Search results for "Martin"

Quadratic variation of martingales in Riesz spaces

2014

We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales in the measure-free setting of Riesz spaces. Our main result is a Riesz space analogue of Austinʼs sample function theorem, on convergence of the quadratic variation processes of martingales http://www.journals.elsevier.com/journal-of-mathematical-analysis-and-applications/ http://dx.doi.org/10.1016/j.jmaa.2013.08.037 National Research Foundation of South Africa (Grant specific unique reference number (UID) 85672) and by GNAMPA of Italy (U 2012/000574 20/07/2012 and U 2012/000388 09/05/2012)

Testing the Martingale Property of Exchange Rates: A Replication

2010

In this paper, we test the martingale property of a set of U.S. exchange rates already analyzed in a recent paper by Yilmaz [J. of Buss. and Ec. Stat., 2003]. We claim that the tests used by Yilmaz are not the most convenient to test the martingale hypothesis (or the equivalent martingale difference of the returns); hence, we compute a recently proposed test by Kuan and Lee [Stud. in Nonlin. Dyn. and Econ., 2004] and compare our results to Yilmaz's. Striking differences arise, which can give a clue about the type of data generating process governing the evolution of exchange rates in each sub-period.

On Fuzzy Stochastic Integral Equations—A Martingale Problem Approach

2011

In the paper we consider fuzzy stochastic integral equations using the methods of stochastic inclusions. The idea is to consider an associated martingale problem and its solutions in order to obtain a solution to the fuzzy stochastic equation.

Martingale Convergence Theorems and Their Applications

2020

We became familiar with martingales X=(X n ) n∈N0 as fair games and found that under certain transformations (optional stopping, discrete stochastic integral) martingales turn into martingales. In this chapter, we will see that under weak conditions (non-negativity or uniform integrability) martingales converge almost surely. Furthermore, the martingale structure implies L p -convergence under assumptions that are (formally) weaker than those of Chapter 7. The basic ideas of this chapter are Doob’s inequality (Theorem 11.4) and the upcrossing inequality (Lemma 11.3).

Réflexions sur la départementalisation de Mayotte

2014

Doctrine; International audience

Dialogues of Joy : Shared Moments of Joy Between Teachers and Children in Early Childhood Education Settings

2019

Abstract The study focuses on teachers’ and children’s shared moments of joy in early childhood education settings and contributes new knowledge in educational research by exploring joy as a relational rather than an individual phenomenon. The theoretical and methodological framework draws on a narrative approach and Martin Buber’s dialogical philosophy. Data were gathered through video observations and diary notes in open ECE groups in Finland, with children from 2 to 6 years. The scenes of everyday life in ECE appeared to radiate an overall positive atmosphere. However, the relationship between shared joy and dialogue was multifaceted. On one hand, joyful moments between teachers and chil…

Harold Pinterin The dumb waiter -näytelmän dramaturginen tutkimus

2002

Encountering Finitude : On the Hermeneutic Radicalization of Experience

2018

Gaetano Martino 1900-1967

2011

Biografia dello statista Gaetano Martino. Profilo politico, pensiero politico di una figura chiave del 900 della politica europea

Solving stochastic differential equations on Homeo(S1)

2004

Abstract The Brownian motion with respect to the metric H 3/2 on Diff( S 1 ) has been constructed. It is realized on the group of homeomorphisms Homeo( S 1 ). In this work, we shall resolve the stochastic differential equations on Homeo( S 1 ) for a given drift Z .