Classroom note: The area under x α by geometry

By stretching the area under the curve x ^α it is shown to be of the form x ^{α + 1} p(α). Geometry is then used to prove p(α) = 1/(α + 1).     

Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in R

We consider a kind of site-dependent branching Brownian motions whose branching laws depend on the site-branching factorσ(·).We focus on the functional ergodic limits for the occupation time processes of the models in R.It is proved that the limiting process has the form ofλξ(·),where A is the Lebesgue measure on IE andξ(·)is a real-valued process which is non-degenerate if and only ifσis integrable.Whenξ(·)is non-degenerate,it is strictly positive for t0.Moreover,ξconverges to O in finite-dimensional distributions if the integral ofσtends to infinity.     

Integral representation in the theory of continuous trading

This paper deals with predictable representation in continuous trading. First of all we give a positive answer to a conjecture of Harrison and Pliska [2]. Then we prove the completeness of a model of mixed type (see[2]). A slight modificationof this example shows that the continuous and purely discontinuous parts of a local martingale depend on the filtration.     

Asyptotics for linear difference equations I:basic theory

We present here a unified treatment of asymptotic theory of linear difference equations. This is based on anadapted theory of discrete dichotomy. The obtained results narrow the gap between Poincarés Theorem and (the discrete analoue of) Levinson's Theorem.     

Measure and integration: The basic extension and representation theorems in terms of new inner and outer envelopes

The work of the author in measure and integration is based on new inner and outer envelope formations, which replace the traditional Carathéodory outer measure and certain simple suprema and infima. The new formations lead to essential improvements in both the extent and the adequacy of the basic results. However, they did not find an entrance into the recent textbook literature. The present paper seeks to demonstrate their power with the examples of the basic inner and outer extension and representation theorems for set functions and functionals.