Modelling Real World Using Stochastic Processes and Filtration

Peter Jaeger

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Displaying similar documents to “Modelling Real World Using Stochastic Processes and Filtration”

Example of continuous second-order stochastic process with prescribed finite multiplicity

Z. Ivković, J. Vukmirović (1976)

Matematički Vesnik

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Extension of stochastic dominance theory to random variables

Chi-Kwong Li, Wing-Keung Wong (2010)

RAIRO - Operations Research

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In this paper, we develop some stochastic dominance theorems for the location and scale family and linear combinations of random variables and for risk lovers as well as risk averters that extend results in Hadar and Russell (1971) and Tesfatsion (1976). The results are discussed and applied to decision-making.

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.

Boundedness on stochastic Petri nets.

J. Campos, F. Plo, M. San Miguel (1993)

Revista Matemática de la Universidad Complutense de Madrid

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Stochastic Petri nets generalize the notion of queuing systems and are a useful model in performance evaluation of parallel and distributed systems. We give necessary and sufficient conditions for the boundedness of a stochastic process related to these nets.