Probability theory
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(18)- Introduction to stochastic finance: random variables and arbitrage theory
- Fubini's theorem for non-negative or non-positive functions
- Cylindrical martingale problems associated with Lévy generators
- Fubini's theorem on measure
- Fubini's theorem
- Adaptive wavelet methods for elliptic partial differential equations with random operators
- Reconstruction of the one-dimensional Lebesgue measure
- An adaptive stochastic Galerkin method for random elliptic operators
- Beyond simplified pair-copula constructions
- Structure-preserving equivalent martingale measures for H-SII models
- A characterization of the martingale property of exponentially affine processes
- scientific article; zbMATH DE number 3317711 (Why is no real title available?)
- Dynamical spectrum of power-free integers in quadratic number fields and beyond
- An explicit formula for free multiplicative Brownian motions via spherical functions
- Long-term yield in an affine HJM framework on \(S_{d}^{+}\)
- A strong consistency result for fuzzy relative frequencies interpreted as estimator for the fuzzy-valued probability
- On a strong metric on the space of copulas and its induced dependence measure
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
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