Franco Flandoli, Ida Minelli (2001)
Czechoslovak Mathematical Journal
A model of vortex filaments based on stochastic processes is presented. In contrast to previous models based on semimartingales, here processes with fractal properties between and are used, which include fractional Brownian motion and similar non-Gaussian examples. Stochastic integration for these processes is employed to give a meaning to the kinetic energy.
Sagan, Bruce E. (2009)
Séminaire Lotharingien de Combinatoire [electronic only]
Billel Aliat, Fayçal Hamdi (2019)
Kybernetika
In this paper, we propose an extension of a periodic () model to a Markov-switching periodic (-), and provide some probabilistic properties of this class of models. In particular, we address the question of strictly periodically...
D. Pfeifer (1984)
Semigroup forum
Ulrich Höhle (1978)
Aequationes mathematicae
Harald Cramer (1983)
Revue de Statistique Appliquée
B. Maurey (1972/1973)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
Alain Rouault (1987)
Annales de l'I.H.P. Probabilités et statistiques
Thierry Martin (1995)
Revue d'histoire des mathématiques
L’article se propose de montrer comment, en 1843, Cournot s’efforce de répondre à la crise des fondements qui ébranle le calcul des probabilités, en lui assignant le statut d’une théorie mathématique pure et en distinguant les significations objective et subjective de la probabilité, afin de mesurer la portée de ses applications. On est alors conduit à interroger la représentation proposée par Cournot des mathématiques et de leur rapport au réel, pour mettre à jour la relation qui unit son projet...
Masri, Riad, Ono, Ken (2009)
International Journal of Mathematics and Mathematical Sciences
W. Hazod (1993)
Annales de l'I.H.P. Probabilités et statistiques
Štefan Schwarz (1963)
Czechoslovak Mathematical Journal
Böttcher, Albrecht, Potts, Daniel (2007)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Waymire, Edward C. (2005)
Probability Surveys [electronic only]
Piotr Garbaczewski (1998)
Banach Center Publications
We establish circumstances under which the dispersion of passive contaminants in a forced flow can be consistently interpreted as a Markovian diffusion process.
M. Thieullen, J. C. Zambrini (1997)
Annales de l'I.H.P. Physique théorique
Armatte, Michel (2009)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
Regazzini, Eugenio (2005)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
Marta Sanz-Solé, Iván Torrecilla-Tarantino (2007)
ESAIM: Probability and Statistics
We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF123 (2002) 453-483 to an infinite dimensional setting.
Tomasz Kochanek, Janusz Morawiec (2009)
Annales Polonici Mathematici
Let (Ω,,P) be a probability space and let τ: ℝ × Ω → ℝ be strictly increasing and continuous with respect to the first variable, and -measurable with respect to the second variable. We obtain a partial characterization and a uniqueness-type result for solutions of the general linear equation in the class of probability distribution functions.