منابع مشابه
Measure free martingales
We give a necessary and sufficient condition on a sequence of functions on a set Ω under which there is a measure on Ω which renders the given sequence of functions a martingale. Further such a measure is unique if we impose a natural maximum entropy condition on the conditional probabilities.
متن کاملMeasure-Free Martingales with Application to Classical Martingales
The aim of this work is to give a summary of some of the known properties of sets of measure-free martingales in vector lattices and Banach spaces. In particular, we consider the relationship between such sets of martingales and the ranges of the underlying filtration of conditional expectation operators.
متن کاملContinuous Martingales and Local Martingales
Throughout these notes, (Ω,F ,P ) will be a probability space and F := {Ft }t∈J a filtration indexed by J , where J is an interval, usually J = [0,∞). The filtration F is said to be complete if each Ft contains all sets of measure 0, and is right-continuous if Ft =∩s>t Fs . A standard filtration is a filtration that is both complete and right-continuous. A stochastic process {X t }t≥0 defined o...
متن کاملModel-free Music Similarity Measure
This thesis first takes a broad look at various music similarity measures in the literature, and then focuses on two different model-free music similarity measures and evaluates them. The term model-free in this context indicates that these music similarity measures use few or no background knowledge about music whatsoever, they are more general compared with other approaches and can, with litt...
متن کاملFree Instrument for Movement Measure
This paper presents the validation of a computational tool that serves to obtain continuous measurements of moving objects. The software uses techniques of computer vision, pattern recognition and optical flow, to enable tracking of objects in videos, generating data trajectory, velocity, acceleration and angular movement. The program was applied to track a ball around a simple pendulum. The me...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings Mathematical Sciences
سال: 2005
ISSN: 0253-4142,0973-7685
DOI: 10.1007/bf02829844