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Перегляд Theory of Stochastic Processes, 2007, № 1-2 за назвою

Репозиторій DSpace/Manakin

Перегляд Theory of Stochastic Processes, 2007, № 1-2 за назвою

Сортувати за: Порядок: Результатів:

  • Remark on optimal investment in a market with memory 
    Inoue, A.; Nakano, Y. (2007)
    We consider a financial market model driven by a Gaussian semimartingale with stationary increments. This driving noise process consists of n independent components and each component has memory described by two parameters. ...
  • Results on fractal measure of some sets 
    Barbulescu, A. (2007)
    The fractal dimensions are very important characteristics of fractal sets. A problem which arises in the study of fractal sets is the determination of their dimensions. The Hausdorf dimension is dfficult to be determined, ...
  • Robust filtering of stochastic processes 
    Moklyachuk, M.; Masyutka, A. (2007)
  • Simex estimator for polynomial errors-in-variables model 
    Gontar, O.; Malenko, A. (2007)
    For polynomial errors-in-variables model, the Simex estimator is constructed in such way that it is consistent, as the samples size grows and the size of auxiliary sample is fixed. Then the estimator is modified in such a ...
  • Some properties of weight functions in Tauberian theorems. II 
    Olenko, A. (2007)
    New representations for weight functions in Tauberian theorems are derived. The representations are given by recurrent formulae. Obtained results are used to study properties of the weight functions.
  • Stochastic processes in some Besov spaces 
    Yakovenko, T. (2007)
    The norm of increments of stochastic process in space Lq[a, b] is estimated and conditions under which trajectories of process belong to some Besov spaces are found.
  • Topological, metric and fractal properties of probability distributions on the set of incomplete sums of positive series 
    Pratsiovytyi, M.V.; Feshchenko, O.Yu. (2007)
    We study the structure, topological, metric and fractal properties of the distribution of random incomplete sum of the convergent positive series with independent terms under certain conditions on the rate of convergence ...
  • Uniqueness in law of solutions of stochastic differential inclusions 
    Lepeyev, A.N. (2007)
    The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with Borel measurable mapping at the right side. We give the conditions for uniqueness in law and existence of unique in law ...
  • Малые уклонения негаусовских процессов 
    Симон, T. (2007)
    Существует обширная литература по малым уклонениям броуновского движения и общих гаусовских процессов. Здесь представлены некоторые недавние результаты в негаусовском случае, качающиеся в особенности устойчивых процессов ...

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