Results 181 to 189 of about 36,708 (189)

ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS

Mathematical Finance, 2017
Carole Bernard, Zhenyu Cui
exaly  

Lp-inequalities for two-parameter martingales

1981
openaire   +1 more source

Martingales, potentials and exponentials associated with a two-parameter jump process

Stochastics, 1981
Ata Al-Hussaini, Robert J. Elliott
openaire   +1 more source

Interpolation on weak martingale Hardy space

Acta Mathematica Sinica, English Series, 2009
Yong Jiao
exaly  

Weak martingales associated with a two parameter jump process

2005
Ata Al-Hussaini, Robert J. Elliott
openaire   +1 more source

Representation and transformation of two-parameter martingales under a change of measure

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1980
Hajek, Bruce, Wong, Eugene
openaire   +2 more sources

Representation of the square integrable martingales generated by a two-parameter Lévy process

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1982
openaire   +1 more source

Complete convergence and complete moment convergence for martingale difference sequence

Acta Mathematica Sinica, English Series, 2013
exaly  

On properties of the quadratic variation of two-parameter strong martingales

1981
openaire   +2 more sources