Aging for interacting diffusion processes
En este artículo se describen algunos de los modelos markovianos de redes de colas más interesantes, como los de Jackson, Gordon y Newell, Reiser y Kobayashi y otros, estudiando las relaciones existentes entre ellos. Se demuestra que la solución conocida como "forma de producto" es válida para todos ellos con las modificaciones apropiadas en cada caso.
In this work we first introduce the concept of Poisson Stepanov-like almost automorphic (Poisson S2−almost automorphic) processes in distribution. We establish some interesting results on the functional space of such processes like an composition theorems. Next, under some suitable assumptions, we establish the existence, the uniqueness and the stability of the square-mean almost automorphic solutions in distribution to a class of abstract stochastic evolution equations driven by Lévy noise in case...
It is well-known that a probability measure on the circle satisfies for every , every (some) , if and only if for every non-zero ( is strictly aperiodic). In this paper we study the a.e. convergence of for every whenever . We prove a necessary and sufficient condition, in terms of the Fourier–Stieltjes coefficients of , for the strong sweeping out property (existence of a Borel set with a.e. and a.e.). The results are extended to general compact Abelian groups with Haar...
In this paper, we develop the concept of almost stochastic dominance for higher order preferences and investigate the related properties of this concept.
We consider a non-consuming agent investing in a stock and a money market interested in the portfolio market price far in the future. We derive a strategy which is almost log-optimal in the long run in the presence of small proportional transaction costs for the case when the rate of return and the volatility of the stock market price are bounded It o processes with bounded coefficients and when the volatility is bounded away from zero.
We prove an extension of a result by Peres and Solomyak on almost sure absolute continuity in a class of symmetric Bernoulli convolutions.