变形随机基上的一些过程和模型

2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO) Pub Date : 2016-02-15 DOI:10.1109/SMRLO.2016.75

I. Pavlov

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引用次数: 1

摘要

本文综述了顿河畔罗斯托夫小组关于第一类和第二类变形鞅、鞅的哈尔插值及其应用的研究成果。首先，我们给出了变形鞅的离散参数表示定理和可选抽样定理。然后描述了静态过程的哈尔插值技术。最后，我们解释了如何利用哈尔插值来研究完全变形系统。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Some Processes and Models on Deformed Stochastic Bases

This is a survey of results of the Rostov-on-Don team on the deformed martingales of the 1st and the 2nd kind, Haar interpolations of martingales and their applications. First of all we give discrete-parameter versions of representation theorems and of optional sampling theorems for deformed martingales. Then we discribe Haar interpolation techniques for statical processes. And in the end we explane how complete deformed systems can be investigated with the help of Haar interpolations.

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2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)

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