1. |
On the asymptotic behavior of sums of multidimensionally indexed semi-stable random variables |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page 1-10
André Adler,
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摘要:
Letbe a sequence of identically distributed random variables with semi–regularly varying tails. We assume, whenever the random variables are integrable, that the mean is zero. As in the one dimensional case we are able to show that all normalized partial sums of weighted random variables cannot converge to one (a.s.) whenever our random variables have either a (1+ϵ) moment or, in the non-L1case, they fail to possess a (1−ϵ) moment, for some ϵ>0. The additional assumptions in this extension of thecase are extremely mild. Moreover, the conclusions hold for almost any partition of
ISSN:0736-2994
DOI:10.1080/07362999308809297
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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2. |
Impulse control of a brownian inventory system with supplier uncertainty |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page 11-27
ShaulK. Bar-Lev,
Mahmut Parlar,
David Perry,
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摘要:
In this paper we consider an inventory system which is driven by several types of uncertainties. First. we assume that when an order is placed. it may not always be available. perhaps due to strikes or embargoes. The durations of the available/unavailable periods are assumed to be random. Second, it is assumed that the inventory level process is a Brownian motion with negative drift. We develop the discounted cost for the infinite horizon problem using renewal arguments. The resulting objective function of two decision variables is minimized for different values of the problem parameters and a sensitivity analysis is provided
ISSN:0736-2994
DOI:10.1080/07362999308809298
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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3. |
Single-server queues with controlled bulk service, random accumulation level, and modulated input |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page 29-41
JewgeniH. Dshalaow,
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摘要:
A class of bulk queueing models with one server of random capacity is introduced and studied. It is assumed that upon completion of a previous service, the server takes a group of random size from units that are available. Or, the server waits until the queue attains a desired level. In addition, the input is supposed to be modulated by the queueing process and both service times of groups of units and batch sizes are under control.
ISSN:0736-2994
DOI:10.1080/07362999308809299
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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4. |
A generalization of the inspection paradox in an ordinary renewal process |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page 43-48
K.G. Gakis,
B.D. Sivazlian,
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摘要:
The inspection paradox in an ordinary renewal process is investigated in the very general case of the time dependent problem and arbitrary distribution of inter–renewal times with finite mean and a probability density function
ISSN:0736-2994
DOI:10.1080/07362999308809300
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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5. |
A generalized Haussmann's formula |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page 49-60
Ying Hu,
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摘要:
In this paper, we establish a generalized Haussmann's formula on the stochastic integral representation of funtionals of solutions of SDEs of funtional type
ISSN:0736-2994
DOI:10.1080/07362999308809301
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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6. |
Weak convergence of term structure movements and the connection of prices and interest rates* |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page 61-76
D.M. Ji,
G. Yin,
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摘要:
A discrete time tern structure model is considered. Using the weak convergence methods, an appropriate interpolation of the underlying stochastic process in shown to converge to a diffusion. Moreover, necessary and sufficient conditions for convergent are obtained. The connection between the prices and the interest reates are studied via a transformation techniques. Ho and Lee's model is revised; both its advantages and drawbacks are discussed
ISSN:0736-2994
DOI:10.1080/07362999308809302
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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7. |
Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page 77-95
Xuerong Mao,
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摘要:
The objectiveof this paper is to use the Lyapunov function to study the almost sure exponential stability of the stochastic differential equation, where F(x, t) is a continuous C–semimartingale with spatial parameter x . This equation includes many important stochastic systems, for example. the classical Itô equation. More importantly, our result can be employed to study the bound of the Lyapunov exponent of stochastic flows
ISSN:0736-2994
DOI:10.1080/07362999308809303
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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8. |
Stabilization and Destabilization by Noise in the Plane |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page 97-113
M. Scheutzow,
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摘要:
We provide two dynamical systems inR2given by an ODE:One which explodes in finite time for every initial condition but becomes stable by adding white noise of arbitrary positive intensity in the sense that the system becomes nonexplosive and even positive recurrent and another system which is globally asymptotically stable and which becomes explosive when it is perturbed by additive white noise
ISSN:0736-2994
DOI:10.1080/07362999308809304
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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9. |
Convergence Rates on Strong Laws of Large Numbers for Arrays of Rowwise Independent Elements |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page 115-132
Xiangchen Wang,
M.Bhaskara Rao,
Yang Xiaoyun,
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摘要:
Letbe an array of rowwise independent random elements in a separable Banach spacer= 1 and 1<t<2orr>1 and.Letbe uniformly bounded by a nonnegative real random variableX. LetIt has been shown that if:<∞ and for every ϵ>0then for every ϵ>0,
ISSN:0736-2994
DOI:10.1080/07362999308809305
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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10. |
Editorial Board |
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Stochastic Analysis and Applications,
Volume 11,
Issue 1,
1993,
Page -
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ISSN:0736-2994
DOI:10.1080/07362999308809296
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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