On the distribution of the supremum for stochastic processes
Lajos Takács (1970)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Moments of some random functionals”
On the distribution of the supremum for stochastic processes
Existence, uniqueness and ergodicity for the stochastic quantization equation
Dariusz Gątarek, Beniamin Gołdys (1996)
Studia Mathematica
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Existence, uniqueness and ergodicity of weak solutions to the equation of stochastic quantization in finite volume is obtained as a simple consequence of the Girsanov theorem.
The Conditional expectations and the ergodic theorem for strictly stationary generalized stochastic processes
K. Urbanik (1958)
Studia Mathematica
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An operator-valued stochastic integral, III
D. Kannan (1972)
Annales de l'I.H.P. Probabilités et statistiques
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Asymptotic normality of eigenvalues of random ordinary differential operators
Martin Hála (1991)
Applications of Mathematics
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Boundary value problems for ordinary differential equations with random coefficients are dealt with. The coefficients are assumed to be Gaussian vectorial stationary processes multiplied by intensity functions and converging to the white noise process. A theorem on the limit distribution of the random eigenvalues is presented together with applications in mechanics and dynamics.
Two results on continuity and boundedness of stochastic convolutions
Stanisław Kwapień, Michael B. Marcus, Jan Rosiński (2006)
Annales de l'I.H.P. Probabilités et statistiques
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