getdoc3412. 159KB Jun 04 2011 12:04:14 AM
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We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge–Kantorovich transport problem,
We study two remarkable identities of Andrews relating Fibonacci numbers and binomial coefficients in terms of generating functions and Riordan arrays.. We thus give a deeper insight
Janson, Locantore and Rapoport studied the threshold function for the Sidon property and gave the exact probability distribution in 1999 (see [2]):... Theorem 1.3 (Godbole,
As a consequence of our convergence reult Theorem 2, we are able to extend the description of the excursion measure of the process reflected at its minimum (see Proposition 15, p.
It is first shown that under certain continuity hypotheses existence and uniqueness of a solution to a maxingale problem of diffusion type are equivalent to Luzin weak existence
We now treat the case when the root has only one child. Consider the tree obtained by removing the root and keeping the same survival probability for each edge. Then we get the
backward stochastic differential equation (BSDE), stability of BSDEs, weak convergence of filtrations,
Various properties of those equations are discussed, and a simple example is treated in detail, exhibiting the properties of Neumann and Dirichlet boundary conditions and giving a
