1,090 results on '"stochastic integral"'
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1052. Explicit Stochastic Integral Representations for Historical Functionals
1053. Sharp Inequalities for the Distribution of a Stochastic Integral in Which the Integrator is a Bounded Submartingale
1054. The Asymptotic Behavior of Locally Square Integrable Martingales
1055. Multiple Stochastic Integrals with Respect to Symmetric Infinitely Divisible Random Measures
1056. Valeurs Prises par les Martingales Locales Positives Continues a un Instant Donne
1057. On the Fields of Some Brownian Martingales
1058. A Signed Measure on Path Space Related to Wiener Measure
1059. An Extension of Stochastic Integrals in the Plane
1060. Weak Martingales and Stochastic Integrals in the Plane
1061. Representation Previsible et Changement de Temps
1062. A Malliavin-Type Anticipative Stochastic Calculus
1063. A Sharp and Strict L p -Inequality for Stochastic Integrals
1064. Stochastic Integration and $L^p$-Theory of Semimartingales
1065. Limit Behaviour of the Empirical Characteristic Function
1066. Boundary Value Problems and Sharp Inequalities for Martingale Transforms
1067. An Extension of the Stochastic Integral
1068. Stochastic Equations of Hyperbolic Type and a Two-Parameter Stratonovich Calculus
1069. Inference for Unstable Long-Memory Processes with Applications to Fractional Unit Root Autoregressions
1070. Estimating a Distribution Function with Truncated and Censored Data
1071. Minimum Hellinger Distance Estimation of Parameter in the Random Censorship Model
1072. Asymptotic Inference for Nearly Nonstationary AR(1) Processes
1073. Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes
1074. Estimating Jointly System and Component Reliabilities Using a Mutual Censorship Approach
1075. Second-Order Approximation to the Characteristic Function of Certain Point-Process Integrals
1076. Bang-Bang Controls of Point Processes
1077. Estimation de l'état d'une file d'attente et du temps de panne d'une machine par la méthode de semi-martingales
1078. Symbolic Computation and the Diffusion of Shapes of Triads
1079. The Parameter Inference for Nearly Nonstationary Time Series
1080. Inference for Near-Integrated Time Series With Infinite Variance
1081. Counting Process Models for Life History Data: A Review [with Discussion and Reply]
1082. A Singular Stochastic Integral Equation
1083. On Infinite Dimensional Ito's Formula
1084. Stochastic Construction of New Orthogonal Polynomials
1085. A Martingale Approach to the Pasta Property
1086. An Extremal Property of Independent Random Variables
1087. On a Subclass of Square Integrable Martingales
1088. An Extremal Property of Stochastic Integrals
1089. A Storage Model in Which the Net Growth-Rate Is a Markov Chain
1090. Derivation of the Hopf-Cole Solution to Burgers' Equation by Stochastic Integrals
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