搜索结果: 1-15 共查到“管理学 integrals”相关记录27条 . 查询时间(0.078 秒)
Rotation invariants of two dimensional curves based on iterated integrals
Rotation invariants two dimensional curves based iterated integrals
2013/6/17
We introduce a novel class of rotation invariants of two dimensional curves based on iterated integrals. The invariants we present are in some sense complete and we describe an algorithm to calculate ...
On multiple Poisson stochastic integrals and associated Markov semigroups
multiple Poisson stochastic integrals associated Markov semigroups
2009/9/24
On multiple Poisson stochastic integrals and associated Markov semigroups。
Inequalities between integrals of p-stable symmetric measures on Banach spaces
Inequalities integrals of p-stable symmetric measures Banach spaces
2009/9/24
Inequalities between integrals of p-stable symmetric measures on Banach spaces。
On some representations concerning the stochastic integrals
some representations the stochastic integrals
2009/9/24
Some additive functionals concerning the Cauchy's
principal value or the Hadamard's finite past are investigatd.
A decomposition of additive functionals is proposed by using the
Hilbert transform t...
On convergence of some random series and integrals
convergence some random series and integrals
2009/9/24
On convergence of some random series and integrals。
Wiener processes and stochastic integrals in a Banach space
Wiener processes stochastic integrals a Banach space
2009/9/23
The representations of Wiener process by uniformly
convergent series of onedimensional Gaussian random processes in
a separable Banach space are given (Section I). The Ito stochastic
integral of an...
Semimartingale integrals via decoupling inequalities and tangent processes
Semimartingale integrals decoupling inequalities tangent processes
2009/9/23
Semimartingale integrals via decoupling inequalities and tangent processes。
Hilbert space valued traces and multiple Stratonovich integrals with statistical applications
Hilbert space valued traces multiple Stratonovich integrals statistical applications
2009/9/22
Multiple Stratonovich integrals (MSI) with respect to
the Wiener process and the Brownian bridge are defined for a class of
kernels having k-th order t-traces which are, in general different from
t...
Stopping and stochastic integrals as closable operators
Stopping and stochastic integrals closable operators
2009/9/21
We show that for a von Neumann algebra in standard
form with cyclic and separating tracial vector, and some classes of
noncommutative processes on it, stopping and integrals of these processes
can ...
WEAK LIMITS AND INTEGRALS OF GAUSSIAN COVARIANCES IN BANACH SPACES
Gaussian Radon measure covariance operator y-radonifying operator Fatou lemma type 2
2009/9/18
Let E be a separable real Banach space not containing
an isomorphic copy of c,. Let 2 be a subset of Yia(E*, E) with the
property that each Q E is ~the covariance of the centred Gaussian
measure pp...
LEVY PROCESSES AND STOCHASTIC INTEGRALS IN BANACH SPACES
Uvy process LBvy measure type cotype LBvy-It6 decomposition stochastic integral
2009/9/18
We review infinite divisibility and LBvy processes in
Banach spaces and discuss the relationship with notions of type and i cotype. The LBvy-It6 decomposition is described. Strong, weak and
Pettis-s...
CONVERGENCE IN VARIATION OF THE JOINT LAWS OF MULTIPLE STABLE STOCHASTIC INTEGRALS
Convergence in variation multiple stochastic integrals stable process LePage representation
2009/9/18
In this note, we are interested in the regularity in the sense
of total variation of the joint laws of multiple stable stochastic integrals.
Namely, we show that the convergence
L
Id1 ...
SHARP NORM INEQUALITIES FOR STOCHASTIC INTEGRALS IN WHICH THE INTEGRATOR IS A NONNEGATIVE SUPERMARTINGALE
Stochastic integral martingale norm inequality differential subordination
2009/9/18
The paper is devoted to sharp inequalities between moments
of nonnegative supermartingales and their strong subordinates. Analogous
estimates hold true for stochastic integrals with respect to a non...
Limit theorems for multiple stochastic integrals
Stable convergence Weak convergence Independently scattered measure
2009/6/12
We show that the general stable convergence results proved in Peccati and Taqqu(2007)for generalized adapted stochastic integrals can be used to obtain limit theorems for multiple stochastic integrals...
Transformations of infinitely divisible distributions via improper stochastic integrals
improper stochastic integral independently scattered random measure innitely divisible distribution Levy measure
2009/6/12
Transformations of infinitely divisible distributions via improper stochastic integrals.