Results 201 to 210 of about 5,443 (259)

COUNTERFACTUAL INFERENCE IN SEQUENTIAL EXPERIMENTS. [PDF]

Ann Stat
Dwivedi R, Tian K, Tomkins S, Klasnja P, Murphy S, Shah D.   +5 more
europepmc   +1 more source

Dynamic properties of an SARS-CoV-2 epidemic model via stochastic PINNs. [PDF]

Infect Dis Model
Xie L, Yang J, Li Z.
europepmc   +1 more source

Martingale Problems

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Convergence results for multivariate martingales

Stochastic Processes and Their Applications, 2005
We present a new version of the Central Limit Theorem for multivariate ...
Irène Crimaldi, Luca Pratelli
exaly   +2 more sources

Expensive Martingales

SSRN Electronic Journal, 2004
We characterize strictly arbitrage-free markets of European options where only a discrete set of options is traded. We then construct martingales which reprice all given options and which are 'most expensive' among all martingales with this property.
Hans Buehler
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Hardy Martingales and the Unconditional Convergence of Martingales

Bulletin of the London Mathematical Society, 1991
The class of Hardy martingales is introduced. These are martingales taking values in a complex Banach space whose increments, conditional on the past, are in the appropriate Hardy space. Such martingales are plurisubharmonic, and so every \(L^ 1\) bounded Hardy martingale which connverges in probability also converges in norm.
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Martingales [PDF]

, 2010
This thesis deals with martingales and other subjects that are closely connected with this area. It provides an overview of the theory regarding Markov times, compensators, martingales themselves and other related topics, for instance martingale measures
Kalužíková, Martina
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Martingale Boosting

2005
Martingale boosting is a simple and easily understood technique with a simple and easily understood analysis. A slight variant of the approach provably achieves optimal accuracy in the presence of random misclassification noise.
Philip M. Long, Rocco A. Servedio
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Quantum Martingales that are Reverse Martingales are Multiples of the Identity

Bulletin of the London Mathematical Society, 1984
Let \({\mathcal C}\) be a hyperfinite \(II_ 1\) factor, m the normal faithful central state (probability trace) on \({\mathcal C}\). For \(1\leq p\leq \infty\) define \(L^ p({\mathcal C})\) to be the completion of \({\mathcal C}\) with respect to the \(L^ p\)-norm \(\| u\|_ p=m(| u|^ p)^{1/p},\) \(u\in {\mathcal C}\).
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