On asymptotic behaviour of local martingales
The maximum probability method in problems of sequential analysis
The author considers the following probability maximizing approach in optimal stopping. As an example of the problem considered the author solves a disorder problem for a sequence of independent random variables. By analogous methods, a version of the general problem is solved for independent random variables appearing according to a renewal process. The paper contains a collection of results obtained by the author in earlier papers [Bull. Acad. Polon. Sci. Ser. Sci. Math. Astronom. Phys. 25 (1977),...
Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses.
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems.
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