A controller and a stopper game with degenerate variance control.
Displaying 101 – 120 of 10055
A convergence of fuzzy random variables
Dug Hun Hong (2003)
Kybernetika
In this paper, a general convergence theorem of fuzzy random variables is considered. Using this result, we can easily prove the recent result of Joo et al, which gives generalization of a strong law of large numbers for sums of stationary and ergodic processes to the case of fuzzy random variables. We also generalize the recent result of Kim, which is a strong law of large numbers for sums of levelwise independent and levelwise identically distributed fuzzy random variables.
A convergence theorem for Dirichlet forms with applications to boundary value problems with varying domains.
Peter Stollmann (1995)
Mathematische Zeitschrift
A converse comparison theorem for BSDEs and related properties of -expectation.
Briand, Philippe, Coquet, François, Hu, Ying, Mémin, Jean, Peng, Shige (2000)
Electronic Communications in Probability [electronic only]
A converse to some inequalities and approximations in the theory of Stieltjes and stochastic integrals, and for nth derivatives
L. Young (1976)
Studia Mathematica
A correction to “Some mean convergence and complete convergence theorems for sequences of -linearly negative quadrant dependent random variables”
Yongfeng Wu, Andrew Rosalsky, Andrei Volodin (2017)
Applications of Mathematics
The authors provide a correction to “Some mean convergence and complete convergence theorems for sequences of -linearly negative quadrant dependent random variables”.
A counter-example concerning a condition of Ogawa integrability
Pietro Majer, Maria Elvira Mancino (1997)
Séminaire de probabilités de Strasbourg
A counterexample for the Markov property of local time for diffusions on graphs
Nathalie Eisenbaum, Haya Kaspi (1995)
Séminaire de probabilités de Strasbourg
A counterexample for the optimality of Kendall-Cranston coupling.
Kuwada, Kazumasa, Sturm, Karl-Theodor (2007)
Electronic Communications in Probability [electronic only]
A counterexample on generalized convolutions
Kazimierz Urbanik (1987)
Colloquium Mathematicum
A counterexample related to -weights in martingale theory
Norihiko Kazamaki (1985)
Séminaire de probabilités de Strasbourg
A counterexample to the smoothness of the solution to an equation arising in fluid mechanics
Stephen Montgomery-Smith, Milan Pokorný (2002)
Commentationes Mathematicae Universitatis Carolinae
We analyze the equation coming from the Eulerian-Lagrangian description of fluids. We discuss a couple of ways to extend this notion to viscous fluids. The main focus of this paper is to discuss the first way, due to Constantin. We show that this description can only work for short times, after which the ``back to coordinates map'' may have no smooth inverse. Then we briefly discuss a second way that uses Brownian motion. We use this to provide a plausibility argument for the global regularity for...
A counting process model of survival of parallel load-sharing system
Petr Volf, Aleš Linka (2001)
Kybernetika
A system composed from a set of independent and identical parallel units is considered and its resistance (survival) against an increasing load is modelled by a counting process model, in the framework of statistical survival analysis. The objective is to estimate the (nonparametrized) hazard function of the distribution of loads breaking the units of the system (i. e. their breaking strengths), to derive the large sample properties of the estimator, and to propose a goodness-of-fit test. We also...
A coupled Cahn-Hilliard particle system.
Shardlow, Tony (2002)
Electronic Journal of Differential Equations (EJDE) [electronic only]
A coupling technique for stochastic comparison of functions of Markov processes.
Doisy, M. (2000)
Journal of Applied Mathematics and Decision Sciences
A Cramér type theorem for weighted random variables.
Najim, Jamal (2002)
Electronic Journal of Probability [electronic only]
A criterion for transience of multidimensional branching random walk in random environment.
Müller, Sebastian (2008)
Electronic Journal of Probability [electronic only]
A criterion of asymptotic stability for Markov-Feller e-chains on Polish spaces
Dawid Czapla (2012)
Annales Polonici Mathematici
Stettner [Bull. Polish Acad. Sci. Math. 42 (1994)] considered the asymptotic stability of Markov-Feller chains, provided the sequence of transition probabilities of the chain converges to an invariant probability measure in the weak sense and converges uniformly with respect to the initial state variable on compact sets. We extend those results to the setting of Polish spaces and relax the original assumptions. Finally, we present a class of Markov-Feller chains with a linear state space model which...
A criterium for the strict positivity of the density of the law of a Poisson process.
Léandre, Rémi (2011)
Advances in Difference Equations [electronic only]
A critical function for the planar brownian convex hull
Thomas S. Mountford (1992)
Séminaire de probabilités de Strasbourg