scholarly journals Martingale Property and Capacity under G-Framework

2010 ◽  
Vol 15 (0) ◽  
pp. 2041-2068 ◽  
Author(s):  
Jing Xu ◽  
Bo Zhang
Keyword(s):  
Martingale Property

On a “Martingale Property” of Franklin Series

2019 ◽  
Vol 45 (4) ◽  
pp. 803-815
Author(s):  
G. G. Gevorkyan
Keyword(s):  
Martingale Property ◽  
Franklin Series

scholarly journals On weak convergence of empirical processes for random number of independent stochastic vectors

1973 ◽  
Vol 73 (1) ◽  
pp. 139-144 ◽  
Author(s):  
Pranab Kumar Sen
Keyword(s):  
Weak Convergence ◽  
Sample Size ◽  
Random Sample ◽  
Random Number ◽  
Empirical Process ◽  
Empirical Processes ◽  
Random Sample Size ◽  
Martingale Property

AbstractBy the use of a semi-martingale property of the Kolmogorov supremum, the results of Pyke (6) on the weak convergence of the empirical process with random sample size are simplified and extended to the case of p(≥1)-dimensional stochastic vectors.

scholarly journals On the martingale property for generalized stochastic processes

1996 ◽  
Vol 58 (3-4) ◽  
pp. 349-367 ◽  
Author(s):  
Fred E. Benth ◽  
Juügen Potthoff
Keyword(s):  
Stochastic Processes ◽  
Martingale Property

scholarly journals Near-martingale Property of Anticipating Stochastic Integration

2017 ◽  
Vol 11 (4) ◽  
Author(s):  
C R Hwang ◽  
Hui-Hsiung Kuo ◽  
Kimiaki Saitô ◽  
Jiayu Zhai
Keyword(s):  
Stochastic Integration ◽  
Martingale Property
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