Asymptotic stability of the maximum of normal stochastic processes
Анотація
Under quite general conditions, we prove that the maximum of a sequence of normal stochastic processes in the space $C_{[0,1]}$ is asymptotically stable almost surely.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
LevyBaxter theorems for one class of non-Gaussian stochastic processes
Схоже за: Stochastic processes and financial applications · Analysis of environmental and stochastic processes · Stochastic processes and statistical mechanics
Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics
Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics
Transformations of Telegraph Processes and Their Financial Applications
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics
Optimization of small deviation for mixed fractional Brownian motion with trend
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics
Generalized Peano problem with Lévy noise
Схоже за: Stochastic processes and financial applications · Stochastic processes and statistical mechanics