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Probabilistic properties of a Markov-switching periodic G A R C H process

Billel Aliat, Fayçal Hamdi (2019)

Kybernetika

In this paper, we propose an extension of a periodic G A R C H ( P G A R C H ) model to a Markov-switching periodic G A R C H ( M S - P G A R C H ), and provide some probabilistic properties of this class of models. In particular, we address the question of strictly periodically...

Probabilités et philosophie des mathématiques chez Cournot

Thierry Martin (1995)

Revue d'histoire des mathématiques

L’article se propose de montrer comment, en 1843, Cournot s’efforce de répondre à la crise des fondements qui ébranle le calcul des probabilités, en lui assignant le statut d’une théorie mathématique pure et en distinguant les significations objective et subjective de la probabilité, afin de mesurer la portée de ses applications. On est alors conduit à interroger la représentation proposée par Cournot des mathématiques et de leur rapport au réel, pour mettre à jour la relation qui unit son projet...

Probability and quanta: why back to Nelson?

Piotr Garbaczewski (1998)

Banach Center Publications

We establish circumstances under which the dispersion of passive contaminants in a forced flow can be consistently interpreted as a Markovian diffusion process.

Probability density for a hyperbolic SPDE with time dependent coefficients

Marta Sanz-Solé, Iván Torrecilla-Tarantino (2007)

ESAIM: Probability and Statistics

We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF123 (2002) 453-483 to an infinite dimensional setting.

Probability distribution solutions of a general linear equation of infinite order

Tomasz Kochanek, Janusz Morawiec (2009)

Annales Polonici Mathematici

Let (Ω,,P) be a probability space and let τ: ℝ × Ω → ℝ be strictly increasing and continuous with respect to the first variable, and -measurable with respect to the second variable. We obtain a partial characterization and a uniqueness-type result for solutions of the general linear equation F ( x ) = Ω F ( τ ( x , ω ) ) P ( d ω ) in the class of probability distribution functions.

Probability distribution solutions of a general linear equation of infinite order, II

Tomasz Kochanek, Janusz Morawiec (2010)

Annales Polonici Mathematici

Let (Ω,,P) be a probability space and let τ: ℝ × Ω → ℝ be a mapping strictly increasing and continuous with respect to the first variable, and -measurable with respect to the second variable. We discuss the problem of existence of probability distribution solutions of the general linear equation F ( x ) = Ω F ( τ ( x , ω ) ) P ( d ω ) . We extend our uniqueness-type theorems obtained in Ann. Polon. Math. 95 (2009), 103-114.

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