Cylindrical Stochastic Integral
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Displaying similar documents to “Transforming stochastic matrices for stochastic comparison with the st-order”
Cylindrical Stochastic Integral
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Stochastic differential inclusions
Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Stochastic analysis of a three unit standby system.
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Fabio Bagarello (2006)
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Consistency of minimizers and the SLLN for stochastic programs.
Artstein, Zvi, Wets, Roger J.B. (1995)
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A Basic Course on General Stochastic Integration
M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Stochastic Calculus on One-dimensional Diffusions
Dražen Pantić (1994)
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Stochastic differential inclusions
Michał Kisielewicz (1999)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.
Some maximum principles for stochastic equations
Ivo Vrkoč (1969)
Czechoslovak Mathematical Journal
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Prospective Kolmogorov equation of non-Markovian stochastic processes
A. Plucińska (1971)
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Tightness of Continuous Stochastic Processes
Michał Kisielewicz (2006)
Discussiones Mathematicae Probability and Statistics
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Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.