Relationship between sensitivity indices defined by variance- and covariance-based methods
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چکیده
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Variance and Covariance Processes
In this section, we motivate the construction of variance and covariance processes for continuous local martingales, which is crucial in the construction of stochastic integrals w.r.t. continuous local martingales as we shall see. In this section, unless otherwise specified, we fix a Brownian motion Bt and a filtration {Ft} such that: 1. For each t, Bt is Ft-measurable. 2. For and s ≤ t, the ra...
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ژورنال
عنوان ژورنال: Reliability Engineering & System Safety
سال: 2017
ISSN: 0951-8320
DOI: 10.1016/j.ress.2017.05.038