Page 1 Next

Displaying 1 – 20 of 139

Showing per page

A Gaussian oscillator.

Burdzy, Krzysztof, White, David (2004)

Electronic Communications in Probability [electronic only]

A Markov property for two parameter Gaussian processes.

David Nualart Rodón, M. Sanz (1979)


This paper deals with the relationship between two-dimensional parameter Gaussian random fields verifying a particular Markov property and the solutions of stochastic differential equations. In the non Gaussian case some diffusion conditions are introduced, obtaining a backward equation for the evolution of transition probability functions.

A note on impulsive control of Feller processes with costly information

Dariusz Gątarek (1990)

Aplikace matematiky

The paper deals with the optimal inspections and maintenance problem with costly information for a Markov process with positive discount factor. The associated dynamic programming equation is a quasi-variational inequality with first order differential terms. In this paper we study its different formulations: strong, visousity and evolutionary. The case of impulsive control of purely jump Markov processes is studied as a special case.

Boundedness of oriented walks generated by substitutions

F. M. Dekking, Z.-Y. Wen (1996)

Journal de théorie des nombres de Bordeaux

Let x = x 0 x 1 be a fixed point of a substitution on the alphabet a , b , and let U a = - 1 - 1 0 1 and U b = 1 1 0 1 . We give a complete classification of the substitutions σ : a , b according to whether the sequence of matrices U x 0 U x 1 U x n n = 0 is bounded or unbounded. This corresponds to the boundedness or unboundedness of the oriented walks generated by the substitutions.

Currently displaying 1 – 20 of 139

Page 1 Next