Page 1 Next

Displaying 1 – 20 of 3362

Showing per page

( H p , L p ) -type inequalities for the two-dimensional dyadic derivative

Ferenc Weisz (1996)

Studia Mathematica

It is shown that the restricted maximal operator of the two-dimensional dyadic derivative of the dyadic integral is bounded from the two-dimensional dyadic Hardy-Lorentz space H p , q to L p , q (2/3 < p < ∞, 0 < q ≤ ∞) and is of weak type ( L 1 , L 1 ) . As a consequence we show that the dyadic integral of a ∞ function f L 1 is dyadically differentiable and its derivative is f a.e.

A backward particle interpretation of Feynman-Kac formulae

Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We...

A central limit theorem for two-dimensional random walks in a cone

Rodolphe Garbit (2011)

Bulletin de la Société Mathématique de France

We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is regularly varying. This condition is satisfied in many natural examples.

A Ciesielski–Taylor type identity for positive self-similar Markov processes

A. E. Kyprianou, P. Patie (2011)

Annales de l'I.H.P. Probabilités et statistiques

The aim of this note is to give a straightforward proof of a general version of the Ciesielski–Taylor identity for positive self-similar Markov processes of the spectrally negative type which umbrellas all previously known Ciesielski–Taylor identities within the latter class. The approach makes use of three fundamental features. Firstly, a new transformation which maps a subset of the family of Laplace exponents of spectrally negative Lévy processes into itself. Secondly, some classical features...

Currently displaying 1 – 20 of 3362

Page 1 Next