Asymptotics of certain coagulation-fragmentation processes and invariant Poisson-Dirichlet measures.
Asymptotics of riskless profit under selling of discrete time call options
A discrete time model of financial market is considered. In the focus of attention is the guaranteed profit of the investor which arises when the jumps of the stock price are bounded. The limit distribution of the profit as the model becomes closer to the classic model of geometrical Brownian motion is established. It is of interest that the approximating continuous time model does not assume any such profit.
Asymptotics of the stationary distribution of an oscillating random walk.
Asymptotics of weighted empirical processes of linear fields with long-range dependence
Atomic decomposition of predictable martingale Hardy space with variable exponents
This paper is mainly devoted to establishing an atomic decomposition of a predictable martingale Hardy space with variable exponents defined on probability spaces. More precisely, let be a probability space and be a -measurable function such that . It is proved that a predictable martingale Hardy space has an atomic decomposition by some key observations and new techniques. As an application, we obtain the boundedness of fractional integrals on the predictable martingale Hardy space with...
Atomic decompositions for weak Hardy spaces w and w.
Attainable claims with p'th moments
Au sujet du contenu probabiliste d'un lemme d'Henri Poincaré
Automatic stochastic control of impulses on a three-dimensional crystallographic lattice
Autoregressive type martingale fields.
Autour de la dualité
Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes
Average properties of random walks on Galton-Watson trees
Averages of unitary representations and weak mixing of random walks
Let S be a locally compact (σ-compact) group or semigroup, and let T(t) be a continuous representation of S by contractions in a Banach space X. For a regular probability μ on S, we study the convergence of the powers of the μ-average Ux = ʃ T(t)xdμ(t). Our main results for random walks on a group G are: (i) The following are equivalent for an adapted regular probability on G: μ is strictly aperiodic; converges weakly for every continuous unitary representation of G; U is weakly mixing for any...
Averaging method for differential equations perturbed by dynamical systems
In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...
Averaging method for differential equations perturbed by dynamical systems
In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...