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Aproximadamente 17 registro(s) hasta el momento: (journal)

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Recurso libre

Stochastic Weak Attractor for a Dissipative Euler Equation
Bessaih, Hakima; University Dini, Pisa

Formato:	Peer-reviewed Article,
Enlaces:	In this paper a nonautonomous dynamical system is considered, a stochastic one that is obtained from the dissipative Euler equation subject to a stochastic perturbation, an additive noise. Absorbing sets have been defined as sets that depend on time and…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

On Stochastic Euler equation in $\mathbb{R}^d$
Mikulevicius, R.; Vilnius University - Valiukevicius, G.; Vilnius University

Formato:	Peer-reviewed Article,
Enlaces:	Following the Arnold-Marsden-Ebin approach, we prove local (global in 2-D) existence and uniqueness of classical (Hölder class) solutions of stochastic Euler equation with random forcing.
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Strict Concavity of the Half Plane Intersection Exponent for Planar Brownian Motion
Lawler, Gregory F.; Duke University and Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	The intersection exponents for planar Brownian motion measure the exponential decay of probabilities of nonintersection of paths. We study the intersection exponent $\xi(\lambda_1,\lambda_2)$ for Brownian motion restricted to a half plane which by conformal invariance is the same as Brownian…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

The Laws of Chung and Hirsch for Cauchy's Principal Values Related to Brownian Local Times
Hu, Yueyun; Universite Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Two Chung-type and Hirsch-type laws are established to describe the liminf asymptotic behaviours of the Cauchy's principal values related to Brownian local times. These results are generalized to a class of Brownian additive functionals.
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

The Abstract Riemannian Path Space
Feyel, D.; Université Evry - de La Pradelle, A.; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	On the Wiener space $\Omega$, we introduce an abstract Ricci process $A_t$ and a pseudo-gradient $F\rightarrow{F}^\sharp$ which are compatible through an integration by parts formula. They give rise to a $\sharp$-Sobolev space on $\Omega$, logarithmic Sobolev inequalities, and capacities, which…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

SPDEs in $L_q( ( 0,\tau ] , L_p)$ Spaces
Krylov, N. V.; University of Minnesota

Formato:	Peer-reviewed Article,
Enlaces:	Existence and uniqueness theorems are presented for evolutional stochastic partial differential equations of second order in $L_p$-spaces with weights allowing derivatives of solutions to blow up near the boundary. It is allowed for the powers of summability with respect to…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Martingales on Random Sets and the Strong Martingale Property
Sharpe, Michael J.; University of California, San Diego

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a process defined on an optional random set. The paper develops two different conditions on $X$ guaranteeing that it is the restriction of a uniformly integrable martingale. In each case, it is supposed that $X$ is the…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Limit Distributions and Random Trees Derived from the Birthday Problem with Unequal Probabilities
Camarri, Michael; University of California, Berkeley - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Given an arbitrary distribution on a countable set, consider the number of independent samples required until the first repeated value is seen. Exact and asymptotic formulae are derived for the distribution of this time and of the times until subsequent…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Two Coalescents Derived from the Ranges of Stable Subordinators
Bertoin, Jean; Université Paris VI - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Let $M_\alpha$ be the closure of the range of a stable subordinator of index $\alpha\in ]0,1[$. There are two natural constructions of the $M_{\alpha}$'s simultaneously for all $\alpha\in ]0,1[$, so that $M_{\alpha}\subseteq M_{\beta}$ for $0< \alpha < \beta < 1$:…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

On Homogenization Of Elliptic Equations With Random Coefficients
Conlon, Joseph G.; University of Michigan - Naddaf, Ali; University of Michigan

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we investigate the rate of convergence of the solution $u_\varepsilon$ of the random elliptic partial difference equation $(\nabla^{\varepsilon *} a(x/\varepsilon,\omega)\nabla^\varepsilon+1)u_\varepsilon(x,\omega)=f(x)$ to the corresponding homogenized solution. Here $x\in\varepsilon Z^d$, and $\omega\in\Omega$ represents the randomness. Assuming that $a(x)$'s are…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

Coalescents with Simultaneous Multiple Collisions
Schweinsberg, Jason; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	We study a family of coalescent processes that undergo ``simultaneous multiple collisions,'' meaning that many clusters of particles can merge into a single cluster at one time, and many such mergers can occur simultaneously. This family of processes, which we…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

Convergence in Incomplete Market Models
Kopp, P. Ekkehard; University of Hull - Wellmann, Volker; BNP Paribas

Formato:	Peer-reviewed Article,
Enlaces:	The problem of pricing and hedging of contingent claims in incomplete markets has led to the development of various valuation methodologies. This paper examines the mean-variance approach to risk-minimisation and shows that it is robust under the convergence from discrete-…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Eigenvalue Curves of Asymmetric Tridiagonal Matrices
Goldsheid, Ilya Ya; University of London - Khoruzhenko, Boris A; University of London

Formato:	Peer-reviewed Article,
Enlaces:	Random Schrödinger operators with imaginary vector potentials are studied in dimension one. These operators are non-Hermitian and their spectra lie in the complex plane. We consider the eigenvalue problem on finite intervals of length $n$ with periodic boundary conditions and…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Poisson point process limits in size-biased Galton-Watson trees
Geiger, Jochen; Universität Frankfurt

Formato:	Peer-reviewed Article,
Enlaces:	Consider a critical binary continuous-time Galton-Watson tree size-biased according to the number of particles at time $t$. Decompose the population at $t$ according to the particles' degree of relationship with a distinguished particle picked purely at random from those alive…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

Limsup Random Fractals
Khoshnevisan, Davar; University of Utah - Peres, Yuval; University of California, Berkeley - Xiao, Yimin; University of Utah

Formato:	Peer-reviewed Article,
Enlaces:	Orey and Taylor (1974) introduced sets of ``fast points'' where Brownian increments are exceptionally large, ${\rm F}(\lambda):=\{ t\in[0,1]: \limsup_{h\to 0}{ \| X(t+h)-X(t)\| / \sqrt{ 2h\|\log h\|}} \ge \lambda\}$. They proved that for $\lambda \in (0,1]$, the Hausdorff dimension of ${\rm…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

The Norm Estimate of the Difference Between the Kac Operator and Schrödinger Semigroup II: The General Case Including the Relativistic Case
Ichinose, Takashi; Kanazawa University - Takanobu, Satoshi; Kanazawa University

Formato:	Peer-reviewed Article,
Enlaces:	More thorough results than in our previous paper in Nagoya Math. J. are given on the $L_p$-operator norm estimates for the Kac operator $e^{-tV/2} e^{-tH_0} e^{-tV/2}$ compared with the Schrödinger semigroup $e^{-t(H_0+V)}$. The Schrödinger operators $H_0+V$ to be treated in…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

Travelling Waves for a Certain First-Order Coupled PDE System
Lyne, Owen D.; University of Nottingham

Formato:	Peer-reviewed Article,
Enlaces:	This paper concentrates on a particular first-order coupled PDE system. It provides both a detailed treatment of the existence and uniqueness of monotone travelling waves to various equilibria, by differential-equation theory and by probability theory and a treatment of the…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability