Results 141 to 150 of about 5,443 (259)
This paper introduces Martingales by covering introductory measure theory concepts and the Lebesgue Integration and Conditional Expectation. It follows up with proofs of Kolomorgov\u27s Theorem on conditional expectations, the Martingale Property, and ...
Shah, Rohan
core +1 more source
Behavioral inference from non-stationary policies: Theory and application to ridehailing drivers during COVID-19 lockdowns. [PDF]
Transp Res Part C Emerg Technol, 2023 Battifarano M, Qian S.
europepmc +1 more source
On the fixed‐point proportion of self‐similar groups
Bulletin of the London Mathematical Society, Volume 58, Issue 7, July 2026.Abstract We prove that super strongly fractal groups acting on regular rooted trees have null fixed‐point proportion. In particular, we show that the fixed‐point proportion of an infinite family of iterated monodromy groups of exceptional complex polynomials has the same property.
Jorge Fariña‐Asategui, Santiago Radi
wiley +1 more source
Infinite-server systems with Hawkes arrivals and Hawkes services. [PDF]
Queueing Syst, 2022 Selvamuthu D, Tardelli P.
europepmc +1 more source
International Journal of Cancer, Volume 158, Issue 12, Page 3152-3160, 15 June 2026.What's new? Long‐term immunosuppression in solid organ transplant recipients (SOTRs) is linked to increased cancer risk. Although this risk potentially increases with greater immunosuppressant exposure, the exact dose‐response pattern remains uncertain.
Sergio A. Acuna +10 more
wiley +1 more source
Dynamic Risk Measures for Processes via Backward Stochastic Differential Equations Associated with Lévy Processes. [PDF]
Entropy (Basel), 2021 Miao L, Liu Z, Hu Y.
europepmc +1 more source
, 2014 Mathematical finance extensively relies on martingales. In some cases, they need to meet constraints. For instance, they can be required to evolve in a compact set; discounted zero-coupon bond prices are risk-neutral martingales in $[0,1]$ if interest ...
Vrins, Frédéric +1 more
core
M-Convergence, et régularité des martingales multivoques: Epi-martingales
In this work, the fundamental convergence theorems for multivalued martingales are established in Mosco's sense. The notion of epi-martingale is introduced.esperance conditionnelle martingale parties decomposables epi-martingales Mosco-convergence ...
Choukairi-Dini, Ahmed
core
The concept of a semi-martingale is extended to processes with index set in the plane. The definitions of planar semi-martingales are similar to those of two parameter bounded variation.
Brennan, Michael D.
core
Anticipative information in a Brownian-Poisson market. [PDF]
Ann Oper Res, 2022 D'Auria B, Salmeron JA.
europepmc +1 more source