Zobrazeno 1 - 10
of 248
pro vyhledávání: '"René L. Schilling"'
Publikováno v:
Fractal and Fractional, Vol 6, Iss 11, p 620 (2022)
We study the projection of an element of fractional Gaussian noise onto its neighbouring elements. We prove some analytic results for the coefficients of this projection. In particular, we obtain recurrence relations for them. We also make several co
Externí odkaz:
https://doaj.org/article/fbcd860b71d440da9728ef82363fe213
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 5, Iss 3, Pp 353-383 (2018)
Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Székely, Rizzo and Bakirov can be embedded into a more general framework based on symmetric Lévy measur
Externí odkaz:
https://doaj.org/article/6312bb62624c4cf0884119430eb6ac6e
Autor:
René L. Schilling
Die Wahrscheinlichkeitstheorie gehört zu den Kerndisziplinen der modernen Mathematikausbildung. Sie ist die Grundlage für alle Modelle, die „Risiko'und „Unsicherheit'einbeziehen. Dieses Lehrbuch gibt einen direkten, verlässlichen und modernen
Autor:
René L. Schilling, Lothar Partzsch
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processe
Bernstein functions appear in various fields of mathematics, e.g. probability theory, potential theory, operator theory, functional analysis and complex analysis – often with different definitions and under different names. Among the synonyms are `
Autor:
Victoriya Knopova, René L. Schilling
Publikováno v:
Mathematische Nachrichten. 295:363-376
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::785911bef3aa6cbf0121c3e12755baee
https://doi.org/10.1002/mana.202000061
https://doi.org/10.1002/mana.202000061
Autor:
David Berger, René L. Schilling
Publikováno v:
MATHEMATICA SCANDINAVICA. 128
We prove a necessary and sufficient condition for the Liouville and strong Liouville properties of the infinitesimal generator of a Lévy process and subordinate Lévy processes. Combining our criterion with the necessary and sufficient condition obt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aec811d3e421f7d5d406aeb0e47211eb
https://doi.org/10.7146/math.scand.a-132068
https://doi.org/10.7146/math.scand.a-132068
Publikováno v:
Dissertationes Mathematicae. 569:1-86
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ada46e9759c2b77d64e89b7edfb10441
https://doi.org/10.4064/dm824-8-2021
https://doi.org/10.4064/dm824-8-2021
Autor:
René L. Schilling
Allgemeine Maße und das Lebesgue-Integral gehören zu den unverzichtbaren Hilfsmitteln der modernen Analysis, der Funktionalanalysis und der Stochastik. Das vorliegende Lehrbuch bietet eine Einführung in die wesentlichen Aspekte der Theorie – Ma