Lifting theorems for some classes of two parameter martingales
Summary: By means of nonstandard analysis we establish some lifting theorems for two-parameter stochastic processes, for two-parameter martingales and for weak, strong and \(i\)-martingales. We also prove that the standard part of an internal martingale is a standard larc martingale (a two-parameter version of a càdlàg martingale).
openaire +2 more sources
Wild bootstrap for counting process-based statistics: a martingale theory-based approach. [PDF]
Dietrich MT, Dobler D, de Gunst MCM.
europepmc +1 more source
Infinite-server systems with Hawkes arrivals and Hawkes services. [PDF]
Selvamuthu D, Tardelli P.
europepmc +1 more source
Non-commutative L p spaces and Grassmann stochastic analysis. [PDF]
De Vecchi F +3 more
europepmc +1 more source
Epidemiological model calibration via graybox Bayesian optimization. [PDF]
Niu P, Yoon BJ, Qian X.
europepmc +1 more source
Estimating endogenous treatments effects under long-range dependency without untreated controls. [PDF]
Hao S.
europepmc +1 more source
The Scaling Limit of the Volume of Loop-<i>O</i>(<i>n</i>) Quadrangulations. [PDF]
Aïdékon É, Da Silva W, Hu X.
europepmc +1 more source
Phenotypic plasticity trade-offs in an age-structured model of bacterial growth under stress. [PDF]
El Karoui M, Madrid I, Méléard S.
europepmc +1 more source
Asymptotics of Symmetric Polynomials: A Dynamical Point of View. [PDF]
Guionnet A, Huang J.
europepmc +1 more source
Dynamical Properties of Two Diffusion Sir Epidemic Model with Markovian Switching
Milunovic M.
europepmc +1 more source

