搜索结果: 1-12 共查到“理论统计学 stochastic integrals”相关记录12条 . 查询时间(0.05 秒)
On multiple Poisson stochastic integrals and associated Markov semigroups
multiple Poisson stochastic integrals associated Markov semigroups
2009/9/24
On multiple Poisson stochastic integrals and associated Markov semigroups。
On some representations concerning the stochastic integrals
some representations the stochastic integrals
2009/9/24
Some additive functionals concerning the Cauchy's
principal value or the Hadamard's finite past are investigatd.
A decomposition of additive functionals is proposed by using the
Hilbert transform t...
Wiener processes and stochastic integrals in a Banach space
Wiener processes stochastic integrals a Banach space
2009/9/23
The representations of Wiener process by uniformly
convergent series of onedimensional Gaussian random processes in
a separable Banach space are given (Section I). The Ito stochastic
integral of an...
Stopping and stochastic integrals as closable operators
Stopping and stochastic integrals closable operators
2009/9/21
We show that for a von Neumann algebra in standard
form with cyclic and separating tracial vector, and some classes of
noncommutative processes on it, stopping and integrals of these processes
can ...
LEVY PROCESSES AND STOCHASTIC INTEGRALS IN BANACH SPACES
Uvy process LBvy measure type cotype LBvy-It6 decomposition stochastic integral
2009/9/18
We review infinite divisibility and LBvy processes in
Banach spaces and discuss the relationship with notions of type and i cotype. The LBvy-It6 decomposition is described. Strong, weak and
Pettis-s...
CONVERGENCE IN VARIATION OF THE JOINT LAWS OF MULTIPLE STABLE STOCHASTIC INTEGRALS
Convergence in variation multiple stochastic integrals stable process LePage representation
2009/9/18
In this note, we are interested in the regularity in the sense
of total variation of the joint laws of multiple stable stochastic integrals.
Namely, we show that the convergence
L
Id1 ...
SHARP NORM INEQUALITIES FOR STOCHASTIC INTEGRALS IN WHICH THE INTEGRATOR IS A NONNEGATIVE SUPERMARTINGALE
Stochastic integral martingale norm inequality differential subordination
2009/9/18
The paper is devoted to sharp inequalities between moments
of nonnegative supermartingales and their strong subordinates. Analogous
estimates hold true for stochastic integrals with respect to a non...
Limit theorems for multiple stochastic integrals
Stable convergence Weak convergence Independently scattered measure
2009/6/12
We show that the general stable convergence results proved in Peccati and Taqqu(2007)for generalized adapted stochastic integrals can be used to obtain limit theorems for multiple stochastic integrals...
Two families of improper stochastic integrals with respect to Lévy processes
stochastic integrals Lévy processes two families
2009/6/12
Two families of improper stochastic integrals with respect to Lévy processes.
L1-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
Infinitely divisible random variables stochastic integrals
2009/5/4
Equivalent upper and lower bounds for the L1 norm of Hilbert space valued infinitely divisible random variables are obtained and used to find bounds for different types of stochastic integrals.
Sharp maximal inequality for martingales and stochastic integrals
Martingale stochastic integral maximal function
2009/4/29
Let $X=(X_t)_{tgeq 0}$ be a martingale and $H=(H_t)_{tgeq 0}$ be a predictable process taking values in $[-1,1]$. Let $Y$ denote the stochastic integral of $H$ with respect to $X$. We show that $$ ||s...
Sharp maximal inequality for martingales and stochastic integrals
martingales stochastic integrals
2009/4/22
Let $X=(X_t)_{tgeq 0}$ be a martingale and $H=(H_t)_{tgeq 0}$ be a predictable process taking values in $[-1,1]$. Let $Y$ denote the stochastic integral of $H$ with respect to $X$. We show that $$ ||s...