Displaying similar documents to “The strong law of large numbers for strictly stationary sequence of generalized stochastic processes.”

Tightness of Continuous Stochastic Processes

Michał Kisielewicz (2006)

Discussiones Mathematicae Probability and Statistics

Similarity:

Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.

Equations in differentials in the algebra of generalized stochastic processes

Nadzeya V. Bedziuk, Aleh L. Yablonski (2010)

Banach Center Publications

Similarity:

We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes...

A class of stationary stochastic processes

Victor D. Didenko, Natalia A. Rozhenko (2014)

Studia Mathematica

Similarity:

Regular stationary stochastic vector processes whose spectral densities are the boundary values of matrix functions with bounded Nevanlinna characteristic are considered. A criterion for the representability of such processes as output data of linear time invariant dynamical systems is established.

A second order SDE for the Langevin process reflected at a completely inelastic boundary

Jean Bertoin (2008)

Journal of the European Mathematical Society

Similarity:

It was shown in [2] that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic differential equation with constraints, which is in sharp contrast with a deterministic analog.