Correction to the paper: "A theorem on joint probability distributions in stochastic locally convex linear topological spaces''
Correction to the paper "Random functionals on K{M_{p}} spaces" (Studia Math., 39 (1971), pp. 233-240)
Correction : « Vitesse de convergence en loi pour des solutions d'équations différentielles stochastiques vers une diffusion »
Corrections à des exposés de 1973/1974
Corrections : «Décomposition des martingales locales et raréfaction des sauts»
Corrections : “Domains of attraction in Banach spaces”
Corrections : «Éléments de probabilités quantiques (exposés I à V)»
Corrections et compléments à l'article : «Théorème de renouvellement et classification pour les chaînes semi-markoviennes»
Corrections : « Flot d'une équation différentielle stochastique »
Corrections : «Mesures à accroissements indépendants et P.A.I. non homogènes»
Corrections : “Penetration times and Skorohod stopping”
Corrections : «Sur la convergence d'intégrales anticipatives»
Corrections : «Théorèmes limites pour les temps locaux d'un processus stable symétrique»
Corrections to “On Lev́y processes conditioned to stay positive".
Correlated equilibria in competitive staff selection problem
This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player the decision to be applied at each stage based on a joint distribution over the players' decisions. This is a form of equilibrium selection. Examples of correlated equilibria in nonzero-sum games related to the staff selection competition in the case of two departments...
Correlation asymptotics from large deviations in dynamical systems with infinite measure
We extend a result of Doney [Probab. Theory Related Fields 107 (1997)] on renewal sequences with infinite mean to renewal sequences of operators. As a consequence, we get precise asymptotics for the transfer operator and for correlations in dynamical systems preserving an infinite measure (including intermittent maps with an arbitrarily neutral fixed point).
Correlation Function and Separability of Linear Space of Stochastic Process
Correlation lengths for random polymer models and for some renewal sequences.
Correlation measures.
Correlations and bounds for stochastic volatility models