✦ LIBER ✦

The Regularity of Conditional Probabilities for Stochastic Processes

✍ Scribed by Krylov, N. V.

Book ID: 118226690
Publisher: Society for Industrial and Applied Mathematics
Year: 1973
Tongue: English
Weight: 372 KB
Volume: 18
Category: Article
ISSN: 0040-585X
DOI: 10.1137/1118011

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic ordering of conditional stead

Stochastic ordering of conditional steady-state probabilities

✍ Ad Ridder 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 147 KB

On One Regularity Condition for Quantum

On One Regularity Condition for Quantum Quadratic Stochastic Processes

✍ F. M. Mukhamedov 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 172 KB

Asymptotic theory of conditional inferen

Asymptotic theory of conditional inference for stochastic processes

✍ Paul D. Feigin 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 851 KB

Large Deviation Probabilities for Square

Large Deviation Probabilities for Square-Gaussian Stochastic Processes

✍ Yuri Kozachenko; Oksana Moklyachuk 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 160 KB

Maximal regularity for stochastic convol

Maximal regularity for stochastic convolutions driven by Lévy processes

✍ Zdzisław Brzeźniak; Erika Hausenblas 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 300 KB

Maximal Probability Inequalities for Sto

Maximal Probability Inequalities for Stochastic Processes

✍ F. Móricz 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 346 KB

## Abstract Let __X~a,b~__ be nonnegative random variables with the property that __X~a,b~ ≦ X~a,c~ + X~c.b~__ for all 0__≦ a < c < b ≦ T__, where __T >__ 0 is fixed. We define __M~a,b~ =__ sup {__X~a,c~: a < c ≦ h__} and establish bounds for __P__[__M~a,b~ ≧ λ__] in terms of given bounds for __P[X