Factorisation des distributions de Cantor
Factorisation d'opérateurs aléatoires, d'après Benyamini et Gordon
Factorising brownian motion at two boundaries ; an example
Factorization of the distribution function of waiting time
Factorization of the Green's operator and weak-type estimates for a random walk on a tree.
Factorization representations in the boundary crossing problems for random walks on a Markov chain.
Factorization through Hilbert space and the dilation of L(X,Y)-valued measures
We present a general necessary and sufficient algebraic condition for the spectral dilation of a finitely additive L(X,Y)-valued measure of finite semivariation when X and Y are Banach spaces. Using our condition we derive the main results of Rosenberg, Makagon and Salehi, and Miamee without the assumption that X and/or Y are Hilbert spaces. In addition we relate the dilation problem to the problem of factoring a family of operators through a single Hilbert space.
Factorizations of the sojourn times of semi-Markov random walks.
Factors and Roots of Large Measures on Connected Lie Groups.
Factors, Roots and Embeddability of Measures on Lie Groups.
Factual And Cognitive Probability.
Fast deterministic pricing of options on Lévy driven assets
Arbitrage-free prices of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) . This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the -scheme in time and a wavelet Galerkin method with degrees of freedom in log-price space. The dense matrix for can be replaced by a sparse matrix in the wavelet basis, and the linear...
Fast deterministic pricing of options on Lévy driven assets
Arbitrage-free prices u of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) . This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the θ-scheme in time and a wavelet Galerkin method with N degrees of freedom in log-price space. The dense matrix for can be replaced by a sparse matrix in the wavelet basis, and the...
Fast oscillating random perturbations of dynamical systems with conservation laws
Fast sets and points for fractional brownian motion
Feller semigroups and degenerate elliptic operators with Wentzell boundary conditions
This paper is devoted to the functional analytic approach to the problem of construction of Feller semigroups with Wentzell boundary conditions in the characteristic case. Our results may be stated as follows: We can construct Feller semigroups corresponding to a diffusion phenomenon including absorption, reflection, viscosity, diffusion along the boundary and jump at each point of the boundary.
Feller semigroups, Dirchlet forms, and pseudo differential operators.
Feller semigroups obtained by variable order subordination.
Fermeture de et de
Fernique type inequalities and moduli of continuity for l2-valued Ornstein-Uhlenbeck Processes