Small tails for the supremum of a gaussian process
Michel Talagrand (1988)
Annales de l'I.H.P. Probabilités et statistiques
Doney, R.A. (2004)
Electronic Journal of Probability [electronic only]
Xiang-Dong Li, Terry J. Lyons (2006)
Annales scientifiques de l'École Normale Supérieure
Jean Bertoin (1995)
Forum mathematicum
R. K. Getoor, P. W. Millar (1972)
Compositio Mathematica
Philippe Clément, Giuseppe Da Prato (1996)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
Regularity of stochastic convolutions corresponding to a Volterra equation, perturbed by a white noise, is studied. Under suitable assumptions, hölderianity of the corresponding trajectories is proved.
M. B. Marcus, G. Pisier (1984)
Annales de l'I.H.P. Probabilités et statistiques
Daniel W. Stroock (2010)
Colloquium Mathematicae
Over fifty years ago, Irving Segal proved a theorem which leads to a characterization of those orthogonal transformations on a Hilbert space which induce ergodic transformations. Because Segal did not present his result in a way which made it readily accessible to specialists in ergodic theory, it was difficult for them to appreciate what he had done. The purpose of this note is to state and prove Segal's result in a way which, I hope, will win it the recognition which it deserves.
Leon Brown, Bertram Schreiber (1996)
Studia Mathematica
This work is concerned with the study of stochastic processes which are continuous in probability, over various parameter spaces, from the point of view of approximation and extension. A stochastic version of the classical theorem of Mergelyan on polynomial approximation is shown to be valid for subsets of the plane whose boundaries are sets of rational approximation. In a similar vein, one can obtain a version in the context of continuity in probability of the theorem of Arakelyan on the uniform...
Lawler, Gregory F. (1998)
Mathematical Physics Electronic Journal [electronic only]
Heinrich von Weizsäcker (1974)
Mathematische Annalen
Naresh C. Jain, Michael B. Marcus (1974)
Annales de l'institut Fourier
Let be a stochastically continuous, separable, Gaussian process with . A sufficient condition, in terms of the monotone rearrangement of , is obtained for to have continuous sample paths almost surely. This result is applied to a wide class of random series of functions, in particular, to random Fourier series.
Sheng-Wu He, Jia-An Yan, Wei-An Zheng (1983)
Séminaire de probabilités de Strasbourg
Jean Diebolt (1981)
Annales de l'I.H.P. Probabilités et statistiques
Jean-François Le Gall (1985)
Séminaire de probabilités de Strasbourg
C. Stricker (1979)
Séminaire de probabilités de Strasbourg
Paul Hubert Bézandry, Xavier Fernique (1992)
Annales de l'I.H.P. Probabilités et statistiques
X. Fernique (1990)
Annales de l'I.H.P. Probabilités et statistiques
A. Lachal (1991)
Annales de l'I.H.P. Probabilités et statistiques
Jean-François Le Gall (1985)
Séminaire de probabilités de Strasbourg