## Found 56 Documents (Results 1–56)

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### Two theorems on Hunt’s hypothesis (H) for Markov processes. (English)Zbl 1474.60183

MSC:  60J45 60G51
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### Generalized scale functions of standard processes with no positive jumps. (English)Zbl 1445.60065

MSC:  60J99 60J45 60G51
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### Graph Laplace and Markov operators on a measure space. (English)Zbl 1454.47098

Alpay, Daniel (ed.) et al., Linear systems, signal processing and hypercomplex analysis. Selected papers of the conference on mathematics, signal processing and linear systems: new problems and directions, Chapman University, Orange, CA, USA, November 14–19, 2017. Cham: Birkhäuser. Oper. Theory: Adv. Appl. 275, 67-138 (2019).
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### Probability law and flow function of Brownian motion driven by a generalized telegraph process. (English)Zbl 1322.60167

MSC:  60J65 60K15 33C10
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### Identifying all preorders on the subdistribution monad. (English)Zbl 1337.68192

Jacobs, Bart (ed.) et al., Proceedings of the 30th conference on the mathematical foundations of programming semantics (MFPS XXX), Ithaca, NY, USA, June 12–15, 2014. Amsterdam: Elsevier. Electronic Notes in Theoretical Computer Science 308, 309-327, electronic only (2014).
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### Markov processes with restart. (English)Zbl 1295.60086

MSC:  60J25 47D07
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### On harmonic functions for trace processes. (English)Zbl 1227.60098

MSC:  60J45 60J25 60J55
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### On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets. (English)Zbl 1229.60090

MSC:  60J45 31C25 47D07
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### Sparsified randomization algorithms for large systems of linear equations and a new version of the random walk on boundary method. (English)Zbl 1180.65007

MSC:  65C05 65C50 60G50 65C40 65N38 35J05
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### Labelled Markov processes as generalised stochastic relations. (English)Zbl 1277.68198

Cardelli, Luca (ed.) et al., Computation, meaning, and logic. Articles dedicated to Gordon Plotkin. Amsterdam: Elsevier. Electronic Notes in Theoretical Computer Science 172, 459-478 (2007).
MSC:  68Q85 18C15 68Q87
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### A linear mini-max estimator for the case of a quartic loss function. (English)Zbl 0966.62049

MSC:  62M05 62C20 60H10
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MSC:  60J10
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MSC:  60J35

MSC:  60J35
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### An example of regular $$(r,p)$$-capacity and essential self-adjointness of a diffusion operator in infinite dimensions. (English)Zbl 0855.31005

Reviewer: W.Schenk (Dresden)
MSC:  31C25 47D07 60J60
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### Upper and lower class functions for the maximum likelihood estimator for nonlinear stationary homogeneous diffusion processes. (English)Zbl 0815.62056

MSC:  62M05 60H10 60J60

### Estimation of the maximum of a nonparametric signal to within a constant. (English. Russian original)Zbl 0815.62061

Theory Probab. Appl. 38, No. 1, 152-158 (1993); translation from Teor. Veroyatn. Primen. 38, No. 1, 187-194 (1993).
MSC:  62M09 62M05 62G99

### On optimal stopping of a homogeneous Markov process on a finite time interval. (Russian)Zbl 0761.60041

Reviewer: Z.Rychlik (Lublin)
MSC:  60G40

### Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems. (English. Russian original)Zbl 0801.62069

Probl. Inf. Transm. 28, No. 4, 327-340 (1992); translation from Probl. Peredachi Inf. 28, No. 4, 35-48 (1992).
Reviewer: Z.Rychlik (Lublin)
MSC:  62L12 62M05

### On problems of adaptive estimation in white Gaussian noise. (English)Zbl 0783.62061

Topics in nonparametric estimation, Pap. Semin. Math. Stat., Moscow/USSR, Adv. Sov. Math. 12, 87-106 (1992).
MSC:  62M05 62G07 62G35

### On some filtration procedure for jump Markov process observed in white Gaussian noise. (English)Zbl 0769.62072

MSC:  62M20 60G35 60J27
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### Some interpolation procedures for a partially observed Markov process. (English. Russian original)Zbl 0782.62080

Probl. Inf. Transm. 27, No. 4, 322-333 (1991); translation from Probl. Peredachi Inf. 27, No. 4, 57-69 (1991).
MSC:  62M05 60J27 60J65

### On some procedures of interpolation of a partially Markov process. (Russian)Zbl 0757.62043

MSC:  62M05 60J27 60J65

MSC:  62P30
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MSC:  60J25

### Interest and mortality randomness in some annuities. (English)Zbl 0711.62100

MSC:  62P05 60J99
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### On optimality of a likelihood ratio criterion in a problem of detection of orthogonal signals. (Russian)Zbl 0729.62074

MSC:  62M02 62F05 62M20

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### The consistency of a nonlinear least squares estimator from diffusion processes. (English)Zbl 0662.62092

Reviewer: A.Ya.Dorogovtsev
MSC:  62M05
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### Weak convergence of the Aalen estimator for a censored renewal process. (English)Zbl 0649.62020

Statistical decision theory and related topics IV, Pap. 4th Purdue Symp.; West Lafayette/Indiana 1986, Vol. 2,183-194 (1988).
Reviewer: Th.Sellke

### On minimax estimation of a discontinuous signal. (English. Russian original)Zbl 0659.62103

Theory Probab. Appl. 32, No. 4, 727-730 (1987); translation from Teor. Veroyatn. Primen. 32, No. 4, 796-799 (1987).
MSC:  62M05 62G05
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### Additive functionals and stopping time changes of Markov processes, I. (Chinese. English summary)Zbl 0641.60083

MSC:  60J55 60J40 60J25

### Some problems on nonparametric estimation in Gaussian white noise. (English. Russian original)Zbl 0623.62028

Theory Probab. Appl. 31, 391-406 (1987); translation from Teor. Veroyatn. Primen. 31, No. 3, 451-466 (1986).
Reviewer: B.K.Kale
MSC:  62G05 62M05 62G20
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MSC:  60J55

### Asymptotics of the error of computation for an additive functional of a Markov process according to discrete measurements. (Russian)Zbl 0579.60074

Analytical methods in reliability theory, Collect. sci. Works, Kiev 1985, 127-135 (1985).
Reviewer: B.Grigelionis
MSC:  60J55 60J40

### On the optimal choice of conditions of observations in a problem of estimation of the mean. (Russian)Zbl 0567.62071

Teor. Veroyatn. Mat. Stat. 30, 38-45 (1984).
Reviewer: B.L.S.Prakasa Rao
MSC:  62M05 60H10

### Estimation for diffusion processes under misspecified models. (English)Zbl 0555.62067

Reviewer: K.V.Borozdin
MSC:  62M05 62F12 60H10
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### Fisher’s method of scoring in the problem of frequency estimation. (English)Zbl 0549.62055

MSC:  62M05 62M09
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### Operational time: A short and simple existence proof. (English)Zbl 0541.62094

Premium calculation in insurance, NATO ASI Ser., Ser. C 121, 461-465 (1984).
Reviewer: J.Steinebach
MSC:  62P05 60G10 60J99

### The effect of individual variability on the life table. (English)Zbl 0513.62100

MSC:  62P05 62M05 92D25
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MSC:  60J27
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### Bases in standard balayage spaces. (English)Zbl 0444.31004

Potential theory, Proc. Colloq., Copenhagen 1979, Lect. Notes Math. 787, 55-63 (1980).
MSC:  31D05 60J45 93E99

### Transience and recurrence of Markov processes. (English)Zbl 0431.60067

Seminaire de probabilites XIV, 1978/79, Lect. Notes Math. 784, 397-409 (1980).
MSC:  60J25
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### Exit kernels and quasi-left-continuity of standard Markov processes. (English)Zbl 0424.60074

MSC:  60J25 60J35
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MSC:  60J45
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### A new proof for a limit theorem of the phase enlargement type for semi- Markov processes. (Russian)Zbl 0431.60088

MSC:  60K15 60F05

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