Random discrete distributions derived from self-similar random sets.
Random fields on the adele ring and Wilson's renormalization group
Random Integrals and Type and Cotype of Banach Space.
Random set functions
Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on general properties of ambit fields. Moreover, it develops the concept of tempo-spatial stochastic volatility/intermittency within ambit fields. Various types of volatility modulation ranging from stochastic scaling...
Record indices and age-ordered frequencies in exchangeable Gibbs partitions.
Recouvrements aléatoires et théorie du potentiel
Représentations convergentes des intégrales stochastiques
Risultati sulle distribuzioni di medie di un processo di Dirichlet