A characterization and moving average representation for stable harmonizable processes.
A model of atomic radiation
À propos des distributions sur l'espace de Wiener
Almost automorphic solution for some stochastic evolution equation driven by Lévy noise with coefficients S2−almost automorphic
In this work we first introduce the concept of Poisson Stepanov-like almost automorphic (Poisson S2−almost automorphic) processes in distribution. We establish some interesting results on the functional space of such processes like an composition theorems. Next, under some suitable assumptions, we establish the existence, the uniqueness and the stability of the square-mean almost automorphic solutions in distribution to a class of abstract stochastic evolution equations driven by Lévy noise in case...
An Approach to Wealth Modelling
2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17. JEL Classification: G10The change in the wealth of a market agent (an investor, a company, a bank etc.) in an economy is a popular topic in finance. In this paper, we propose a general stochastic model describing the wealth process and give some of its properties and special cases. A result regarding the probability of default within the framework of the model is also offered.
An Example of Quantum Exponential Process.
ARMA models with nonstationary white noise
Boundary conditions for one-dimensional biharmonic pseudo process.
Correction to the paper "Random functionals on K{M_{p}} spaces" (Studia Math., 39 (1971), pp. 233-240)
Density fluctuations for a zero-range process on the percolation cluster.
Derivative of the Donsker delta functionals
We prove that derivatives of any finite order of Donsker's delta functionals are well-defined elements in the space of Hida distributions. We also show the convergence to the derivative of Donsker's delta functionals of two different approximations. Finally, we present an existence result of finite product and infinite series of the derivative of the Donsker delta functionals.
Développement des distributions suivant les chaos de Wiener et applications à l'analyse stochastique
Distributions of functionals of diffusions with jumps.
Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations.
Distributions sur l'espace de Wiener (suite), d'après Kubo et Yokoi
Distribution-Valued Processes Arising from Independent Brownian Motions.
Elliptic self-similar stochastic processes.
Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solution of the stochastic problem LX = M, X(O) = O when some homogeneity and integrability conditions are assumed. If M is a Gaussian measure the process X belongs to the class of Elliptic Gaussian Processes which has already been studied. Here the law of M is not necessarily Gaussian. We characterize the solutions X which are self-similar and with stationary increments in terms of the driving mcasure...
Equations in differentials in the algebra of generalized stochastic processes
We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes is...
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation .
Fonctionnelles browniennes généralisées intégrale de Feynman