نتایج جستجو برای: continuous processes

تعداد نتایج: 770974  

Journal: :Journal of Mathematical Analysis and Applications 1996

Journal: :Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics 2004

Journal: :Stochastic Processes and their Applications 2023

In this article we study multivariate continuous-time autoregressive moving-average (MCARMA) processes with values in convex cones. More specifically, introduce matrix-valued MCARMA L\'evy noise and present necessary sufficient conditions for from class to be cone valued. We derive specific hands-on the following two cases: First, classical on $\mathbb{R}_{d}$ positive orthant $\mathbb{R}_{d}^{...

Journal: :Annals of Applied Probability 2022

A continuous-state branching process in varying environments is constructed by the pathwise unique positive solution to a stochastic integral equation driven time-space noises. The cumulant semigroup of characterized terms backward equation. We clarify behavior at its bottlenecks, which are deterministic times when it arrives zero almost surely negative jumps. arises naturally as scaling limit ...

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