Pages that link to "Item:Q3995465"
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The following pages link to Theory of martingales. Transl. from the Russian by K. Dzjaparidze (Q3995465):
Displaying 50 items.
- Semimartingales and shrinkage of filtration (Q2240853) (← links)
- Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems (Q2243199) (← links)
- Almost sure state estimation for nonlinear stochastic systems with Markovian switching (Q2259620) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- On many-server queues in heavy traffic (Q2268724) (← links)
- Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems (Q2270135) (← links)
- The stability with a general decay of stochastic delay differential equations with Markovian switching (Q2279424) (← links)
- On laws of large numbers for systems with mean-field interactions and Markovian switching (Q2289785) (← links)
- The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise (Q2291122) (← links)
- Drift estimation for stochastic reaction-diffusion systems (Q2293717) (← links)
- On mean-field (\(\mathrm{GI}/\mathrm{GI}/1\)) queueing model: existence and uniqueness (Q2308279) (← links)
- Large time behavior of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data (Q2315971) (← links)
- Asymptotic properties of the realized skewness and related statistics (Q2317879) (← links)
- On long term investment optimality (Q2318095) (← links)
- Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition (Q2323481) (← links)
- Internal stabilization of stochastic 3D Navier-Stokes-Voigt equations with linearly multiplicative Gaussian noise (Q2334794) (← links)
- Lyapunov stability of the generalized stochastic pantograph equation (Q2337100) (← links)
- Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
- B. V. Gnedenko: classic of limit theorems in the theory of probability (Q2340292) (← links)
- Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services (Q2360879) (← links)
- The improved LaSalle-type theorems for stochastic functional differential equations (Q2368672) (← links)
- Deviation inequalities for martingales with applications (Q2374243) (← links)
- LMI approach to exponential stability and almost sure exponential stability for stochastic fuzzy Markovian-jumping Cohen-Grossberg neural networks with nonlinear \(p\)-Laplace diffusion (Q2375533) (← links)
- On the \(M_t/M_t/K_t + M_t\) queue in heavy traffic (Q2391872) (← links)
- Asymptotic stability of stochastic age-dependent population equations with Markovian switching (Q2396467) (← links)
- Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces (Q2422350) (← links)
- New criteria on exponential stability of neutral stochastic differential delay equations (Q2433424) (← links)
- A truncated estimation method with guaranteed accuracy (Q2434139) (← links)
- Estimation of the Malthusian parameter in an stochastic epidemic model using martingale methods (Q2437730) (← links)
- On the number of isolated vertices in a growing random graph (Q2439538) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
- Weak convergence of Markov-modulated diffusion processes with rapid switching (Q2452781) (← links)
- Large closed queueing networks in semi-Markov environment and their application (Q2473316) (← links)
- MDP for integral functionals of fast and slow processes with averaging (Q2485478) (← links)
- Stochastic processes in random graphs (Q2497217) (← links)
- Analysis of multiserver retrial queueing system: a martingale approach and an algorithm of solution (Q2507418) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- On the Rosenthal's inequality for locally square integrable martingales. (Q2574550) (← links)
- Gaussian moving averages, semimartingales and option pricing. (Q2574617) (← links)
- On infinitely divisible semimartingales (Q2634898) (← links)
- Critical percolation on scale-free random graphs: new universality class for the configuration model (Q2662082) (← links)
- Parameter estimation in CKLS model by continuous observations (Q2667620) (← links)
- Stability of hybrid pantograph stochastic functional differential equations (Q2667778) (← links)
- Asymptotic behavior of solutions to the three-dimensional stochastic Leray-\( \alpha\) model (Q2671498) (← links)
- Adaptive output-feedback control for exponential regulation (Q2682312) (← links)
- General approach to filtering with fractional brownian noises — application to linear systems (Q2706908) (← links)
- On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise (Q2761810) (← links)
- Semimartingale theory and stochastic calculus (Q2784990) (← links)
- The Improved LaSalle-Type Theorems for Stochastic Differential Delay Equations (Q2905353) (← links)
