Pages that link to "Item:Q3995465"

The following pages link to Theory of martingales. Transl. from the Russian by K. Dzjaparidze (Q3995465):

Displaying 50 items.

• On the consistent filtering of convergent semimartingales (Q1756968) (← links)
• Environmental Brownian noise suppresses explosions in population dynamics. (Q1766041) (← links)
• Stochastic differential delay equations of population dynamics (Q1772302) (← links)
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
• The almost sure stability of coupled system of stochastic delay differential equations on networks (Q1795006) (← links)
• Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763) (← links)
• Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
• Sequential testing problems for Poisson processes. (Q1848801) (← links)
• A frequency domain approach to some results on fractional Brownian motion (Q1871323) (← links)
• Asymptotic analysis and extinction in a stochastic Lotka-Volterra model (Q1872443) (← links)
• Weak convergence of some classes of martingales with jumps. (Q1872520) (← links)
• Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
• Homogenization of random parabolic operator with large potential. (Q1888748) (← links)
• On Bernstein-type inequalities for martingales. (Q1888750) (← links)
• On averaging principle for diffusion processes with null-recurrent fast component. (Q1888756) (← links)
• Local asymptotic quadraticity of stochastic process models based on stopping times (Q1893865) (← links)
• Constructing quantum measurement processes via classical stochastic calculus (Q1899271) (← links)
• A counting process approach to stochastic interest (Q1905000) (← links)
• The effects of health histories on stochastic process models of aging and mortality (Q1907236) (← links)
• Further applications of a general rate conservation law (Q1909957) (← links)
• On dissipative stochastic equations in a Hilbert space (Q1912575) (← links)
• On asymptotic convergence and boundedness of stochastic systems with time-delay (Q1932714) (← links)
• Kalman type filter under stationary noises (Q1932741) (← links)
• Adaptive estimation of the conditional intensity of marker-dependent counting processes (Q1944676) (← links)
• ``Trees under attack'': a Ray-Knight representation of Feller's branching diffusion with logistic growth (Q1950374) (← links)
• Remarks on moment inequalities and identities for martingales (Q1950780) (← links)
• High-dimensional additive hazards models and the lasso (Q1950827) (← links)
• Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
• Present value distributions with applications to ruin theory and stochastic equations (Q1965872) (← links)
• Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
• On the recursive parameter estimation in the general discrete time statistical model (Q1965907) (← links)
• A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
• Persistence of hubs in growing random networks (Q2041655) (← links)
• Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton (Q2043219) (← links)
• Analysis of a stochastic IVGTT glucose-insulin model with time delay (Q2050020) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
• Trait-dependent branching particle systems with competition and multiple offspring (Q2076625) (← links)
• Dynamical behavior analysis of the Leslie-Gower model in random environment (Q2084673) (← links)
• A generalisation of the Burkholder-Davis-Gundy inequalities (Q2090755) (← links)
• A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
• A continuous-time asset market game with short-lived assets (Q2153526) (← links)
• A mathematical model for turbulent transport through thin randomly oscillating layers surrounding a fixed domain (Q2156844) (← links)
• Dynamic threshold probe of stochastic SIR model with saturated incidence rate and saturated treatment function (Q2164071) (← links)
• \(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations (Q2175601) (← links)
• Analysis of stochastic Nicholson-type delay system under Markovian switching on patches (Q2188173) (← links)
• Qualitative analysis of stochastically perturbed SIRS epidemic model with two viruses (Q2201445) (← links)
• Exponential synchronization of delayed neutral-type neural networks with Lévy noise under non-Lipschitz condition (Q2205782) (← links)
• Diffusion approximation of branching processes in semi-Markov environment (Q2218865) (← links)
• Mean reflected stochastic differential equations with two constraints (Q2238888) (← links)