CORC

浏览/检索结果: 共9条,第1-9条 帮助

已选(0)清除 条数/页:   排序方式:
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23, 页码: 20
作者:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:16/0  |  提交时间:2018/07/30
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23
作者:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23
作者:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:11/0  |  提交时间:2019/12/31
MEAN-VARIANCE POLICY FOR DISCRETE-TIME CONE-CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM-VARIANCE SIGNED SUPERMARTINGALE MEASURE 期刊论文
MATHEMATICAL FINANCE, 2017, 卷号: 27, 期号: 2, 页码: 471-504
作者:  Cui, Xiangyu;  Li, Duan;  Li, Xun
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
On Girsanov and generalized Feynman-Kac transformations for symmetric processes 期刊论文
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2007, 卷号: 10, 期号: 2, 页码: 141-163
作者:  Chen, Chuan-Zhong;  Ma, Zhi-Ming;  Sun, Wei
收藏  |  浏览/下载:11/0  |  提交时间:2018/07/30
The strong law under a semiparametric model for truncated and censored data 期刊论文
STATISTICS & PROBABILITY LETTERS, 2006, 卷号: 76, 期号: 14, 页码: 1550-1558
作者:  Sun, Liuquan
收藏  |  浏览/下载:13/0  |  提交时间:2018/07/30
The smallest g-supermartingale and reflected BSDE with single and double L~2 obstacles 期刊论文
Annales de L\'Institut Henri Poincare. Probabilités et statistiques, 2005, 卷号: 41, 期号: 3, 页码: 605-630
作者:  Shige Peng;  Mingyu Xu
收藏  |  浏览/下载:2/0  |  提交时间:2020/01/03
The strong law under random truncation 其他
1998-01-01
He, SY; Yang, GL
收藏  |  浏览/下载:2/0  |  提交时间:2015/11/16
The strong law for the P-L estimate in the left truncated and right censored model (I) 其他
1998-01-01
He, SY
收藏  |  浏览/下载:3/0  |  提交时间:2015/11/16


©版权所有 ©2017 CSpace - Powered by CSpace