Tomasz Bojdecki

Some Extensions of Fractional Brownian Motion and Sub-Fractional Brownian Motion Related to Particle Systems

In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance

Probability maximizing approach to optimal stopping and its application to a disorder problem

\int^{s\wedge t}_0 u^a [(t-u)^b+(s-u)^b]du,

A Long Range Dependence Stable Process and an Infinite Variance Branching System

parameters

Occupation time fluctuations of an infinite-variance branching system in large dimensions

a>-1

On optimal stopping of a sequence of independent random variables — probability maximizing approach

,

Inhomogenous infinite dimensional langevin equations

-1 < b\leq 1

Fractional Brownian motion via fractional Laplacian

,

Ito stochastic integral in the dual of a nuclear space

|b|\leq 1+a