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1. |
Martingales Locales sur un Ouvert Droit Optionnel† |
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Stochastics,
Volume 8,
Issue 3,
1982,
Page 161-180
J. A. Yan,
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摘要:
Dans les développements récents de la théorie des martingales locales, on a eu parfois besoin de localiser la notion de martingale locale à un intervalle stochastique du type [0,T[ (voir un commentaire dans Dellacherie-Meyer [l,p.444]). En corrigeant une erreur figurant dans un travail [4] de Kunita, Maisonneuve [5] a introduit une bonne notion de martingale locale continue sur un intervalle stochastique [0,T[. Cependant, si 1'on emprunte sa méthode pour définir les martingales locales non continues sur [0,T[, on arrivera, dans le cas où T=∞, non pas à la notion de martingale locale usuelle, mais à celle de martingale faible au sens de Kazamaki [3]. Nous nous proposons ici de définir, en modifiant légérement la méthode de Maisonneuve, les martingales locales sur [0,T[, ou plus généralement, sur un intervalle du type [S,T[, et d'étudier leurs propriétés. Aprés quoi, en nous inspirant d'un travail [8] tout récent de Zheng, nous introduisons une notion de martingale locale sur un ouvert droit optionnel, celle-ci étend une notion de martingale locale sur un ouvert prévisible, qui a été introduite par Zheng dans [8].
ISSN:0090-9491
DOI:10.1080/17442508208833236
出版商:Gordon and Breach Science Publishers Inc,
年代:1982
数据来源: Taylor
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2. |
Variational sums and generalized linear processes |
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Stochastics,
Volume 8,
Issue 3,
1982,
Page 181-192
Patrick L. Brockett†,
William N. Hudson,
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ISSN:0090-9491
DOI:10.1080/17442508208833237
出版商:Gordon and Breach Science Publishers Inc,
年代:1982
数据来源: Taylor
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3. |
Parameter estimation in continuous-time stochastic processes |
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Stochastics,
Volume 8,
Issue 3,
1982,
Page 193-212
Vivek Borkar,
Arunabha Bagchi,
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摘要:
Parameter estimation in a class of Ito Processes with a parametrized "drift" term is considered. An almost sure characterization of a sample path-wise limit sets of maximum likelihood estimates is given. Related problems of estimation under approximate parametrizations and estimation of a random parameter with unknown distribution are also considered.
ISSN:0090-9491
DOI:10.1080/17442508208833238
出版商:Gordon and Breach Science Publishers Inc,
年代:1982
数据来源: Taylor
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4. |
Optimum coding and decoding schemes for the transmission of a stochastic process over a continuous-time stochastic channel with partially unknown statisticst† |
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Stochastics,
Volume 8,
Issue 3,
1982,
Page 213-237
Tangül Ü. Başar,
Tamer Başar,
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摘要:
In this paper, we obtain the complete solution of the following information transmission problem: A second-order Gaussian stochastic process [ut,t∈[0,tƒ]} is to be transmitted through a stochastic channel to a receiver under minimum mean square error distortion measure. The channel is to be used for exactlyTseconds (whereTmay be smaller or larger thantƒ) and, in addition to the White-Gaussian noise with a given energy level, the channel is also corrupted by another source whose output may be correlated with the input to the channel and which satisfies a given power constraint. There is an input power constraint to the channel, and a noiseless feedback is allowed between the receiver (decoder) and the transmitter (encoder). The paper provides expressions for the best encoder and decoder structures that function optimally under worst admissible noise inputs to the channel. The least favorable probability distribution for this unknown noise is found to be Gaussian, and is correlated with the transmitted signal.
ISSN:0090-9491
DOI:10.1080/17442508208833239
出版商:Gordon and Breach Science Publishers Inc,
年代:1982
数据来源: Taylor
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5. |
Editorial board |
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Stochastics,
Volume 8,
Issue 3,
1982,
Page -
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PDF (74KB)
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ISSN:0090-9491
DOI:10.1080/1744258208833235
出版商:Gordon and Breach Science Publishers S. A.
年代:1982
数据来源: Taylor
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