Causality and stochastic realization.
Petrović, Ljiljana (2005)
International Journal of Mathematics and Mathematical Sciences
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Petrović, Ljiljana (2005)
International Journal of Mathematics and Mathematical Sciences
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Petrović, Ljiljana (1989)
Publications de l'Institut Mathématique. Nouvelle Série
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K. Golema-Hartman (1976)
Colloquium Mathematicae
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Siemion Fajtlowicz, Edward Marczewski (1969)
Colloquium Mathematicum
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Svetlana Janković (1998)
Zbornik Radova
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Flávio U. Coelho, José A. de la Peña, Sonia Trepode (2008)
Colloquium Mathematicae
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A minimal non-tilted triangular algebra such that any proper semiconvex subcategory is tilted is called a tilt-semicritical algebra. We study the tilt-semicritical algebras which are quasitilted or one-point extensions of tilted algebras of tame hereditary type. We establish inductive procedures to decide whether or not a given strongly simply connected algebra is tilted.
Miroslav Novotný (1982)
Časopis pro pěstování matematiky
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Peter Jaeger (2017)
Formalized Mathematics
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We start with the definition of stopping time according to [4], p.283. We prove, that different definitions for stopping time can coincide. We give examples of stopping time using constant-functions or functions defined with the operator max or min (defined in [6], pp.37–38). Finally we give an example with some given filtration. Stopping time is very important for stochastic finance. A stopping time is the moment, where a certain event occurs ([7], p.372) and can be used together with...
Peter Jaeger (2016)
Formalized Mathematics
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First we give an implementation in Mizar [2] basic important definitions of stochastic finance, i.e. filtration ([9], pp. 183 and 185), adapted stochastic process ([9], p. 185) and predictable stochastic process ([6], p. 224). Second we give some concrete formalization and verification to real world examples. In article [8] we started to define random variables for a similar presentation to the book [6]. Here we continue this study. Next we define the stochastic process. For further...
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.
S. Fajtlowicz (1969)
Colloquium Mathematicae
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T. Barth, A. U. Kussmaul (1981)
Annales scientifiques de l'Université de Clermont. Mathématiques
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