scientific article; zbMATH DE number 3390061
From MaRDI portal
zbMath0246.60032MaRDI QIDQ5658888
Publication date: 1972
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Potentials and capacities on other spaces (31C15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05)
Related Items
Conditioned super-Brownian motion, Reflected BSDEs and mixed game problem, Strong supermartingales and limits of nonnegative martingales, Estimating the parameters of distributed productive just-in-time systems, McKean-Vlasov optimal control: the dynamic programming principle, The method of stochastic exponentials for large deviations, Reflected BSDE driven by a Lévy process, Strict local martingales and the Khasminskii test for explosions, Filtrations for the two parameter jump process, Zero-contact angle solutions to stochastic thin-film equations, The effects of health histories on stochastic process models of aging and mortality, Large deviation analysis of the single server queue, RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions, Comparison between solutions of SDEs and ODEs, Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems), Bounds on system reliability of used components under \(\text{MIFR}/{\mathfrak J}_t\) assumption, Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes, Multifractal analysis of Choquet capacities, On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process, Existence of financial equilibria in continuous time with potentially complete markets, Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process, Stopping for two-dimensional stochastic processes, On the problem of optimal instant observations of the linear birth and death process, Théorie du potentiel associée à certains systèmes différentiels, No-arbitrage under a class of honest times, Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths, Ensembles singuliers associés aux espaces de Banach réticulés, Explicit formula of optimal replacement under additive shock processes, Optimality criteria for controlled discontinuous processes, The asymptotic behaviour of maximum likelihood estimators for stationary point processes, Riemann-Stieltjes quasi-martingale integration, Some inverse problems involving conditional expectations, Stochastic control by measure transformation: A general existence result, Semi-polar sets and quasi-balayage, Additive functionals of several time-reversible Markov processes, Absolute continuity and singularity of two probability measures on a filtered space, A partially observed Poisson process, Continuous-time mean-variance portfolio selection with random horizon, A new form of the early exercise premium for American type derivatives, Green's and Dirichlet spaces associated with fine Markov processes, Valuation of default-sensitive claims under imperfect information, The quasi-sure limit of convex combinations of nonnegative measurable functions, Propagation of singularities in the semi-fractional Brownian sheet, Optimal investment decisions when time-horizon is uncertain, Large closed queueing networks in semi-Markov environment and their application, A remark on the weak convergence of processes in the Skorohod topology, Dynamic asset pricing theory with uncertain time-horizon, On extensions of partial functions, Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem, Limit non-stationary behavior of large closed queueing networks with bottlenecks, Default times, no-arbitrage conditions and changes of probability measures, Processus de Ray et théorie du balayage, On a stochastic integral equation with respect to a weak martingale, \(G_{\delta }\) ideals of compact sets, The Ray space of a right process, Additive functionals of Markov processes and stochastic systems, Discrimination with respect to a Gaussian process, Weak bisimulation is sound and complete for pCTL\(^*\), On many-server queues in heavy traffic, Anticipated backward stochastic differential equations, An example of a capacity for which all positive Borel sets are thick, Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games, Amarts: A class of asymptotic martingales. II: Continuous parameter, Note on the Krickeberg decomposition, Term structure of interest rates: The martingale approach, Some remarks on weak martingales, An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion, Right-continuous solutions of systems of stochastic integral equations, Levy systems and absolutely continuous changes of measure for a jump process, A theoretical framework for the pricing of contingent claims in the presence of model uncertainty, An alternative approach to nonlinear filtering, Stochastic integral representation of some martingales, Some random time dilations of Markov process, On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization, Martingales from processes with independent increments, Capacités de Choquet finies et profinies. (Finite and profinite Choquet capacities), Propagation of singularities for the stochastic wave equation, 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), A limit theorem for a class of stochastic integral equations, Measures on topological spaces, Quelques applications de la théorie générale des processus. I, On the variation distance for probability measures defined on a filtered space, On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion, A functional integral approaches to the Makeenko-Migdal equations, On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion, Component importance in a random environment, A bound for the expected hitting time of storage processes, Relative densities of semimartingales, Hyperamarts: Conditions for regularity of continuous parameter processes, Stochastic process measurability conditions, Minorantes harmoniques et potentiels - localisation sur une famille de temps d'arret - reduite forte, Nonhomogeneous Markov processes, On sequential estimation of parameters in semimartingale regression models with continuous time parameter., The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck, Additive functionals and entrance laws, Complements of sets in abstract Borelian hierarchies, Structure of strictly Markov marked random closed sets, Systems weakened by failures, Stationary strategies in topological games, Construction of right processes from excursions, A new approach to the skorohod problem, and its applications, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, On a generalization of the theorem of p. levy, Unnamed Item, G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion, Unnamed Item, Stochastic integrators, On local times for non-homogeneous Markov processes, Nonlinear filtering with a symmetric space valued discontinuous observation, Poisson approximation of processes with locally independent increments and Markov switching, Optimal locally absolutely continuous change of measure. finite set of decisions. part i, Unnamed Item, Unnamed Item, Isomorphism theorems, extended Markov processes and random interlacements, Entrance-exit results for semi-regenerative processes, Brownian Bridges on Random Intervals, From the decompositions of a stopping time to risk premium decompositions, Bellman inequalities in markov decision deterministic drift processes, Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales, Théorie générale des processus et retournement du temps, A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations, [https://portal.mardi4nfdi.de/wiki/Publication:4064791 Un th�or�me de repr�sentation pour les martingales discontinues], Occupation-times for functions with countable level sets and the regeneration of stationary processes, [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales], Automatic continuity via analytic thinning, Balayage and multiplicative functionals, Stochastic integrals for martingales of a jump process with partially accessible jump times, Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem, Stability of the classification of stopping times, On convergence in variation of the distributions of multivariate point processes, Temps d'arrÊt optimal, théorie générale des processus et processus de Markov, On solutions of one-dimensional stochastic differential equations without drift, On the existence and unicity of solutions of stochastic integral equations, [https://portal.mardi4nfdi.de/wiki/Publication:4115871 �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales], Comultiplicative functionals and the birthing of a Markov process, Another limit theorem for local time, Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski, Enhancing of semigroups, Compactification de Martin d'un processus droit, A GENERAL FRAMEWORK FOR PRICING CREDIT RISK, Left continuous moderate Markov processes, Infinitely subadditive capacities as upper envelopes of measures, Nouveaux résultats sur le grossissement des tribus, A stability theorem for stochastic differential equations and application to stochastic control problems, Naturality, standardness, and weak duality for Markov processes, Changes of filtrations and of probability measures, [https://portal.mardi4nfdi.de/wiki/Publication:4148561 Flots filtr�s et flots de processus a accroissements independants], Temps d'arret stricts et martingales de sauts, Study of a filtration expanded to include an honest time, On two-parameter semimartingales, Random time changes for multivariate counting processes, [https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles], [https://portal.mardi4nfdi.de/wiki/Publication:3868548 Th�or�mes de section et de projection pour les processus a deux indices], Changements de temps de processus de markov, Central limit theorems for local martingales, Martingales and function spaces, Analysis of multiserver retrial queueing system: a martingale approach and an algorithm of solution, The variational principle and stochastic optimal control, [https://portal.mardi4nfdi.de/wiki/Publication:4162232 Contr�le de processus alternants et applications], A strong law of large numbers for local martingales, Predictable and dual predictable projections of two-parameter stochastic processes, [https://portal.mardi4nfdi.de/wiki/Publication:3880008 Zero-one laws for the excursions and range of a L�vy process], Representation of gaussian processes equivalent to a gaussian martingalet, Unnamed Item, On the uniqueness of a local martingale with a given absolute value, Integral representation with respect to stopped continuous local martingales, Splitting times and shift functionals, Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem, Subprocesses of stationary Markov processes, The Markov property at co-optional times, Lattices of capacities, and related topologies1, Gaussian quasimartingales, Stochastic integrators with stationary independent increments, Convergence comparée des processus, Processus de champ moyen: existence, unicite mesures invariantes et limites thermodynamiques, Existence of dual processes, Théoreme de Fatou et frontière de Martin, Examples of optimal control for partially observable systems:comparison, classical, and martingale methods, Generalized strong Markov properties and applications, Systemes de Levy des processus de Markov, Excursions of Markov processes: An approach via Markov additive processes, Unnamed Item, A Mathematical Theory of Financial Bubbles, Compensators and Cox convergence, Martingales, potentials and exponentials associated with a two-parameter jump process, Stochastic models of simple controlled systems just-in-time, Markov processes with identical last exit distributions, Arbitrage and state price deflators in a general intertemporal framework, On the multiplicity of the observable process in the general kalman scheme, Polar Sets and Palm Measures in the Theory of Flows, Superprocesses and their Linear Additive Functionals, A CUMULATIVE RESIDUAL INACCURACY MEASURE FOR COHERENT SYSTEMS AT COMPONENT LEVEL AND UNDER NONHOMOGENEOUS POISSON PROCESSES, Martingale representation in progressively enlarged Lévy filtrations, Stochastic Processes in the Decades after 1950, Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation, A singular stochastic control problem with direction switching cost, CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS, Sur le retournement du temps, Stochastic control for BSDEs and ABSDEs with Markov chain noises, Unnamed Item, Enlargement of Filtration in Discrete Time, DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION, Local times and supermartingales, Pricing issues with investment flows. Applications to market models with frictions, Sur la théorie fine du potentiel, Multiserver queueing systems with retrials and losses, Probability unfolding, 1965‒2015, Stochastic models of just-in-time systems and windows of vulnerability in terms of the processes of birth and death, Unnamed Item, Streams of a M/M/1 feedback queue in statistical equilibrium, A Stochastic Gronwall Lemma and Well-Posedness of Path-Dependent SDEs Driven by Martingale Noise, STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT, Streams of a M/M/1 feedback queue in statistical equilibrium, Un théorème de théorie de la mesure, lié à deux théorèmes de Mokobodzki, Discontinuous time changes of semiregenerative processes and balayage theorems, FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS, [https://portal.mardi4nfdi.de/wiki/Publication:4768424 Syst�mes r�g�n�ratifs et processus semi-markoviens], Meyer's theorem on predictability
