نتایج جستجو برای: pettis conditional expectation
تعداد نتایج: 100079 فیلتر نتایج به سال:
we prove that the limit of a sequence of pettis integrable bounded scalarly measurable weak random elements, of finite weak norm, with values in the dual of a non-separable banach space is pettis integrable. then we provide basic properties for the pettis conditional expectation, and prove that it is continuous. calculus of pettis conditional expectations in general is very different from the c...
We prove that the limit of a sequence of Pettis integrable bounded scalarly measurable weak random elements, of finite weak norm, with values in the dual of a non-separable Banach space is Pettis integrable. Then we provide basic properties for the Pettis conditional expectation, and prove that it is continuous. Calculus of Pettis conditional expectations in general is very different from the c...
Purpose In this work, the authors are interested in notion of vector valued and set Pettis integrable pramarts. The pramart is more general than that martingale. Every martingale a pramart, but converse not generally true. Design/methodology/approach present several properties convergence theorems for pramarts with convex weakly compact values separable Banach space. Findings existence conditio...
the notion of a $d$-poset was introduced in a connection withquantum mechanical models. in this paper, we introduce theconditional expectation of random variables on thek^{o}pka's $d$-poset and prove the basic properties ofconditional expectation on this structure.
in this paper, we determine the structure of the space of multipliers of the range of a composition operator cφ that induces by the conditional expectation between two lp() spaces.
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
the notion of a $d$-poset was introduced in a connection withquantum mechanical models. in this paper, we introduce theconditional expectation of random variables on thek^{o}pka's $d$-poset and prove the basic properties ofconditional expectation on this structure.
The notion of a $D$-poset was introduced in a connection withquantum mechanical models. In this paper, we introduce theconditional expectation of random variables on theK^{o}pka's $D$-Poset and prove the basic properties ofconditional expectation on this structure.
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