Results 81 to 90 of about 200 (110)

Discrete Parameter Martingales

Indian Statistical Institute Series, 2018
In this chapter, we will discuss martingales indexed by integers (mostly positive integers) and obtain basic inequalities on martingales and other results which are the basis of most of the developments in later chapters on stochastic integration. We will begin with a discussion on conditional expectation and then on filtration—two notions central to ...
Rajeeva Laxman Karandikar, Rao B V, Karandikar Rajeeva L   +2 more
exaly   +2 more sources

DISCRETE-TIME MARTINGALES WITH SPATIAL PARAMETERS

Stochastic Analysis and Applications, 2002
Our analysis of a certain stochastic difference equation driven by a martingale k↦M(x,k) that depends on a spatial parameter x∈R d requires some regularity properties of the underlying martingale be satisfied. Because of their independent interest, we present these regularity properties in this article.
Bo Zhang, D. Kannan
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Martingale with Discrete Parameter

2020
Let \(\mathbf{T}\) be an ordered set. We only consider the case that \(\mathbf{T}\) is a subset of \([-\infty , \infty ]\) in this book. In almost all cases, \(\mathbf{T}\) is \(\{ 0,1, 2,\ldots ,m\} ,\) \(m\geqq 1,\) or \(\mathbf{Z}_{\geqq 0}\) \(=\{ 0, 1,2, \ldots \} ,\) or [0, T], \(T>0,\) or \([0,\infty ),\) although we consider the case that ...
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Discrete Parameter Martingales

1992
The concept of a martingale introduced in Section 1.5 of Chapter 1 [see (1.5.19)] was defined in terms of the conditional expectation with respect to a σ-algebra. In this section, we will explore briefly some basic properties of this conditional expectation, which are needed in this chapter. We begin with some definitions.
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Discrete-Parameter Martingales

2002
In this chapter we develop the basic theory of multiparameter martingales indexed by a countable subset of ℝ + N , usually or ℕ N . As usual, ℕ 0 N . As usual, ℕ= {1, 2,…}, ℕ0 = {0,1, 2,…}, and N denotes a fixed positive integer.
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Discrete-Parameter Martingales.

Journal of the Royal Statistical Society. Series A (General), 1976
J. F. C. Kingman, Jacques Neveu
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Robust Control of Discrete-Time Systems With Coefficient Matrices Given by Polytopic Martingales

2023
Yohei Hosoe, Tomomichi Hagiwara, Tomoya Kitahiro   +2 more
exaly  

Martingales with Discrete Time

Series on Advances in Mathematics for Applied Sciences, 2022
exaly  

Discrete-Parameter Martingales

1975
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