Convergence in (2m)-th mean for perturbed stochastic integrodifferential equations
Convergence in Dirichlet law of certain stochastic integrals.
Convergence in distribution for subset counts between random sets.
Convergence in fractional models and applications.
Convergence in incomplete market models.
Convergence in mean of weighted sums of -compactly uniformly integrable random elements in Banach spaces.
Convergence in r-Mean of Normalized Partial Sums in a Separable Banach Space.
Convergence issues in the theory and practice of iterative aggregation/disaggregation methods.
Convergence model of interest rates of CKLS type
This paper deals with convergence model of interest rates, which explains the evolution of interest rate in connection with the adoption of Euro currency. Its dynamics is described by two stochastic differential equations – the domestic and the European short rate. Bond prices are then solutions to partial differential equations. For the special case with constant volatilities closed form solutions for bond prices are known. Substituting its constant volatilities by instantaneous volatilities we...
Convergence of a branching type recursion
Convergence of a Branching Type Recursion with Non-Stationary Immigration.
Convergence of a “Gibbs-Boltzmann” random measure for a typed branching diffusion
Convergence of Banach lattice valued stochastic processes without the Radon-Nikodym property.
Convergence of coalescing nonsimple random walks to the Brownian web.
Convergence of compound probability measures on topological spaces
Convergence of conditional expectations
Convergence of conditional expectations for unbounded closed convex random sets
We discuss here several types of convergence of conditional expectations for unbounded closed convex random sets of the form where is a decreasing sequence of sub-σ-algebras and is a sequence of closed convex random sets in a separable Banach space.
Convergence of critical oriented percolation to super-brownian motion above dimensions
Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
We present a spectral theory for a class of operators satisfying a weak “Doeblin–Fortet” condition and apply it to a class of transition operators. This gives the convergence of the series , , under some regularity assumptions and implies the central limit theorem with a rate in for the corresponding Markov chain. An application to a non uniformly hyperbolic transformation on the interval is also given.
Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
We present a spectral theory for a class of operators satisfying a weak “Doeblin–Fortet" condition and apply it to a class of transition operators. This gives the convergence of the series ∑k≥0krPkƒ, , under some regularity assumptions and implies the central limit theorem with a rate in for the corresponding Markov chain. An application to a non uniformly hyperbolic transformation on the interval is also given.