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Found 204 Documents (Results 1–100)

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Are fractional Brownian motions predictable? (English) Zbl 1251.60034

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 159-165 (2011).
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An extension of the Ocone-Haussmann-Clark formula for the compensated Poisson processes. (English. Russian original) Zbl 1196.60102

Theory Probab. Appl. 53, No. 2, 316-321 (2009); translation from Teor. Veroyatn. Primen. 53, No. 2, 349-353 (2008).
MSC:  60H07 60H05 60G55
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Stochastic integration with respect to a sequence of semimartingales. (English) Zbl 1133.60026

Émery, Michel (ed.) et al., In memoriam Paul-André Meyer. Séminaire de probabilités XXXIX. Berlin: Springer (ISBN 3-540-30994-2/pbk). Lecture Notes in Mathematics 1874, 119-135 (2006).
MSC:  60H05 60G44 60G57
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A stochastic maximization problem for a linear functional with a charge for decision making. (English. Russian original) Zbl 1060.93108

Russ. Math. Surv. 58, No. 4, 784-785 (2003); translation from Usp. Mat. Nauk 58, No. 4, 139-140 (2003).
MSC:  93E20 60J25
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Mixed exponential processes. (English) Zbl 0972.60030

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 152-171 (2000).
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On \(L^p\)-estimates of stochastic integrals. (English) Zbl 0994.60059

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12-18, 1998. Vilnius: TEV. 579-588 (1999).
MSC:  60H05
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Some computations including the injectivity of certain increasing processes. (Quelques calculs de compensateurs impliquant l’injectivité de certains processus croissants.) (French) Zbl 0915.60058

Azéma, Jacques (ed.) et al., Séminaire de probabilités XXXII. Berlin: Springer. Lect. Notes Math. 1686, 316-327 (1998).
Reviewer: R.Buckdahn (Brest)
MSC:  60G25 60J55
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The weak convergence of point fields on a plane to a point field with conditionally independent increments. (English) Zbl 0978.60022

Skorokhod, A. V. (ed.) et al., Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 307-328 (1995).
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Doob-Meyer decomposition and integrator properties of the Wong-Zakai anticipating integral. (English) Zbl 0829.60045

Lindstrøm, Tom (ed.) et al., Stochastic analysis and related topics. Proceedings of the fourth Oslo-Silivri workshop on stochastic analysis held at the University of Oslo, Oslo, Norway, July 6-10, 1992. Yverdon: Gordon and Breach Science Publishers. Stochastics Monogr. 8, 177-201 (1993).
MSC:  60H05 60H07
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Estimating functions and efficiency in a filtered model. (English) Zbl 0810.62079

Niemi, H. (ed.) et al., Proceedings of the Third Finnish-Soviet symposium on probability theory and mathematical statistics. Turku, Finland, August 13-16, 1991. Utrecht: VSP. Front. Pure Appl. Probab. 1, 287-295 (1993).
MSC:  62M05 62F12 62M09
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