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Displaying similar documents to “Markovian extensions and reductions of a family of σ -algebras.”

On minimal non-tilted algebras

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.

Introduction to Stopping Time in Stochastic Finance Theory

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...

Modelling Real World Using Stochastic Processes and Filtration

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...

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.