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Stochastic integral with respect to a semi-Markov process of diffusion type

✍ Scribed by B. P. Harlamov

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Extension of a stochastic integral with

✍ Leszek Gawarecki 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 422 KB

Imbedded semi-Markov process applied to

✍ Manju Agarwal 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 325 KB

A property of compactness of families of

✍ M. G. Shur 📂 Article 📅 1970 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 264 KB

On an approach to the definition of a st

✍ A. Yu. Shevlyakov 📂 Article 📅 1991 🏛 Springer US 🌐 English ⚖ 387 KB

Entropy of stochastic processes homogene

✍ B. S. Pitskel 📂 Article 📅 1978 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 547 KB

Simulation of a non-stationary stochasti

✍ J. Čačko; M. Bílý 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 375 KB