Results 31 to 40 of about 18,905 (246)

A sufficient condition for the boundedness of operator-weighted martingale transforms and Hilbert transform [PDF]

open access: yes, 2007
Let W be an operator weight taking values almost everywhere in the bounded positive invertible linear operators on a separable Hilbert space H. We show that if W and its inverse W−1 both satisfy a matrix reverse Holder property introduced in [2], then ...
Pott, S.
core   +1 more source

Martingale representation processes and applications in the market viability under information flow expansion

open access: yesESAIM: Proceedings and Surveys, 2017
When the martingale representation property holds, we call any local martingale which realizes the representation a representation process. There are two properties of the representation process which can greatly facilitate the computations under the ...
Song Shiqi
doaj   +1 more source

Comparison of Relapse Risk Prediction Models During Active Surveillance in Stage I Seminoma: A Retrospective Multicenter Cohort Study

open access: yesInternational Journal of Cancer, EarlyView.
ABSTRACT To improve the prediction of relapse for clinical stage I seminoma, we aimed to validate the Boormans model (incorporating tumor size, rete testis invasion, and lymphovascular invasion) against the conventional classification (tumor size > 4 cm/rete testis invasion).
Andreas Banner   +15 more
wiley   +1 more source

Deepening the real options debate: Real options as dynamic optimization

open access: yesStrategic Management Journal, EarlyView.
Abstract Research Summary Is real option theory useful for management research? This topic was hotly debated two decades ago. Real options were said to be inapplicable to management research and to lack conceptual distinctiveness. Whereas responses to the claim about the non‐distinctiveness of real options were disparate, the concern about the theory's
Arkadiy V. Sakhartov   +2 more
wiley   +1 more source

Martingale-Based Space-Air-Ground Integrated Network Latency Violation Boundary and Reliability Analysis

open access: yesIEEE Open Journal of the Communications Society
SAGIN realizes seamless 6G coverage and highly reliable ubiquitous connectivity via multi-dimensional collaboration. However, the analysis of multi-node latency based on static assumptions fails to reflect the dynamic variations in service.
Hui Yang   +3 more
doaj   +1 more source

Who Moves First? Price Discovery by Institutional and Retail Investors

open access: yesAccounting &Finance, EarlyView.
ABSTRACT This paper uses 77 million Finnish trades, classified as foreign institutional or domestic retail, to examine the drivers of price discovery. The results show that foreign institutional investors dominate price discovery overall, including during the Global Financial Crisis. Their informational advantage is explained by buy‐ and sell‐initiated
Zheng Wu   +2 more
wiley   +1 more source

Preventive condition-based maintenance model of EMU components based on stochastic differential equation

open access: yesJournal of Measurement Science and Instrumentation, 2022
To improve the operation and maintenance management level of large repairable components, such as electrical equipment, large nuclear power facilities, and high-speed electric multiple unit (EMU), and increase economic benefits, preventive maintenance ...
HUANGFU Lanlan, ZHAO Yifan, SU Hongsheng
doaj  

Conformal Test Martingale-Based Change-Point Detection for Geospatial Object Detectors

open access: yesApplied Sciences, 2023
Unsupervised domain adaptation for object detectors addresses the problem of improving the cross-domain robustness of object detection from label-rich to label-poor domains, which has been explored in many studies.
Gang Wang   +4 more
doaj   +1 more source

Idiosyncratic asset return and wage risk of US households

open access: yesEconomic Inquiry, Volume 63, Issue 2, Page 636-657, April 2025.
Abstract This paper documents the degree of idiosyncratic asset return heterogeneity, serial correlation, and correlation with wage heterogeneity for US households. Novel panel‐data measurements for returns on household assets are proposed. Sizable transitory idiosyncratic return heterogeneity is documented to exist concurrently with permanent ...
Stephen Snudden
wiley   +1 more source

On Smooth Martingales

open access: yesJournal of Functional Analysis, 1994
The paper is devoted to quasi-sure analysis of Wiener functionals. The author works on the probability space \(X= C_ 0 ([0, \infty)\to R^ d)\) of the \(d\)-dimensional Brownian motion on \([0, +\infty)\). He gives a quasi-sure version of Kolmogorov's criterion for the continuity of trajectories of a stochastic process, and proves that any \(W_ \infty\)-
openaire   +2 more sources

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