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Thus, we need only consider those cases when the second and third rows are of one of the first 20 types listed on Table 1 that is, for each pair of these 20 types we need to study
In the present paper we consider a reversibility problem for Fleming-Viot processes incorpo- rating mutation and selection, that is to characterize the mutation operator ( A, D ( A
We consider a discrete time financial market with proportional transaction costs. These markets have already been widely studied. In particular, a proof of the fundamental theorem
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
Under the hypothesis of convergence in probability of a sequence of c` adl` ag processes ( X n )n to a c`adl`ag process X , we are interested in the convergence of corresponding
In Section 4.1, we show that under an assumption on the decay of the cluster size distribution of a process that dominates the forest-fire process, the forest-fire process with
We consider the problem of conditioning the Brownian excursion to have a fixed time average over the interval [0, 1] and we study an associated stochastic partial differential
We provide two equivalent approaches for computing the tail distribution of the first hitting time of the boundary of the Weyl chamber by a radial Dunkl process.. The first approach
