This study shows that, for a sequence of nonnegative valued measurable functions, a sequence of convex combinations converges to a nonnegative function in the quasi-sure sense. This can be used to prove some existence results in multiprobabilities models, and an example application in finance is discussed herein
The Shafer and Sonnenshein convexity of preferences is a key property in game theory. Previous resea...
A Boolean function is called k-convex if for any pair x; y of its true points at Hamming distance at...
In this paper the concept of a *-mixing process is extended to multivalued maps from a probability s...
Given a sequence (Mn)∞n=1 of non-negative martingales starting at Mn0 = 1 we find a sequence of conv...
AbstractWe use probabilistic methods to show that a large class of sequences (Ln) of multivariate Be...
For a sequence $ (f_n)_{n \in \mathbb{N}}$ of nonnegative random variables, we provide simple necess...
This report constitutes the Doctoral Dissertation for Munevver Mine Subasi and consists of three top...
The thesis presents stochastic programming with chance contraints. We begin with the definition of c...
Abstract We study continuity properties of law-invariant (quasi-)convex functions f: L∞(,F, P) → (−...
This paper is on developing stochastic analysis simultaneously under a general family of probability...
Strong convexity is considered for real functions defined on a real interval. Probabilistic characte...
We consider optimization problems involving convex risk functions. By employing techniques of convex...
Using a different approach, we prove a general coincidence theorem of multivalued mappings which hav...
We apply the concept of exchangeable random variables to the case of non-additive robability distrib...
Abstract. For a sequence (fn)n∈N of nonnegative random variables, we pro-vide simple necessary and s...
The Shafer and Sonnenshein convexity of preferences is a key property in game theory. Previous resea...
A Boolean function is called k-convex if for any pair x; y of its true points at Hamming distance at...
In this paper the concept of a *-mixing process is extended to multivalued maps from a probability s...
Given a sequence (Mn)∞n=1 of non-negative martingales starting at Mn0 = 1 we find a sequence of conv...
AbstractWe use probabilistic methods to show that a large class of sequences (Ln) of multivariate Be...
For a sequence $ (f_n)_{n \in \mathbb{N}}$ of nonnegative random variables, we provide simple necess...
This report constitutes the Doctoral Dissertation for Munevver Mine Subasi and consists of three top...
The thesis presents stochastic programming with chance contraints. We begin with the definition of c...
Abstract We study continuity properties of law-invariant (quasi-)convex functions f: L∞(,F, P) → (−...
This paper is on developing stochastic analysis simultaneously under a general family of probability...
Strong convexity is considered for real functions defined on a real interval. Probabilistic characte...
We consider optimization problems involving convex risk functions. By employing techniques of convex...
Using a different approach, we prove a general coincidence theorem of multivalued mappings which hav...
We apply the concept of exchangeable random variables to the case of non-additive robability distrib...
Abstract. For a sequence (fn)n∈N of nonnegative random variables, we pro-vide simple necessary and s...
The Shafer and Sonnenshein convexity of preferences is a key property in game theory. Previous resea...
A Boolean function is called k-convex if for any pair x; y of its true points at Hamming distance at...
In this paper the concept of a *-mixing process is extended to multivalued maps from a probability s...