Results 161 to 170 of about 5,443 (259)

Itô's integrated formula for strict local martingales with jumps.

, 2005
This note presents some properties of positive càdlàg local martingales which are not martingales - strict local martingales - extending the results from [MY05] to local martingales with jumps. Some new examples of strict local martingales are given. The
Chybiryakov, Oleksandr
core   +1 more source

From ABC to KPZ. [PDF]

Probab Theory Relat Fields
Cannizzaro G, Gonçalves P, Misturini R, Occelli A.   +3 more
europepmc   +1 more source

Dynamical analysis of a stochastic delayed SIR epidemic model with vertical transmission and vaccination. [PDF]

Adv Contin Discret Model, 2022
Zhang X, Liu M.
europepmc   +1 more source

The Scaling Limit of the Volume of Loop-<i>O</i>(<i>n</i>) Quadrangulations. [PDF]

Commun Math Phys
Aïdékon É, Da Silva W, Hu X.
europepmc   +1 more source

Martingale Transforms

The Annals of Mathematical Statistics, 1966
openaire   +2 more sources

Convergence of homogeneous matrix-valued Λ-martingales. [PDF]

I. Fazekas in [3] studied the classical martingale convergence theorem of Doobfor one-parameterΛ-martingales.
Tómács, Tibor
core  

Estimating endogenous treatments effects under long-range dependency without untreated controls. [PDF]

PLoS One
Hao S.
europepmc   +1 more source

Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon. [PDF]

Adv Contin Discret Model
Choulli T, Alsheyab S.
europepmc   +1 more source

An invariance principle for the 2<i>d</i> weakly self-repelling Brownian polymer. [PDF]

Probab Theory Relat Fields
Cannizzaro G, Giles H.
europepmc   +1 more source

The partly parametric and partly nonparametric additive risk model. [PDF]

Lifetime Data Anal, 2023
Hjort NL, Stoltenberg EA.
europepmc   +1 more source