Works matching Conditional expectations
Results: 2014
A VARIANT OF THE CONDITIONAL EXPECTATION VARIANCE REDUCTION TECHNIQUE AND ITS APPLICATION TO THE SIMULATION OF THE GI/G/1 QUEUES.
- Published in:
- Management Science, 1989, v. 35, n. 11, p. 1334, doi. 10.1287/mnsc.35.11.1334
- By:
- Publication type:
- Article
Alternating Conditional Expectations: Introducing a Non‐Parametric Statistical Method to Interpret Long‐Term Greenhouse Gas Flux Measurements Over Semi‐Arid and Wetland Ecosystems.
- Published in:
- Journal of Geophysical Research. Biogeosciences, 2024, v. 129, n. 3, p. 1, doi. 10.1029/2023JG007818
- By:
- Publication type:
- Article
CONDITIONAL EXPECTATION FORMULAE FOR COPULAS.
- Published in:
- Australian & New Zealand Journal of Statistics, 2008, v. 50, n. 1, p. 53, doi. 10.1111/j.1467-842X.2007.00499.x
- By:
- Publication type:
- Article
A planar algebraic description of conditional expectations.
- Published in:
- International Journal of Mathematics, 2022, v. 33, n. 5, p. 1, doi. 10.1142/S0129167X22500379
- By:
- Publication type:
- Article
THE EXISTENCE AND UNIQUENESS OF CONDITIONAL EXPECTATION FOR INTEGRANDS WITH EXTENDED REAL VALUES THROUGH MINIMAL ASSUMPTIONS.
- Published in:
- Bulletin of Mathematical Analysis & Applications, 2023, v. 15, n. 3, p. 29, doi. 10.54671/BMAA-2023-3-2
- By:
- Publication type:
- Article
Conditional expectation type operators and modular inequalities.
- Published in:
- Turkish Journal of Mathematics, 2018, v. 42, n. 6, p. 3117, doi. 10.3906/mat-1610-85
- By:
- Publication type:
- Article
On the use of conditional expectation in portfolio selection problems.
- Published in:
- Annals of Operations Research, 2019, v. 274, n. 1/2, p. 501, doi. 10.1007/s10479-018-2890-3
- By:
- Publication type:
- Article
Different Types of Conditional Expectation and the Lüders—von Neumann Quantum Measurement.
- Published in:
- International Journal of Theoretical Physics, 2007, v. 46, n. 7, p. 1823, doi. 10.1007/s10773-006-9315-9
- By:
- Publication type:
- Article
A property of conditional expectation.
- Published in:
- Positivity, 2018, v. 22, n. 5, p. 1359, doi. 10.1007/s11117-018-0581-6
- By:
- Publication type:
- Article
Linear Conditional Expectation for Discretized Distributions.
- Published in:
- Journal of Applied Statistics, 2004, v. 31, n. 3, p. 361, doi. 10.1080/0266476042000184064
- By:
- Publication type:
- Article
On the impact of conditional expectation estimators in portfolio theory.
- Published in:
- Computational Management Science, 2017, v. 14, n. 4, p. 535, doi. 10.1007/s10287-017-0282-9
- By:
- Publication type:
- Article
Tail Conditional Expectations Based on Kumaraswamy Dispersion Models.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 13, p. 1478, doi. 10.3390/math9131478
- By:
- Publication type:
- Article
TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS.
- Published in:
- Probability in the Engineering & Informational Sciences, 2022, v. 36, n. 2, p. 500, doi. 10.1017/S0269964820000674
- By:
- Publication type:
- Article
Oracle computability of conditional expectations onto subfactors.
- Published in:
- New York Journal of Mathematics, 2021, v. 27, p. 1085
- By:
- Publication type:
- Article
Stochastic Dominance and Conditional Expectation--An Insurance Theoretical Approach.
- Published in:
- GENEVA Papers on Risk & Insurance - Theory, 2002, v. 27, n. 1, p. 31, doi. 10.1023/A:1020629424238
- By:
- Publication type:
- Article
Reduced-Order Models and Conditional Expectation: Analysing Parametric Low-Order Approximations.
- Published in:
- Computation, 2025, v. 13, n. 2, p. 58, doi. 10.3390/computation13020058
- By:
- Publication type:
- Article
Coherent Upper Conditional Expectations Defined by Fractal Measures and the Probabilistic Representation of Quantum States.
- Published in:
- Fluctuation & Noise Letters, 2024, v. 23, n. 5, p. 1, doi. 10.1142/S0219477524400315
- By:
- Publication type:
- Article
A conditional expectation approach for associating ambient air pollutant exposures with health outcomes.
- Published in:
- Environmetrics, 2009, v. 20, n. 7, p. 877, doi. 10.1002/env.978
- By:
- Publication type:
- Article
On Mosco convergence of conditional expectation for sequences of Pettis-integrable random sets.
- Published in:
- Palestine Journal of Mathematics, 2021, v. 10, n. 1, p. 175
- By:
- Publication type:
- Article
Biprobability logic with conditional expectation.
- Published in:
- Mathematical Logic Quarterly, 2011, v. 57, n. 4, p. 400, doi. 10.1002/malq.201010018
- By:
- Publication type:
- Article
RANGES OF BIMODULE PROJECTIONS AND CONDITIONAL EXPECTATIONS.
- Published in:
- 2012
- By:
- Publication type:
- Abstract
Pricing Vulnerable Options Using Conditional Expectation Transform Methods.
- Published in:
- Discrete Dynamics in Nature & Society, 2024, v. 2024, p. 1, doi. 10.1155/2024/9626168
- By:
- Publication type:
- Article
NON-PARAMETRIC ESTIMATION OF CONDITIONAL TAIL EXPECTATION FOR LONG-HORIZON RETURNS.
- Published in:
- Statistica Sinica, 2021, v. 31, n. 1, p. 547, doi. 10.5705/ss.202018.0304
- By:
- Publication type:
- Article
Tail variance and confidence of using tail conditional expectation: Analytical representation, capital adequacy, and asymptotics.
- Published in:
- Advances in Applied Probability, 2025, v. 57, n. 1, p. 346, doi. 10.1017/apr.2024.34
- By:
- Publication type:
- Article
Almost everywhere continuity of conditional expectations.
- Published in:
- Modern Stochastics: Theory & Applications, 2024, v. 11, n. 3, p. 247, doi. 10.15559/23-VMSTA240
- By:
- Publication type:
- Article
Conditional expectation of a Markov kernel given another with some applications in statistical inference and disease diagnosis.
- Published in:
- Statistics, 2020, v. 54, n. 2, p. 239, doi. 10.1080/02331888.2020.1725517
- By:
- Publication type:
- Article
An Evaluation Formula for Radon–Nikodym Derivatives Similar to Conditional Expectations over Paths.
- Published in:
- Bulletin of the Malaysian Mathematical Sciences Society, 2021, v. 44, n. 1, p. 203, doi. 10.1007/s40840-020-00946-3
- By:
- Publication type:
- Article
Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process.
- Published in:
- Research in the Mathematical Sciences, 2022, v. 9, n. 1, p. 1, doi. 10.1007/s40687-021-00309-9
- By:
- Publication type:
- Article
Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process.
- Published in:
- Research in the Mathematical Sciences, 2022, v. 9, n. 1, p. 1, doi. 10.1007/s40687-021-00309-9
- By:
- Publication type:
- Article
The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer.
- Published in:
- Risks, 2021, v. 9, n. 7, p. 125, doi. 10.3390/risks9070125
- By:
- Publication type:
- Article
Exponentiation of conditional expectations under stochastic volatility.
- Published in:
- Quantitative Finance, 2020, v. 20, n. 1, p. 13, doi. 10.1080/14697688.2019.1642506
- By:
- Publication type:
- Article
SMOOTH PATHS OF CONDITIONAL EXPECTATIONS.
- Published in:
- International Journal of Mathematics, 2011, v. 22, n. 7, p. 1031, doi. 10.1142/S0129167X11007124
- By:
- Publication type:
- Article
Operators whose ranges are contained in the null space of conditional expectations.
- Published in:
- Mathematische Nachrichten, 2019, v. 292, n. 11, p. 2427, doi. 10.1002/mana.201800066
- By:
- Publication type:
- Article
A multidimensional Fatou lemma for conditional expectations.
- Published in:
- Positivity, 2021, v. 25, n. 4, p. 1543, doi. 10.1007/s11117-021-00827-4
- By:
- Publication type:
- Article
On conditional expectations in Lp(μ;Lq(ν;X)).
- Published in:
- Positivity, 2019, v. 23, n. 1, p. 11, doi. 10.1007/s11117-018-0589-y
- By:
- Publication type:
- Article
Convergence in Riesz spaces with conditional expectation operators.
- Published in:
- Positivity, 2015, v. 19, n. 3, p. 647, doi. 10.1007/s11117-014-0320-6
- By:
- Publication type:
- Article
HÖLDER EQUALITY FOR CONDITIONAL EXPECTATIONS WITH APPLICATION TO LINEAR MONOTONE OPERATORS.
- Published in:
- Theory of Probability & Its Applications, 2004, v. 48, n. 1, p. 177, doi. 10.1137/S0040585X98018X
- By:
- Publication type:
- Article
On the distribution function with respect to conditional expectation on Riesz spaces.
- Published in:
- QM - Quaestiones Mathematicae, 2018, v. 41, n. 2, p. 257, doi. 10.2989/16073606.2017.1377310
- By:
- Publication type:
- Article
A closed-form formula for the conditional expectation of the extended CIR process.
- Published in:
- Songklanakarin Journal of Science & Technology, 2020, v. 42, n. 2, p. 424
- By:
- Publication type:
- Article
Asymptotics for value at risk and conditional tail expectation of a portfolio loss.
- Published in:
- Applied Stochastic Models in Business & Industry, 2021, v. 37, n. 2, p. 266, doi. 10.1002/asmb.2561
- By:
- Publication type:
- Article
CONVERGENCE OF CONDITIONAL EXPECTATIONS FOR UNBOUNDED RANDOM SETS, INTEGRANDS, AND INTEGRAL FUNCTIONALS.
- Published in:
- Mathematics of Operations Research, 1991, v. 16, n. 3, p. 627, doi. 10.1287/moor.16.3.627
- By:
- Publication type:
- Article
CHARACTERIZATION OF CONTINUOUS DISTRIBUTIONS THROUGH CONDITIONAL EXPECTATION OF FUNCTIONS OF DUAL GENERALIZED ORDER STATISTICS.
- Published in:
- Pakistan Journal of Statistics, 2010, v. 26, n. 4, p. 615
- By:
- Publication type:
- Article
A Conditional Expectation on the Tensor Product of Exel-Laca algebras.
- Published in:
- Note di Matematica, 2019, v. 39, n. 1, p. 25, doi. 10.1285/i15900932v39n1p25
- By:
- Publication type:
- Article
ON THE COMPOSITION OF CONDITIONAL EXPECTATION AND MULTIPLICATION OPERATORS.
- Published in:
- Kragujevac Journal of Mathematics, 2022, v. 46, n. 6, p. 883, doi. 10.46793/KgJMat2206.883E
- By:
- Publication type:
- Article
A CHANGE OF MEASURE FORMULA FOR RECURSIVE CONDITIONAL EXPECTATIONS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 2, p. 1, doi. 10.1142/S0219024924500080
- By:
- Publication type:
- Article
Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses.
- Published in:
- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1953, doi. 10.1007/s11009-021-09888-0
- By:
- Publication type:
- Article
Conditioning using conditional expectations: the Borel-Kolmogorov Paradox.
- Published in:
- Synthese, 2017, v. 194, n. 7, p. 2595, doi. 10.1007/s11229-016-1070-8
- By:
- Publication type:
- Article
Larotonda spaces: Homogeneous spaces and conditional expectations.
- Published in:
- International Journal of Mathematics, 2016, v. 27, n. 2, p. -1, doi. 10.1142/S0129167X16500026
- By:
- Publication type:
- Article
Weak and Strong Martingale Convergences of Generalized Conditional Expectations in Noncommutative L[sup p]-Spaces.
- Published in:
- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2001, v. 4, n. 2, p. 195, doi. 10.1142/S0219025701000395
- By:
- Publication type:
- Article
Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems.
- Published in:
- Mathematical Methods of Operations Research, 2020, v. 91, n. 3, p. 405, doi. 10.1007/s00186-019-00687-5
- By:
- Publication type:
- Article