Works matching DE "MARTINGALES (Mathematics)"
Results: 1614
On the Quenched Functional Central Limit Theorem for Stationary Random Fields under Projective Criteria.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2024, v. 21, n. 2, p. 1215, doi. 10.30757/ALEA.v21-47
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Interacting Edge-Reinforced Random Walks.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2024, v. 21, n. 2, p. 1041, doi. 10.30757/ALEA.v21-41
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Multitype self-similar growth-fragmentation processes.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2024, v. 21, n. 2, p. 985, doi. 10.30757/ALEA.v21-40
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- Article
A martingale approach to time-dependent and time-periodic linear response in Markov jump processes.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2024, v. 21, n. 2, p. 863, doi. 10.30757/ALEA.v21-36
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Integrated Covariance Estimation using High-Frequency Data in the Presence of Noise.
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- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 68, doi. 10.1093/jjflnec/nbl011
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- Article
INFERENCE ON VIA GENERALIZED SPECTRUM AND NONLINEAR TIME SERIES MODELS.
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- Review of Economics & Statistics, 2003, v. 85, n. 4, p. 1048, doi. 10.1162/003465303772815925
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- Article
Does household consumption behave as a martingale? A test for rural South India.
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- Review of Economics & Statistics, 1993, v. 75, n. 3, p. 500, doi. 10.2307/2109464
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AN EMPIRICAL ANALYSIS OF EX ANTE PROFITS FROM FORWARD SPECULATION IN FOREIGN EXCHANGE MARKETS.
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- Review of Economics & Statistics, 1991, v. 73, n. 3, p. 489, doi. 10.2307/2109573
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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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- Article
The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience.
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- Methodology & Computing in Applied Probability, 2024, v. 26, n. 1, p. 1, doi. 10.1007/s11009-023-10063-w
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- Article
Profile of Random Exponential Recursive Trees.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 259, doi. 10.1007/s11009-020-09831-9
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On Nodes of Small Degrees and Degree Profile in Preferential Dynamic Attachment Circuits.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 625, doi. 10.1007/s11009-019-09726-4
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- Article
Ruin Probability in a Correlated Aggregate Claims Model with Common Poisson Shocks: Application to Reinsurance.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 675, doi. 10.1007/s11009-015-9448-5
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Option Pricing Under Jump-Diffusion Processes with Regime Switching.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 829, doi. 10.1007/s11009-015-9462-7
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On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 1, p. 107, doi. 10.1007/s11009-014-9399-2
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Market Viability and Martingale Measures under Partial Information.
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- Methodology & Computing in Applied Probability, 2015, v. 17, n. 1, p. 15, doi. 10.1007/s11009-014-9397-4
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Approximation of Fractional Brownian Motion by Martingales.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 539, doi. 10.1007/s11009-012-9313-8
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An Urn Model for Population Mixing and the Phases Within.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 683, doi. 10.1007/s11009-012-9275-x
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- Article
Call Option Prices Based on Bessel Processes.
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- Methodology & Computing in Applied Probability, 2011, v. 13, n. 2, p. 329, doi. 10.1007/s11009-009-9151-5
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Option Pricing for Log-Symmetric Distributions of Returns.
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- Methodology & Computing in Applied Probability, 2009, v. 11, n. 3, p. 339, doi. 10.1007/s11009-007-9038-2
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- Article
A Stopping Criterion for a Dynamic Competing Risks Model.
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- Methodology & Computing in Applied Probability, 2000, v. 2, n. 2, p. 203, doi. 10.1023/A:1010002224000
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An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs.
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- Computational Economics, 2012, v. 39, n. 1, p. 1, doi. 10.1007/s10614-010-9209-z
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New Procedures for Testing Whether Stock Price Processes are Martingales.
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- Computational Economics, 2011, v. 37, n. 1, p. 67, doi. 10.1007/s10614-010-9206-2
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Doob's maximal inequality and Burkholder–Davis–Gundy's inequality on Musielak–Orlicz spaces.
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- Mathematische Zeitschrift, 2023, v. 303, n. 3, p. 1, doi. 10.1007/s00209-023-03221-w
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Sharp moment estimates for martingales with uniformly bounded square functions.
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- Mathematische Zeitschrift, 2022, v. 302, n. 1, p. 181, doi. 10.1007/s00209-022-03064-x
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On some inequalities for Doob decompositions in Banach function spaces.
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- Mathematische Zeitschrift, 2010, v. 265, n. 4, p. 865, doi. 10.1007/s00209-009-0546-3
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Martingale theory for housekeeping heat.
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- Europhysics News, 2019, v. 50, n. 2, p. 6
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Brownian motion on Perelman's almost Ricci-flat manifold.
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- Journal für die Reine und Angewandte Mathematik, 2020, v. 2020, n. 764, p. 217, doi. 10.1515/crelle-2019-0014
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- Article
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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Estimation of the quadratic variation of log prices based on the Itô semi-martingale.
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- Electronic Research Archive, 2024, v. 32, n. 2, p. 1, doi. 10.3934/era.2024038
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Martingale transforms on Banach function spaces.
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- Electronic Research Archive, 2022, v. 30, n. 6, p. 1, doi. 10.3934/era.2022114
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Market efficiency and random number generators in Solvency II.
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- International Journal of Financial Engineering, 2022, v. 9, n. 2, p. 1, doi. 10.1142/S2424786321500286
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- Article
一类空间面板数据模型的经验似然推断.
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- Journal of Guangxi Normal University - Natural Science Edition, 2022, v. 40, n. 1, p. 30, doi. 10.16088/j.issn.1001-6600.2021060918
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An approximation to the subfractional Brownian sheet using martingale differences.
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- Journal of Inequalities & Applications, 2015, v. 2015, n. 1, p. 1, doi. 10.1186/s13660-015-0625-4
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The moment of maximum normed randomly weighted sums of martingale differences.
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- Journal of Inequalities & Applications, 2015, v. 2015, n. 1, p. 1, doi. 10.1186/s13660-015-0786-1
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PAC-Bayesian inequalities of some random variables sequences.
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- Journal of Inequalities & Applications, 2015, v. 2015, n. 1, p. 1, doi. 10.1186/s13660-015-0768-3
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- Article
The moment of maximum normed randomly weighted sums of martingale differences.
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- Journal of Inequalities & Applications, 2015, v. 2015, n. 1, p. 1, doi. 10.1186/s13660-015-0786-1
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- Article
Some results for demimartingales and N-demimartingales.
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- Journal of Inequalities & Applications, 2014, v. 2014, p. 1, doi. 10.1186/1029-242X-2014-489
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- Article
BMO-Lorentz martingale spaces.
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- Journal of Inequalities & Applications, 2013, v. 2013, n. 1, p. 1, doi. 10.1186/1029-242X-2013-371
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- Article
Convergence Theorems for Partial Sums of Arbitrary Stochastic Sequences.
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- Journal of Inequalities & Applications, 2010, v. 2010, p. 1, doi. 10.1155/2010/168081
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- Article
On the maximal spectral type of a class of rank one transformations.
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- Dynamical Systems: An International Journal, 2012, v. 27, n. 4, p. 515, doi. 10.1080/14689367.2012.725160
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- Article
A Martingale Posterior-Based Fault Detection and Estimation Method for Electrical Systems of Industry.
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- Mathematics (2227-7390), 2024, v. 12, n. 20, p. 3200, doi. 10.3390/math12203200
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- Article
A U-Statistic for Testing the Lack of Dependence in Functional Partially Linear Regression Model.
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- Mathematics (2227-7390), 2024, v. 12, n. 16, p. 2588, doi. 10.3390/math12162588
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From Classical to Modern Nonlinear Central Limit Theorems.
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- Mathematics (2227-7390), 2024, v. 12, n. 14, p. 2276, doi. 10.3390/math12142276
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Dynamic Mean–Variance Portfolio Optimization with Value-at-Risk Constraint in Continuous Time.
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- Mathematics (2227-7390), 2024, v. 12, n. 14, p. 2268, doi. 10.3390/math12142268
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Concepts of Statistical Causality and Strong and Weak Properties of Predictable Representation.
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- Mathematics (2227-7390), 2024, v. 12, n. 5, p. 722, doi. 10.3390/math12050722
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Exponential Inequality of Marked Point Processes.
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- Mathematics (2227-7390), 2023, v. 11, n. 4, p. 881, doi. 10.3390/math11040881
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- Article
Evolution Strategies under the 1/5 Success Rule.
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- Mathematics (2227-7390), 2023, v. 11, n. 1, p. 201, doi. 10.3390/math11010201
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Wavelet Density and Regression Estimators for Continuous Time Functional Stationary and Ergodic Processes.
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- Mathematics (2227-7390), 2022, v. 10, n. 22, p. 4356, doi. 10.3390/math10224356
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