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On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost 代价时间加权成反比的最优随机线性二次控制
Theory of Probability & Its Applications Pub Date : 2022-05-01 DOI: 10.1137/s0040585x97t990733
E. S. Palamarchuk
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引用次数: 0
An Analogue of the Feynman--Kac Formula for a High-Order Operator 高阶算子的Feynman—Kac公式的模拟
Theory of Probability & Its Applications Pub Date : 2022-05-01 DOI: 10.1137/s0040585x97t990757
M. Platonova
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引用次数: 0
On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem 格涅登科极限定理的伴随测度和渐近展开式
Theory of Probability & Its Applications Pub Date : 2022-05-01 DOI: 10.1137/s0040585x97t990745
V. Piterbarg, Yu. A. Scherbakova
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引用次数: 0
Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements 具有图相关元素的大样本协方差矩阵的极限谱分布
Theory of Probability & Its Applications Pub Date : 2021-05-20 DOI: 10.1137/s0040585x97t991003
P. Yaskov
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引用次数: 1
On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem 柯尔莫哥洛夫第二一致极限定理多元版本中的可选逼近分布
Theory of Probability & Its Applications Pub Date : 2020-06-02 DOI: 10.4213/tvp5416; 10.1137/S0040585X97T99071X
F. Gotze, A. Zaitsev
{"title":"On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem","authors":"F. Gotze, A. Zaitsev","doi":"10.4213/tvp5416; 10.1137/S0040585X97T99071X","DOIUrl":"https://doi.org/10.4213/tvp5416; 10.1137/S0040585X97T99071X","url":null,"abstract":"The aim of the present work is to show that recent results of the authors on the approximation of distributions of sums of independent summands by the infinitely divisible laws on convex polyhedra can be shown via an alternative class of approximating infinitely divisible distributions.","PeriodicalId":141584,"journal":{"name":"Theory of Probability & Its Applications","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133597554","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
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