Results 101 to 110 of about 314 (125)
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Martingale with Continuous Parameter
2020Let \((\Omega ,{\mathcal {F}}, P)\) be a complete probability space, that is, any subset B of \(\Omega \) for which there is an \(A\in {\mathcal {F}}\) such that \(B\subset A\) and \(P(A)=0\) belongs to \({\mathcal {F}}.\)
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Gaussian processes and martingales for fuzzy valued random variables with continuous parameter
Information Sciences, 2001The purpose of this paper is to investigate fuzzy-valued Gaussian processes and martingales with continuous parameters. \textit{M. L. Puri} and \textit{D. A. Ralescu} [Ann. Probab. 13, 1373-1379 (1985; Zbl 0583.60011)] gave the first representation theorem for the fuzzy-valued random variables whose level sets are non-empty compact convex sets in ...
Shoumei Li +2 more
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Interpolation Between Continuous Parameter Martingale Hardy–Lorentz and BMO Spaces
Analysis Mathematica, 2018In this paper, we consider continuous parameter martingale Hardy–Lorentz spaces and describe their real interpolation spaces when we apply function parameter to Hardy–Lorentz and BMO spaces. Some new interpolation theorems concerning continuous parameter Hardy–Lorentz spaces are formulated. The results generalize some fundamental interpolation theorems
M. Mohsenipour, Gh. Sadeghi
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Regularity and stopping theorem for fuzzy martingales with continuous parameters
Information Sciences, 2005The aim of this paper is to investigate fuzzy-valued stochastic processes, substantially extending the classical notions of fuzzy random variables and fuzzy (super, sub) martingales [M. L. Puri, D. A. Ralescu; 1986, 1991]. The author defines the notion of graph convergence on fuzzy-valued stochastic processes. The trajectory regularity of fuzzy (super)
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Interpolation between continuous parameter martingale spaces: The real method
Acta Mathematica Hungarica, 1995Interpolation between discrete parameter martingale Hardy spaces has already been studied by several authors, among them Janson and Jones, Milman, or Weisz. This paper is devoted to continuous parameter martingale spaces. It deals with problems of interpolation involving five kinds of martingale Hardy spaces and two kinds of martingale BMO spaces.
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On Sets of Laws of Continuous Martingales
Theory of Probability and Its Applications, 2021Yu M Kabanov
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Asymptotics of distributions of martingales with a continuous parameter
Lithuanian Mathematical Journal, 1980openaire +2 more sources
On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales
Electronic Communications in Probability, 2023Rafał M Łochowski
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A multivariate central limit theorem for continuous local martingales
Statistics and Probability Letters, 2000Harry Van Zanten
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