A Basic Course on General Stochastic Integration
M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Displaying similar documents to “On stochastic properties of past varentropy with applications”
A Basic Course on General Stochastic Integration
Cylindrical Stochastic Integral
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Stochastic Calculus on One-dimensional Diffusions
Dražen Pantić (1994)
Publications de l'Institut Mathématique
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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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On the General Stochastic Epidemic
J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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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.
Consistency of minimizers and the SLLN for stochastic programs.
Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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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.
Some stochastic comparison results for series and parallel systems with heterogeneous Pareto type components
Lakshmi Kanta Patra, Suchandan Kayal, Phalguni Nanda (2018)
Applications of Mathematics
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We focus on stochastic comparisons of lifetimes of series and parallel systems consisting of independent and heterogeneous new Pareto type components. Sufficient conditions involving majorization type partial orders are provided to obtain stochastic comparisons in terms of various magnitude and dispersive orderings which include usual stochastic order, hazard rate order, dispersive order and right spread order. The usual stochastic order of lifetimes of series systems with possibly different...