Artículos relacionados con Martingalas

• On some mean oscillation inequalities for martingales. (0214-1493)
• On compact Ito's formulas for martingales of m_c⁴. (0214-1493)
• Martingale conditions on a beta-type learning process with two operators and simple noncontingent reinforcement. 2. General case. (0041-0241)
• Essentially complete class of the controls based on a sufficient process. (0041-0241)
• First emptiness time and extensions of Wald's identity. (0213-8190)
• Variable embedding in brownian motion with drift. (0213-8190)
• Stochastic differential calculus for processes with n-dimensional parameter. (0210-7821)
• Multiplicative square functions. (0213-2230)
• On independent times and positions for Brownian motions. (0213-2230)
• Uniformly convex operators and martingale type. (0213-2230)
• Poissonian products of random weights: uniform convergence and related measures. (0213-2230)
• Beta-gamma random variables and intertwining relations between certain Markov processes. (0213-2230)
• Decomposition of two parameter martingales. (0210-7821)
• Arrêt optimal dans une classe de temps d'arrêt. (0210-7821)
• On the law of large numbers for continuous-time martingales and applications to statistics. (0210-7821)
• Contribution to the study of the stochastic integral. (0210-7821)
• Representation of operators with martingales and the Radon-Nikodým property. (0213-8743)
• Again on the weak law in martingale type p Banach spaces. (0213-8743)
• Fonctionnelle additive et ellipticité. (0213-8743)
• Boundedness on stochastic Petri nets. (0214-3577)
• The martingale Smirnov class. (0010-0757)