The following pages link to (Q4061759):
Displaying 50 items.
- The convex minorant of a Lévy process (Q439880) (← links)
- On the Kantorovich problem for nonlinear images of the Wiener measure (Q520575) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance (Q611617) (← links)
- Discrete stochastic integration in Riesz spaces (Q618835) (← links)
- Multiagent Bayesian forecasting of structural time-invariant dynamic systems with graphical models (Q648365) (← links)
- Continuous-time Markov decision processes with state-dependent discount factors (Q693162) (← links)
- Estimators of the moments for the inventory model of type \((s,S)\) (Q724957) (← links)
- \(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures (Q847756) (← links)
- Homogeneous statistical solutions and local energy inequality for 3D Navier-Stokes equations (Q863160) (← links)
- The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay (Q879135) (← links)
- Stochastic transport theory for porous media (Q913541) (← links)
- On the distribution tail of an integrated risk model: A numerical approach (Q939337) (← links)
- A statistical mechanic view of macro-dynamics in economics (Q943955) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Common functional principal components (Q1002147) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Exponential moments for HJM models with jumps (Q1003342) (← links)
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise (Q1009668) (← links)
- On the convergence of sequences of stationary jump Markov processes (Q1055097) (← links)
- On efficient stopping times (Q1060518) (← links)
- An inequality for the spectral radius of Markov processes (Q1069564) (← links)
- Continuity of filtrations of sigma algebras (Q1096953) (← links)
- Optimal estimation of nonlinear state nonlinear observation systems (Q1106802) (← links)
- An expansion of the free Markov field (Q1138850) (← links)
- Boundary-value problem for a stochastic equation of parabolic type (Q1139214) (← links)
- Invariance principle for certain classes of random fields (Q1139878) (← links)
- An approach to the solution of equations of the first kind with symmetric operators of Fredholm type (Q1140423) (← links)
- Mean-square asymptotic stability of the trivial solution of stochastic functional-differential equations (Q1146647) (← links)
- State enlargement of random processes that are complemented to Markov processes (Q1146947) (← links)
- Limit theorems for Galton-Watson branching processes with migration (Q1147440) (← links)
- Approximation of probability measures on a Hilbert space by convex combinations of Dirac measures (Q1149161) (← links)
- Some remarks on the paper ''stochastic semigroups'' (Q1152624) (← links)
- Contributions to foundations of probability calculus on the basis of the modal logical calculus MC(nu) or MC*(nu) (Q1164041) (← links)
- Branching semigroups on Banach lattices (Q1168635) (← links)
- An abstract nonlinear stochastic integral equation (Q1172877) (← links)
- Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments (Q1193387) (← links)
- Random stopping sets in a sequential analysis of random measures and fields (Q1194007) (← links)
- Stochastic analysis of polymer melts with a binary structure (Q1194085) (← links)
- Uniformization for nonhomogeneous Markov chains (Q1195867) (← links)
- Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments (Q1208941) (← links)
- Learning and optimization in biological systems: a model of sequential actions (Q1245784) (← links)
- On a differential equation arising from compartmental analysis (Q1246072) (← links)
- The mathematical theory of lateral impedance of visual activity and an application of Markov processes (Q1248471) (← links)
- Burgers equation with initial conditions of homogeneous and independent increments (Q1265750) (← links)
- Exponential families of stochastic processes and Lévy processes (Q1330193) (← links)
- Large deviations for vector-valued Lévy processes (Q1332318) (← links)
- A hitting time for Lévy processes, with application to dams and branching processes (Q1355490) (← links)
- On semi-Markov processes and their Kolmogorov's integro-differential equations (Q1635682) (← links)
- Semi-Markov models and motion in heterogeneous media (Q1685491) (← links)
