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Found 139 Documents (Results 1–100)

Émile Borel’s denumerable martingales, 1909–1949. (English) Zbl 1523.60006

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 51-65 (2022).
MSC:  60-03 01A70 01A05
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Time-like graphical models. (English) Zbl 1437.62005

Memoirs of the American Mathematical Society 1262. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-3685-8/pbk; 978-1-4704-5416-6/ebook). vii, 170 p. (2019).
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Stochastic finance. An introduction in discrete time. 4th revised edition. (English) Zbl 1343.91001

de Gruyter Textbook. Berlin: de Gruyter (ISBN 978-3-11-046344-6/pbk; 978-3-11-046345-3/ebook). xii, 596 p. (2016).
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Generalization of Doob’s optional sampling theorem for deformed submartingales. (English. Russian original) Zbl 1326.60054

Russ. Math. Surv. 68, No. 6, 1139-1141 (2013); translation from Usp. Mat. Nauk 68, No. 6, 175-176 (2013).
MSC:  60G40 60G48 60G42
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Martingales in discrete time. Theory and applications. (Martingale in diskreter Zeit. Theorie und Anwendungen.) (German) Zbl 1262.60002

Berlin: Springer Spektrum (ISBN 978-3-642-29960-5/pbk; 978-3-642-29961-2/ebook). xiv, 458 p. (2013).
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The ruin probability of the compound negative binomial risk model with a completely stochastic premium. (English) Zbl 1145.91358

Gao, Hongwei (ed.) et al., Proceedings of the second international conference on game theory and applications, Qingdao, China, September 17–19, 2007. Liverpool: World Academic Union (World Academic Press) (ISBN 978-1-84626-166-4/hbk). 214-218 (2007).
MSC:  91B30 60G40
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The application of martingale in ruin probability of the compound negative binomial risk model. (English) Zbl 1145.91359

Gao, Hongwei (ed.) et al., Proceedings of the second international conference on game theory and applications, Qingdao, China, September 17–19, 2007. Liverpool: World Academic Union (World Academic Press) (ISBN 978-1-84626-166-4/hbk). 209-213 (2007).
MSC:  91B30 60G40
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Martingale methods in problems on boundary intersections of Brownian motions. (О мартингальных методах в задачах о пересечении границ броуновским движением.) (Russian) Zbl 1145.60004

Sovremennye Problemy Matematiki 8. Moskva: MatematicheskiĭInstitut im. V. A. Steklova, RAN (ISBN 5-98419-020-6/pbk). 78 p. (2007).
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Bias correction and confidence intervals following sequential tests. (English) Zbl 1268.62095

Sun, Jiayang (ed.) et al., Recent developments in nonparametric inference and probability. Festschrift for Michael Woodroofe. Some papers presented at the ‘Conference on nonparametric inference and probability with applications to science’, Ann Arbor, MI, USA, September 24–25, 2005. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-66-9/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 50, 44-57 (2006).
MSC:  62L10 62F25 62F40
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Probability theory. 4., völlig überarb. u. neugestaltete Aufl. des Werkes: Wahrscheinlichkeitstheorie und Grundzüge der Maßtheorie. (Wahrscheinlichkeitstheorie.) (German) Zbl 0714.60001

De Gruyter Lehrbuch. Berlin etc.: Walter de Gruyter. xvii, 520 S. DM 98.00/hbk; DM 68.00/pbk (1991).
MSC:  60-01 60-02
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Optional Sampling Theoreme für Submartingale mit partiell geordneten Indexmengen. (Optimal sampling theorems for submartingales with partially ordered index sets). (German) Zbl 0713.60056

Münster: Univ. Münster, FB Mathematik, Diss. 151 S. (1990).
Reviewer: M.Dozzi
MSC:  60G42 60G48 60G40
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