Results 211 to 220 of about 7,361 (242)

On equivalency of martingales and related problems

Journal of Contemporary Mathematical Analysis, 2013
G A Karagulyan
exaly  

Derivation and Martingales

1970
Charles A. Hayes, Christian Y. Pauc
openaire   +1 more source

Transformation of Local Martingales Under a Change of Law

Annals of Probability, 1974
Jan H van Schuppen
exaly  

Risk-minimality and orthogonality of martingales

Stochastic and Stochastics Reports, 1990
Martin Schweizer
exaly  

Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales

Journal of Functional Analysis, 2010
Turdebek Bekjan, Zhi Yin, Mathilde Perrin   +2 more
exaly  

A complete characterization of local martingales which are functions of Brownian motion and its maximum

Bernoulli, 2006
Jan Obloj
exaly  

Martingale

2021
openaire   +1 more source

Weak Martingales and Stochastic Integrals in the Plane

Annals of Probability, 1976
Moshe Zakai
exaly  

Martingales

2023
openaire   +1 more source

Martingale transforms between and of martingale spaces

Statistics & Probability Letters, 2009
Weiwei Meng, Lin Yu
openaire   +1 more source