On the small deviation problem for some iterated processes.
Displaying 41 – 60 of 69
One sufficient condition for the unit multiplicity of a stochastic process.
J. Bulatovic (1978)
Publications de l'Institut Mathématique [Elektronische Ressource]
Processus gaussiens, markoviens d'ordre p, fortement markoviens d'ordre p et problème de Dirichlet stochastique
Albert Benassi (1979)
Annales de l'I.H.P. Probabilités et statistiques
Propriétés du spectre évolutif d'un processus non stationnaire
Guy Mélard (1978)
Annales de l'I.H.P. Probabilités et statistiques
Quadratic variations and estimation of the local Hölder index of a gaussian process
Jacques Istas, Gabriel Lang (1997)
Annales de l'I.H.P. Probabilités et statistiques
Rademacher-Walsh functions and the spectral type of Hermite polynomial of a Wiener process
M. N. Lukić (1989)
Matematički Vesnik
Random sequences with normal covariances
Jiří Michálek (1987)
Kybernetika
Representation and prediction for locally harmonizable isotropic random fields.
Swift, Randall J. (1995)
Journal of Applied Mathematics and Stochastic Analysis
Second order stochastic processes and the dilation theory in Banach spaces
Aleksander Weron (1980)
Annales de l'I.H.P. Probabilités et statistiques
Signal extraction for a class of nonstationary processes.
Swift, Randall J. (2000)
Portugaliae Mathematica
Some exact rates in the functional law of the iterated logarithm
Philippe Berthet, Mikhail Lifshits (2002)
Annales de l'I.H.P. Probabilités et statistiques
Some properties of fully submitted processes.
J. Bulatovic, S. Janjic (1980)
Publications de l'Institut Mathématique [Elektronische Ressource]
Spectral decomposition of locally stationary random processes
Jiří Michálek (1986)
Kybernetika
Spectral dilation of operator-valued measures and its application to infinite-dimensional harmonizable processes
A. Makagon, H. Salehi (1987)
Studia Mathematica
Spectral type of some transformations of certain stochastic processes.
Mitrović, S. (1986)
Publications de l'Institut Mathématique. Nouvelle Série
Strong law of large numbers under a general moment condition.
Chobanyan, Sergei, Levental, Shlomo, Salehi, Habib (2005)
Electronic Communications in Probability [electronic only]
The multiplicity of stochastic processes
Yukuang Chiu (1997)
Séminaire de probabilités de Strasbourg
The Operators Aγ = γA + -γA for a Class of Nondissipative Operators A with a Limit of the Corresponding Correlation Function
Borisova, Galina (2003)
Serdica Mathematical Journal
2000 Mathematics Subject Classification: Primary 47A48, Secondary 60G12In this work we present the operators Aγ = γA + -γA with Re γ = 1/2 in the case of an operator A from the class of nondissipative operators generating nonselfadjoint curves, whose correlation functions have a limit as t → ±∞. The asympthotics of the stationary curves e^(itAγ)f as t → ±∞ onto the absolutely continuous subspace of Aγ are obtained. These asymptotics and the obtained asymptotics in [9] of the nondissipative curves...
The packing measure of the trajectory of a one-dimensional symmetric Cauchy process.
Okoroafor, A.C. (2008)
Journal of Applied Mathematics and Stochastic Analysis
Triangular Models and Asymptotics of Continuous Curves with Bounded and Unbounded Semigroup Generators
Kirchev, Kiril, Borisova, Galina (2005)
Serdica Mathematical Journal
2000 Mathematics Subject Classification: Primary 47A48, Secondary 60G12.In this paper classes of K^r -operators are considered – the classes of bounded and unbounded operators A with equal domains of A and A*, finite dimensional imaginary parts and presented as a coupling of a dissipative operator and an antidissipative one with real absolutely continuous spectra and the class of unbounded dissipative K^r -operators A with different domains of A and A* and with real absolutely continuous spectra....