On the Novikov-Shiryaev optimal stopping problems in continuous time.
The McKean stochastic game driven by a spectrally negative Lev́y process.
Special, conjugate and complete scale functions for spectrally negative Lev́y processes.
Survival of homogeneous fragmentation processes with killing
We consider a homogeneous fragmentation process with killing at an exponential barrier. With the help of two families of martingales we analyse the decay of the largest fragment for parameter values that allow for survival. In this respect the present paper is also concerned with the probability of extinction of the killed process.
Strong law of large numbers for branching diffusions
Let be the branching particle diffusion corresponding to the operator +(2−) on ⊆ℝ (where ≥0 and ≢0). Let denote the generalized principal eigenvalue for the operator + on and assume that it is finite. When >0 and +− satisfies certain spectral theoretical conditions, we prove that the random measure {− } converges almost surely in the vague topology as tends to infinity. This result is motivated...
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