Results 11 to 20 of about 5,443 (259)
Journal 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 \(W_ \infty\)-
Ren, J.G.
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A functional limit law for the profile of plane-oriented recursive trees. [PDF]
Discrete Mathematics & Theoretical Computer Science, 2008 We give a functional limit law for the normalized profile of random plane-oriented recursive trees. The proof uses martingale convergence theorems in discrete and continuous-time. This complements results of Hwang (2007).
Henning Sulzbach
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Martingale-like sequences in Banach lattices
Modern Stochastics: Theory and Applications, 2018 Martingale-like sequences in vector lattice and Banach lattice frameworks are defined in the same way as martingales are defined in [Positivity 9 (2005), 437–456].
Haile Gessesse, Alexander Melnikov
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Exact bounds for tail probabilities of martingales with bounded differences
Lietuvos Matematikos Rinkinys, 2009 We consider random walks, say Wn = {0, M1, . . ., Mn} of length n starting at 0 and based on a martingale sequence Mk = X1 + ··· + Xk with differences Xm. Assuming |Xk| \leq 1 we solve the isoperimetric problem Bn(x) = supP\{Wn visits an interval [x,∞
Dainius Dzindzalieta
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On Barrier Binary Options in the Telegraph-like Financial Market Model
Computation, 2022 The article continues the study of the market model based on jump-telegraph processes. It is assumed that the price of a risky asset follows the stochastic exponential of a piecewise linear process, equipped with jumps that occur at the moments of a ...
Nikita Ratanov
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Martingale Morrey-Hardy and Campanato-Hardy Spaces
Journal of Function Spaces and Applications, 2013 We introduce generalized Morrey-Campanato spaces of martingales, which generalize both martingale Lipschitz spaces introduced by Weisz (1990) and martingale Morrey-Campanato spaces introduced in 2012.
Eiichi Nakai +2 more
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Electronic Communications in Probability, 2012 Corrected several typos, improved formulations. Accepted by Electronic Communications in Probability; Electronic Communications in Probability, 2012, Volume 17, Issue ...
Perkowski, Nicolas, Ruf, Johannes
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A note on dilations and martingales
International Journal of Mathematics and Mathematical Sciences, 1993 The purpose of this note is to investigate the effect of dilations on martingales and to give conditions under which a dilated martingale will retain the martingale property.
Martin L. Jones
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Martingales and an Application
, 2022 We set up some of the basic probability concepts needed to define martingales. We study ”strategies” on martingales and how they help us prove convergence. In addition, we prove decomposition of processes in terms of martingales.
Abhijeet Anand Mulgund (14073792)
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Local asymptotic normality of statistical models of discrete martingales
Lietuvos Matematikos Rinkinys, 2023 We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out.
Vaidotas Kanišauskas
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