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In the paper a characterization of interpolation error operator for Hilbert space valued staiionary stochastic processes is obtained.
The paper contains the proof of a theorem on the continuity of a "stochastic process" taking its values in an algebra of operators measurable in Nelson's sense. If the algebra considered is abefian...
The purpose of the present paper is to prove a stochastic Taylor formula for two-parameter processes which extends the results of W. Wagner and E. Platen in the one-parameter case (6. C51-C71).
In this paper we study stochastic processes in R6nyi conditional probability spaces. We prove a conditional analogue of the Kolmogorov fundamental theorem.
Linear conditional expectations and quadratic conditional variances determine a class of stochastic processes with independent increments. Characterizations of the Wiener, Poisson, gamma, negative ...
The paper deals with non-negative stochastic processes X(t, w) (t 2 0) with stationary and independent increments, continuous on the right sample functions, non-degenerate to 0 and fulfilling the i...
The paper deals with non-negative stochastic processes X ( t , a) (t 3 0) with stationary and independent increments, continuous on the right sample functions, non-degenerate to 0, and falling the ...
Formulas for level crossing probabilities, ladder height distributions and related characteristics of a general class of processes with stationary bounded variations and continuous decreasing compon...
Let (X(t); f E N') be a random sequence adopted to . a filtration (Ft)in (a,F ,P ) satisfying some natural assumption. If none of the events (X (t + 1) > X (t)), (X (t + 1) < X (t)) can be predicted...
By a classical result of P. Lbvy, the Brownian motion (Btjtb0 on R may be characterized as a continuous process on R such that (B,),,, and (3;-t),,, are martingales. Generalizations of this result ...

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