scientific article; zbMATH DE number 2188569

From MaRDI portal
Publication:5461650

zbMath1073.60034MaRDI QIDQ5461650

Wioletta Nowak, Dariusz Majerek, Wieslaw Zieba

Publication date: 26 July 2005


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (20)

Conditional acceptability of random variablesLinear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input ConstraintsOptimal retirement products under subjective mortality beliefsEndogenous current couponsA dynamic equivalence principle for systematic longevity risk managementOn conditional Borel-Cantelli lemmas for sequences of random variablesConditional versions of limit theorems for conditionally associated random variablesSelf-Similar Behavior of a Nonlocal Diffusion Equation with Time DelayRisk-hedging a European option with a convex risk measure and without no-arbitrage conditionConditional Central Limit TheoremModified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is smallConditionally negative association resulting from multinomial distributionComparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variablesA linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noiseCharacterizations of probability distributions through linear forms of \(Q\)-conditional independent random variablesConditional demimartingales and related resultsLinear quadratic mean-field-game of backward stochastic differential systemsRelationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension fundsA conditional version of the extended Kolmogorov-Feller weak law of large numbersConditional mean convergence theorems of conditionally dependent random variables under conditions of integrability




This page was built for publication: