✦ LIBER ✦

Dynamics & Stochastics || Weak Stability and Generalized Weak Convolution for Random Vectors and Stochastic Processes

✍ Scribed by Jolanta K. Misiewicz

Book ID: 124989593
Publisher: Institute of Mathematical Statistics
Year: 2006
Weight: 994 KB
Volume: 48
Category: Article
ISSN: 0749-2170
DOI: 10.2307/4356365

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A weak energy–momentum method for stocha

A weak energy–momentum method for stochastic instability induced by dissipation and random excitations

✍ Bai, Changqing; Zhang, Hongyan 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 564 KB

Approximation and Weak Convergence Metho

Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory.by Harold J. Kushner

✍ Review by: Winfried K. Grassman 📂 Article 📅 1986 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 186 KB

Approximation and Weak Convergence Metho

Approximation and Weak Convergence Methods for Random Processes, With Applications to Stochastic Systems Theory.by Harold J. Kushner

✍ Review by: Ioannis Karatzas 📂 Article 📅 1985 🏛 American Statistical Association 🌐 English ⚖ 452 KB

Generalized Brownian Motion, Point Proce

Generalized Brownian Motion, Point Processes and Stochastic Calculus for Random Fields

✍ Prof. Dr. K.-H. Fichtner; G. Winkler 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 794 KB

A representation of the Malliavian derivative and the Skorochod integral in terms of random point systems on Polish spaces (and thus generalizing from the unit interval) is derived. This leads to a stochastic calculus based on random point systems. The operators are given explicitely and in a simple

On the Reproduction Method for Simulatin

On the Reproduction Method for Simulating Random Vectors and Stochastic Processes (Randomization of Correlation Matrices)

✍ Mikhailov, G. A. 📂 Article 📅 1975 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 497 KB

Review of 'Approximation and Weak Conver

Review of 'Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory' (Kushner, H.J.; 1984)

✍ Hajek, B. 📂 Article 📅 1985 🏛 IEEE 🌐 English ⚖ 343 KB