Abstract The paper provides a condition for differentiability as well as an equivalent criterion for Lipschitz continuity of singular normal distributions. Such distributions are o...
We prove existence of stochastic financial equilibria on filtered spaces more general than the ones generated by finite-dimensional Brownian motions. These equilibria span complete...
— In this paper, a new method is proposed to evaluate the reliability of stochastic mechanical systems. This technique is based on the combination of the probabilistic transforma...
The paper deals with combinatorial and stochastic structures of cubical token systems. A cubical token system is an instance of a token system, which in turn is an instance of a t...
We propose axiomatizing some stochastic games, in a continuous state space setting, using continuous belief functions, resp. plausibilities, instead of measures. Then, stochastic g...