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.
On randomized stopping times.
In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.
On real zeros of random polynomials with hyperbolic elements.
On reduction of two-parameter prediction problems
We present a general method for the extension of results about linear prediction for q-variate weakly stationary processes on a separable locally compact abelian group (whose dual is a Polish space) with known values of the processes on a separable subset to results for weakly stationary processes on with observed values on . In particular, the method is applied to obtain new proofs of some well-known results of Ze Pei Jiang.
On Regression Models with Non-Square Integrable Martingale-Like Errors
On revelation transforms that characterize probability distributions.
On risk reserve under distribution constraints
The purpose of this work is a study of the following insurance reserve model: , t ∈ [0,T], P(η ≥ c) ≥ 1-ϵ, ϵ ≥ 0. Under viability-type assumptions on a pair (p,σ) the estimation γ with the property: is considered.
On Schur-convexity of expectation of weighted sum of random variables with applications.
On self-similarity and stationary problem for fragmentation and coagulation models
On semi-martingales associated with crossings
On sequences of σ-algebras