Random processes with strong average condition
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 209-219
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New classes of stochastic processes satisfying the strong average condition are introduced. This expands known properties of strong mixing and regularity. Sufficient conditions are obtained for the solution of system of stochastic differential Ito equation to satisfy the condition of a strong average. Bibl. 10 titles.
@article{ZNSL_1996_228_a16,
author = {O. Yu. Kul'chitsky},
title = {Random processes with strong average condition},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {209--219},
publisher = {mathdoc},
volume = {228},
year = {1996},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a16/}
}
O. Yu. Kul'chitsky. Random processes with strong average condition. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 209-219. http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a16/