𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A note on stochastic order of probability measures and an application to Markov processes

✍ Scribed by R. Noebels

Publisher
Springer
Year
1981
Tongue
English
Weight
448 KB
Volume
25
Category
Article
ISSN
0340-9422

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A Note on the Convergence of Integral Fu
A Note on the Convergence of Integral Functionals of Diffusion Processes. An Application to Strong Convergence
✍ F. Liese; W. Schmidt πŸ“‚ Article πŸ“… 1993 πŸ› John Wiley and Sons 🌐 English βš– 268 KB

For a diffusion type process dX, = d w + a(t, X) dt and a sequence (f,) of nonnegative functions necessary and sufficient conditions to the f, are established which guarantee the as. convergence of fn(X,) dt to zero. This result is applied to derive simple necessary and sufficient conditions for the

QUALITATIVE AND QUANTITATIVE ANALYSIS OF
QUALITATIVE AND QUANTITATIVE ANALYSIS OF STOCHASTIC PROCESSES BASED ON MEASURED DATA, II: APPLICATIONS TO EXPERIMENTAL DATA
✍ J. GRADIΕ EK; E. GOVEKAR; I. GRABEC πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 352 KB

Analysis of stochastic processes governed by the Langevin equation is discussed. The analysis is based on a general method for non-parametric estimation of deterministic and random terms of the Langevin equation directly from given data. Separate estimation of the terms corresponds to the decomposit

QUALITATIVE AND QUANTITATIVE ANALYSIS OF
QUALITATIVE AND QUANTITATIVE ANALYSIS OF STOCHASTIC PROCESSES BASED ON MEASURED DATA, I: THEORY AND APPLICATIONS TO SYNTHETIC DATA
✍ J GRADIΕ EK; I GRABEC; S SIEGERT; R FRIEDRICH πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 521 KB

Analysis of stochastic processes governed by the Langevin equation is discussed. The analysis is based on a general method for non-parametric estimation of deterministic and random terms of the Langevin equation directly from given data. Separate estimation of the terms corresponds to decomposition