Convergence theorems for partial sums of arbitrary stochastic sequences.
Wang, Xiaosheng, Guo, Haiying (2010)
Journal of Inequalities and Applications [electronic only]
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Displaying similar documents to “Concrete representation of martingales.”
Convergence theorems for partial sums of arbitrary stochastic sequences.
Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions.
Arcones, Miguel A. (1999)
Electronic Journal of Probability [electronic only]
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A backward particle interpretation of Feynman-Kac formulae
Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the...
A notion of measure for classes in AST
Athanossios Tzouvaras (1987)
Commentationes Mathematicae Universitatis Carolinae
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Well posedness for evolution inclusions.
Balachandran, K., Anguraj, A. (1994)
Journal of Applied Mathematics and Stochastic Analysis
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On unisolvent systems
Howard B. Lambert (1971)
Czechoslovak Mathematical Journal
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