Marches de Harris sur les groupes localement compacts. II
Marches de Harris sur les groupes localement compacts V
Marches en milieu aléatoire et mesures quasi-invariantes pour un système dynamique
The invariant measures for a Markovian operator corresponding to a random walk, in a random stationary one-dimensional environment defined by a dynamical system, are quasi-invariant measures for the system. We discuss the construction of such measures in the general case and show unicity, under some assumptions, for a rotation on the circle.
Marches récurrentes au sens de Harris sur les groupes localement compacts. I
Marginal problem, statistical estimation, and Möbius formula
A solution to the marginal problem is obtained in a form of parametric exponential (Gibbs–Markov) distribution, where the unknown parameters are obtained by an optimization procedure that agrees with the maximum likelihood (ML) estimate. With respect to a difficult performance of the method we propose also an alternative approach, providing the original basis of marginals can be appropriately extended. Then the (numerically feasible) solution can be obtained either by the maximum pseudo-likelihood...
Markov chain intersections and the loop-erased walk
Markov chains approximation of jump–diffusion stochastic master equations
Quantum trajectories are solutions of stochastic differential equations obtained when describing the random phenomena associated to quantum continuous measurement of open quantum system. These equations, also called Belavkin equations or Stochastic Master equations, are usually of two different types: diffusive and of Poisson-type. In this article, we consider more advanced models in which jump–diffusion equations appear. These equations are obtained as a continuous time limit of martingale problems...
Markov processes and convex minorants
Markov Property of Generalized Fields and Axiomatic Potential Theory.
Markov random walks on groups.
Markovian bridges and reversible diffusion processes with jumps
Markov-Komposition und eine Anwendung auf Martingale.
Martin boundaries associated with a killed random walk
Martingale Approach To Random Evolution
Martingale convergence theorem in quantum logics
Martingale criteria for stochastic stability
Martingale for R-Fuzzy Valued Random Variable
Martingale inequalities in exponential Orlicz spaces.
Martingale measures in the market with restricted information.
Martingale operators and Hardy spaces generated by them
Martingale Hardy spaces and BMO spaces generated by an operator T are investigated. An atomic decomposition of the space is given if the operator T is predictable. We generalize the John-Nirenberg theorem, namely, we prove that the spaces generated by an operator T are all equivalent. The sharp operator is also considered and it is verified that the norm of the sharp operator is equivalent to the norm. The interpolation spaces between the Hardy and BMO spaces are identified by the real method....