A gaussian sheet connected to symmetric Markov chains
A Gauss-Kuzmin theorem for the Rosen fractions
Using the natural extensions for the Rosen maps, we give an infinite-order-chain representation of the sequence of the incomplete quotients of the Rosen fractions. Together with the ergodic behaviour of a certain homogeneous random system with complete connections, this allows us to solve a variant of Gauss-Kuzmin problem for the above fraction expansion.
A Gauss-Kuzmin-Lévy theorem for a certain continued fraction.
A general analytical result for non-linear SPDE's and applications.
A general bounded continuous moment problem and its sets of uniqueness
A general Choquet–Deny theorem for nilpotent groups
A general law of complete moment convergence for self-normalized sums.
A general method to obtain the rate of convergence in the strong law of large numbers.
A general purity law for convolution semigroups with discrete Levy measure.
A general stochastic maximum principle for singular control problems.
A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.
A general version of delta theorem
A general version of the fundamental theorem of asset pricing.
A generalization of entropy equation: homogeneous entropies
A generalization of Straube's theorem: existence of absolutely continuous invariant measures for random maps.
A generalization of the conservation integral
Starting from the scheme given by Hudson and Parthasarathy [7,11] we extend the conservation integral to the case where the underlying operator does not commute with the time observable. It turns out that there exist two extensions, a left and a right conservation integral. Moreover, Itô's formula demands for a third integral with two integrators. Only the left integral shows similar continuity properties to that derived in [11] used for extending the integral to more than simple integrands. In...
A generalization of the Erlang's B formula
A generalization of the global limit theorems of R. P. Agnew.
A generalization of the individual ergodic theorem
A generalization of the Itô formula.