A non-nonstandard proof of Reimers' existence result for heat SPDEs.
A non-reversible semi-martingale
A non-Skorokhod topology on the Skorokhod space.
A nonuniform bound for the approximation of Poisson binomial by Poisson distribution.
A note concerning spectral multiplicity one.
A note on a selection problem
A note on a two-person zero-sum game stimulated by a Markov chain
A note on 'Big Match'
We present a very simple proof of the existence of the value for 'Big Match' first shown by Blackwell and Ferguson (1968).
A note on “Big-Match”
A note on Cramer's theorem
A note on dilations and martingales.
A note on discriminating Poisson processes from other point processes with stationary inter arrival times
We give a universal discrimination procedure for determining if a sample point drawn from an ergodic and stationary simple point process on the line with finite intensity comes from a homogeneous Poisson process with an unknown parameter. Presented with the sample on the interval the discrimination procedure , which is a function of the finite subsets of , will almost surely eventually stabilize on either POISSON or NOTPOISSON with the first alternative occurring if and only if the process is...
A note on ergodic transformations of self-similar Volterra Gaussian processes.
A note on exponentially bounded stopping times of certain one-sample sequential rank order tests.
A Note on Functions Which Separate Gaussian Measures.
A note on Gauss measures which agree on small balls
A note on impulsive control of Feller processes with costly information
The paper deals with the optimal inspections and maintenance problem with costly information for a Markov process with positive discount factor. The associated dynamic programming equation is a quasi-variational inequality with first order differential terms. In this paper we study its different formulations: strong, visousity and evolutionary. The case of impulsive control of purely jump Markov processes is studied as a special case.
A note on inhomogeneous continuous-state branching processes
A note on maximal inequalities
A note on limiting behaviour of disastrous environment exponents.