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Found 105 Documents (Results 1–100)

Limit functionals for superposition of random walk and sequence of independent variables. (Ukrainian, English) Zbl 1164.60396

Teor. Jmovirn. Mat. Stat. 75, 8-20 (2006); translation in Theory Probab. Math. Stat. 75, 9-22 (2007).
MSC:  60J10
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Optimal portfolio application with double-uniform jump model. (English) Zbl 1131.91028

Yan, Houmin (ed.) et al., Stochastic processes, optimization, and control theory: applications in financial engineering, queueing networks, and manufacturing systems. A volume in honor of Suresh Sethi on the occasion of his 60th birthday. New York, NY: Springer (ISBN 0-387-33770-9/hbk). International Series in Operations Research & Management Science 94, 331-358 (2006).
MSC:  91B28 60G51 60H30
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Kato class functions of Markov processes under ultracontractivity. (English) Zbl 1116.31005

Aikawa, Hiroaki (ed.) et al., Potential theory in Matsue. Selected papers of the international workshop on potential theory, Matsue, Japan, August 23–28, 2004. Tokyo: Mathematical Society of Japan (ISBN 4-931469-33-7/hbk). Advanced Studies in Pure Mathematics 44, 193-202 (2006).
MSC:  31C25 31C15 60G52 60J25 60J45 60J65 60J75
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