A sufficient condition for linear regularity of stochastic processes
Z. A. Ivković (1967)
Matematički Vesnik
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Displaying similar documents to “A sufficient condition for linear regularity of stochastic processes”
A sufficient condition for linear regularity of stochastic processes
An elementary property of conditional mathematical expectation. Application to the linear regularity of stochastic processes
Z. A. Ivković (1969)
Matematički Vesnik
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A stochastic process of monotonous sample functions
P. Todorović (1967)
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The strong law of large numbers for strictly stationary sequence of generalized stochastic processes.
Stevan M. Stojanovic (1965)
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Extension of the averaging method to stochastic equations
Ivo Vrkoč (1966)
Czechoslovak Mathematical Journal
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Prospective Kolmogorov equation of non-Markovian stochastic processes
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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.
Reinsurance-a new approach
Adam Paszkiewicz, Jakub Olejnik (2010)
Banach Center Publications
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We describe a new model of multiple reinsurance. The main idea is that the reinsurance premium is paid conditionally. It is motivated by some analysis of the ultimate price of the reinsurance contract. For simplicity we assume that the underlying risk pricing functional is the L₂-norm. An unexpected relation to the general theory of sample regularity of stochastic processes is given.
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.
Example of continuous second-order stochastic process with prescribed finite multiplicity
Z. Ivković, J. Vukmirović (1976)
Matematički Vesnik
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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.
Equations in differentials in the algebra of generalized stochastic processes
Nadzeya V. Bedziuk, Aleh L. Yablonski (2010)
Banach Center Publications
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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...