zbMath0395.28001MaRDI QIDQ4177788
K. R. Parthasarathy
Publication date: 1977
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Optimal multilateral contracts ⋮
Fibres dynamiques asymptotiquement compacts, exposants de Lyapunov. Entropie. Dimension. (Asymptotically compact dynamical bundles, Lyapunov exponents. Entropy. Dimension) ⋮
A law of large numbers for upcrossing measures ⋮
An application of functional equations for generating \(\varepsilon\)-invariant measures ⋮
Separable statistics derived from a given separable statistic by ``restricting the probability space ⋮ Generalized couplings and convergence of transition probabilities ⋮ Continuity of convolution semigroups on hypergroups ⋮ The proximal relation, regionally proximal relation and Banach proximal relation for amenable group actions ⋮ On the random Dugundji extension theorem ⋮ Construction of a Haar measure on the projective limit group and random order values of non-atomic games ⋮ Further evidence on breaking trend functions in macroeconomic variables ⋮ Poincaré's recurrence theorems for set-valued dynamical systems ⋮ The Newton-Nelson equation on fiber bundles with connections ⋮ Approximation of asymmetric multivariate return distributions ⋮ Cycles of Spatial Discretizations of Shadowing Dynamical Systems ⋮ Large deviations theorems for optimal investment problems with large portfolios ⋮ The multi-sensitivity and topological sequence entropy of dynamical system with group action ⋮ Multivalued solutions of hyperbolic Monge-Ampère equations: solvability, integrability, approximation ⋮ Koplienko trace formula ⋮ Convergence parameter associated with a Markov chain and a family of functions ⋮ Unnamed Item ⋮ On the Completeness of Stochastic Flows Generated by Equations with Current Velocities ⋮ On approach for studying stochastic Leontief type equations with impulse actions ⋮ Symmetry groups of Markov processes and the diagonal principle ⋮ On Solvability of Stochastic Differential Equations with Osmotic Velocities ⋮ Disintegration of Gaussian measures and average-case optimal algorithms ⋮ On the global solubility of the Cauchy problem for hyperbolic Monge–Ampére systems ⋮ On the solvability of nonautonomous stochastic differential equations with current velocities ⋮ The existence of invariant \(\sigma\)-finite measures for a group of transformations ⋮ Direct limits, multiresolution analyses, and wavelets ⋮ Distribution of closed geodesics on the modular surface and quadratic irrationals ⋮ KMS weights on groupoid and graph \(C^\ast\)-algebras ⋮ On the nonexistence of solutions for random differential equations in banach spaces∗ ⋮ Theorem of Kuratowski-Suslin for measurable mappings. II ⋮ Homodyne detection and positive operator-valued measures ⋮ Solutions of Burgers, Reynolds, and Navier–Stokes Equations via Stochastic Perturbations of Inviscid Flows ⋮ A note on the weak convergence of probability measures in the \(D[0,1\) space] ⋮ Uniqueness of a solution to the Cauchy problem for the Hopf equation in the two-dimensional case ⋮ Transition vector measures and multimeasures and parametric set-valued integrals ⋮ Unnamed Item ⋮ The Shannon information of filtrations and the additional logarithmic utility of insiders ⋮ Consistency of random field specifications ⋮ Transition vector measures and multimeasures and parametric set-valued integrals ⋮ Central limit problem on \(L_p\;(p\geq 2)\). II: Compactness of infinitely divisible laws ⋮ Determination of probability measures through group actions ⋮ On Existence of Solutions to Stochastic Differential Equations with Current Velocities ⋮ Why the variance? ⋮ Unnamed Item ⋮ Conditional quantiles of Gaussian measures in Hilbert space ⋮ Fuzzy measurability and integrability ⋮ Hausdorff measurable multifunctions ⋮ Joint value-distribution theorems for the Lerch zeta-functions ⋮ On linear-quadratic Gaussian continuous-time Nash games ⋮ Deficient topological measures and functionals generated by them ⋮ Additive fuzzy measures and integrals. III ⋮ THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS-TIME FINANCIAL MARKETS
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