Works matching Conditional expectations

Results: 2089

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:

Do Le Minh

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:

Bekjan, Turdebek N.;
Sageman, Bolathan K.

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:

Crane, Glenis J.;
Van Der Hoek, John

Publication type:

Article

Oracle computability of conditional expectations onto subfactors.

Published in:

New York Journal of Mathematics, 2021, v. 27, p. 1085

By:

Goldbring, Isaac

Publication type:

Article

THE EXISTENCE AND UNIQUENESS OF CONDITIONAL EXPECTATION FOR INTEGRANDS WITH EXTENDED REAL VALUES THROUGH MINIMAL ASSUMPTIONS.

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Bulletin of Mathematical Analysis & Applications, 2023, v. 15, n. 3, p. 29, doi. 10.54671/BMAA-2023-3-2

By:

SLIME, MEKDAD;
EL KAMLI, MOHAMMED;
KHAL, ABDELLAH OULD

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:

Niestegge, Gerd

Publication type:

Article

TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS.

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Probability in the Engineering & Informational Sciences, 2022, v. 36, n. 2, p. 500, doi. 10.1017/S0269964820000674

By:

Zuo, Baishuai;
Yin, Chuancun

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:

Baldocchi, Dennis D.;
Arias Ortiz, Ariane

Publication type:

Article

Tail Conditional Expectations Based on Kumaraswamy Dispersion Models.

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Mathematics (2227-7390), 2021, v. 9, n. 13, p. 1478, doi. 10.3390/math9131478

By:

Ghosh, Indranil;
Marques, Filipe J.

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:

Ortobelli, Sergio;
Kouaissah, Noureddine;
Tichý, Tomáš

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:

Giorgetti, Luca

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:

Ortobelli, Sergio;
Kouaissah, Noureddine;
Tichý, Tomáš

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:

LUOR, Dah-Chin

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:

Tarpey, Thaddeus;
Sanders, Richard D.

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:

Borglin, Anders;
Keiding, Hans

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:

Babaei, E.;
Evstigneev, I. V.;
Schenk-Hoppé, K. R.

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:

Lü, Qi;
van Neerven, Jan

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:

Azouzi, Youssef;
Kuo, Wen-Chi;
Ramdane, Kawtar;
Watson, Bruce

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:

Hess, Christian

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:

Oulghazi, Hamid;
Ezzaki, Fatima

Publication type:

Article

NON-PARAMETRIC ESTIMATION OF CONDITIONAL TAIL EXPECTATION FOR LONG-HORIZON RETURNS.

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Statistica Sinica, 2021, v. 31, n. 1, p. 547, doi. 10.5705/ss.202018.0304

By:

Hwai-Chung Ho;
Hung-Yin Chen;
Henghsiu Tsai

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:

Duan, Jun;
Landsman, Zinoviy;
Yao, Jing

Publication type:

Article

RANGES OF BIMODULE PROJECTIONS AND CONDITIONAL EXPECTATIONS.

Published in:

2012

By:

PLUTA, ROBERT

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:

Wang, Han;
Luca, Rodica

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:

ANDRUCHOW, ESTEBAN;
LAROTONDA, GABRIEL

Publication type:

Article

Operators whose ranges are contained in the null space of conditional expectations.

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Mathematische Nachrichten, 2019, v. 292, n. 11, p. 2427, doi. 10.1002/mana.201800066

By:

Jabbarzadeh, M. R.;
Sharifi, M. H.

Publication type:

Article

Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process.

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Research in the Mathematical Sciences, 2022, v. 9, n. 1, p. 1, doi. 10.1007/s40687-021-00309-9

By:

Sutthimat, Phiraphat;
Rujivan, Sanae;
Mekchay, Khamron;
Rakwongwan, Udomsak

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:

Sutthimat, Phiraphat;
Rujivan, Sanae;
Mekchay, Khamron;
Rakwongwan, Udomsak

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:

Azouzi, Youssef;
Ramdane, Kawtar

Publication type:

Article

Coherent Upper Conditional Expectations Defined by Fractal Measures and the Probabilistic Representation of Quantum States.

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Fluctuation & Noise Letters, 2024, v. 23, n. 5, p. 1, doi. 10.1142/S0219477524400315

By:

Doria, Serena;
Selmi, Bilel

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:

Nogales, A. G.

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:

Su, Xiaonan;
Wang, Xinzhi;
Yang, Yang

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:

Cho, Dong Hyun

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:

Nopporn Thamrongrat;
Sanae Rujivan

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:

Di Ntjnno, G.

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:

Khan, A. H.;
Anwar, Zaki;
Chishti, Safia

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:

Syuhada, Khreshna;
Hakim, Arief;
Sari, Suci

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:

Ristić, Vladimir;
Đorđević, Radosav;
Ikodinović, Nebojša

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:

Wannemuehler, Kathleen A.;
Lyles, Robert H.;
Waller, Lance A.;
Hoekstra, Robert M.;
Klein, Mitchel;
Tolbert, Paige

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:

Alòs, Elisa;
Gatheral, Jim;
Radoičić, Radoš

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:

Imanfar, M.;
Pourabbas, A.

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:

Alonso, Alberto;
Brambila-Paz, Fernando

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:

Matthies, Hermann G.

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:

ESTAREMI, YOUSEF

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:

DI PERSIO, LUCA;
GNOATTO, ALESSANDRO;
PATACCA, MARCO

Publication type:

Article

Characterization of distributions by conditional expectation of generalized order statistics.

Published in:

Statistical Papers, 2008, v. 49, n. 1, p. 101, doi. 10.1007/s00362-006-0364-1

By:

Samuel, Philip

Publication type:

Article

Characterizations based on conditional expectations.

Published in:

Statistical Papers, 2000, v. 41, n. 4, p. 423, doi. 10.1007/BF02925761

By:

Jyh-Cherng Su;
Wen-Jang Huang

Publication type:

Article

Time-Consistent Conditional Expectation Under Probability Distortion.

Published in:: Mathematics of Operations Research, 2021, v. 46, n. 3, p. 1149, doi. 10.1287/moor.2020.1101
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:

Kryger, Esben;
Nordfang, Maj-Britt;
Steffensen, Mogens

Publication type:

Article

Computing conditional expectations of multidimensional diffusion process.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2005, v. 77, n. 4, p. 315, doi. 10.1080/17442500500196885

By:

Lanconelli, Alberto

Publication type:

Article