The following pages link to (Q4042404):
Displaying 50 items.
- Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach (Q292529) (← links)
- Limit theorems of continuous-time random walks with tails (Q373430) (← links)
- Stability of SIRS epidemic model with stochastic perturbation and distributed delays (Q469849) (← links)
- Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Discrete stochastic integration in Riesz spaces (Q618835) (← links)
- On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961) (← links)
- Liouville theorems for non-local operators (Q705981) (← links)
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching (Q712174) (← links)
- On stochastic compartmental models (Q751528) (← links)
- An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities (Q753372) (← links)
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors (Q787626) (← links)
- Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points (Q788850) (← links)
- Limit theorems in stochastic biochemical modelling (Q789339) (← links)
- Continuity properties of Hilbert space valued martingales (Q794341) (← links)
- Quantum mechanics as a stochastic process with a U(1) degree of freedom (Q801397) (← links)
- On Lipschitz dependence in systems with differentiated inputs (Q802210) (← links)
- A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds (Q843622) (← links)
- Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type (Q843706) (← links)
- Hausdorff-Besicovitch dimension of graphs and \(p\)-variation (Q852284) (← links)
- Diffusion in a weakly random Hamiltonian flow (Q863115) (← links)
- The 2D Euler equations and the statistical transport equations (Q882978) (← links)
- Green and Poisson functions with Wentzell boundary conditions (Q884399) (← links)
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling (Q899361) (← links)
- A class of non-Gaussian second order random fields (Q906604) (← links)
- Rough functions: \(p\)-variation, calculus, and index estimation (Q926643) (← links)
- A statistical mechanic view of macro-dynamics in economics (Q943955) (← links)
- On the ergodicity and mixing of max-stable processes (Q947157) (← links)
- \(p\)-adic spherical coordinates and their applications (Q974458) (← links)
- On limiting likelihood ratio processes of some change-point type statistical models (Q974514) (← links)
- Minimal agent based model for financial markets. II (Q977860) (← links)
- Functional Feynman-Kac equations for limit lognormal multifractals (Q996850) (← links)
- Queuing systems with semi-Markov flow in average and diffusion approximation schemes (Q1023979) (← links)
- Inference on periodograms of infinite dimensional discrete time periodically correlated processes (Q1049541) (← links)
- Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators (Q1070698) (← links)
- On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits (Q1077077) (← links)
- Approximation theory for the simulation of continuous Gaussian processes (Q1077812) (← links)
- \({\mathfrak G}\)-fuzzy topologies on algebraic structures (Q1081869) (← links)
- Linear parabolic differential equations as limits of space-time jump Markov processes (Q1083754) (← links)
- Weak convergence of probability measures in spaces of smooth functions (Q1086899) (← links)
- Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\) (Q1093232) (← links)
- Stochastic model of leukocyte chemosensory movement (Q1093591) (← links)
- Representation and approximation of large population age distributions using Poisson random measures (Q1115372) (← links)
- Parameter identification in linear stochastic differential equations (Q1122222) (← links)
- A class of random dependent shifts invariant on recurrent point processes (Q1139326) (← links)
- State enlargement of random processes that are complemented to Markov processes (Q1146947) (← links)
- Distribution of certain functionals for a random walk with steps that are bounded below (Q1149183) (← links)
- Approximation of probability measures by convex combinations of measures of spherically invariant processes (Q1155297) (← links)
- Constrained stochastic controllability of infinite-dimensional linear systems (Q1160599) (← links)
- Some results on weak convergence of jump Markov processes and their stability properties (Q1172028) (← links)
