Probability measures, Lévy measures and analyticity in time
نویسندگان
چکیده
منابع مشابه
Probability measures , Lévy measures and analyticity in time
We investigate the relation of the semigroup probability density of an infinite activity Lévy process to the corresponding Lévy density. For subordinators, we provide three methods to compute the former from the latter. The first method is based on approximating compound Poisson distributions, the second method uses convolution integrals of the upper tail integral of the Lévy measure and the th...
متن کاملInterval-Valued Probability Measures
The purpose of this paper is propose a simple de nition of an interval-valued probability measure and to examine some of the implications of this de nition. This de nition provides a method for characterizing certain types of imprecise probabilities. We develop some properties of this de nition and propose a de nition of integration with respect to it. We show that this de nition is a generaliz...
متن کاملConditionally Invariant Probability Measures
V eronique Maume-Deschamps Section de Math ematiques, Universit e de Gen eve 2-4 rue du Lievre CP 240 Suisse. Abstract Let T be a measurable map on a Polish space X, let Y be a non trivial subset of X. We give conditions ensuring existence of conditionally invariant probability measures (to non absorption in Y). We also supply suucient conditions for these probability measures to be absolutely ...
متن کاملTwo fuzzy probability measures
2 Zadeh-type fuzzy probability The paper deals with two methods of a fuzzification of the Borel field of events and too the probability measure. The first approach generalizes the Zadeh definition of a crisp probability of fuzzy event. The second method is based on the Yager definition of a fuzzy probability of fuzzy event. The theoretical results obtained can be applied to modeling stochastic ...
متن کاملIdempotent Probability Measures, I
The set of all idempotent probability measures (Maslov measures) on a compact Hausdorff space endowed with the weak* topology determines is functorial on the category Comp of compact Hausdorff spaces. We prove that the obtained functor is normal in the sense of E. Shchepin. Also, this functor is the functorial part of a monad on Comp. We prove that the idempotent probability measure monad conta...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2008
ISSN: 1350-7265
DOI: 10.3150/07-bej6114