On martingales invoked by stochastic exponential and monomial densities

Verfasser / Beitragende:
[Nassar H.S. Haidar, Adnan M. Hamzeh, Soumaya M. Hamzeh, Edward El-Nakat]
Ort, Verlag, Jahr:
2004
Enthalten in:
Random Operators and Stochastic Equations, 12/4(2004-12-01), 349-360
Format:
Artikel (online)
ID: 378920774
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024 7 0 |a 10.1515/1569397042722382  |2 doi 
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245 0 0 |a On martingales invoked by stochastic exponential and monomial densities  |h [Elektronische Daten]  |c [Nassar H.S. Haidar, Adnan M. Hamzeh, Soumaya M. Hamzeh, Edward El-Nakat] 
520 3 |a This is an extension of a previous work of the first author [1], on monomial density functions, to study the approximation features over [a, b] of, the based on αx exponential density functions hα (x) when α > 0 is discrete and/or fractional. If α is discrete, a random variable of hn (x) is proved to form a martingale over a reversed filtration and is compared with a similar situation that happens to hold with respective monomial density functions. In the case of fractional α, we advance a new stochastic operator which generates, via a nonlinear technique, unique exponential and monomial spline approximants over [a, b] to functions (x) ∈ , a certain noncommutative inner product space. 
540 |a Copyright 2003, Walter de Gruyter 
690 7 |a Monomials  |2 nationallicence 
690 7 |a density functions  |2 nationallicence 
690 7 |a entropy  |2 nationallicence 
690 7 |a expectations  |2 nationallicence 
690 7 |a generalized moments  |2 nationallicence 
690 7 |a weak stationarity  |2 nationallicence 
700 1 |a Haidar  |D Nassar H.S.  |u Center for Research in Applied Mathematics and Statistics (CRAMS), Department of Basic Sciences, Business and Computer University College (BCU), Beirut, Lebanon  |4 aut 
700 1 |a Hamzeh  |D Adnan M.  |u Center for Research in Applied Mathematics and Statistics (CRAMS), Department of Basic Sciences, Business and Computer University College (BCU), Beirut, Lebanon  |4 aut 
700 1 |a Hamzeh  |D Soumaya M.  |u Center for Research in Applied Mathematics and Statistics (CRAMS), Department of Basic Sciences, Business and Computer University College (BCU), Beirut, Lebanon  |4 aut 
700 1 |a El-Nakat  |D Edward  |u Center for Research in Applied Mathematics and Statistics (CRAMS), Department of Basic Sciences, Business and Computer University College (BCU), Beirut, Lebanon  |4 aut 
773 0 |t Random Operators and Stochastic Equations  |d Walter de Gruyter  |g 12/4(2004-12-01), 349-360  |x 0926-6364  |q 12:4<349  |1 2004  |2 12  |o rose 
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950 |B NATIONALLICENCE  |P 700  |E 1-  |a Haidar  |D Nassar H.S.  |u Center for Research in Applied Mathematics and Statistics (CRAMS), Department of Basic Sciences, Business and Computer University College (BCU), Beirut, Lebanon  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Hamzeh  |D Adnan M.  |u Center for Research in Applied Mathematics and Statistics (CRAMS), Department of Basic Sciences, Business and Computer University College (BCU), Beirut, Lebanon  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Hamzeh  |D Soumaya M.  |u Center for Research in Applied Mathematics and Statistics (CRAMS), Department of Basic Sciences, Business and Computer University College (BCU), Beirut, Lebanon  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a El-Nakat  |D Edward  |u Center for Research in Applied Mathematics and Statistics (CRAMS), Department of Basic Sciences, Business and Computer University College (BCU), Beirut, Lebanon  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Random Operators and Stochastic Equations  |d Walter de Gruyter  |g 12/4(2004-12-01), 349-360  |x 0926-6364  |q 12:4<349  |1 2004  |2 12  |o rose 
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