Results 181 to 190 of about 2,001,462 (190)

MINIMAL ENTROPY-HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS

Mathematical Finance, 2005
Tahir Choulli
exaly  

A Geometrical Characterization of Banach Spaces in Which Martingale Difference Sequences are Unconditional

Annals of Probability, 1981
D L Burkholder
exaly  

Some properties on G-evaluation and its applications to G-martingale decomposition

Science China Mathematics, 2011
exaly  

Interpolation on weak martingale Hardy space

Acta Mathematica Sinica, English Series, 2009
Yong Jiao
exaly  

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

Stochastics, 1981
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

Martingale generalizations and preservation of martingale properties

Canadian Journal of Statistics, 1984
exaly  

Atomic decompositions of martingale hardy–morrey spaces

Acta Mathematica Hungarica, 2016
exaly  

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

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

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

1981
openaire   +2 more sources