A general method to obtain the rate of convergence in the strong law of large numbers.
A general purity law for convolution semigroups with discrete Levy measure.
A general stochastic maximum principle for singular control problems.
A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.
A general version of delta theorem
A general version of the fundamental theorem of asset pricing.
A generalization of entropy equation: homogeneous entropies
A generalization of Straube's theorem: existence of absolutely continuous invariant measures for random maps.
A generalization of the conservation integral
Starting from the scheme given by Hudson and Parthasarathy [7,11] we extend the conservation integral to the case where the underlying operator does not commute with the time observable. It turns out that there exist two extensions, a left and a right conservation integral. Moreover, Itô's formula demands for a third integral with two integrators. Only the left integral shows similar continuity properties to that derived in [11] used for extending the integral to more than simple integrands. In...
A generalization of the Erlang's B formula
A generalization of the global limit theorems of R. P. Agnew.
A generalization of the individual ergodic theorem
A generalization of the Itô formula.
A Generalization of the M/G/1 Queue
A generalization of Ueno's inequality for n-step transition probabilities
We provide a generalization of Ueno's inequality for n-step transition probabilities of Markov chains in a general state space. Our result is relevant to the study of adaptive control problems and approximation problems in the theory of discrete-time Markov decision processes and stochastic games.
A generalized beta function and associated probability density.
A generalized Biane process
A generalized bivariate lifetime distribution based on parallel-series structures
In this paper, a generalized bivariate lifetime distribution is introduced. This new model is constructed based on a dependent model consisting of two parallel-series systems which have a random number of parallel subsystems with fixed components connected in series. The probability that one system fails before the other one is measured by using competing risks. Using the extreme-value copulas, the dependence structure of the proposed model is studied. Kendall's tau, Spearman's rho and tail dependences...
A generalized Chacon's inequality and order convergence of processes
A generalized fundamental identity