搜索结果: 1-8 共查到“理论统计学 martingale”相关记录8条 . 查询时间(0.093 秒)
A martingale approach to continuous time marginal structural models
martingale approach continuous time marginal structural models
2010/3/17
Marginal structural models were introduced in order to provide
estimates of causal effects from interventions based on observational studies
in epidemiological research. We present a variant of the ...
Weak martingale Hardy spaces generated by an operator
T are investigated. The concept of weak atoms is introduced and
an atomic decomposition of the space wW; is given if the operator T is
predicta...
On martingale measures for stochastic processes with discrete time
martingale measures stochastic processes discrete time
2009/9/22
Let (X(t); f E N') be a random sequence adopted to .
a filtration (Ft)in (a,F ,P ) satisfying some natural assumption. If
none of the events (X (t + 1) > X (t)), (X (t + 1) < X (t)) can be predicted...
Martingale characterizations of stochastic processes on compact groups
Martingale characterizations of stochastic processes compact groups
2009/9/22
By a classical result of P. Lbvy, the Brownian motion
(Btjtb0 on R may be characterized as a continuous process on R such
that (B,),,, and (3;-t),,, are martingales. Generalizations of this
result ...
Proofs of the martingale FCLT
functional central limit theorems martingales diffusion approximations invariance principles
2009/5/18
This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-di...
Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Martingale Representation Logarithmic Sobolev Inequality Hypercontractivity PathSpace
2009/5/8
We show how the Clark-Ocone-Haussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the Ornstein-Uhlenbeck operato...
An Exponential Martingale Equation
Backward stochastic dierential equation exponential martingale
2009/4/22
We prove an existence of a unique solution of an exponential martingale equation in the class of BMO martingales. The solution is used to characterize optimal martingale measures.
A martingale on the zero-set of a holomorphic function
zero-set holomorphic function complex analysis
2009/3/23
We give a simple probabilistic proof of the classical fact from complex analysis that the zeros of a holomorphic function of several variables are never isolated and that they are not contained in any...