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A class of asymptotically normal degenerate quasi U-statistics
(Springer HeidelbergHeidelbergAlemanha, 2011)
Feasible analysis, randomness, and base invariance
(Springer, 2015-04)
We show that polynomial time randomness of a real number does not depend on the choice of a base for representing it. Our main tool is an ‘almost Lipschitz’ condition that we show for the cumulative distribution function ...
The functional Meyer–Tanaka formula
(World Scientific Publishing Co. Pte Ltd, 2017)
The functional Itô formula, firstly introduced by Bruno Dupire for continuous semimartingales, might be extended in two directions: different dynamics for the underlying process and/or weaker assumptions on the regularity ...
BIRTH AND DEATH PROCESSES AS PROJECTIONS OF HIGHER-DIMENSIONAL POISSON PROCESSES
(Applied Probability TrustSheffieldInglaterra, 1995)
Modelos de Lévy de atividade infinita
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2020-06-12)
In this work, we present a class of pure jump Lévy processes A, with internal filtration and
Itô-Lévy decomposition and we established an explicit forms for martingale representation,
main component of our process. ...
Martingale and roulette gameMartingalas y el juego de la ruleta
(Pereira : Universidad Tecnológica de PereiraFacultad de Ciencias Básicas, 2011)
Asymptotic distribution of martingale estimators for a class of epidemic models
(SPRINGER HEIDELBERG, 2012)
Measurability of optimal transportation and strong coupling of martingale measures
(UNIV WASHINGTON, DEPT MATHEMATICS, 2010)