterationforoptimalstoppingconvergenceandcomplexity-2015\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Ladkau, M.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/140958463\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-ladkau-schoenmakers-multilevelsimulationbasedpolicyiterationforoptimalstoppingconvergenceandcomplexity-2015', 'https://doi.org/10.1137/140958463', event);\">\n    Multilevel simulation based policy iteration for optimal stopping—convergence and complexity.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM/ASA J. Uncertain. Quantif.</i>, 3(1): 460–483.  2015.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/140958463\"\n     onclick=\"log_download('belomestny-ladkau-schoenmakers-multilevelsimulationbasedpolicyiterationforoptimalstoppingconvergenceandcomplexity-2015', 'https://doi.org/10.1137/140958463', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Multilevel simulation based policy iteration for optimal stopping—convergence and complexity [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/140958463\"\n     onclick=\"log_download('belomestny-ladkau-schoenmakers-multilevelsimulationbasedpolicyiterationforoptimalstoppingconvergenceandcomplexity-2015', 'http://doi.org/10.1137/140958463', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-ladkau-schoenmakers-multilevelsimulationbasedpolicyiterationforoptimalstoppingconvergenceandcomplexity-2015\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-ladkau-schoenmakers-multilevelsimulationbasedpolicyiterationforoptimalstoppingconvergenceandcomplexity-2015')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3357645,\n    AUTHOR = {Belomestny, Denis and Ladkau, Marcel and Schoenmakers, John},\n     TITLE = {Multilevel simulation based policy iteration for optimal\n              stopping---convergence and complexity},\n   JOURNAL = {SIAM/ASA J. Uncertain. Quantif.},\n  FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification},\n    VOLUME = {3},\n      YEAR = {2015},\n    NUMBER = {1},\n     PAGES = {460--483},\n      ISSN = {2166-2525},\n   MRCLASS = {65C30 (60H35 65C05 65C20)},\n  MRNUMBER = {3357645},\nMRREVIEWER = {Alexandre Popier},\n       DOI = {10.1137/140958463},\n       URL = {https://doi.org/10.1137/140958463},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2014\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2014')\"\n      onkeypress=\"toggleGroup('group_2014')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2014</span>\n      <span class=\"bibbase_group_count\">\n        \n        (2)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-bender-dickmann-schweizer-solvingstochasticdynamicprogramsbyconvexoptimizationandsimulation-2014\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Bender, C.; Dickmann, F.;  and Schweizer, N.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/978-3-319-08159-5_1\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-bender-dickmann-schweizer-solvingstochasticdynamicprogramsbyconvexoptimizationandsimulation-2014', 'https://doi.org/10.1007/978-3-319-08159-5_1', event);\">\n    Solving stochastic dynamic programs by convex optimization and simulation.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  In <i>Extraction of quantifiable information from complex systems</i>, volume 102, of Lect. Notes Comput. Sci. Eng., pages 1–23. Springer, Cham,  2014.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/978-3-319-08159-5_1\"\n     onclick=\"log_download('belomestny-bender-dickmann-schweizer-solvingstochasticdynamicprogramsbyconvexoptimizationandsimulation-2014', 'https://doi.org/10.1007/978-3-319-08159-5_1', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Solving stochastic dynamic programs by convex optimization and simulation [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/978-3-319-08159-5_1\"\n     onclick=\"log_download('belomestny-bender-dickmann-schweizer-solvingstochasticdynamicprogramsbyconvexoptimizationandsimulation-2014', 'http://doi.org/10.1007/978-3-319-08159-5_1', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-bender-dickmann-schweizer-solvingstochasticdynamicprogramsbyconvexoptimizationandsimulation-2014\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-bender-dickmann-schweizer-solvingstochasticdynamicprogramsbyconvexoptimizationandsimulation-2014')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@incollection {MR3329329,\n    AUTHOR = {Belomestny, Denis and Bender, Christian and Dickmann, Fabian\n              and Schweizer, Nikolaus},\n     TITLE = {Solving stochastic dynamic programs by convex optimization and\n              simulation},\n BOOKTITLE = {Extraction of quantifiable information from complex systems},\n    SERIES = {Lect. Notes Comput. Sci. Eng.},\n    VOLUME = {102},\n     PAGES = {1--23},\n PUBLISHER = {Springer, Cham},\n      YEAR = {2014},\n   MRCLASS = {65C05 (60H35)},\n  MRNUMBER = {3329329},\n       DOI = {10.1007/978-3-319-08159-5_1},\n       URL = {https://doi.org/10.1007/978-3-319-08159-5_1},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-spokoiny-concentrationinequalitiesforsmoothrandomfields-2014\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Spokoiny, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/S0040585X9798659X\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-spokoiny-concentrationinequalitiesforsmoothrandomfields-2014', 'https://doi.org/10.1137/S0040585X9798659X', event);\">\n    Concentration inequalities for smooth random fields.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Theory Probab. Appl.</i>, 58(2): 314–323.  2014.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/S0040585X9798659X\"\n     onclick=\"log_download('belomestny-spokoiny-concentrationinequalitiesforsmoothrandomfields-2014', 'https://doi.org/10.1137/S0040585X9798659X', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Concentration inequalities for smooth random fields [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/S0040585X9798659X\"\n     onclick=\"log_download('belomestny-spokoiny-concentrationinequalitiesforsmoothrandomfields-2014', 'http://doi.org/10.1137/S0040585X9798659X', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-spokoiny-concentrationinequalitiesforsmoothrandomfields-2014\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-spokoiny-concentrationinequalitiesforsmoothrandomfields-2014')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3300560,\n    AUTHOR = {Belomestny, D. and Spokoiny, V.},\n     TITLE = {Concentration inequalities for smooth random fields},\n   JOURNAL = {Theory Probab. Appl.},\n  FJOURNAL = {Theory of Probability and its Applications},\n    VOLUME = {58},\n      YEAR = {2014},\n    NUMBER = {2},\n     PAGES = {314--323},\n      ISSN = {0040-585X},\n   MRCLASS = {60G60 (60B20 60E15)},\n  MRNUMBER = {3300560},\nMRREVIEWER = {Mohamed El Machkouri},\n       DOI = {10.1137/S0040585X9798659X},\n       URL = {https://doi.org/10.1137/S0040585X9798659X},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2013\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2013')\"\n      onkeypress=\"toggleGroup('group_2013')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2013</span>\n      <span class=\"bibbase_group_count\">\n        \n        (4)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-panov-estimationoftheactivityofjumpsintimechangedlvymodels-2013\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Panov, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/13-EJS870\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-panov-estimationoftheactivityofjumpsintimechangedlvymodels-2013', 'https://doi.org/10.1214/13-EJS870', event);\">\n    Estimation of the activity of jumps in time-changed Lévy models.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Electron. J. Stat.</i>, 7: 2970–3003.  2013.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/13-EJS870\"\n     onclick=\"log_download('belomestny-panov-estimationoftheactivityofjumpsintimechangedlvymodels-2013', 'https://doi.org/10.1214/13-EJS870', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Estimation of the activity of jumps in time-changed Lévy models [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/13-EJS870\"\n     onclick=\"log_download('belomestny-panov-estimationoftheactivityofjumpsintimechangedlvymodels-2013', 'http://doi.org/10.1214/13-EJS870', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-panov-estimationoftheactivityofjumpsintimechangedlvymodels-2013\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-panov-estimationoftheactivityofjumpsintimechangedlvymodels-2013')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3151759,\n    AUTHOR = {Belomestny, Denis and Panov, Vladimir},\n     TITLE = {Estimation of the activity of jumps in time-changed {L}\\&#x27;{e}vy\n              models},\n   JOURNAL = {Electron. J. Stat.},\n  FJOURNAL = {Electronic Journal of Statistics},\n    VOLUME = {7},\n      YEAR = {2013},\n     PAGES = {2970--3003},\n      ISSN = {1935-7524},\n   MRCLASS = {62M09 (60G51 62C20 62F12)},\n  MRNUMBER = {3151759},\nMRREVIEWER = {Ross S. McVinish},\n       DOI = {10.1214/13-EJS870},\n       URL = {https://doi.org/10.1214/13-EJS870},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-solvingoptimalstoppingproblemsviaempiricaldualoptimization-2013\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/12-AAP892\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-solvingoptimalstoppingproblemsviaempiricaldualoptimization-2013', 'https://doi.org/10.1214/12-AAP892', event);\">\n    Solving optimal stopping problems via empirical dual optimization.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Appl. Probab.</i>, 23(5): 1988–2019.  2013.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/12-AAP892\"\n     onclick=\"log_download('belomestny-solvingoptimalstoppingproblemsviaempiricaldualoptimization-2013', 'https://doi.org/10.1214/12-AAP892', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Solving optimal stopping problems via empirical dual optimization [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/12-AAP892\"\n     onclick=\"log_download('belomestny-solvingoptimalstoppingproblemsviaempiricaldualoptimization-2013', 'http://doi.org/10.1214/12-AAP892', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-solvingoptimalstoppingproblemsviaempiricaldualoptimization-2013\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-solvingoptimalstoppingproblemsviaempiricaldualoptimization-2013')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3134728,\n    AUTHOR = {Belomestny, Denis},\n     TITLE = {Solving optimal stopping problems via empirical dual\n              optimization},\n   JOURNAL = {Ann. Appl. Probab.},\n  FJOURNAL = {The Annals of Applied Probability},\n    VOLUME = {23},\n      YEAR = {2013},\n    NUMBER = {5},\n     PAGES = {1988--2019},\n      ISSN = {1050-5164},\n   MRCLASS = {60G40 (60G44 60H30 91G20)},\n  MRNUMBER = {3134728},\nMRREVIEWER = {Hongzhong Zhang},\n       DOI = {10.1214/12-AAP892},\n       URL = {https://doi.org/10.1214/12-AAP892},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-dickmann-multileveldualapproachforpricingamericanstylederivatives-2013\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Schoenmakers, J.;  and Dickmann, F.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s00780-013-0208-5\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-schoenmakers-dickmann-multileveldualapproachforpricingamericanstylederivatives-2013', 'https://doi.org/10.1007/s00780-013-0208-5', event);\">\n    Multilevel dual approach for pricing American style derivatives.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Finance Stoch.</i>, 17(4): 717–742.  2013.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s00780-013-0208-5\"\n     onclick=\"log_download('belomestny-schoenmakers-dickmann-multileveldualapproachforpricingamericanstylederivatives-2013', 'https://doi.org/10.1007/s00780-013-0208-5', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Multilevel dual approach for pricing American style derivatives [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s00780-013-0208-5\"\n     onclick=\"log_download('belomestny-schoenmakers-dickmann-multileveldualapproachforpricingamericanstylederivatives-2013', 'http://doi.org/10.1007/s00780-013-0208-5', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-dickmann-multileveldualapproachforpricingamericanstylederivatives-2013\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-dickmann-multileveldualapproachforpricingamericanstylederivatives-2013')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR3105931,\n    AUTHOR = {Belomestny, Denis and Schoenmakers, John and Dickmann, Fabian},\n     TITLE = {Multilevel dual approach for pricing {A}merican style\n              derivatives},\n   JOURNAL = {Finance Stoch.},\n  FJOURNAL = {Finance and Stochastics},\n    VOLUME = {17},\n      YEAR = {2013},\n    NUMBER = {4},\n     PAGES = {717--742},\n      ISSN = {0949-2984},\n   MRCLASS = {91G60 (60G40 60G42 65C05 91G20)},\n  MRNUMBER = {3105931},\nMRREVIEWER = {George Stoica},\n       DOI = {10.1007/s00780-013-0208-5},\n       URL = {https://doi.org/10.1007/s00780-013-0208-5},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-panov-abeliantheoremsforstochasticvolatilitymodelswithapplicationtotheestimationofjumpactivity-2013\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Panov, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.spa.2012.08.015\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-panov-abeliantheoremsforstochasticvolatilitymodelswithapplicationtotheestimationofjumpactivity-2013', 'https://doi.org/10.1016/j.spa.2012.08.015', event);\">\n    Abelian theorems for stochastic volatility models with application to the estimation of jump activity.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Stochastic Process. Appl.</i>, 123(1): 15–44.  2013.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.spa.2012.08.015\"\n     onclick=\"log_download('belomestny-panov-abeliantheoremsforstochasticvolatilitymodelswithapplicationtotheestimationofjumpactivity-2013', 'https://doi.org/10.1016/j.spa.2012.08.015', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Abelian theorems for stochastic volatility models with application to the estimation of jump activity [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.spa.2012.08.015\"\n     onclick=\"log_download('belomestny-panov-abeliantheoremsforstochasticvolatilitymodelswithapplicationtotheestimationofjumpactivity-2013', 'http://doi.org/10.1016/j.spa.2012.08.015', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-panov-abeliantheoremsforstochasticvolatilitymodelswithapplicationtotheestimationofjumpactivity-2013\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-panov-abeliantheoremsforstochasticvolatilitymodelswithapplicationtotheestimationofjumpactivity-2013')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2988108,\n    AUTHOR = {Belomestny, Denis and Panov, Vladimir},\n     TITLE = {Abelian theorems for stochastic volatility models with\n              application to the estimation of jump activity},\n   JOURNAL = {Stochastic Process. Appl.},\n  FJOURNAL = {Stochastic Processes and their Applications},\n    VOLUME = {123},\n      YEAR = {2013},\n    NUMBER = {1},\n     PAGES = {15--44},\n      ISSN = {0304-4149},\n   MRCLASS = {60J75 (60G51 62F12 62G05 62M05 62P05)},\n  MRNUMBER = {2988108},\nMRREVIEWER = {Thorsten Schmidt},\n       DOI = {10.1016/j.spa.2012.08.015},\n       URL = {https://doi.org/10.1016/j.spa.2012.08.015},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2012\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2012')\"\n      onkeypress=\"toggleGroup('group_2012')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2012</span>\n      <span class=\"bibbase_group_count\">\n        \n        (1)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-krtschmer-centrallimittheoremsforlawinvariantcoherentriskmeasures-2012\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Krätschmer, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1239/jap/1331216831\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-krtschmer-centrallimittheoremsforlawinvariantcoherentriskmeasures-2012', 'https://doi.org/10.1239/jap/1331216831', event);\">\n    Central limit theorems for law-invariant coherent risk measures.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>J. Appl. Probab.</i>, 49(1): 1–21.  2012.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1239/jap/1331216831\"\n     onclick=\"log_download('belomestny-krtschmer-centrallimittheoremsforlawinvariantcoherentriskmeasures-2012', 'https://doi.org/10.1239/jap/1331216831', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Central limit theorems for law-invariant coherent risk measures [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1239/jap/1331216831\"\n     onclick=\"log_download('belomestny-krtschmer-centrallimittheoremsforlawinvariantcoherentriskmeasures-2012', 'http://doi.org/10.1239/jap/1331216831', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-krtschmer-centrallimittheoremsforlawinvariantcoherentriskmeasures-2012\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-krtschmer-centrallimittheoremsforlawinvariantcoherentriskmeasures-2012')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2952879,\n    AUTHOR = {Belomestny, Denis and Kr\\&quot;{a}tschmer, Volker},\n     TITLE = {Central limit theorems for law-invariant coherent risk\n              measures},\n   JOURNAL = {J. Appl. Probab.},\n  FJOURNAL = {Journal of Applied Probability},\n    VOLUME = {49},\n      YEAR = {2012},\n    NUMBER = {1},\n     PAGES = {1--21},\n      ISSN = {0021-9002},\n   MRCLASS = {60F05 (60F17 62F12 91B30)},\n  MRNUMBER = {2952879},\n       DOI = {10.1239/jap/1331216831},\n       URL = {https://doi.org/10.1239/jap/1331216831},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2011\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2011')\"\n      onkeypress=\"toggleGroup('group_2011')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2011</span>\n      <span class=\"bibbase_group_count\">\n        \n        (5)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-statisticalinferencefortimechangedlvyprocessesviacompositecharacteristicfunctionestimation-2011\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/11-AOS901\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-statisticalinferencefortimechangedlvyprocessesviacompositecharacteristicfunctionestimation-2011', 'https://doi.org/10.1214/11-AOS901', event);\">\n    Statistical inference for time-changed Lévy processes via composite characteristic function estimation.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Statist.</i>, 39(4): 2205–2242.  2011.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/11-AOS901\"\n     onclick=\"log_download('belomestny-statisticalinferencefortimechangedlvyprocessesviacompositecharacteristicfunctionestimation-2011', 'https://doi.org/10.1214/11-AOS901', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Statistical inference for time-changed Lévy processes via composite characteristic function estimation [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/11-AOS901\"\n     onclick=\"log_download('belomestny-statisticalinferencefortimechangedlvyprocessesviacompositecharacteristicfunctionestimation-2011', 'http://doi.org/10.1214/11-AOS901', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-statisticalinferencefortimechangedlvyprocessesviacompositecharacteristicfunctionestimation-2011\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-statisticalinferencefortimechangedlvyprocessesviacompositecharacteristicfunctionestimation-2011')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2893866,\n    AUTHOR = {Belomestny, Denis},\n     TITLE = {Statistical inference for time-changed {L}\\&#x27;{e}vy processes via\n              composite characteristic function estimation},\n   JOURNAL = {Ann. Statist.},\n  FJOURNAL = {The Annals of Statistics},\n    VOLUME = {39},\n      YEAR = {2011},\n    NUMBER = {4},\n     PAGES = {2205--2242},\n      ISSN = {0090-5364},\n   MRCLASS = {62G05 (60G51 62F12)},\n  MRNUMBER = {2893866},\nMRREVIEWER = {Stergios B. Fotopoulos},\n       DOI = {10.1214/11-AOS901},\n       URL = {https://doi.org/10.1214/11-AOS901},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-pricingbermudanoptionsbynonparametricregressionoptimalratesofconvergenceforlowerestimates-2011\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s00780-010-0132-x\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-pricingbermudanoptionsbynonparametricregressionoptimalratesofconvergenceforlowerestimates-2011', 'https://doi.org/10.1007/s00780-010-0132-x', event);\">\n    Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Finance Stoch.</i>, 15(4): 655–683.  2011.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s00780-010-0132-x\"\n     onclick=\"log_download('belomestny-pricingbermudanoptionsbynonparametricregressionoptimalratesofconvergenceforlowerestimates-2011', 'https://doi.org/10.1007/s00780-010-0132-x', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s00780-010-0132-x\"\n     onclick=\"log_download('belomestny-pricingbermudanoptionsbynonparametricregressionoptimalratesofconvergenceforlowerestimates-2011', 'http://doi.org/10.1007/s00780-010-0132-x', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-pricingbermudanoptionsbynonparametricregressionoptimalratesofconvergenceforlowerestimates-2011\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-pricingbermudanoptionsbynonparametricregressionoptimalratesofconvergenceforlowerestimates-2011')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2863638,\n    AUTHOR = {Belomestny, Denis},\n     TITLE = {Pricing {B}ermudan options by nonparametric regression:\n              optimal rates of convergence for lower estimates},\n   JOURNAL = {Finance Stoch.},\n  FJOURNAL = {Finance and Stochastics},\n    VOLUME = {15},\n      YEAR = {2011},\n    NUMBER = {4},\n     PAGES = {655--683},\n      ISSN = {0949-2984},\n   MRCLASS = {91B25 (60G40 62G08 65C05 91G20 91G60)},\n  MRNUMBER = {2863638},\nMRREVIEWER = {Paolo Pellizzari},\n       DOI = {10.1007/s00780-010-0132-x},\n       URL = {https://doi.org/10.1007/s00780-010-0132-x},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-spectralestimationofthelvydensityinpartiallyobservedaffinemodels-2011\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.spa.2011.02.001\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-spectralestimationofthelvydensityinpartiallyobservedaffinemodels-2011', 'https://doi.org/10.1016/j.spa.2011.02.001', event);\">\n    Spectral estimation of the Lévy density in partially observed affine models.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Stochastic Process. Appl.</i>, 121(6): 1217–1244.  2011.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.spa.2011.02.001\"\n     onclick=\"log_download('belomestny-spectralestimationofthelvydensityinpartiallyobservedaffinemodels-2011', 'https://doi.org/10.1016/j.spa.2011.02.001', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Spectral estimation of the Lévy density in partially observed affine models [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.spa.2011.02.001\"\n     onclick=\"log_download('belomestny-spectralestimationofthelvydensityinpartiallyobservedaffinemodels-2011', 'http://doi.org/10.1016/j.spa.2011.02.001', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-spectralestimationofthelvydensityinpartiallyobservedaffinemodels-2011\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-spectralestimationofthelvydensityinpartiallyobservedaffinemodels-2011')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2794974,\n    AUTHOR = {Belomestny, Denis},\n     TITLE = {Spectral estimation of the {L}\\&#x27;{e}vy density in partially\n              observed affine models},\n   JOURNAL = {Stochastic Process. Appl.},\n  FJOURNAL = {Stochastic Processes and their Applications},\n    VOLUME = {121},\n      YEAR = {2011},\n    NUMBER = {6},\n     PAGES = {1217--1244},\n      ISSN = {0304-4149},\n   MRCLASS = {62G05 (60G51 60J25 62G07 62G20 62M05)},\n  MRNUMBER = {2794974},\nMRREVIEWER = {Ross S. McVinish},\n       DOI = {10.1016/j.spa.2011.02.001},\n       URL = {https://doi.org/10.1016/j.spa.2011.02.001},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-schoenmakers-ajumpdiffusionlibormodelanditsrobustcalibration-2011\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1080/14697680903295176\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-schoenmakers-ajumpdiffusionlibormodelanditsrobustcalibration-2011', 'https://doi.org/10.1080/14697680903295176', event);\">\n    A jump-diffusion Libor model and its robust calibration.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Quant. Finance</i>, 11(4): 529–546.  2011.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1080/14697680903295176\"\n     onclick=\"log_download('belomestny-schoenmakers-ajumpdiffusionlibormodelanditsrobustcalibration-2011', 'https://doi.org/10.1080/14697680903295176', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"A jump-diffusion Libor model and its robust calibration [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1080/14697680903295176\"\n     onclick=\"log_download('belomestny-schoenmakers-ajumpdiffusionlibormodelanditsrobustcalibration-2011', 'http://doi.org/10.1080/14697680903295176', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-schoenmakers-ajumpdiffusionlibormodelanditsrobustcalibration-2011\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-schoenmakers-ajumpdiffusionlibormodelanditsrobustcalibration-2011')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2784473,\n    AUTHOR = {Belomestny, Denis and Schoenmakers, John},\n     TITLE = {A jump-diffusion {L}ibor model and its robust calibration},\n   JOURNAL = {Quant. Finance},\n  FJOURNAL = {Quantitative Finance},\n    VOLUME = {11},\n      YEAR = {2011},\n    NUMBER = {4},\n     PAGES = {529--546},\n      ISSN = {1469-7688},\n   MRCLASS = {91B70 (91G20 91G60)},\n  MRNUMBER = {2784473},\nMRREVIEWER = {Edward J. Allen},\n       DOI = {10.1080/14697680903295176},\n       URL = {https://doi.org/10.1080/14697680903295176},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-ontheratesofconvergenceofsimulationbasedoptimizationalgorithmsforoptimalstoppingproblems-2011\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/10-AAP692\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-ontheratesofconvergenceofsimulationbasedoptimizationalgorithmsforoptimalstoppingproblems-2011', 'https://doi.org/10.1214/10-AAP692', event);\">\n    On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Appl. Probab.</i>, 21(1): 215–239.  2011.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/10-AAP692\"\n     onclick=\"log_download('belomestny-ontheratesofconvergenceofsimulationbasedoptimizationalgorithmsforoptimalstoppingproblems-2011', 'https://doi.org/10.1214/10-AAP692', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/10-AAP692\"\n     onclick=\"log_download('belomestny-ontheratesofconvergenceofsimulationbasedoptimizationalgorithmsforoptimalstoppingproblems-2011', 'http://doi.org/10.1214/10-AAP692', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-ontheratesofconvergenceofsimulationbasedoptimizationalgorithmsforoptimalstoppingproblems-2011\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-ontheratesofconvergenceofsimulationbasedoptimizationalgorithmsforoptimalstoppingproblems-2011')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2759200,\n    AUTHOR = {Belomestny, Denis},\n     TITLE = {On the rates of convergence of simulation-based optimization\n              algorithms for optimal stopping problems},\n   JOURNAL = {Ann. Appl. Probab.},\n  FJOURNAL = {The Annals of Applied Probability},\n    VOLUME = {21},\n      YEAR = {2011},\n    NUMBER = {1},\n     PAGES = {215--239},\n      ISSN = {1050-5164},\n   MRCLASS = {60G40 (60F10 60J05 91G60)},\n  MRNUMBER = {2759200},\n       DOI = {10.1214/10-AAP692},\n       URL = {https://doi.org/10.1214/10-AAP692},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2010\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2010')\"\n      onkeypress=\"toggleGroup('group_2010')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2010</span>\n      <span class=\"bibbase_group_count\">\n        \n        (4)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-gapeev-aniterativeprocedureforsolvingintegralequationsrelatedtooptimalstoppingproblems-2010\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Gapeev, P. V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1080/17442500903371002\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-gapeev-aniterativeprocedureforsolvingintegralequationsrelatedtooptimalstoppingproblems-2010', 'https://doi.org/10.1080/17442500903371002', event);\">\n    An iterative procedure for solving integral equations related to optimal stopping problems.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Stochastics</i>, 82(4): 365–380.  2010.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1080/17442500903371002\"\n     onclick=\"log_download('belomestny-gapeev-aniterativeprocedureforsolvingintegralequationsrelatedtooptimalstoppingproblems-2010', 'https://doi.org/10.1080/17442500903371002', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"An iterative procedure for solving integral equations related to optimal stopping problems [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1080/17442500903371002\"\n     onclick=\"log_download('belomestny-gapeev-aniterativeprocedureforsolvingintegralequationsrelatedtooptimalstoppingproblems-2010', 'http://doi.org/10.1080/17442500903371002', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-gapeev-aniterativeprocedureforsolvingintegralequationsrelatedtooptimalstoppingproblems-2010\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-gapeev-aniterativeprocedureforsolvingintegralequationsrelatedtooptimalstoppingproblems-2010')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2739603,\n    AUTHOR = {Belomestny, Denis and Gapeev, Pavel V.},\n     TITLE = {An iterative procedure for solving integral equations related\n              to optimal stopping problems},\n   JOURNAL = {Stochastics},\n  FJOURNAL = {Stochastics. An International Journal of Probability and\n              Stochastic Processes},\n    VOLUME = {82},\n      YEAR = {2010},\n    NUMBER = {4},\n     PAGES = {365--380},\n      ISSN = {1744-2508},\n   MRCLASS = {65R20 (60G40 60J60 91G20)},\n  MRNUMBER = {2739603},\n       DOI = {10.1080/17442500903371002},\n       URL = {https://doi.org/10.1080/17442500903371002},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-milstein-schoenmakers-sensitivitiesforbermudanoptionsbyregressionmethods-2010\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Milstein, G. N.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s10203-009-0101-z\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-milstein-schoenmakers-sensitivitiesforbermudanoptionsbyregressionmethods-2010', 'https://doi.org/10.1007/s10203-009-0101-z', event);\">\n    Sensitivities for Bermudan options by regression methods.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Decis. Econ. Finance</i>, 33(2): 117–138.  2010.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s10203-009-0101-z\"\n     onclick=\"log_download('belomestny-milstein-schoenmakers-sensitivitiesforbermudanoptionsbyregressionmethods-2010', 'https://doi.org/10.1007/s10203-009-0101-z', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Sensitivities for Bermudan options by regression methods [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s10203-009-0101-z\"\n     onclick=\"log_download('belomestny-milstein-schoenmakers-sensitivitiesforbermudanoptionsbyregressionmethods-2010', 'http://doi.org/10.1007/s10203-009-0101-z', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-milstein-schoenmakers-sensitivitiesforbermudanoptionsbyregressionmethods-2010\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-milstein-schoenmakers-sensitivitiesforbermudanoptionsbyregressionmethods-2010')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2727447,\n    AUTHOR = {Belomestny, Denis and Milstein, G. N. and Schoenmakers, John},\n     TITLE = {Sensitivities for {B}ermudan options by regression methods},\n   JOURNAL = {Decis. Econ. Finance},\n  FJOURNAL = {Decisions in Economics and Finance. A Journal of Applied\n              Mathematics},\n    VOLUME = {33},\n      YEAR = {2010},\n    NUMBER = {2},\n     PAGES = {117--138},\n      ISSN = {1593-8883},\n   MRCLASS = {91G60 (91G20)},\n  MRNUMBER = {2727447},\n       DOI = {10.1007/s10203-009-0101-z},\n       URL = {https://doi.org/10.1007/s10203-009-0101-z},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-kolodko-schoenmakers-pricingcmsspreadoptionsinalibormarketmodel-2010\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Kolodko, A.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1142/S021902491000567X\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-kolodko-schoenmakers-pricingcmsspreadoptionsinalibormarketmodel-2010', 'https://doi.org/10.1142/S021902491000567X', event);\">\n    Pricing CMS spread options in a Libor market model.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Int. J. Theor. Appl. Finance</i>, 13(1): 45–62.  2010.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1142/S021902491000567X\"\n     onclick=\"log_download('belomestny-kolodko-schoenmakers-pricingcmsspreadoptionsinalibormarketmodel-2010', 'https://doi.org/10.1142/S021902491000567X', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Pricing CMS spread options in a Libor market model [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1142/S021902491000567X\"\n     onclick=\"log_download('belomestny-kolodko-schoenmakers-pricingcmsspreadoptionsinalibormarketmodel-2010', 'http://doi.org/10.1142/S021902491000567X', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-kolodko-schoenmakers-pricingcmsspreadoptionsinalibormarketmodel-2010\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-kolodko-schoenmakers-pricingcmsspreadoptionsinalibormarketmodel-2010')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2646973,\n    AUTHOR = {Belomestny, Denis and Kolodko, Anastasia and Schoenmakers,\n              John},\n     TITLE = {Pricing {CMS} spread options in a {L}ibor market model},\n   JOURNAL = {Int. J. Theor. Appl. Finance},\n  FJOURNAL = {International Journal of Theoretical and Applied Finance},\n    VOLUME = {13},\n      YEAR = {2010},\n    NUMBER = {1},\n     PAGES = {45--62},\n      ISSN = {0219-0249},\n   MRCLASS = {91G20},\n  MRNUMBER = {2646973},\n       DOI = {10.1142/S021902491000567X},\n       URL = {https://doi.org/10.1142/S021902491000567X},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-spectralestimationofthefractionalorderofalvyprocess-2010\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/09-AOS715\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-spectralestimationofthefractionalorderofalvyprocess-2010', 'https://doi.org/10.1214/09-AOS715', event);\">\n    Spectral estimation of the fractional order of a Lévy process.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Statist.</i>, 38(1): 317–351.  2010.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/09-AOS715\"\n     onclick=\"log_download('belomestny-spectralestimationofthefractionalorderofalvyprocess-2010', 'https://doi.org/10.1214/09-AOS715', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Spectral estimation of the fractional order of a Lévy process [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/09-AOS715\"\n     onclick=\"log_download('belomestny-spectralestimationofthefractionalorderofalvyprocess-2010', 'http://doi.org/10.1214/09-AOS715', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-spectralestimationofthefractionalorderofalvyprocess-2010\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-spectralestimationofthefractionalorderofalvyprocess-2010')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2589324,\n    AUTHOR = {Belomestny, Denis},\n     TITLE = {Spectral estimation of the fractional order of a {L}\\&#x27;{e}vy\n              process},\n   JOURNAL = {Ann. Statist.},\n  FJOURNAL = {The Annals of Statistics},\n    VOLUME = {38},\n      YEAR = {2010},\n    NUMBER = {1},\n     PAGES = {317--351},\n      ISSN = {0090-5364},\n   MRCLASS = {62F10 (60G51 62F25 62H12 62J12)},\n  MRNUMBER = {2589324},\nMRREVIEWER = {Sreenivasan Ravi},\n       DOI = {10.1214/09-AOS715},\n       URL = {https://doi.org/10.1214/09-AOS715},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2009\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2009')\"\n      onkeypress=\"toggleGroup('group_2009')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2009</span>\n      <span class=\"bibbase_group_count\">\n        \n        (5)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-rschendorf-urusov-optimalstoppingofintegralfunctionalsandanolossfreeboundaryformulation-2009\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D. V.</a>; Rüschendorf, L.;  and Urusov, M. A.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/S0040585X97983961\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-rschendorf-urusov-optimalstoppingofintegralfunctionalsandanolossfreeboundaryformulation-2009', 'https://doi.org/10.1137/S0040585X97983961', event);\">\n    Optimal stopping of integral functionals and a ``no-loss'' free boundary formulation.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Teor. Veroyatn. Primen.</i>, 54(1): 80–96.  2009.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/S0040585X97983961\"\n     onclick=\"log_download('belomestny-rschendorf-urusov-optimalstoppingofintegralfunctionalsandanolossfreeboundaryformulation-2009', 'https://doi.org/10.1137/S0040585X97983961', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Optimal stopping of integral functionals and a &#x60;&#x60;no-loss&#x27;&#x27; free boundary formulation [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/S0040585X97983961\"\n     onclick=\"log_download('belomestny-rschendorf-urusov-optimalstoppingofintegralfunctionalsandanolossfreeboundaryformulation-2009', 'http://doi.org/10.1137/S0040585X97983961', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-rschendorf-urusov-optimalstoppingofintegralfunctionalsandanolossfreeboundaryformulation-2009\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-rschendorf-urusov-optimalstoppingofintegralfunctionalsandanolossfreeboundaryformulation-2009')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2766648,\n    AUTHOR = {Belomestny, D. V. and R\\&quot;{u}schendorf, L. and Urusov, M. A.},\n     TITLE = {Optimal stopping of integral functionals and a &#x60;&#x60;no-loss&#x27;&#x27;\n              free boundary formulation},\n   JOURNAL = {Teor. Veroyatn. Primen.},\n  FJOURNAL = {Rossi\\u{\\i}skaya Akademiya Nauk. Teoriya Veroyatnoste\\u{\\i} i ee\n              Primeneniya},\n    VOLUME = {54},\n      YEAR = {2009},\n    NUMBER = {1},\n     PAGES = {80--96},\n      ISSN = {0040-361X},\n   MRCLASS = {60G40 (34F05 60J60 93E20)},\n  MRNUMBER = {2766648},\nMRREVIEWER = {\\L . Stettner},\n       DOI = {10.1137/S0040585X97983961},\n       URL = {https://doi.org/10.1137/S0040585X97983961},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-mathew-schoenmakers-multiplestochasticvolatilityextensionofthelibormarketmodelanditsimplementation-2009\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Mathew, S.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1515/MCMA.2009.016\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-mathew-schoenmakers-multiplestochasticvolatilityextensionofthelibormarketmodelanditsimplementation-2009', 'https://doi.org/10.1515/MCMA.2009.016', event);\">\n    Multiple stochastic volatility extension of the Libor market model and its implementation.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Monte Carlo Methods Appl.</i>, 15(4): 285–310.  2009.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1515/MCMA.2009.016\"\n     onclick=\"log_download('belomestny-mathew-schoenmakers-multiplestochasticvolatilityextensionofthelibormarketmodelanditsimplementation-2009', 'https://doi.org/10.1515/MCMA.2009.016', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Multiple stochastic volatility extension of the Libor market model and its implementation [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1515/MCMA.2009.016\"\n     onclick=\"log_download('belomestny-mathew-schoenmakers-multiplestochasticvolatilityextensionofthelibormarketmodelanditsimplementation-2009', 'http://doi.org/10.1515/MCMA.2009.016', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-mathew-schoenmakers-multiplestochasticvolatilityextensionofthelibormarketmodelanditsimplementation-2009\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-mathew-schoenmakers-multiplestochasticvolatilityextensionofthelibormarketmodelanditsimplementation-2009')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2603467,\n    AUTHOR = {Belomestny, Denis and Mathew, Stanley and Schoenmakers, John},\n     TITLE = {Multiple stochastic volatility extension of the {L}ibor market\n              model and its implementation},\n   JOURNAL = {Monte Carlo Methods Appl.},\n  FJOURNAL = {Monte Carlo Methods and Applications},\n    VOLUME = {15},\n      YEAR = {2009},\n    NUMBER = {4},\n     PAGES = {285--310},\n      ISSN = {0929-9629},\n   MRCLASS = {91G60 (60H30 91B70)},\n  MRNUMBER = {2603467},\n       DOI = {10.1515/MCMA.2009.016},\n       URL = {https://doi.org/10.1515/MCMA.2009.016},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-kampen-schoenmakers-holomorphictransformswithapplicationtoaffineprocesses-2009\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Kampen, J.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1016/j.jfa.2009.03.013\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-kampen-schoenmakers-holomorphictransformswithapplicationtoaffineprocesses-2009', 'https://doi.org/10.1016/j.jfa.2009.03.013', event);\">\n    Holomorphic transforms with application to affine processes.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>J. Funct. Anal.</i>, 257(4): 1222–1250.  2009.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1016/j.jfa.2009.03.013\"\n     onclick=\"log_download('belomestny-kampen-schoenmakers-holomorphictransformswithapplicationtoaffineprocesses-2009', 'https://doi.org/10.1016/j.jfa.2009.03.013', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Holomorphic transforms with application to affine processes [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1016/j.jfa.2009.03.013\"\n     onclick=\"log_download('belomestny-kampen-schoenmakers-holomorphictransformswithapplicationtoaffineprocesses-2009', 'http://doi.org/10.1016/j.jfa.2009.03.013', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-kampen-schoenmakers-holomorphictransformswithapplicationtoaffineprocesses-2009\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-kampen-schoenmakers-holomorphictransformswithapplicationtoaffineprocesses-2009')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2535468,\n    AUTHOR = {Belomestny, Denis and Kampen, J\\&quot;{o}rg and Schoenmakers, John},\n     TITLE = {Holomorphic transforms with application to affine processes},\n   JOURNAL = {J. Funct. Anal.},\n  FJOURNAL = {Journal of Functional Analysis},\n    VOLUME = {257},\n      YEAR = {2009},\n    NUMBER = {4},\n     PAGES = {1222--1250},\n      ISSN = {0022-1236},\n   MRCLASS = {60G51 (47D07 60J75)},\n  MRNUMBER = {2535468},\nMRREVIEWER = {Nizar Demni},\n       DOI = {10.1016/j.jfa.2009.03.013},\n       URL = {https://doi.org/10.1016/j.jfa.2009.03.013},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-milstein-spokoiny-regressionmethodsinpricingamericanandbermudanoptionsusingconsumptionprocesses-2009\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Milstein, G.;  and Spokoiny, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1080/14697680802165736\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-milstein-spokoiny-regressionmethodsinpricingamericanandbermudanoptionsusingconsumptionprocesses-2009', 'https://doi.org/10.1080/14697680802165736', event);\">\n    Regression methods in pricing American and Bermudan options using consumption processes.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Quant. Finance</i>, 9(3): 315–327.  2009.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1080/14697680802165736\"\n     onclick=\"log_download('belomestny-milstein-spokoiny-regressionmethodsinpricingamericanandbermudanoptionsusingconsumptionprocesses-2009', 'https://doi.org/10.1080/14697680802165736', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Regression methods in pricing American and Bermudan options using consumption processes [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1080/14697680802165736\"\n     onclick=\"log_download('belomestny-milstein-spokoiny-regressionmethodsinpricingamericanandbermudanoptionsusingconsumptionprocesses-2009', 'http://doi.org/10.1080/14697680802165736', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-milstein-spokoiny-regressionmethodsinpricingamericanandbermudanoptionsusingconsumptionprocesses-2009\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-milstein-spokoiny-regressionmethodsinpricingamericanandbermudanoptionsusingconsumptionprocesses-2009')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2510185,\n    AUTHOR = {Belomestny, Denis and Milstein, Grigori and Spokoiny,\n              Vladimir},\n     TITLE = {Regression methods in pricing {A}merican and {B}ermudan\n              options using consumption processes},\n   JOURNAL = {Quant. Finance},\n  FJOURNAL = {Quantitative Finance},\n    VOLUME = {9},\n      YEAR = {2009},\n    NUMBER = {3},\n     PAGES = {315--327},\n      ISSN = {1469-7688},\n   MRCLASS = {91G70 (62G08 62P05 65C05 91G20)},\n  MRNUMBER = {2510185},\n       DOI = {10.1080/14697680802165736},\n       URL = {https://doi.org/10.1080/14697680802165736},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-bender-schoenmakers-trueupperboundsforbermudanproductsvianonnestedmontecarlo-2009\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Bender, C.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1111/j.1467-9965.2008.00357.x\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-bender-schoenmakers-trueupperboundsforbermudanproductsvianonnestedmontecarlo-2009', 'https://doi.org/10.1111/j.1467-9965.2008.00357.x', event);\">\n    True upper bounds for Bermudan products via non-nested Monte Carlo.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Math. Finance</i>, 19(1): 53–71.  2009.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1111/j.1467-9965.2008.00357.x\"\n     onclick=\"log_download('belomestny-bender-schoenmakers-trueupperboundsforbermudanproductsvianonnestedmontecarlo-2009', 'https://doi.org/10.1111/j.1467-9965.2008.00357.x', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"True upper bounds for Bermudan products via non-nested Monte Carlo [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1111/j.1467-9965.2008.00357.x\"\n     onclick=\"log_download('belomestny-bender-schoenmakers-trueupperboundsforbermudanproductsvianonnestedmontecarlo-2009', 'http://doi.org/10.1111/j.1467-9965.2008.00357.x', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-bender-schoenmakers-trueupperboundsforbermudanproductsvianonnestedmontecarlo-2009\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-bender-schoenmakers-trueupperboundsforbermudanproductsvianonnestedmontecarlo-2009')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2488402,\n    AUTHOR = {Belomestny, Denis and Bender, Christian and Schoenmakers,\n              John},\n     TITLE = {True upper bounds for {B}ermudan products via non-nested\n              {M}onte {C}arlo},\n   JOURNAL = {Math. Finance},\n  FJOURNAL = {Mathematical Finance. An International Journal of Mathematics,\n              Statistics and Financial Economics},\n    VOLUME = {19},\n      YEAR = {2009},\n    NUMBER = {1},\n     PAGES = {53--71},\n      ISSN = {0960-1627},\n   MRCLASS = {91B28 (65C05)},\n  MRNUMBER = {2488402},\nMRREVIEWER = {Gunther Leobacher},\n       DOI = {10.1111/j.1467-9965.2008.00357.x},\n       URL = {https://doi.org/10.1111/j.1467-9965.2008.00357.x},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2007\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2007')\"\n      onkeypress=\"toggleGroup('group_2007')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2007</span>\n      <span class=\"bibbase_group_count\">\n        \n        (1)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-spokoiny-spatialaggregationoflocallikelihoodestimateswithapplicationstoclassification-2007\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Spokoiny, V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1214/009053607000000271\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-spokoiny-spatialaggregationoflocallikelihoodestimateswithapplicationstoclassification-2007', 'https://doi.org/10.1214/009053607000000271', event);\">\n    Spatial aggregation of local likelihood estimates with applications to classification.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Ann. Statist.</i>, 35(5): 2287–2311.  2007.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1214/009053607000000271\"\n     onclick=\"log_download('belomestny-spokoiny-spatialaggregationoflocallikelihoodestimateswithapplicationstoclassification-2007', 'https://doi.org/10.1214/009053607000000271', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Spatial aggregation of local likelihood estimates with applications to classification [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1214/009053607000000271\"\n     onclick=\"log_download('belomestny-spokoiny-spatialaggregationoflocallikelihoodestimateswithapplicationstoclassification-2007', 'http://doi.org/10.1214/009053607000000271', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-spokoiny-spatialaggregationoflocallikelihoodestimateswithapplicationstoclassification-2007\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-spokoiny-spatialaggregationoflocallikelihoodestimateswithapplicationstoclassification-2007')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2363972,\n    AUTHOR = {Belomestny, Denis and Spokoiny, Vladimir},\n     TITLE = {Spatial aggregation of local likelihood estimates with\n              applications to classification},\n   JOURNAL = {Ann. Statist.},\n  FJOURNAL = {The Annals of Statistics},\n    VOLUME = {35},\n      YEAR = {2007},\n    NUMBER = {5},\n     PAGES = {2287--2311},\n      ISSN = {0090-5364},\n   MRCLASS = {62G05 (62G07 62G08 62G32 62H30)},\n  MRNUMBER = {2363972},\nMRREVIEWER = {Songqiao Wen},\n       DOI = {10.1214/009053607000000271},\n       URL = {https://doi.org/10.1214/009053607000000271},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2006\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2006')\"\n      onkeypress=\"toggleGroup('group_2006')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2006</span>\n      <span class=\"bibbase_group_count\">\n        \n        (2)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-rei-spectralcalibrationofexponentiallvymodels-2006\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Reiß , M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1007/s00780-006-0021-5\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-rei-spectralcalibrationofexponentiallvymodels-2006', 'https://doi.org/10.1007/s00780-006-0021-5', event);\">\n    Spectral calibration of exponential Lévy models.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Finance Stoch.</i>, 10(4): 449–474.  2006.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1007/s00780-006-0021-5\"\n     onclick=\"log_download('belomestny-rei-spectralcalibrationofexponentiallvymodels-2006', 'https://doi.org/10.1007/s00780-006-0021-5', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Spectral calibration of exponential Lévy models [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1007/s00780-006-0021-5\"\n     onclick=\"log_download('belomestny-rei-spectralcalibrationofexponentiallvymodels-2006', 'http://doi.org/10.1007/s00780-006-0021-5', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-rei-spectralcalibrationofexponentiallvymodels-2006\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-rei-spectralcalibrationofexponentiallvymodels-2006')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2276314,\n    AUTHOR = {Belomestny, Denis and Rei\\ss , Markus},\n     TITLE = {Spectral calibration of exponential {L}\\&#x27;{e}vy models},\n   JOURNAL = {Finance Stoch.},\n  FJOURNAL = {Finance and Stochastics},\n    VOLUME = {10},\n      YEAR = {2006},\n    NUMBER = {4},\n     PAGES = {449--474},\n      ISSN = {0949-2984},\n   MRCLASS = {62P05 (60G51 62G20 91B28)},\n  MRNUMBER = {2276314},\nMRREVIEWER = {M. P. Moklyachuk},\n       DOI = {10.1007/s00780-006-0021-5},\n       URL = {https://doi.org/10.1007/s00780-006-0021-5},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-milstein-montecarloevaluationofamericanoptionsusingconsumptionprocesses-2006\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>;  and Milstein, G. N.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1142/S0219024906003652\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-milstein-montecarloevaluationofamericanoptionsusingconsumptionprocesses-2006', 'https://doi.org/10.1142/S0219024906003652', event);\">\n    Monte Carlo evaluation of American options using consumption processes.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Int. J. Theor. Appl. Finance</i>, 9(4): 455–481.  2006.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1142/S0219024906003652\"\n     onclick=\"log_download('belomestny-milstein-montecarloevaluationofamericanoptionsusingconsumptionprocesses-2006', 'https://doi.org/10.1142/S0219024906003652', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Monte Carlo evaluation of American options using consumption processes [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1142/S0219024906003652\"\n     onclick=\"log_download('belomestny-milstein-montecarloevaluationofamericanoptionsusingconsumptionprocesses-2006', 'http://doi.org/10.1142/S0219024906003652', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-milstein-montecarloevaluationofamericanoptionsusingconsumptionprocesses-2006\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-milstein-montecarloevaluationofamericanoptionsusingconsumptionprocesses-2006')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2239817,\n    AUTHOR = {Belomestny, Denis and Milstein, Grigori N.},\n     TITLE = {Monte {C}arlo evaluation of {A}merican options using\n              consumption processes},\n   JOURNAL = {Int. J. Theor. Appl. Finance},\n  FJOURNAL = {International Journal of Theoretical and Applied Finance},\n    VOLUME = {9},\n      YEAR = {2006},\n    NUMBER = {4},\n     PAGES = {455--481},\n      ISSN = {0219-0249},\n   MRCLASS = {91B28 (65C05)},\n  MRNUMBER = {2239817},\nMRREVIEWER = {Lucia Caramellino},\n       DOI = {10.1142/S0219024906003652},\n       URL = {https://doi.org/10.1142/S0219024906003652},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2004\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2004')\"\n      onkeypress=\"toggleGroup('group_2004')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2004</span>\n      <span class=\"bibbase_group_count\">\n        \n        (1)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-reconstructionofageneraldistributionfromthedistributionofsomestatistics-2004\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Belomestnyĭ, D. V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/S0040585X9798083X\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-reconstructionofageneraldistributionfromthedistributionofsomestatistics-2004', 'https://doi.org/10.1137/S0040585X9798083X', event);\">\n    Reconstruction of a general distribution from the distribution of some statistics.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Teor. Veroyatn. Primen.</i>, 49(1): 3–20.  2004.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/S0040585X9798083X\"\n     onclick=\"log_download('belomestny-reconstructionofageneraldistributionfromthedistributionofsomestatistics-2004', 'https://doi.org/10.1137/S0040585X9798083X', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Reconstruction of a general distribution from the distribution of some statistics [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/S0040585X9798083X\"\n     onclick=\"log_download('belomestny-reconstructionofageneraldistributionfromthedistributionofsomestatistics-2004', 'http://doi.org/10.1137/S0040585X9798083X', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-reconstructionofageneraldistributionfromthedistributionofsomestatistics-2004\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-reconstructionofageneraldistributionfromthedistributionofsomestatistics-2004')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2141327,\n    AUTHOR = {Belomestny\\u{\\i}, D. V.},\n     TITLE = {Reconstruction of a general distribution from the distribution\n              of some statistics},\n   JOURNAL = {Teor. Veroyatn. Primen.},\n  FJOURNAL = {Rossi\\u{\\i}skaya Akademiya Nauk. Teoriya Veroyatnoste\\u{\\i} i ee\n              Primeneniya},\n    VOLUME = {49},\n      YEAR = {2004},\n    NUMBER = {1},\n     PAGES = {3--20},\n      ISSN = {0040-361X},\n   MRCLASS = {62E10 (60E10)},\n  MRNUMBER = {2141327},\nMRREVIEWER = {M. Riedel},\n       DOI = {10.1137/S0040585X9798083X},\n       URL = {https://doi.org/10.1137/S0040585X9798083X},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2003\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2003')\"\n      onkeypress=\"toggleGroup('group_2003')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2003</span>\n      <span class=\"bibbase_group_count\">\n        \n        (3)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-jentsch-schreckenberg-completionandcontinuationofnonlineartraffictimeseriesaprobabilisticapproach-2003\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Jentsch, V.;  and Schreckenberg, M.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1088/0305-4470/36/45/001\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-jentsch-schreckenberg-completionandcontinuationofnonlineartraffictimeseriesaprobabilisticapproach-2003', 'https://doi.org/10.1088/0305-4470/36/45/001', event);\">\n    Completion and continuation of nonlinear traffic time series: a probabilistic approach.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>J. Phys. A</i>, 36(45): 11369–11383.  2003.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1088/0305-4470/36/45/001\"\n     onclick=\"log_download('belomestny-jentsch-schreckenberg-completionandcontinuationofnonlineartraffictimeseriesaprobabilisticapproach-2003', 'https://doi.org/10.1088/0305-4470/36/45/001', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Completion and continuation of nonlinear traffic time series: a probabilistic approach [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1088/0305-4470/36/45/001\"\n     onclick=\"log_download('belomestny-jentsch-schreckenberg-completionandcontinuationofnonlineartraffictimeseriesaprobabilisticapproach-2003', 'http://doi.org/10.1088/0305-4470/36/45/001', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-jentsch-schreckenberg-completionandcontinuationofnonlineartraffictimeseriesaprobabilisticapproach-2003\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-jentsch-schreckenberg-completionandcontinuationofnonlineartraffictimeseriesaprobabilisticapproach-2003')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2025043,\n    AUTHOR = {Belomestny, D. and Jentsch, V. and Schreckenberg, M.},\n     TITLE = {Completion and continuation of nonlinear traffic time series:\n              a probabilistic approach},\n   JOURNAL = {J. Phys. A},\n  FJOURNAL = {Journal of Physics. A. Mathematical and General},\n    VOLUME = {36},\n      YEAR = {2003},\n    NUMBER = {45},\n     PAGES = {11369--11383},\n      ISSN = {0305-4470},\n   MRCLASS = {90B20},\n  MRNUMBER = {2025043},\n       DOI = {10.1088/0305-4470/36/45/001},\n       URL = {https://doi.org/10.1088/0305-4470/36/45/001},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-prokhorov-ontheproblemofreconstructingthegeneraldistributionfromthedistributionofalinearstatistic-2003\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Belomestnyĭ, D. V.;  and Prokhorov, A. V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  On the problem of reconstructing the general distribution from the distribution of a linear statistic.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Vestnik Moskov. Univ. Ser. I Mat. Mekh.</i>, (2): 3–8, 64.  2003.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-prokhorov-ontheproblemofreconstructingthegeneraldistributionfromthedistributionofalinearstatistic-2003\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-prokhorov-ontheproblemofreconstructingthegeneraldistributionfromthedistributionofalinearstatistic-2003')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2006660,\n    AUTHOR = {Belomestny\\u{\\i}, D. V. and Prokhorov, A. V.},\n     TITLE = {On the problem of reconstructing the general distribution from\n              the distribution of a linear statistic},\n   JOURNAL = {Vestnik Moskov. Univ. Ser. I Mat. Mekh.},\n  FJOURNAL = {Vestnik Moskovskogo Universiteta. Seriya I. Matematika,\n              Mekhanika},\n      YEAR = {2003},\n    NUMBER = {2},\n     PAGES = {3--8, 64},\n      ISSN = {0579-9368},\n   MRCLASS = {60E05 (62E10)},\n  MRNUMBER = {2006660},\nMRREVIEWER = {S. G. Maloshevski\\u{\\i}},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-constraintsondistributionsimposedbypropertiesoflinearforms-2003\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1051/ps:2003014\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-constraintsondistributionsimposedbypropertiesoflinearforms-2003', 'https://doi.org/10.1051/ps:2003014', event);\">\n    Constraints on distributions imposed by properties of linear forms.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>ESAIM Probab. Stat.</i>, 7: 313–328.  2003.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1051/ps:2003014\"\n     onclick=\"log_download('belomestny-constraintsondistributionsimposedbypropertiesoflinearforms-2003', 'https://doi.org/10.1051/ps:2003014', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Constraints on distributions imposed by properties of linear forms [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1051/ps:2003014\"\n     onclick=\"log_download('belomestny-constraintsondistributionsimposedbypropertiesoflinearforms-2003', 'http://doi.org/10.1051/ps:2003014', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-constraintsondistributionsimposedbypropertiesoflinearforms-2003\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-constraintsondistributionsimposedbypropertiesoflinearforms-2003')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR1987791,\n    AUTHOR = {Belomestny, Denis},\n     TITLE = {Constraints on distributions imposed by properties of linear\n              forms},\n   JOURNAL = {ESAIM Probab. Stat.},\n  FJOURNAL = {ESAIM. Probability and Statistics},\n    VOLUME = {7},\n      YEAR = {2003},\n     PAGES = {313--328},\n      ISSN = {1292-8100},\n   MRCLASS = {62E10 (60E10)},\n  MRNUMBER = {1987791},\nMRREVIEWER = {C\\&#x27;{e}lestin C. Kokonendji},\n       DOI = {10.1051/ps:2003014},\n       URL = {https://doi.org/10.1051/ps:2003014},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2002\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2002')\"\n      onkeypress=\"toggleGroup('group_2002')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2002</span>\n      <span class=\"bibbase_group_count\">\n        \n        (1)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestnyi-ontheproblemofcharacterizingthedistributionofrandomvariablesbythedistributionoftheirsum-2002\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Belomestnyi, D. V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1023/A:1016174813331\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestnyi-ontheproblemofcharacterizingthedistributionofrandomvariablesbythedistributionoftheirsum-2002', 'https://doi.org/10.1023/A:1016174813331', event);\">\n    On the problem of characterizing the distribution of random variables by the distribution of their sum.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  In <i>Proceedings of the Seminar on Stability Problems for Stochastic Models, Part I (Eger, 2001)</i>, volume 111, pages 3498–3504,  2002. \n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1023/A:1016174813331\"\n     onclick=\"log_download('belomestnyi-ontheproblemofcharacterizingthedistributionofrandomvariablesbythedistributionoftheirsum-2002', 'https://doi.org/10.1023/A:1016174813331', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"On the problem of characterizing the distribution of random variables by the distribution of their sum [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1023/A:1016174813331\"\n     onclick=\"log_download('belomestnyi-ontheproblemofcharacterizingthedistributionofrandomvariablesbythedistributionoftheirsum-2002', 'http://doi.org/10.1023/A:1016174813331', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestnyi-ontheproblemofcharacterizingthedistributionofrandomvariablesbythedistributionoftheirsum-2002\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestnyi-ontheproblemofcharacterizingthedistributionofrandomvariablesbythedistributionoftheirsum-2002')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@inproceedings {MR1945192,\n    AUTHOR = {Belomestnyi, D. V.},\n     TITLE = {On the problem of characterizing the distribution of random\n              variables by the distribution of their sum},\n BOOKTITLE = {Proceedings of the {S}eminar on {S}tability {P}roblems for\n              {S}tochastic {M}odels, {P}art {I} ({E}ger, 2001)},\n   JOURNAL = {J. Math. Sci. (New York)},\n  FJOURNAL = {Journal of Mathematical Sciences (New York)},\n    VOLUME = {111},\n      YEAR = {2002},\n    NUMBER = {3},\n     PAGES = {3498--3504},\n      ISSN = {1072-3374},\n   MRCLASS = {60E05 (62E10)},\n  MRNUMBER = {1945192},\nMRREVIEWER = {Slobodanka Jankovi\\&#x27;{c}},\n       DOI = {10.1023/A:1016174813331},\n       URL = {https://doi.org/10.1023/A:1016174813331},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2001\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2001')\"\n      onkeypress=\"toggleGroup('group_2001')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2001</span>\n      <span class=\"bibbase_group_count\">\n        \n        (2)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-onthereconstructionofadistributionofsummandsfromthedistributionofthesum-2001\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Belomestnyĭ, D. V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/S0040585X97978968\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-onthereconstructionofadistributionofsummandsfromthedistributionofthesum-2001', 'https://doi.org/10.1137/S0040585X97978968', event);\">\n    On the reconstruction of a distribution of summands from the distribution of the sum.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Teor. Veroyatnost. i Primenen.</i>, 46(2): 366–370.  2001.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/S0040585X97978968\"\n     onclick=\"log_download('belomestny-onthereconstructionofadistributionofsummandsfromthedistributionofthesum-2001', 'https://doi.org/10.1137/S0040585X97978968', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"On the reconstruction of a distribution of summands from the distribution of the sum [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/S0040585X97978968\"\n     onclick=\"log_download('belomestny-onthereconstructionofadistributionofsummandsfromthedistributionofthesum-2001', 'http://doi.org/10.1137/S0040585X97978968', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-onthereconstructionofadistributionofsummandsfromthedistributionofthesum-2001\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-onthereconstructionofadistributionofsummandsfromthedistributionofthesum-2001')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR1968691,\n    AUTHOR = {Belomestny\\u{\\i}, D. V.},\n     TITLE = {On the reconstruction of a distribution of summands from the\n              distribution of the sum},\n   JOURNAL = {Teor. Veroyatnost. i Primenen.},\n  FJOURNAL = {Rossi\\u{\\i}skaya Akademiya Nauk. Teoriya Veroyatnoste\\u{\\i} i ee\n              Primeneniya},\n    VOLUME = {46},\n      YEAR = {2001},\n    NUMBER = {2},\n     PAGES = {366--370},\n      ISSN = {0040-361X},\n   MRCLASS = {60E05},\n  MRNUMBER = {1968691},\nMRREVIEWER = {Dominik Szynal},\n       DOI = {10.1137/S0040585X97978968},\n       URL = {https://doi.org/10.1137/S0040585X97978968},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n  <div class=\"bibbase_paper\" id=\"belomestny-ontheproblemofreconstructingthegeneraldistributionfromthedistributionofthemaximum-2001\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  Belomestnyĭ, D. V.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  On the problem of reconstructing the general distribution from the distribution of the maximum.\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Dokl. Akad. Nauk</i>, 379(1): 7–8.  2001.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-ontheproblemofreconstructingthegeneraldistributionfromthedistributionofthemaximum-2001\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-ontheproblemofreconstructingthegeneraldistributionfromthedistributionofthemaximum-2001')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR1863837,\n    AUTHOR = {Belomestny\\u{\\i}, D. V.},\n     TITLE = {On the problem of reconstructing the general distribution from\n              the distribution of the maximum},\n   JOURNAL = {Dokl. Akad. Nauk},\n  FJOURNAL = {Rossi\\u{\\i}skaya Akademiya Nauk. Doklady Akademii Nauk},\n    VOLUME = {379},\n      YEAR = {2001},\n    NUMBER = {1},\n     PAGES = {7--8},\n      ISSN = {0869-5652},\n   MRCLASS = {60E05 (62E10)},\n  MRNUMBER = {1863837},\nMRREVIEWER = {M. Riedel},\n}\n\n\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_0\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_0')\"\n      onkeypress=\"toggleGroup('group_0')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>0</span>\n      <span class=\"bibbase_group_count\">\n        \n        (1)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-0\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Bender, C.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1287/moor.2022.1306\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-0', 'https://doi.org/10.1287/moor.2022.1306', event);\">\n    Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>Mathematics of Operations Research</i>, 0(0): null.  0.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1287/moor.2022.1306\"\n     onclick=\"log_download('belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-0', 'https://doi.org/10.1287/moor.2022.1306', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1287/moor.2022.1306\"\n     onclick=\"log_download('belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-0', 'http://doi.org/10.1287/moor.2022.1306', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-0\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n  &nbsp;\n  <a class=\"bibbase_abstract_link bibbase link\"\n     href=\"#\"\n     onclick=\"showAbstract(event); return false;\">\n    abstract <i class=\"fa fa-caret-down\"></i></a>\n  \n\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-bender-schoenmakers-solvingoptimalstoppingproblemsviarandomizationandempiricaldualoptimization-0')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article{doi:10.1287/moor.2022.1306,\nauthor = {Belomestny, Denis and Bender, Christian and Schoenmakers, John},\ntitle = {Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization},\njournal = {Mathematics of Operations Research},\nvolume = {0},\nnumber = {0},\npages = {null},\nyear = {0},\ndoi = {10.1287/moor.2022.1306},\nURL = {https://doi.org/10.1287/moor.2022.1306},\neprint = {https://doi.org/10.1287/moor.2022.1306},\nabstract = { In this paper, we consider optimal stopping problems in their dual form. In this way, the optimal stopping problem \ncan be reformulated as a problem of stochastic average approximation (SAA) that can be solved via linear programming. \nBy randomizing the initial value of the underlying process, we enforce solutions with zero variance while preserving the linear \nprogramming structure of the problem. A careful analysis of the randomized SAA algorithm shows that it enjoys favorable properties \nsuch as faster convergence rates and reduced complexity compared with the nonrandomized procedure. We illustrate the performance \nof our algorithm on several benchmark examples. }\n}\n\n\n\n</pre>\n</div>\n\n\n<div class=\"well well-small bibbase\" data-type=\"abstract\"\n     style=\"display:none\">\n  In this paper, we consider optimal stopping problems in their dual form. In this way, the optimal stopping problem can be reformulated as a problem of stochastic average approximation (SAA) that can be solved via linear programming. By randomizing the initial value of the underlying process, we enforce solutions with zero variance while preserving the linear programming structure of the problem. A careful analysis of the randomized SAA algorithm shows that it enjoys favorable properties such as faster convergence rates and reduced complexity compared with the nonrandomized procedure. We illustrate the performance of our algorithm on several benchmark examples. \n</div>\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n  <div class=\"bibbase_group_whole\" id=\"group_2009_10\">\n    <div class=\"bibbase_group\"\n      onclick=\"toggleGroup('group_2009_10')\"\n      onkeypress=\"toggleGroup('group_2009_10')\"\n      tabindex=\"0\">\n      <i class=\"fa fa-angle-down bibbase_group_head_icon\"></i>&nbsp;\n      <span>2009/10</span>\n      <span class=\"bibbase_group_count\">\n        \n        (1)\n        \n      </span>\n    </div>\n    <div class=\"bibbase_group_body\">\n      \n  \n  <div class=\"bibbase_paper\" id=\"belomestny-kolodko-schoenmakers-regressionmethodsforstochasticcontrolproblemsandtheirconvergenceanalysis-200910\">\n  <span class=\"bibbase_paper_titleauthoryear\">\n\n  \n  <span class=\"bibbase_paper_author\">\n  <a class=\"bibbase author link\" href=\"https://denbel.github.io/Publications\">Belomestny, D.</a>; Kolodko, A.;  and Schoenmakers, J.\n</span>\n\n  <span class=\"bibbase_paper_title\">\n  \n  \n  \n  <a href=\"https://doi.org/10.1137/090752651\"\n     onclick=\"return trackOutboundLink('publications', 'click', 'belomestny-kolodko-schoenmakers-regressionmethodsforstochasticcontrolproblemsandtheirconvergenceanalysis-200910', 'https://doi.org/10.1137/090752651', event);\">\n    Regression methods for stochastic control problems and their convergence analysis.\n  </a>\n  \n  \n  \n</span>\n\n  \n\n</span>\n\n  <i>SIAM J. Control Optim.</i>, 48(5): 3562–3588.  2009/10.\n  <span class=\"note\"></span>\n\n<span class=\"bibbase_note\"></span>\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content dontprint\">\n\n  \n  <a href=\"https://doi.org/10.1137/090752651\"\n     onclick=\"log_download('belomestny-kolodko-schoenmakers-regressionmethodsforstochasticcontrolproblemsandtheirconvergenceanalysis-200910', 'https://doi.org/10.1137/090752651', event.ctrlKey, event)\">\n    <img src=\"//bibbase.org/img/filetypes/link.svg\"\n\t     alt=\"Regression methods for stochastic control problems and their convergence analysis [link]\"\n       title=\"Paper\"\n\t     class=\"bibbase_icon\"\n         ><span class=\"bibbase_icon_text\">Paper</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"http://doi.org/10.1137/090752651\"\n     onclick=\"log_download('belomestny-kolodko-schoenmakers-regressionmethodsforstochasticcontrolproblemsandtheirconvergenceanalysis-200910', 'http://doi.org/10.1137/090752651', event.ctrlKey)\"\n     class=\"bibbase doi link\">\n    <span>doi</span></a>\n  &nbsp;\n  \n\n  \n  <a href=\"//bibbase.org/network/publication/belomestny-kolodko-schoenmakers-regressionmethodsforstochasticcontrolproblemsandtheirconvergenceanalysis-200910\"\n     class=\"bibbase bibbase_page link\">link</a>\n  &nbsp;\n  \n\n  <a href=\"#\"\n     onclick=\"showBib(event); return false;\"\n     class=\"bibbase bibtex link\">bibtex\n    <i class=\"fa fa-caret-down\"></i></a>\n\n  \n\n  \n  &nbsp;\n  <span class=\"bibbase_stats_paper\" style=\"color: #777;\">\n    <span>1 download</span>\n  </span>\n  \n\n  <!-- <a class=\"bibbase read link hidden\" -->\n  <!--    href=\"javascript:toggleRead('belomestny-kolodko-schoenmakers-regressionmethodsforstochasticcontrolproblemsandtheirconvergenceanalysis-200910')\" -->\n  <!--    title=\"Marking this paper as read adds it to your library on BibBase.\" -->\n  <!--    > -->\n  <!--   <i class=\"fa fa-check\"></i>&nbsp; -->\n  <!--   <span>mark as read</span> -->\n  <!-- </a> -->\n\n  &nbsp;\n  \n  \n\n</span>\n\n<div class=\"well well-small bibbase\" data-type=\"bibtex\"\n     style=\"display:none\">\n  <pre style=\"white-space: pre-wrap;\">@article {MR2599931,\n    AUTHOR = {Belomestny, Denis and Kolodko, Anastasia and Schoenmakers,\n              John},\n     TITLE = {Regression methods for stochastic control problems and their\n              convergence analysis},\n   JOURNAL = {SIAM J. Control Optim.},\n  FJOURNAL = {SIAM Journal on Control and Optimization},\n    VOLUME = {48},\n      YEAR = {2009/10},\n    NUMBER = {5},\n     PAGES = {3562--3588},\n      ISSN = {0363-0129},\n   MRCLASS = {60G40 (49K45 49M30 65C05 90C40 93E20)},\n  MRNUMBER = {2599931},\nMRREVIEWER = {Aleksey B. Piunovski\\u{\\i}},\n       DOI = {10.1137/090752651},\n       URL = {https://doi.org/10.1137/090752651},\n}\n\t\t\n</pre>\n</div>\n\n\n\n</div>\n\n\n\n\n\n    </div>\n  </div>\n\n\n\n\n  </div>\n\n\n  <!-- Modal -->\n\n  <!-- <iframe id=\"bibbase_network_frame\" -->\n  <!--         src=\"//bibbase.org/network/control\" -->\n  <!--         style=\"display: none;\"> -->\n  <!-- </iframe> -->\n\n</div>\n"}; document.write(bibbase_data.data);