Results 81 to 90 of about 15,383 (104)

Martingale with Continuous Parameter

2020
Let \((\Omega ,{\mathcal {F}}, P)\) 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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Interpolation Between Continuous Parameter Martingale Hardy–Lorentz and BMO Spaces

Analysis Mathematica, 2018
In 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, 2005
The 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, 1995
Interpolation 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, 2021
Yu M Kabanov
exaly  

Asymptotics of distributions of martingales with a continuous parameter

Lithuanian Mathematical Journal, 1980
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On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales

Electronic Communications in Probability, 2023
Rafał M Łochowski
exaly  

Continuous Parameter Martingales

2010
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A multivariate central limit theorem for continuous local martingales

Statistics and Probability Letters, 2000
Harry Van Zanten
exaly  

Stochastic integration w.r.t. continuous local martingales

Stochastic Processes and Their Applications, 1983
Rajeeva L Karandikar
exaly