scientific article; zbMATH DE number 3456236
From MaRDI portal
Publication:4042404
Cited in
(only showing first 100 items - show all)- Queuing systems with semi-Markov flow in average and diffusion approximation schemes
- Inference on periodograms of infinite dimensional discrete time periodically correlated processes
- Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators
- On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits
- Approximation theory for the simulation of continuous Gaussian processes
- \({\mathfrak G}\)-fuzzy topologies on algebraic structures
- Linear parabolic differential equations as limits of space-time jump Markov processes
- Weak convergence of probability measures in spaces of smooth functions
- Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)
- Stochastic model of leukocyte chemosensory movement
- Representation and approximation of large population age distributions using Poisson random measures
- Parameter identification in linear stochastic differential equations
- A class of random dependent shifts invariant on recurrent point processes
- State enlargement of random processes that are complemented to Markov processes
- Distribution of certain functionals for a random walk with steps that are bounded below
- Approximation of probability measures by convex combinations of measures of spherically invariant processes
- Constrained stochastic controllability of infinite-dimensional linear systems
- Some results on weak convergence of jump Markov processes and their stability properties
- Regularization of trajectories for multiparameter additive processes in groups
- Nonparametric detection of change points form observations with errors
- Bayesian methods in global optimization
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
- Tail behavior for semigroups of measures on groups
- Ergodicity conditions and invariant probability measure for an embedded Markov chain in a controlled bulk queueing system with a bilevel service delay discipline. II
- Search from an unknown distribution: An explicit solution
- Skorohod problems with nonsmooth boundary conditions
- Algebraic models for probability measures associated with solutions of random equations. I
- The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
- Boundary layers and homogenization of transport processes
- An exponential estimate
- An estimate of the Wiener process parameter
- Transport equations for elastic and other waves in random media
- A queueing system with random server capacity and multiple control
- Large deviations for additive functionals of d-dependent random fields. I
- Stochastic statistical mechanics
- On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes
- An infinite expansion for nonlinear filtering
- Large deviations for fields with stationary independent increments
- Reflected Brownian motion in a cone: Semimartingale property
- On a likely shape of the random Ferrers diagram
- Random set partitions: Asymptotics of subset counts
- The continuity equation with random velocity field and the expectation of its solutions
- Stability of epidemic model with time delays influenced by stochastic perturbations
- The joint density function of three characteristics on jump-diffusion risk process.
- Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space
- Jump-diffusions with controlled jumps: Existence and numerical methods
- Comparison of estimators in stable models.
- On local asymptotic normality for birth and death on a flow
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
- Asymptotic behaviors of stochastic periodic differential equation with Markovian switching
- Uniform dimension results for a family of Markov processes
- Continuous restrictions of measurable linear operators
- A remark on the CLT for a random walk in a random environment
- Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
- Asymptotic expansions of transition densities for hybrid jump-diffusions
- An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
- Markov operators with a unique invariant measure
- \(p\)-variation of strong Markov processes.
- Weak convergence results for the Kakutani interval splitting procedure.
- A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces
- Large deviations for additive functionals of \(d\)-dependent random fields. II
- The central limit theorem in the space \(D[0,1]\). I
- The modified moment method for multiply censored samples
- The central limit theorem in the space \(D[0,1]\). II
- A simple proof of the Bieberbach conjecture
- \(Q\)-scale measures of fuzzy sets
- The limiting theorems for a random walk of two particles on the lattice \(\mathbb{Z}^ \nu\)
- Discrete fractal dimensions of the ranges of random walks in Z^d associate with random conductances
- Asymptotic stochastic transformations for nonlinear quantum dynamical systems.
- Homogeneous measures and positive Alexandrov curvature
- The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching
- On the inference of applying Gaussian process modeling to a deterministic function
- Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
- From time to times
- Estimation of stationary probability of semi-Markov chains
- Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps
- Backward stochastic partial differential equations related to utility maximization and hedging
- Weak Feller property of non-linear filters
- More on \(P\)-stable convex sets in Banach spaces
- Path properties of the solution to the stochastic heat equation with Lévy noise
- On the Monge and Kantorovich problems for distributions of diffusion processes
- On a Poissonian change-point model with variable jump size
- On hydrodynamic equations at the limit of infinitely many molecules
- Certain properties related to well posedness of switching diffusions
- Random walks and Lévy processes as rough paths
- Determining the MSE-optimal cross section to forecast
- Testing conditional independence via empirical likelihood
- Boundary driven zero-range processes in random media
- Sample path properties of the local time of multifractional Brownian motion
- Analytic nonstationary processes
- Functional limit theorems for Lévy processes and their almost-sure versions
- Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis
- On the derivation of a linear Boltzmann equation from a periodic lattice gas
- Extremal behavior of regularly varying stochastic processes
- Estimation of the stationary distribution of semi-Markov processes with Borel state space
- A stochastic model and a functional central limit theorem for information processing in large systems of neurons
- Recovering convex boundaries from blurred and noisy observations
- Self-intersection local times of additive processes: large deviation and law of the iterated logarithm
- Bifurcation and control of an eco-epidemiological system with environmental fluctuations: a stochastic approach
- Stability of differential systems with random parameters
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4042404)
