Zobrazeno 1 - 3
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pro vyhledávání: '"Majumdar, Chitro"'
Autor:
Delbaen, Freddy, Majumdar, Chitro
For a square integrable $m$-dimensional random variable $X$ on a probability space $(\Omega,\Fc,\Pr)$ and a sub sigma algebra $\Ac$, we show that there is a constructive way to represent $X-\Er[X\mid\Ac]$ as the sum of a series of variables that are
Externí odkaz:
http://arxiv.org/abs/2405.19780
Autor:
Delbaen, Freddy, Majumdar, Chitro
Given a square integrable m-dimensional random variable $X$ on a probability space $(\Omega.\mathcal F,\Pr)$ and a sub sigma algebra $\mathcal A$, we show that there exists another m-dimensional random variable $Y$, independent of $\mathcal A$ and mi
Externí odkaz:
http://arxiv.org/abs/2206.02463
Autor:
Delbaen, Freddy, Majumdar, Chitro
Publikováno v:
Frontiers of Mathematical Finance; Jun2023, Vol. 2 Issue 2, p1-9, 9p
