Properties of a special class of doubly stochastic measures.
Properties of centered random walks on locally compact groups and Lie groups.
Properties of generalized set-valued stochastic integrals
The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined by E.J. Jung...
Properties of local-nondeterminism of Gaussian and stable random fields and their applications
In this survey, we first review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random fields. Then we give sufficient conditions for Gaussian random fields with stationary increments to be strongly locally nondeterministic (SLND). Finally, we show some applications of SLND in studying sample path properties of -Gaussian random fields. The class of random fields to which the results are applicable includes fractional Brownian motion, the Brownian...
Properties of matrix variate beta type 3 distribution.
Properties of perpetual integral functionals of brownian motion with drift
Properties of set-valued stochastic integrals
We introduce set-valued stochastic integrals driven by a square-integrable martingale and by a semimartingale. We investigate properties of both integrals.
Properties of the induced semigroup of an Archimedean copula
It is shown that to every Archimedean copula H there corresponds a one-parameter semigroup of transformations of the interval [0,1]. If the elements of the semigroup are diffeomorphisms, then it determines a special function called the vector generator. Its knowledge permits finding a pseudoinverse y = h(x) of the additive generator of the Archimedean copula H by solving the differential equation with initial condition . Weak convergence of Archimedean copulas is characterized in terms of vector...
Prophet Inequalities for Averages of Independent Non-Negative Random Variables.
Propiedades de regularidad de ecuaciones integrales estocásticas de tipo Cabaña, sobre espacios de Hilbert separables.
En este trabajo consideramos ecuaciones integrales estocásticas tipo Ito, que son construidas con integral estocástica de Cabaña, sobre espacios de Hilbert separables y respecto de operadores de Wiener. Se estudian las propiedades de regularidad del proceso solución, analizando su comportamiento respecto de la variación de los coeficientes de la ecuación y de las condiciones iniciales.
Propriété asymptotique d’un modèle statistique pour une chaîne de Markov à valeurs dans
Propriété des lois pour les solutions d'une famille d'équations stochastiques
Propriétés asymptotiques des semimartingales à valeurs dans des variétés à bord continu
Propriétés d'absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques
Propriétés de mélange des processus autorégressifs polynomiaux
Propriétés d'échange et fins d'ensembles optionnels
Propriétés d'invariance du domaine du générateur infinitésimal étendu d'un processus de Markov
Propriétés du spectre évolutif d'un processus non stationnaire
Propriétés ergodiques, en mesure infinie, de certains systèmes dynamiques fibrés
Propriétés générales et exceptionnelles des états statistiques des systèmes dynamiques stables