Cylindrical Stochastic Integral
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Displaying similar documents to “Stochastic Calculus on One-dimensional Diffusions”
Cylindrical Stochastic Integral
On the General Stochastic Epidemic
J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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Stochastic differential inclusions
Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
A Basic Course on General Stochastic Integration
M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Stochastic analysis of a three unit standby system.
Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
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Consistency of minimizers and the SLLN for stochastic programs.
Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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The stochastic limit in the analysis of some modified open BCS models
Fabio Bagarello (2006)
Banach Center Publications
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Transforming stochastic matrices for stochastic comparison with the st-order
Tuğrul Dayar, Jean-Michel Fourneau, Nihal Pekergin (2010)
RAIRO - Operations Research
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We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
Stochastic differential inclusions
Michał Kisielewicz (1999)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.
Some maximum principles for stochastic equations
Ivo Vrkoč (1969)
Czechoslovak Mathematical Journal
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Example of continuous second-order stochastic process with prescribed finite multiplicity
Z. Ivković, J. Vukmirović (1976)
Matematički Vesnik
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Tightness of Continuous Stochastic Processes
Michał Kisielewicz (2006)
Discussiones Mathematicae Probability and Statistics
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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.