Pathwise uniqueness and approximation of solutions of stochastic differential equations
Khaled Bahlali, Brahim Mezerdi, Youssef Ouknine (1998)
Séminaire de probabilités de Strasbourg
Similarity:
Displaying similar documents to “Fluid limits of optimally controlled queueing networks.”
Pathwise uniqueness and approximation of solutions of stochastic differential equations
Proofs of the martingale FCLT.
Whitt, Ward (2007)
Probability Surveys [electronic only]
Similarity:
Martingale proofs of many-server heavy-traffic limits for Markovian queues.
Pang, Guodong, Talreja, Rishi, Whitt, Ward (2007)
Probability Surveys [electronic only]
Similarity:
Stability analysis of stochastic Ricker population model,.
Hritonenko, Natali, Rodkina, Alexandra, Yatsenko, Yuri (2006)
Discrete Dynamics in Nature and Society
Similarity:
Reservicing some customers in M/G/1 queues under three disciplines.
Salehi-Rad, M.R., Mengersen, K., Shahkar, G.H. (2004)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Approximation and optimality necessary conditions in relaxed stochastic control problems.
Bahlali, Seïd, Mezerdi, Brahim, Djehiche, Boualem (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
The quadratic control for linear discrete-time systems with independent random perturbations in Hilbert spaces connected with uniform observability.
Ungureanu, V.M. (2005)
Acta Mathematica Universitatis Comenianae. New Series
Similarity:
Central limit theorem for Hölder processes on -unit cube
Jana Klicnarová (2007)
Commentationes Mathematicae Universitatis Carolinae
Similarity:
We consider a sequence of stochastic processes with continuous trajectories and we show conditions for the tightness of the sequence in the Hölder space with a parameter .
A non-Skorokhod topology on the Skorokhod space.
Jakubowski, Adam (1997)
Electronic Journal of Probability [electronic only]
Similarity: