On modulated random measures.
On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes
Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.In this paper the multi-dimensional analog of the Gillis-Weiss random walk model is studied. The convergence of this random walk to a fractional diffusion process governed by a symmetric operator defined as a hypersingular integral or the inverse of the Riesz potential in the sense of distributions is proved.* Supported by German Academic Exchange Service (DAAD).
On multiple-particle continuous-time random walks.
On Multivalued Amarts
In recent years, convergence results for multivalued functions have been developed and used in several areas of applied mathematics: mathematical economics, optimal control, mechanics, etc. The aim of this note is to give a criterion of almost sure convergence for multivalued asymptotic martingales (amarts). For every separable Banach space B the fact that every L¹-bounded B-valued martingale converges a.s. in norm to an integrable B-valued random variable (r.v.) is equivalent to the Radon-Nikodym...
On multivalued martingales, multimeasures and multivalued Radon-Nikodym property
In this paper we prove a representation result for essentially bounded multivalued martingales with nonempty closed convex and bounded values in a real separable Banach space. Then we turn our attention to the interplay between multimeasures and multivalued Riesz representations. Finally, we give the multivalued Radon-Nikodym property.
On non-ergodic versions of limit theorems
The author investigates non ergodic versions of several well known limit theorems for strictly stationary processes. In some cases, the assumptions which are given with respect to general invariant measure, guarantee the validity of the theorem with respect to ergodic components of the measure. In other cases, the limit theorem can fail for all ergodic components, while for the original invariant measure it holds.
On Nonuniform Gaussian Approximation for Random Summation.
On normal domination of (super)martingales.
On Obtaining a Stationary Process Isomorphic to a Given Process with a Desired Distribution.
On One Estimation Problem
On one estimation problem.
On optimal stopping of inhomogeneous standard Markov processes.
On orthonormal product systems.
On oscillation function of one class of stochastic processes.
On Paszkiewicz-type criterion for a.e. continuity of processes in -spaces
In this paper we consider processes Xₜ with values in , p ≥ 1 on subsets T of a unit cube in ℝⁿ satisfying a natural condition of boundedness of increments, i.e. a process has bounded increments if for some non-decreasing f: ℝ₊ → ℝ₊ ||Xₜ-Xₛ||ₚ ≤ f(||t-s||), s,t ∈ T. We give a sufficient criterion for a.s. continuity of all processes with bounded increments on subsets of a given set T. This criterion turns out to be necessary for a wide class of functions f. We use a geometrical Paszkiewicz-type...
On quadratic stochastic processes.
On quantum extensions of the Azéma martingale semi-group
On random discrete distributions
On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.
On random walks with continuous components.