We construct superefficient estimators of Stein type for the intensity parameter λ > 0 of a Poisson process, using integration by parts and superharmonic functionals on the Poisson space.
In this paper, a fuzzy version of the analytic form of Hahn-Banachextension theorem is given. As application, the Hahn-Banach theorem for$r$-fuzzy bounded linear functionals on $r$-fuzzy normedlinear spaces is obtained.
Michel CrépeauNicolas PrivaultAnthony ReveillacAnthony Réveillac
We construct superefficient estimators of Stein type for the intensity parameter λ > 0 of a Poisson process, using integration by parts and superharmonic functionals on the Poisson space.
Some new Lyapunov type theorems for stochastic difference equations with continuous time are proven. It is shown that these theorems simplify an application of Lyapunov functionals construction method.