Quasi-copulas with quadratic sections in one variable
We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.
Quasiderivatives and interior smoothness of harmonic functions associated with degenerate diffusion processes.
Quasi-diffusion solution of a stochastic differential equation
We consider the stochastic differential equation , where , , are nonrandom continuous functions of t, X₀ is an initial random variable, is a Gaussian process and X₀, Y are independent. We give the form of the solution () to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that () is a quasi-diffusion proces.
Quasi-discrete quantum Markov processes
Quasi-everywhere upper functions
Quasi-Feller Markov chains.
Quasi-Invariance of Measures under Translation.
Quasi-invariant measures on commutative Lie groups of infinite product type.
Quasi-Isotonic Regression and Stochastic Approximation.
Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points
2000 Mathematics Subject Classification: 60J60, 62M99.In this paper, we study the quasi-likelihood estimator of the drift parameter θ in the Ornstein-Uhlenbeck diffusion process, when the process is observed at random time points, which are assumed to be unobservable. These time points are arrival times of a Poisson process with known rate. The asymptotic properties of the quasi-likelihood estimator (QLE) of θ, as well as those of its approximations are also elucidated. An extensive simulation study...
Quasimartingales et formes linéaires associées
Quasi-martingales et variations
Quasimartingales hilbertiennes, d'après Enchev
Quasi-periodic solutions of nonlinear random Schrödinger equations
Quasi-polynomial mixing of the 2D stochastic Ising model with “plus” boundary up to criticality
We considerably improve upon the recent result of [37] on the mixing time of Glauber dynamics for the 2D Ising model in a box of side at low temperature and with random boundary conditions whose distribution stochastically dominates the extremal plus phase. An important special case is when is concentrated on the homogeneous all-plus configuration, where the mixing time is conjectured to be polynomial in . In [37] it was shown that for a large enough inverse-temperature and any there...
Quasi-processus
Quasi-processus et énergie
Quasi-regular generalized convolutions
Quasi-retractive representation of solution sets to stochastic inclusions.
Quasistable gradient and Hamiltonian systems with a pairwise interaction randomly perturbed by Wiener processes.