-th mean behavior of solutions of stochastic differential equations under parametric perturbations.
constant gain state feedback stabilization of stochastic hybrid systems with Wiener process.
-type inequalities for the two-dimensional dyadic derivative
It is shown that the restricted maximal operator of the two-dimensional dyadic derivative of the dyadic integral is bounded from the two-dimensional dyadic Hardy-Lorentz space to (2/3 < p < ∞, 0 < q ≤ ∞) and is of weak type . As a consequence we show that the dyadic integral of a ∞ function is dyadically differentiable and its derivative is f a.e.
0n the Domain Of Attraction of Stable and of Extreme Value Distributions
1-Lipschitz aggregation operators and quasi-copulas
In the paper, binary 1-Lipschitz aggregation operators and specially quasi-copulas are studied. The characterization of 1-Lipschitz aggregation operators as solutions to a functional equation similar to the Frank functional equation is recalled, and moreover, the importance of quasi-copulas and dual quasi-copulas for describing the structure of 1-Lipschitz aggregation operators with neutral element or annihilator is shown. Also a characterization of quasi-copulas as solutions to a certain functional...
40 years of probability in Venezuela.
50 years sets with positive reach -- a survey.
A 2-dimensional SDE whose solutions are not unique.
A. A. Markov, ses probabilités en chaîne et les statistiques linguistiques
A backward particle interpretation of Feynman-Kac formulae
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We...
A Berry-Esseen theorem on semisimple Lie groups
A biased roulette
A birth-death process approach to constructing multistate life tables.
A Boolean-valued probability theory
A bound for the distribution of the hitting time of arbitrary sets by random walk.
A bound on the deviation probability for sums of non-negative random variables.
A Bound on the Expected Overshoot for some Concave Boundaries.
A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
A branching-selection process related to censored Galton–Walton processes
We obtain the asymptotics for the speed of a particular case of a particle system with branching and selection introduced by Bérard and Gouéré [Comm. Math. Phys.298 (2010) 323–342]. The proof is based on a connection with a supercritical Galton–Watson process censored at a certain level.
A Brownian population model.