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Stereological formulas for manifold processes。
Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas
binomial distribution Cox-Ross-Rubinstein formula hypergeometric distribution lower price Polya's distribution probability protocol replicating strategy upper price
2009/3/5
In this expository paper, we illustrate the generality of the game-theoretic probability protocols of Shafer and Vovk (2001) in finite-horizon discrete games. By restricting ourselves to finite-horizo...
EXACT FORMULAS FOR THE MOMENTS OF THE FIRST PASSAGE TIME OF REWARD PROCESSES
Semi-Markov process reward process Laplace transform rst passage time
2009/2/26
Let fZ½(t); t ¸ 0g be a reward process based on a semi-Markov process fJ (t); t ¸ 0g
and a reward function ½: Let Tz be the ¯rst passage time of fZ½(t); t ¸...