Homogeneous extensions of random measures
Michael J. Sharpe (1975)
Séminaire de probabilités de Strasbourg
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Michael J. Sharpe (1975)
Séminaire de probabilités de Strasbourg
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H. Länger (1980)
Colloquium Mathematicae
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Richard Lechner, Markus Passenbrunner (2014)
Bulletin of the Polish Academy of Sciences. Mathematics
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In the context of spaces of homogeneous type, we develop a method to deterministically construct dyadic grids, specifically adapted to a given combinatorial situation. This method is used to estimate vector-valued operators rearranging martingale difference sequences such as the Haar system.
Wojciech Szatzschneider (2008)
Banach Center Publications
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With the use of exponential martingales and the Girsanov theorem we show how to calculate bond prices in a large variety of square root processes. We clarify and correct several errors that abound in financial literature concerning these processes. The most important topics are linear risk premia, the Longstaff double square model, and calculations concerning correlated CIR processes.
B. Gilligan (1986)
Matematički Vesnik
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Bernard Maisonneuve (1981)
Séminaire de probabilités de Strasbourg
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Leszek Slominski (1987)
Séminaire de probabilités de Strasbourg
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Sheng-Wu He, Jia-Gang Wang (1982)
Séminaire de probabilités de Strasbourg
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Christophe Stricker (2002)
Séminaire de probabilités de Strasbourg
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Lasserre, Jean B. (1998)
Journal of Convex Analysis
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Nathalie Eisenbaum (2001)
Séminaire de probabilités de Strasbourg
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Jean Jacod (2002)
Séminaire de probabilités de Strasbourg
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