A simple proof of the support theorem for diffusion processes
A simple remark on the conditioned square functions for martingale transforms
A simplification in the proof of the non-isomorphism between H¹(δ) and H¹(δ²)
The proof that H¹(δ) and H¹(δ²) are not isomorphic is simplified. This is done by giving a new and simple proof to a martingale inequality of J. Bourgain.
A singular parabolic Anderson model.
A Skorohod space of discontinuous functions on a general set
A special set of exceptional times for dynamical random walk on .
A species sampling model with finitely many types.
A stochastic Paris-Erdogan model for fatigue crack growth using two-state model.
A stopping time problem on the positive integers
A strong invariance principle for negatively associated random fields
In this paper we obtain a strong invariance principle for negatively associated random fields, under the assumptions that the field has a finite th moment and the covariance coefficient exponentially decreases to . The main tools are the Berkes-Morrow multi-parameter blocking technique and the Csörgő-Révész quantile transform method.
A strong law of large numbers for harmonizable isotropic random fields.
A strong mixing condition for second-order stationary random fields
Let be a second-order stationary random field on Z². Let ℳ(L) be the linear span of , and ℳ(RN) the linear span of . Spectral criteria are given for the condition , where is the cosine of the angle between ℳ(L) and .
A Stroock formula for a certain class of Lévy processes and applications to finance.
A superprocess involving both branching and coalescing
A super-stable motion with infinite mean branching
A survey of random processes with reinforcement.
A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.
A teacher's note on no-arbitrage criteria
A Theorem on Convergence to a Lévy Process.
A theorem on weak type estimates for Riesz transforms and martingale transforms
The Riesz transforms of a positive singular measure satisfy the weak type inequalitywhere denotes Lebesgue measure and is a positive constant only depending on .