scientific article; zbMATH DE number 3879862

MaRDI QIDQ3345542zbMATH OpenFDO

Authors John Brode

Publication date 1981

zbMATH Keywords

potential-theoretically defined measuretransition kernel for a stable Markovian process

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

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(3)

• Asymptotic behaviour of trajectory fitting estimators for certain non-ergodic SDE
• Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric \(\alpha\)-stable processes.
• The estimation of probability distribution of SDE by only one sample trajectory

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