Works matching DE "MARTINGALES (Mathematics)"
Results: 1681
Belief Movement, Uncertainty Reduction, and Rational Updating.
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- Quarterly Journal of Economics, 2021, v. 136, n. 2, p. 933, doi. 10.1093/qje/qjaa043
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Real interpolation for variable martingale Hardy–Lorentz–Karamata spaces.
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- Analysis & Applications, 2024, v. 22, n. 8, p. 1389, doi. 10.1142/S0219530524500209
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Martingale defects in the volatility surface and bubble conditions in the underlying.
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- Review of Derivatives Research, 2024, v. 27, n. 1, p. 85, doi. 10.1007/s11147-023-09200-x
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Mobility-Based Backbone Formation in Wireless Mobile Ad-hoc Networks.
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- Wireless Personal Communications, 2013, v. 71, n. 4, p. 2563, doi. 10.1007/s11277-012-0955-1
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Stationary statistical experiments and the optimal estimator for a predictable component.
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- Journal of Mathematical Sciences, 2016, v. 214, n. 2, p. 220, doi. 10.1007/s10958-016-2770-9
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Diagonal Martingale Ergodic Sequences.
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- Journal of Mathematical Sciences, 2014, v. 198, n. 5, p. 602, doi. 10.1007/s10958-014-1811-5
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An Analysis of the M/G/1 Retrial Queue with Negative Arrivals using a Martingale Technique*.
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- Journal of Mathematical Sciences, 2014, v. 196, n. 1, p. 11, doi. 10.1007/s10958-013-1628-7
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Beneš condition for a discontinuous exponential martingale.
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- Journal of Mathematical Sciences, 2013, v. 188, n. 6, p. 717, doi. 10.1007/s10958-013-1162-7
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Convergent finite element based discretization of a stochastic two‐phase flow model.
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- ZAMM -- Journal of Applied Mathematics & Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2022, v. 102, n. 1, p. 1, doi. 10.1002/zamm.202000308
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Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach.
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- Mathematics of Operations Research, 2010, v. 35, n. 3, p. 559, doi. 10.1287/moor.1100.0459
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Bid-Price Controls for Network Revenue Management: Martingale Characterization of Optimal Bid Prices.
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- Mathematics of Operations Research, 2009, v. 34, n. 4, p. 912, doi. 10.1287/moor.1090.0411
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On a Continuous-Time Game with Incomplete Information.
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- Mathematics of Operations Research, 2009, v. 34, n. 4, p. 769, doi. 10.1287/moor.1090.0414
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Comment on "Investment Timing Under Incomplete Information.".
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- Mathematics of Operations Research, 2009, v. 34, n. 1, p. 249, doi. 10.1287/moor.1080.0349
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- Article
Hilbert-Valued Perturbed Subgradient Algorithms.
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- Mathematics of Operations Research, 2007, v. 32, n. 3, p. 551, doi. 10.1287/moor.1070.0253
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- Article
Investment Timing Under Incomplete Information.
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- Mathematics of Operations Research, 2005, v. 30, n. 2, p. 472, doi. 10.1287/moor.1040.0132
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APPROXIMATING MARTINGALES FOR VARIANCE REDUCTION IN MARKOV PROCESS SIMULATION.
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- Mathematics of Operations Research, 2002, v. 27, n. 2, p. 253, doi. 10.1287/moor.27.2.253.329
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MARTINGALE ANALYSIS WITH DISCONTINUOUS RETURNS.
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- Mathematics of Operations Research, 1995, v. 20, n. 1, p. 243, doi. 10.1287/moor.20.1.243
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OPTIMAL STOPPING BY MEANS OF POINT PROCESS OBSERVATIONS WITH APPLICATIONS IN RELIABILITY.
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- Mathematics of Operations Research, 1993, v. 18, n. 3, p. 645, doi. 10.1287/moor.18.3.645
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COMPLETE CONVERGENCE OF THE DIRECTED TSP.
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- Mathematics of Operations Research, 1991, v. 16, n. 4, p. 881, doi. 10.1287/moor.16.4.881
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MARTINGALE INEQUALITIES, INTERPOLATION AND NP-COMPLETE PROBLEMS.
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- Mathematics of Operations Research, 1989, v. 14, n. 1, p. 91, doi. 10.1287/moor.14.1.91
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MARTINGALE INEQUALITIES AND NP-COMPLETE PROBLEMS.
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- Mathematics of Operations Research, 1987, v. 12, n. 1, p. 177, doi. 10.1287/moor.12.1.177
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A MINIMUM VARIANCE RESULT IN CONTINUOUS TRADING PORTFOLIO OPTIMIZATION.
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- Management Science, 1989, v. 35, n. 9, p. 1045, doi. 10.1287/mnsc.35.9.1045
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Invariance times transfer properties.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024019
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Quadratic mean-field reflected BSDEs.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 3, p. 169, doi. 10.3934/puqr.2022012
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A note on the cluster set of the law of the iterated logarithm under sub-linear expectations.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 2, p. 85, doi. 10.3934/puqr.2022006
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RBSDEs with optional barriers: monotone approximation.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 2, p. 67, doi. 10.3934/puqr.2022005
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Threshold reweighted Nadaraya–Watson estimation of jump-diffusion models.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 1, p. 31, doi. 10.3934/puqr.2022003
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Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 1, p. 13, doi. 10.3934/puqr.2022002
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Lower and upper pricing of financial assets.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 1, p. 45, doi. 10.3934/puqr.2022004
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Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 4, p. 319, doi. 10.3934/puqr.2021016
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CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 4, p. 343, doi. 10.3934/puqr.2021017
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General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 4, p. 301, doi. 10.3934/puqr.2021015
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Stochastic maximum principle for systems driven by local martingales with spatial parameters.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 3, p. 213, doi. 10.3934/puqr.2021011
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An FBSDE approach to market impact games with stochastic parameters.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 3, p. 237, doi. 10.3934/puqr.2021012
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Convergence rate of Peng's law of large numbers under sublinear expectations.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 3, p. 261, doi. 10.3934/puqr.2021013
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Reduced-form setting under model uncertainty with non-linear affine intensities.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 3, p. 159, doi. 10.3934/puqr.2021008
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An infinite-dimensional model of liquidity in financial markets.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 2, p. 117, doi. 10.3934/puqr.2021006
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The term structure of Sharpe ratios and arbitragefree asset pricing in continuous time.
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- Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 1, p. 23, doi. 10.3934/puqr.2021002
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MARTINGALE HARDY SPACES BASED ON QUASI-BANACH FUNCTION LATTICES.
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- Transactions of A. Razmadze Mathematical Institute, 2023, v. 177, n. 2, p. 259
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- Article
A NOTE ON THE MAXIMAL OPERATORS OF THE NÖRLUND LOGARITMIC MEANS OF VILENKIN-FOURIER SERIES.
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- Transactions of A. Razmadze Mathematical Institute, 2020, v. 174, n. 1, p. 107
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The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales.
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- Turkish Journal of Mathematics, 2020, v. 44, n. 3, p. 698, doi. 10.3906/mat-1912-21
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Quantum integral equations of Volterra type in terms of discrete-time normal martingale.
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- Turkish Journal of Mathematics, 2019, v. 43, n. 3, p. 1047, doi. 10.3906/mat-1805-149
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Convergence and Gundy's decomposition for noncommutative quasi-martingales.
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- Turkish Journal of Mathematics, 2018, v. 42, n. 5, p. 2724, doi. 10.3906/mat-1706-75
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Population dynamical behaviors of stochastic logistic system with jumps.
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- Turkish Journal of Mathematics, 2014, v. 38, n. 5, p. 935, doi. 10.3906/mat-1307-25
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- Article
L<sup>p</sup> solutions of infinite time interval BSDEs and the corresponding g-expectations and g-martingales.
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- Turkish Journal of Mathematics, 2013, v. 37, n. 3, p. 704, doi. 10.3906/mat-1109-6
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On the maximal operators of Vilenkin-Fejér means.
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- Turkish Journal of Mathematics, 2013, v. 37, n. 2, p. 308, doi. 10.3906/mat-1010-438
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Marcinkiewicz-Fejér means of double conjugate Walsh-Kaczmarz-Fourier series and Hardy spaces.
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- Turkish Journal of Mathematics, 2012, v. 36, n. 2, p. 281, doi. 10.3906/mat-1006-379
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A class of generalized Shannon-McMillan theorems for arbitrary discrete information source.
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- Turkish Journal of Mathematics, 2011, v. 35, n. 4, p. 729, doi. 10.3906/mat-0903-3
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- Article
Moderate deviations for the mildly stationary autoregressive model with dependent errors.
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- Statistics, 2023, v. 57, n. 6, p. 1317, doi. 10.1080/02331888.2023.2278034
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Parameter estimation in optional semimartingale regression models.
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- Statistics, 2023, v. 57, n. 5, p. 1165, doi. 10.1080/02331888.2023.2242549
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