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Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case 分叉马尔可夫链的中心极限定理:母女三角形案例
Pub Date : 2024-01-07 DOI: 10.1080/17442508.2023.2295847
S. Valère Bitseki Penda
The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point...
本文的主要目的是为分岔马尔可夫链的可加三变量函数建立中心极限定理。因此,我们扩展了点下中心极限定理。
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引用次数: 0
On the S-asymptotically ω-periodic mild solutions for multi-term time fractional measure integro-differential equations 关于多期时间分式计量整微分方程的 S-asymptotically ω-periodic mild solutions
Pub Date : 2024-01-07 DOI: 10.1080/17442508.2023.2300290
Haide Gou
This paper deals with a class of nonlocal problem for multi-term time-fractional measure integro-differential evolution equations of mixed type in Hilbert spaces. Firstly, we introduce the concept ...
本文讨论了一类希尔伯特空间中混合型多期时间分量整微分演化方程的非局部问题。首先,我们引入 ...
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引用次数: 0
Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application 满足广义罗森塔尔型不等式的随机变量加权和的完全收敛性和完全矩收敛性及其应用
Pub Date : 2024-01-01 DOI: 10.1080/17442508.2023.2298861
Xiaoqian Zheng, Chunhua Wang, Xuejun Wang
This article mainly investigates the complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities, which improves th...
本文主要研究满足广义罗森塔尔型不等式的随机变量加权和的完全收敛性和完全矩收敛性,从而改进了随机变量加权和的收敛性。
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引用次数: 0
The Donsker delta function and local time for McKean–Vlasov processes and applications McKean-Vlasov过程和应用的Donsker delta函数和本地时间
Pub Date : 2023-12-06 DOI: 10.1080/17442508.2023.2286252
Nacira Agram, Bernt Øksendal
The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean–Vlasov (mean-field) stochastic differential equation.If the Do...
本文的目的是建立McKean-Vlasov(平均场)随机微分方程解的Donsker δ测度的随机微分方程。如果……
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引用次数: 0
Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion 基于优化准则的二维受控破产问题的不同拓扑解结构
Pub Date : 2023-12-05 DOI: 10.1080/17442508.2023.2284194
Peter Grandits, Maike Klein
We consider two insurance companies with wealth processes given by independent Brownian motions with controllable non-negative drift. The drift rates sum up to 1. The companies aim at finding a str...
我们考虑两个保险公司,它们的财富过程由可控非负漂移的独立布朗运动给出。漂移率之和为1。这些公司的目标是找到一个出路。
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引用次数: 0
Two-sided Poisson control of linear diffusions 线性扩散的双面泊松控制
Pub Date : 2023-11-27 DOI: 10.1080/17442508.2023.2256923
Harto Saarinen
We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Pois...
在泊松约束下研究一类一般线性扩散的双边最优控制问题:控制只允许在一个独立的点的到达时间。
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引用次数: 1
A continuous-time N-interaction random graph model 一个连续时间n相互作用随机图模型
Pub Date : 2023-11-20 DOI: 10.1080/17442508.2023.2281585
Bettina Porvázsnyik
In this paper a continuous-time evolving random graph model is defined and examined. The main units of the model are complete graphs on N vertices, where N≥3 is a fixed integer. At each birth event...
本文定义并检验了一种连续时间演化随机图模型。模型的主要单元是N个顶点上的完全图,其中N≥3为固定整数。每次出生时……
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引用次数: 0
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths 平稳,马尔可夫,具有多项式条件矩和连续路径的随机过程
Pub Date : 2023-11-20 DOI: 10.1080/17442508.2023.2254880
Paweł J. Szabłowski
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification are important because they are...
我们正在研究具有条件多项式矩的允许连续路径修改的平稳随机过程。具有连续路径修改的过程很重要,因为它们是……
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引用次数: 1
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations McKean-Vlasov随机微分方程非线性滤波的大偏差原理
Pub Date : 2023-11-15 DOI: 10.1080/17442508.2023.2282160
Huijie Qiao, Shengqing Zhu
In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space...
本文研究了McKean-Vlasov随机微分方程的大偏差非线性滤波原理。首先,我们建立了空间的大偏差原理。
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引用次数: 0
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