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排序方式: 共有164条查询结果,搜索用时 15 毫秒
1.
Olav Kallenberg 《Stochastic Processes and their Applications》1992,40(2):199-223
From the predictable reduction of a marked point process to Poisson, we derive a similar reduction theorem for purely discontinuous martingales to processes with independent increments. Both results are then used to examine the existence of stochastic integrals with respect to stable Lévy processes, and to prove a variety of time change representations for such integrals. The Knight phenomenon, where possibly dependent but orthogonal processes become independent after individual time changes, emerges as a general principle. 相似文献
2.
Ajit Chaturvedi 《Annals of the Institute of Statistical Mathematics》1988,40(4):769-783
The sequential procedures developed by Starr (1966, Ann. Math. Statist., 37, 1173–1185) for estimating the mean of a normal population are further analyzed. Asymptotic properties of the regret and first two moments of the stopping rules are studied and second-order approximations are derived. 相似文献
3.
A. Račkauskas 《Acta Appl Math》1995,38(1):109-129
Let(X
i
) be a martingale difference sequence. LetY be a standard normal random variable. We investigate the rate of uniform convergence
相似文献
4.
This paper deals with predictable representation in continuous trading. First of all we give a positive answer to a conjecture of Harrison and Pliska [2]. Then we prove the completeness of a model of mixed type (see[2]). A slight modificationof this example shows that the continuous and purely discontinuous parts of a local martingale depend on the filtration. 相似文献
5.
At each time
6.
研究了取值于Banach空间的集值逆上鞅的收敛性,给出了集值逆上鞅在集列Wijsman收敛,弱收敛及Kuratowski-Mosco收敛意义下的收敛定理,并给出了它们在连续参数集值鞅中的应用。 相似文献
7.
Louis H. Blake 《Stochastic Processes and their Applications》1976,4(2):149-155
A classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergodic theorem is equivalent to the convergence of an associated martingale is expanded to a conditional setting. An equiconvergence theorem of the type established for martingales by N.F.G. Martin and E. Boylan is established in the ergodic case for an ergodic, non-invertible, measure-preserving transformation. 相似文献
8.
In this paper, we provide a new approach to the computation of the Laplace transform of the length of the busy period of the
M/M/1 queue with constrained workload (finite dam), without the use of complex analysis.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
9.
Let M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending Itô-type formulas for M to a function whose 2Nth derivative is Dirac's δ-distribution, Tanaka-type formulas for M are obtained. They represent local time of M with respect to occupation time scaled by the N-fold product of the Stieltjes measure defined by the quadratic variation of M and its kth derivatives in space, where k ≤ N − 1. Applications of Doob's and Burkholder's inequalities give continuity properties: space time continuity for local time, space continuity for the derivatives. In case N is even, for the continuity of the (N − 1)st derivative an additional condition on M is needed which may have a relation to the existence of local times of M w.r.t. different occupation time scales. 相似文献
10.
The present paper contains a martingale representation theorem for set-valued martingales defined on a filtered probability space with a filtration generated by a Brownian motion. It is proved that such type martingales can be defined by some generalized set-valued stochastic integrals with respect to a given Brownian motion. The main result of the paper is preceded by short part devoted to the definition and some properties of generalized set-valued stochastic integrals. 相似文献
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