4 papers
Lecture notes: Probability with Measure
Matija Vidmar
Lecture notes as per the title. In the first part, the concepts of a measurable space, measurable maps between measurable spaces and that of a measure on a measurable space are int…
Positive Markov processes in Laplace duality
Clément Foucart, Matija Vidmar
This article develops a general framework for Laplace duality between positive Markov processes in which the one-dimensional Laplace transform of one process can be represented thr…
Symmetric splitting of one-dimensional noises
Matija Vidmar
A symmetric random walk whose jumps have diffuse law, looked at up to an independent geometric random time, splits at the minimum into two independent and identically distribut…
Extending the noise of splitting to its completion and stability of Brownian maxima
Matija Vidmar, Jon Warren
The stochastic noise of splitting, defined initially on the (basic) algebra of finite unions of intervals of the real line, is extended to a largest class of domains. The -field…