A stochastic difference game is considered in which a player wants to minimize the time spent by a controlled one-dimensional symmetric random walk {𝑋𝑛,𝑛=0,1,…} in the continuation region 𝐶:={1,2,…}, and the second player seeks to maximize the survival time in C. The process...

THE TEXT OF THIS PAPER IS AVAILABLE ONLY IN FRENCH This paper examines whether the hypothesis of economic convergence holds for the Canadian provinces. Using data on real gross domestic product per capita and on factor productivity from 1966 to 1992, the paper shows, using two different methods,...

Filtered Poisson processes are generalized by considering as response functions the values taken by diffusion processes. Moreover, the time between the events is not necessarily exponentially distributed.