Results 21 to 30 of about 7,361 (242)
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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Assessing the role of spatial externalities in the survival of Italian innovative startups
Regional Science Policy &Practice, EarlyView., 2023 Abstract The paper provides novel empirical evidence about the effects of spatial externalities on the survival of innovative startups in Italy. Using geocoded firm‐level data, we build micro‐geographic measures of specialization and diversity that are robust to the modifiable areal unit problem.
Diego Giuliani +4 more
wiley +1 more source
A Lévy-Driven Stochastic Queueing System with Server Breakdowns and Vacations
Mathematics, 2020 Motivated by modelling the data transmission in computer communication networks, we study a Lévy-driven stochastic fluid queueing system where the server may subject to breakdowns and repairs.
Yi Peng, Jinbiao Wu
doaj +1 more source
The Annals of Probability, 1980 The purpose of this note is to show that the set of $L^1$-bounded "martingales in the limit", unlike the set of $L^1$-bounded "amarts", is not a vector lattice.
Bellow, A., Dvoretzky, A.
openaire +3 more sources
Martingales, nonlinearity, and chaos [PDF]
Journal of Economic Dynamics and Control, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
William Barnett, Apostolos Serletis
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Martingales and Reverse Martingales [PDF]
, 2017 U ovome radu promatramo specifičnu vrstu slučajnih procesa koje zovemo martingalima. Zbog njihove velike primjene u raznim matematičkim aspektima, navodimo primjere gdje se upravo primjenom tzv.
Jelić, Kristina
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Higher moments for random multiplicative measures [PDF]
, 2015 We obtain a condition for the Lq-convergence of martingales generated by random multiplicative cascade measures for q>1 without any self-similarity requirements on the cascades.Peer ...
Falconer, Kenneth John, K. J. Falconer
core +1 more source
σ-Martingales: Foundations, Properties, and a New Proof of the Ansel–Stricker Lemma
Mathematicsσ-martingales generalize local martingales through localizing sequences of predictable sets, which are essential in stochastic analysis and financial mathematics, particularly for arbitrage-free markets and portfolio theory.
Moritz Sohns
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Martingales via statistical convergence [PDF]
, 2016 In this paper martingales of statistical Bochner integrable functions with values in a Banach space are treated.
Braho, Danjela, Tato, Agron
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Martingales and arbitrage: a new look [PDF]
, 2003 This paper addresses the equivalence between the absence of arbitrage and the existence of equivalent martingale measures. The equivalence will be established under quite weak assumptions since there are no conditions on the set of trading dates (it may ...
Balbás, Alejandro
core +1 more source