Correlations in output and overflow traffic processes in simple queues.
Corrigenda to “Operator semi-stable probability measures on ”
Corrigendum on "Semigroup-theoretical proofs of the central limit theorem and other theorems of analysis.
Corrigendum to “Stability of solutions of BSDEs with random terminal time”
This paper is a corrigendum to paper Toldo, ESAIM, P&S10 (2006) 141–163 where we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time.
Corrigendum to the paper: “A remark on the weighted averages for superadditive processes”.
Corrigendum to the paper "Semigroup actions on tori and stationary measures on projective spaces" (Studia Math. 171 (2005), 33-66)
Cost analysis of a queueing system with two service facilities
Cost analysis of a redundant system using GERT.
Cost-efficiency in multivariate Lévy models
In this paper we determine lowest cost strategies for given payoff distributions called cost-efficient strategies in multivariate exponential Lévy models where the pricing is based on the multivariate Esscher martingale measure. This multivariate framework allows to deal with dependent price processes as arising in typical applications. Dependence of the components of the Lévy Process implies an influence even on the pricing of efficient versions of univariate payoffs.We state various relevant existence...
Countable extension of triangular norms and their applications to the fixed point theory in probabilistic metric spaces
Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process.
Countable systems of degenerate stochastic differential equations with applications to super-Markov chains.
Counting and convergence in ergodic theory
Counting nondecreasing integer sequences that Lie below a barrier.
Counting occurrences in almost sure limit theorems
Counting walks in a quadrant: a unified approach via boundary value problems
The aim of this article is to introduce a unified method to obtain explicit integral representations of the trivariate generating function counting the walks with small steps which are confined to a quarter plane. For many models, this yields for the first time an explicit expression of the counting generating function. Moreover, the nature of the integrand of the integral formulations is shown to be directly dependent on the finiteness of a naturally attached group of birational transformations...
Coupled map lattices with asynchronous updatings
Couples de Wald indéfiniment divisibles. Exemples liés à la fonction gamma d'Euler et à la fonction zeta de Riemann
A toute mesure positive sur telle que , nous associons un couple de Wald indéfiniment divisible, i.e. un couple de variables aléatoires tel que et sont indéfiniment divisibles, , et pour tout . Plus généralement, à une mesure positive sur telle que pour tout , nous associons une “famille d’Esscher” de couples de Wald indéfiniment divisibles. Nous donnons de nombreux exemples de telles familles d’Esscher. Celles liées à la fonction gamma et à la fonction zeta de Riemann possèdent...
Coupling a branching process to an infinite dimensional epidemic process***
Branching process approximation to the initial stages of an epidemic process has been used since the 1950's as a technique for providing stochastic counterparts to deterministic epidemic threshold theorems. One way of describing the approximation is to construct both branching and epidemic processes on the same probability space, in such a way that their paths coincide for as long as possible. In this paper, it is shown, in the context of a Markovian model of parasitic infection, that coincidence...
Coupling iterated Kolmogorov diffusions.