Abel transform and integrals of Bessel local times
About increments of additive functionals of diffusion processes.
About projections of logarithmic Sobolev inequalities
About secretary problems
About stability of risk-seeking optimal stopping
We offer the quantitative estimation of stability of risk-sensitive cost optimization in the problem of optimal stopping of Markov chain on a Borel space . It is supposed that the transition probability , is approximated by the transition probability , , and that the stopping rule , which is optimal for the process with the transition probability is applied to the process with the transition probability . We give an upper bound (expressed in term of the total variation distance: for...
About the density of spectral measure of the two-dimensional SaS random vector
In this paper, we consider a symmetric α-stable p-sub-stable two-dimensional random vector. Our purpose is to show when the function is a characteristic function of such a vector for some p and α. The solution of this problem we can find in [3], in the language of isometric embeddings of Banach spaces. Our proof is based on simple properties of stable distributions and some characterization given in [4].
About the generating function of a left bounded integer-valued random variable
We give a relation between the sign of the mean of an integer-valued, left bounded, random variable and the number of zeros of inside the unit disk, where is the generating function of , under some mild conditions
About the Lindeberg method for strongly mixing sequences
About the Lindeberg method for strongly mixing sequences
We extend the Lindeberg method for the central limit theorem to strongly mixing sequences. Here we obtain a generalization of the central limit theorem of Doukhan, Massart and Rio to nonstationary strongly mixing triangular arrays. The method also provides estimates of the Lévy distance between the distribution of the normalized sum and the standard normal.
About the linear-quadratic regulator problem under a fractional brownian perturbation
In this paper we solve the basic fractional analogue of the classical linear-quadratic gaussian regulator problem in continuous time. For a completely observable controlled linear system driven by a fractional brownian motion, we describe explicitely the optimal control policy which minimizes a quadratic performance criterion.
About the linear-quadratic regulator problem under a fractional Brownian perturbation
In this paper we solve the basic fractional analogue of the classical linear-quadratic Gaussian regulator problem in continuous time. For a completely observable controlled linear system driven by a fractional Brownian motion, we describe explicitely the optimal control policy which minimizes a quadratic performance criterion.
About the stationary states of vortex systems
Abschätzungen für die Bedienungs- und Zuverlässigkeitstheorie
Absence of absolutely continuous spectrum for some one dimensional random but deterministic Schrödinger operators
Absolute continuity of Markov processes
Absolute Continuity, Singularity, and Supports of Gauss Semigroups on a Lie Group.
Absolutely summing operators and measure amarts in Fréchet spaces
Absolut-Stetigkeit und Träger von Gauß-Verteilungen auf lokalkompakten Gruppen.
Absorption in stochastic epidemics
A two dimensional stochastic differential equation is suggested as a stochastic model for the Kermack–McKendrick epidemics. Its strong (weak) existence and uniqueness and absorption properties are investigated. The examples presented in Section 5 are meant to illustrate possible different asymptotics of a solution to the equation.
Abstract stochastic integro-differential delay equations.