On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
On processes with conditional independent increments and stable convergence in law
On random orthogonal polynomials.
On singular integrals with respect to the gaussian measure
On some properties of J-convex stochastic processes.
On the difference between the product and the convolution product of distribution functions.
On the hypercontractivity property.
On the strong convergence to equilibrium for randomly perturbed dynamical systems
On the variance of the number of real roots of a random trigonometric polynomial.
On transformations of Wiener space.
On two transfer principles in stochastic differential geometry
Opérateurs d'échange et quelques applications des méthodes de noyaux
Optimization of Discrete-Time, Stochastic Systems
* This research was supported by a grant from the Greek Ministry of Industry and Technology.In this paper we study discrete-time, finite horizon stochastic systems with multivalued dynamics and obtain a necessary and sufficient condition for optimality using the dynamic programming method. Then we examine a nonlinear stochastic discrete-time system with feedback control constraints and for it, we derive a necessary and sufficient condition for optimality which we then use to establish the existence...
Probabilistische Metriken auf der Menge der nicht negativen Verteilungsfunktion.
Problème des martingales et équations différentielles stochastiques associées à un opérateur intégro-différentiel
Problèmes d'unicité dans les représentations d'opérateurs sur l'espace de Fock
Properties of generalized set-valued stochastic integrals
The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined by E.J. Jung...
Propriétés d'absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques
Quasi-retractive representation of solution sets to stochastic inclusions.
Quelques propriétés des trajectoires des fonctions aléatoires stables sur