77 citations · 471 across the 42 of their papers we have counts for
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math.PR2015
Lévy Processes and Lévy White Noise as Tempered Distributions
Robert C. Dalang, Thomas Humeau
We identify a necessary and sufficient condition for a Lévy white noise to be a tempered distribution. More precisely, we show that if the Lévy measure associated with this noise h…
math.PR2015★ 9 cited
A quickest detection problem with an observation cost
Robert C. Dalang, Albert N. Shiryaev
In the classical quickest detection problem, one must detect as quickly as possible when a Brownian motion without drift "changes" into a Brownian motion with positive drift. The c…
math.PR2015★ 3 cited
Polarity of points for Gaussian random fields
Robert C. Dalang, Carl Mueller, Yimin Xiao
We show that for a wide class of Gaussian random fields, points are polar in the critical dimension. Examples of such random fields include solutions of systems of linear stochasti…