Tree and grid factors for general point processes.
Tree martingales and a.e. convergence of Vilenkin-Fourier series.
Trees and asymptotic expansions for fractional stochastic differential equations
In this article, we consider an n-dimensional stochastic differential equation driven by a fractional brownian motion with Hurst parameter H>1/3. We derive an expansion for E[f(Xt)] in terms of t, where X denotes the solution to the SDE and f:ℝn→ℝ is a regular function. Comparing to F. Baudoin and L. Coutin, Stochastic Process. Appl.117 (2007) 550–574, where the same problem is studied, we provide an improvement in three different directions: we are able to consider equations with drift,...
Trees and matchings from point processes.
Trees, not cubes: Hypercontractivity, cosiness, and noise stability.
Triangular Models and Asymptotics of Continuous Curves with Bounded and Unbounded Semigroup Generators
2000 Mathematics Subject Classification: Primary 47A48, Secondary 60G12.In this paper classes of K^r -operators are considered – the classes of bounded and unbounded operators A with equal domains of A and A*, finite dimensional imaginary parts and presented as a coupling of a dissipative operator and an antidissipative one with real absolutely continuous spectra and the class of unbounded dissipative K^r -operators A with different domains of A and A* and with real absolutely continuous spectra....
Tribus de Meyer et théorie des processus
Tribus homogènes et commutation de projections
Tribus markoviennes et prédiction
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift-their mean value and their applications
Tunnel effect for semiclassical random walk
In this note we describe recent results on semiclassical random walk associated to a probability density which may also concentrate as the semiclassical parameter goes to zero. The main result gives a spectral asymptotics of the close to eigenvalues. This problem was studied in [1] and relies on a general factorization result for pseudo-differential operators. In this note we just sketch the proof of this second theorem. At the end of the note, using the factorization, we give a new proof of the...
Two coalescents derived from the ranges of stable subordinators.
Two Inequalities for the First Moments of a Martingale, its Square Function and its Maximal Function
Given a Hilbert space valued martingale (Mₙ), let (M*ₙ) and (Sₙ(M)) denote its maximal function and square function, respectively. We prove that 𝔼|Mₙ| ≤ 2𝔼 Sₙ(M), n=0,1,2,..., 𝔼 M*ₙ ≤ 𝔼 |Mₙ| + 2𝔼 Sₙ(M), n=0,1,2,.... The first inequality is sharp, and it is strict in all nontrivial cases.
Two problems in prediction theory
Two results on continuity and boundedness of stochastic convolutions
Two special models of processes with time-dependent random parameters
Two-parameter gaussian Markov processes and their recursive linear filtering
Two-parameter multipliers on hardy spaces
Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane.
Two-sided estimates on the density of the Feynman-Kac semigroups of stable-like processes.