Results 41 to 50 of about 5,443 (259)

The Boundedness of Doob’s Maximal and Fractional Integral Operators for Generalized Grand Morrey-Martingale Spaces

Journal of Function Spaces, 2022
In this paper, we introduce the generalized grand Morrey spaces in the framework of probability space setting in the spirit of the martingale theory and grand Morrey spaces.
Libo Li, Zhiwei Hao, Xinru Ding
doaj   +1 more source

Deepening the real options debate: Real options as dynamic optimization

Strategic Management Journal, EarlyView.
Abstract Research Summary Is real option theory useful for management research? This topic was hotly debated two decades ago. Real options were said to be inapplicable to management research and to lack conceptual distinctiveness. Whereas responses to the claim about the non‐distinctiveness of real options were disparate, the concern about the theory's
Arkadiy V. Sakhartov, Joseph T. Mahoney, Jeffrey J. Reuer   +2 more
wiley   +1 more source

The Heroic Age of Probability: Kolmogorov, Doob, Lévy, Khinchin and Feller

Mathematics
We survey some of the main developments in probability theory during the so-called “heroic age”; that is, the period from the nineteen twenties to the early nineteen fifties.
Andrew J. Heunis
doaj   +1 more source

Riding Through Norms: Creating and Performing Athletic Femininity at American Ladies’ Equestrian Exhibitions, 1850–1890

Gender &History, EarlyView.
ABSTRACT During the nineteenth century, American agricultural fairs often featured ladies’ equestrian exhibitions. At these events, women constructed an athletic femininity based on skill and competitiveness that challenged traditional ideals of womanhood.
Gabrielle McCoy
wiley   +1 more source

Single jump filtrations and local martingales

Modern Stochastics: Theory and Applications, 2020
A single jump filtration ${({\mathcal{F}_{t}})_{t\in {\mathbb{R}_{+}}}}$ generated by a random variable γ with values in ${\overline{\mathbb{R}}_{+}}$ on a probability space $(\Omega ,\mathcal{F},\mathsf{P})$ is defined as follows: a set $A\in \mathcal{F}
Alexander A. Gushchin
doaj   +1 more source

Upper bounds for superquantiles of martingales

Comptes Rendus. Mathématique, 2021
Let $(M_n)_n$ be a discrete martingale in $L^p$ for $p$ in $]1,2]$ or $p=3$. In this note, we give upper bounds on the superquantiles of $M_n$ and the quantiles and superquantiles of $M_n^* = \max (M_0,M_1,\,\ldots ,\,M_n)$.
Rio, Emmanuel
doaj   +1 more source

Not all Temperature Shocks are Alike: Disentangling Heat and High Temperature Shocks and Their Effects on Inflation in Australia

Economic Record, EarlyView.
We study the effects of heat and high temperature shocks on inflation in Australia using monthly, state‐level temperature anomaly data via two stages. In the first stage, we decompose temperature anomalies into orthogonal components using a structural vector autoregression with long‐run restrictions.
Tan Dat Huynh, Mengheng Li
wiley   +1 more source

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  

Higher moments for random multiplicative measures

, 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

Exponential inequalities for nonstationary Markov chains

Dependence Modeling, 2019
Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables.
Alquier Pierre, Doukhan Paul, Fan Xiequan   +2 more
doaj   +1 more source