Martingale相关论文
It is proved in this paper that a pair of measurable functions satisfying the good-λ inequality yields quasi-norm inequ......
MARTINGALE REPRESENTATION AND LOGARITHMIC-SOBOLEV INEQUALITY FOR THE FRACTIONAL ORNSTEIN-UHLENBECK M
In this paper,we consider the measure determined by a fractional OrnsteinUhlenbeck process.For such a measure,we establi......
<正> In this paper, M is a uniformly integrable martingale with M0=0. Set...
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Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equa
The Razumikhin-type theorems on the pth moment exponential stability and the almost sure exponential stability for the n......
在这份报纸，我们使用功能参数，由 Persson 介绍了，到 Lorentz 鞅空格的真实插值。有关 Lorentz 鞅空格的一些新插值定理被提出。我们......
Several theorems for atomic decompositions of Banach-space-valued martingales are proved. As their applications, the rel......
The notion of No Free Lunch with Vanishing Risk (or NFLVR in short) w.r.t. admissible strategies depends on the choice o......
The strong convergence and convergence rate of the random quadratic formss1T(S1S1T)ms1 and s1T(SST)ms1 are set up. The a......
In this paper,the weak Orlicz space wL Φ is introduced and its applications to the martingale theory are discussed.In p......
In this paper some inequalities for maximal operator and p-power operator of martin-gales with values in Banach spaces a......
A correlated aggregate claim model with m dependent classes of insurance business is constructed, in which claim occurre......
Modeling and Analysis of Logistics System Based on Stochastic Petri Net under Supply Chain Circumsta
In order to describe the impacts of adjustment ability of logistics system on the profit and cost of logistics system,we......
0.IntroductionandSummaryThecelebratedpapersof[2]and[3],pavedthewayforpricingoptionsonstocks,onthebasisofthefollowingprin......
From the view of hominine bounded rationalities, this paper analyzes the important relationships between ecology and eco......
This paper considers the pricing of LIBOR futures in the Cox-Ingersoll-Ross(CIR)modelunder Pozdnyakov and Steele(2004)......
The purpose of this paper is to oite an example.We construot a referencesystem(Ω~0,~0,(~0)(t≥0),p~0),on which the mar......
研究建立两类理赔关系的二维复合泊松模型的最优分红与注资问题,目标为最大化分红减注资的折现,该问题由随机控制问题刻画,通过解......
在不完全市场条件下研究了一般情形下的损失厌恶投资者的连续时间投资组合选择模型.面对市场风险,投资者的偏好由一个S-型的价值函......
本文研究具备最低身故利益保证的变额年金的定价问题.该模型中,假设无风险利率,投资基金的波动率是被连续时间有限状态马尔科夫链......
在二维框架下,研究了两种类型的破产.当索赔分布是重尾分布时,对于这两种类型的破产,分别得到了生存概率满足的积分-微分方程,以及......
A continuous-rime finite-state Markov chain observed in white noise is considered. The well-known result of Wonham filt......
,Function projective synchronization between two different complex networks with correlated random d
Although function projective synchronization in complex dynamical networks has been extensively studied in the literatur......
This paper considers a consumption and investment decision problem with a higher in terest rate for borrowing as well as......
Under the Heath-Jarrow-Morton(HJM)framework,this paper studies the pricing models of three European foreign zero-coupon ......
Assume that there is additional market information in the financial market,which isrepresented by n given T-contingent ......
本文研究了不完备的离散时间股票市场下未定权益的定价的对冲问题. 利用在最小方差准则下选择概率测度Q或权重函数LN来求最优投资......
Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic morta
This paper extends the model and analysis of Lin,Tan and Yang(2009).We assume that the financial market follows a regime......
To capture the subdiffusive characteristics of financial markets,the subordinated process,directed by the inverse Q-stal......
This paper considers the pricing of LIBOR futures in the Cox-Ingersoll-Ross(CIR)model under Pozdnyakov and Steele(2004)......
该文从挂篮荷载计算、施工流程、支座及临时固结施工、挂篮安装及试验、合拢段施工、模板制作安装、钢筋安装、混凝土的浇筑及养生......
假设市场是完备的,在文中使用了计价单位变换,等价鞅测度理论和无套利原理研究了股票价格具有时滞的欧式择好期权,得到了欧式择好......
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We address the question of how the structure condition is affected when one possesses some additional information at the......
In this paper, we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
The Black-Scholes model does not account non-Markovian property and volatility smile or skew although asset price might ......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
In this paper, we characterize the players’ behavior in the stock market by the repeated game model with asymmetric inf......
强偏差定理一直是国际概率论界研究的中心课题之一.通过构造适当的非负鞅,将Doob鞅收敛定理应用于几乎处处收敛的研究,给出了一类......
The authors establish a kind of inequalities for nonnegative submartingales which depend on two functions φ and ψ, and......
