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 .
A time-dependent best choice problem with costs and random lifetime in organ transplants
This paper develops and analyzes a time-dependent optimal stopping problem and its application to the decision making process concerning organ transplants. Offers (organs for transplant) appear at jump times of a Poisson process. The values of the offers are i.i.d. random variables with a known distribution function. These values express the degree of histocompatibility between the donor and the recipient. The sequence of offers is independent of the jump times of the Poisson process. The decision...
A transformation from prediction to past of an -stochastic process