Gaussian limits for random geometric measures.
Penrose, Mathew D. (2007)
Electronic Journal of Probability [electronic only]
Similarity:
Penrose, Mathew D. (2007)
Electronic Journal of Probability [electronic only]
Similarity:
Peter Friz, Nicolas Victoir (2010)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
We consider multi-dimensional gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of Lévy area(s). gaussian rough paths are constructed with a variety of weak and strong approximation results. Together with a new RKHS embedding, we obtain a powerful – yet conceptually simple – framework in which to analyze differential equations driven by gaussian signals in the rough paths sense.
Fannjiang, Albert, Komorowski, Tomasz (2002)
Electronic Journal of Probability [electronic only]
Similarity:
Bojdecki, Tomasz, Gorostiza, Luis G., Talarczyk, Anna (2009)
Electronic Journal of Probability [electronic only]
Similarity:
Klaus Fleischmann, Anja Sturm (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Serge Cohen, Renaud Marty (2008)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
This paper is devoted to establish an invariance principle where the limit process is a multifractional gaussian process with a multifractional function which takes its values in (1/2, 1). Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional brownian motion.
Laure Coutin, Nicolas Victoir (2009)
ESAIM: Probability and Statistics
Similarity:
We propose some construction of enhanced Gaussian processes using Karhunen-Loeve expansion. We obtain a characterization and some criterion of existence and uniqueness. Using rough-path theory, we derive some Wong-Zakai Theorem.
Éric Gautier (2005)
ESAIM: Probability and Statistics
Similarity:
Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrödinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored in space. The solutions may be global or blow-up in finite time, the two cases are distinguished. The results are stated in trajectory spaces endowed with topologies analogue to projective limit topologies. In this setting, the support of the law of the solution...