Financial market models lie at the intersection of applied probability, economics and mathematical finance, providing robust frameworks to describe asset price dynamics and risk management. Central to ...

The Annals of Probability, Vol. 7, No. 6 (Dec., 1979), pp. 1051-1055 (5 pages) An inequality for certain random sequences more general than martingales or nonnegative submartingales is proved. Three ...

This paper deals with convergence theorems for martingales of strongly measurable Pettis integrable functions. First, a characterization of those martingales which converge in the Pettis norm is ...

Computer-aided lean management (CALM) requires a feedback loop between actions taken in the field and the return of metrics that score the success or failure of those actions. This feedback is fed ...