Results 11 to 20 of about 4,276 (212)
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
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Exact bounds for tail probabilities of martingales with bounded differences
Lietuvos Matematikos Rinkinys, 2009 We consider random walks, say Wn = {0, M1, . . ., Mn} of length n starting at 0 and based on a martingale sequence Mk = X1 + ··· + Xk with differences Xm. Assuming |Xk| \leq 1 we solve the isoperimetric problem Bn(x) = supP\{Wn visits an interval [x,∞
Dainius Dzindzalieta
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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
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The Annals of Probability, 1980 The purpose of this note is to show that the set of $L^1$-bounded "martingales in the limit", unlike the set of $L^1$-bounded "amarts", is not a vector lattice.
Bellow, A., Dvoretzky, A.
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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
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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
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Martingales, nonlinearity, and chaos [PDF]
Journal of Economic Dynamics and Control, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
William Barnett, Apostolos Serletis
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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
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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
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Assessing the role of spatial externalities in the survival of Italian innovative startups
Regional Science Policy &Practice, EarlyView., 2023 Abstract The paper provides novel empirical evidence about the effects of spatial externalities on the survival of innovative startups in Italy. Using geocoded firm‐level data, we build micro‐geographic measures of specialization and diversity that are robust to the modifiable areal unit problem.
Diego Giuliani +4 more
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