Results 21 to 30 of about 18,905 (246)
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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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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Endotrophin Measured by PRO-C6 as a Prognostic Biomarker for Liver-Related Events in Patients With Advanced Chronic Liver Disease. [PDF]
Liver IntABSTRACT Background & Aims Prognostic non‐invasive tests for liver‐related events in compensated cirrhosis are needed. Endotrophin, a fragment of type VI alpha 3 collagen involved in fibrosis and inflammation, has been associated with adverse outcomes in several chronic diseases.
Wiggers T +7 more
europepmc +2 more sources
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
wiley +1 more source
Rough semimartingales and $p$-variation estimates for martingale transforms [PDF]
, 2022 We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis.
Friz, Peter K. +2 more
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Stochastic models of simple controlled systems just-in-time
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2018 We propose a new and simple approach for the mathematical description of a stochastic system that implements the well-known just-in-time principle. This principle (abbreviated JIT ) is also known as a just-in-time manufacturing or Toyota Production ...
Alexander A Butov, Anatoly A Kovalenko
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Equivalent Locally Martingale Measure for the Deflator Process on Ordered Banach Algebra
Journal of Mathematics, 2020 This paper aims at determining the measure of Q under necessary and sufficient conditions. The measure is an equivalent measure for identifying the given P such that the process with respect to P is the deflator locally martingale.
Boushra Y. Hussein
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Generalized spectral tests for the martingale difference hypothesis [PDF]
, 2003 ^aThis article proposes a test for the Martingale Difference Hypothesis (MDH) using dependence measures related to the characteristic function. The MDH typically has been tested using the sample autocorrelations or in the spectral domain using the ...
Velasco, Carlos, Escanciano, Juan Carlos
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