Generalized stochastic processes
K. Urbanik (1958)
Studia Mathematica
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K. Urbanik (1958)
Studia Mathematica
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Stanisław Kwapień, Michael B. Marcus, Jan Rosiński (2006)
Annales de l'I.H.P. Probabilités et statistiques
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J. M. Angulo Ibáñez, R. Gutiérrez Jáimez (1988)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
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K. Urbanik (1962)
Studia Mathematica
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Gusztáv Morvai, Benjamin Weiss (2011)
Annales de l'I.H.P. Probabilités et statistiques
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Let 0 denote the class of all real valued i.i.d. processes and 1 all other ergodic real valued stationary processes. In spite of the fact that these classes are not countably tight we give a strongly consistent sequential test for distinguishing between them.
K. Urbanik (1997)
Colloquium Mathematicum
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The paper deals with nonnegative stochastic processes X(t,ω)(t ≤ 0) not identically zero with stationary and independent increments right-continuous sample functions and fulfilling the initial condition X(0,ω)=0. The main aim is to study the moments of the random functionals for a wide class of functions f. In particular a characterization of deterministic processes in terms of the exponential moments of these functionals is established.
Adrian Constantin (1994)
Publicacions Matemàtiques
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In this paper we use the Schauder fixed point theorem and methods of integral inequalities in order to prove a result on the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane stochastic integral equations.