On some characterization problems connected with stochastic integrals.

On Some Characterization Problems Connected with Stochastic Integrals*

Some Problems Connected With Rayleigh Distributions

This is an expository paper presenting t he following : (1) t hc origin, and (2) t he propelties of the R ayleigh distribution ; (3) the most e fficient cstimators of its paramctcrs; (4) a test of the hypothesis that a set of observations is from a R ayleigh dist ribu t ion ; (5) t he distr ibu t ion of t he ratio of t wo independent Rayleigh vari "tcs; and (6) the Rayleigh process deri ved fro...

Some Problems Connected with Statistical Inference

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on some bayesian statistical models in actuarial science with emphasis on claim count

چکیده ندارد.

On Some Inequalities of Local times of Iterated Stochastic Integrals

Let X = (Xt,Ft)t≥0 be a continuous local martingale with quadratic variation process 〈X〉 and X0 = 0. Define iterated stochastic integrals In(X) = (In(t, X),Ft) (n ≥ 0), inductively by