Construction of semimartingales from pieces by the method of excursion point processes
Constructions of a Brownian path with a given minimum.
Constructions of smooth and analytic cocycles over irrational circle rotations
We define a class of step cocycles (which are coboundaries) for irrational rotations of the unit circle and give conditions for their approximation by smooth and real analytic coboundaries. The transfer functions of the approximating (smooth and real analytic) coboundaries are close (in the supremum norm) to the transfer functions of the original ones. This result makes it possible to construct smooth and real analytic cocycles which are ergodic, ergodic and squashable (see [Aaronson, Lemańczyk,...
Constructive quantization: approximation by empirical measures
In this article, we study the approximation of a probability measure on by its empirical measure interpreted as a random quantization. As error criterion we consider an averaged th moment Wasserstein metric. In the case where , we establish fine upper and lower bounds for the error, ahigh resolution formula. Moreover, we provide a universal estimate based on moments, a Pierce type estimate. In particular, we show that quantization by empirical measures is of optimal order under weak assumptions....
Contiguity and LAN-property of sequences of Poisson processes
Using the concept of Hellinger integrals, necessary and sufficient conditions are established for the contiguity of two sequences of distributions of Poisson point processes with an arbitrary state space. The distribution of logarithm of the likelihood ratio is shown to be infinitely divisible. The canonical measure is expressed in terms of the intensity measures. Necessary and sufficient conditions for the LAN-property are formulated in terms of the corresponding intensity measures.
Continuité des fonctions aléatoires sphériquement invariantes
Continuity at zero of semi-groups on L1 and differentiation of additive processes
Continuity of local times for Markov processes
Continuity of solutions of Riccati equations for the discrete-time JLQP
The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.
Continuity of stochastic convolutions
Let be a Brownian motion, and let be the space of all continuous periodic functions with period 1. It is shown that the set of all such that the stochastic convolution , does not have a modification with bounded trajectories, and consequently does not have a continuous modification, is of the second Baire category.
Continuity of the percolation threshold in randomly grown graphs.
Continuity properties of solutions of multivalued equations with white noise perturbation.
Continuity Properties of the Extension of a Locally Lipschitz Continuous Map to the Space of Probability Measures.
Continuity versus nonexistence for a class of linear stochastic Cauchy problems driven by a Brownian motion
Let denote the generator of the rotation group in the space , where denotes the unit circle. We show that the stochastic Cauchy problem where is a standard Brownian motion and is fixed, has a weak solution if and only if the stochastic convolution process has a continuous modification, and that in this situation the weak solution has a continuous modification. In combination with a recent result of Brzeźniak, Peszat and Zabczyk it follows that (1) fails to have a weak solution for all...
Continuous Convolution Semigroups Integrating a Submultiplicative Function.
Continuous differentiability of renormalized intersection local times in R1
We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.
Continuous factorizations of covariance operators and Gaussian processes
Continuous feedback stabilization for a class of affine stochastic nonlinear systems
We investigate the state feedback stabilization, in the sense of weak solution, of nonlinear stochastic systems when the drift is quadratic in the control and the diffusion term is affine in the control. Based on the generalised stochastic Lyapunov theorem, we derive the necessary conditions and the sufficient conditions, respectively, for the global asymptotic stabilization in probability by a continuous feedback explicitly computed. The interest of this work is that the existing control methods...
Continuous interpolation of solution sets of Lipschitzian quantum stochastic differential inclusions.
Continuous Maassen kernels and the inverse oscillator