Relative Trade Count is a Doubly Stochastic Binomial Point Process The probability distribution of the relative trade count, R(t), can be written.
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In this article, we will study the theory of doubly stochastic systems and related topics further.
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We investigate the optimal control problems for backward doubly stochastic control systems.By doubling on Stochastic analysis we are doubling on trading accuracy.
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Channel Trading ForexThe maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global.The detection of a fluctuating signal in the presence of noise is considered for a doubly stochastic Poisson counting system that is subject to fixed nonparalyzable.Abstract: We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introducing the concept of absolute infinite flow.
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Stochastic Trading Strategy IndicatorExistence and uniqueness results of fully coupled forward-backward stochastic differential equations with an arbitrarily large time duration are obtained.
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We are going to study an approach of optimal control problems where the state equation is a backward doubly stochastic differential equation, and the set of strict.