Results 241 to 250 of about 798,401 (286)

Stochastic Mortality Under Measure Changes

SSRN Electronic Journal, 2009
We provide a self-contained analysis of a class of continuous-time stochastic mortality models that have gained popularity in the last few years. We describe some of their advantages and limitations, examining whether their features survive equivalent changes of measures.
Enrico Biffis, Michel Denuit, Pierre Devolder   +2 more
openaire   +1 more source

MEASURE EVOLUTION FOR "STOCHASTIC FLOWS"

Stochastics and Dynamics, 2008
In this paper we study how σ-finite measures on ℝdevolve under a class of "stochastic flows" associated to stochastic differential equations with (resp. without) jumps in ℝd. First we show the related measure evolution processes are càdlàg (resp. continuous), strongly Markovian and weakly Fellerian.
Wang, Bin, Xiang, Kai-Nan
openaire   +1 more source

Stochastic Integrals and Differential Measures

Theory of Probability & Its Applications, 1988
The description of the class of measures with square integrable logarithmic derivative along a vector field and an operator field is obtained. This derivative coincides with an extended stochastic integral in the Gaussian case. The proofs are based on integration by parts.
openaire   +3 more sources

Repeated measurements in stochastic mechanics

Physical Review D, 1986
Stochastic mechanics provides a probabilistic scheme for the description of quantum systems. Grabert, Haaumlnggi, and Talkner, and Nelson have pointed out that its multitime correlations seem to be in disagreement with quantum-mechanical predictions.
Blanchard Ph, Golin S, SERVA, Maurizio
openaire   +2 more sources

Stochastic productivity measurement

Journal of Productivity Analysis, 2008
Stochastic productivity indicators are defined, and superlative measures of these indicators are derived. It is shown that, in the presence of complete markets or a common-expectations equilibrium, differences in the market values of firms are superlative indicators of cross-sectional productivity differences.
openaire   +1 more source

An inequality measure for stochastic allocations

Journal of Economic Theory, 2011
There are a few articles on inequality measurement which deal with uncertainty, particularly when the ranking of cohorts may not be fixed. The authors of the present paper give a set of axioms implying such a class of inequality measures under uncertainty that is one-parameter extension of the generalized Gini mean over the distribution of average ...
Chew, S.H., Sagi, J.S.
openaire   +3 more sources

“Weak” stochastic orderings and dependence measures

Journal of Statistical Planning and Inference, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fountain, R. L., Talebi, Aaron
openaire   +2 more sources

The fubini theorems of stochastic measures

Acta Mathematicae Applicatae Sinica, 1988
Suppose that (S,\(\Sigma)\) is a measurable space, E a Banach space, and Z a vector measure on \(\Sigma\) with values in the dual E' of E. If \(f: S\to E\) is a simple function of the form \(f=\sum^{n}_{i=1}x_ i 1_{A_ i}\) \((x_ i\in E\), \(A_ i\in \Sigma\) disjoint), it is natural to define the integral of f relative to Z by \[ \int f dZ:=\sum^{n}_{i ...
Jiang, Tao, Xiong, Zhengxin, Chen, Peide
openaire   +1 more source