Some properties of fully submitted processes.
Some properties of martingale integrals
Some properties of random fields connected with stochastic integrals with respect to strong martingales.
Some properties of superprocesses under a stochastic flow
For a superprocess under a stochastic flow in one dimension, we prove that it has a density with respect to the Lebesgue measure. A stochastic partial differential equation is derived for the density. The regularity of the solution is then proved by using Krylov’s Lp-theory for linear SPDE.
Some recent results on the law of the iterated logarithm for Banach space valued random variables
Some remarkable martingales
Some remarkable pure martingales
Some remarks about the joint law of brownian motion and its supremum
Some remarks on
Some remarks on Burkhardt's model for pressure broadening of spectral lines
Some remarks on duality of stationary sequences
The paper clarifies the connection between Urbanik's and Miamee and Pourahmadi's concepts of duality for univariate weakly stationary random sequences. Some of Urbanik's results are proved in an alternative way and at the same time generalized to the multivariate case.
Some remarks on isoperimetry of gaussian type
Some remarks on ratio inequalities for continuous martingales
Some remarks on single jump processes
Some remarks on tangent martingale difference sequences in -spaces.
Some Remarks on the Construction of Independent Identically Distributed Random Variables, Markov Chains and Martingales.
Some remarks on the martingales satisfying the structure equation
Some remarks on the optional decomposition theorem
Some remarks on the random walk on finite groups
Some remarks on the uniform integrability of continuous martingales