67

Statistics of Random Processes || Martingales and Related Processes: Continuous Time

Year:
2001
Language:
english
File:
PDF, 2.14 MB
english, 2001
68

Statistics of Random Processes || Martingales and Related Processes: Discrete Time

Year:
2001
Language:
english
File:
PDF, 1.39 MB
english, 2001
69

Statistics of Random Processes || Introduction

Year:
2001
Language:
english
File:
PDF, 1.15 MB
english, 2001
76

[Problem Books in Mathematics] Problems in Probability || Martingale Sequences

Year:
2012
Language:
english
File:
PDF, 397 KB
english, 2012
78

Statistics of Random Processes || Optimal Linear Nonstationary Filtering

Year:
2001
Language:
english
File:
PDF, 2.37 MB
english, 2001
82

Mathematical Control Theory and Finance ||

Year:
2008
Language:
english
File:
PDF, 6.62 MB
english, 2008
83

[Problem Books in Mathematics] Problems in Probability ||

Year:
2012
Language:
english
File:
PDF, 2.98 MB
english, 2012
85

Remarks on moment inequalities and identities for martingales

Year:
2013
Language:
english
File:
PDF, 334 KB
english, 2013
90

Author's Response

Year:
2010
Language:
english
File:
PDF, 123 KB
english, 2010
94

On a stochastic version of the trading rule “Buy and Hold”

Year:
2009
Language:
english
File:
PDF, 152 KB
english, 2009
98

Selected Works ||

Year:
2016
Language:
english
File:
PDF, 3.67 MB
english, 2016