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Aproximadamente 444 registro(s) hasta el momento: (journal)

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Recurso libre

401.

Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes
Graversen, Svend-Erik; Aarhus University - Pedersen, Jan; Aarhus University

Formato:	Peer-reviewed Article,
Enlaces:	A class of integrals with respect to homogeneous Lévy bases on $\mathbb{R}^k$ is considered. In the one-dimensional case $k=1$ this class corresponds to the selfdecomposable distributions. Necessary and sufficient conditions for existence as well as some representations of the integrals…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

402.

Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise
Debussche, Arnaud; ENS Cachan Bretagne - Hoegele, Michael; Universität Potsdam - Imkeller, Peter; Humboldt-Universität zu Berlin

Formato:	Peer-reviewed Article,
Enlaces:	This article studies the behavior of stochastic reaction-diffusion equations driven by additive regularly varying pure jump L'evy noise in the limit of small noise intensity. It is shown that the law of the suitably renormalized first exit times from the…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

403.

Freedman's inequality for matrix martingales
Tropp, Joel A; California Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	Freedman's inequality is a martingale counterpart to Bernstein's inequality. This result shows that the large-deviation behavior of a martingale is controlled by the predictable quadratic variation and a uniform upper bound for the martingale difference sequence. Oliveira has recently established…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

404.

Quantization Balls and Asymptotics of Quantization Radii for Probability Distributions with Radial Exponential Tails
Junglen, Stefan; University of Trier

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we provide the sharp asymptotics for the quantization radius (maximal radius) for a sequence of optimal quantizers for random variables $X$ in $(\mathbb{R}^d,\\|\,\cdot\,\\|)$ with radial exponential tails. This result sharpens and generalizes the results developed for the…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

405.

Reconstruction on Trees: Exponential Moment Bounds for Linear Estimators
Peres, Yuval; Microsoft - Roch, Sebastien; UCLA

Formato:	Peer-reviewed Article,
Enlaces:	Consider a Markov chain $(\xi_v)_{v \in V} \in [k]^V$ on the infinite $b$-ary tree $T = (V,E)$ with irreducible edge transition matrix $M$, where $b \geq 2$, $k \geq 2$ and $[k] = \{1,\ldots,k\}$. We denote by $L_n$ the level-$n$…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

406.

Moments of recurrence times for Markov chains
Aurzada, Frank; TU Berlin - Döring, Hanna; TU Berlin - Ortgiese, Marcel; TU Berlin - Scheutzow, Michael; TU Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We consider moments of the return times (or first hitting times) in an irreducible discrete time discrete space Markov chain. It is classical that the finiteness of the first moment of a return time of one state implies the finiteness…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

407.

A note on the Central Limit Theorem for the Eigenvalue Counting Function of Wigner Matrices
Dallaporta, Sandrine; Institut de Mathématiques de Toulouse - Vu, Van H.; Department of Mathematics, Rutgers

Formato:	Peer-reviewed Article,
Enlaces:	The purpose of this note is to establish a Central Limit Theorem for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on the correct asymptotics of the variance of the eigenvalue counting function of…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

408.

Cramér theorem for Gamma random variables
Bourguin, Solesne; Université Paris 1 - Tudor, Ciprian A.; Université Lille 1

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we discuss the following problem: given a random variable $Z=X+Y$ with Gamma law such that $X$ and $Y$ are independent, we want to understand if then $X$ and $Y$ each follow a Gamma law. This is related…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

409.

Yet another proof of the Nualart-Peccati criterion
Nourdin, Ivan; Université Nancy 1

Formato:	Peer-reviewed Article,
Enlaces:	In 2005, Nualart and Peccati showed that, surprisingly, the convergence in distribution of a normalized sequence of multiple Wiener-Itô integrals towards a standard Gaussian law is equivalent to convergence of just the fourth moment to 3. Recently, this result is…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

410.

Existence and Uniqueness of Invariant Measures for Stochastic Evolution Equations with Weakly Dissipative Drifts
Liu, Wei; University of Bielefeld - Toelle, Jonas M.; TU Berlin

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups. Moreover, the existence of invariant measures and…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

411.

Joint cumulants for natural independence
Hasebe, Takahiro; Kyoto University - Saigo, Hayato; Nagahama Institute of Bio-Science and Technology

Formato:	Peer-reviewed Article,
Enlaces:	Many kinds of independence have been defined in non-commutative probability theory. Natural independence is an important class of independence; this class consists of five independences (tensor, free, Boolean, monotone and anti-monotone ones). In the present paper, a unified treatment of…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

412.

Convex minorants of random walks and Lévy processes
Abramson, Josh; University of California, Berkeley - Pitman, Jim; University of California, Berkeley - Ross, Nathan; University of California, Berkeley - Uribe Bravo, Geronimo; Universidad Nacional Autónoma de México

Formato:	Peer-reviewed Article,
Enlaces:	This article provides an overview of recent work on descriptions and properties of the Convex minorants of random walks and Lévy processes, which summarize and extend the literature on these subjects. The results surveyed include point process descriptions of the…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

413.

Half Independence and half cumulants
Bose, Arup; Indian statistical institute, Kolkata - Hazra, Rajat Subhra; Indian statistical institute, Kolkata - Saha, Koushik; Bidhannagar Government College, Kolkata

Formato:	Peer-reviewed Article,
Enlaces:	The notion of half independence arises in random matrices and quantum groups. This notion is available only for elements of a noncommutative probability space and assumes the existence of all moments. We relate half independence to a certain class of…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

414.

On the expected exit time of planar Brownian motion from simply connected domains
Markowsky, Greg T.; Monash University

Formato:	Peer-reviewed Article,
Enlaces:	In this note, we explore applications of a known lemma which relates the expected exit time of Brownian motion from a simply connected domain with the power series of a conformal map into that domain. We use the lemma to…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

415.

Coalescent processes derived from some compound Poisson population models
Möhle, Martin; University of Tübingen

Formato:	Peer-reviewed Article,
Enlaces:	A particular subclass of compound Poisson population models is analyzed. The models in the domain of attraction of the Kingman coalescent are characterized and it is shown that these models are never in the domain of attraction of any other…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

416.

Rank probabilities for real random $N\times N \times 2$ tensors
Bergqvist, Göran; Linköping University - Forrester, Peter J.; University of Melbourne

Formato:	Peer-reviewed Article,
Enlaces:	We prove that the probability $P_N$ for a real random Gaussian $N\times N\times 2$ tensor to be of real rank $N$ is $P_N=(\Gamma((N+1)/2))^N/G(N+1)$, where $\Gamma(x)$, $G(x)$ denote the gamma and Barnes $G$-functions respectively. This is a rational number for $N$…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

417.

Geometry of the random interlacement
Procaccia, Eviatar Ben; Weizmann Institute of science - Tykesson, Johan; Weizmann Institute of science

Formato:	Peer-reviewed Article,
Enlaces:	We consider the geometry of random interlacements on the $d$-dimensional lattice. We use ideas from stochastic dimension theory developed in [1] to prove the following: Given that two vertices $x,y$ belong to the interlacement set, it is possible to find…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

418.

Which distributions have the Matsumoto-Yor property?
Koudou, Angelo Efoevi; Institut Elie Cartan, Nancy, France - Vallois, Pierre; Institut Elie Cartan, Nancy, France

Formato:	Peer-reviewed Article,
Enlaces:	For four types of functions $ξ : ]0,∞[→ ]0,∞[$, we characterize the law of two independent and positive r.v.'s $X$ and $Y$ such that $U:=ξ(X+Y)$ and $V:=ξ(X)-ξ(X+Y)$ are independent. The case $ξ(x)=1/x$ has been treated by Letac and Wesolowski (2000).…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

419.

On the one-sided Tanaka equation with drift
Karatzas, Ioannis; Intech Investment Management, Columbia University - Shiryaev, Albert N.; Steklov Mathematical Institute - Shkolnikov, Mykhaylo; Intech Investment Management, Stanford University

Formato:	Peer-reviewed Article,
Enlaces:	We study questions of existence and uniqueness of weak and strong solutions for a one-sided Tanaka equation with constant drift lambda. We observe a dichotomy in terms of the values of the drift parameter: for $\lambda\leq 0$, there exists a…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

420.

Transportation-information inequalities for continuum Gibbs measures
Ma, Yutao; Beijing Normal University - Wang, Ran; Wuhan University - Wu, Liming; Chinese Academy of Sciences and Université Blaise Pascal

Formato:	Peer-reviewed Article,
Enlaces:	The objective of this paper is to establish explicit concentration inequalities for the Glauber dynamics related with continuum or discrete Gibbs measures. At first we establish the optimal transportation-information $W_1 I$-inequality for the $M/M/\infty$-queue associated with the Poisson measure, which…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

421.

Arbitrage-free Models In Markets With Transaction Costs
Sayit, Hasanjan; Worcester Polytecnic Institute - Viens, Frederi; Purdue University

Formato:	Peer-reviewed Article,
Enlaces:	In the paper [7], Guasoni studies financial markets which are subject to proportional transaction costs. The standard martingale framework of stochastic finance is not applicable in these markets, since the transaction costs force trading strategies to have bounded variation, while…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

422.

A characterisation of, and hypothesis test for, continuous local martingales
Jones, Owen D.; Dept. of Mathematics and Statistics, University of Melbourne - Rolls, David A.; Dept. of Psychological Sciences, University of Melbourne

Formato:	Peer-reviewed Article,
Enlaces:	We give characterisations for Brownian motion and continuous local martingales, using the crossing tree, which is a sample-path decomposition based on first-passages at nested scales. These results are based on ideas used in the construction of Brownian motion on the…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

423.

Local Brownian property of the narrow wedge solution of the KPZ equation
Quastel, Jeremy; University of Toronto - Remenik, Daniel; University of Toronto

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. Let $H(t,x)$ be the Hopf-Cole solution at time t of the Kardar-Parisi-Zhang (KPZ) equation starting with narrow wedge initial condition, i.e. the logarithm of the solution of the multiplicative stochastic heat equation starting from a Dirac delta. Also let…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

424.

From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth
Pardoux, Etienne; Université de Provence - Wakolbinger, Anton; Goethe-University Frankfurt

Formato:	Peer-reviewed Article,
Enlaces:	We give a new proof for a Ray-Knight representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion $H$ with a drift that is affine linear in the local time accumulated…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

425.

Regular g-measures are not always Gibbsian
Fernandez, Roberto; University of Utrecht - Gallo, Sandro; Universidade Estadual de Campinas - Maillard, Gregory; CMI-LATP, Aix-Marseille University

Formato:	Peer-reviewed Article,
Enlaces:	Regular g-measures are discrete-time processes determined by conditional expectations with respect to the past. One-dimensional Gibbs measures, on the other hand, are fields determined by simultaneous conditioning on past and future. For the Markovian and exponentially continuous cases both theories…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

426.

Hard edge tail asymptotics
Ramirez, Jose; Universidad de Costa Rica - Rider, Brian; CU Boulder - Zeitouni, Ofer; University of Minnesota & Weizmann Institute

Formato:	Peer-reviewed Article,
Enlaces:	Let $\Lambda$ be the limiting smallest eigenvalue in the general $(\beta,a)$-Laguerre ensemble of random matrix theory. That is, $\Lambda$ is the $n\to\infty$ distributional limit of the (scaled) minimal point drawn from the density proportional to $\Pi_1\leq i\leq j\leq n$ $$\left\|\lambda_i-\lambda_j\right\|^\beta\prod_{i=1}^n\lambda_i^{\frac{\beta}{2}(a+1)-1}e^{-\frac{\beta}{2}\lambda_i}$$…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

427.

The incipient infinite cluster does not stochastically dominate the invasion percolation cluster in two dimensions
Sapozhnikov, Artem; ETH Zürich

Formato:	Peer-reviewed Article,
Enlaces:	This note is motivated by results of Angel, Goodman, den Hollander and Slade (2008) and Damron, Sapozhnikov and Vagvolgyi (2009) about global relations between the invasion percolation cluster (IPC) and the incipient infinite cluster (IIC) on regular trees and on…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

428.

Supercritical branching diffusions in random environment
Hutzenthaler, Martin; University of Munich

Formato:	Peer-reviewed Article,
Enlaces:	Supercritical branching processes in constant environment conditioned on eventual extinction are known to be subcritical branching processes. The case of random environment is more subtle. A supercritical branching diffusion in random environment (BDRE) conditioned on eventual extinction of the population…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

429.

One-dimensional Voter Model Interface Revisited
Athreya, Siva R; Indian Statistical Institute - Sun, Rongfeng; National University of Singapore

Formato:	Peer-reviewed Article,
Enlaces:	We consider the voter model on $\mathbb{Z}$, starting with all 1's to the left of the origin and all $0$'s to the right of the origin. It is known that if the associated random walk kernel $p$ has zero mean…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

430.

Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
König, Wolfgang; BRIMS, HP Labs - O'Connell, Neil; BRIMS, HP Labs

Formato:	Peer-reviewed Article,
Enlaces:	Let $A(t)$ be an $n\times p$ matrix with independent standard complex Brownian entries and set $M(t)=A(t)^*A(t)$. This is a process version of the Laguerre ensemble and as such we shall refer to it as the Laguerre process. The purpose of…
Fecha:	2001-01-01
Recurso:	Electronic communications in probability

Recurso libre

431.

On the optimal strategy in a random game
Jonasson, Johan; Chalmers University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	Consider a two-person zero-sum game played on a random $n$ by $n$ matrix where the entries are iid normal random variables. Let $Z$ be the number of rows in the support of the optimal strategy for player I given the…
Fecha:	2004-01-01
Recurso:	Electronic communications in probability

Recurso libre

432.

Critical Exponents in Percolation via Lattice Animals
Hammond, Alan; U.C. Berkeley, USA

Formato:	Peer-reviewed Article,
Enlaces:	We examine the percolation model on $\mathbb{Z}^d$ by an approach involving lattice animals and their surface-area-to-volume ratio. For $\beta \in [0,2(d-1))$, let $f(\beta)$ be the asymptotic exponential rate in the number of edges of the number of lattice animals containing…
Fecha:	2005-01-01
Recurso:	Electronic communications in probability

Recurso libre

433.

Some Extensions of Fractional Brownian Motion and Sub-Fractional Brownian Motion Related to Particle Systems
Bojdecki, Tomasz; Institute of Mathematics, University of Warsaw - Gorostiza, Luis G; Centro de Investigacion y de Estudios Avanzados, Mexico - Talarczyk, Anna; Institute of Mathematics, University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance $$ \int^{s\wedge t}_0 u^a [(t-u)^b+(s-u)^b]du, $$ parameters $a>-1$, $-1 < b\leq 1$, $\|b\|\leq 1+a$, corresponds to fractional Brownian motion for $a=0$, $-1 < b…
Fecha:	2007-01-01
Recurso:	Electronic communications in probability

Recurso libre

434.

A note on percolation on $Z^d$: isoperimetric profile via exponential cluster repulsion
Pete, Gabor; Microsoft Research

Formato:	Peer-reviewed Article,
Enlaces:	We show that for all $p>p_c(\mathbb{Z}^d)$ percolation parameters, the probability that the cluster of the origin is finite but has at least $t$ vertices at distance one from the infinite cluster is exponentially small in $t$. We use this to…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

435.

The Law of the Hitting Times to Points by a Stable Lévy Process with No Negative Jumps
Peskir, Goran; The University of Manchester

Formato:	Peer-reviewed Article,
Enlaces:	Let $X=(X_t)_{t \ge 0}$ be a stable Levy process of index $\alpha \in (1,2)$ with the Levy measure $\nu(dx) = (c/x^{1+\alpha}) I_{(0,\infty)}(x) dx$ for $c>0$, let $x>0$ be given and fixed, and let $\tau_x = \inf\{ t>0 : X_t=x \}$…
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

436.

Berry-Esseen Bounds for Projections of Coordinate Symmetric Random Vectors
Goldstein, Larry; University of Southern California - Shao, Qi-Man; Hong Kong University of Science and Technology

Formato:	Peer-reviewed Article,
Enlaces:	For a coordinate symmetric random vector $(Y_1,\ldots,Y_n)={\bf Y} \in \mathbb{R}^n$, that is, one satisfying $(Y_1,\ldots,Y_n)=_d(e_1Y_1,\ldots,e_nY_n)$ for all $(e_1,\ldots,e_n) \in \{-1,1\}^n$, for which $P(Y_i=0)=0$ for all $i=1,2,\ldots,n$, the following Berry Esseen bound to the cumulative standard normal $\Phi$ for the standardized…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

437.

A symmetric entropy bound on the non-reconstruction regime of Markov chains on Galton-Watson trees
Külske, Christof; University of Bochum - Formentin, Marco; University of Bochum

Formato:	Peer-reviewed Article,
Enlaces:	We give a criterion for the non-reconstructability of tree-indexed $q$-state Markov chains obtained by broadcasting a signal from the root with a given transition matrix $M$. Non-reconstruction holds if $c(M)$ times the expected number of offspring on the Galton-Watson tree…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

438.

Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
Bojdecki, Tomasz; Institute of Mathematics, University of Warsaw - Gorostiza, Luis G.; Centro de Investigacion y de Estudios Avanzados, Mexico - Talarczyk, Anna; Institute of Mathematics, University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	We consider particle systems in $R$ with initial configurations belonging to a class of measures that obey a quasi-homogeneity property, which includes as special cases homogeneous Poisson measures and many deterministic measures (simple example: one atom at each point of…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

439.

A two-time-scale phenomenon in a fragmentation-coagulation process
Bertoin, Jean; Universite Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	Consider two urns, $A$ and $B$, where initially $A$ contains a large number $n$ of balls and $B$ is empty. At each step, with equal probability, either we pick a ball at random in $A$ and place it in $B$,…
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

440.

On relaxing the assumption of differential subordination in some martingale inequalities
Osekowski, Adam; University of Warsaw

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$, $Y$ be continuous-time martingales taking values in a se\-pa\-rable Hilbert space $\mathcal{H}$.(i) Assume that $X$, $Y$ satisfy the condition $[X,X]_t\geq [Y,Y]_t$ for all $t\geq 0$. We prove the sharp inequalities $$ \sup_t\|\|Y_t\|\|_p\leq (p-1)^{-1}\sup_t\|\|X_t\|\|_p,\qquad 1 < p\leq 2,$$ $$…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

441.

Applications of size biased couplings for concentration of measures
Ghosh, Subhankar; University of Southern California - Goldstein, Larry; University of Southern California

Formato:	Peer-reviewed Article,
Enlaces:	Let $Y$ be a nonnegative random variable with mean $\mu$ and finite positive variance $\sigma^2$, and let $Y^s$, defined on the same space as $Y$, have the $Y$ size biased distribution, that is, the distribution characterized by $$ E[Yf(Y)]=\mu E…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

442.

Survival and extinction of caring double-branching annihilating random walk
Blath, Jochen; TU Berlin - Kurt, Noemi; TU Berlin

Formato:	Peer-reviewed Article,
Enlaces:	Branching annihilating random walk (BARW) is a generic term for a class of interacting particle systems on $\mathbb{Z}^d$ in which, as time evolves, particles execute random walks, produce offspring (on neighbouring sites) and (instantaneously) disappear when they meet other particles.…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

443.

Asymptotic Products of Independent Gaussian Random Matrices with Correlated Entries
Tucci, Gabriel H; Bell Labs, Alcatel-Lucent

Formato:	Peer-reviewed Article,
Enlaces:	In this work we address the problem of determining the asymptotic spectral measure of the product of independent, Gaussian random matrices with correlated entries, as the dimension and the number of multiplicative terms goes to infinity. More specifically, let $\{X_p(N)\}_{p=1}^\infty$…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability

Recurso libre

444.

A maximal inequality for stochastic convolutions in 2-smooth Banach spaces
Van Neerven, Jan; Delft University of Techonology - Zhu, Jiahui; Delft University of Techonology

Formato:	Peer-reviewed Article,
Enlaces:	Let $(e^{tA})_{t\geq0}$ be a $C_0$-contraction semigroup on a $2$-smooth Banach space $E$, let $(W_t)_{t\geq0}$ be a cylindrical Brownian motion in a Hilbert space $H$, and let $(g_t)_{t\geq0}$ be a progressively measurable process with values in the space $\gamma(H,E)$ of all…
Fecha:	2011-01-01
Recurso:	Electronic communications in probability