CSpace

浏览/检索结果: 共7条,第1-7条 帮助

限定条件                
已选(0)清除 条数/页:   排序方式:
On the weak L (p) -Hodge decomposition and Beurling-Ahlfors transforms on complete Riemannian manifolds 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2011, 卷号: 150, 期号: 1-2, 页码: 111-144
作者:  Li, Xiang-Dong
收藏  |  浏览/下载:128/0  |  提交时间:2018/07/30
Beurling-Ahlfors transforms  Hodge decomposition  Martingale representation formula  Weitzenbck curvature  
Estimation of the area under ROC curve with censored data 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 卷号: 139, 期号: 3, 页码: 1033-1044
作者:  Wang, Qihua;  Yao, Lili;  Lai, Peng
收藏  |  浏览/下载:141/0  |  提交时间:2018/07/30
ROC curve  Asymptotic normality  Counting process and martingale theory  
Reflected symmetric alpha-stable processes and regional fractional Laplacian 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2006, 卷号: 134, 期号: 4, 页码: 649-694
作者:  Guan, QY;  Ma, ZM
收藏  |  浏览/下载:164/0  |  提交时间:2018/07/30
reflected symmetric alpha-stable process  regional fractional Laplacian  integration by parts formula  semi-martingale decomposition  
Portfolio and consumption decisions with the consumption habit constraints 期刊论文
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2005, 卷号: 63, 期号: 5-7, 页码: E2335-E2346
作者:  Cheng, Bing;  Wei, Xianhua
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
Investment  Consumption habit  Intertemporal asset pricing  Portfolio insurance  
Additive hazards model for competing risks analysis of the case-cohort design 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2004, 卷号: 33, 期号: 2, 页码: 351-366
作者:  Sun, JG;  Sun, LQ;  Flournoy, N
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
additive hazards model  case-cohort study  competing risks  correlation  
A new look at some basic concepts in arbitrage pricing theory 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2003, 卷号: 46, 期号: 6, 页码: 764-774
作者:  Xia, JM;  Yan, JA
收藏  |  浏览/下载:149/0  |  提交时间:2018/07/30
allowable strategy  martingale measure  no free lunch  superhedging  regular strategy  attainable claim  
Almost sure stability of linear stochastic differential equations with jumps 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2002, 卷号: 123, 期号: 1, 页码: 121-155
作者:  Li, CW;  Dong, Z;  Situ, R
收藏  |  浏览/下载:146/0  |  提交时间:2018/07/30
jump-diffusion  invariant measure  Lyapunov exponent  Fredholm alternative  exponential martingale  large deviations