scientific article; zbMATH DE number 3236476
From MaRDI portal
Publication:5524051
zbMath0146.37701MaRDI QIDQ5524051
Publication date: 1965
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Comparison theorems for neutral stochastic functional differential equations, Nonlinear filtering of systems governed by Ito differential equations with jump parameters, Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity, Finite-time output feedback stabilization for stochastic high-order nonlinear systems, A class of remarkable submartingales, Weak convergence of random sums and maximum random sums under nonrandom norming, A note on the weak invariance principle for local times, From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding, Core-like solutions for games with probabilistic choice of strategies, Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter, Occupation time densities for stable-like processes and other pure jump Markov processes, A limit theorem for singular stochastic differential equations, Discrete time semigroup transformations with random perturbations, Uniqueness in law for pure jump Markov processes, On random walks with jumps scaled by cumulative sums of random variables, Local limit theorems on the convergence of Markov chains to diffusion processes, An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes, Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps, Stochastic differential equations of pure-jumps in relativistic quantum theory, Metonymy and cross-section demand, Embedding laws in diffusions by functions of time, Stability problems for Cantor stochastic differential equations, Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter, On the definition of stochastic differential games and the existence of value and of saddle points, Gambling in contests, A probabilistic remark about the Abel-Goncharov interpolation problem, Mean-square asymptotic stability of the trivial solution of stochastic functional-differential equations, Integrated quantile functions: properties and applications, A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements, Strong solution for a stochastic model of two-dimensional second grade fluids: existence, uniqueness and asymptotic behavior, A Dubins type solution to the Skorokhod embedding problem, A martingale problem associated with diffusion operators in a domain, The distribution of Brownian motion in \(R^ n\) at a natural stopping time, Solving Landau equation for some soft potentials through a probabilistic approach., On effective computation of expectations in large or infinite dimension, Finite-time stabilization of weak solutions for a class of non-local Lipschitzian stochastic nonlinear systems with inverse dynamics, Limit theorems for sums of independent random variables defined on a nonrecurrent random walk, Global finite-time stabilization for switched stochastic nonlinear systems via output feedback, Existence of optimal controls for a partially observed semimartingale, A new premium calculation principle based on Orlicz norms, From discrete to continuous time, Finite-time stabilization of stochastic nonlinear systems in strict-feedback form, Finite-time stabilization of high-order stochastic nonlinear systems in strict-feedback form, McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets, Robust bounds for the American put, Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility, Degree distribution of a typical vertex in a general random intersection graph, A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables, Finite-time stability theorems of homogeneous stochastic nonlinear systems, Optimal stopping and the sufficiency of randomized threshold strategies, Homogenization of hyperbolic damped stochastic wave equations, Some inequalities with local times in zero of a Brownian motion, Comparison theorem for stochastic functional differential equations and applications, A stochastic theory of adiabatic invariance, Periodic solutions of Fokker-Planck equations, The complex Brownian motion as a strong limit of processes constructed from a Poisson process, Stochastic comparisons of Itô processes, Global properties of diffusion processes on cylindrical type phase space, A path space picture for Feynman-Kac averages, Weak convergence inapplied probability, Stochastic evolution equations and related measure processes, Statistical theory of estimation in doubly-stochastic Poisson processes, A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter, On stochastic models describing the motions of randomly forced linear viscoelastic fluids, Magnetohydrodynamic turbulent flows: existence results, Densities for infinitely divisible random processes, A method of parameter identification for linear distributed parameter systems, Signal detection for bilinear systems, On a nonlinear stochastic integral equation with application to control systems, Ruin problems with compounding assets, On the existence of a random solution to a nonlinear perturbed stochastic integral equation, Approximation and optimality necessary conditions in relaxed stochastic control problems, Pathwise uniqueness for solutions of systems of stochastic differential equations, Nonlinear stochastic integrals for hyperfinite Lévy processes, Global adaptive finite-time control for stochastic nonlinear systems via state feedback, Linearized stochastic equations of nonlinear filtering of random processes, Rate of decay for solutions of stochastic differential equations, Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise, Estimate of the rate of convergence of distributions of additive functionals of a sequence of sums of independent random variables, On the expected diameter of an \(L_{2}\)-bounded martingale, One application of the representation theorem for martingales; isomorphism for flows of processes with independent increments, Multivariate data-driven k-NN function estimation, On sufficient conditions for nonexplosion of solutions to stochastic differential equations, Limiting behavior of the solution of the Cauchy problem for a parabolic equation, On the asymptotic behavior of an unstable solution of an inhomogeneous stochastic diffusion equation, On the existence of weak solutions to stochastic differential equations with degenerate diffusion, On the weak solutions to a stochastic 2D simplified Ericksen-Leslie model, Pure strategy equilibria in large demographic summary games, Stochastic theory of population genetics, Asymptotic behavior of the local times of a two-parameter random walk with finite variance, Designing options given the risk: The optimal Skorokhod-embedding problem, On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes, Uniqueness of the solution of Bellman's equation in the case of general controlled processes, Martingale conditions for the optimal control of continuous time stochastic systems, Conjugate processes and the simulation of ruin problems, Stopping distributions for right processes, On existence and asymptotic behaviour of solutions of a nonlinear stochastic integral equation, Gambling in contests with random initial law, Systems of equations driven by stable processes, On the martingale problem associated with nondegenerate Lévy operators, Explicit form and robustness of martingale representations., Fine properties of the optimal Skorokhod embedding problem, Laws of the iterated logarithm for the range of random walks in two and three dimensions, Probabilistic norms and convergence of random variables, Strong approximation of fractional Brownian motion by moving averages of simple random walks., A strong invariance principle for two-dimensional random walk in random scenery., Isomorphism for Spaces of Predictable Processes and an Extension of the Ito Integral, Convergence of the Euler scheme for stochastic functional partial differential equations, Nonlinear Fokker-Planck-Kolmogorov equations in Hilbert spaces, Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk, Stochastic differential equations with singular coefficients on the straight line, On the convergence of the Lie-Trotter formula for stochastic differential equations, Deterministic and stochastic differential equations in infinite- dimensional spaces, Strong comparison of solutions of one-dimensional stochastic differential equations, Embedding and asymptotic expansions for martingales, On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk, Stochastic Hall-magneto-hydrodynamics system in three and two and a half dimensions, Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties, Global existence of solutions for perturbed differential equations, On weak martingale solutions to a stochastic Allen-Cahn-Navier-Stokes model with inertial effects, An averaging principle for dynamical systems in Hilbert space with Markov random perturbations, Integral equations for Rost's reversed barriers: existence and uniqueness results, Strong approximations of Brownian sheet by uniform transport processes, Weak decreasing stochastic order, KMT coupling for random walk bridges, Existence and optimality conditions for relaxed mean-field stochastic control problems, Finite-time stabilization of switched stochastic nonlinear systems with mixed odd and even powers, Mean-field risk sensitive control and zero-sum games for Markov chains, PDE methods for optimal Skorokhod embeddings, The law of the iterated logarithm for spatial averages of the stochastic heat equation, On convergence of multidimensional workload with dominant service duration to a stable process, Extreme order statistics of random walks, An explicit solution to the Skorokhod embedding problem for double exponential increments, Fake exponential Brownian motion, Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients, Time reversal of Markov processes and relativistic quantum theory, GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS, Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise, Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent, On Cox-Kemperman moment inequalities for independent centered random variables, Permanence, extinction and periodicity to a stochastic competitive model with infinite distributed delays, Comparison theorem of one-dimensional stochastic hybrid delay systems, Boussinesq system with partial viscous diffusion or partial thermal diffusion forced by a random noise, Modelling of limit order books by general compound Hawkes processes with implementations, Well-posedness for the three dimensional stochastic planetary geostrophic equations of large-scale ocean circulation, Order preservation for multidimensional stochastic functional differential equations with jumps, An infinite stochastic model of social network formation, Almost periodic solutions of affine ito equations, The Azéma-Yor embedding in non-singular diffusions., Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations, Comparison theorems for some backward stochastic Volterra integral equations, Numerical approximation for a white noise driven SPDE with locally bounded drift, Edgeworth-type expansions for transition densities of Markov chains converging to diffusions, Comparison theorem for distribution-dependent neutral SFDEs, Two explicit Skorokhod embeddings for simple symmetric random walk, Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients, ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS, Stochastically forced cardiac bidomain model, Patterns in Random Walks and Brownian Motion, Two theorems on Hunt's hypothesis (H) for Markov processes, Weak existence and uniqueness for McKean-Vlasov SDEs with common noise, A solution to the Monge transport problem for Brownian martingales, Minimal Root's embeddings for general starting and target distributions, McKean-Vlasov SDEs under measure dependent Lyapunov conditions, Processes That Can Be Embedded in a Geometric Brownian Motion, On the weak solutions to a 3D stochastic Cahn-Hilliard-Navier-Stokes model, Regression-type inference in nonparametric autoregression, An almost sure invariance principle for the range of random walks, A valid mathematical model for approximate nonlinear minimal-variance filtering, Global martingale solution for the stochastic Boussinesq system with zero dissipation, Well-posedness of Hall-magnetohydrodynamics system forced by Lévy noise, Monitoring for a change point in a sequence of distributions, On the conditional expectation of stochastic integrals, On mean-field (\(\mathrm{GI}/\mathrm{GI}/1\)) queueing model: existence and uniqueness, Information states for linear stochastic systems, Duality and a priori estimates in Markovian optimization problems, Periodic solution of stochastic process in the distributional sense, A sample treatment of Langevin-type stochastic differential equations, Stochastic differential equations in Hilbert space, Darling-Erdős theorems for martingales, Ito's lemma in infinite dimensions, Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type, Inverse spectral theory for random Jacobi matrices, On enzyme amplifier systems triggered b y white noise, Canonical equations for boundary feedback control of stochastic distributed parameter systems, Bayesian identification of nonlinear systems, Approximations to and local properties of diffusions with discontinuous controls, Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem, The Euler Scheme for Feller Processes, The stochastic Boltzmann equation and hydrodynamic fluctuations, On Skorokhod embeddings and Poisson equations, Multi-channel queueing networks with interdependent input flows in heavy traffic, On the transition from a Markov chain to a continuous time process, An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale., Stochastic viability and comparison theorems for mixed stochastic differential equations, On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time, Gambling in contests modelled with diffusions, Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball, The accuracy of strong Gaussian approximation for sums of independent random vectors, First passage probabilities of one-dimensional diffusion processes, On the optimal filtering of diffusion processes, LaSalle-type stationary oscillation principle for stochastic affine periodic systems, On the stability of mean-field stochastic differential equations with irregular expectation functional, On strassen's version of the loglog law, [https://portal.mardi4nfdi.de/wiki/Publication:5556859 Verteilungs-invarianzprinzipien f�r das starke gesetz der gro\en zahl], On the other LIL for variables without finite variance, On the deviations in the Skorokhod-Strassen approximation scheme, Unnamed Item, Unnamed Item, Unnamed Item, Derivation of the Moments of a Continuous Stochastic System, [https://portal.mardi4nfdi.de/wiki/Publication:5587564 Darstellung einer Ordnung von Ma�en durch Stoppzeiten], Theorems on the convergence to Markov diffusion processes, Conditions for absolute continuity between a certain pair of probability measures, Stopping times on Brownian motion: Some properties of root's construction, Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients, A log log-law for double sequences of random variables I, Stochastic Optimal Control with Noisy Observations †, Existence of Weak Solutions to Stochastic Evolution Inclusions, On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps, Multiple channel queues in heavy traffic, Non-linear smoothing of infinite-dimensional diffusion processes, ON FINITE ABSOLUTE CONTINUITY OF MEASURES RELATED TO WIENER MEASURE, Unnamed Item, On the estimation of stochastic sensitivity for non-linear dynamical systems in state estimation problems†, An existence theorem for stochastic nonlinear evolution equations on branch space, Hedge portfolios and the black-scholes equations, A remark on the skorohod representation, On the uniqueness of diffusions, Some perpetual integral functionals of the three-dimensional Bessel process, Stochastic Navier-Stokes variational inequalities with unilateral boundary conditions: probabilistic weak solvability, Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations, Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness, Stochastic Abelian and Tauberian theorems, Shadows and barriers, Existence of weak solutions for stochastic nonlinear impulsive systems, Fully coupled drift-less forward and backward stochastic differential equations in a degenerate case, Optimal feedback control for a class of stochastic systems, A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT, Solutions of generalized stochastic optimization problems, On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition, On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach, [https://portal.mardi4nfdi.de/wiki/Publication:4064791 Un th�or�me de repr�sentation pour les martingales discontinues], Stochastic variational inequalities in infinite dimensional spaces, An approximation of partial sums of independent RV'-s, and the sample DF. I, Skorohod embedding of multivariate RV's, and the sample DF, On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals, Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions, Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion, Stochastic finite elements: Computational approaches to stochastic partial differential equations, [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales], Unnamed Item, Characterization of submartingales of a new class (Σr), On the relaxed mean-field stochastic control problem, On the tail behavior of sums of independent random variables, A limit theorem on the core, Error Bounds for Small Jumps of Lévy Processes, Mean stochastic comparison of diffusions, Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments, Non–linear filtering of diffusion processes with discontinuous observations, Filtering of diffusions controlled through their conditional measures†, On one-dimensional stochastic differential equations driven by stable processes, Convergence of distributions of functionals of measurable random fields, Distribution of functionals of certain processes with independent increments with a restraining boundary, [https://portal.mardi4nfdi.de/wiki/Publication:4131394 Repr�sentation des processus ponctuels multivari�s � l'aide d'un processus de Poisson], DENSITY DEPENDENT STOCHASTIC NAVIER–STOKES EQUATIONS WITH NON-LIPSCHITZ RANDOM FORCING, Optimal feedback control of a class of stochastic systems permitting jumps in the diffusion processes, Normal Deviation and Poisson Approximation of a Security Market by the Geometric Markov Renewal Processes, On the Markov property of a class of linear infinitely divisible fields, A simple proof of a rate of embedding for the partial sum process, A new comparison theorem for solutions of stochastic differential equations, Stochastic differential equations with generalized stochastic volatility and statistical estimators, Weak convergence of integral functionals constructed from solutions of Itô’s stochastic differential equations with non-regular dependence on a parameter, The Geometric Markov Renewal Processes with Application to Finance, Weak and strong solutions of stochastic differential equations, How often is the sum of independent random variables larger than a given number?, Representacion de variables en el movimiento browniano con deriva, Unnamed Item, Unnamed Item, Approximation of solutions of mean-field stochastic differential equations, On the weak solutions to a stochastic two-phase flow model, Existence of optimal stochastic controls under partial observation, On infinitely divisible self-similar random fields, Stochastic generalized magnetohydrodynamics equations: well-posedness, Examples of optimal control for partially observable systems:comparison, classical, and martingale methods, On the strong comparison theorems for solutions of stochastic differential equations, Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations, Stochastic integrals on general topological measurable spaces, Stopped distributions for Markov processes in duality, A converse to the law of the iterated logarithm, Finite-time state-feedback control for a class of stochastic high-order nonlinear systems, Arcsine laws for random walks generated from random permutations with applications to genomics, On the central limit theorem for sums of dependent random variables, Stochastic equations with multidimensional drift driven by Levy processes, Approximations for the probability of ruin within finite time, A Semi-Markovian Modeling of Limit Order Markets, On the stochastic stability of a parabolic type system
