搜索结果: 16-19 共查到“管理学 Stochastic processes”相关记录19条 . 查询时间(0.108 秒)
Natural and modified conjugate priors in exponential families of stochastic processes
Natural and modified conjugate exponential families stochastic processes
2009/9/21
Modified eonjugate families OF prior distributiorrs are
ia-uestigatcd and their propefiies are examined in the context d applica~
ons trr admissible md mi-dx eestEmatiaa far the general cxponentid
...
An essay on the general theory of stochastic processes
General theory of stochastic processes Enlargements of filtrations Random times Submartingales Stopping times Honest times Pseudo-stopping times
2009/5/18
This text is a survey on the general theory of stochastic processes, with a view towards random times and enlargements of filtrations. The first five chapters present standard materials, which where d...
Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem
Absolutely continuous stochastic process mass transportation problem Salisburyfi problem
2009/4/29
We study the optimal control problem for Rd-valued absolutely continuous stochastic processes with given marginal distributions at every time. When $d=1$, we show the existence and the uniqueness of a...
Asymptotic Expansion for Stochastic Processes:an Overview and Examples
Asymptotic expansions ε-Markov process Malliavin calculus
2009/3/5
The asymptotic expansion method for ε-Markov processes with a mixing property is briefly reviewed. It is illustrated by a point process marked by a diffusion process. As a typical application, the exp...