## Found 120 Documents (Results 1–100)

100
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### Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English)Zbl 07526586

MSC:  60J25 60H25 60G51
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### The impact of nonlinear relapse and reinfection to derive a stochastic threshold for SIRI epidemic model. (English)Zbl 07501466

MSC:  92B05 60G51 60G57
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### On the divergence and vorticity of vector ambit fields. (English)Zbl 1455.60071

MSC:  60G60 60E07 60G51
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### Front propagation and quasi-stationary distributions for one-dimensional Lévy processes. (English)Zbl 1409.60125

MSC:  60J68 60J80 60G51
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### Volterra-type Ornstein-Uhlenbeck processes in space and time. (English)Zbl 1405.60064

MSC:  60G51 60G10 60G17 60G60 60J75
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### On limit theory for Lévy semi-stationary processes. (English)Zbl 1435.60035

MSC:  60G51 60E07 60F05
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### Stereological estimation of mean particle volume tensors in $$\mathbb R^3$$ from vertical sections. (English)Zbl 1373.60024

Vedel Jensen, Eva B. (ed.) et al., Tensor valuations and their applications in stochastic geometry and imaging. Based on the presentations at the workshop, Sandbjerg Manor, Denmark, September 21–26, 2014. Cham: Springer (ISBN 978-3-319-51950-0/pbk; 978-3-319-51951-7/ebook). Lecture Notes in Mathematics 2177, 423-434 (2017).
MSC:  60D05 60G55 60G51
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### On critical cases in limit theory for stationary increments Lévy driven moving averages. (English)Zbl 1379.60050

MSC:  60G51 60F05 60G10
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### Sample path generation of Lévy-driven continuous-time autoregressive moving average processes. (English)Zbl 1375.65009

MSC:  65C50 65C30 62M10 60G10 60G51
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### Stationary stochastic processes for scientists and engineers. (English)Zbl 1312.60001

Boca Raton, FL: CRC Press (ISBN 978-1-4665-8618-5/hbk). xvi, 314 p. (2014).

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### The origins of de Finetti’s critique of countable additivity. (English)Zbl 1328.60004

Jones, Galin (ed.) et al., Advances in modern statistical theory and applications. A Festschrift in honor of Morris L. Eaton. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-84-3). Institute of Mathematical Statistics Collections 10, 63-82 (2013).
MSC:  60-03 01A60 60A05
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### Quasi-stationary distributions and Yaglom limits of self-similar Markov processes. (English)Zbl 1267.60038

MSC:  60G18 60F05 60G51
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### Stationary distributions for jump processes with memory. (English. French summary)Zbl 1263.60072

MSC:  60J35 60H10 60G51 60J75 60J55
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### On the limit distributions of continuous-state branching processes with immigration. (English)Zbl 1242.60088

MSC:  60J80 60G10 60G51
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### A note on moments of dividends. (English)Zbl 1299.91052

MSC:  91B30 60G51 60J25 62P05
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### On the excursions of reflected local-time processes and stochastic fluid queues. (English)Zbl 1259.60053

MSC:  60G51 60G10 60J55
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### Change of time and change of measure. (English)Zbl 1234.60003

Advanced Series on Statistical Science & Applied Probability 13. Hackensack, NJ: World Scientific (ISBN 978-981-4324-47-2/hbk; 978-981-4343-54-1/ebook). xvi, 305 p. (2010).
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### On multivariate antagonistic marked point processes. (English)Zbl 1165.91319

MSC:  91A15 60G55
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### The early years of the variance-gamma process. (English)Zbl 1161.60300

Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 3-19 (2007).
MSC:  60-03 01A60 62F10 60G51 91B28

### Theory of stochastic processes in examples and problems. (Теория случайных процессов в примерах и задачах.) (Russian)Zbl 1145.60002

Moskva: Fizmatlit (ISBN 978-5-9221-0206-3/hbk). 317 p. (2007).

### A continuous analouge of the invariance principle and its almost sure version. (English)Zbl 1121.60021

MSC:  60F05 60F15
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### On the moments of sums of independent identically distributed random variables. (English)Zbl 1121.60022

MSC:  60F05 60F15 60B12
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### Quasi-stationary distributions for Lévy processes. (English)Zbl 1130.60054

MSC:  60G51 60F05
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### Markov processes, Gaussian processes, and local times. (English)Zbl 1129.60002

Cambridge Studies in Advanced Mathematics 100. Cambridge: Cambridge University Press (ISBN 0-521-86300-7/hbk). x, 620 p. (2006).
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### Essentials of stochastic processes. Translated from the 1957 Japanese original. (English)Zbl 1118.60003

Translations of Mathematical Monographs 231. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3898-9/hbk). x, 171 p. (2006).

### Stochastic flows on the circle. (English)Zbl 1094.60041

Waymire, Edward C. (ed.) et al., Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 – August 1, 2003. New York, NY: Springer (ISBN 0-387-25879-5/hbk). The IMA Volumes in Mathematics and its Applications 140, 151-162 (2005).
MSC:  60H10 60H25 58J65

### Integral analogues of almost sure limit theorems. (English)Zbl 1104.60013

MSC:  60F15 60F05 26A12
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### On Markovian perturbations of the group of unitary operators associated with a stochastic process with stationary increments. (English. Russian original)Zbl 1096.47065

Theory Probab. Appl. 49, No. 1, 123-132 (2005); translation from Teor. Veroyatn. Primen. 49, No. 1, 145-155 (2004).
MSC:  47N30 47D07 60G51
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### Relations between cone-parameter Lévy processes and convolution semigroups. (English)Zbl 1056.60010

MSC:  60B99 60G10 60G51
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MSC:  60F15 60F17 60J99
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### Some examples for variance estimator based on invariance principles. (English)Zbl 0997.60025

MSC:  60F15 60F17 60J99

### The asymptotic behaviour of sample means of shot noise processes. (English. Ukrainian original)Zbl 0998.60030

Theory Probab. Math. Stat. 64, 63-73 (2002); translation from Teor. Jmovirn. Mat. Stat. 64, 57-65 (2001).

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### Lévy processes. (English)Zbl 0938.60005

Cambridge Tracts in Mathematics. 121. Cambridge: Cambridge Univ. Press. x, 266 p. (1998).

### Moments of some random functionals. (English)Zbl 0892.60048

MSC:  60G10 60H05
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### Sample quantiles of stochastic processes with stationary and independent ents. (English)Zbl 0860.60025

MSC:  60G10 60G09
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### Almost sure limit distributions of the increments for processes with exchangeable or independent increments. (Distributions limites p.s. des accroissements de processus à accroissements échangeables ou indépendants.) (French. Abridged English version)Zbl 0830.60064

MSC:  60J99 60F15 60G09

MSC:  60G10
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### Random fractals generated by oscillations of processes with stationary and independent increments. (English)Zbl 0809.60042

Hoffmann-Jørgensen, Jørgen (ed.) et al., Probability in Banach spaces, 9: Proceedings from the 9th international conference on probability in Banach spaces, held at Sandbjerg, Denmark, August 16-21, 1993. Boston, MA: Birkhäuser. Prog. Probab. 35, 73-89 (1994).

### Risk theory in a stochastic economic environment. (English)Zbl 0777.62098

MSC:  62P05 60H30
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### Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments. (English)Zbl 0764.60033

MSC:  60F15 60F10
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### Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments. (English)Zbl 0746.62080

MSC:  62L10 62L15
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### A tandem fluid network with Lévy input. (English)Zbl 0783.60089

Bhat, U. Narayan (ed.) et al., Queueing and related models. Oxford: Clarendon Press. Oxf. Stat. Sci. Ser. 9, 112-128 (1992).
MSC:  60K20

### Sur les accroissements du processus de Poisson doublement stochastique. (On the increments of the doubly stochastic Poisson processes). (French. Abridged English version)Zbl 0765.60042

MSC:  60G55 60J99

### Characterization for binomial sequences among renewal sequences. (English)Zbl 0759.60089

MSC:  60K05 60E05 60G10

### Contribution to the limit theorems. (English)Zbl 0731.60020

Probability theory and its applications in China, Contemp. Math. 118, 221-237 (1991).

### Nonparametric statistical signal detection problems. (English)Zbl 0768.62037

Nonparametric functional estimation and related topics, NATO ASI Ser., Ser. C 335, 477-492 (1991).

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### Functionals on stochastic processes. (English)Zbl 0693.60052

Stochastic systems and optimization, Proc. 6th IFIP WG 7.1 Work. Conf., Warsaw/Pol. 1988, Lect. Notes Control Inf. Sci. 136, 142-151 (1989).
Reviewer: D.Bobrowski
MSC:  60H25 60J99

MSC:  62P05
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### Embedding a stochastic difference equation into a continuous-time process. (English)Zbl 0679.60066

Reviewer: H.N.Nagaraja
MSC:  60H99 60E07 60J25
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