Displaying similar documents to “A stochastic death pairing process.”

Approximation theorems of Wong-Zakai type for stochastic differential equations in infinite dimensions

Krystyna Twardowska

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Some generalizations of the approximation theorem of Wong-Zakai type for stochastic differential equations are examined. One of them deals with functional stochastic differential equations defined on some spaces of continuous functions. The second one concerns the situations when the state space and the Wiener process have values in some Hilbert spaces. The comparison of these results as well as some examples are also included. The correction terms computed here are then applied to the...

A note on the characterization ofsome minification processes

Wiesław Dziubdziela (1997)

Applicationes Mathematicae

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We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al