The Azéma martingales as components of quantum independent increment processes
The Banach fixed point method for Ito stochastic differential equations
The Banach space of workable contingent claims in arbitrage theory
The Barnes G function and its relations with sums and products of generalized gamma convolution variables.
The behavior of a Markov network with respect to an absorbing class: the target algorithm
In this paper, we face a generalization of the problem of finding the distribution of how long it takes to reach a “target” set T of states in Markov chain. The graph problems of finding the number of paths that go from a state to a target set and of finding the n-length path connections are shown to belong to this generalization. This paper explores how the state space of the Markov chain can be reduced by collapsing together those states that behave in the same way for the purposes of calculating...
The Bellman equation related to the minimal entropy martingale measure.
The Berry-Esseen Bound for Minimum Contrast Estimators in the Independent not Identically Distributed Case.
The Berry-Esseen theorem for rank statistics
The best bounds in a theorem of Russell Lyons.
The best constant in the Khintchine inequality for complex Steinhaus variables, the case p=1
The best estimation of a ratio inequality for continuous martingales
The best possibility of the bound for the Kantorovich inequality and some remarks.
The Beta(p,1) extensions of the random (uniform) Cantor sets
Starting from the random extension of the Cantor middle set in [0,1], by iteratively removing the central uniform spacing from the intervals remaining in the previous step, we define random Beta(p,1)-Cantor sets, and compute their Hausdorff dimension. Next we define a deterministic counterpart, by iteratively removing the expected value of the spacing defined by the appropriate Beta(p,1) order statistics. We investigate the reasons why the Hausdorff dimension of this deterministic fractal is greater...
The Bethe lattice spin glass at zero temperature
The Beurling estimate for a class of random walks.
The Bochner mean square deviation and law of large numbers for squares of random elements in Banach lattices.
The bootstrap of the mean with arbitrary bootstrap sample size
The boundary Harnack principle for the fractional Laplacian
We study nonnegative functions which are harmonic on a Lipschitz domain with respect to symmetric stable processes. We prove that if two such functions vanish continuously outside the domain near a part of its boundary, then their ratio is bounded near this part of the boundary.
The branching process in a brownian excursion
The brownian burglar : conditioning brownian motion by its local time process