Results 121 to 130 of about 3,551 (159)

Generalized grand Lorentz martingale spaces

Zeitschrift für Analysis und ihre Anwendungen, 2023
In this article, we define a new class of function spaces L_{{p,q}),\theta} which unify and generalize the Iwaniec–Sbordone spaces with q=p , grand Lorentz spaces
Hao, Zhiwei, Li, Libo
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Time-space polynomial martingales cenerated by a discrete-time martingale

Journal of Theoretical Probability, 1995
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Goswami, A., Sengupta, Arindam
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THE GENERALIZED MARTINGALE AND ITS CONVERGENCY

Acta Mathematica Scientia, 1981
Abstract The Purpose of this paper is to define a generalized martingale and to discuss its Convergency. we have studied the existence of right-closed element and its relation to Some Convergency; an upcrossing inequality to generalize Doob's Convergence theorem Concerning martingale and Semi-martingale; and introduced the generalized Potential, for ...
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Martingale generating functions for Markov chains

Journal of Statistical Planning and Inference, 2002
Let \(X=(X(t))_{t\in T}\) be a Markov chain with either discrete \([T=\{0,1,2, \dots,\}]\) or continuous parameter \((T=[0,\infty))\). The authors are concerned with martingales of the form \(\psi(X)\) or \(\varphi(X,\tau)\), where \(\tau\) is a stopping time for \(X\).
Williams, E. J., Watson, R. K.
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Generalized martingales, generalized Markov chains and generalized harmonic functions

Probability Theory and Related Fields, 1988
From the summary and the introduction: This paper introduces and studies a generalization of the notion of martingale which allows for a generalization of the concept of a Markov chain and a generalization of the concept of harmonic and superharmonic functions. The theory is supported by examples and techniques that suggest the natural character of the
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General Rumor Blocking: An Efficient Random Algorithm with Martingale Approach

Theoretical Computer Science, 2018
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Qizhi Fang, Xin Chen, Qingqin Nong, Zongchao Zhang, Yongchang Cao, Yan Feng, Tao Sun, Suning Gong, Ding-Zhu Du   +8 more
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Martingales and More General Markov Processes

2017
A martingale is a stochastic process in which, conditionally on its history, every future value is expected to remain at its current level of the process. Such situations are, for example, seen in fair games in which both the gambler and the gambling house are expected to break even in the long run.
Mogens Bladt, Bo Friis Nielsen
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General Martingale Characterization ofG-Brownian Motion

Stochastic Analysis and Applications, 2013
The objective of this article is to derive a general martingale characterization of G-Brownian motion, which generalizes the results obtained in Xu [17]. For this end, we first study some extensions of stochastic calculus with respect to G-martingales under the sublinear expectation spaces.
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A generalized Martingale Theorem

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1972
Landers, D., Rogge, L.
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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.
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