On Vershik's standardness criterion and Tsirelson's notion of cosiness
On Wald's equation. Discrete time case
On Walsh's brownian motions
On weak brownian motions of arbitrary order
On weak convergence of sequences of continuous local martingales
On Weak Convergence Of Spectral Density Estimate
On Weak Convergence of Stochastic Processes With Lusin Path Spaces.
On Weak Tail Domination of Random Vectors
Motivated by a question of Krzysztof Oleszkiewicz we study a notion of weak tail domination of random vectors. We show that if the dominating random variable is sufficiently regular then weak tail domination implies strong tail domination. In particular, a positive answer to Oleszkiewicz's question would follow from the so-called Bernoulli conjecture. We also prove that any unconditional logarithmically concave distribution is strongly dominated by a product symmetric exponential measure.
On weakly measurable stochastic processes and absolutely summing operators
A characterization of absolutely summing operators by means of McShane integrable stochastic processes is considered.
On Wiener–Hopf factors for stable processes
We give a series representation of the logarithm of the bivariate Laplace exponent κ of α-stable processes for almost all α ∈ (0, 2].
On zeros of self-reciprocal random algebraic polynomials.
One sufficient condition for the unit multiplicity of a stochastic process.
One-dimensional diffusion in an asymmetric random environment
One-dimensional random walks, decreasing rearrangements and discrete Steiner symmetrization
One-Step Prediction for P...-Weakly Stationary Processes.
Operator self-similar processes on Banach spaces.
Optimal choice problem with backward solicitation
Optimal closing of a pair trade with a model containing jumps
A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely used investment strategy in the financial industry. Recently, Ekström, Lindberg, and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is modelled by an Ornstein-Uhlenbeck process. In the present work the model is generalized to also include jumps. More precisely, we assume that the difference between the assets is an...
Optimal control by means switchings
Optimal filtering for bilinear system states and its application to terpolymerization process identification.