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.
- Dynamic analysis of stochastic Cohen-Grossberg neural networks with time delays (Q864795) (← links)
- Likely path to extinction in simple branching models with large initial population (Q871362) (← links)
- Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
- Almost sure state estimation with \(H_2\)-type performance constraints for nonlinear hybrid stochastic systems (Q901254) (← links)
- Recursive parameter estimation: asymptotic expansion (Q904094) (← links)
- Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching (Q936397) (← links)
- On the Burkholder-Davis-Gundy inequalities for continuous martingales (Q956389) (← links)
- On guaranteed parameter estimation of a multiparameter linear regression process (Q983198) (← links)
- FCLT and MDP for stochastic Lotka-Volterra model (Q996782) (← links)
- The \(G/GI/N\) queue in the Halfin-Whitt regime (Q1049563) (← links)
- Adaptive control in the scalar linear-quadratic model in continuous time (Q1185540) (← links)
- On pathwise behavior of queues (Q1200800) (← links)
- Stochastic versions of the LaSalle theorem (Q1284433) (← links)
- State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits (Q1296747) (← links)
- LaSalle-type theorems for stochastic differential delay equations (Q1304686) (← links)
- Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes (Q1336991) (← links)
- On the quantum theory of measurements continuous in time (Q1340720) (← links)
- The method of stochastic exponentials for large deviations (Q1343593) (← links)
- Spectral characterization of the optimal quadratic variation process (Q1343601) (← links)
- On moderate deviations for martingales (Q1356336) (← links)
- Almost sure exponential stability of neutral stochastic differential difference equations (Q1365108) (← links)
- Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation (Q1374637) (← links)
- Nonlinear filtering problem with contamination (Q1379714) (← links)
- Parameter estimation for a special class of Markov chains (Q1381203) (← links)
- On rate control of \(n\)-link manipulator robot (Q1404723) (← links)
- \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
- Robust stability and controllability of stochastic differential delay equations with Markovian switching. (Q1428118) (← links)
- An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation (Q1589834) (← links)
- On functional limit theorems for solutions of stochastic equations (Q1592448) (← links)
- Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes (Q1593612) (← links)
- A note on the LaSalle-type theorems for stochastic differential delay equations (Q1604232) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay (Q1624650) (← links)
- Robust stability of a class of stochastic functional differential equations with Markovian switching (Q1627987) (← links)
- Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
- Statistical inference for SPDEs: an overview (Q1656846) (← links)
- Multiparameter stochastic dynamics of ecological tourism system with continuous visitor education interventions (Q1667096) (← links)
- Asymptotic behavior of truncated stochastic approximation procedures (Q1678527) (← links)
- \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
- Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
- On distibutions of first passage times of martingales arising in some gambling problems (Q1684778) (← links)
- Almost sure asymptotical adaptive synchronization for neutral-type neural networks with stochastic perturbation and Markovian switching (Q1718485) (← links)
- Sufficient conditions on the exponential stability of neutral stochastic differential equations with time-varying delays (Q1724006) (← links)
- Lasalle-type theorems for general nonlinear stochastic functional differential equations by multiple Lyapunov functions (Q1724227) (← links)
- The almost sure asymptotic stability and boundedness of stochastic functional differential equations with polynomial growth condition (Q1724595) (← links)
- Stability of highly nonlinear hybrid stochastic integro-differential delay equations (Q1730372) (← links)
- Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313) (← links)
- Change point detection in network models: preferential attachment and long range dependence (Q1751962) (← links)
