Selections of set-valued stochastic processes.
Semigroups associated with generalized Brownian functional.
Semimartingales à deux indices
Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
We analyze the set-valued stochastic integral equations driven by continuous semimartingales and prove the existence and uniqueness of solutions to such equations in the framework of the hyperspace of nonempty, bounded, convex and closed subsets of the Hilbert space L2 (consisting of square integrable random vectors). The coefficients of the equations are assumed to satisfy the Osgood type condition that is a generalization of the Lipschitz condition. Continuous dependence of solutions with respect...
Small ball probabilities for stable convolutions
We investigate the small deviations under various norms for stable processes defined by the convolution of a smooth function with a real SαS Lévy process. We show that the small ball exponent is uniquely determined by the norm and by the behaviour of f at zero, which extends the results of Lifshits and Simon, Ann. Inst. H. Poincaré Probab. Statist.41 (2005) 725–752 where this was proved for f being a power function (Riemann-Liouville processes). In the Gaussian case, the same generality as...
Spectral type of a polynomial of stationary Gaussian process
Stationäre zufällige Punktfolgen. II.*)
Stochastic Differential Equations Driven by Generalized Positive Noise
Stochastic integration on nuclear spaces and its applications
Stochastic processes associated with thermal quasi-free states
Sur la transformée de Fourier de H. H. Kuo
Sur un travail de R. Carmona et D. Nualart
Systèmes de particules et mesures-martingales : un théorème de propagation du chaos