𝔖 Bobbio Scriptorium
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On the Problem of Recurrence and Ergodicity of a Gaussian Markov Process

✍ Scribed by Nevel’son, M. B.


Book ID
118224520
Publisher
Society for Industrial and Applied Mathematics
Year
1969
Tongue
English
Weight
660 KB
Volume
14
Category
Article
ISSN
0040-585X

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On the uniqueness of maximizers of Marko
✍ Dietmar Ferger 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 92 KB

Let Y be a nonconstant Markov-Gaussian process with almost sure continuous sample functions. We show that with probability one the original process Y and the re ected process |Y | in each case attain their maximal value at precisely one point. Almost sure uniqueness of maximizers of stochastic proce