Results 121 to 130 of about 142 (139)

Generalized martingales

1970
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Convergence results for multivariate martingales

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

Lévy processes, polynomials and martingales

Stochastic Models, 1998
Wim Schoutens, Józef L Teugels
exaly  

A generalized Itô formula for two-parameter martingales. II

1986
This article is a continuation of the previous work of the author on the same subject [ibid. 30, 114-127 (1984; Zbl 0563.60047); English translation in Theory Probab. Math. Stat. 30, 127-142 (1985)]. The present paper is devoted to establish a change of variable formula for two-parameter martingales which can be decomposed into four orthogonal ...
openaire   +2 more sources

Transformation of Local Martingales Under a Change of Law

Annals of Probability, 1974
Jan H Van Schuppen
exaly  

Optimum Bounds for the Distributions of Martingales in Banach Spaces

Annals of Probability, 1994

exaly  

Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales

Journal of Functional Analysis, 2010
Turdebek N Bekjan, Zeqian Chen, Mathilde Perrin   +2 more
exaly  

On equivalency of martingales and related problems

Journal of Contemporary Mathematical Analysis, 2013
G A Karagulyan, Karagulyan G A
exaly  

Inequalities for dominated martingales

Bernoulli, 2007
Adam Osȩkowski
exaly  

Gaussian Martingales and a Generalization of the Kalman-Bucy Filter

Theory of Probability & Its Applications, 1976
openaire   +2 more sources