Titlebook: Recent Developments in Stochastic Methods and Applications; ICSM-5, Moscow, Russ Albert N. Shiryaev,Konstantin E. Samouylov,Dmitry Confere

長矛

Branching Walks with a Finite Set of?Branching Sources and Pseudo-sourcesator describing evolution of the mean numbers of particles both at an arbitrary point and on the entire lattice. The obtained results provide an explicit conditions for the exponential growth of the numbers of particles without any assumptions on jumps variance of the underlying random walk.

Haphazard

Random Dimension Low Sample Size Asymptoticsy two independent observations and the angle between these vectors. We generalize and refine the results constructing the second order Chebyshev-Edgeworth expansions under assumption that the data dimension is random and different scaling factors are chosen.

巧思

Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagnple Fourier–Legendre series converging in the sense of norm in Hilbert space. In this article, we propose the optimization of the mean-square approximation procedures for iterated stochastic integrals of multiplicities 1 to 3 with respect to the infnite-dimensional .-Wiener process.

Vital-Signs

寬宏大量

媒介

Presbycusis

逗它小傻瓜

A Sequential Test for the Drift of a Brownian Motion with a Possibility to Change a Decisionon if it turns out to be wrong. The test is based on observation of the posterior mean process and makes the initial decision and, possibly, changes it later, when this process crosses certain thresholds. The solution of the problem is obtained by reducing it to joint optimal stopping and optimal switching problems.

jettison

Immunoglobulin