Maximal inequalities and space-time regularity of stochastic convolutions

Szymon Peszat; Jan Seidler

Displaying similar documents to “Maximal inequalities and space-time regularity of stochastic convolutions”

Stability in stochastic programming -- The case of unknown location parameter

Vlasta Kaňková (1993)

Kybernetika

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Linear integral equations in the space of regulated functions

Milan Tvrdý (1998)

Mathematica Bohemica

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n this paper we investigate systems of linear integral equations in the space $𝔾_{L}^{n}$ of $n$ -vector valued functions which are regulated on the closed interval $[0, 1]$ (i.e. such that can have only discontinuities of the first kind in $[0, 1]$ ) and left-continuous in the corresponding open interval $(0, 1) .$ In particular, we are interested in systems of the form x(t) - A(t)x(0) - 01B(t,s)[d x(s)] = f(t), where $f \in 𝔾_{L}^{n}$ , the columns of the $n \times n$ -matrix valued function $A$ belong to $𝔾_{L}^{n}$ , the entries of $B (t, .)$ have a bounded variation...

On a simulation of the oscillation excited by a random force

Petr Holický (1986)

Kybernetika

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On systems of linear algebraic equations in the Colombeau algebra

Jan Ligęza, Milan Tvrdý (1999)

Mathematica Bohemica

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From the fact that the unique solution of a homogeneous linear algebraic system is the trivial one we can obtain the existence of a solution of the nonhomogeneous system. Coefficients of the systems considered are elements of the Colombeau algebra $\bar{ℝ}$ of generalized real numbers. It is worth mentioning that the algebra $\bar{ℝ}$ is not a field.

Remarks on generalized solutions of ordinary linear differential equations in the Colombeau algebra

Jan Ligęza (1998)

Mathematica Bohemica

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In this paper first order linear ordinary differential equations are considered. It is shown that the Cauchy problem for these systems has a unique solution in $𝒢^{n} (ℝ)$ , where $𝒢 (ℝ)$ denotes the Colombeau algebra.