Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs.
Chassagneux, Jean-Francois, Bouchard, Bruno (2009)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “On some generalized reinforced random walk on integers.”
Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs.
Large-range constant threshold growth model in one dimension.
Sega, Gregor (2009)
Electronic Journal of Probability [electronic only]
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Integrability of exit times and ballisticity for random walks in Dirichlet environment.
Tournier, Laurent (2009)
Electronic Journal of Probability [electronic only]
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Inequalities for the moments and distribution of the ladder height of a random walk.
Lotov, V.I. (2002)
Sibirskij Matematicheskij Zhurnal
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Orthogonality and probability: beyond nearest neighbor transitions.
Kovchegov, Yevgeniy V. (2009)
Electronic Communications in Probability [electronic only]
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A functional combinatorial central limit theorem.
Barbour, Andrew D., Janson, Svante (2009)
Electronic Journal of Probability [electronic only]
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Recurrence and transience of excited random walks on and strips.
Zerner, Martin P.W. (2006)
Electronic Communications in Probability [electronic only]
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On rough differential equations.
Lejay, Antoine (2009)
Electronic Journal of Probability [electronic only]
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The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces
Nguyen Van Huan, Nguyen Van Quang (2012)
Kybernetika
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We establish the Doob inequality for martingale difference arrays and provide a sufficient condition so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the Banach space. Some corollaries are derived from the main results, they are more general than some well-known ones.
On the birth-and-assassination process, with an application to scotching a rumor in a network.
Bordenave, Charles (2008)
Electronic Journal of Probability [electronic only]
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Wiener process with reflection in non-smooth narrow tubes.
Spiliopoulos, Konstantinos (2009)
Electronic Journal of Probability [electronic only]
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