Works matching DE "MARTINGALES (Mathematics)"

Results: 1701

Banach geometry of arbitrage free markets.

Published in:

Positivity, 2021, v. 25, n. 2, p. 679, doi. 10.1007/s11117-020-00782-6

By:

Lebedev, A. V.;
Zabreiko, P. P.

Publication type:

Article

Martingale inequalities for spline sequences.

Published in:

Positivity, 2020, v. 24, n. 1, p. 95, doi. 10.1007/s11117-019-00668-2

By:

Passenbrunner, Markus

Publication type:

Article

Girsanov's theorem in vector lattices.

Published in:

Positivity, 2019, v. 23, n. 5, p. 1065, doi. 10.1007/s11117-019-00649-5

By:

Grobler, Jacobus J.;
Labuschagne, Coenraad C. A.

Publication type:

Article

Compactly uniform Bochner integrability of random elements.

Published in:

Positivity, 2017, v. 21, n. 4, p. 1261, doi. 10.1007/s11117-017-0465-1

By:

Ünver, Mehmet;
Uluçay, Havva

Publication type:

Article

A note on special cases derived from Nelson's martingale central limit theorem.

Published in:

Positivity, 2015, v. 19, n. 4, p. 893, doi. 10.1007/s11117-015-0333-9

By:

Andrade, Bernardo

Publication type:

Article

On the decompositions of $$T$$ -quasi-martingales on Riesz spaces.

Published in:

Positivity, 2014, v. 18, n. 3, p. 425, doi. 10.1007/s11117-013-0253-5

By:

Vardy, Jessica;
Watson, Bruce

Publication type:

Article

Doob's optional sampling theorem in Riesz spaces.

Published in:

Positivity, 2011, v. 15, n. 4, p. 617, doi. 10.1007/s11117-011-0114-z

By:

Grobler, J.

Publication type:

Article

Martingales in Banach lattices, II.

Published in:

Positivity, 2011, v. 15, n. 1, p. 49, doi. 10.1007/s11117-009-0040-5

By:

Gessesse, Hailegebriel;
Troitsky, Vladimir

Publication type:

Article

Discrete stochastic integration in Riesz spaces.

Published in:

Positivity, 2010, v. 14, n. 4, p. 859, doi. 10.1007/s11117-010-0089-1

By:

Labuschagne, Coenraad;
Watson, Bruce

Publication type:

Article

A tutorial on elementary cellular automata with fully asynchronous updating: General properties and convergence dynamics.

Published in:

Natural Computing, 2020, v. 19, n. 1, p. 179, doi. 10.1007/s11047-020-09782-7

By:

Fatès, Nazim

Publication type:

Article

ICM ensemble with novel betting functions for concept drift.

Published in:

Machine Learning, 2024, v. 113, n. 9, p. 6911, doi. 10.1007/s10994-024-06593-0

By:

Eliades, Charalambos;
Papadopoulos, Harris

Publication type:

Article

A Bochner formula on path space for the Ricci flow.

Published in:

Calculus of Variations & Partial Differential Equations, 2023, v. 62, n. 3, p. 1, doi. 10.1007/s00526-022-02420-3

By:

Kennedy, Christopher

Publication type:

Article

Branching random walks with regularly varying perturbations.

Published in:

ESAIM: Probability & Statistics, 2024, v. 28, p. 379, doi. 10.1051/ps/2024014

By:

Kowalski, Krzysztof

Publication type:

Article

A hypothesis test for the domain of attraction of a random variable.

Published in:

ESAIM: Probability & Statistics, 2024, v. 28, p. 292, doi. 10.1051/ps/2024010

By:

Olivero, Héctor;
Talay, Denis

Publication type:

Article

On the Construction of Conditional Probability Densities in the Brownian and Compound Poisson Filtrations.

Published in:

ESAIM: Probability & Statistics, 2024, v. 28, p. 62, doi. 10.1051/ps/2023022

By:

Gapeev, Pavel V.;
Jeanblanc, Monique

Publication type:

Article

Fast calibration of weak Farima models.

Published in:

ESAIM: Probability & Statistics, 2023, v. 27, p. 156, doi. 10.1051/ps/2022021

By:

Hariz, Samir Ben;
Brouste, Alexandre;
Esstafa, Youssef;
Soltane, Marius

Publication type:

Article

Martingale Solutions of the Stochastic 2D Primitive Equations with Anisotropic Viscosity.

Published in:

ESAIM: Probability & Statistics, 2022, v. 26, p. 243, doi. 10.1051/ps/2022006

By:

Sun, Chengfeng;
Gao, Hongjun;
Liu, Hui;
Zhang, Jie

Publication type:

Article

Limit behaviour of random walks on ℤ<sup>m</sup> with two-sided membrane.

Published in:

ESAIM: Probability & Statistics, 2022, v. 26, p. 352, doi. 10.1051/ps/2022009

By:

Bogdanskii, Victor;
Pavlyukevich, Ilya;
Pilipenko, Andrey

Publication type:

Article

One Dimensional Martingale Rearrangement Couplings.

Published in:

ESAIM: Probability & Statistics, 2022, v. 26, p. 495, doi. 10.1051/ps/2022012

By:

Jourdain, B.;
Margheriti, W.

Publication type:

Article

Cardinality estimation for random stopping sets based on Poisson point processes.

Published in:

ESAIM: Probability & Statistics, 2021, v. 25, p. 87, doi. 10.1051/ps/2021004

By:

Privault, Nicolas

Publication type:

Article

CARDINALITY ESTIMATION FOR RANDOM STOPPING SETS BASED ON POISSON POINT PROCESSES.

Published in:

ESAIM: Probability & Statistics, 2021, v. 25, p. 87, doi. 10.1051/ps/2021004

By:

PRIVAULT, NICOLAS

Publication type:

Article

Deviation inequalities for Banach space valued martingales differences sequences and random fields.

Published in:

ESAIM: Probability & Statistics, 2019, v. 23, p. 922, doi. 10.1051/ps/2019016

By:

Giraudo, Davide

Publication type:

Article

LIMIT BEHAVIOUR OF BSDE WITH JUMPS AND WITH SINGULAR TERMINAL CONDITION.

Published in:

ESAIM: Probability & Statistics, 2016, v. 20, p. 480, doi. 10.1051/ps/2016024

By:

POPIER, A.

Publication type:

Article

Polynomial deviation bounds for recurrent Harris processes having general state space.

Published in:

ESAIM: Probability & Statistics, 2013, v. 17, p. 195, doi. 10.1051/ps/2011156

By:

Löcherbach, Eva;
Loukianova, Dasha

Publication type:

Article

On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms.

Published in:

ESAIM: Probability & Statistics, 2013, v. 17, p. 179, doi. 10.1051/ps/2011155

By:

Cénac, Peggy

Publication type:

Article

A new proof of Kellerer’s theorem.

Published in:

ESAIM: Probability & Statistics, 2012, v. 16, p. 48, doi. 10.1051/ps/2011164

By:

Hirsch, Francis;
Roynette, Bernard

Publication type:

Article

A martingale control variate method for option pricing with stochastic volatility.

Published in:

ESAIM: Probability & Statistics, 2007, v. 11, n. 1, p. 40, doi. 10.1051/ps:2007005

By:

Jean-Pierre Fouque;
Chuan-Hsiang Han

Publication type:

Article

Concentration inequalities for semi-bounded martingales.

Published in:

ESAIM: Probability & Statistics, 2008, v. 12, n. 1, p. 51, doi. 10.1051/ps:2007033

By:

Yu Miao

Publication type:

Article

Potentials of a Markov process are expected suprema.

Published in:

ESAIM: Probability & Statistics, 2007, v. 11, n. 1, p. 89, doi. 10.1051/ps:2007008

By:

Hans F?llmer;
Thomas Knispel

Publication type:

Article

On predicting the maximum of a semimartingale and the optimal moment to sell a stock.

Published in:

Automation & Remote Control, 2015, v. 76, n. 7, p. 1193, doi. 10.1134/S000511791507005X

By:

Ivanov, R.

Publication type:

Article

Backward representation of Markov jump processes and related problems. I. Optimal linear estimation.

Published in:

Automation & Remote Control, 2006, v. 67, n. 8, p. 1228, doi. 10.1134/S0005117906080042

By:

Borisov, A.

Publication type:

Article

Analysis and Filtration of Special Discrete-Time Markov Processes. I. Martingale Representation.

Published in:

Automation & Remote Control, 2005, v. 66, n. 6, p. 953, doi. 10.1007/s10513-005-0138-6

By:

Borisov, A.;
Miller, G.

Publication type:

Article

Functional equations and martingales.

Published in:

Aequationes Mathematicae, 2022, v. 96, n. 1, p. 221, doi. 10.1007/s00010-021-00807-9

By:

Mania, M.;
Tikanadze, L.

Publication type:

Article

A probabilistic method of solving Lobachevsky's functional equation.

Published in:

Aequationes Mathematicae, 2021, v. 95, n. 2, p. 237, doi. 10.1007/s00010-020-00718-1

By:

Mania, Michael

Publication type:

Article

OPTIMAL STOPPING BY MEANS OF POINT PROCESS OBSERVATIONS WITH APPLICATIONS IN RELIABILITY.

Published in:

Mathematics of Operations Research, 1993, v. 18, n. 3, p. 645, doi. 10.1287/moor.18.3.645

By:

Jensen, Uwe;
Hsu, Guang-Hui

Publication type:

Article

COMPLETE CONVERGENCE OF THE DIRECTED TSP.

Published in:

Mathematics of Operations Research, 1991, v. 16, n. 4, p. 881, doi. 10.1287/moor.16.4.881

By:

Talagrand, Michel

Publication type:

Article

MARTINGALE INEQUALITIES, INTERPOLATION AND NP-COMPLETE PROBLEMS.

Published in:

Mathematics of Operations Research, 1989, v. 14, n. 1, p. 91, doi. 10.1287/moor.14.1.91

By:

Rhee, Wansoo T.;
Talagrand, Michel

Publication type:

Article

MARTINGALE INEQUALITIES AND NP-COMPLETE PROBLEMS.

Published in:

Mathematics of Operations Research, 1987, v. 12, n. 1, p. 177, doi. 10.1287/moor.12.1.177

By:

Rhee, Wansoo T.;
Talagrand, Michael

Publication type:

Article

Quantitative estimates for bounded holomorphic semigroups.

Published in:

Semigroup Forum, 2024, v. 108, n. 1, p. 115, doi. 10.1007/s00233-024-10407-z

By:

Hytönen, Tuomas;
Lappas, Stefanos

Publication type:

Article

On Operator Cosine Functions in UMD Spaces.

Published in:

Semigroup Forum, 2001, v. 63, n. 3, p. 429, doi. 10.1007/s002330010086

By:

Cioranescu, Ioana;
Keyantuo, Valentin

Publication type:

Article

A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 7, p. 1587, doi. 10.1080/1540496X.2014.998572

By:

Al-Khazali, Osamah M.;
Leduc, Guillaume;
Alsayed, Mohammad Saleh

Publication type:

Article

STOCHASTIC INTEGRATION WITH RESPECT TO A CYLINDRICAL SPECIAL SEMI-MARTINGALE.

Published in:

Communications Series A1 Mathematics & Statistics, 2022, v. 71, n. 4, p. 899, doi. 10.31801/cfsuasmas.981876

By:

HASHEMI SABABE, Saeed

Publication type:

Article

Guaranteed maximum likelihood splitting tests of a linear regression model.

Published in:

Statistics, 2006, v. 40, n. 6, p. 465, doi. 10.1080/02331880601013874

By:

Gurevich, Gregory;
Vexler, Albert

Publication type:

Article

Linearity of regression for the past weak and ordinary records.

Published in:

Statistics, 2004, v. 38, n. 6, p. 457, doi. 10.1080/02331880412331319288

By:

Wesołowski, Jacek;
López-Blázquez, Fernando

Publication type:

Article

A functional central limit theorem for the empirical estimator of a semi-Markov kernel.

Published in:

Journal of Nonparametric Statistics, 2004, v. 16, n. 1/2, p. 13, doi. 10.1080/10485250310001622613

By:

Limnios, Nikolaos

Publication type:

Article

SPEARMAN'S FOOTRULE UNDER PROGRESSIVE CENSORING.

Published in:

Journal of Nonparametric Statistics, 2003, v. 15, n. 1, p. 53, doi. 10.1080/10485250306040

By:

Sen, Pranab K.;
Quade, Dana;
Salama, Ibrahim A.

Publication type:

Article

Weak convergence of some marked empirical processes: Application to testing heteroscedasticity.

Published in:

Journal of Nonparametric Statistics, 2002, v. 14, n. 3, p. 325, doi. 10.1080/10485250212377

By:

Ngatchou-Wandji, Joseph

Publication type:

Article

A class of stochastic Gronwall's inequality and its application.

Published in:

Journal of Inequalities & Applications, 2018, v. 2018, n. 1, p. 1, doi. 10.1186/s13660-018-1932-3

By:

Wang, Xin;
Fan, Shengjun

Publication type:

Article

Bahadur representations of M-estimators and their applications in general linear models.

Published in:

Journal of Inequalities & Applications, 2018, v. 2018, n. 1, p. 1, doi. 10.1186/s13660-018-1715-x

By:

Hu, Hongchang

Publication type:

Article

Sequences of random matrices modulated by a discrete-time Markov chain.

Published in:

Stochastic Models, 2023, v. 39, n. 4, p. 797, doi. 10.1080/15326349.2023.2175869

By:

Yin, George;
Huy Nguyen

Publication type:

Article