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Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case 分叉马尔可夫链的中心极限定理：母女三角形案例
Stochastics Pub Date : 2024-01-07 DOI: 10.1080/17442508.2023.2295847
S. Valère Bitseki Penda
{"title":"Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case","authors":"S. Valère Bitseki Penda","doi":"10.1080/17442508.2023.2295847","DOIUrl":"https://doi.org/10.1080/17442508.2023.2295847","url":null,"abstract":"The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"7 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139409713","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: 0
On the S-asymptotically ω-periodic mild solutions for multi-term time fractional measure integro-differential equations 关于多期时间分式计量整微分方程的 S-asymptotically ω-periodic mild solutions
Stochastics Pub Date : 2024-01-07 DOI: 10.1080/17442508.2023.2300290
Haide Gou
{"title":"On the S-asymptotically ω-periodic mild solutions for multi-term time fractional measure integro-differential equations","authors":"Haide Gou","doi":"10.1080/17442508.2023.2300290","DOIUrl":"https://doi.org/10.1080/17442508.2023.2300290","url":null,"abstract":"This paper deals with a class of nonlocal problem for multi-term time-fractional measure integro-differential evolution equations of mixed type in Hilbert spaces. Firstly, we introduce the concept ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"81 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139409706","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: 0
Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application 满足广义罗森塔尔型不等式的随机变量加权和的完全收敛性和完全矩收敛性及其应用
Stochastics Pub Date : 2024-01-01 DOI: 10.1080/17442508.2023.2298861
Xiaoqian Zheng, Chunhua Wang, Xuejun Wang
{"title":"Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application","authors":"Xiaoqian Zheng, Chunhua Wang, Xuejun Wang","doi":"10.1080/17442508.2023.2298861","DOIUrl":"https://doi.org/10.1080/17442508.2023.2298861","url":null,"abstract":"This article mainly investigates the complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities, which improves th...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"34 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139103709","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: 0
The Donsker delta function and local time for McKean–Vlasov processes and applications McKean-Vlasov过程和应用的Donsker delta函数和本地时间
Stochastics Pub Date : 2023-12-06 DOI: 10.1080/17442508.2023.2286252
Nacira Agram, Bernt Øksendal
{"title":"The Donsker delta function and local time for McKean–Vlasov processes and applications","authors":"Nacira Agram, Bernt Øksendal","doi":"10.1080/17442508.2023.2286252","DOIUrl":"https://doi.org/10.1080/17442508.2023.2286252","url":null,"abstract":"The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean–Vlasov (mean-field) stochastic differential equation.If the Do...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"14 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543833","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: 0
Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion 基于优化准则的二维受控破产问题的不同拓扑解结构
Stochastics Pub Date : 2023-12-05 DOI: 10.1080/17442508.2023.2284194
Peter Grandits, Maike Klein
{"title":"Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion","authors":"Peter Grandits, Maike Klein","doi":"10.1080/17442508.2023.2284194","DOIUrl":"https://doi.org/10.1080/17442508.2023.2284194","url":null,"abstract":"We consider two insurance companies with wealth processes given by independent Brownian motions with controllable non-negative drift. The drift rates sum up to 1. The companies aim at finding a str...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"12 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543824","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: 0
Two-sided Poisson control of linear diffusions 线性扩散的双面泊松控制
Stochastics Pub Date : 2023-11-27 DOI: 10.1080/17442508.2023.2256923
Harto Saarinen
{"title":"Two-sided Poisson control of linear diffusions","authors":"Harto Saarinen","doi":"10.1080/17442508.2023.2256923","DOIUrl":"https://doi.org/10.1080/17442508.2023.2256923","url":null,"abstract":"We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Pois...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"73 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138544445","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: 1
A continuous-time N-interaction random graph model 一个连续时间n相互作用随机图模型
Stochastics Pub Date : 2023-11-20 DOI: 10.1080/17442508.2023.2281585
Bettina Porvázsnyik
{"title":"A continuous-time N-interaction random graph model","authors":"Bettina Porvázsnyik","doi":"10.1080/17442508.2023.2281585","DOIUrl":"https://doi.org/10.1080/17442508.2023.2281585","url":null,"abstract":"In this paper a continuous-time evolving random graph model is defined and examined. The main units of the model are complete graphs on N vertices, where N≥3 is a fixed integer. At each birth event...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"54 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543823","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: 0
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths 平稳，马尔可夫，具有多项式条件矩和连续路径的随机过程
Stochastics Pub Date : 2023-11-20 DOI: 10.1080/17442508.2023.2254880
Paweł J. Szabłowski
{"title":"Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths","authors":"Paweł J. Szabłowski","doi":"10.1080/17442508.2023.2254880","DOIUrl":"https://doi.org/10.1080/17442508.2023.2254880","url":null,"abstract":"We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification are important because they are...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543827","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: 1
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations McKean-Vlasov随机微分方程非线性滤波的大偏差原理
Stochastics Pub Date : 2023-11-15 DOI: 10.1080/17442508.2023.2282160
Huijie Qiao, Shengqing Zhu
{"title":"Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations","authors":"Huijie Qiao, Shengqing Zhu","doi":"10.1080/17442508.2023.2282160","DOIUrl":"https://doi.org/10.1080/17442508.2023.2282160","url":null,"abstract":"In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"87 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138543826","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: 0
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