A teacher's note on no-arbitrage criteria
Yuri Kabanov, Christophe Stricker (2001)
Séminaire de probabilités de Strasbourg
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Yuri Kabanov, Christophe Stricker (2001)
Séminaire de probabilités de Strasbourg
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A. Engelbert, H. Engelbert (1980)
Banach Center Publications
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Davar Khoshnevisan (2000)
Séminaire de probabilités de Strasbourg
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Abdul-Hadi N. Ahmed (1990)
Trabajos de Estadística
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Several new multivariate negative dependence concepts such as negative upper orthant dependent in sequence, negatively associated in sequence, right tail negatively decreasing in sequence and upper (lower) negatively decreasing in sequence through stochastic ordering are introduced. These concepts conform with the basic idea that if a set of random variables is split into two sets, then one is increasing whenever the other is decreasing. Our concepts are easily verifiable and enjoy many...
F. Belzunce (2010)
Boletín de Estadística e Investigación Operativa. BEIO
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Leon Brown, Bertram Schreiber (1996)
Studia Mathematica
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This work is concerned with the study of stochastic processes which are continuous in probability, over various parameter spaces, from the point of view of approximation and extension. A stochastic version of the classical theorem of Mergelyan on polynomial approximation is shown to be valid for subsets of the plane whose boundaries are sets of rational approximation. In a similar vein, one can obtain a version in the context of continuity in probability of the theorem of Arakelyan on...
Ebu Tamm (1987)
Kybernetika
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