scientific article; zbMATH DE number 6458575
From MaRDI portal
Publication:5262334
Recommendations
- scientific article; zbMATH DE number 3544944
- Limit theorems and inequalities via martingale methods
- The martingale approach is applied to prove a class of strong limit theorems
- Martingale Approach to Limit Theorems for Semi–Markov Processes
- Martingale approach to limit theorems for jump processes
- scientific article; zbMATH DE number 1959628
- On martingale approximations
- scientific article; zbMATH DE number 4128171
Cited in
(31)- Diffusion approximation for storage processes
- Some structure results for martingales in the limit and pramarts
- Bifurcation in the presence of small noise
- Stochastic approximation with two time scales
- An application of martingales in the limit to a problem in information science
- Time scales in homogenization of periodic flows with vanishing molecular diffusion
- On limit theorems for fields of martingale differences
- Limit behavior of two-time-scale diffusions revisited
- On martingales in the limit and their classification
- Diffusion approximation for fully coupled stochastic differential equations
- Peculiarities of construction and analysis of the information warfare model with Markov switchings and impulse perturbations under Levy approximation conditions
- Diffusion-approximation for a kinetic spray-like system with random forcing
- Limit theorems for cylindrical martingale problems associated with Lévy generators
- Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model
- A second order analysis of McKean-Vlasov semigroups
- Differential equations with small stochastic terms under the Lévy approximating conditions
- Classical limit for a system of non-linear random Schrödinger equations
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
- Diffusion approximation of systems with weakly ergodic Markov perturbations. I
- scientific article; zbMATH DE number 3895991 (Why is no real title available?)
- scientific article; zbMATH DE number 22999 (Why is no real title available?)
- scientific article; zbMATH DE number 1959628 (Why is no real title available?)
- Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
- Martingales with sufficient statistics
- A weak overdamped limit theorem for Langevin processes
- A martingale approach to the PASTA property
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
- Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes
- Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
- Laws of the iterated logarithm for a class of iterated processes
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 Q5262334)
