scientific article; zbMATH DE number 3390061
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(only showing first 100 items - show all)- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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- Systems weakened by failures
- Stationary strategies in topological games
- Construction of right processes from excursions
- Filtrations for the two parameter jump process
- Comparison between solutions of SDEs and ODEs
- Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems)
- Stopping for two-dimensional stochastic processes
- Théorie du potentiel associée à certains systèmes différentiels
- Ensembles singuliers associés aux espaces de Banach réticulés
- Explicit formula of optimal replacement under additive shock processes
- Optimality criteria for controlled discontinuous processes
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- Semi-polar sets and quasi-balayage
- Additive functionals of several time-reversible Markov processes
- A partially observed Poisson process
- Green's and Dirichlet spaces associated with fine Markov processes
- Processus de Ray et théorie du balayage
- On a stochastic integral equation with respect to a weak martingale
- The Ray space of a right process
- Additive functionals of Markov processes and stochastic systems
- Amarts: A class of asymptotic martingales. II: Continuous parameter
- Note on the Krickeberg decomposition
- Some remarks on weak martingales
- Right-continuous solutions of systems of stochastic integral equations
- Levy systems and absolutely continuous changes of measure for a jump process
- An alternative approach to nonlinear filtering
- Stochastic integral representation of some martingales
- Some random time dilations of Markov process
- Martingales from processes with independent increments
- Capacités de Choquet finies et profinies. (Finite and profinite Choquet capacities)
- Measures on topological spaces
- On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion
- Conditioned super-Brownian motion
- The method of stochastic exponentials for large deviations
- Bounds on system reliability of used components under \(\text{MIFR}/{\mathfrak J}_t\) assumption
- Multifractal analysis of Choquet capacities
- Component importance in a random environment
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- Relative densities of semimartingales
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- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
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- Discrimination with respect to a Gaussian process
- Weak bisimulation is sound and complete for pCTL\(^*\)
- On many-server queues in heavy traffic
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- Arbitrage and state price deflators in a general intertemporal framework
- Isomorphism theorems, extended Markov processes and random interlacements
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- scientific article; zbMATH DE number 3644256 (Why is no real title available?)
- Changes of filtrations and of probability measures
- Stochastic models of simple controlled systems just-in-time
- Stochastic integrators
- On local times for non-homogeneous Markov processes
- On convergence in variation of the distributions of multivariate point processes
- On solutions of one-dimensional stochastic differential equations without drift
- Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
- Enhancing of semigroups
- Infinitely subadditive capacities as upper envelopes of measures
- A stability theorem for stochastic differential equations and application to stochastic control problems
- Naturality, standardness, and weak duality for Markov processes
- Randomized and relaxed strategies in continuous-time Markov decision processes
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