Search Results - "Conditional expectations"

The Law of the logarithm for delayed sums under sublinear expectation.

Authors: Hu, Cheng Yang, Shangshang

Source: Probability, Uncertainty & Quantitative Risk. Jun2026, Vol. 11 Issue 2, p1-16. 16p.

An Innovative Method of Fracability Evaluation for Tight Reservoirs Based on SEL–MECE.

Authors: Zhao, Yifan Dou, Liangbin Huang, Kai et al.

Source: Applied Sciences (2076-3417); May2026, Vol. 16 Issue 9, p4465, 26p

A FAST Method for Nested Estimation.

Authors: Liang, Guo Zhang, Kun Luo, Jun

Source: INFORMS Journal on Computing. Nov/Dec2024, Vol. 36 Issue 6, p1481-1500. 20p.

Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions.

Authors: Wang, Wenjia Wang, Yanyuan Zhang, Xiaowei

Source: Management Science (INFORMS). Dec2024, Vol. 70 Issue 12, p9031-9057. 27p.

Splitting of Conditional Expectations and Liftings in Product Spaces II.

Authors: Musiał, Kazimierz¹ (AUTHOR)

Source: Axioms (2075-1680). Mar2026, Vol. 15 Issue 3, p157. 14p.

Strong Laws of Large Numbers for General Random Variables Under Conditional Sub-Additive Expectation and Capacity.

Authors: Masasila, Nyanga Honda Fazekas, István

Source: Mathematics (2227-7390). Mar2026, Vol. 14 Issue 5, p775. 19p.

On the degenerate negative λ-binomial and Poisson random variables from degenerate special polynomials.

Authors: Kwon, Jongkyum Park, Sangbeom Park, Jin-Woo

Source: Mathematical & Computer Modelling of Dynamical Systems; Dec2025, Vol. 31 Issue 1, p1-14, 14p

Maximal weak Orlicz types and the strong maximal operator on von Neumann algebras.

Authors: GONZÁLEZ-PÉREZ, ADRIÁN PARCET, JAVIER PÉREZ GARCÍA, JORGE

Source: Studia Mathematica. 2025, Vol. 285 Issue 3, p235-255. 21p.

How Probability Theory Got Its Start.

Authors: MURTAGH, JACK (AUTHOR)

Source: Scientific American. Jul/Aug2026, Vol. 335 Issue 1, p121-123. 3p. 1 Diagram.

Subjects: Probability theory, Risk assessment, Conditional expectations, Mathematicians

Free denoising via overlap measures and c-freeness techniques.

Authors: Fevrier, Maxime Nica, Alexandru Szpojankowski, Kamil

Source: Probability Theory & Related Fields. Jun2026, p1-50. 50p.

Partial identification of individual-level parameters using aggregate data in a nonparametric model.

Authors: Moon, Sarah¹ (AUTHOR) sarahmn@mit.edu

Source: Econometric Reviews. 2026, Vol. 45 Issue 5, p681-702. 22p.

Pricing of Digital Exchange Option under Mixed Fractional Jump Diffusion Environment.

Authors: Mingxuan Shen Qingqian Shi Xue Gong et al.

Source: IAENG International Journal of Applied Mathematics. Sep2025, Vol. 55 Issue 9, p2788-2792. 5p.

Subjects: Derivative securities, Conditional expectations, Analytical solutions, Mathematical economics, Martingales (Mathematics), Prices

Vanilla options as controls for estimating the conditional expectation of a European derivative payoff.

Authors: Chiu, Eddie W. K.¹ (AUTHOR) eddiechiu@connect.hku.hk

Source: Monte Carlo Methods & Applications. Sep2025, Vol. 31 Issue 3, p225-246. 22p.

Copula-based analysis of asymmetrically distributed joint data under a risk profile using the discrete Type-I extreme value distribution.

Authors: Shahen, Hend S. El-Morshedy, Mahmoud Eliwa, Mohamed S. et al.

Source: Electronic Research Archive. 2025, Vol. 33 Issue 8, p1-27. 27p.

A kernel-based stochastic approximation framework for contextual optimization.

Authors: Cao, Hao Hu, Jian-Qiang Hu, Jiaqiao

Source: European Journal of Operational Research. Oct2026, Vol. 334 Issue 1, p154-169. 16p.

A probabilistic algorithm for Optimal Linear Arrangements.

Authors: Berend, D. Mamana, S.

Source: Discrete Applied Mathematics. Oct2026, Vol. 391, p231-248. 18p.

Subjects: Conditional expectations, Weighted graphs, Linear orderings, Deterministic algorithms, Algorithms, Monte Carlo method

Unique pseudo-expectations for hereditarily essential C*-inclusions.

Authors: ZARIKIAN, VREJ¹ zarikian@usna.edu

Source: Studia Mathematica. 2025, Vol. 283 Issue 1, p67-80. 14p.

A First-Order Autoregressive Process with Size-Biased Lindley Marginals: Applications and Forecasting.

Authors: Bakouch, Hassan S. Gabr, M. M. Aljeddani, Sadiah M. A. et al.

Source: Mathematics (2227-7390). Jun2025, Vol. 13 Issue 11, p1787. 27p.

Unbounded Substitution Conditional Type Operators on L2-Spaces.

Authors: Jabbarzadeh, M. R.¹ (AUTHOR) mjabbar@tabrizu.ac.ir

Source: Results in Mathematics / Resultate der Mathematik. Jun2025, Vol. 80 Issue 4, p1-12. 12p.

A Bayesian Approach to the G‐Formula via Iterative Conditional Regression.

Authors: Liu, Ruyi Hu, Liangyuan Perry Wilson, Francis et al.

Source: Statistics in Medicine. Jun2025, Vol. 44 Issue 13/14, p1-22. 22p.