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Some results on finite discreet martingalesAlgunos resultados sobre martingalas discretas finitas
(Pereira : Universidad Tecnológica de PereiraFacultad de Ciencias Básicas, 2011)
The concept of the conditional expectation in the MartingalesEl concepto de la esperanza condicional en las Martingalas
(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 ...
Spatially independent martingales, intersections and applications
(American Mathematical Society, 2018-01)
We define a class of random measures, spatially independent martingales, which we view as a natural generalization of the canonical random discrete set, and which includes as special cases many variants of fractal percolation ...
Martingale and roulette gameMartingalas y el juego de la ruleta
(Pereira : Universidad Tecnológica de PereiraFacultad de Ciencias Básicas, 2011)
A class of asymptotically normal degenerate quasi U-statistics
(Springer HeidelbergHeidelbergAlemanha, 2011)
A medida harmônica do cuboThe harmonic measure of the cube
([s.n.], 2014)