What are submartingales and supermartingales? What are some examples of martingales?

▷ Evolves according to a persistent stochastic process. ▷ Distribution πt|t ... ▷ Informational feedback onto CB information. L'Huillier and Zame ... If the stochastic process representing the belief over f is sufficiently regular, then Equation (1) can be approximated arbitrarily well with finitely many ... Mar 15, 2023 ... Abstract. Some mathematical models of informational signals and methods of the diagnostic system construction is considered. Different type of ... Admissible Data Processes. In applying the competitive message process to stochastic environments, we have thus far required uninformed agents to use the ... Jul 13, 2022 ... This paper proposes a novel model of sequential information design, namely the Markov persuasion processes (MPPs), in which a sender, with informational ... process's informational properties: hµ, E, and T. Fortu- nately, there are ... stochastic process [19]. Specifically, given a DQG. M = {U, P(s)}, the ... Apr 15, 2025 ... ... stochastic process. We introduce an informational taxonomy to profile these correlations via a suite of multivariate information measures. The dynamic features are governed by the information flow, modeled as a stochastic volatility process, and generalize standard ARCH specifications. We present a novel and simple method to numerically calculate Fisher information matrices for stochastic chemical kinetics models. an information process with stochastic volatility. JEL classification: G12 ... Informational Con0 tent of Implied Volatility, Review of Financial ...