Search results

From MaRDI portal
View (previous 20 | ) (20 | 50 | 100 | 250 | 500)
  • semimartingales to stochastically continuous processes with conditionally independent increments 1983-01-01 Paper https://portal.mardi4nfdi.de/entity/Q3317822...
    10 bytes (18 words) - 12:30, 24 September 2023
  • utility 2011-03-29 Paper Utility maximization in models with conditionally independent increments 2010-12-27 Paper On using shadow prices in portfolio optimization...
    10 bytes (16 words) - 16:44, 11 December 2023
  • Limit theorems for stochastically continuous fields with conditionally independent increments 1983-01-01 Paper https://portal.mardi4nfdi.de/entity/Q3664120...
    10 bytes (18 words) - 22:19, 22 September 2023
  • stochastic integrals to a continuous local martingale with conditionally independent increments 2015-09-08 Paper https://portal.mardi4nfdi.de/entity/Q5405417...
    10 bytes (17 words) - 17:16, 11 December 2023
  • spaces 2011-05-05 Paper Utility maximization in models with conditionally independent increments 2010-12-27 Paper On using shadow prices in portfolio optimization...
    10 bytes (18 words) - 22:09, 9 December 2023
  • SEMIMARTINGALES TO STOCHASTICALLY CONTINUOUS PROCESSES WITH INDEPENDENT AND CONDITIONALLY INDEPENDENT INCREMENTS 1983-01-01 Paper On convergence in variation of the...
    10 bytes (19 words) - 20:56, 8 December 2023
  • Limit theorems for stochastically continuous fields with conditionally independent increments 1982-01-01 Paper Comparison principle for systems of differential...
    10 bytes (18 words) - 12:13, 24 September 2023
  • nonexchangeable \(0\)-\(1\) random variables 2012-11-15 Paper Conditionally Independent Increment Point Processes 2011-07-08 Paper De Finetti-type theorems...
    10 bytes (17 words) - 03:32, 13 December 2023
  • 1976-01-01 Paper Characterization of stochastic processes with conditionally independent increments 1976-01-01 Paper The structure of Fölmer's measure and some...
    10 bytes (17 words) - 00:18, 12 December 2023
  • Controlled Markov Chains and Markov Games 2011-11-22 Paper Conditionally Independent Increment Point Processes 2011-07-08 Paper The vanishing discount approach...
    10 bytes (18 words) - 21:50, 10 December 2023
  • SEMIMARTINGALES TO STOCHASTICALLY CONTINUOUS PROCESSES WITH INDEPENDENT AND CONDITIONALLY INDEPENDENT INCREMENTS 1983-01-01 Paper https://portal.mardi4nfdi.de/entity/Q3333807...
    10 bytes (19 words) - 19:49, 11 December 2023
  • processes 1972-01-01 Paper Conditional Poisson processes 1972-01-01 Paper Processes with conditional stationary independent increments 1972-01-01 Paper Functions...
    10 bytes (18 words) - 19:41, 8 December 2023
  • Hölder norm 2007-05-24 Paper A SELF-NORMALIZED LIL FOR CONDITIONALLY TRIMMED SUMS AND CONDITIONALLY CENSORED SUMS 2007-04-10 Paper Chung LIL for integrated...
    10 bytes (17 words) - 19:53, 9 December 2023
  • in deterioration models with independent increments 2015-02-26 Paper Stochastic comparison of multivariate conditionally dependent mixtures 2014-06-18...
    10 bytes (16 words) - 17:44, 8 December 2023
  • in deterioration models with independent increments 2015-02-26 Paper Stochastic comparison of multivariate conditionally dependent mixtures 2014-06-18...
    10 bytes (18 words) - 20:39, 11 December 2023
  • conditioned to reach a high level 2011-07-08 Paper On Sums of Conditionally Independent Subexponential Random Variables 2011-04-27 Paper An Introduction...
    10 bytes (18 words) - 01:52, 11 December 2023
  • tail asymptotically independent claims 2016-08-29 Paper Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to...
    10 bytes (16 words) - 17:31, 6 October 2023
  • ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims 2022-05-30 Paper Asymptotic behavior for...
    10 bytes (16 words) - 17:11, 6 October 2023
  • Proof of the Unboundedness of Homogeneous Stochastic Processes with Independent Increments 2013-02-04 Paper Stopping times 2012-11-20 Paper Martingale summation...
    10 bytes (18 words) - 14:44, 10 December 2023
  • with heavy-tailed increments 2012-01-27 Paper Uniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums...
    10 bytes (17 words) - 14:20, 8 December 2023
View (previous 20 | ) (20 | 50 | 100 | 250 | 500)