Linear functionals in SLM-spaces
Linear Lusin-measurable functionals in case of a continuous cylinder measure
Linear modulus of a multidimensional semigroup of -contractions and a differentiation theorem
Linear predictor for stationary processes in complete correlated actions
Linear random boundary value problems containing weakly correlated forcing functions.
Linear rescaling of the stochastic process
Discussion on the limits in distribution of processes under joint rescaling of space and time is presented in this paper. The results due to Lamperti (1962), Weissman (1975), Hudson Mason (1982) and Laha Rohatgi (1982) are improved here.
Linear speed large deviations for percolation clusters.
Linear stochastic differential-algebraic equations with constant coefficients.
Linear stochastic parabolic equations, degenerating on the boundary of a domain.
Linear transformations of locally stationary processes
The paper deals with linear transformations of harmonizable locally stationary random processes. Necessary and sufficient conditions under which a linear transformation defines again a locally stationary process are given.
Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
Linear transformations of Wiener process that born Wiener process, Brownian bridge or Ornstein-Uhlenbeck process
The paper presents a discussion on linear transformations of a Wiener process. The considered processes are collections of stochastic integrals of non-random functions w.r.t. Wiener process. We are interested in conditions under which the transformed process is a Wiener process, a Brownian bridge or an Ornstein –Uhlenbeck process.
Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs.
L'intégrale stochastique considérée comme une intégrale par rapport à une mesure vectorielle
Liouville formula for systems of linear homogeneous Itô stochastic differential equations
Lipschitz percolation.
Lipschitzian norm estimate of one-dimensional Poisson equations and applications
By direct calculus we identify explicitly the lipschitzian norm of the solution of the Poisson equation in terms of various norms of g, where is a Sturm–Liouville operator or generator of a non-singular diffusion in an interval. This allows us to obtain the best constant in the L1-Poincaré inequality (a little stronger than the Cheeger isoperimetric inequality) and some sharp transportation–information inequalities and concentration inequalities for empirical means. We conclude with several illustrative...
Little's formula for work-conserving normal G/G/1 queues in series
LMS-Newton adaptive filtering using FFT-based conjugate gradient iterations.
Local admissible convergence of harmonic functions on non-homogeneous trees
We prove admissible convergence to the boundary of functions that are harmonic on a subset of a non-homogeneous tree equipped with a transition operator that satisfies uniform bounds suitable for transience. The approach is based on a discrete Green formula, suitable estimates for the Green and Poisson kernel and an analogue of the Lusin area function.