Results 111 to 120 of about 143 (140)

A generalized Martingale Theorem

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1972
Landers, D., Rogge, L.
openaire   +2 more sources

On a Martingale Characterization of Measures and on General Functional Limit Theorems

Theory of Probability & Its Applications, 1993
See the review in Zbl 0766.60039.
openaire   +1 more source

Generalizations of martingales

Advances in Applied Probability, 1977
openaire   +1 more source

BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales

Communications in Information and Systems, 2021
Yunzhang Li, Shanjian Tang
openaire   +1 more source

Stochastic integration and generalized martingales

Mathematics and Computers in Simulation, 1979
openaire   +1 more source

A generalization of martingales and mixing sequences

Advances in Applied Probability, 1975
openaire   +1 more source

Some Classes of Two-Parameter Martingales

Annals of Probability, 1981
Moshe Zakai
exaly  

Convergence results for multivariate martingales

Stochastic Processes and Their Applications, 2005
Irène Crimaldi, Luca Pratelli
exaly  

Generalized martingales

1970
openaire   +1 more source

Test Martingales, Bayes Factors and p-Values

Statistical Science, 2011
Alexander Shen, Nikolay Vereshchagin, Vladimir Vovk   +2 more
exaly