Hilbert-space of a class of multidimensional stochastic processes
T. K. Pogany (1989)
Matematički Vesnik
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T. K. Pogany (1989)
Matematički Vesnik
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K. Urbanik (1958)
Studia Mathematica
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A. Plucińska (1971)
Applicationes Mathematicae
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Abadi, Miguel (2001)
Mathematical Physics Electronic Journal [electronic only]
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Victor D. Didenko, Natalia A. Rozhenko (2014)
Studia Mathematica
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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.
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.
Swift, Randall J. (2000)
Portugaliae Mathematica
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M. M. Sysło (1974)
Applicationes Mathematicae
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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...
Stevan M. Stojanovic (1965)
Publications de l'Institut Mathématique [Elektronische Ressource]
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André Arnold (1988)
Banach Center Publications
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S. Trybuła
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CONTENTS1. Introduction...................... 52. Definitions........................... 63. Stochastic processes.................. 74. Processes with independent increments...... 85. Sequential estimation for the Poisson process..... 126. Other processes with independent increments.......... 337. Efficiency for a given value of the parameter......... 398. Final remarks........................................... 43References................................................ 45 ...
B. Kopociński (1966)
Applicationes Mathematicae
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Z. Ivković, Yu. A. Rozanov (1972)
Publications de l'Institut Mathématique
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