scientific article; zbMATH DE number 3085434

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05) General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Continuous-time Markov processes on general state spaces (60J25)

Cited in

(only showing first 100 items - show all)

A continuous spectral density for a random field of continuous-index
Individual risk and Lebesgue extension without aggregate uncertainty
A class of random deviation theorems and the approach of Laplace transform
A refined Jensen's inequality in Hilbert spaces and empirical approximations
Partial asymptotic stability in probability of stochastic differential equations
Variance estimation in the central limit theorem for Markov chains
Maximal inequalities for \(g\)-martingales
A general definition of conditional information and its application to ergodic decomposition
Weak and strong laws of large numbers for coherent lower previsions
A new continuous action-set learning automaton for function optimization
Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
Continuous versions of Radon-Nikodym derivatives as likelihood ratios
Many-valued measure-preserving mappings (polymorphisms) and Markovian operators
A heteroscedasticity-consistent covariance matrix estimator for time series regressions
A duality relation for entrance and exit laws for Markov processes
Continuity of invariant measures for families of maps
A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics
On the character of convergence to Brownian local time. I
On the character of convergence to Brownian local time. II
On the significance of absolutely continuous invariant measures
On the increments of the local time of a Wiener sheet
The variational calculus and approximation in policy space for Markovian decision processes
Optimal policies for controlled Markov chains with a constraint
On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction
Search for a fixed target by a moving object
On existence and asymptotic behaviour of solutions of a nonlinear stochastic integral equation
One-dimensional classical massive particle in the ideal gas
A moment estimate for rank statistics
A comparison of Kriging with nonparametric regression methods
Prophet regions and sharp inequalities for pth absolute moments of martingales
How non-uniform can a uniform sample be: A histogram approach
A note on strong mixing of ARMA processes
On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
A multiplicative ergodic theorem for random transformations
Stochastic models for life contingencies
Stochastic inversion of linear first kind integral equations. I: Continuous theory and the stochastic generalized inverse
Stationary Fourier hyperprocesses
Equilibrium fluctuations for interacting Brownian particles
An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problems
On dilating quantum dynamical semigroups with classical Brownian motion
Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
Random walk and diffusion in a stochastic lattice gas model
Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
A note on invariance principles for v. Mises' statistics
Nonlinear models of diffusion on a finite space
The submartingale assumption in risk theory
The supremum of a process with stationary independent and symmetric increments
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
Markov rational expectations equilibria in an overlapping generations model
Stochastic processes on random domains
Ergodicity of a measure-valued Markov chain induced by random transformations
Setwise convergence of solution measures of stochastic differential equations
Markov decision processes with a minimum-variance criterion
General random perturbations of hyperbolic and expanding transformations
Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes
Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
Dual bounds on the equilibrium distribution of a finite Markov chain
On some bidimensional denumerable chains of infinite order
\(\phi\)-summing operators in Banach spaces
Bandwidth choice for differentiation
Continuity of filtrations of sigma algebras
Perturbations of Schrödinger semigroups generated by stochastic integrals
On sample path properties of semistable processes
Characterization of vector valued, Gaussian, stationary, Markov processes
A counterexample on the continuity of conditional expectations
Quelques propriétés spectrales des opérateurs positifs. (Some spectral properties of positive operators)
On the relationship between work load and waiting time in single server queues with batch inputs
Optimal control in wide-sense stationary continuous-time stochastic models
On estimation of random variables via the martingale convergence theorem
Strongly harmonizing operators and strongly harmonizable approximations of continuous random fields on LCA groups
Martingale properties of an information-feedback loop
A system of linear equations related to the transportation problem with application to probability theory
On the representation of finite multiple Markov chains by weighted circuits
On some properties of Poisson processes
Doob's inequalities revisited: A maximal H^ 1-embedding
Densité de l'intégrale d'aire dans \({\mathbb{R}}_+^{n+1}\) et limites non tangentielles. (Density of the area integral in \({\mathbb{R}}_ +^{n+1}\) and non-tangential limits)
Jensen measures of uniform algebras
Generalized martingales, generalized Markov chains and generalized harmonic functions
A certain class of Jensen measures for uniform algebras
Central limit theorems for \(L_ p\)-norms of density estimators
Systems of independent Markov chains
Nonparameteric estimation in mixing sequences of random variables
Developement of stochastic partial differential equations for subsurface hydrology
A review on stochastic differential equations for applications in hydrology
Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
A solution of the nonlinear stochastic realization problem
Why computers like Lebesgue measure
The spectral representation of stable processes: Harmonizability and regularity
Controlled semi-Markov models - the discounted case
The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
Invariance principles for U-statistics and von Mises functionals
Some asymptotic properties of an estimate of the survival function under dependence conditions
The Segal-Bargmann transform for Lévy functionals
Almost sure parameter estimation and convergence rates for hidden Markov models
Theory of order statistics
The convergence problem for differential games
Construction of a conditional probability learning model and information theoretical evaluation of its efficiency
State density of self-adjoint elliptic operators with stochastic coefficients
Hölder continuity of sample paths in Euclidean field theory

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 Q5822308)