## Found 2,481 Documents (Results 1–100)

100
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### Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. (English)Zbl 07527235

MSC:  60G22 62F10 62F12
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### On the local time of the half-plane half-comb walk. (English)Zbl 07517674

MSC:  60F05 60G50 60F15
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### Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure. (English)Zbl 07516280

MSC:  65C30 68Q25 65Y20
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### Global weak solutions to the stochastic Ericksen-Leslie system in dimension two. (English)Zbl 07513968

MSC:  35Q35 60H15
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### Fourth moment bound and stationary Gaussian processes with positive correlation. (English)Zbl 07507759

MSC:  60F05 60G15 60H07
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### The multipoint initial-final value condition for the Hoff equations on geometrical graph in spaces of $$\mathbf{K}$$-“noises”. (English)Zbl 07488609

MSC:  35R02 35R60
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### Analysis of time-to-failure data for a repairable system subject to degradation. (English)Zbl 07483284

MSC:  62N05 60G10
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### Reliability estimation from two types of accelerated testing data based on an artificial neural network supported Wiener process. (English)Zbl 07442841

MSC:  62Nxx 62Mxx 60Jxx
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MSC:  65-XX
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MSC:  65-XX
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### Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. (English)Zbl 07510840

MSC:  60-XX 65-XX
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### Orthogonal expansion of multiple Stratonovich stochastic integrals. (Russian. English summary)Zbl 07510837

MSC:  60-XX 33-XX
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MSC:  60H10
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### A Cameron-Storvick theorem on $$C_{a,b}^2 [0,T]$$ with applications. (English)Zbl 07487521

MSC:  46G12 28C20 60J65
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### Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin. (English)Zbl 07447451

MSC:  62Nxx 62P10
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### Semi-parametric survival analysis via Dirichlet process mixtures of the first hitting time model. (English)Zbl 07447314

MSC:  62Nxx 62P10
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### Local time and local reflection of the Wiener process. (English)Zbl 1483.60119

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 233-242 (2021).
MSC:  60J65 60J55
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### Remarks on invariance principle for one-parametric recursive residuals. (English)Zbl 1476.62153

MSC:  62J05 62F03
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### Energy of taut strings accompanying random walk. (English)Zbl 1475.60073

MSC:  60G15 60G10 60F15
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### The reliability of geometric Brownian motion forecasts of S&P500 index values. (English)Zbl 1476.62229

MSC:  62P05 60J70 91G20
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### An extension of local time. (English. Russian original)Zbl 07427275

J. Math. Sci., New York 258, No. 6, 838-844 (2021); translation from Zap. Nauchn. Semin. POMI 486, 148-163 (2019).
MSC:  60G51
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### Orthogonal expansion of multiple Ito stochastic integrals. (Russian. English summary)Zbl 1471.60078

MSC:  60H05 60H10 93E03
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### Derivatives in the mean of random processes and diffusion models in economics. (Russian. English summary)Zbl 1475.60158

MSC:  60J70 91G05 91G80
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### Approximate controllability of nonlocal problem for non-autonomous stochastic evolution equations. (English)Zbl 1469.93008

MSC:  93B05 34K35 60H15
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MSC:  91B06
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### Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise. (English)Zbl 07384717

MSC:  65N12 65N15 65N30
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### A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process. (English)Zbl 1469.60144

MSC:  60G51 31C45 47A68
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MSC:  60G50
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### Existence and linear approximation for the stochastic 3D magnetohydrodynamic-alpha model. (English)Zbl 1470.60179

MSC:  60H15 35R60
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MSC:  60H15
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MSC:  90Bxx
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### On a time and state dependent maximal monotone operator coupled with a sweeping process with perturbations. (English)Zbl 1469.34057

MSC:  34C25 28C20
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### Well-posedness of stochastic third grade fluid equation. (English)Zbl 1462.76009

MSC:  76A05 76M35 35Q35
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### Brownian motion at the speed of light: a new Lorentz invariant family of processes. (English)Zbl 1470.60225

MSC:  60J60 60J65 83A05
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### Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift. (English)Zbl 1461.62173

MSC:  62N02 60F10 60G22
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### A novel learning algorithm of the neuro-fuzzy based Hammerstein-Wiener model corrupted by process noise. (English)Zbl 1458.93155

MSC:  93C42 93E03 93C10
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### On sets of laws of continuous martingales. (English. Russian original)Zbl 1469.60129

Theory Probab. Appl. 65, No. 4, 652-655 (2021); translation from Teor. Veroyatn. Primen. 65, No. 4, 823-828 (2020).
MSC:  60G44 60H05
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### Approximation of backward stochastic partial differential equations by a splitting-up method. (English)Zbl 1450.65004

MSC:  65C30 35R60 60H15
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### Deviation inequalities and Cramer-type moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck process of the second kind. (Chinese. English summary)Zbl 07494902

MSC:  62F12 60F10 60G22
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MSC:  57M99
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### On almost sure convergence of random variables with finite chaos decomposition. (English)Zbl 1470.60107

MSC:  60F99 60G55 60H05
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### Short-term investments and indices of risk. (English)Zbl 1466.91289

MSC:  91G10 91B06
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### Extended Kalman filtering for remaining useful lifetime prediction of a pipeline in a two-tank system. (English)Zbl 1461.93506

Derbel, Nabil (ed.) et al., Diagnosis, fault detection & tolerant control. Singapore: Springer. Stud. Syst. Decis. Control 269, 211-233 (2020).
MSC:  93E11
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### Random motion of light-speed particles. (English)Zbl 1466.60134

MSC:  60H30 81S40
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### Application of multiple Fourier-Legendre series to implementation of strong exponential Milstein and Wagner-Platen methods for non-commutative semilinear stochastic partial differential equations. (English)Zbl 1476.60109

MSC:  60H35 35R60 42C10
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### Modeling linear nonstationary stochastic systems by spectral method. (Russian. English summary)Zbl 1459.93169

MSC:  93E03 60J70 93C05
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### Convergence theorems for the Itô-Henstock integrable operator-valued stochastic process. (English)Zbl 1458.60064

MSC:  60H05 60G20 47N30
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### The Pyt’ev-Chulichkov method for constructing a measurement in the Shestakov-Sviridyuk model. (Russian. English summary)Zbl 1457.60113

MSC:  60H40 62M86 49J15
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### The method of probabilistic solution for determination of electric and thermal stationary fields in conic and prismatic domains. (English)Zbl 1459.65232

MSC:  65N75 65C20 60H30
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### Banach space valued functionals of the Wiener process. (English)Zbl 1454.60008

MSC:  60B11 60H05 60H07
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### Stochastic calculation of curves dynamics of enterprise. (Russian. English summary)Zbl 1474.91239

MSC:  91G50 60H30 91G80
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### On the Chi-square test of homogeneity in case of a simultaneous increase of the number of observations and the number of interval partitions. (English)Zbl 1456.62082

MSC:  62G10 62G07 62E20
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### Minimization of the entropy for a mixture of standard and fractional Brownian motions. (English. Ukrainian original)Zbl 1466.60078

Theory Probab. Math. Stat. 101, 193-215 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 169-188 (2019).
MSC:  60G22
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### Stochastic optimal control of a descriptor system. (English. Russian original)Zbl 1454.93296

Cybern. Syst. Anal. 56, No. 2, 204-212 (2020); translation from Kibern. Sist. Anal. 2020, No. 2, 42-52 (2020).
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MSC:  60G18
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### On approach for studying stochastic Leontief type equations with impulse actions. (Russian. English summary)Zbl 1463.60090

Ufim. Mat. Zh. 12, No. 3, 51-61 (2020); translation in Ufa Math. J. 12, No. 3, 50-59 (2020).
MSC:  60H30 60H10
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### Stochastic Itô-Volterra backward equations in Banach spaces. (English)Zbl 1454.60086

Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 61-113 (2020).
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### Attractiveness and exponential $$p$$-stability of neutral stochastic functional integro-differential equations driven by Wiener process and fBm with impulses effects. (English)Zbl 1456.60173

MSC:  60H99 60G22 45J05
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### Local large deviation principle for Wiener process with random resetting. (English)Zbl 1456.60066

MSC:  60F10 60F15 60J65
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### On the Gerber-Shiu discounted penalty function of dual perturbed risk model with threshold dividend strategy. (Chinese. English summary)Zbl 1463.91120

MSC:  91G05 60K10

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### Study on stochastic quasi-linear partial differential equations of evolution. (English)Zbl 1441.35266

MSC:  35R60 34G20 34F05
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