Equivalent martingale measures for Lévy processes.
Equivalent or absolutely continuous probability measures with given marginals
Let (X,A) and (Y,B) be measurable spaces. Supposewe are given a probability α on A, a probability β on B and a probability μ on the product σ-field A ⊗ B. Is there a probability ν on A⊗B, with marginals α and β, such that ν ≪ μ or ν ~ μ ? Such a ν, provided it exists, may be useful with regard to equivalent martingale measures and mass transportation. Various conditions for the existence of ν are provided, distinguishing ν ≪ μ from ν ~ μ.
Equivalent-singular dichotomy for quasi-invariant ergodic measures
Erdős measures, sofic measures, and Markov chains.
Erdős-Renyi random graphs forest fires self-organized criticality.
Ergodic and central limit theorems in statistical mechanics in continuous case
Ergodic and Mixing Random Walks on Locally Compact Groups.
Ergodic averages with deterministic weights
We study the convergence of the ergodic averages where is a bounded sequence and a strictly increasing sequence of integers such that for some . Moreover we give explicit such sequences and and we investigate in particular the case where is a -multiplicative sequence.
Ergodic behavior of graph entropy.
Ergodic behaviour of “signed voter models”
We answer some questions raised by Gantert, Löwe and Steif (Ann. Inst. Henri Poincaré Probab. Stat.41(2005) 767–780) concerning “signed” voter models on locally finite graphs. These are voter model like processes with the difference that the edges are considered to be either positive or negative. If an edge between a site and a site is negative (respectively positive) the site will contribute towards the flip rate of if and only if the two current spin values are equal (respectively opposed)....
Ergodic behaviour of stochastic parabolic equations
The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and -finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
A linear-quadratic control problem with an infinite time horizon for some infinite dimensional controlled stochastic differential equations driven by a fractional Brownian motion is formulated and solved. The feedback form of the optimal control and the optimal cost are given explicitly. The optimal control is the sum of the well known linear feedback control for the associated infinite dimensional deterministic linear-quadratic control problem and a suitable prediction of the adjoint optimal system...
Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions.
Ergodic properties of an operator obtained from a continuous representation
Ergodic properties of locally stationary processes
Ergodic properties of marked point processes in
Ergodic properties of multidimensional Brownian motion with rebirth.
Ergodic theorems for superadditive processes.
Ergodic theorems for surfaces with minimal random weights
Ergodic theory and connections with analysis and probability.