A martingale proof of the Khinchin iterated logarithm law for Wiener processes
A matrix with an application to the motion of an absorbing Markov chain. I.
A maximal inequality for martingale local times
A maximum principle approach to risk indifference pricing with partial information.
A Measure Concentration Inequality for Contracting Markov Chains.
A method for knowledge integration
With the aid of Markov Chain Monte Carlo methods we can sample even from complex multi-dimensional distributions which cannot be exactly calculated. Thus, an application to the problem of knowledge integration (e. g. in expert systems) is straightforward.
A metric property of some random functions
A model discrimination method for processes with different memory structure.
A model for liver homeostasis using modified mean-reverting Ornstein-Uhlenbeck process.
A modification of Sudakov's lemma and efficient sequential plans for the Ornstein-Uhlenbeck process
A multiplier characterization of analytic UMD spaces
A necessary and sufficient condition for the -coalescent to come down from the infinity.
A new family of Markov branching trees: the alpha-gamma model.
A new inequality for superdiffusions and its applications to nonlinear differential equations.
A new model for evolution in a spatial continuum.
A nonasymptotic theorem for unnormalized Feynman–Kac particle models
We present a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman–Kac models. We provide an original stochastic analysis-based on Feynman–Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the -relative error of these weighted particle measures grows linearly with respect to the time horizon yielding what seems to be the first...
A non-linear Riesz respresentation in probabilistic potential theory
A non-Markovian process with unbounded -variation.
A non-reversible semi-martingale
A note on a result of Kendall