Positive Local Martingale - Articles - Scientific Research Publishing

Necessary and Sufficient Conditions for a Class Positive Local Martingale (Articles)

Chuanzhong Chen, Saisai Yang

Advances in Pure Mathematics Vol.4 No.10，October 30, 2014

DOI: 10.4236/apm.2014.410063 2,519 Downloads 3,347 Views Citations
Assessment of Contingent Liabilities for Risk Assets Evolutions Built on Brownian Motion (Articles)

Nicholas Simon Gonchar

Advances in Pure Mathematics Vol.10 No.5，May 12, 2020

DOI: 10.4236/apm.2020.105016 622 Downloads 1,234 Views Citations
Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.8 No.4，April 24, 2018

DOI: 10.4236/apm.2018.84025 1,169 Downloads 2,151 Views Citations
Description of Incomplete Financial Markets for Time Evolution of Risk Assets (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.9 No.6，June 30, 2019

DOI: 10.4236/apm.2019.96029 674 Downloads 1,407 Views Citations
Uniformly Stable Positive Monotonic Solution of a Nonlocal Cauchy Problem (Articles)

A. M. A. El-Sayed, E. M. Hamdallah, Kh. W. Elkadeky

Advances in Pure Mathematics Vol.2 No.2，March 22, 2012

DOI: 10.4236/apm.2012.22015 4,321 Downloads 8,461 Views Citations
The Centricity Score: A Novel Measurement to Aid in Conservative Breast Cancer Surgery (Articles)

Ryan Sugrue, Katherine McGowan, Cillian McNamara, Michael Sugrue

Advances in Breast Cancer Research Vol.3 No.4，October 22, 2014

DOI: 10.4236/abcr.2014.34018 4,339 Downloads 5,523 Views Citations
On the Evolution of Consanguinities (Articles)

Paul G. Bamberg

Applied Mathematics Vol.8 No.4，April 30, 2017

DOI: 10.4236/am.2017.84044 1,340 Downloads 2,069 Views Citations
A New Randomized Pólya Urn Model (Articles)

Djilali Ait Aoudia, Francois Perron

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A292 7,576 Downloads 11,539 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
An Upper Bound for Conditional Second Moment of the Solution of a SDE (Articles)

Andriy Yurachkivsky

Applied Mathematics Vol.4 No.1，January 28, 2013

DOI: 10.4236/am.2013.41023 2,959 Downloads 4,826 Views Citations
Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility (Articles)

Tingyun Wang

Open Journal of Statistics Vol.6 No.2，April 26, 2016

DOI: 10.4236/ojs.2016.62024 2,082 Downloads 2,798 Views Citations
The Prediction of the Peak Time of People Taking School Bus Based on Martingale Process (Articles)

Yuxuan Zhou, Shujun Liu, Yufeng Gui

Applied Mathematics Vol.8 No.5，May 18, 2017

DOI: 10.4236/am.2017.85049 1,309 Downloads 2,029 Views Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4，April 21, 2021

DOI: 10.4236/jamp.2021.94050 369 Downloads 969 Views Citations
Hedging “Sudden Stops” and Emergent Recessions through International Reserves in Egypt—An Application of the Martingale Optimality Principle Approach (Articles)

Ahmed S. Abutaleb, Michael G. Papaioannou

Journal of Mathematical Finance Vol.11 No.3，August 3, 2021

DOI: 10.4236/jmf.2021.113024 171 Downloads 696 Views Citations
Description of Minimal Entropy Hellinger Sigma Martingale Density of Order One, Order q and Order Zero (Articles)

Winfrida Felix Mwigilwa, Jane Aduda, Ananda Omutokoh Kube

Journal of Mathematical Finance Vol.11 No.3，August 24, 2021

DOI: 10.4236/jmf.2021.113030 270 Downloads 892 Views Citations
Reliability Measure of a Relay Parallel System under Dependence Conditions (Articles)

Vanderlei da Costa Bueno

American Journal of Operations Research Vol.3 No.1A，January 30, 2013

DOI: 10.4236/ajor.2013.31A009 5,029 Downloads 7,223 Views Citations
This article belongs to the Special Issue on Complex System
An Optimal Life Insurance Policy in the Continuous-Time Investment-Consumption Problem (Articles)

Hideki Iwaki, Yusuke Osaki

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32029 5,479 Downloads 9,136 Views Citations
A Novel Method with Martingale Theory for Phase Noise Analysis in Coherent Optical Communication (Articles)

Chengle Sui, Qiangmin Wang, Shilin Xiao, Pingqing Li

Optics and Photonics Journal Vol.3 No.2B，July 19, 2013

DOI: 10.4236/opj.2013.32B041 3,627 Downloads 5,148 Views Citations
Contingent Claims in Incomplete Markets: A Case Study (Articles)

Sure Mataramvura

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34044 3,911 Downloads 6,261 Views Citations
Mathematical Modeling in Heavy Traffic Queuing Systems (Articles)

Sulaiman Sani, Onkabetse A. Daman

American Journal of Operations Research Vol.4 No.6，November 17, 2014

DOI: 10.4236/ajor.2014.46033 5,661 Downloads 7,559 Views Citations
Measure of Investment Optimal Strategy (Articles)

J. T. Eghwerido, E. Ekuma-Okereke, E. Ekuma-Okereke, E. Efe-Eyefia, Edwin Iguodala, T. O. Obilade

Journal of Mathematical Finance Vol.6 No.2，May 12, 2016

DOI: 10.4236/jmf.2016.62023 2,737 Downloads 3,837 Views Citations

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