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Zapiski Nauchnykh Seminarov POMI, 1996, Volume 228, Pages 209–219
(Mi znsl3704)
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Random processes with strong average condition
O. Yu. Kul'chitsky Saint-Petersburg State Technical University
Abstract:
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.
Received: 20.04.1996
Citation:
O. Yu. Kul'chitsky, “Random processes with strong average condition”, Probability and statistics. Part 1, Zap. Nauchn. Sem. POMI, 228, POMI, St. Petersburg, 1996, 209–219; J. Math. Sci. (New York), 93:3 (1999), 385–391
Linking options:
https://www.mathnet.ru/eng/znsl3704 https://www.mathnet.ru/eng/znsl/v228/p209
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Abstract page: | 132 | Full-text PDF : | 58 |
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