We investigate a scale of -spaces defined with the help of certain Lorentz norms. The results are applied to extrapolation techniques concerning operators defined on adapted sequences. Our extrapolation works simultaneously with two operators, starts with --estimates, and arrives at --estimates, or more generally, at estimates between K-functionals from interpolation theory.
We give a sufficient condition on the coefficients of a class of infinite horizon backward doubly stochastic differential equations (BDSDES), under which the infinite horizon BDSDES have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations.
We consider a random walk in a stationary ergodic environment in , with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no “traps.” We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in , , which serves as environment....
In this paper, we study basic properties of symmetric stable random vectors for which the spectral measure is a copula, i.e., a distribution having uniformly distributed marginals.