Journal articles on the topic 'Measure-Valued stochastic processes'
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Consult the top 33 journal articles for your research on the topic 'Measure-Valued stochastic processes.'
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Panpan, Ren, and Wang Fengyu. "Stochastic analysis for measure-valued processes." SCIENTIA SINICA Mathematica 50, no. 2 (January 3, 2020): 231. http://dx.doi.org/10.1360/ssm-2019-0225.
Full textDawson, Donald A., and Zenghu Li. "Stochastic equations, flows and measure-valued processes." Annals of Probability 40, no. 2 (March 2012): 813–57. http://dx.doi.org/10.1214/10-aop629.
Full textDorogovtsev, Andrey A. "Stochastic flows with interaction and measure-valued processes." International Journal of Mathematics and Mathematical Sciences 2003, no. 63 (2003): 3963–77. http://dx.doi.org/10.1155/s0161171203301073.
Full textMéléard, Sylvie, and Sylvie Roelly. "Discontinuous Measure-Valued Branching Processes and Generalized Stochastic Equations." Mathematische Nachrichten 154, no. 1 (1991): 141–56. http://dx.doi.org/10.1002/mana.19911540112.
Full textDorogovtsev, Andrey A. "Measure-valued Markov processes and stochastic flows on abstract spaces." Stochastics and Stochastic Reports 76, no. 5 (October 2004): 395–407. http://dx.doi.org/10.1080/10451120422331292216.
Full textMailler, Cécile, and Denis Villemonais. "Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes." Annals of Applied Probability 30, no. 5 (October 2020): 2393–438. http://dx.doi.org/10.1214/20-aap1561.
Full textHE, HUI. "FLEMING–VIOT PROCESSES IN AN ENVIRONMENT." Infinite Dimensional Analysis, Quantum Probability and Related Topics 13, no. 03 (September 2010): 489–509. http://dx.doi.org/10.1142/s0219025710004127.
Full textYurachkivs’kyi, A. P. "Generalization of one problem of stochastic geometry and related measure-valued processes." Ukrainian Mathematical Journal 52, no. 4 (April 2000): 600–613. http://dx.doi.org/10.1007/bf02515399.
Full textFeldman, Raisa E., and Srikanth K. Iyer. "Non-Gaussian Density Processes Arising from Non-Poisson Systems of Independent Brownian Motions." Journal of Applied Probability 35, no. 1 (March 1998): 213–20. http://dx.doi.org/10.1239/jap/1032192564.
Full textFeldman, Raisa E., and Srikanth K. Iyer. "Non-Gaussian Density Processes Arising from Non-Poisson Systems of Independent Brownian Motions." Journal of Applied Probability 35, no. 01 (March 1998): 213–20. http://dx.doi.org/10.1017/s0021900200014807.
Full textBahlali, Seïd, Brahim Mezerdi, and Boualem Djehiche. "Approximation and optimality necessary conditions in relaxed stochastic control problems." Journal of Applied Mathematics and Stochastic Analysis 2006 (June 1, 2006): 1–23. http://dx.doi.org/10.1155/jamsa/2006/72762.
Full textBen Gherbal, H., A. Redjil, and O. Kebiri. "THE RELAXED MAXIMUM PRINCIPLE FOR G-STOCHASTIC CONTROL SYSTEMS WITH CONTROLLED JUMPS." Advances in Mathematics: Scientific Journal 11, no. 12 (December 24, 2022): 1313–43. http://dx.doi.org/10.37418/amsj.11.12.11.
Full textChen, X. "Condition for intersection occupation measure to be absolutely continuous." Ukrains’kyi Matematychnyi Zhurnal 72, no. 9 (September 22, 2020): 1304–12. http://dx.doi.org/10.37863/umzh.v72i9.6278.
Full textDette, Holger, and Bettina Reuther. "Some Comments on Quasi-Birth-and-Death Processes and Matrix Measures." Journal of Probability and Statistics 2010 (2010): 1–23. http://dx.doi.org/10.1155/2010/730543.
Full textSchmidt, Klaus D. "The Andersen-Jessen theorem revisited." Mathematical Proceedings of the Cambridge Philosophical Society 102, no. 2 (September 1987): 351–61. http://dx.doi.org/10.1017/s0305004100067360.
Full textEvans, Steven N., and Edwin A. Perkins. "Measure-Valued Branching Diffusions with Singular Interactions." Canadian Journal of Mathematics 46, no. 1 (February 1, 1994): 120–68. http://dx.doi.org/10.4153/cjm-1994-004-6.
Full textShiga, Tokuzo. "A stochastic equation based on a Poisson system for a class of measure-valued diffusion processes." Journal of Mathematics of Kyoto University 30, no. 2 (1990): 245–79. http://dx.doi.org/10.1215/kjm/1250520071.
Full textFekete, D., J. Fontbona, and A. E. Kyprianou. "Skeletal stochastic differential equations for continuous-state branching processes." Journal of Applied Probability 56, no. 4 (December 2019): 1122–50. http://dx.doi.org/10.1017/jpr.2019.67.
Full textLYTVYNOV, EUGENE. "ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES." Infinite Dimensional Analysis, Quantum Probability and Related Topics 06, no. 01 (March 2003): 73–102. http://dx.doi.org/10.1142/s0219025703001031.
Full textSORKIN, RAFAEL D. "Toward a fundamental theorem of quantal measure theory." Mathematical Structures in Computer Science 22, no. 5 (September 6, 2012): 816–52. http://dx.doi.org/10.1017/s0960129511000545.
Full textNinouh, Abdelhakim, Boulakhras Gherbal, and Nassima Berrouis. "Existence of optimal controls for systems of controlled forward-backward doubly SDEs." Random Operators and Stochastic Equations 28, no. 2 (June 1, 2020): 93–112. http://dx.doi.org/10.1515/rose-2020-2031.
Full textLi, Yiting, and Xin Sun. "On fluctuations for random band Toeplitz matrices." Random Matrices: Theory and Applications 04, no. 03 (July 2015): 1550012. http://dx.doi.org/10.1142/s2010326315500124.
Full textHOYLE, EDWARD, ANDREA MACRINA, and LEVENT ALI MENGÜTÜRK. "MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS." International Journal of Theoretical and Applied Finance 23, no. 04 (June 2020): 2050026. http://dx.doi.org/10.1142/s0219024920500260.
Full text"Asymptotics for a class of measure-valued stochastic processes." Stochastic Processes and their Applications 21, no. 1 (December 1985): 2–3. http://dx.doi.org/10.1016/0304-4149(85)90229-7.
Full text"Measure valued diffusion processes associated with stochastic processes of Fleming-Viot type." Stochastic Processes and their Applications 21, no. 1 (December 1985): 26. http://dx.doi.org/10.1016/0304-4149(85)90273-x.
Full textYURACHKIVSKY, A. "Asymptotic study of measure-valued processes related to stochastic geometry." Random Operators and Stochastic Equations 9, no. 2 (2001). http://dx.doi.org/10.1515/rose.2001.9.2.121.
Full textLouvet, Apolline. "Stochastic measure-valued models for populations expanding in a continuum." ESAIM: Probability and Statistics, December 13, 2022. http://dx.doi.org/10.1051/ps/2022020.
Full textWang, Zhiyuan, Qianli Zhou, and Yong Deng. "Belief entropy rate: a method to measure the uncertainty of interval-valued stochastic processes." Applied Intelligence, January 5, 2023. http://dx.doi.org/10.1007/s10489-022-04407-1.
Full textBüke, Burak, and Wenyi Qin. "Many-Server Queues with Random Service Rates: A Unified Framework Based on Measure-Valued Processes." Mathematics of Operations Research, July 12, 2022. http://dx.doi.org/10.1287/moor.2022.1280.
Full textMezerdi, Meriem, and Brahim Mezerdi. "On the maximum principle for relaxed control problems of nonlinear stochastic systems." Advances in Continuous and Discrete Models 2024, no. 1 (March 20, 2024). http://dx.doi.org/10.1186/s13662-024-03803-w.
Full textCalvia, Alessandro, and Giorgio Ferrari. "Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control." Applied Mathematics & Optimization 85, no. 2 (April 2022). http://dx.doi.org/10.1007/s00245-022-09822-x.
Full textEndo, Taiki, Makoto Katori, and Noriyoshi Sakuma. "Functional Equations Solving Initial-Value Problems of Complex Burgers-Type Equations for One-Dimensional Log-Gases." Symmetry, Integrability and Geometry: Methods and Applications, July 2, 2022. http://dx.doi.org/10.3842/sigma.2022.049.
Full text"Transition functions, paths and path integrals." Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences 434, no. 1890 (July 8, 1991): 41–63. http://dx.doi.org/10.1098/rspa.1991.0079.
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