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Quantitative results on monotone approximation of stochastic processes
Quantitative results monotone approximation stochastic processes
2009/9/23
Quantitative results on monotone approximation of stochastic processes。
On the approximation theorem of the Wong-Zakai type for the functional stochastic differential equations
the approximation theorem the Wong-Zakai type the functional stochastic differential equations
2009/9/23
On the approximation theorem of the Wong-Zakai type for the functional stochastic differential equations。
A stochastic Taylor formula for two-parameter stochastic processes
A stochastic Taylor formula two-parameter stochastic processes
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
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.
Approximation schemes for two-parameter stochastic equations
Approximation schemes two-parameter stochastic equations
2009/9/23
In this paper we introduce several approximation
schemes for It8 equations with two parameters which are suggested by
the Lie-Trotter product formula from the theory of nonlinear semigroups.
By usi...
Stochastic processes with linear conditional expectation and quadratic conditional variance
Stochastic processes linear conditional expectation quadratic conditional variance
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 ...
Sieve-based maximum likelihood estimator for almost periodic stochastic process models
Sieve-based maximum likelihood estimator almost periodic stochastic process models
2009/9/23
Sieve-based maximum likelihood estimator for almost periodic stochastic process models。
Infinite divisibility of some functionals on stochastic processes
Infinite divisibility some functionals on stochastic processes
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...
Neyman is well known for his fundamental contributions
to the theory of statistics, but he started his statistical career by a series of
papers on applications of statistics. These were applications...
Stochastic models and their applications to social phenomena
Stochastic models applications to social phenomena
2009/9/22
The imposing sweep of this session's title - Critical Problems in New
Quantitative Techniques, the high reputations of the discussants and the other
speakers, together with sponsorship by three scho...
Bayesian estimation of the basic reproduction number in stochastic epidemic models
Basic reproduction number Bayesian inference Epidemics Linear programming Stochastic epidemic models
2009/9/22
Our main focus is on the basic reproduction number, a quantity
of central importance in mathematical epidemic theory, whose value essentially
dictates whether or not a large epidemic outbreak can oc...
Autoregressive Laplace functionals on stochastic processes
Autoregressive Laplace functionals stochastic processes
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 ...
Operator valued stochastic control in Fock space with applications to orbit tracking and noise filtering
Operator valued stochastic control Fock space applications to orbit tracking
2009/9/22
The control process that minimizes the quadratic performance
functional associated with a quantum system whose evolution
is described by a Hudson-Parthasarathy type stochastic differential
equation...
Level crossings of stochastic processes with stationary bounded variations and continuous decreasing components
Level crossings of stochastic processes stationary bounded variations
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...
Existence theorem and Wong-Zakai approximations for multivalued stochastic differential equations
Existence theorem Wong-Zakai approximations multivalued stochastic differential equations
2009/9/22
We consider finite-dimensional multivalued stochastic
differential equations where the drift has a multivalued and monotone
term. Existence and approximation results are obtained by an existence
th...