getdocdb32. 335KB Jun 04 2011 12:05:03 AM
Teks penuh
Garis besar
Dokumen terkait
In this paper we study one dimensional backward stochastic differential equations (BSDEs) with random terminal time not necessarily bounded or finite when the generator F ( t , Y , Z
An open path in the oriented percolation is a finite alternating sequence e i , v i of edges and vertices, all of which are “open” (that is, the attached Bernoulli random variables
Shi on the asymptotic behavior of the survival probability of the branching random walk killed below a linear boundary, in the special case of deterministic binary branching and
As a byproduct we also obtain (in Theorem 6.4) an inequality, involving the Gaussian measure of symmetric convex sets, stated by Szarek (1991) (who proved a somewhat weaker result)
The maximal inequalities can be used to obtain the invariance principles for random elements associated to partial sums of weakly dependent random variables by using Theorem (8.3)
In this paper we prove a strong approximation result for a mixing sequence of identically distributed random variables with infinite variance, whose distribution is symmetric and
In the following we give a short description of the standard branching random walk, its intrinsic martingales and an associated multiplicative random walk.. Consider a
We introduce a simple tree growth process that gives rise to a new two-parameter family of discrete fragmentation trees that extends Ford’s alpha model to multifurcating trees
