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İHTİMAL ÖLÇÜMÜNÜN DEĞİŞİMLERİ VE MARTİNGALE UZAYLARININ KESTİRİLEBİLİR TEMSİLİ

Year 1995, , 153 - 156, 05.06.1995

Ömer Önalan

https://doi.org/10.14783/maruoneri.709060

Abstract

Bu çalışmada, ihtimal ölçümünün bir değişimi altrnda martingale uzaylarının
kestirilebilir temsili araştırılıyor. Özel semimartingale lerin kanonik ayrışımı, ölçümün
bir değişimi altında, martingalelerin minimal doğuray alt kümelerinin kardinalitesini
belirlemek için basit bir yol sağlıyor.

Keywords

İhtimal Ölçüm Martingale

References

  • 1- CHUNG, K.L. and WILLIAMS. R.J. (1983) Introduction to Stochastic Integration. Birkhouser, Boston.
  • 2- DELACHERIE, C. and MEYER, P.A. (1982). Probabilities and potentialB: Theory of Martingales, North-Holland Publishing com. New York
  • 3- DUFFIE, D. (1986), Stochastic Equilibria: Existence, spanning Number, and the “No Expected Financial Gain Erom Trade" Hypothesis. Econometrica, vol. 54, no. 5, 1161-1183
  • 4- GIRSINOV, I.V. (1960. On Transforming a certain class of Stochastic Processes byAbsolutely Continuous Substitution ofMeasurer. Theory Probab. Appl. 5, 283-301
  • 5) JACOD, J. (1977) A general Theorem of Representation for Martingales. Proceedings of the Symposia in püre math 31,37-53
  • 6) JACOD,S and SHİRYAEV, A.N (1987), Lim it Theorems fo r stochastic Processes, Springer-Verlog, Berlin Heidelberg.
  • 7) KABANOV, VU, LİPSTERS, R.S., SHİRYAEV, A.N. (1986), On The VariationDistancefor Probability Measures Defied on a Filtered Space, Probab, Rel. Fields, 71,19-36
  • 8) LİPSTER, R.S. (1976), On a Representation of Loca! Martingales. Theory Probab. Appl. 21, 718-726
  • 9) OREY .S.(1974) Radon-Nikodym Derivatives o f Probability Measures: Martingale Methods. Publ. Dept. Found. Math. SCI. Tokyo University of Education.
  • 10) ÖNALAN, Ö. (1995) Martingale Genelleştirmeleri ve Bu Genelleştirmeler Altında Korunan Martingale Özellikleri üzerine bir İnceleme. M.Ü. Sos.Bil.Ens.Dergisi Öneri, Sayı:2, Cilt: 1, 133-136
  • 1 l)PROTTER, P. (1986) Semimartingales and measure-preserving flovvs. Ann. İnst. Henri Poincare, 22,127-147
  • 12) SCHUPPEN, J. H and WONG.E. (1974) Transformations of Local Martingales Under a Change of Law. Ann. Probab., g, 879-888

Year 1995, , 153 - 156, 05.06.1995

Ömer Önalan

https://doi.org/10.14783/maruoneri.709060

Abstract

References

  • 1- CHUNG, K.L. and WILLIAMS. R.J. (1983) Introduction to Stochastic Integration. Birkhouser, Boston.
  • 2- DELACHERIE, C. and MEYER, P.A. (1982). Probabilities and potentialB: Theory of Martingales, North-Holland Publishing com. New York
  • 3- DUFFIE, D. (1986), Stochastic Equilibria: Existence, spanning Number, and the “No Expected Financial Gain Erom Trade" Hypothesis. Econometrica, vol. 54, no. 5, 1161-1183
  • 4- GIRSINOV, I.V. (1960. On Transforming a certain class of Stochastic Processes byAbsolutely Continuous Substitution ofMeasurer. Theory Probab. Appl. 5, 283-301
  • 5) JACOD, J. (1977) A general Theorem of Representation for Martingales. Proceedings of the Symposia in püre math 31,37-53
  • 6) JACOD,S and SHİRYAEV, A.N (1987), Lim it Theorems fo r stochastic Processes, Springer-Verlog, Berlin Heidelberg.
  • 7) KABANOV, VU, LİPSTERS, R.S., SHİRYAEV, A.N. (1986), On The VariationDistancefor Probability Measures Defied on a Filtered Space, Probab, Rel. Fields, 71,19-36
  • 8) LİPSTER, R.S. (1976), On a Representation of Loca! Martingales. Theory Probab. Appl. 21, 718-726
  • 9) OREY .S.(1974) Radon-Nikodym Derivatives o f Probability Measures: Martingale Methods. Publ. Dept. Found. Math. SCI. Tokyo University of Education.
  • 10) ÖNALAN, Ö. (1995) Martingale Genelleştirmeleri ve Bu Genelleştirmeler Altında Korunan Martingale Özellikleri üzerine bir İnceleme. M.Ü. Sos.Bil.Ens.Dergisi Öneri, Sayı:2, Cilt: 1, 133-136
  • 1 l)PROTTER, P. (1986) Semimartingales and measure-preserving flovvs. Ann. İnst. Henri Poincare, 22,127-147
  • 12) SCHUPPEN, J. H and WONG.E. (1974) Transformations of Local Martingales Under a Change of Law. Ann. Probab., g, 879-888
There are 12 citations in total.

Details

Primary Language Turkish
Journal Section Eski Sayılar
Authors

Ömer Önalan This is me

Publication Date June 5, 1995
Published in Issue Year 1995

Cite

APA Önalan, Ö. (1995). İHTİMAL ÖLÇÜMÜNÜN DEĞİŞİMLERİ VE MARTİNGALE UZAYLARININ KESTİRİLEBİLİR TEMSİLİ. Öneri Dergisi, 1(3), 153-156. https://doi.org/10.14783/maruoneri.709060

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