Probability with Martingales
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- A note on the no arbitrage condition for international financial markets
- How liquid is biological signalling?
- Measure changes with extinction
- Evolution in games with a continuous action space
- Bisexual branching processes with offspring and mating depending on the number of couples in the population
- Asymptotic theory for the multidimensional random on-line nearest-neighbour graph
- Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure
- On occurrence of subpattern and method of gambling teams
- Existence of densities of solutions of stochastic differential equations by Malliavin calculus
- A game of prediction with expert advice
- DNA models and algorithms for NP-complete problems
- Central limit theorem for nonlinear filtering and interacting particle systems
- Long-time behavior and coexistence in a mutually catalytic branching model
- Stochastic pension fund modelling
- No NP problems averaging over ranking of distributions are harder
- On the worst conditional expectation.
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Asymptotics for renewal-reward processes with retrospective reward structure
- Analysis of random walks in dynamic random environments via \(L^2\)-perturbations
- Regularity properties in a state-constrained expected utility maximization problem
- Orthogonal decompositions in Hilbert A-modules
- The sharp threshold for making squares
- Black-Scholes in a CEV random environment
- A phase transition regarding the evolution of bootstrap processes in inhomogeneous random graphs
- Stochastic Ising model with flipping sets of spins and fast decreasing temperature
- Evolutionary game theory: a renaissance
- Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish
- Consensus and voting on large graphs: an application of graph limit theory
- Determination of system dimensionality from observing near-normal distributions
- A strong ergodic theorem for extreme and intermediate order statistics
- Safe probability
- One-dimensional long-range diffusion-limited aggregation. III: The limit aggregate
- Robust bounds in multivariate extremes
- Detecting Markov chain instability: a Monte Carlo approach
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options
- Homogenization for a class of generalized Langevin equations with an application to thermophoresis
- Sequential tests controlling generalized familywise error rates
- Mean-risk portfolio management with bankruptcy prohibition
- Graph summarization with quality guarantees
- Two weight \(L^{p}\) estimates for paraproducts in non-homogeneous settings
- Regularity of the speed of biased random walk in a one-dimensional percolation model
- Stability and probability. I: Convergence for queueing networks via Lyapunov optimization
- Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
- A new class of dual upper bounds for early exercisable derivatives encompassing both the additive and multiplicative bounds
- Weak time-derivatives and no-arbitrage pricing
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures
- On spaced seeds for similarity search
- Introduction to the numerical analysis of stochastic delay differential equations
- Approximate p-values for local sequence alignments.
- Recursive estimation of a drifted autoregressive parameter.
- No more than three favorite sites for simple random walk
- A cyclically catalytic super-Brownian motion
- A central limit theorem with applications to percolation, epidemics and Boolean models.
- A few remarks on Bryc's paper on random fields with linear regressions
- Point processes in fast Jackson networks
- On the speed of convergence for two-dimensional first passage Ising percolation.
- A law of large numbers for random walks in random mixing environments.
- Vertex ordering and partitioning problems for random spatial graphs.
- Quantitative solution of omega-regular games
- Optimal stopping for dynamic convex risk measures
- Random walks with occasionally modified transition probabilities
- On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory
- Coupling and self-stabilization
- Implications of parameter uncertainty on option prices
- Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction
- Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior
- Decision with multiple alternatives: geometric models in higher dimensions -- the disk model
- Effective Erdős-Wintner theorems for digital expansions
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs
- Convergence in the p-contest
- A policy iteration algorithm for the American put option and free boundary control problems
- Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
- Dynamics on the space of 2-lattices in 3-space
- Two-weighted estimates for positive operators and Doob maximal operators on filtered measure spaces
- TIFIM: a two-stage iterative framework for influence maximization in social networks
- Randomness deficiencies
- Discrete-time consensus strategy for a class of high-order linear multiagent systems under stochastic communication topologies
- On a somewhat forgotten condition of Hasegawa and on Blackwell's example
- The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
- The impact of scheduling policies on the waiting-time distributions in polling systems
- Level-set percolation of the Gaussian free field on regular graphs II: finite expanders
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- Favorite sites of a persistent random walk
- A phase transition for preferential attachment models with additive fitness
- Matrix measures and finite rank perturbations of self-adjoint operators
- Asymptotic properties of Bernstein estimators on the simplex
- An upper bound for the _1-variation along the road to agreement
- Burkholder theorem in Riesz spaces
- Discrete fractional stochastic Grönwall inequalities arising in the numerical analysis of multi-term fractional order stochastic differential equations
- Stability of non-linear filter for deterministic dynamics
- Contextuality and dichotomizations of random variables
- A note on topological aspects in dynamic games of resource extraction and economic growth theory
- Moment estimates in the first Borel-Cantelli lemma with applications to mean deviation frequencies
- On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization
- Limit theorems and ergodicity for general bootstrap random walks
- On the generalized logistic random differential equation: theoretical analysis and numerical simulations with real-world data
- On 2D Eulerian limits à la Kuksin
- Adaptive sampling line search for local stochastic optimization with integer variables
- `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
- Dimension results for the spectral measure of the circular ensembles
This page was built for publication: Probability with Martingales
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3997813)