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Licensed Unlicensed Requires Authentication Published by De Gruyter 1987

Stochastic partial differential equations as stochastic space-time models

From the book Vol. 2

  • Peter Kotelenez
https://doi.org/10.1515/9783112313985-011
© 2020 Walter de Gruyter GmbH, Berlin/Munich/Boston
From the book
Vol. 2
Vol. 2

Chapters in this book (63)

Frontmatter
Contents
Preface
Mixing properties for f-expansions
Non-linear time-domain analysis of Gaussian processes
Malliavin calculus for discontinuous processes
Accompanying laws for processes with independent increments
Diffusion approximation of multitype branching processes
Characterization of queues and its stability estimates
On the entropy of expansions with odd partial quotients
On the rate of convergence in Maruyama's invariance principle
On a general growth model possessing a subexponential growth rate
Stochastic partial differential equations as stochastic space-time models
Levy-Baxter type theorems and strong sub-Gaussian random processes
Principal component analysis under correlated multivariate regression equations model
Approximation of statistics distribution by convolutions of generalized Poisson measures
Some general results in control theory
On The Rate Of Convergence Of Distributions Of Semimartingales
On Ito's excursion law, local times and spectral measures for quasidiffusions
Optimum design of general intraclass regression experiments and general analysis of covariance experiments
Limit theorems for functionals of geometric type of homogeneous isotropic random fields
On Bounds Foe The Minimax Risk
Asymptotical properties of the local density of measures for semimartingales and some of their applications
Generalizations Of The Law Of The Iterated Logarithm
Limit theorems for sums of random variables with a stable limit law
Estimates and asymptotic expansion of the remainder term in the CLT for randomized decomposable statistics
Multiparametric Brownian Motion On Symmetric Spaces
Markov maps in noncommutative probability theory and mathematical statistics
Classes Of Limit Laws For Functions Of Some Statistical Estimates
Topological and probabilistic characterizations of some classes of Banach spaces and operators
Asymptotic expansions of the distributions of sums of i. i. d. Hilbert space valued random variables
Limit theorems for order statistics based on sums of random variables
Markov additive processes: large deviations for the continuous time case
Hodges-Lehmann Efficiency Of Nonparametric Tests
An operator approach in limit theorems for sums of the type n-1/p Sn in Banach spaces
Pointed Priors And Asymptotics Of The A Posteriori Risk
Stokes-Boussinesq-Langevin Equation And Fluctuation-Dissipation Theorem
The barycenter concept of a set of probability measures as a tool in statistical decision
Solutions of Bogolyubov equations for infinite three-dimensional systems of particles
Inequalities for the maximum of partial sums of random variables and the law of the iterated logarithm
A characterization of a Gaussian vector based on Kagan-Linnik-Rao theorem
Extreme Functionals In The Space Op Probability Measures
ANODIV: generalization of ANO VA through entropy and cross entropy functions
Limit theorems involving restricted convergence and the continuation theory of distribution
On approximation accuracy for distribution functions of the sum of independent random variables using infinitely divisible distributions
On the kinematic dynamo problem in a random flow
On the probability of large excursion of a nonstationary Gaussian process
Weak convergence of integral type functionals
Characterizing the distributions of the random vectors X1, X2, X3 by the distribution of the statistic (X1 -X3, X2 - X 3)
On large deviations for the probability density of sums of independent random variables
On Normal Approximation In Hilbert Space
Almost-Even Number-Theoretical Functions
Limit theorems for randomly indexed sums in a separable Banach space
Some properties and applications of Feynman measures in the phase space
On limit theorems for multilinear forms
Characteristic functional and cylindrical measures in DS-groups
On Pareto-type distributions
Renewal method in the theory of semi-Markov processes on arbitrary spaces
Innovation problem for a class of Ito processes: filtration problem for multi-dimensional diffusion type processes
On Gaussian approximation in Hilbert space, non-identically distributed random variables case
Statistics on the set of the naturals' partitions, limit forms of young random diagrams and asymptotic distributions on the space of positive series
Bellman Inequalities FDR Markov Decision Drift Processes
Coexistence of low temperature continuous spin Gibbs states
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