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Martingales on frame bundles
(SpringerDordrechtHolanda, 2008)
Some results on finite discreet martingalesAlgunos resultados sobre martingalas discretas finitas
(Pereira : Universidad Tecnológica de PereiraFacultad de Ciencias Básicas, 2011)
A note on the quasi-stationary distribution of the shiryaev martingale on the positive half-line
(Society for Industrial and Applied Mathematics Publications, 2019)
We obtain a closed-form formula for the quasi-stationary distribution of the classical Shiryaev martingale diffusion considered on the positive half-line [A, +∞) withA>0 fixed; the state space’s left endpoint is assumed ...
Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures
(2021)
In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces.
The integral is constructed via the ...
Lifting theorems for some clases of two parameter martingales
(Universidad Nacuional de Colombia; Sociedad Colombiana de matemáticas, 1998)
By means of nonstandard analysis we establish some lifting theorerms for two parameter stochastic processes, for two parameter martingales and for weak, strong and i-martingales. We also prove that the standard part of an ...