Conditional Essential Suprema with Applications

By E. Barron, Pierre Cardaliaguet, R. Jensen. 2003

51 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/c155976073a52caa4f9ba9c7ca6345c9ccad9c3e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. J. Ruf
2. Aaditya Ramdas
3. Felix Otto
4. Stefan Neukamm
5. Antoine Gloria
6. Martin Larsson

In Management Science and Operations Research

1. Wouter M. Koolen
2. J. Ruf
3. Aaditya Ramdas
4. Felix Otto
5. Antoine Gloria

Citations in the corpus

• Admissible anytime-valid sequential inference must rely on nonnegative martingales. (2020, background): “[1] and Larsson [15]; see also Appendix A.”
• A Regularity Theory for Random Elliptic Operators (2014, background): “Indeed, this constant quantifies the fraction of the subset of coefficients that do not satisfy the Lipschitz regularity at size R, which is best seen by writing (36) in 1To make this quantity measurable, the supremum and infimum in the oscillation have to be slightly modified, see [25] based on [11”