The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying 281 –
300 of
10055
This article is dedicated to localization of the principal eigenvalue (PE) of the Stokes operator acting on solenoidal vector fields that vanish outside a large random domain modeling the pore space in a cubic block of porous material with disordered micro-structure. Its main result is an asymptotically deterministic lower bound for the PE of the sum of a low compressibility approximation to the Stokes operator and a small scaled random potential term, which is applied to produce a similar bound...
We prove a lower bound in a law of the iterated logarithm for sums of the form where f satisfies certain conditions and the satisfy the Hadamard gap condition .
The growth exponent α for loop-erased or Laplacian random walk
on the integer lattice is defined by saying that the expected time to
reach the sphere of radius n is of order nα. We prove that
in two dimensions, the growth exponent is strictly greater than one.
The proof uses a known estimate on the third moment of the escape
probability and an improvement on the discrete Beurling projection theorem.
We present a general method which allows to use Malliavin Calculus for additive functionals of stochastic equations with irregular drift. This method uses the Girsanov theorem combined with Itô–Taylor expansion in order to obtain regularity properties for this density. We apply the methodology to the case of the Lebesgue integral of a diffusion with bounded and measurable drift.
This paper deals with the relationship between two-dimensional parameter Gaussian random fields verifying a particular Markov property and the solutions of stochastic differential equations. In the non Gaussian case some diffusion conditions are introduced, obtaining a backward equation for the evolution of transition probability functions.
We prove unconditionality of general Franklin systems in , where X is a UMD space and where the general Franklin system corresponds to a quasi-dyadic, weakly regular sequence of knots.
A generic control variate method is proposed to price options under stochastic volatility models by Monte Carlo simulations. This method provides a constructive way to select control variates which are martingales in order to reduce the variance of unbiased option price estimators. We apply a singular and regular perturbation analysis to characterize the variance reduced by martingale control variates. This variance analysis is done in the regime where time scales of associated driving volatility...
Currently displaying 281 –
300 of
10055