Extension of the averaging method to stochastic equations
Ivo Vrkoč (1966)
Czechoslovak Mathematical Journal
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Displaying similar documents to “A stochastic process of monotonous sample functions”
Extension of the averaging method to stochastic equations
A sufficient condition for linear regularity of stochastic processes
Z. A. Ivković (1967)
Matematički Vesnik
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A note on the regularity of stochastic processes
Z. A. Ivković (1968)
Matematički Vesnik
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The strong law of large numbers for strictly stationary sequence of generalized stochastic processes.
Stevan M. Stojanovic (1965)
Publications de l'Institut Mathématique [Elektronische Ressource]
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Prospective Kolmogorov equation of non-Markovian stochastic processes
A. Plucińska (1971)
Applicationes Mathematicae
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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.
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.