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)

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
Comparison between solutions of SDEs and ODEs
Existence of dual processes
Multifractal analysis of Choquet capacities
Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems)
Compensators and Cox convergence
Reflected BSDE driven by a Lévy process
Martingales and function spaces
RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions
Comultiplicative functionals and the birthing of a Markov process
On local times for non-homogeneous Markov processes
Examples of optimal control for partially observable systems:comparison, classical, and martingale methods
Measures on topological spaces
Excursions of Markov processes: An approach via Markov additive processes
Another limit theorem for local time
On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
Changements de temps de processus de markov
Stochastic integrals for martingales of a jump process with partially accessible jump times
Optimality criteria for controlled discontinuous processes
Some inverse problems involving conditional expectations
Stochastic control by measure transformation: A general existence result
Entrance-exit results for semi-regenerative processes
Théorie du potentiel associée à certains systèmes différentiels
On two-parameter semimartingales
Compactification de Martin d'un processus droit
Occupation-times for functions with countable level sets and the regeneration of stationary processes
Random time changes for multivariate counting processes
A stability theorem for stochastic differential equations and application to stochastic control problems
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An alternative approach to nonlinear filtering
Contr�le de processus alternants et applications
Théorie générale des processus et retournement du temps
A limit theorem for a class of stochastic integral equations
Discontinuous time changes of semiregenerative processes and balayage theorems
Infinitely subadditive capacities as upper envelopes of measures
Stochastic models of simple controlled systems just-in-time
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Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process
Sur la théorie fine du potentiel
Lattices of capacities, and related topologies1
Gaussian quasimartingales
Balayage and multiplicative functionals
Hyperamarts: Conditions for regularity of continuous parameter processes
Nonhomogeneous Markov processes
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Convergence comparée des processus
Amarts: A class of asymptotic martingales. II: Continuous parameter
Propagation of singularities in the semi-fractional Brownian sheet
On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion
Explicit formula of optimal replacement under additive shock processes
Green's and Dirichlet spaces associated with fine Markov processes
Additive functionals of Markov processes and stochastic systems
Additive functionals and entrance laws
Théoreme de Fatou et frontière de Martin
Stochastic process measurability conditions
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
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Optimal investment decisions when time-horizon is uncertain
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Construction of right processes from excursions
Ensembles singuliers associés aux espaces de Banach réticulés
A new approach to the skorohod problem, and its applications
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

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