{"entities":{"Q398201":{"pageid":399968,"ns":120,"title":"Item:Q398201","lastrevid":61543305,"modified":"2026-04-11T00:03:22Z","type":"item","id":"Q398201","labels":{"en":{"language":"en","value":"On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6329292"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$332F4F7E-DE29-4104-9417-6BC8E8549E48","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b000362c3c42f011f6c44200c3a6ae70e2dedd80","datavalue":{"value":{"text":"On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q398201$58AB4122-CA0D-4872-A609-0EA0B269685E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"98bfdcd3e6bb58379cd6cb34a592024713aafc4b","datavalue":{"value":"1312.91096","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$02584DC9-7F5D-4FB1-A264-EFB240C8C612","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ab9394b383b843b9eaa1d962be8c25e118b3cd73","datavalue":{"value":"10.1214/12-BJPS203","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$7EA94390-3F4A-4DFF-BA2F-A91B02193D42","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d9af32c102d889420ae242da71514700b2389fde","datavalue":{"value":{"entity-type":"item","numeric-id":193741,"id":"Q193741"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$75D35535-AB70-4FBE-9D8D-A72E18867617","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"bca65b2b1819715f894ac5d9fa6cbff557f5965a","datavalue":{"value":{"entity-type":"item","numeric-id":132920,"id":"Q132920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$ED3F46B1-92D8-463E-94C3-9D5925F614D4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b9b4b63f7cea1582a3ada3e746b2363fec15bfa5","datavalue":{"value":{"time":"+2014-08-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q398201$41A544BA-A2F9-4E9F-B1E8-39DA99942F8A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"21aa22efbd8410237a1c84b1877007ea3e7447ba","datavalue":{"value":"https://arxiv.org/abs/1206.5756","type":"string"},"datatype":"url"},"type":"statement","id":"Q398201$5D790BD3-C1EE-439A-9F33-0EA96DA8E203","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"2a1343f7187270cc9d0de4f2cea72ed8b0038c19","datavalue":{"value":"https://projecteuclid.org/euclid.bjps/1396615438","type":"string"},"datatype":"url"},"type":"statement","id":"Q398201$D8CB8742-DD76-4983-B3D5-2A8482055854","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$9C0F83C1-700E-4120-82F6-2FBF6F68059C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a45c41232c6931f169bb879be71dd4b7ad0aa1d2","datavalue":{"value":"60G22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$41473B88-2EE9-4B61-BF84-7406FDEDF004","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e52a86b600bbb05d9a7823bf91d423713b4b70ab","datavalue":{"value":"60G50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$0E61198C-712B-47B1-9277-476EC4B9E1A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$EA889873-D6BE-42D5-8E3C-2FAC180FE639","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"88c8d0405ee76c2940780cfb4e0febabc9eae933","datavalue":{"value":"60G48","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$791228C0-79BD-4760-8804-5797098FB422","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b0e497fa25972a5e8a0353b17744210646653683","datavalue":{"value":"91B24","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$FE885657-4D55-41F0-8DAA-0CF1CB08CF83","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9cd6bce9699e3ae370812a48017609373871f25a","datavalue":{"value":"6329292","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$0FAE1786-394A-4B92-BAF8-E2B59858AC1D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b0df18e0e7a09797dc6c12d09ba10307f17ee3af","datavalue":{"value":"stock price model","type":"string"},"datatype":"string"},"type":"statement","id":"Q398201$96C398E2-3A14-4802-8A1E-B9BE084ABE86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"29f90cd83dad24fc82d0e60664cc695c283ac5bf","datavalue":{"value":"random walk","type":"string"},"datatype":"string"},"type":"statement","id":"Q398201$836BACC0-711D-4E21-94A4-21ABAE8988B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"966db26594221093ae08bf0043ea4d3322f3db91","datavalue":{"value":"Gaussian processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q398201$00E2BBC7-7324-468A-BABF-FD9CD5AF442C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a8680d38aff9a803c83659b467541a17a67c525f","datavalue":{"value":"weak convergence","type":"string"},"datatype":"string"},"type":"statement","id":"Q398201$417FDD28-2C49-45FD-B281-5EF95496E4AB","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$094D777A-14D8-49AF-BA6D-7EAFB5881EAC","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a682af290a0812e418b38d8739c3d80fc52d8c3","datavalue":{"value":{"entity-type":"item","numeric-id":1611573,"id":"Q1611573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$4432BB9A-ED30-43A1-BEDD-54FB76C0C02B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bc271794dd25b9ec905df52ec1418e8889e4746f","datavalue":{"value":{"entity-type":"item","numeric-id":2574617,"id":"Q2574617"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$A6A17B89-3278-4B99-A88C-F5EFC07FDA81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e768b9d18ce80555ba781ed2572ac93189b3411","datavalue":{"value":{"entity-type":"item","numeric-id":3420671,"id":"Q3420671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$26C3A478-3DB8-4088-8074-6C123EFC0AD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"de5597bc3769d66bc5889c3f86ecb850639bbece","datavalue":{"value":{"entity-type":"item","numeric-id":5455263,"id":"Q5455263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$4E4ACA5D-B04C-4E32-95DA-0D472864843F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f36a67d95bb5251ce24e008c13471a31f4918139","datavalue":{"value":{"entity-type":"item","numeric-id":2426603,"id":"Q2426603"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$79AFC300-0DE7-49B6-9F61-ED8D5F556C69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"100941d1e58bd699806858ebef21acbb54fa91e1","datavalue":{"value":{"entity-type":"item","numeric-id":4372054,"id":"Q4372054"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$C1207E4C-690B-4A66-9D8E-C4CAD0A18CE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"730633bb29e5e69a1871442a89a0f948e05ee11b","datavalue":{"value":{"entity-type":"item","numeric-id":4220653,"id":"Q4220653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$CE2B4ED4-5042-4C2B-A229-C934F3A2012C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9dec27cc109088d18fa9da078f512fab0d1b0034","datavalue":{"value":{"entity-type":"item","numeric-id":5950464,"id":"Q5950464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$EDEB2794-95A3-4970-838E-25AF0D670D01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d446d716292f9aa6ffbaa67efda9032e72f52260","datavalue":{"value":{"entity-type":"item","numeric-id":980769,"id":"Q980769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q398201$BAFC7AAC-DA9D-4BD7-BAFA-3592177B80AA","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"164c60be3f3489098cf7ad4456cfb143972addf9","datavalue":{"value":"W3126142077","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q398201$A51A4E8A-B63B-4EA2-848C-D6648A8C0346","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1be1d9b83ce9970bacd1475a7591cb9579e50b1d","datavalue":{"value":{"entity-type":"item","numeric-id":1024894,"id":"Q1024894"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"89c4af576e1b24e2d079aab62776ef77f05e34ad","datavalue":{"value":{"amount":"+0.8026461601257324","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q398201$7772C3D4-CCFA-4DA3-AC84-97C9BC88616E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"47798df02a76a01b725a0442aec342580a599735","datavalue":{"value":{"entity-type":"item","numeric-id":1429114,"id":"Q1429114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7ca180ae85d00be564edce3afec8873b440806dc","datavalue":{"value":{"amount":"+0.7715895175933838","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q398201$925D93B0-8809-4940-8AFF-5B86421CA98E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0a1aa3e0f158c7cfdf3b7a58465b831480108d86","datavalue":{"value":{"entity-type":"item","numeric-id":2255014,"id":"Q2255014"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c64475138a4890f6acdbd282aa841ed45351f87","datavalue":{"value":{"amount":"+0.7666200995445251","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q398201$17357C66-2E84-4D00-AFFA-6A9E48E80659","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"216ca4ac73e9dbd8dc84ee5c688d805b37b8a52b","datavalue":{"value":{"entity-type":"item","numeric-id":5950464,"id":"Q5950464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a2c6e3911d3196b414c26ce39e0bb44cc6dcb392","datavalue":{"value":{"amount":"+0.7656267285346985","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q398201$2266364F-B155-4265-B614-F5185CD3E69B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"697ec4d0200fa9fe40d6847735d4d5aa71c33438","datavalue":{"value":{"entity-type":"item","numeric-id":3509353,"id":"Q3509353"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3bdbd61b87dbc648990dbb443657ae90e30ade0d","datavalue":{"value":{"amount":"+0.7595085501670837","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q398201$B79BE121-D487-4F9C-9097-88CD438C5AE7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_free_lunches_in_random_walk_markets_with_short-sale_constraints_and_small_transaction_costs,_and_weak_convergence_to_Gaussian_continuous-time_processes"}}}}}