Maximal inequalities via bracketing with adaptive truncation
David Pollard (2002)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
David Pollard (2002)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Jean Jacod (1998)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Anton Bovier, Irina Kurkova (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
B. Roynette, P. Vallois, M. Yor (2009)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Limiting laws, as →∞, for brownian motion penalised by the longest length of excursions up to , or up to the last zero before , or again, up to the first zero after , are shown to exist, and are characterized.
Michele Miranda, Diego Pallara, Fabio Paronetto, Marc Preunkert (2007)
Annales de la faculté des sciences de Toulouse Mathématiques
Similarity:
We prove a characterisation of sets with finite perimeter and functions in terms of the short time behaviour of the heat semigroup in . For sets with smooth boundary a more precise result is shown.