A THINNING RESULT FOR PURE JUMP-PROCESSES

被引：1

作者：

BOKER, F ^{[1
]}

机构：

[1] UNIV GOTTINGEN, INST STAT & OKONOMETRIE, D-3400 GOTTINGEN, FED REP GER

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1984年 / 16卷 / 02期

关键词：

D O I：

10.1016/0304-4149(84)90017-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：171 / 177

页数：7

共 50 条

[31] CONVERGENCE ANALYSIS OF PARAMETRIC IDENTIFICATION METHODS FOR JUMP-PROCESSES
ORDOUKHANI, N
THAVANESWARN, A
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1991, 20 (5-6) : 1827 - 1837
[32] BOUNDARY-BEHAVIOR OF DIFFUSION APPROXIMATIONS TO MARKOV JUMP-PROCESSES
KNESSL, C
MATKOWSKY, BJ
SCHUSS, Z
TIER, C
JOURNAL OF STATISTICAL PHYSICS, 1986, 45 (1-2) : 245 - 266
[33] ON MARKOV JUMP-PROCESSES IMBEDDED AT JUMP EPOCHS AND THEIR QUEUEING-THEORETIC APPLICATIONS
MELAMED, B
MATHEMATICS OF OPERATIONS RESEARCH, 1982, 7 (01) : 111 - 128
[34] EXISTENCE AND UNIQUENESS OF THE SOLUTION FOR THE NONLINEAR FILTRATION EQUATION OF JUMP-PROCESSES
KHAMETOV, VM
IZVESTIYA VYSSHIKH UCHEBNYKH ZAVEDENII MATEMATIKA, 1987, (02): : 78 - 82
[35] ASYMPTOTICS OF THE EXIT DISTRIBUTION FOR MARKOV JUMP-PROCESSES - APPLICATION TO ATM
ISCOE, I
MCDONALD, D
QIAN, K
CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, 1994, 46 (06): : 1238 - 1262
[36] LARGE DEVIATIONS AND THE MAXIMUM-ENTROPY PRINCIPLE FOR JUMP-PROCESSES
ABOULALAA, A
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1995, 321 (07): : 919 - 922
[37] NON-MARKOVIAN STOCHASTIC JUMP-PROCESSES IN NONLINEAR OPTICS
KOFMAN, AG
ZAIBEL, R
LEVINE, AM
PRIOR, Y
PHYSICAL REVIEW LETTERS, 1988, 61 (03) : 251 - 254
[38] ON THE LOWER-BOUND OF THE DENSITY FOR JUMP-PROCESSES IN SMALL TIME
ISHIKAWA, Y
BULLETIN DES SCIENCES MATHEMATIQUES, 1993, 117 (04): : 463 - 483
[39] ASYMPTOTICS OF EXIT TIMES FOR MARKOV JUMP-PROCESSES .1.
ISCOE, I
MCDONALD, D
ANNALS OF PROBABILITY, 1994, 22 (01): : 372 - 397
[40] OPTIMAL-CONTROL OF CONTINUOUS-DISCRETE JUMP-PROCESSES
PIUNOVSKIY, AB
KHEMETOV, VM
ENGINEERING CYBERNETICS, 1984, 21 (03): : 49 - 54

← 1 2 3 4 5 →