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.

• Poisson approximation of processes with locally independent increments and Markov switching (Q2944757) (← links)
• Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions (Q2945607) (← links)
• A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
• A generalization of the Burkholder–Davis–Gundy inequalities (Q3017920) (← links)
• Attraction and stability for neutral stochastic functional differential equations (Q3054701) (← links)
• Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II (Q3114550) (← links)
• Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
• Moderate deviations for martingale differences and applications to φ -mixing sequences (Q3148774) (← links)
• On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
• Stability of a neutral stochastic functional differential equations (Q3378851) (← links)
• Asymptotic Optimality of Power-of-<i>d</i> Load Balancing in Large-Scale Systems (Q3387935) (← links)
• Storage-Limited Queues in Heavy Traffic (Q3416028) (← links)
• Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales (Q3423711) (← links)
• Asymptotic distribution of partitioning estimation and modified partitioning estimation for regression functions (Q3521115) (← links)
• Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise (Q3575188) (← links)
• Positivity and stabilisation for nonlinear stochastic delay differential equations (Q3612252) (← links)
• Regularly perturbed stochastic differential systems with an internal random noise (Q4378961) (← links)
• Asymptotically optimal sequential tests for nonhomogeneous processes (Q4384954) (← links)
• Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion (Q4421479) (← links)
• On asymptotic behaviour of solutions of stochastic difference equations with volterra type main term (Q4518330) (← links)
• A Cameron-Martin type formula for general Gaussian processes--a filtering approach (Q4542934) (← links)
• Reliability of Semi-Markov Systems with Asymptotic Merging Phase Space (Q4562184) (← links)
• Asymptotic properties of the estimators of the semi-parametric spatial regression model (Q4563480) (← links)
• A characterization of temporal homogeneity for additive processes (Q4563670) (← links)
• Analysis of the Asymptotic Behavior of the Solution to a Linear Stochastic Differential Equation with Subexponentially Stable Matrix and Its Application to a Control Problem (Q4580429) (← links)
• Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models (Q4586243) (← links)
• $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (Q4600707) (← links)
• Consensus Conditions of Continuous-Time Multi-Agent Systems with Additive and Multiplicative Measurement Noises (Q4601235) (← links)
• A lubricant boundary condition for a biological body lined by a thin heterogeneous biofilm (Q4616890) (← links)
• Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807) (← links)
• (Q4638253) (← links)
• Characterization of submartingales of a new class <font>(Σ^<i>r</i>)</font> (Q4639184) (← links)
• Achieving control and synchronization merely through a stochastically adaptive feedback coupling (Q4644256) (← links)
• Adaptive simulation using perfect control variates (Q4668005) (← links)
• Structure-preserving equivalent martingale measures for ℋ-SII models (Q4684922) (← links)
• Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690) (← links)
• Stochastic differential equations with generalized stochastic volatility and statistical estimators (Q4686483) (← links)
• Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales (Q4804878) (← links)
• Averaging analysis of a point process adaptive algorithm (Q4822473) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• Large Deviations Application to Billingsley's Example (Q4931848) (← links)
• On consumption/investment problems with long-term time-average utilities (Q4950735) (← links)
• Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927) (← links)
• Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set (Q4961442) (← links)
• Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884) (← links)
• Diffusion approximation of near critical branching processes in fixed and random environment (Q4967295) (← links)
• Kelly Criterion: From a Simple Random Walk to Lévy Processes (Q4987720) (← links)
• SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION (Q4990916) (← links)
• Reflected Backward SDEs in a Convex Polyhedron (Q4992727) (← links)
• On statistical estimation and inferences in optional regression models (Q5004993) (← links)