Results 51 to 60 of about 5,443 (259)
Martingale Transforms between Martingale Hardy-amalgam Spaces
Abstract and Applied Analysis, 2021 We discuss martingale transforms between martingale Hardy-amalgam spaces Hp,qs,Qp,q and Pp,q.
Justice Sam Bansah
doaj +1 more source
Who Moves First? Price Discovery by Institutional and Retail Investors
Accounting &Finance, EarlyView.ABSTRACT This paper uses 77 million Finnish trades, classified as foreign institutional or domestic retail, to examine the drivers of price discovery. The results show that foreign institutional investors dominate price discovery overall, including during the Global Financial Crisis. Their informational advantage is explained by buy‐ and sell‐initiated
Zheng Wu +2 more
wiley +1 more source
The Annals of Probability, 1977 We show that every discrete-time martingale can be interpolated to give a continuous, continuous-time martingale, and provide a necessary and sufficient condition for the existence of an interpolated martingale with no flat spots.
openaire +3 more sources
Idiosyncratic asset return and wage risk of US households
Economic Inquiry, Volume 63, Issue 2, Page 636-657, April 2025.Abstract This paper documents the degree of idiosyncratic asset return heterogeneity, serial correlation, and correlation with wage heterogeneity for US households. Novel panel‐data measurements for returns on household assets are proposed. Sizable transitory idiosyncratic return heterogeneity is documented to exist concurrently with permanent ...
Stephen Snudden
wiley +1 more source
Martingales via statistical convergence
, 2016 In this paper martingales of statistical Bochner integrable functions with values in a Banach space are treated.
Braho, Danjela, Tato, Agron
core +2 more sources
Survival Analysis of Fatigue Lifetime in Aged Elastomers Using Weibull and Cox Regression Models
Fatigue &Fracture of Engineering Materials &Structures, EarlyView.ABSTRACT Fatigue tests conducted on elastomers inherently exhibit significant variability. Aging may induce stiffening and embrittlement, leading to premature failures outside the specimen gauge length and resulting in right‐censored data. Combined with the limited number of specimens, this leads to large uncertainties in fatigue lifetime estimation ...
M. Caillat +4 more
wiley +1 more source
Convergence Theorems for Operators Sequences on Functionals of Discrete-Time Normal Martingales
Journal of Function Spaces, 2018 We aim to investigate the convergence of operators sequences acting on functionals of discrete-time normal martingales M. We first apply the 2D-Fock transform for operators from the testing functional space S(M) to the generalized functional space S⁎(M ...
Jinshu Chen
doaj +1 more source
Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies
International Economic Review, EarlyView.ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi +2 more
wiley +1 more source
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
core
ON (sub- super) asymptotic martingales
Tikrit Journal of Pure Science, 2020 In this paper we intoduce a new class of definitions (sub - super) asymptotic martingale through the concept of asymptotic martingale. we investigate and prove some properties of asymptotic martingale and (sub - super) asymptotic martingale .
Hassan H- Ebrahem, Juwan Abbas-Ali
doaj +1 more source