Results 171 to 180 of about 5,443 (259)

Equiconvergence of Martingales

open access: yesThe Annals of Mathematical Statistics, 1971
openaire   +3 more sources

Maximal inequalities for g-martingales

open access: yes
Maximal inequalities play an important role in the classical martingale theory. This paper studies maximal inequalities for g-martingales under the g-expectation framework. Two kinds of maximal inequalities for g-martingales are obtained.
Wang, Wei
core  

Martingales with Independent Increments

open access: yes
We show that a discrete time martingale with respect to a filtration with atomless innovations is the (infinite) sum of martingales with independent increments. For the continuous time filtration coming from Brownian Motion filtration, we show that every
Delbaen, Freddy
core  

Typical martingales on the Cantor space

open access: yes
We investigate martingales on the Cantor space that diverge on a comeager set. It was already shown that in all standard spaces, those martingales themselves form a comeager set.
Hejný, Antonín
core  

Projections of SDEs onto submanifolds. [PDF]

open access: yesInf Geom
Armstrong J, Brigo D, Ferrucci E.
europepmc   +1 more source

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