摘要:

Consider a counting process {N(t)>0}. In the one-dimensional case it is shown that the set of distributions of N(t) for t>0. This result is a "marginal"version of the characterization of a point process by its stochastic intensity.

ISSN:0090-9491    

DOI:10.1080/17442508608833415

出版商:Gordon and Breach Science Publishers, Inc    

年代:1986

数据来源: Taylor

摘要:

Letbe the solution of Zakai equation of nonlinear filtering theory, and letbe the solution of the same equation with the observation process (yt) replaced by a deterministicH1function (ut). We prove that, under suitable hypothese, the filter is continuous in a sense introduced by H. J. Sussmann, i.e.for each fixed n. Explicit estimates of the modulus of convergence are given

ISSN:0090-9491    

DOI:10.1080/17442508608833416

出版商:Gordon and Breach Science Publishers, Inc    

年代:1986

数据来源: Taylor

摘要:

In this paper, we will study one-dimensional continuous and regular strong Markov processes on the interval [0,1]. We will show that stochastic calculus methods enable us to obtain a precise description of the behaviour of these processes. We will prove that, up to continuous transformations of the state space, these processes are semimartingales. They all can be obtained from brownian motions reflected at 0 and 1, by time change and killing. Conversely, for any given characteristics, we will explicitly construct a continuous and regular strong Markov process on [0,1] satisfying to them, from a reflected brownian motion

ISSN:0090-9491    

DOI:10.1080/17442508608833417

出版商:Gordon and Breach Science Publishers, Inc    

年代:1986

数据来源: Taylor

摘要:

This article treats stopping problems where killing rates and cost functionals besides stopping times are controlled. Relationship between the stopping problems for symmetric Markov processes and variational inequalities formulated in terms of Dirichlet forms is established without regularity arguments. Problems in passage to the limit are also considered

ISSN:0090-9491    

DOI:10.1080/17442508608833418

出版商:Gordon and Breach Science Publishers, Inc    

年代:1986

数据来源: Taylor

摘要:

This paper shows that if M is a complete Riemannian manifold with Ricci curvatures all nonnegative than M has the Brownian coupling property. From this one may immediately draw deductions concerning the nonexistence of certain harmonic maps

ISSN:0090-9491    

DOI:10.1080/17442508608833419

出版商:Gordon and Breach Science Publishers, Inc    

年代:1986

数据来源: Taylor

ISSN:0090-9491    

DOI:10.1080/17442508608833414

出版商:Gordon and Breach Science Publishers, Inc    

年代:1986

数据来源: Taylor