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 similar documents to “On stochastic differential equations in a configuration space.”

Strong and weak solutions to stochastic inclusions

Michał Kisielewicz (1995)

Banach Center Publications

Similarity:

Existence of strong and weak solutions to stochastic inclusions x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ ℝ n H τ , z ( x τ ) q ( d τ , d z ) and x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ | z | ≤ 1 H τ , z ( x τ ) q ( d τ , d z ) + ∫ s t ∫ | z | > 1 H τ , z ( x τ ) p ( d τ , d z ) , where p and q are certain random measures, is considered.

A central limit theorem for processes generated by a family of transformations

Marian Jabłoński

Similarity:

Let τ n , n ≥ 0 be a sequence of measure preserving transformations of a probability space (Ω,Σ,P) into itself and let f n , n ≥ 0 be a sequence of elements of L 2 ( Ω , Σ , P ) with E f n = 0 . It is shown that the distribution of ( ∑ i = 0 n f i ∘ τ i ∘ . . . ∘ τ 0 ) ( D ( ∑ i = 0 n f i ∘ τ i ∘ . . . ∘ τ 0 ) ) - 1 tends to the normal distribution N(0,1) as n → ∞. 1985 Mathematics Subject Classification: 58F11, 60F05, 28D99.