On a new Wiener-Hopf factorization by Alili and Doney
On a non symmetric operation for two-parameter martingales
On a non-linear semi-group associated with stochastic optimal control and its excessive majorant
On a non-Markovian queueing problem under a control operating policy and start-up times
A non-Markovian queueing system with Poisson input is studied under a modified operating rule called “control operating policy” in which the server begins “start-up” only when the queue length reaches a fixed number . By using the supplementary variable technique, the distribution of the queue length (excluding those being served) in the form of a generating function is obtained. As a special case, a Markovian queueing system with exponential start-up is discussed in detail to analyse the economic...
On a pair of random generalized non-linear contractions.
On a probabilistic description of small scale structures in 3D fluids
On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes
This paper considers Schrödinger operators, and presents a probabilistic interpretation of the variation (or shape derivative) of the Dirichlet groundstate energy when the associated domain is perturbed. This interpretation relies on the distribution on the boundary of a stopped random process with Feynman-Kac weights. Practical computations require in addition the explicit approximation of the normal derivative of the groundstate on the boundary. We then propose to use this formulation in the...
On a probability inequality for multivariate normal distribution
On a probability problem connected with railway traffic.
On a problem by Schweizer and Sklar
We give a representation of the class of all -dimensional copulas such that, for a fixed , , all their -dimensional margins are equal to the independence copula. Such an investigation originated from an open problem posed by Schweizer and Sklar.
On a problem of J. Schnitzer
On a queue with correlated arrivals.
On A Random Function Defined On A Pseudo Boolean Algebra
On a rarefied renewal process
On a relation between norms of the maximal function and the square function of a martingale
Let Ω be a nonatomic probability space, let X be a Banach function space over Ω, and let ℳ be the collection of all martingales on Ω. For , let Mf and Sf denote the maximal function and the square function of f, respectively. We give some necessary and sufficient conditions for X to have the property that if f, g ∈ ℳ and , then , where C is a constant independent of f and g.
On a result of David Aldous concerning the trees in a conditioned excursion.
On a role of predictor in the filtering stability.
On a. s. convergence of classes of multivalued asymptotic martingales
On a Schröder equation arising in branching processes.
On a SDE driven by a fractional Brownian motion and with monotone drift.