Results about the laws of the perpetuity and remainder variables associated to a subordinator are presented, with particular emphasis on their Mellin transforms, and multiplicative infiniteâ€¦ (More)

I N THE COURSE of another study it became necessary to measure the resistance of blood,â€™ a value essential for determining interfacial potentials in blood systems. A thorough study of the electricalâ€¦ (More)

We construct martingales whose 1-dimensional marginals are those of a centered selfdecomposable variable multiplied by some power of time t. Many examples involving quadratic functionals of Besselâ€¦ (More)

Any negative moment of an increasing Lamperti process (Yt, t â‰¥ 0) is a completely monotone function of t. This property enticed us to study systematically, for a given Markov process (Yt, t â‰¥ 0), theâ€¦ (More)

With the help of two Skorokhod embeddings, we construct martingales which enjoy the Brownian scaling property and the (inhomogeneous) Markov property. The second method necessitates randomization,â€¦ (More)

We consider a stochastic differential equation, driven by a Brownian motion, with Lipschitz coefficients. We prove that the corresponding flow is, almost surely, almost everywhere derivable withâ€¦ (More)

A mathematical model was described which was devised to study the dynamic response of the thorax of mammals to rapid changes in environmental pressure and to non-penetrating missiles impacting theâ€¦ (More)