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- Publication Type Supermartingale shadow couplings: the decreasing case 2024-01-16 Paper A potential-based construction of the increasing supermartingale coupling...10 bytes (17 words) - 12:32, 14 March 2024
- maximization problems: An Orlicz space approach 2008-07-01 Paper The supermartingale property of the optimal wealth process for general semimartingales 2007-12-16...10 bytes (16 words) - 15:12, 7 December 2023
- Publication Type Supermartingale shadow couplings: the decreasing case 2024-01-16 Paper A potential-based construction of the increasing supermartingale coupling...10 bytes (16 words) - 14:15, 24 September 2023
- Publication Date of Publication Type A supermartingale argument for characterizing the functional Hill process weak law for small parameters 2017-11-17...10 bytes (18 words) - 03:56, 10 December 2023
- Stochastic Stability for Discrete-Time Markovian Jump Singular Systems via Supermartingale Approach 2023-09-26 Paper H∞ filtering of discrete-time Markovian jump...10 bytes (16 words) - 23:09, 24 September 2023
- exponential functionals motivated by extreme value theory 2019-01-18 Paper A supermartingale argument for characterizing the functional Hill process weak law for...10 bytes (18 words) - 19:39, 13 December 2023
- Paper Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient 2019-02-01 Paper https://portal...10 bytes (17 words) - 00:54, 10 December 2023
- of semimartingales 2023-04-04 Paper On representations of the set of supermartingale measures and applications in continuous time 2022-07-05 Paper https://portal...10 bytes (16 words) - 21:14, 24 September 2023
- Prediction with Expert Advice under Discounted Loss 2010-10-01 Paper Supermartingales in prediction with expert advice 2010-07-07 Paper Prediction with Expert...10 bytes (17 words) - 13:28, 28 January 2024
- maximization 2022-12-07 Paper Robust utility maximization in terms of supermartingale measures 2022-09-14 Paper On a property of the Fenchel transform 2022-03-29...10 bytes (18 words) - 01:44, 25 September 2023
- of an equivalent supermartingale density for a fork-convex family of stochastic processes 2010-09-24 Paper Equivalent supermartingale densities and measures...10 bytes (18 words) - 03:01, 11 December 2023
- large numbers for adapted sequences and application to multivalued supermartingale 2020-10-27 Paper Strong law of large numbers of Pettis-integrable multifunctions...10 bytes (16 words) - 10:05, 25 September 2023
- ML estimation in the presence of recurrent events 2019-10-02 Paper A supermartingale argument for characterizing the functional Hill process weak law for...10 bytes (16 words) - 10:15, 11 December 2023
- Robust pricing and hedging around the globe 2020-02-21 Paper Canonical supermartingale couplings 2018-11-08 Paper Monotonicity preserving transformations of...10 bytes (16 words) - 17:16, 24 September 2023
- large numbers for adapted sequences and application to multivalued supermartingale 2020-10-27 Paper Set valued Aumann-Pettis integrable martingale representation...10 bytes (16 words) - 15:18, 13 December 2023
- variation and the application to \(G\)-Sobolev spaces 2019-06-28 Paper Supermartingale decomposition theorem under \(G\)-expectation 2018-08-24 Paper Stein...10 bytes (16 words) - 21:31, 11 December 2023
- condition 1990-01-01 Paper A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems 1988-01-01...10 bytes (18 words) - 17:08, 12 December 2023
- Stochastic Stability for Discrete-Time Markovian Jump Singular Systems via Supermartingale Approach 2023-09-26 Paper H∞ filtering of discrete-time Markovian jump...10 bytes (16 words) - 17:41, 9 December 2023
- Interpolation: An Empirical Study of Selection Criteria 2024-01-11 Paper A supermartingale approach to Gaussian process based sequential design of experiments...10 bytes (16 words) - 15:49, 6 October 2023
- of Doob's maximal inequalities 2015-08-20 Paper On the submartingale/supermartingale property of diffusions in natural scale 2015-08-20 Paper A characterization...10 bytes (19 words) - 16:16, 9 December 2023
