Results 11 to 20 of about 66,313 (214)
Transactions of the American Mathematical Society, 1968 Made available in DSpace on 2014-12-09T22:17:39Z (GMT). No. of bitstreams: 1 6801809.pdf: 1503087 bytes, checksum: 245bdef728296109a7b68790fcb8a353 (MD5) Previous issue date: 1967 ; Embargo set by: Seth Robbins for item 61756 Lift date: Forever Reason: Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs ; Restricted to ...
openaire +2 more sources
Electronic Communications in Probability, 2012 Corrected several typos, improved formulations. Accepted by Electronic Communications in Probability; Electronic Communications in Probability, 2012, Volume 17, Issue ...
Perkowski, Nicolas, Ruf, Johannes
openaire +4 more sources
Convergence Rates in the Law of Large Numbers for Arrays of Banach Valued Martingale Differences
Abstract and Applied Analysis, 2013 We study the convergence rates in the law of large numbers for arrays of Banach valued martingale differences. Under a simple moment condition, we show sufficient conditions about the complete convergence for arrays of Banach valued martingale ...
Shunli Hao
doaj +1 more source
Atomic decompositions of Lorentz martingale spaces and applications
Journal of Function Spaces and Applications, 2009 In the paper we present three atomic decomposition theorems of Lorentz martingale spaces. With the help of atomic decomposition we obtain a sufficient condition for sublinear operator defined on Lorentz martingale spaces to be bounded.
Jiao Yong, Peng Lihua, Liu Peide
doaj +1 more source
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2019 The paper proposes a method for constructing models based on the analysis of birth and death processes with linear growth in semimartingale terms.
Aleksander Aleksandrovich Butov +1 more
doaj +1 more source
Martingale Morrey-Campanato Spaces and Fractional Integrals
Journal of Function Spaces and Applications, 2012 We introduce Morrey-Campanato spaces of martingales and give their basic properties. Our definition of martingale Morrey-Campanato spaces is different from martingale Lipschitz spaces introduced by Weisz, while Campanato spaces contain Lipschitz spaces ...
Eiichi Nakai, Gaku Sadasue
doaj +1 more source
Conditional convex orders and measurable martingale couplings [PDF]
, 2015 Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if they admit a martingale (resp.\ submartingale) coupling.
Leskelä, Lasse, Vihola, Matti
core +1 more source
Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging*
ESAIM: Proceedings and Surveys, 2014 In the recent literature, martingale inequalities have been emphasized to be induced by pathwise inequalities independently of any reference probability measure on the paths space.
Touzi Nizar
doaj +1 more source
Risks, 2023 This research article provides criticism and arguments why the canonical framework for derivatives pricing is incomplete and why the delta-hedging approach is not appropriate.
Jussi Lindgren
doaj +1 more source
A Simultaneous Estimation of the Baseline Intensity and Parameters for Modulated Renewal Processes
Axioms, 2022 This paper proposes a semiparametric solution to estimate the intensity (hazard) function of modulated renewal processes: a nonparametric estimate for the baseline intensity function together with a parametric estimate of the model parameters of the ...
Jiancang Zhuang, Hai-Yen Siew
doaj +1 more source