<--- Back to Details
First PageDocument Content
Probability theory / Martingale theory / Conditional expectation / Martingale / Random variable / Law / Local martingale / Independence / Wiener process / Statistics / Stochastic processes / Probability and statistics
Date: 2012-06-28 08:09:29
Probability theory
Martingale theory
Conditional expectation
Martingale
Random variable
Law
Local martingale
Independence
Wiener process
Statistics
Stochastic processes
Probability and statistics

Random 𝐺-Expectations Marcel Nutz

Add to Reading List

Source URL: www.math.columbia.edu

Download Document from Source Website

File Size: 393,40 KB

Share Document on Facebook

Similar Documents

Probability theory / Mathematical analysis / Probability / Mathematics / Probability axioms / Event / Sigma-algebra / Stochastic process / Martingale / Markov chain / Probability space

Drift Analysis A Tool for Analysing Randomised Search Heuristics1 Per Kristian Lehre ASAP Research Group School of Computer Science

DocID: 1rjXB - View Document

Economy / Finance / Money / Mathematical finance / Stochastic processes / Financial economics / Futures markets / Martingale theory / Forward price / Futures contract / Forward contract / Wiener process

Options on Energy Portfolios in an HJM Framework Thomas Lyse Hansen1 and Bjarne Astrup Jensen2 This version: January 13, 2007

DocID: 1qSCT - View Document

Stochastic processes / Probability theory / Mathematical analysis / Probability / Stopping time / Martingale / Brownian motion / Hitting time / Symbol

Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi

DocID: 1qKnl - View Document

Martingale theory / Stochastic processes / Game theory / Martingale / Paul Lvy

Consumption processes and positively homogeneous projection properties Tom Fischer∗ Heriot-Watt University, Edinburgh November 26, 2007

DocID: 1qC6I - View Document

Mathematical analysis / Probability theory / Stochastic processes / Probability / Martingale theory / Lvy processes / Measure theory / Game theory / Martingale / Brownian motion / Sigma-algebra / It diffusion

Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi

DocID: 1qyex - View Document