A stochastic model for linear viscoelastic substances
Romachandran Subramanian, S. Kumaraswamy (1973)
Aplikace matematiky
Similarity:
Romachandran Subramanian, S. Kumaraswamy (1973)
Aplikace matematiky
Similarity:
Karel Vokurka (1983)
Kybernetika
Similarity:
Brodskii, R.Ye., Virchenko, Yu.P. (2006)
Abstract and Applied Analysis
Similarity:
Petr Volf (2000)
Kybernetika
Similarity:
The notion of the counting process is recalled and the idea of the ‘cumulative’ process is presented. While the counting process describes the sequence of events, by the cumulative process we understand a stochastic process which cumulates random increments at random moments. It is described by an intensity of the random (counting) process of these moments and by a distribution of increments. We derive the martingale – compensator decomposition of the process and then we study the estimator...
István Berkes, Lajos Horváth (2003)
Kybernetika
Similarity:
If a stochastic process can be approximated with a Wiener process with positive drift, then its maximum also can be approximated with a Wiener process with positive drift.