Generalized functionals of Brownian motion.
Generalized stochastic processes
Germ-field Markov property for multiparameter processes
Hilbert space valued generalized random processes. I.
Hilbert space valued generalized random processes. II.
Hilbert spaces formed by strongly harmonizable stable processes.
Integral representation of Gaussian measures.
Integrals related to stationary processes and cylindrical martingales
Integration in a dynamical stochastic geometric framework
Motivated by the well-posedness of birth-and-growth processes, a stochastic geometric differential equation and, hence, a stochastic geometric dynamical system are proposed. In fact, a birth-and-growth process can be rigorously modeled as a suitable combination, involving the Minkowski sum and the Aumann integral, of two very general set-valued processes representing nucleation and growth dynamics, respectively. The simplicity of the proposed geometric approach allows to avoid problems of boundary...
Integration in a dynamical stochastic geometric framework
Motivated by the well-posedness of birth-and-growth processes, a stochastic geometric differential equation and, hence, a stochastic geometric dynamical system are proposed. In fact, a birth-and-growth process can be rigorously modeled as a suitable combination, involving the Minkowski sum and the Aumann integral, of two very general set-valued processes representing nucleation and growth dynamics, respectively. The simplicity of the proposed geometric approach allows to avoid problems of boundary...
La convergence en loi pour les processus à valeurs dans un espace nucléaire
Le calcul des caractéristiques effectives pour des matériaux composites qui contiennent des nonhomogénéites attribuées d'une manière aléatoire. (Calculation of effective properties of composite materials with random inhomogeneities).
Les «fonctions caractéristiques» des distributions sur l'espace de Wiener
Linear distribution processes.
Linear filtering with fractional Brownian motion in the signal and observation processes.
Nonclassical stochastic flows and continuous products.
Note on the selection properties of set-valued semimartingales
Set-valued semimartingales are introduced as an extension of the notion of single-valued semimartingales. For such multivalued processes their semimartingale selection properties are investigated.
On Klotz's result on the asymptotic efficiency for the signed rank tests
On solutions set of a multivalued stochastic differential equation
We analyse multivalued stochastic differential equations driven by semimartingales. Such equations are understood as the corresponding multivalued stochastic integral equations. Under suitable conditions, it is shown that the considered multivalued stochastic differential equation admits at least one solution. Then we prove that the set of all solutions is closed and bounded.
On the continuity property of Gaussian random fields