搜索结果: 1-15 共查到“管理学 Stochastic Processes”相关记录19条 . 查询时间(0.296 秒)
On the construction of the Wold decomposition for non-stationary stochastic processes
the construction of the Wold decomposition non-stationary stochastic processes
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2009/9/24
On the construction of the Wold decomposition for non-stationary stochastic processes。
A study of a one - dimensional bilinear differential model for stochastic processes
a one - dimensional bilinear differential model stochastic processes
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2009/9/24
A study of a one - dimensional bilinear differential model for stochastic processes。
Interpolation error operator for Hilbert space valued stationary stochastic processes
Interpolation error operator Hilbert space stationary stochastic processes
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2009/9/24
In the paper a characterization of interpolation error
operator for Hilbert space valued staiionary stochastic processes is
obtained.
On recurrent differential representations for stationary stochastic processes
recurrent differential representations stationary stochastic processes
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2009/9/24
On recurrent differential representations for stationary stochastic processes。
Jumps of stochastic processes with values in a topological group
Jumps of stochastic processes values in a topological group
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2009/9/24
Jumps of stochastic processes with values in a topological group。
Continuity of non-commutative stochastic processes
Continuity non-commutative stochastic processes
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2009/9/24
The paper contains the proof of a theorem on the
continuity of a "stochastic process" taking its values in an algebra of
operators measurable in Nelson's sense. If the algebra considered is
abefian...
Quantitative results on monotone approximation of stochastic processes
Quantitative results monotone approximation stochastic processes
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2009/9/23
Quantitative results on monotone approximation of stochastic processes。
A stochastic Taylor formula for two-parameter stochastic processes
A stochastic Taylor formula two-parameter stochastic processes
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2009/9/23
The purpose of the present paper is to prove a stochastic
Taylor formula for two-parameter processes which extends the
results of W. Wagner and E. Platen in the one-parameter case
(6. C51-C71).
Stochastic processes in Renyi conditional probability spaces
Stochastic processes Renyi conditional probability spaces
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2009/9/23
In this paper we study stochastic processes in R6nyi
conditional probability spaces. We prove a conditional analogue of the
Kolmogorov fundamental theorem.
Stochastic processes with linear conditional expectation and quadratic conditional variance
Stochastic processes linear conditional expectation quadratic conditional variance
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2009/9/23
Linear conditional expectations and quadratic conditional
variances determine a class of stochastic processes with
independent increments. Characterizations of the Wiener, Poisson,
gamma, negative ...
Infinite divisibility of some functionals on stochastic processes
Infinite divisibility some functionals on stochastic processes
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2009/9/22
The paper deals with non-negative stochastic processes
X(t, w) (t 2 0) with stationary and independent increments, continuous
on the right sample functions, non-degenerate to 0 and
fulfilling the i...
Autoregressive Laplace functionals on stochastic processes
Autoregressive Laplace functionals stochastic processes
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2009/9/22
The paper deals with non-negative stochastic processes
X ( t , a) (t 3 0) with stationary and independent increments, continuous
on the right sample functions, non-degenerate to 0, and falling
the ...
Level crossings of stochastic processes with stationary bounded variations and continuous decreasing components
Level crossings of stochastic processes stationary bounded variations
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2009/9/22
Formulas for level crossing probabilities, ladder height
distributions and related characteristics of a general class of processes
with stationary bounded variations and continuous decreasing compon...
On martingale measures for stochastic processes with discrete time
martingale measures stochastic processes discrete time
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2009/9/22
Let (X(t); f E N') be a random sequence adopted to .
a filtration (Ft)in (a,F ,P ) satisfying some natural assumption. If
none of the events (X (t + 1) > X (t)), (X (t + 1) < X (t)) can be predicted...
Martingale characterizations of stochastic processes on compact groups
Martingale characterizations of stochastic processes compact groups
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2009/9/22
By a classical result of P. Lbvy, the Brownian motion
(Btjtb0 on R may be characterized as a continuous process on R such
that (B,),,, and (3;-t),,, are martingales. Generalizations of this
result ...