A note on directed polymers in Gaussian environments.
A note on discriminating Poisson processes from other point processes with stationary inter arrival times
We give a universal discrimination procedure for determining if a sample point drawn from an ergodic and stationary simple point process on the line with finite intensity comes from a homogeneous Poisson process with an unknown parameter. Presented with the sample on the interval the discrimination procedure , which is a function of the finite subsets of , will almost surely eventually stabilize on either POISSON or NOTPOISSON with the first alternative occurring if and only if the process is...
A note on ergodic transformations of self-similar Volterra Gaussian processes.
A note on estimation in controlled diffusion processes
A note on exponentially bounded stopping times of certain one-sample sequential rank order tests.
A Note on Functions Which Separate Gaussian Measures.
A note on Gauss measures which agree on small balls
A Note on Hájek's Theory of Rejective Sampling.
A note on impulsive control of Feller processes with costly information
The paper deals with the optimal inspections and maintenance problem with costly information for a Markov process with positive discount factor. The associated dynamic programming equation is a quasi-variational inequality with first order differential terms. In this paper we study its different formulations: strong, visousity and evolutionary. The case of impulsive control of purely jump Markov processes is studied as a special case.
A note on inhomogeneous continuous-state branching processes
A note on integral representation of Feller kernels
We consider integral representations of Feller probability kernels from a Tikhonov space X into a Hausdorff space Y by continuous functions from X into Y. From the existence of such a representation for every kernel it follows that the space X has to be 0-dimensional. Moreover, both types of representations coincide in the metrizable case when in addition X is compact and Y is complete. It is also proved that the representation of a single kernel is equivalent to the existence of some non-direct...
A note on Krylov's -theory for systems of SPDEs.
A note on maximal inequalities
A note on large deviations for Wiener chaos
A note on limiting behaviour of disastrous environment exponents.
A note on local asymptotic behavior for Brownian motion in Banach spaces.
A note on Markov operators and transition systems
On a compact metric space X one defines a transition system to be a lower semicontinuous map . It is known that every Markov operator on C(X) induces a transition system on X and that commuting of Markov operators implies commuting of the induced transition systems. We show that even in finite spaces a pair of commuting transition systems may not be induced by commuting Markov operators. The existence of trajectories for a pair of transition systems or Markov operators is also investigated.
A note on martingale transforms and -weights
A note on maximal estimates for stochastic convolutions
In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.
A note on maximal inequality for stochastic convolutions
Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution driven by a Wiener process in a Hilbert space in the case when the semigroup is of contraction type.