Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2010, Number 6, Pages 13–18 (Mi vmumm823)  
This article is cited in 3 scientific papers (total in 3 papers)

Mathematics

Usage of processes with continuous time in the study of stochastic recurrent sequences

A. A. Goldaeva

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (245 kB) Citations (3)
Abstract: The paper proposes a new approach connected with consideration of stochastic difference sequences like sequences of observations (in deterministic or random moments of time) of a continuous time process satisfying a stochastic differential equation.
Key words: stochastic difference equation, tail index, stochastic differential equation, Laplace transformation.
Received: 25.11.2009
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Goldaeva, “Usage of processes with continuous time in the study of stochastic recurrent sequences”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2010, no. 6, 13–18
Citation in format AMSBIB
\Bibitem{Gol10}
\by A.~A.~Goldaeva
\paper Usage of processes with continuous time in the study of stochastic recurrent sequences
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2010
\issue 6
\pages 13--18
\mathnet{http://mi.mathnet.ru/vmumm823}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2814984}
\zmath{https://zbmath.org/?q=an:1304.60066}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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