On generalized linear discrete inversion filters
On harmonic functions of symmetric Lévy processes
We consider some classes of Lévy processes for which the estimate of Krylov and Safonov (as in (Potential Anal.17 (2002) 375–388)) fails and thus it is not possible to use the standard iteration technique to obtain a-priori Hölder continuity estimates of harmonic functions. Despite the failure of this method, we obtain some a-priori regularity estimates of harmonic functions for these processes. Moreover, we extend results from (Probab. Theory Related Fields135 (2006) 547–575) and obtain asymptotic...
On Higher Riesz Transforms for Gaussian Measures.
On impulsive control with long run average cost criterion
On independent times and positions for Brownian motions.
On inequalities for two-parameter martingales.
On infection spreading and competition between independent random walks.
On infinite horizon multi-person stopping games with priorities
We study nonzero-sum multi-person multiple stopping games with players' priorities. The existence of Nash equilibrium is proved. Examples of multi stopping of Markov chains are considered. The game may also be presented as a special case of a stochastic game which leads to many variations of it, in which stopping is a part of players' strategies.
On intensities of modulated Cox measures.
On interpolation of moving average processes
On invertibility of a random coefficient moving average model
A linear moving average model with random coefficients (RCMA) is proposed as more general alternative to usual linear MA models. The basic properties of this model are obtained. Although some model properties are similar to linear case the RCMA model class is too general to find general invertibility conditions. The invertibility of some special examples of RCMA(1) model are investigated in this paper.
On Klotz's result on the asymptotic efficiency for the signed rank tests
On least square estimation of second order stochastic processes with discrete time
On least squares estimation in continuous time linear stochastic systems
On Lévy processes conditioned to stay positive.
On Lévy's Brownian motion indexed by elements of compact groups
We investigate positive definiteness of the Brownian kernel K(x,y) = 1/2(d(x,x₀) + d(y,x₀) - d(x,y)) on a compact group G and in particular for G = SO(n).
On limit distribution theorems for sums of a random number of random variables appearing in the study of rarefaction of a recurrent process
On linear inversion of moving averages, discrete equalizers and "whitening" filters, and the related difference equations and infinite systems of linear equations
On local times of a diffusion
On logarithmic information in point processes