Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_15 ◽

1997 ◽

pp. 183-201 ◽

Author(s):

Hiroshi Kunita

Keyword(s):

Stochastic Processes ◽

Lie Group ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

Global sensitivity analysis for stochastic processes with independent increments

Probabilistic Engineering Mechanics ◽

10.1016/j.probengmech.2020.103098 ◽

2020 ◽

Vol 62 ◽

pp. 103098

Author(s):

Emeline Gayrard ◽

Cédric Chauvière ◽

Hacène Djellout ◽

Pierre Bonnet ◽

Don-Pierre Zappa

Keyword(s):

Sensitivity Analysis ◽

Stochastic Processes ◽

Global Sensitivity Analysis ◽

Global Sensitivity ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

On martingale measures for stochastic processes with independent increments

Теория вероятностей и ее применения ◽

10.4213/tvp599 ◽

1999 ◽

Vol 44 (1) ◽

pp. 87-100 ◽

Author(s):

Peter Grandits ◽

Peter Grandits

Keyword(s):

Stochastic Processes ◽

Martingale Measures ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

Stochastic processes with independent increments, taking values in a Hilbert space

Journal of Multivariate Analysis ◽

10.1016/0047-259x(76)90051-8 ◽

1976 ◽

Vol 6 (3) ◽

pp. 426-446 ◽

Author(s):

Jeffrey L Spielman

Keyword(s):

Hilbert Space ◽

Stochastic Processes ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

Some Strassen-Type Laws of the Iterated Logarithm for Multiparameter Stochastic Processes with Independent Increments

The Annals of Probability ◽

10.1214/aop/1176996980 ◽

1973 ◽

Vol 1 (2) ◽

pp. 272-296 ◽

Author(s):

Michael J. Wichura

Keyword(s):

Stochastic Processes ◽

Iterated Logarithm ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

On the Differentiability of Measures Which Correspond to Stochastic Processes. I. Processes with Independent Increments

Theory of Probability and Its Applications ◽

10.1137/1102030 ◽

1957 ◽

Vol 2 (4) ◽

pp. 407-432 ◽

Author(s):

A. V. Skorokhod

Keyword(s):

Stochastic Processes ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

Stochastic Processes with Independent Increments Taking Values in an Abelian Group

Proceedings of the London Mathematical Society ◽

10.1112/plms/s3-22.3.507 ◽

1971 ◽

Vol s3-22 (3) ◽

pp. 507-530 ◽

Author(s):

M. S. Bingham

Keyword(s):

Abelian Group ◽

Stochastic Processes ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

Functionals on transient stochastic processes with independent increments

Studia Mathematica ◽

10.4064/sm-103-3-299-315 ◽

1992 ◽

Vol 103 (3) ◽

pp. 299-315 ◽

Author(s):

K. Urbanik

Keyword(s):

Stochastic Processes ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

A central limit theorem for stochastic processes with independent increments

Studia Mathematica ◽

10.4064/sm-18-2-223-227 ◽

1959 ◽

Vol 18 (2) ◽

pp. 223-227 ◽

Author(s):

M. Fisz

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Stochastic Processes ◽

Central Limit ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

On Sample Functions of Multiparameter Stochastic Processes with Independent Increments

Transactions of the Eighth Prague Conference ◽

10.1007/978-94-009-9857-5_32 ◽

1978 ◽

pp. 343-348

Author(s):

Nijolė Kalinauskaitė

Keyword(s):

Stochastic Processes ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text

Limit Theorems for Stochastic Processes with Independent Increments

Theory of Probability and Its Applications ◽

10.1137/1102011 ◽

1957 ◽

Vol 2 (2) ◽

pp. 138-171 ◽

Author(s):

A. V. Skorokhod

Keyword(s):

Stochastic Processes ◽

Limit Theorems ◽

Independent Increments ◽

Processes With Independent Increments

Download Full-text