منابع مشابه
From Diffusions to Semimartingales
This chapter is a quick review of the theory of semimartingales, these processes being those for which statistical methods are considered in this book. A process is a collection X = (Xt) of random variables with values in the Euclidean space R for some integer d ≥ 1, and indexed on the half line R+ = [0,∞), or a subinterval of R+, typically [0, T ] for some real T > 0. The distinctive feature h...
متن کاملFrom minimal embeddings to minimal diffusions
We show that there is a one-to-one correspondence between diffusions and the solutions of the Skorokhod Embedding Problem due to Bertoin and Le-Jan. In particular, the minimal embedding corresponds to a ‘minimal local martingale diffusion’, which is a notion we introduce in this article. Minimality is closely related to the martingale property. A diffusion is minimal if it it minimises the expe...
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It is rare to succeed in getting mathematics into ordinary conversation without meeting all kinds of reservations. In order to raise public awareness of mathematics effectively, it is necessary to modify such attitudes. In this paper, we point to some possible topics for general mathematical conversation. 2000 Mathematics Subject Classification: 00A05, 00A80, 97B20.
متن کاملDescending from infinity: convergence of tailed distributions.
We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not eliminated. Relaxation stronger than linear suppresses long tails immediately, but may lead to strong transient peaks in the probability distribution. We also find ...
متن کاملInfinity-inner-products on A-infinity-algebras
In this paper the Hochschild-cochain-complex of an A∞-algebra A with values in an A∞-bimodule M over A and maps between them is defined. Then, an∞-inner-product on A is defined to be an A∞-bimodule-map between A and its dual A∗. There is a graph-complex associated to A∞-algebras with ∞-inner-product.
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 2019
ISSN: 0002-9947,1088-6850
DOI: 10.1090/tran/7841