A Weak Convergence to Hermite Process by Martingale Differences

Complete Convergence for Moving Average Process of Martingale Differences

Weak Convergence of a Dirichlet-multinomial Process

We present a random probability distribution which approximates, in the sense of weak convergence, the Dirichlet process and supports a Bayesian resampling plan called a proper Bayesian bootstrap. 2000 Mathematics Subject Classification: 62G09, 60B10.

Weak Convergence of the Financial Gain Process'

Conditions suitable for applications in finance are given for the weak convergence (or convergence in probability) of stochastic integrals. For example, consider a sequence Sn of security price processes converging in distribution to S and a sequence 8" of trading strategies converging in distribution to 0. We survey conditions under which the financial gain process J 0" dSn converges in distri...

risk taking in english to persian translation process by novice iranian translators

این پژوهش به بررسی ریسک پذیری مترجمان تازه کار در طی فرآیند ترجمه از زبان انگلیسی به فارسی می پردازد. پژوهش درباره مترجمان به عنوان اولین خواننده متن مبدا از اهمیت به سزایی برخوردار است. مترجمان تازه کار (و حرفه ای) در طی فرآیند ترجمه با مشکلات متعددی روبرو می شوند که باعث عدم اطمینان آنها از متن ترجمه شده می شود. با توجه به اینکه عدم اطمینان به انجام ریسک منتهی می شود، هدف این پژوهش بررسی کیفی...

Weak approximation of martingale representations

We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals. The approximations are based on a notion of pathwise functional derivative and yield a consistent estimator for the integrand in the martingale representation formula for any square-integrable functional of the solution of an SDE with path-dependent coeff...