Strong Limit Theorems for Processes with Independent Increments

Universal Theory for Strong Limit Theorems of Probability ◽

10.1142/9789811212833_0004 ◽

2019 ◽

pp. 119-135

Keyword(s):

Limit Theorems ◽

Strong Limit ◽

Independent Increments ◽

Processes With Independent Increments

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Two strong limit theorems for processes with independent increments

Journal of Multivariate Analysis ◽

10.1016/0047-259x(82)90013-6 ◽

1982 ◽

Vol 12 (2) ◽

pp. 178-185

Author(s):

A.Larry Wright

Keyword(s):

Limit Theorems ◽

Strong Limit ◽

Independent Increments ◽

Processes With Independent Increments

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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

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Limit Theorems for Functionals of Processes with Independent Increments

Theory of Probability and Its Applications ◽

10.1137/1118058 ◽

1974 ◽

Vol 18 (3) ◽

pp. 431-441 ◽

Author(s):

Yu. A. Davydov

Keyword(s):

Limit Theorems ◽

Independent Increments ◽

Processes With Independent Increments

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Unified Limit Theorems for Increments of Processes with Independent Increments

Theory of Probability and Its Applications ◽

10.1137/s0040585x9798124x ◽

2005 ◽

Vol 49 (3) ◽

pp. 531-540 ◽

Author(s):

A. N. Frolov

Keyword(s):

Limit Theorems ◽

Independent Increments ◽

Processes With Independent Increments

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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

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A Regularity Condition and Strong Limit Theorems for Linear Birth–Growth Processes

Mathematische Nachrichten ◽

10.1002/1522-2616(200207)241:1<21::aid-mana21>3.0.co;2-d ◽

2002 ◽

Vol 241 (1) ◽

pp. 21-27 ◽

Author(s):

S. N. Chiu ◽

H. Y. Lee

Keyword(s):

Limit Theorems ◽

Regularity Condition ◽

Strong Limit ◽

Growth Processes

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One application of the representation the orem for martingales: Isomorphism for flows of processes with independent increments

Lithuanian Mathematical Journal ◽

10.1007/bf00968507 ◽

1979 ◽

Vol 18 (4) ◽

pp. 458-463

Author(s):

A. Benveniste ◽

J. Jacod

Keyword(s):

Independent Increments ◽

Processes With Independent Increments

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Extension of the results of Chapters 2–5 to continuous-time random processes with independent increments

Asymptotic Analysis of Random Walks ◽

10.1017/cbo9780511721397.016 ◽

2010 ◽

pp. 522-542

Author(s):

A. A. Borovkov ◽

K. A. Borovkov

Keyword(s):

Continuous Time ◽

Random Processes ◽

Independent Increments ◽

Processes With Independent Increments

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Strong Limit Theorems for Mixing Random Variables with Values in Hilbert Space and their Applications

High Dimensional Probability III ◽

10.1007/978-3-0348-8059-6_10 ◽

2003 ◽

pp. 153-174 ◽

Author(s):

Olimjon Sh. Sharipov

Keyword(s):

Hilbert Space ◽

Limit Theorems ◽

Random Variables ◽

Strong Limit ◽

Mixing Random Variables

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Random processes with independent increments

Mathematics and Computers in Simulation ◽

10.1016/0378-4754(91)90125-m ◽

1991 ◽

Vol 33 (3) ◽

pp. 260

Keyword(s):

Random Processes ◽

Independent Increments ◽

Processes With Independent Increments

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