Displaying similar documents to “On the Argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies”

Random coincidence degree theory with applications to random differential inclusions

Enayet U, Tarafdar, P. Watson, George Xian-Zhi Yuan (1996)

Commentationes Mathematicae Universitatis Carolinae

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The aim of this paper is to establish a random coincidence degree theory. This degree theory possesses all the usual properties of the deterministic degree theory such as existence of solutions, excision and Borsuk’s odd mapping theorem. Our degree theory provides a method for proving the existence of random solutions of the equation L x N ( ω , x ) where L : dom L X Z is a linear Fredholm mapping of index zero and N : Ω × G ¯ 2 Z is a noncompact Carathéodory mapping. Applications to random differential inclusions are also...

Elementary Introduction to Stochastic Finance in Discrete Time

Peter Jaeger (2012)

Formalized Mathematics

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This article gives an elementary introduction to stochastic finance (in discrete time). A formalization of random variables is given and some elements of Borel sets are considered. Furthermore, special functions (for buying a present portfolio and the value of a portfolio in the future) and some statements about the relation between these functions are introduced. For details see: [8] (p. 185), [7] (pp. 12, 20), [6] (pp. 3-6).