A Basic Course on General Stochastic Integration
M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Dražen Pantić (1994)
Publications de l'Institut Mathématique
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Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
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J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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Fabio Bagarello (2006)
Banach Center Publications
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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.
Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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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.
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...
Ivo Vrkoč (1969)
Czechoslovak Mathematical Journal
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Joachim Syga (2015)
Discussiones Mathematicae Probability and Statistics
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A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.