Infinitely many securities and the fundamental theorem of asset pricing [PDF]
Several authors have pointed out the possible absence of martingale measures for static arbitrage-free markets with an infinite number of available securities.
Anna Downarowicz, Alejandro Balbas
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A scaling limit theorem for controlled branching processes with a size-divisible term. [PDF]
Rev R Acad Cienc Exactas Fis Nat A MatGonzález M +2 more
europepmc +1 more source
Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions. [PDF]
Stoch Partial Differ EquGräfner L, Perkowski N, Popat S.
europepmc +1 more source
Weak convergence of stochastic integrals on Skorokhod space in Skorokhod's J 1 and M 1 topologies. [PDF]
Probab Theory Relat FieldsSøjmark A, Wunderlich F.
europepmc +1 more source
Martingales, Detrending Data, and the Efficient Market Hypothesis [PDF]
We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t).
Gunaratne, Gemunu H. +2 more
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An Alternative Treatment Effect Measure for Time-to-Event Oncology Randomized Trials. [PDF]
Cancers (Basel)Hutson AD, Yu H.
europepmc +1 more source
The Scaling Limit of the Volume of Loop-<i>O</i>(<i>n</i>) Quadrangulations. [PDF]
Commun Math PhysAïdékon É, Da Silva W, Hu X.
europepmc +1 more source
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon. [PDF]
Adv Contin Discret ModelChoulli T, Alsheyab S.
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Martingale Transforms between Martingale Hardy-amalgam Spaces
We discuss martingale transforms between martingale Hardy-amalgam spaces and Let and and let be a martingale in ; then, we show that its martingale transforms are the martingales in for some and similarly for ...
Justice Sam Bansah
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