On a class of processes with multiplicity .
On a conjecture of Kazamaki
On a construction of majorizing measures on subsets of ℝⁿ with special metrics
We consider processes Xₜ with values in and “time” index t in a subset A of the unit cube. A natural condition of boundedness of increments is assumed. We give a full characterization of the domains A for which all such processes are a.e. continuous. We use the notion of Talagrand’s majorizing measure as well as geometrical Paszkiewicz-type characteristics of the set A. A majorizing measure is constructed.
On a detection method for known finite sequences
On a formula of Pollaczek and Spitzer
On a gambler's ruin problem
On a generalization of a theorem of W. Sudderth and some applications
On a Generalization of the Cauchy Equation.
On a generalization of the martingale maximal theorem
On a Martingale Related to a Strictly Stationary Random Process in R1.
On a model for the storage of files on a hardware: statistics at a fixed time and asymptotic regimes.
On a new Wiener-Hopf factorization by Alili and Doney
On a non symmetric operation for two-parameter martingales
On a non-linear semi-group associated with stochastic optimal control and its excessive majorant
On a probability problem connected with railway traffic.
On a problem of J. Schnitzer
On a relation between norms of the maximal function and the square function of a martingale
Let Ω be a nonatomic probability space, let X be a Banach function space over Ω, and let ℳ be the collection of all martingales on Ω. For , let Mf and Sf denote the maximal function and the square function of f, respectively. We give some necessary and sufficient conditions for X to have the property that if f, g ∈ ℳ and , then , where C is a constant independent of f and g.
On a role of predictor in the filtering stability.
On a. s. convergence of classes of multivalued asymptotic martingales
On a SDE driven by a fractional Brownian motion and with monotone drift.