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作者：Aspandilarov, S; Iasnogorodski, R; Menshikov, M
作者单位：Universite de Orleans; Lomonosov Moscow State University
摘要：In this paper we get some sufficient conditions for the finiteness or nonfiniteness of the passage-time moments for nonnegative discrete parameter processes. The developed criteria are closely connected with the well-known results of Foster for the ergodicity of Markov chains and are given in terms of sub(super)martingales. Then, as an application of the obtained results, we get explicit conditions for the finiteness or nonfiniteness of passage-time moments for reflected random walks in a quad...
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作者：Dubins, L; Feldman, J; Smorodinsky, M; Tsirelson, B
作者单位：Tel Aviv University
摘要：Let (f(t))t(greater than or equal to 0) be the filtration of a Brownian motion (B(t))t(greater than or equal to 0) on (Omega,f,P). An example is given of a measure Q similar to P (in the sense of absolute continuity) for which (f(t))(t greater than or equal to 0) is not the filtration of any Brownian motion on (Omega,f,Q). This settles a 15-year-old question.
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作者：Flandoli, F
摘要：The existence of stochastic flows in L(2)-spaces is proved for a stochastic reaction-diffusion equation of second order in a bounded domain.
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作者：Khoshnevisan, D; Lewis, TM; Shi, Z
作者单位：Sorbonne Universite
摘要：Let {S-n, n greater than or equal to 0} be a centered d-dimensional random walk (d greater than or equal to 3) and consider the so-called future infima process J(n) =(df)inf(k greater than or equal to n) \\S-k\\. This paper is concerned with obtaining precise integral criteria for a function to be in the Levy upper class of J. This solves an old problem of Erdos and Taylor, who posed the problem for the simple symmetric random walk on Z(d), d greater than or equal to 3. These results are obtai...
