搜索结果: 106-120 共查到“统计学 Stochastic”相关记录185条 . 查询时间(0.06 秒)
Invariant measures for stochastic heat equations
Invariant measures stochastic heat equations
2009/9/22
The paper is concerned with the asymptotic behaviour
of solutions to the nonlinear stochastic heat equations, with spatially
homogeneous noise, in the whole space. Sufficient conditions for the
exi...
On martingale measures for stochastic processes with discrete time
martingale measures stochastic processes discrete time
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
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 ...
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems
Backward stochastic differential equation Infinite horizon Reflected barriers
2009/9/22
We prove existence and uniqueness results of the solution
for infinite horizon reflected backward stochastic differential equations
with one or two barriers. We also apply these results to get the
...
Discrete probability measures on 2 x 2 stochastic matrices and a functional equation on [0,1]
Discrete probability measures 2 x 2 stochastic matrices a functional equation
2009/9/22
In this paper, we consider the following natural problem:
suppose pi and pa are two probability measures with fimte
supports S(pl), S(p2), respectively, such that IS(,u1)1 = lSbz)l and
S(pl)uS(pZ) ...
Existence and non-existence of solutions of one-dimensional stochastic equations
Stochastic equations continuous local martingales non-existence local time
2009/9/22
We consider the one-dimensional stochastic equation
for a continuous local martingale M with square variation {M) and
measurable drift and diffusion coefficients b and F. The main purpose
of this p...
In this paper we investigate a quantum stochastic calculus
built of creation, annihilation and number of particles operators
which fulfill some deformed commutation relations.
Namely, we introduce ...
Parameter identification for stochastic Burgers' flows via parabolic rescaling
Burgers' equation random data parabolic scaling singular spectrum discretization
2009/9/21
The paper presents a systematic study of classical statistical
inference problems (parameter estimation and hypothesis testing)
for random fields arising as solutions of the one-dimensional nonlinea...
Almost sure and moment stability of stochastic partial differential equations
Stochastic partial differenflal equation almost sure stability moment stability
2009/9/21
We study thc almost sure and moment srabilily of
a claxs of srachnstic partial diflerential t?quations and we present an
ioFmite4imansiond vesion of a theorem proved fix stochmastic ordinary
diffcr...
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
...
Stopping and stochastic integrals as closable operators
Stopping and stochastic integrals closable operators
2009/9/21
We show that for a von Neumann algebra in standard
form with cyclic and separating tracial vector, and some classes of
noncommutative processes on it, stopping and integrals of these processes
can ...
Stochastic evolutions driven by non-linear white noise
Stochastic evolutions non-linear white noise
2009/9/21
We prove the existence and uniqueness theorem for
stochastic differential equation8 with bounded coefficients driven by
the renormalized square of white noise. These equations are interpreted
as se...
A logarithmic Sobolev inequality for one-dimensional multivalued stochastic differential equations
A logarithmic Sobolev inequality one-dimensional multivalued stochastic differential equations
2009/9/21
We establish a logarithmic Sobolev inequality for a one-
-dimensional multivalued stochastic differential equation associated with
the subdillerential of a convex lower semicontinuous function, usin...
Stochastic version of the Erdos-Renyi limit theorem
Erdos-Rknyi partial sums random matrices random graphs spectral norm
2009/9/21
We generalize the Erdos-Renyi limit theorem on the
maximum of partial sums of random variables to the case when the
number of terms in these sums in randomly distributed. Relations
between this lim...
Durbin-Watson stochastic in robust regression
Regression diagnostics M-estimators robustified D-W statistics critical values
2009/9/21
It is shown that the lower and upper critical values of
the Durbin-Watson (&w) statistic are asymptotically the same for
the analysis based on M-estimators as for the classical least squares
analys...