Results 21 to 30 of about 2,506,239 (282)
On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations
Austrian Journal of Statistics, 2014 We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process.
Yuliya Mishura, Kostiantyn Ralchenko
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Stability Estimates for Finite-Dimensional Distributions of Time-Inhomogeneous Markov Chains
Mathematics, 2020 This paper is devoted to the study of the stability of finite-dimensional distribution of time-inhomogeneous, discrete-time Markov chains on a general state space.
Vitaliy Golomoziy, Yuliya Mishura
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International Journal of Theoretical Physics, 2002 The existence of a joint observable of a finite family of observables (with values in a space of fuzzy sets) was proved by \textit{S. Gudder} [Demonstr. Math. 31, 235--254 (1998; Zbl 0952.60002); Found. Phys. 30, 1663--1678 (2000)]. The authors generalize this result to infinite families of observables.
Habil, Eissa D., Nasr, Taghreed Z
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Understanding weak values without new probability theory [PDF]
, 2018 The physical meaning of weak values and measurements can be completely understood with Born rule and the general probability theory. It is known that the weak value of an observable $\hat A$ with post-selection $\langle F|$ may be out of the eigenvalue ...
Mochizuki, Riuji
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Modern Stochastics: Theory and Applications, 2020 The paper deals with a stochastic heat equation driven by an additive fractional Brownian space-only noise. We prove that a solution to this equation is a stationary and ergodic Gaussian process. These results enable us to construct a strongly consistent
Diana Avetisian, Kostiantyn Ralchenko
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Gaussian Volterra processes with power-type kernels. Part II
Modern Stochastics: Theory and Applications, 2022 In this paper the study of a three-parametric class of Gaussian Volterra processes is continued. This study was started in Part I of the present paper.
Yuliya Mishura, Sergiy Shklyar
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The Holling Type II Population Model Subjected to Rapid Random Attacks of Predator
Journal of Applied Mathematics, 2018 We present the analysis of a mathematical model of the dynamics of interacting predator and prey populations with the Holling type random trophic function under the assumption of random time interval passage between predator attacks on prey. We propose a
Jevgeņijs Carkovs +2 more
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Renormalization Group and Probability Theory
, 2000 The renormalization group has played an important role in the physics of the second half of the twentieth century both as a conceptual and a calculational tool.
Beccaria +38 more
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Reality and Probability: Introducing a New Type of Probability Calculus [PDF]
, 2002 We consider a conception of reality that is the following: An object is 'real' if we know that if we would try to test whether this object is present, this test would give us the answer 'yes' with certainty.
Aerts, Diederik
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