Corrections to “On Lev́y processes conditioned to stay positive".
Correlated equilibria in competitive staff selection problem
This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player the decision to be applied at each stage based on a joint distribution over the players' decisions. This is a form of equilibrium selection. Examples of correlated equilibria in nonzero-sum games related to the staff selection competition in the case of two departments...
Correlation asymptotics from large deviations in dynamical systems with infinite measure
We extend a result of Doney [Probab. Theory Related Fields 107 (1997)] on renewal sequences with infinite mean to renewal sequences of operators. As a consequence, we get precise asymptotics for the transfer operator and for correlations in dynamical systems preserving an infinite measure (including intermittent maps with an arbitrarily neutral fixed point).
Correlation Function and Separability of Linear Space of Stochastic Process
Correlation lengths for random polymer models and for some renewal sequences.
Correlation measures.
Correlations and bounds for stochastic volatility models
Correlations in output and overflow traffic processes in simple queues.
Corrigenda to “Operator semi-stable probability measures on ”
Corrigendum on "Semigroup-theoretical proofs of the central limit theorem and other theorems of analysis.
Corrigendum to “Stability of solutions of BSDEs with random terminal time”
This paper is a corrigendum to paper Toldo, ESAIM, P&S10 (2006) 141–163 where we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time.
Corrigendum to the paper: “A remark on the weighted averages for superadditive processes”.
Corrigendum to the paper "Semigroup actions on tori and stationary measures on projective spaces" (Studia Math. 171 (2005), 33-66)
Cost analysis of a queueing system with two service facilities
Cost analysis of a redundant system using GERT.
Cost-efficiency in multivariate Lévy models
In this paper we determine lowest cost strategies for given payoff distributions called cost-efficient strategies in multivariate exponential Lévy models where the pricing is based on the multivariate Esscher martingale measure. This multivariate framework allows to deal with dependent price processes as arising in typical applications. Dependence of the components of the Lévy Process implies an influence even on the pricing of efficient versions of univariate payoffs.We state various relevant existence...
Countable extension of triangular norms and their applications to the fixed point theory in probabilistic metric spaces
Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process.
Countable systems of degenerate stochastic differential equations with applications to super-Markov chains.
Counting and convergence in ergodic theory