A characterization of Markov solutions for stochastic differential equations with jumps

Anne Estrade

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Stochastic differential equation driven by a pure-birth process

Marta Tyran-Kamińska (2002)

Annales Polonici Mathematici

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A generalization of the Poisson driven stochastic differential equation is considered. A sufficient condition for asymptotic stability of a discrete time-nonhomogeneous Markov process is proved.

Optimal state estimation of a Markov process from point process observations

Tran Hung Thao (1991)

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications

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Irada Dzhalladova, Miroslava Růžičková (2023)

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The work deals with non-Markov processes and the construction of systems of differential equations with delay that describe the probability vectors of such processes. The generating stochastic operator and properties of stochastic operators are used to construct systems that define non-Markov processes.

Standard stochastic coalescence with sum kernels.

Fournier, Nicolas (2006)

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Statistical causality and adapted distribution

Ljiljana Petrović, Sladjana Dimitrijević (2011)

Czechoslovak Mathematical Journal

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In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we...

Every continuous first order autoregressive stochastic process is a Gaussian process

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Stochastic processes from 1950 to the present.

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