Results 141 to 150 of about 7,361 (242)

Martingales — 1001 Proofs: Ch0002

1001 original proofs in ...
Yuriy Aronov
core   +3 more sources

Weak convergence of stochastic integrals on Skorokhod space in Skorokhod's J 1 and M 1 topologies. [PDF]

Probab Theory Relat Fields
Søjmark A, Wunderlich F.
europepmc   +1 more source

Wild bootstrap for counting process-based statistics: a martingale theory-based approach. [PDF]

Lifetime Data Anal
Dietrich MT, Dobler D, de Gunst MCM.
europepmc   +1 more source

Anticipative information in a Brownian-Poisson market. [PDF]

Ann Oper Res, 2022
D'Auria B, Salmeron JA.
europepmc   +1 more source

Planar semi-martingales

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  

Non-commutative L p spaces and Grassmann stochastic analysis. [PDF]

Probab Theory Relat Fields
De Vecchi F, Fresta L, Gordina M, Gubinelli M.   +3 more
europepmc   +1 more source

The dynamical Ising-Kac model in 3D converges to Φ 3 4. [PDF]

Probab Theory Relat Fields
Grazieschi P, Matetski K, Weber H.
europepmc   +1 more source

Dynamical Properties of Two Diffusion Sir Epidemic Model with Markovian Switching

, 2023
Milunovic M.
europepmc   +1 more source

Epidemiological model calibration via graybox Bayesian optimization. [PDF]

Infect Dis Model
Niu P, Yoon BJ, Qian X.
europepmc   +1 more source

Quasi-Martingales.

MATHEMATICA SCANDINAVICA, 1969
openaire   +2 more sources