Régularité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes et applications
Régularité du temps local brownien dans les espaces de Besov-Orlicz
Let be a linear Brownian motion and (L(t,x), t > 0, x ∈ ℝ) its local time. We prove that for all t > 0, the process (L(t,x), x ∈ [0,1]) belongs almost surely to the Besov-Orlicz space with .
Régularité et propriétés limites des fonctions aléatoires
Regularity and approximability of the solutions to the chemical master equation
The chemical master equation is a fundamental equation in chemical kinetics. It underlies the classical reaction-rate equations and takes stochastic effects into account. In this paper we give a simple argument showing that the solutions of a large class of chemical master equations are bounded in weighted ℓ1-spaces and possess high-order moments. This class includes all equations in which no reactions between two or more already present molecules and further external reactants occur that add mass...
Regularity and integrator properties of variation processes of two-parameter martingales with jumps
Regularity of Banach lattice valued martingales
Regularity of formation of dust in self-similar fragmentations
Regularity of Gaussian white noise on the d-dimensional torus
In this paper we prove that a Gaussian white noise on the d-dimensional torus has paths in the Besov spaces with p ∈ [1,∞). This result is shown to be optimal in several ways. We also show that Gaussian white noise on the d-dimensional torus has paths in the Fourier-Besov space . This is shown to be optimal as well.
Regularity of irregularities on a brownian path
On a standard Brownian motion path there are points where the local behaviour is different from the pattern which occurs at a fixed with probability 1. This paper is a survey of recent results which quantity the extent of the irregularities and show that the exceptional points themselves occur in an extremely regular manner.
Regularity of solutions to stochastic Volterra equations
We study regularity of stochastic convolutions solving Volterra equations on driven by a spatially homogeneous Wiener process. General results are applied to stochastic parabolic equations with fractional powers of Laplacian.
Regularity of stopping times of diffusion processes in Besov spaces
We prove that the exit times of diffusion processes from a bounded open set Ω almost surely belong to the Besov space provided that pα < 1 and 1 ≤ q < ∞.
Regularity of the density for the stochastic heat equation.
Regularity of the diffusion coefficient matrix for the lattice gas with energy
Regularity of the effective diffusivity of random diffusion with respect to anisotropy coefficient
We show that the effective diffusivity of a random diffusion with a drift is a continuous function of the drift coefficient. In fact, in the case of a homogeneous and isotropic random environment the function is smooth outside the origin. We provide a one-dimensional example which shows that the diffusivity coefficient need not be differentiable at 0.
Regularity properties of a stochastic convolution integral
Si studiano proprietà di regolarità di un integrale di convoluzione del tipo Itȏ.
Regularity properties of the diffusion coefficient for a mean zero exclusion process
Regularity results for infinite dimensional diffusions. A Malliavin calculus approach
We prove some smoothing properties for the transition semigroup associated to a nonlinear stochastic equation in a Hilbert space. The proof introduces some tools from the Malliavin calculus and is based on a integration by parts formula.
Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces.
Regularly Varying Functions
Reinforced walk on graphs and neural networks
A directed-edge-reinforced random walk on graphs is considered. Criteria for the walk to end up in a limit cycle are given. Asymptotic stability of some neural networks is shown.