Some changes of probabilities related to a geometric Brownian motion version of Pitman's theorem.
Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes
Some exact rates in the functional law of the iterated logarithm
Some examples of holomorphic processes
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems.
Some extensions of Ito's formula
Some general properties of elliptically symmetric and some related random processes
Some inequalities for strong martingales
Some Invariance Principles for Stochastic Processes and Their Inverse and Supremum Processes.
Some invariance properties (of the laws) of Ocone's martingales
Some LIL type results on the partial sums and trimmed sums with multidimensional indices.
Some limit theorems for local time
Some local asymptotic laws for the Cauchy process on the line.
Some new Chacon-Edgar-type inequalities for stochastic processes, and characterizations of Vitali-conditions
Some nonlinear statistical problems of a Poisson process
Some non-markovian Osterwalder-Schrader fields
Some polar sets for the brownian sheet
Some problems arising from prediction theory and a theorem of Kolmogorov.
Some problems of exponential smoothing
The paper deals with some practical problems connected with the classical exponential smoothing in time series. The fundamental theorem of the exponential smoothing is extended to the case with missing observations and an interpolation procedure in the framework of the exponential smoothing is described. A simple method of the exponential smoothing for multivariate time series is suggested.
Some properties of exponential integrals of Levy processes and examples.