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On the other hand, in the literature, there are a lot of important examples in which, the simplest continuous semimartingale, that is, the Brownian motion, can be weakly approximated
In this paper, we are interested in the one-dimensional porous medium equation when the initial condition is the distribution function of a probability measure. We associate a
Keywords: Initial enlargement of ltrations; Martingale preserving measure; Martingale representation; Utility maximization; Insider trading.. We consider two types of investors
remark that the spectrum for “thick points” of the occupation measure was found in Shieh and Taylor (1998) for the stable case and in Marsalle (1999) for a general subordinator..
This approach is extended in Section 4 to neutral to the right processes on the integers as the de Finetti’s measure of the sequence of 0-blocks of a recurrent reinforced random
Aguirre Tellez, Relations of k -th derivative of Dirac delta in hypercone with ultrahyperbolic operator, to accept in Journal of Mathematics: Teora y Aplicaciones, Vol. Bresters,
MacGregor, Cauchy transforms of measures and univalent functions, Lecture Notes in Mathematics, vol.. Dansereau, General integral families and multipliers, Doctoral Dissertation,
EDI control design is ill-structured and demands consideration of the complex causal relationships among various components of the controls, which may be broadly classi®ed into
