scientific article; zbMATH DE number 3390061

zbMATH Open0246.60032MaRDI QIDQ5658888FDOQ5658888

Publication date: 1972

Title of this publication is not available (Why is that?)

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Potentials and capacities on other spaces (31C15) Foundations of stochastic processes (60G05)

Cited In (only showing first 100 items - show all)

On the existence and unicity of solutions of stochastic integral equations
Complements of sets in abstract Borelian hierarchies
The Markov property at co-optional times
Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
Limit non-stationary behavior of large closed queueing networks with bottlenecks
Changes of filtrations and of probability measures
The asymptotic behaviour of maximum likelihood estimators for stationary point processes
Study of a filtration expanded to include an honest time
Th�or�mes de section et de projection pour les processus a deux indices
Un th�or�me de repr�sentation pour les martingales discontinues
The effects of health histories on stochastic process models of aging and mortality
Conditioned super-Brownian motion
Existence of financial equilibria in continuous time with potentially complete markets
Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
The variational principle and stochastic optimal control
Strong supermartingales and limits of nonnegative martingales
Analysis of multiserver retrial queueing system: a martingale approach and an algorithm of solution
Arbitrage and state price deflators in a general intertemporal framework
�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
A remark on the weak convergence of processes in the Skorohod topology
On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process
Bellman inequalities in markov decision deterministic drift processes
Title not available (Why is that?)
Title not available (Why is that?)
Optimal investment decisions when time-horizon is uncertain
Title not available (Why is that?)
Construction of right processes from excursions
Ensembles singuliers associés aux espaces de Banach réticulés
A new approach to the skorohod problem, and its applications
Brownian bridges on random intervals
Markov processes with identical last exit distributions
On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
Stationary strategies in topological games
Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
Multiserver queueing systems with retrials and losses
On the variation distance for probability measures defined on a filtered space
Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
\(G_{\delta }\) ideals of compact sets
Term structure of interest rates: The martingale approach
Stochastic control for BSDEs and ABSDEs with Markov chain noises
Martingale representation in progressively enlarged Lévy filtrations
Stochastic integrators
Weak bisimulation is sound and complete for pCTL\(^*\)
Title not available (Why is that?)
Title not available (Why is that?)
Systems weakened by failures
Nouveaux résultats sur le grossissement des tribus
Default times, no-arbitrage conditions and changes of probability measures
Additive functionals of several time-reversible Markov processes
Splitting times and shift functionals
Poisson approximation of processes with locally independent increments and Markov switching
Anticipated backward stochastic differential equations
Stopping for two-dimensional stochastic processes
On many-server queues in heavy traffic
A partially observed Poisson process
Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
Valuation of default-sensitive claims under imperfect information
The method of stochastic exponentials for large deviations
Central limit theorems for local martingales
Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
Processus de champ moyen: existence, unicite mesures invariantes et limites thermodynamiques
Dynamic asset pricing theory with uncertain time-horizon
Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem
Predictable and dual predictable projections of two-parameter stochastic processes
Systemes de Levy des processus de Markov
Right-continuous solutions of systems of stochastic integral equations
Absolute continuity and singularity of two probability measures on a filtered space
Superprocesses and their Linear Additive Functionals
A GENERAL FRAMEWORK FOR PRICING CREDIT RISK
A mathematical theory of financial bubbles
Continuous-time mean-variance portfolio selection with random horizon
Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
On a generalization of the theorem of p. levy
Title not available (Why is that?)
Naturality, standardness, and weak duality for Markov processes
Structure of strictly Markov marked random closed sets
Left continuous moderate Markov processes
Reflected BSDEs and mixed game problem
Large deviation analysis of the single server queue
A strong law of large numbers for local martingales
Semi-polar sets and quasi-balayage
On solutions of one-dimensional stochastic differential equations without drift
\(G\)-Brownian motion as rough paths and differential equations driven by \(G\)-Brownian motion
Automatic continuity via analytic thinning
Quelques applications de la théorie générale des processus. I
Isomorphism theorems, extended Markov processes and random interlacements
Pricing issues with investment flows. Applications to market models with frictions
Martingales, potentials and exponentials associated with a two-parameter jump process
Sur l'int�grabilit� uniforme des martingales exponentielles
Riemann-Stieltjes quasi-martingale integration
Relative densities of semimartingales
A bound for the expected hitting time of storage processes
Estimating the parameters of distributed productive just-in-time systems
On the problem of optimal instant observations of the linear birth and death process
Integral representation with respect to stopped continuous local martingales
Syst�mes r�g�n�ratifs et processus semi-markoviens
Filtrations for the two parameter jump process
On convergence in variation of the distributions of multivariate point 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 Q5658888)