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pro vyhledávání: '"Manstavičius, Martynas"'
Autor:
Manstavicius, Martynas.
Publikováno v:
Connect to Dissertations & Theses @ Tufts University..
Thesis (Ph.D.)--Tufts University, 2003.
Advisers: Richard M. Dudley; Marjorie G. Hahn. Submitted to the Dept. of Mathematics. Includes bibliographical references (leaves 109-113). Access restricted to members of the Tufts University community. A
Advisers: Richard M. Dudley; Marjorie G. Hahn. Submitted to the Dept. of Mathematics. Includes bibliographical references (leaves 109-113). Access restricted to members of the Tufts University community. A
Publikováno v:
Modern Stochastics: Theory and Applications 2017, Vol. 4, No. 1, 65-78
Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider conditions
Externí odkaz:
http://arxiv.org/abs/1704.02137
Publikováno v:
In Fuzzy Sets and Systems 30 January 2022 428:58-79
Using generalized Blumenthal--Getoor indices, we obtain criteria for the finiteness of the $p$-variation of L\'evy-type processes. This class of stochastic processes includes solutions of Skorokhod-type stochastic differential equations (SDEs), certa
Externí odkaz:
http://arxiv.org/abs/1602.00942
Akademický článek
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Publikováno v:
In Fuzzy Sets and Systems 1 January 2019 354:48-62
Autor:
Manstavičius, Martynas
Publikováno v:
Annals of Probability 2006, Vol. 34, No. 4, 1635-1640
Khoshnevisan and Xiao showed in [Ann. Probab. 33 (2005) 841--878] that the statement about almost surely vanishing Bessel--Riesz capacity of the image of a Borel set $G\subset\mathbb{R}_+$ under a symmetric L\'{e}vy process $X$ in $\mathbb{R}^d$ is e
Externí odkaz:
http://arxiv.org/abs/math/0609696
Autor:
Manstavicius, Martynas
Publikováno v:
Annals of Probability 2004, Vol. 32, No. 3A, 2053-2066
Let \xi_t, t\in[0,T], be a strong Markov process with values in a complete separable metric space (X,\rho) and with transition probability function P_{s,t}(x,dy), 0\le s\le t\le T, x\in X. For any h\in[0,T] and a>0, consider the function \alpha(h,a)=
Externí odkaz:
http://arxiv.org/abs/math/0410106
Autor:
Manstavičius, Martynas1 (AUTHOR) martynas.manstavicius@mif.vu.lt
Publikováno v:
Mathematics (2227-7390). Apr2022, Vol. 10 Issue 7, p1103-1103. 18p.
Autor:
Manstavičius, Martynas
Publikováno v:
Bernoulli, 2007 Feb 01. 13(1), 40-53.
Externí odkaz:
https://www.jstor.org/stable/25464861