Technical comment. A problem on Markov chains
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Technical comment. A problem on Markov chains
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Temps locaux d'intersection et points multiples des processus de Lévy
Temps locaux pour les ensembles régénératifs
Test for submodel in Gibbs-Markov binary random sequence
The approximate Euler method for Lévy driven stochastic differential equations
The boundary Harnack principle for the fractional Laplacian
We study nonnegative functions which are harmonic on a Lipschitz domain with respect to symmetric stable processes. We prove that if two such functions vanish continuously outside the domain near a part of its boundary, then their ratio is bounded near this part of the boundary.
The first passage problem for generalized Ornstein-Uhlenbeck processes with non-positive jumps
The Markov process of total spins
The McKean stochastic game driven by a spectrally negative Lev́y process.
The total continuity of natural filtrations
Théorème de la limite centrale et convergence fonctionnelle vers un processus à accroissements indépendants : la méthode des martingales
Topologies du type de Skorohod
Tribus homogènes et commutation de projections